/// <summary>
/// 收到任意回报时调用
/// </summary>
/// <param name="msgHead"></param>
public void OnJHTradeHead(Trade_Head msgHead)
{
lastTradeHeartTime = GetTimestamp() + time_trade_dif;
trade_Is_Error = false;
// DateTime servTime;
// servTime = Convert.ToDateTime(msgHead.OperTime);
// lastTradeHeartTime = GetTimestamp(servTime);
}
//报单应答
public override void OnJHTradeOrder(Trade_Head msgHead, Orderf pOrder)
{
if (msgHead != null && pOrder != null && msgHead.ReturnCode == "201")
{
string strt = DateTime.Now.ToString();
string tradeno = msgHead.TradeNo;
listSponce.Add("回报时间:" + strt + " 流水号:" + tradeno + " ,价格:" + pOrder.order_price + " ,数量:" + pOrder.order_qtt);
}
}
/// <summary>
/// 交易接口心跳应答
/// </summary>
/// <param name="msgHead"></param>
/// <param name="strTime"></param>
public void OnJHTradeHeartMsg(Trade_Head msgHead, string strTime)
{
if (strTime == "")
{
return;
}
trade_Is_Error = false;
lastTradeHeartTime = int.Parse(strTime);
}
//撤单应答
public override void OnJHTradeCancelOrder(Trade_Head msgHead, Cancel_Order pCancel)
{
if (pCancel.ret_cancel_status == "0")
{
PrintLine("995@撤单成功！合同ID：" + pCancel.contract_id + "，流水号：" + msgHead.TradeNo);
}
else
{
PrintLine("995@撤单失败！合同ID：" + pCancel.contract_id + "，流水号：" + msgHead.TradeNo);
}
}
/// <summary>
/// 会话异常
/// </summary>
/// <param name="msgHead">msgHead.return_code:
/// 8172 由于长时间没有操作,自动中断连接，请重新登录。
/// 8173 连接超时，请重新登录。
/// 8174 该帐号重复登录被踢出。
/// 8175 后台管理强制踢出。
/// 8176 客户端帐户出现异常。
/// </param>
public void OnJHTradeSessionFail(Trade_Head msgHead)
{
session_Is_Error = true;
IsTradeNo = false;
if (printMsg != null)
{
printMsg.Print("交易接口会话异常! Code：" + msgHead.ReturnCode + ", Message：" + msgHead.ReturnDesc);
}
if (stateNotify != null)
{
stateNotify.OnNotify(this, NotifyCode.TRADE_SESSION_EXCEPTION);
}
}
public override void OnLogout(Trade_Head msgHead)
{
if (strategy == null)
{
return;
}
try
{
strategy.OnJHTradeHead(msgHead);
}catch (Exception ex)
{
strategy.OnExceptionMessage(EnumStateFlag.交易回报, ex.ToString());
}
}
public override void OnSubsfList(Trade_Head msgHead, List <Subsf_List> pSubsf_List)
{
if (strategy == null)
{
return;
}
try
{
strategy.OnJHTradeHead(msgHead);
strategy.OnJHTradeSubsfList(msgHead, pSubsf_List);
}catch (Exception ex)
{
strategy.OnExceptionMessage(EnumStateFlag.交易回报, ex.ToString());
}
}
public override void OnCancelOrder(Trade_Head msgHead, Cancel_Order pCancel)
{
if (strategy == null)
{
return;
}
try
{
strategy.OnJHTradeHead(msgHead);
strategy.OnJHTradeCancelOrder(msgHead, pCancel);
}catch (Exception ex)
{
strategy.OnExceptionMessage(EnumStateFlag.交易回报, ex.ToString());
}
}
public override void OnHeartMsg(Trade_Head msgHead, string strClientTime)
{
if (strategy == null)
{
return;
}
try
{
strategy.OnJHTradeHead(msgHead);
strategy.OnJHTradeHeartMsg(msgHead, strClientTime);
}catch (Exception ex)
{
strategy.OnExceptionMessage(EnumStateFlag.交易回报, ex.ToString());
}
}
public override void OnTradeReturn(Trade_Head msgHead, List <Trade_Return> pTrade_Return_List)
{
if (strategy == null)
{
return;
}
try
{
strategy.OnJHTradeHead(msgHead);
strategy.OnJHTradeTradeReturn(msgHead, pTrade_Return_List);
}catch (Exception ex)
{
strategy.OnExceptionMessage(EnumStateFlag.交易回报, ex.ToString());
}
}
public void OnJHTradeForValSign(Trade_Head msgHead)
{
if (printMsg != null)
{
printMsg.Print("验证特征码成功！正在进行登陆验证. . .");
}
//特征码验证成功后进行登陆
bool rlogin = manageTrade.ForJHTradeLogin(username, password, JHUtil.GetMacAddress(), JHUtil.GetNaviteIP(), "login");
if (rlogin == false)
{
manageTrade.ForFreeClient();
manageTrade = null;
}
}
public override void OnCurrRate(Trade_Head msgHead, List <Curr_Rate> pCurr_Rate_List)
{
if (strategy == null)
{
return;
}
try
{
strategy.OnJHTradeHead(msgHead);
strategy.OnJHTradeCurrRate(msgHead, pCurr_Rate_List);
}catch (Exception ex)
{
strategy.OnExceptionMessage(EnumStateFlag.交易回报, ex.ToString());
}
}
public override void OnFundInOutList(Trade_Head msgHead, List <Fund_Inout> pFund_Inout_List)
{
if (strategy == null)
{
return;
}
try
{
strategy.OnJHTradeHead(msgHead);
strategy.OnJHTradeFundInOutList(msgHead, pFund_Inout_List);
}catch (Exception ex)
{
strategy.OnExceptionMessage(EnumStateFlag.交易回报, ex.ToString());
}
}
public override void OnMarketStatus(Trade_Head msgHead, Market_Status pMarketStatus)
{
if (strategy == null)
{
return;
}
try
{
strategy.OnJHTradeHead(msgHead);
strategy.OnJHTradeMarketStatus(msgHead, pMarketStatus);
}catch (Exception ex)
{
strategy.OnExceptionMessage(EnumStateFlag.交易回报, ex.ToString());
}
}
/*******************错误信息应答*****************/
public override void OnForAssoInfo(Trade_Head msgHead, Asso_Info pAssoInfo)
{
if (strategy == null)
{
return;
}
try
{
strategy.OnJHTradeHead(msgHead);
strategy.OnJHTradeForAssoInfo(msgHead, pAssoInfo);
}catch (Exception ex)
{
strategy.OnExceptionMessage(EnumStateFlag.交易回报, ex.ToString());
}
}
//合同
public override void OnJHTradeContractList(Trade_Head msgHead, List <Contract_List> pContract_List)
{
if (pContract_List != null && msgHead.ListNum != 0)
{
foreach (Contract_List pcl in pContract_List)
{
if (pcl.contract_no == GetContractID())
{
Cont_L = pcl;
m_minPrice = int.Parse(pcl.min_diff_price);
contract_id = pcl.contract_id;
}
}
}
}
//持仓信息应答
public override void OnJHTradeSubsfList(Trade_Head msgHead, List <Subsf_List> pSubsf_List)
{
if (msgHead.ListNum == 0)
{
return;
}
foreach (Subsf_List sl in pSubsf_List)
{
if (sl.contract_no == GetContractID())
{
Position = int.Parse(sl.cnyable_qtt);
break;
}
}
}
public void OnJHTradeForLogin(Trade_Head msgHead)
{
if (msgHead.OperTime == "")
{
if (stateNotify != null)
{
stateNotify.OnNotify(this, NotifyCode.TRADE_TIME_ERROR);
}
return;
}
string msg = "";
bool brt = false;
if (int.Parse(msgHead.ReturnCode) == 0)
{
msg = "登陆交易服务器成功! code:" + msgHead.ReturnCode + ",desc:" + msgHead.ReturnDesc;
}
else
{
brt = true;
msg = "登陆交易服务器异常! code:" + msgHead.ReturnCode + ",desc:" + msgHead.ReturnDesc;
JHLog.forTradeLog(msg);
}
PrintLine(msg);
if (brt)
{
return;
}
DateTime servTime;
//计算时间差
servTime = Convert.ToDateTime(msgHead.OperTime);
//保存服务器推送时间
lastTradeHeartTime = GetTimestamp(servTime);
//保持本地与服务器时间差
time_trade_dif = lastTradeHeartTime - GetTimestamp();
//通知准备工作已经完成
OnInitInstance();
}
//报单应答
public override void OnJHTradeOrder(Trade_Head msgHead, Orderf pOrder)
{
if (msgHead != null && pOrder != null && msgHead.ReturnCode == "201")
{
//如果是大单报单 添加到大单队列。
if (BIG_ORDER_F == msgHead.TradeNo)
{
BigOrder big = new BigOrder();
big.tradeNo = BIG_ORDER_F;
big.limitTime = DateTime.Now;
big.order_no = pOrder.order_no;
big.order_id = pOrder.order_id;
big.bigOrder = pOrder;
listOrderNos.Add(big);
return;
}
//如果是必须成交的单子不处理
if (MUST_TRADE_ON == msgHead.TradeNo)
{
return;
}
//挂单
if (int.Parse(msgHead.TradeNo) % 2 == 1)
{
listOpens.Add(pOrder);
}
else
{
listCloses.Add(pOrder);
}
}
}
public void PrintHead(Trade_Head msgHead, string _msg = "")
{
string msg = "code:" + msgHead.ReturnCode + ",desc:" + msgHead.ReturnDesc;
PrintLine(_msg + ", " + msg);
}
/// <summary>
/// 持仓汇总
/// </summary>
/// <param name="msgHead"></param>
/// <param name="pSubsf_List"></param>
virtual public void OnJHTradeSubsfList(Trade_Head msgHead, List <Subsf_List> pSubsf_List)
{
}
/// <summary>
/// 仓单查询（教汇没有仓单所以此函数无效）
/// </summary>
/// <param name="msgHead"></param>
/// <param name="pReceipts_List"></param>
virtual public void OnJHTradeReceiptsList(Trade_Head msgHead, List <Receipts_List> pReceipts_List)
{
}
/// <summary>
/// 委托查询
/// </summary>
/// <param name="msgHead"></param>
/// <param name="pOrderf_List"></param>
virtual public void OnJHTradeOrderfList(Trade_Head msgHead, List <Orderf> pOrderf_List)
{
}
/// <summary>
/// 下单应答
/// </summary>
/// <param name="msgHead"></param>
/// <param name="pOrder"></param>
virtual public void OnJHTradeOrder(Trade_Head msgHead, Orderf pOrder)
{
}
/// <summary>
/// 撤单应答
/// </summary>
/// <param name="msgHead"></param>
/// <param name="pCancel"></param>
virtual public void OnJHTradeCancelOrder(Trade_Head msgHead, Cancel_Order pCancel)
{
}
/*************************/
/// <summary>
/// 资金查询
/// </summary>
/// <param name="msgHead"></param>
/// <param name="pFund"></param>
virtual public void OnJHTradeFund(Trade_Head msgHead, Fund pFund)
{
}
/// <summary>
/// 出入金查询应答
/// </summary>
/// <param name="msgHead"></param>
/// <param name="pFund_Inout_List"></param>
virtual public void OnJHTradeFundInOutList(Trade_Head msgHead, List <Fund_Inout> pFund_Inout_List)
{
}
/// <summary>
/// 成交查询
/// </summary>
/// <param name="msgHead"></param>
/// <param name="pDealf_List"></param>
virtual public void OnJHTradeDealfList(Trade_Head msgHead, List <Dealf_List> pDealf_List)
{
}
/// <summary>
/// 交易公告
/// </summary>
/// <param name="msgHead"></param>
/// <param name="pBulletin"></param>
virtual public void OnJHTradeBulletin(Trade_Head msgHead, Bulletin pBulletin)
{
}
/// <summary>
/// 出入金申请应答
/// </summary>
/// <param name="msgHead"></param>
/// <param name="pStruct"></param>
virtual public void OnJHTradeFundInOutApply(Trade_Head msgHead, Fund_Inout pStruct)
{
}
