public static OrderField GetOrder(CtpOrder data)
{
if (data == null)
{
return(null);
}
var order = new OrderField();
order.ID = data.OrderRef;
order.LocalID = data.OrderRef;
order.OrderID = data.OrderSysID;
order.InstrumentID = data.InstrumentID;
order.Qty = data.VolumeTotal;
order.Side = GetOrderSide(data.Direction);
order.OpenClose = GetOpenClose((byte)data.CombOffsetFlag[0]);
order.HedgeFlag = GetHedgeFlag((byte)data.CombHedgeFlag[0]);
order.Price = data.LimitPrice;
order.StopPx = data.StopPrice;
order.TimeInForce = TimeInForce.IOC;
order.Type = order.Price > 0 ? OrderType.Limit : OrderType.Market;
order.Status = GetOrderStatus(data);
order.ExecType = GetExecType(data);
order.SetText(data.StatusMsg);
order.Date = GetDate(data.InsertDate);
order.Time = GetTime(data.InsertTime);
order.ReserveChar64 = CtpClientId;
return(order);
}
public static ExecType GetExecType(CtpOrder data)
{
switch (data.OrderStatus)
{
case CtpOrderStatusType.Canceled:
if (data.OrderSubmitStatus == CtpOrderSubmitStatusType.InsertRejected)
{
return(ExecType.Rejected);
}
return(ExecType.Cancelled);
case CtpOrderStatusType.Unknown:
// 如果是撤单，也有可能出现这一条，如何过滤？
if (data.OrderSubmitStatus == CtpOrderSubmitStatusType.InsertSubmitted)
{
return(ExecType.New);
}
return(ExecType.Trade);
case CtpOrderStatusType.AllTraded:
case CtpOrderStatusType.PartTradedQueueing:
return(ExecType.Trade);
default:
return(ExecType.New);
}
}
internal static OrderStatus GetOrderStatus(CtpOrder data)
{
switch (data.OrderStatus)
{
case CtpOrderStatusType.Canceled: {
if (data.OrderSubmitStatus == CtpOrderSubmitStatusType.InsertRejected)
{
return(OrderStatus.Rejected);
}
return(OrderStatus.Cancelled);
}
case CtpOrderStatusType.Unknown:
// 如果是撤单，也有可能出现这一条，如何过滤？
if (data.OrderSubmitStatus == CtpOrderSubmitStatusType.InsertSubmitted)
{
return(OrderStatus.New);
}
goto default;
default:
if (data.VolumeTotal == 0)
{
return(OrderStatus.Filled);
}
else if (data.VolumeTotal == data.VolumeTotalOriginal)
{
return(OrderStatus.New);
}
else
{
return(OrderStatus.PartiallyFilled);
}
}
}
private void ProcessRtnOrder(CtpOrder data)
{
var localId = $"{data.FrontID}:{data.SessionID}:{data.OrderRef}";
if (!_orders.TryGetByLocalId(localId, out var order))
{
return;
}
if (!string.IsNullOrEmpty(data.OrderSysID) && string.IsNullOrEmpty(order.OrderID))
{
order.OrderID = $"{data.ExchangeID}:{data.InstrumentID}:{data.OrderSysID}";
_orders.SetOrderSysId(order.OrderID, localId);
}
ReportOrder(order, CtpConvert.GetExecType(data), CtpConvert.GetOrderStatus(data), 0, 0, data.StatusMsg);
if (_cancelPendings.Contains(localId))
{
_cancelPendings.Remove(localId);
ProcessCancelOrder(localId);
}
}
private void ProcessRtnOrder(CtpOrder data)
{
var id = CtpConvert.GetId(data);
if (!_orders.TryGetById(id, out var order))
{
return;
}
if (!string.IsNullOrEmpty(data.OrderSysID) && string.IsNullOrEmpty(order.OrderID))
{
order.OrderID = data.OrderSysID;
order.ExchangeID = data.ExchangeID;
_orders.SetMap(order);
ProcessTradePending();
}
ReportOrder(order, CtpConvert.GetExecType(data), CtpConvert.GetOrderStatus(data), 0, 0, data.StatusMsg);
if (_cancelPendings.Contains(id))
{
_cancelPendings.Remove(id);
ProcessCancelOrder(id);
}
}
public static string GetId(CtpOrder data)
{
return($"{data.FrontID}:{data.SessionID}:{data.OrderRef}");
}
