/// <summary>
/// 退货总控线程函数
/// </summary>
private static void ThreadProc()
{
//初始化股票 和 期货退货线程
DateTime lastmessage = DateTime.Now;
log.LogEvent("退货控制线程启动");
Task StockRefundThread = new Task(StockThreadProc);
Task FutureRefundThread = new Task(FutureThreadProc);
StockRefundThread.Start();
FutureRefundThread.Start();
while (true)
{
Thread.Sleep(10);
if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10)
{
log.LogEvent("本模块供血不足，线程即将死亡");
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Refund_Control_MONITOR", (object)false);
queue_system_status.GetQueue().Enqueue((object)message1);
break;
}
if (lastmessage.Second != DateTime.Now.Second)
{
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Refund_Control_MONITOR", (object)true);
queue_system_status.GetQueue().Enqueue((object)message1);
lastmessage = DateTime.Now;
}
//获取下一笔交易
RefundStruct next_trade = new RefundStruct();
if (queue_refund_thread.GetQueueNumber() > 0)
{
lock (queue_refund_thread.GetQueue().SyncRoot)
{
if (queue_refund_thread.GetQueue().Count > 0)
{
next_trade = (RefundStruct)queue_refund_thread.GetQueue().Dequeue();
}
if (next_trade != null && next_trade.OrderRef != string.Empty && next_trade.OrderSysId != string.Empty)
{
log.LogEvent("退货控制线程收到退货请求，交易编号：" + next_trade.OrderRef);
}
}
}
if (next_trade.OrderRef == null || next_trade.OrderRef == String.Empty || next_trade.OrderSysId == String.Empty)
{
continue;
}
//此时内存中包含了即将被进行的交易
next_trade.Direction = next_trade.Direction.Trim();
next_trade.ExchangeId = next_trade.ExchangeId.Trim();
next_trade.OffSetFlag = next_trade.OffSetFlag.Trim();
next_trade.OrderRef = next_trade.OrderRef.Trim();
next_trade.OrderSysId = next_trade.OrderSysId.Trim();
next_trade.SecurityCode = next_trade.SecurityCode.Trim();
next_trade.SecurityType = next_trade.SecurityType.Trim();
if (next_trade.SecurityType.ToUpper() == "S")
{
//股票退货
queue_stock_refund_thread.GetQueue().Enqueue(next_trade);
}
else if (next_trade.SecurityType.ToUpper() == "F")
{
//期货退货
queue_future_refund_thread.GetQueue().Enqueue(next_trade);
}
}
Thread.CurrentThread.Abort();
}
/// <summary>
/// 股票总控线程函数
/// </summary>
private static void StockThreadProc()
{
log.LogEvent("股票退货线程启动！");
MCStockLib.managedStockClass _classTradeStock = new managedStockClass();
MCStockLib.managedLogin login = new managedLogin(CommConfig.Stock_ServerAddr, CommConfig.Stock_Port, CommConfig.Stock_Account, CommConfig.Stock_BrokerID, CommConfig.Stock_Password, CommConfig.Stock_InvestorID);
//标记心跳包发送时间
DateTime _markedTime = DateTime.Now;
DateTime lastmessage = DateTime.Now;
string ErrorMsg = string.Empty;
//初始化通信
//功能1
_classTradeStock.Init(login, ErrorMsg);
while (true)
{
Thread.Sleep(10);
if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10)
{
log.LogEvent("股票退货线程心跳停止 ， 最后心跳 ： " + GlobalHeartBeat.GetGlobalTime().ToString());
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Stock_Refund_Control_MONITOR", (object)false);
queue_system_status.GetQueue().Enqueue((object)message1);
break;
}
if (lastmessage.Second != DateTime.Now.Second)
{
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Stock_Refund_Control_MONITOR", (object)true);
queue_system_status.GetQueue().Enqueue((object)message1);
lastmessage = DateTime.Now;
}
if (_markedTime.Minute != DateTime.Now.Minute)
{
//发送心跳包
//功能2
//_stockTradeAPI.heartBeat();
_classTradeStock.HeartBeat();
_markedTime = DateTime.Now;
}
if (queue_stock_refund_thread.GetQueueNumber() > 0)
{
RefundStruct refundItem = (RefundStruct)queue_stock_refund_thread.GetQueue().Dequeue();
QueryEntrustOrderStruct_M item = new QueryEntrustOrderStruct_M()
{
Code = refundItem.SecurityCode,
Direction = Convert.ToInt32(refundItem.Direction),
ExchangeID = (refundItem.ExchangeId == "SH" ? "1" : "2"),
OrderPrice = 0, //撤单不用考虑价格
OrderRef = Convert.ToInt32(refundItem.OrderRef),
OrderSysID = refundItem.OrderSysId,
SecurityType = (sbyte)115,
StrategyId = string.Empty //撤单不考虑策略编号
};
if (!_classTradeStock.getConnectStatus())
{
_classTradeStock.Init(login, ErrorMsg);
}
String err = String.Empty;
//发出撤单交易
_classTradeStock.CancelTrade(item, err);
log.LogEvent("股票撤单已发出，本地编号：" + refundItem.OrderRef + " 系统编号：" + refundItem.OrderSysId);
}
}
}
/// <summary>
/// 期货总控线程函数
/// </summary>
private static void FutureThreadProc()
{
log.LogEvent("期货退货线程启动！");
string ErrorMsg = string.Empty;
DateTime lastmessage = DateTime.Now;
CTP_CLI.CCTPClient _client = new CTP_CLI.CCTPClient(CommConfig.INVESTOR, CommConfig.PASSWORD, CommConfig.BROKER, CommConfig.ADDRESS);
_client.FrontConnected += _client_FrontConnected;
_client.FrontDisconnected += _client_FrontDisconnected;
_client.RspUserLogin += _client_RspUserLogin;
//报单变化回调函数
_client.RtnOrder += FutureTrade._client_RtnOrder;
//成交变化回调函数
_client.RtnTrade += FutureTrade._client_RtnTrade;
//报单修改操作回调函数（暂时不用）
_client.RspOrderAction += FutureTrade._client_RspOrderAction;
//报单失败回调函数
_client.RspOrderInsert += FutureTrade._client_RspOrderInsert;
//报单问题回调函数
_client.ErrRtnOrderInsert += FutureTrade._client_ErrRtnOrderInsert;
_client.Connect();
//状态 DISCONNECTED -> CONNECTED
while (status != FutureTradeThreadStatus.CONNECTED)
{
Thread.Sleep(10);
}
_client.ReqUserLogin();
//状态 CONNECTED -> LOGIN
while (status != FutureTradeThreadStatus.LOGIN)
{
Thread.Sleep(10);
}
while (true)
{
if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10)
{
log.LogEvent("期货退货线程心跳停止 ， 最后心跳 ： " + GlobalHeartBeat.GetGlobalTime().ToString());
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Future_Refund_Control_MONITOR", (object)false);
queue_system_status.GetQueue().Enqueue((object)message1);
break;
}
if (lastmessage.Second != DateTime.Now.Second)
{
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Future_Refund_Control_MONITOR", (object)true);
queue_system_status.GetQueue().Enqueue((object)message1);
lastmessage = DateTime.Now;
}
Thread.Sleep(10);
if (queue_future_refund_thread.GetQueueNumber() > 0)
{
RefundStruct refundItem = (RefundStruct)queue_future_refund_thread.GetQueue().Dequeue();
RecordItem record = TradeRecord.GetInstance().getOrderInfo(Convert.ToInt32(refundItem.OrderRef));
refundItem.ExchangeId = record.ExchangeID;
CTP_CLI.CThostFtdcInputOrderActionField_M item = new CTP_CLI.CThostFtdcInputOrderActionField_M()
{
BrokerID = CommConfig.BROKER,
ExchangeID = refundItem.ExchangeId,
OrderSysID = refundItem.OrderSysId.PadLeft(12),
InvestorID = CommConfig.INVESTOR,
ActionFlag = Convert.ToByte('0'), //删除标志 THOST_FTDC_AF_Delete
InstrumentID = record.Code
};
_client.ReqOrderAction(item);
}
}
}