private void On_SubscribeReceived(NetMQMessage message)
{
int count = message.FrameCount;
if (count < 3)
{
return;
}
string accountNo = message.Pop().ConvertToString();
var msgHeader = message.Pop().ToByteArray();
var payload = message.Pop();
ReportHeader header = ReportHeader.Parser.ParseFrom(msgHeader);
if (header.ApiId == ID_STOCK_PLACE_REPORT)
{
PlacedReport report = PlacedReport.Parser.ParseFrom(payload.ToByteArray());
PlaceReportReceived?.Invoke(accountNo, header, report);
}
else if (header.ApiId == ID_STOCK_FILL_REPORT)
{
FillReport report = FillReport.Parser.ParseFrom(payload.ToByteArray());
FillReportReceived?.Invoke(accountNo, header, report);
}
else if (header.ApiId == ID_STOCK_CANCEL_REPORT)
{
CancellationReport report = CancellationReport.Parser.ParseFrom(payload.ToByteArray());
CancelReportReceived?.Invoke(accountNo, header, report);
}
}
private void On_FillReportReceived(string accountNo, ReportHeader header, FillReport report)
{
string log = string.Format("{0} 账号:{1} {2} 券:{3} 数量:{4,6} 价格:{5,8}. 单号:{6,10}, 原号:{7,10}. 成交:{8, 6} 价格:{9, 8}. {10} ",
report.FillStatus, report.AccountNo, report.OrderSide, report.Code, report.Quantity, report.Price,
report.OrderExchangeId, report.OrderOriginalId,
report.FillQuantity, report.FillPrice, header.Message
);
BeginInvoke(new MethodInvoker(() => { WriteReport(log); }));
}
private void On_Trade_Fill(string accountNo, ReportHeader header, FillReport report)
{
BeginInvoke(new MethodInvoker(() =>
{
TradeMessage.Text =
string.Format("成交 {0} {1} {2} {3}",
report.Code,
report.Quantity,
report.FillQuantity,
DateTime.Now.ToString("HH:mm:ss.fff"));
}));
}
