private void ProcessExecRejected(OrderField field)
{
if (_map.TryPickLocal(field.LocalID, out var order))
{
_provider.OnMessage(CreateReport(new OrderRecord(order), (OrderStatus)field.Status,
ExecType.ExecRejected, field.Text()));
}
else if (_map.TryPickRejected(field.ID, out var record))
{
//出现超出涨跌停时，会先收到 ProcessExecNew
_provider.OnMessage(CreateReport(record, (OrderStatus)field.Status, ExecType.ExecRejected,
field.Text()));
}
}
private void ProcessExecCancelReject(OrderField field)
{
if (_map.TryGetOrder(field.ID, out var record))
{
_provider.OnMessage(CreateReport(record, (OrderStatus)field.Status, ExecType.ExecCancelReject,
field.Text()));
}
}
private void ProcessExecRejected(OrderField field)
{
if (_map.TryGetOrder(field.ID, out var record))
{
var report = CreateReport(record, (OrderStatus)field.Status, ExecType.ExecRejected, field.Text());
report.SetErrorId(field.XErrorID, field.RawErrorID);
_provider.OnMessage(report);
_map.RemoveDone(field.ID);
}
}
private void OnRspQryOrder_callback(object sender, [In] ref OrderField order, int size1, bool bIsLast)
{
if (null == OnRspQryOrder)
{
return;
}
OrderClass cls = new OrderClass();
if (size1 > 0)
{
OrderField field = order;
cls.InstrumentName = field.InstrumentName();
cls.Symbol = field.Symbol;
cls.InstrumentID = field.InstrumentID;
cls.ExchangeID = field.ExchangeID;
cls.ClientID = field.ClientID;
cls.AccountID = field.AccountID;
cls.Side = (int)field.Side;
cls.Side_String = Enum <XAPI.OrderSide> .ToString(field.Side);
cls.Qty = field.Qty;
cls.Price = field.Price;
cls.OpenClose = (int)field.OpenClose;
cls.OpenClose_String = Enum <XAPI.OpenCloseType> .ToString(field.OpenClose);
cls.HedgeFlag = (int)field.HedgeFlag;
cls.HedgeFlag_String = Enum <XAPI.HedgeFlagType> .ToString(field.HedgeFlag);
cls.Date = field.Date;
cls.Time = field.Time;
cls.ID = field.ID;
cls.OrderID = field.OrderID;
cls.LocalID = field.LocalID;
cls.Type = (int)field.Type;
cls.Type_String = Enum <XAPI.OrderType> .ToString(field.Type);
cls.StopPx = field.StopPx;
cls.TimeInForce = (int)field.TimeInForce;
cls.TimeInForce_String = Enum <XAPI.TimeInForce> .ToString(field.TimeInForce);
cls.Status = (int)field.Status;
cls.Status_String = Enum <XAPI.OrderStatus> .ToString(field.Status);
cls.ExecType = (int)field.ExecType;
cls.ExecType_String = Enum <XAPI.ExecType> .ToString(field.ExecType);
cls.LeavesQty = field.LeavesQty;
cls.CumQty = field.CumQty;
cls.AvgPx = field.AvgPx;
cls.XErrorID = field.XErrorID;
cls.RawErrorID = field.RawErrorID;
cls.Text = field.Text();
cls.ReserveInt32 = field.ReserveInt32;
cls.ReserveChar64 = field.ReserveChar64;
cls.PortfolioID1 = field.PortfolioID1;
cls.PortfolioID2 = field.PortfolioID2;
cls.PortfolioID3 = field.PortfolioID3;
cls.Business = (int)field.Business;
cls.Business_String = Enum <XAPI.BusinessType> .ToString(field.Business);
}
if (null == OnRspQryOrder)
{
QueueData qd = new QueueData();
qd.Type = (int)ResponseType.OnRspQryOrder;
qd.Type_String = Enum <XAPI.ResponseType> .ToString(ResponseType.OnRspQryOrder);
qd.Sender = this;
qd.Data1 = cls;
qd.Data2 = size1;
qd.Data3 = bIsLast;
MessageQueue.Enqueue(qd);
}
else
{
OnRspQryOrder(this, cls, size1, bIsLast);
}
}
public void Process(ref OrderField order, NLog.Logger log)
{
// 所有的成交信息都不处理，交给TradeField处理
if (order.ExecType == XAPI.ExecType.Trade)
{
return;
}
lock (this)
{
OrderRecord record;
switch (order.ExecType)
{
case XAPI.ExecType.New:
if (this.pendingOrders.TryRemove(order.LocalID, out record))
{
this.workingOrders[order.ID] = record;
// 将LocalID更新为ID
this.orderIDs[record.Order.Id] = order.ID;
EmitExecutionReport(record, (SQ.ExecType)order.ExecType, (SQ.OrderStatus)order.Status, order.Text());
}
else
{
//log.Warn("New,找不到订单，pendingOrders.Count={0}", pendingOrders.Count);
}
break;
case XAPI.ExecType.Rejected:
if (this.pendingOrders.TryRemove(order.LocalID, out record))
{
orderIDs.Remove(record.Order.Id);
record.LeavesQty = 0;
EmitExecutionReport(record, (SQ.ExecType)order.ExecType, (SQ.OrderStatus)order.Status, order.Text());
}
else if (this.workingOrders.TryGetValue(order.ID, out record))
{
// 比如说出现超出涨跌停时，先会到ProcessNew，所以得再多判断一次
workingOrders.Remove(order.ID);
orderIDs.Remove(record.Order.Id);
record.LeavesQty = 0;
EmitExecutionReport(record, (SQ.ExecType)order.ExecType, (SQ.OrderStatus)order.Status, order.Text());
}
break;
case XAPI.ExecType.Cancelled:
if (this.workingOrders.TryGetValue(order.ID, out record))
{
workingOrders.Remove(order.ID);
orderIDs.Remove(record.Order.Id);
record.LeavesQty = 0;
EmitExecutionReport(record, SQ.ExecType.ExecCancelled, SQ.OrderStatus.Cancelled);
}
else if (this.pendingOrders.TryRemove(order.LocalID, out record))
{
orderIDs.Remove(record.Order.Id);
record.LeavesQty = 0;
EmitExecutionReport(record, (SQ.ExecType)order.ExecType, (SQ.OrderStatus)order.Status, order.Text());
}
break;
case XAPI.ExecType.PendingCancel:
if (this.workingOrders.TryGetValue(order.ID, out record))
{
EmitExecutionReport(record, SQ.ExecType.ExecPendingCancel, SQ.OrderStatus.PendingCancel);
}
else if (this.pendingOrders.TryGetValue(order.LocalID, out record))
{
EmitExecutionReport(record, SQ.ExecType.ExecPendingCancel, SQ.OrderStatus.PendingCancel);
}
break;
case XAPI.ExecType.CancelReject:
if (this.pendingCancels.TryRemove(order.ID, out record))
{
// 已经收到第一回报的情况下
EmitExecutionReport(record, SQ.ExecType.ExecCancelReject, (SQ.OrderStatus)order.Status, order.Text());
}
else if (this.pendingCancels.TryRemove(order.LocalID, out record))
{
// 没有收到第一条回报的情况下
EmitExecutionReport(record, SQ.ExecType.ExecCancelReject, (SQ.OrderStatus)order.Status, order.Text());
}
//else if (this.workingOrders.TryGetValue(order.ID, out record))
//{
// // 撤单回报延时的情况下
// EmitExecutionReport(record, SQ.ExecType.ExecCancelReject, (SQ.OrderStatus)order.Status, order.Text());
//}
break;
}
}
}
private void OnRtnOrder_callback(object sender, ref OrderField order)
{
OrderField field = order;
OrderClass cls = new OrderClass();
cls.InstrumentName = field.InstrumentName();
cls.Symbol = field.Symbol;
cls.InstrumentID = field.InstrumentID;
cls.ExchangeID = field.ExchangeID;
cls.ClientID = field.ClientID;
cls.AccountID = field.AccountID;
cls.Side = (int)field.Side;
cls.Side_String = Enum <XAPI.OrderSide> .ToString(field.Side);
cls.Qty = field.Qty;
cls.Price = field.Price;
cls.OpenClose = (int)field.OpenClose;
cls.OpenClose_String = Enum <XAPI.OpenCloseType> .ToString(field.OpenClose);
cls.HedgeFlag = (int)field.HedgeFlag;
cls.HedgeFlag_String = Enum <XAPI.HedgeFlagType> .ToString(field.HedgeFlag);
cls.Date = field.Date;
cls.Time = field.Time;
cls.ID = field.ID;
cls.OrderID = field.OrderID;
cls.LocalID = field.LocalID;
cls.Type = (int)field.Type;
cls.Type_String = Enum <XAPI.OrderType> .ToString(field.Type);
cls.StopPx = field.StopPx;
cls.TimeInForce = (int)field.TimeInForce;
cls.TimeInForce_String = Enum <XAPI.TimeInForce> .ToString(field.TimeInForce);
cls.Status = (int)field.Status;
cls.Status_String = Enum <XAPI.OrderStatus> .ToString(field.Status);
cls.ExecType = (int)field.ExecType;
cls.ExecType_String = Enum <XAPI.ExecType> .ToString(field.ExecType);
cls.LeavesQty = field.LeavesQty;
cls.CumQty = field.CumQty;
cls.AvgPx = field.AvgPx;
cls.XErrorID = field.XErrorID;
cls.RawErrorID = field.RawErrorID;
cls.Text = field.Text();
cls.ReserveInt32 = field.ReserveInt32;
cls.ReserveChar64 = field.ReserveChar64;
if (null == OnRtnOrder)
{
QueueData qd = new QueueData();
qd.Type = (int)ResponeType.OnRtnOrder;
qd.Type_String = Enum <XAPI.ResponeType> .ToString(ResponeType.OnRtnOrder);
qd.Sender = this;
qd.Data1 = cls;
MessageQueue.Enqueue(qd);
}
else
{
OnRtnOrder(this, ref cls);
}
}
public void Process(ref OrderField order)
{
// 所有的成交信息都不处理，交给TradeField处理
if (order.ExecType == XAPI.ExecType.Trade)
{
return;
}
OrderRecord record;
switch (order.ExecType)
{
case XAPI.ExecType.New:
if (this.pendingOrders.TryRemove(order.LocalID, out record))
{
this.workingOrders.Add(order.ID, record);
// 将LocalID更新为ID
this.orderIDs[record.Order.Id] = order.ID;
EmitExecutionReport(record, (SQ.ExecType)order.ExecType, (SQ.OrderStatus)order.Status);
}
break;
case XAPI.ExecType.Rejected:
if (this.pendingOrders.TryRemove(order.LocalID, out record))
{
orderIDs.Remove(record.Order.Id);
EmitExecutionReport(record, (SQ.ExecType)order.ExecType, (SQ.OrderStatus)order.Status, order.Text());
}
else if (this.workingOrders.TryGetValue(order.ID, out record))
{
// 比如说出现超出涨跌停时，先会到ProcessNew，所以得再多判断一次
workingOrders.Remove(order.ID);
orderIDs.Remove(record.Order.Id);
EmitExecutionReport(record, (SQ.ExecType)order.ExecType, (SQ.OrderStatus)order.Status, order.Text());
}
break;
case XAPI.ExecType.Cancelled:
if (this.workingOrders.TryGetValue(order.ID, out record))
{
workingOrders.Remove(order.ID);
orderIDs.Remove(record.Order.Id);
EmitExecutionReport(record, SQ.ExecType.ExecCancelled, SQ.OrderStatus.Cancelled);
}
else if (this.pendingOrders.TryRemove(order.LocalID, out record))
{
orderIDs.Remove(record.Order.Id);
EmitExecutionReport(record, (SQ.ExecType)order.ExecType, (SQ.OrderStatus)order.Status, order.Text());
}
break;
case XAPI.ExecType.PendingCancel:
if (this.workingOrders.TryGetValue(order.ID, out record))
{
EmitExecutionReport(record, SQ.ExecType.ExecPendingCancel, SQ.OrderStatus.PendingCancel);
}
break;
case XAPI.ExecType.CancelReject:
if (this.pendingCancels.TryRemove(order.ID, out record))
{
EmitExecutionReport(record, SQ.ExecType.ExecCancelReject, (SQ.OrderStatus)order.Status, order.Text());
}
break;
}
}
