public bool BatchTradeTest(TradeOrderStruct_M[] mytraderoder, int nSize, out QueryEntrustOrderStruct_M[] myEntrust, out string Errormsg)
{
myEntrust = new QueryEntrustOrderStruct_M[nSize];
for (int i = 0; i < mytraderoder.Count(); i++)
{
Thread.Sleep(1000);
if (mytraderoder[i] == null)
{
break;
}
myEntrust[i] = new QueryEntrustOrderStruct_M();
myEntrust[i].Code = mytraderoder[i].SecurityCode;
myEntrust[i].Direction = mytraderoder[i].TradeDirection;
myEntrust[i].ExchangeID = mytraderoder[i].ExchangeID;
myEntrust[i].OrderPrice = mytraderoder[i].OrderPrice;
myEntrust[i].SecurityType = mytraderoder[i].SecurityType;
Random rando = new Random();
myEntrust[i].OrderSysID = "T" + rando.Next(1, 99999).ToString();
}
Errormsg = "success";
return(true);
}
public void Run()
{
Thread mythread = new Thread(new ThreadStart(threadproc));
mythread.Start();
//载入未完成委托记录
List <ER_TAOLI_TABLE> ERs = DBAccessLayer.GetInCompletedERRecord("S");
if (ERs != null && ERs.Count > 0)
{
foreach (ER_TAOLI_TABLE item in ERs)
{
QueryEntrustOrderStruct_M entrust = new QueryEntrustOrderStruct_M()
{
Code = item.ER_CODE,
Direction = Convert.ToInt16(item.ER_DIRECTION),
ExchangeID = item.ER_ORDER_EXCHANGE_ID,
OrderPrice = Convert.ToDouble(item.ER_FROZEN_MONEY) / Convert.ToInt16(item.ER_VOLUME_TOTAL_ORIGINAL),
OrderRef = Convert.ToInt32(item.ER_ORDER_REF),
OrderSysID = item.ER_ID,
SecurityType = (sbyte)115,
StrategyId = item.ER_STRATEGY
};
queue_query_entrust.GetQueue().Enqueue(entrust);
}
}
}
public bool SingleTradeTest(TradeOrderStruct_M mytraderoder, out QueryEntrustOrderStruct_M myEntrust, out string Errormsg)
{
myEntrust = new QueryEntrustOrderStruct_M();
myEntrust.Code = mytraderoder.SecurityCode;
myEntrust.Direction = mytraderoder.TradeDirection;
myEntrust.ExchangeID = mytraderoder.ExchangeID;
myEntrust.OrderPrice = mytraderoder.OrderPrice;
myEntrust.SecurityType = mytraderoder.SecurityType;
Random rando = new Random();
myEntrust.OrderSysID = "T" + rando.Next(1, 99999).ToString();
Errormsg = "success";
return true;
}
public bool SingleTradeTest(TradeOrderStruct_M mytraderoder, out QueryEntrustOrderStruct_M myEntrust, out string Errormsg)
{
myEntrust = new QueryEntrustOrderStruct_M();
myEntrust.Code = mytraderoder.SecurityCode;
myEntrust.Direction = mytraderoder.TradeDirection;
myEntrust.ExchangeID = mytraderoder.ExchangeID;
myEntrust.OrderPrice = mytraderoder.OrderPrice;
myEntrust.SecurityType = mytraderoder.SecurityType;
Random rando = new Random();
myEntrust.OrderSysID = "T" + rando.Next(1, 99999).ToString();
Errormsg = "success";
return(true);
}
public managedBargainreturnstruct QueryTrader(QueryEntrustOrderStruct_M queryEntrust)
{
managedBargainreturnstruct bargain = new managedBargainreturnstruct();
bargain.bargain_money = 0;
bargain.bargain_price = 0;
bargain.bargain_time = DateTime.Now.Hour.ToString() + DateTime.Now.Minute + DateTime.Now.Second;
bargain.bargain_no = queryEntrust.OrderRef;
bargain.direction = queryEntrust.Direction;
bargain.OrderStatus = Convert.ToSByte(EntrustStatus.Dealed);
bargain.OrderSysID = queryEntrust.OrderSysID;
bargain.OrderType = queryEntrust.SecurityType;
bargain.Security_code = queryEntrust.Code;
bargain.Security_name = "TEST CODE";
bargain.stock_amount = 0;
bargain.strategyId = queryEntrust.StrategyId;
return(bargain);
}
public managedEntrustreturnstruct QueryEntrust(QueryEntrustOrderStruct_M queryEntrust)
{
managedEntrustreturnstruct entrust = new managedEntrustreturnstruct();
entrust.cCancelTime = String.Empty;
entrust.cInsertDate = DateTime.Now.Year.ToString() + DateTime.Now.Month + DateTime.Now.Day;
entrust.cInsertTime = DateTime.Now.Hour.ToString() + DateTime.Now.Minute + DateTime.Now.Second;
entrust.cOrderStatus = ((int)(EntrustStatus.Dealed));
entrust.cOrderSysID = queryEntrust.OrderSysID;
entrust.cOrderType = queryEntrust.SecurityType;
entrust.frozen_amount = 0;
entrust.frozen_money = 0;
entrust.nVolumeTotal = 0;
entrust.nVolumeTotalOriginal = 0;
entrust.nVolumeTraded = 0;
entrust.security_name = "TEST CODE";
entrust.withdraw_ammount = 0;
return entrust;
}
public managedEntrustreturnstruct QueryEntrust(QueryEntrustOrderStruct_M queryEntrust)
{
managedEntrustreturnstruct entrust = new managedEntrustreturnstruct();
entrust.cCancelTime = String.Empty;
entrust.cInsertDate = DateTime.Now.Year.ToString() + DateTime.Now.Month + DateTime.Now.Day;
entrust.cInsertTime = DateTime.Now.Hour.ToString() + DateTime.Now.Minute + DateTime.Now.Second;
entrust.cOrderStatus = ((int)(EntrustStatus.Dealed));
entrust.cOrderSysID = queryEntrust.OrderSysID;
entrust.cOrderType = queryEntrust.SecurityType;
entrust.frozen_amount = 0;
entrust.frozen_money = 0;
entrust.nVolumeTotal = 0;
entrust.nVolumeTotalOriginal = 0;
entrust.nVolumeTraded = 0;
entrust.security_name = "TEST CODE";
entrust.withdraw_ammount = 0;
return(entrust);
}
public bool BatchTradeTest(TradeOrderStruct_M[] mytraderoder, int nSize, out QueryEntrustOrderStruct_M[] myEntrust, out string Errormsg)
{
myEntrust = new QueryEntrustOrderStruct_M[nSize];
for (int i = 0; i < mytraderoder.Count(); i++)
{
Thread.Sleep(1000);
if (mytraderoder[i] == null) break;
myEntrust[i] = new QueryEntrustOrderStruct_M();
myEntrust[i].Code = mytraderoder[i].SecurityCode;
myEntrust[i].Direction = mytraderoder[i].TradeDirection;
myEntrust[i].ExchangeID = mytraderoder[i].ExchangeID;
myEntrust[i].OrderPrice = mytraderoder[i].OrderPrice;
myEntrust[i].SecurityType = mytraderoder[i].SecurityType;
Random rando = new Random();
myEntrust[i].OrderSysID = "T" + rando.Next(1, 99999).ToString();
}
Errormsg = "success";
return true;
}
private void threadproc()
{
while (true)
{
Thread.Sleep(1);
if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 5)
{
log.LogEvent("由于供血不足，委托查询线程即将退出。");
break;
}
//单次循环最多查询100个交易的委托情况
int maxCount = 100;
if (!_classTradeStock.getConnectStatus())
{
_classTradeStock.Init(login, ErrorMsg);
}
if (lastmessagetime.Second != DateTime.Now.Second)
{
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_ENTRUST_WORKER", (object)(DateTime.Now));
queue_system_status.GetQueue().Enqueue((object)message1);
lastmessagetime = DateTime.Now;
}
while (maxCount > 0 && queue_query_entrust.GetQueueNumber() > 0)
{
maxCount--;
//获取新委托
QueryEntrustOrderStruct_M item = (QueryEntrustOrderStruct_M)queue_query_entrust.GetQueue().Dequeue();
string err = string.Empty;
//查询委托及获取实例
managedEntrustreturnstruct ret = new managedEntrustreturnstruct();
//ordersysid 首字母 为 'T' 是测试交易
if (item.OrderSysID.Length > 0 && item.OrderSysID[0] == 'T')
{
var temps = test.QueryEntrust(item);
ret = temps;
}
else
{
var temps = _classTradeStock.QueryEntrust(item, err);
if (temps.Length == 0)
{
continue;
}
ret = temps.ToList()[0];
}
if (ret == null)
{
continue;
}
OrderViewItem order = new OrderViewItem(
item.OrderRef.ToString(),
ret.cOrderSysID,
ret.cSecurity_code,
item.Direction.ToString(),
"NA",
ret.nVolumeTotalOriginal.ToString(),
ret.nVolumeTotal.ToString(),
item.OrderPrice.ToString(),
GetStatusWord(ret.cOrderStatus),
ret.cInsertTime);
if (!UserRequestMap.GetInstance().Keys.Contains(item.OrderRef))
{
UserRequestMap.GetInstance().AddOrUpdate(item.OrderRef, item.User, (key, oldValue) => oldValue = item.User);
}
String USERNAME = UserRequestMap.GetInstance()[item.OrderRef];
TradeMonitor.Instance.updateOrderList(USERNAME, order);
//目前仅考虑 1对1 返回的情况，不考虑出现1对多 ，类似基金交易的情况
//将委托变动返回更新数据库
if (DBAccessLayer.DBEnable == true)
{
//更新数据，记录入数据库
ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.UpdateERRecord), (object)(ret));
//修改委托缓存数据
EntrustRecord.ModifyEntrustPosition(item.OrderRef, Convert.ToInt32(ret.frozen_amount), Convert.ToDouble(ret.frozen_money));
//此处判断，相应代码的委托是否完成
//此处逻辑需要待返回报文内容确认后修改
//测试使用
if ((ret.cOrderStatus.ToString() != ((int)(EntrustStatus.Dealed)).ToString()) && (!(ret.cOrderStatus.ToString() == ((int)EntrustStatus.Canceled).ToString() && ret.nVolumeTotal == 0)))
{
queue_query_entrust.GetQueue().Enqueue((object)item);
continue;
}
//委托已经完成，进入成交状态查询
managedBargainreturnstruct bargin = new managedBargainreturnstruct();
if (item.OrderSysID.Length > 0 && item.OrderSysID[0] == 'T')
{
bargin = test.QueryTrader(item);
}
else
{
var retbargin = _classTradeStock.QueryTrader(item, err).ToList();
//将查询信息记录成交表
if (retbargin.Count > 0)
{
bargin = retbargin.ToList()[0];
}
}
bargin.strategyId = item.StrategyId;
bargin.direction = item.Direction;
bargin.User = USERNAME;
bargin.OrderType = Convert.ToSByte("49");
if (ret.cOrderStatus.ToString() == ((int)(EntrustStatus.Dealed)).ToString())
{
bargin.OrderMark = Deal_Status.DEAL;
}
else if (ret.cOrderStatus.ToString() == ((int)EntrustStatus.Canceled).ToString())
{
bargin.OrderMark = Deal_Status.CANCELED;
}
else if (ret.nVolumeTotal == 0)
{
bargin.OrderMark = Deal_Status.PARTIALDEAL;
}
ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.CreateDLRecord), (object)bargin);
EntrustRecord.DeleteEntrustRecord(item.OrderRef);
ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.DeleteERRecord), (object)(item.OrderRef));
//更新持仓列表
if (ret.nVolumeTraded != 0)
{
//需要修改数据
//仅存在成交记录时才更改持仓
ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.UpdateCCRecords), (object)bargin);
}
}
}
}
}
public managedBargainreturnstruct QueryTrader(QueryEntrustOrderStruct_M queryEntrust)
{
managedBargainreturnstruct bargain = new managedBargainreturnstruct();
bargain.bargain_money = 0;
bargain.bargain_price = 0;
bargain.bargain_time = DateTime.Now.Hour.ToString() + DateTime.Now.Minute + DateTime.Now.Second;
bargain.bargain_no = queryEntrust.OrderRef;
bargain.direction = queryEntrust.Direction;
bargain.OrderStatus = Convert.ToSByte(EntrustStatus.Dealed);
bargain.OrderSysID = queryEntrust.OrderSysID;
bargain.OrderType = queryEntrust.SecurityType;
bargain.Security_code = queryEntrust.Code;
bargain.Security_name = "TEST CODE";
bargain.stock_amount = 0;
bargain.strategyId = queryEntrust.StrategyId;
return bargain;
}
/// <summary>
/// 执行交易线程处理逻辑
/// 包含功能：
/// 1. 连接股票交易所（上海，深圳）
/// 2. 心跳包发送/接收
/// 3. 发送交易，等待响应
/// </summary>
private static void StockTradeSubThreadProc(object para)
{
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);
string ErrorMsg = string.Empty;
bool DebugMark = false; //测试交易标志
StockTradeTest test = new StockTradeTest();//测试类
//令该线程为前台线程
Thread.CurrentThread.IsBackground = true;
TradeParaPackage _tpp = (TradeParaPackage)para;
//当前线程编号
int _threadNo = _tpp._threadNo;
sublog.LogEvent("线程 ：" + _threadNo.ToString() + " 开始执行");
//用作发送心跳包的时间标记
DateTime _markedTime = DateTime.Now;
DateTime lastmessagetime = DateTime.Now;
//初始化通信
//功能1
_classTradeStock.Init(login, ErrorMsg);
while (true)
{
Thread.Sleep(10);
if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10)
{
sublog.LogEvent("线程 ：" + _threadNo.ToString() + "心跳停止 ， 最后心跳 ： " + GlobalHeartBeat.GetGlobalTime().ToString());
break;
}
//Thread.CurrentThread.stat
if (_markedTime.Minute != DateTime.Now.Minute)
{
//发送心跳包
//功能2
//_stockTradeAPI.heartBeat();
_classTradeStock.HeartBeat();
_markedTime = DateTime.Now;
}
if(lastmessagetime.Second != DateTime.Now.Second)
{
KeyValuePair<string, object> message1 = new KeyValuePair<string, object>("THREAD_STOCK_TRADE_WORKER", (object)_threadNo);
queue_system_status.GetQueue().Enqueue((object)message1);
lastmessagetime = DateTime.Now;
}
//if (!_classTradeStock.getConnectStatus())
//{
// _classTradeStock.Init(login, ErrorMsg);
//}
if (queue_stock_excuteThread.GetQueue(_threadNo).Count < 2)
{
queue_stock_excuteThread.SetThreadFree(_threadNo);
}
if (queue_stock_excuteThread.GetQueue(_threadNo).Count > 0)
{
List<TradeOrderStruct> trades = (List<TradeOrderStruct>)queue_stock_excuteThread.StockExcuteQueues[_threadNo].Dequeue();
if (trades == null || trades.Count == 0)
{
continue;
}
if(trades[0].cUser == DebugMode.TestUser)
{
DebugMark = true;
}
else
{
DebugMark = false;
}
if (trades.Count > 0)
{
sublog.LogEvent("线程 ：" + _threadNo.ToString() + " 执行交易数量 ： " + trades.Count);
}
if (!_classTradeStock.getConnectStatus())
{
_classTradeStock.Init(login, ErrorMsg);
}
//根据消息队列中发来的消息数量判断调用的接口
//当内容大于1 ，调用批量接口
//当内容等于1， 调用单笔接口
queue_stock_excuteThread.SetUpdateTime(_threadNo);
List<QueryEntrustOrderStruct_M> entrustorli = new List<QueryEntrustOrderStruct_M>();
if (trades.Count > 1)
{
//trades
Random seed = new Random();
sublog.LogEvent("线程 ：" + _threadNo.ToString() + "进入执行环节 ， 忙碌状态： " + queue_stock_excuteThread.GetThreadIsAvailiable(_threadNo));
TradeOrderStruct_M[] tradesUnit = new TradeOrderStruct_M[15];
int i = 0;
QueryEntrustOrderStruct_M[] entrustUnit = new QueryEntrustOrderStruct_M[15];
string s = string.Empty;
foreach (TradeOrderStruct unit in trades)
{
tradesUnit[i] = CreateTradeUnit(unit);
i++;
}
if (DebugMark == true)
{
test.BatchTradeTest(tradesUnit, trades.Count, out entrustUnit, out s);
}
else
{
entrustUnit = _classTradeStock.BatchTrade(tradesUnit, trades.Count, s);
}
if (entrustUnit != null && entrustUnit.ToList().Count() > 0)
{
foreach (QueryEntrustOrderStruct_M unit in entrustUnit.ToList())
{
if (unit == null)
continue;
if (unit.OrderSysID != null && unit.OrderSysID != String.Empty && unit.OrderSysID != "0" )
{
entrustorli.Add(unit);
}
}
}
}
else if (trades.Count == 1)
{
//trades
Random seed = new Random();
TradeOrderStruct_M tradesUnit = CreateTradeUnit(trades[0]);
QueryEntrustOrderStruct_M entrustUnit = new QueryEntrustOrderStruct_M();
string s = string.Empty;
if (DebugMark == true)
{
test.SingleTradeTest(tradesUnit, out entrustUnit, out s);
}
else
{
_classTradeStock.SingleTrade(tradesUnit, entrustUnit, s);
}
if (entrustUnit.OrderSysID != null && entrustUnit.OrderSysID != String.Empty && entrustUnit.OrderSysID != "0")
{
entrustorli.Add(entrustUnit);
}
}
//*********************************
// 交易成功后执行的特殊处理
// 交易生成委托存入数据库，并将委托送往查询成交线程
//*********************************
if (trades.Count != 0)
{
//存入数据库
if (entrustorli.Count() == 0) { continue; }
for (int i = 0; i < trades.Count; i++)
{
entrustorli[i].Code = trades[i].cSecurityCode;
entrustorli[i].StrategyId = trades[0].belongStrategy;
entrustorli[i].Direction = Convert.ToInt32(trades[i].cTradeDirection);
entrustorli[i].OrderRef = Convert.ToInt32(trades[i].OrderRef);
entrustorli[i].OrderPrice = trades[i].dOrderPrice;
ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.CreateERRecord), (object)(entrustorli[i]));
queue_query_entrust.GetQueue().Enqueue((object)entrustorli[i]);
}
}
}
}
//线程结束
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>
/// 更新委托信息
/// </summary>
/// <param name="volumeTraded"></param>
/// <param name="OrderRef"></param>
/// <param name="OrderSysID"></param>
/// <param name="StatusMsg"></param>
/// <param name="OrderStatus"></param>
/// <param name="VolumeTotal"></param>
/// <param name="ExchangeID">退货使用</param>
public void UpdateOrder(int volumeTraded, int OrderRef, String OrderSysID, String StatusMsg, int OrderStatus, int VolumeTotal, String ExchangeID)
{
RecordItem _record = new RecordItem();
_record = this.GetOrAdd(OrderRef, _record);
_record.VolumeTraded = volumeTraded;
_record.VolumeTotal = VolumeTotal;
_record.ErrMsg = StatusMsg;
_record.OrderStatus = OrderStatus;
_record.OrderSysID = OrderSysID;
_record.ExchangeID = ExchangeID;
_record.Status = TradeDealStatus.ORDERING;
if (_record.OrderSysID.Trim() == "0" && _record.OrderSysID != String.Empty)
{
QueryEntrustOrderStruct_M record = new QueryEntrustOrderStruct_M()
{
Code = _record.Code,
User = _record.User,
OrderRef = _record.OrderRef,
Direction = Convert.ToInt32(_record.Orientation),
ExchangeID = ExchangeID,
OrderPrice = Convert.ToDouble(_record.Price),
OrderSysID = _record.OrderSysID.Trim(),
SecurityType = Convert.ToSByte(_record.Type),
StrategyId = _record.StrategyId,
OffsetFlag = _record.CombOffsetFlag,
Amount = _record.VolumeTotalOriginal
};
ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.CreateFutureERRecord), ((object)record));
}
//若交易已撤单 或者 全部成交则标记该委托完成
if (OrderStatus == 53 || _record.VolumeTotalOriginal == _record.VolumeTraded)
{
_record.OrderTime_Completed = DateTime.Now;
_record.Status = TradeDealStatus.ORDERCOMPLETED;
}
this.AddOrUpdate(OrderRef, _record, (key, oldValue) =>
oldValue = _record
);
if (UserRequestMap.GetInstance().Count == 0)
{
return;
}
String USERNAME = string.Empty;
try
{
USERNAME = UserRequestMap.GetInstance()[OrderRef];
}
catch (Exception ex)
{
DBAccessLayer.LogSysInfo("TradeAdditionalClass->UpdateOrder", ex.ToString());
}
OrderViewItem order = new OrderViewItem(_record.OrderRef.ToString(), _record.OrderSysID, _record.Code, _record.Orientation, _record.CombOffsetFlag.ToString(), _record.VolumeTotalOriginal.ToString(), _record.VolumeTotal.ToString(), _record.Price.ToString(), _record.ErrMsg, _record.OrderTime_Start.ToString());
TradeMonitor.Instance.updateOrderList(USERNAME, order);
if (_record.Status == TradeDealStatus.ORDERCOMPLETED)
{
CompletedTradeRecord.GetInstance().Update(_record.OrderRef, _record);
}
}
/// <summary>
/// 执行交易线程处理逻辑
/// 包含功能：
/// 1. 连接股票交易所（上海，深圳）
/// 2. 心跳包发送/接收
/// 3. 发送交易，等待响应
/// </summary>
private static void StockTradeSubThreadProc(object para)
{
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);
string ErrorMsg = string.Empty;
bool DebugMark = false; //测试交易标志
StockTradeTest test = new StockTradeTest(); //测试类
//令该线程为前台线程
Thread.CurrentThread.IsBackground = true;
TradeParaPackage _tpp = (TradeParaPackage)para;
//当前线程编号
int _threadNo = _tpp._threadNo;
sublog.LogEvent("线程 ：" + _threadNo.ToString() + " 开始执行");
//用作发送心跳包的时间标记
DateTime _markedTime = DateTime.Now;
DateTime lastmessagetime = DateTime.Now;
//初始化通信
//功能1
_classTradeStock.Init(login, ErrorMsg);
while (true)
{
Thread.Sleep(10);
if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10)
{
sublog.LogEvent("线程 ：" + _threadNo.ToString() + "心跳停止 ， 最后心跳 ： " + GlobalHeartBeat.GetGlobalTime().ToString());
break;
}
//Thread.CurrentThread.stat
if (_markedTime.Minute != DateTime.Now.Minute)
{
//发送心跳包
//功能2
//_stockTradeAPI.heartBeat();
_classTradeStock.HeartBeat();
_markedTime = DateTime.Now;
}
if (lastmessagetime.Second != DateTime.Now.Second)
{
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_STOCK_TRADE_WORKER", (object)_threadNo);
try
{
queue_system_status.GetQueue().Enqueue((object)message1);
lastmessagetime = DateTime.Now;
}
catch
{
//do nothing
}
}
//if (!_classTradeStock.getConnectStatus())
//{
// _classTradeStock.Init(login, ErrorMsg);
//}
if (queue_stock_excuteThread.GetQueue(_threadNo).Count < 2)
{
queue_stock_excuteThread.SetThreadFree(_threadNo);
}
if (queue_stock_excuteThread.GetQueue(_threadNo).Count > 0)
{
List <TradeOrderStruct> Queuetrades = (List <TradeOrderStruct>)queue_stock_excuteThread.StockExcuteQueues[_threadNo].Dequeue();
List <TradeOrderStruct> trades = new List <TradeOrderStruct>();
int eni = 0;
while (true)
{
try
{
TradeOrderStruct trade = Queuetrades[eni];
trades.Add(new TradeOrderStruct()
{
belongStrategy = trade.belongStrategy,
cExhcnageID = trade.cExhcnageID,
cOffsetFlag = trade.cOffsetFlag,
cOrderexecutedetail = trade.cOrderexecutedetail,
cOrderLevel = trade.cOrderLevel,
cOrderPriceType = trade.cOrderPriceType,
cSecurityCode = trade.cSecurityCode,
cSecurityType = trade.cSecurityType,
cTradeDirection = trade.cTradeDirection,
cUser = trade.cUser,
dOrderPrice = trade.dOrderPrice,
nSecurityAmount = trade.nSecurityAmount,
OrderRef = trade.OrderRef,
SecurityName = trade.SecurityName
});
eni++;
}
catch
{
break;
}
}
Guid tradeuuid = Guid.NewGuid();
if (trades == null || trades.Count == 0)
{
continue;
}
if (trades[0].cUser == DebugMode.TestUser)
{
DebugMark = true;
}
else
{
DebugMark = false;
}
if (trades.Count > 0)
{
sublog.LogEvent("线程 ：" + _threadNo.ToString() + " 执行交易数量 ： " + trades.Count);
}
if (!_classTradeStock.getConnectStatus())
{
_classTradeStock.Init(login, ErrorMsg);
}
//根据消息队列中发来的消息数量判断调用的接口
//当内容大于1 ，调用批量接口
//当内容等于1， 调用单笔接口
queue_stock_excuteThread.SetUpdateTime(_threadNo);
List <QueryEntrustOrderStruct_M> entrustorli = new List <QueryEntrustOrderStruct_M>();
if (trades.Count > 1)
{
//trades
Random seed = new Random();
sublog.LogEvent("线程 ：" + _threadNo.ToString() + "进入执行环节 ， 忙碌状态： " + queue_stock_excuteThread.GetThreadIsAvailiable(_threadNo));
TradeOrderStruct_M[] tradesUnit = new TradeOrderStruct_M[15];
int i = 0;
QueryEntrustOrderStruct_M[] entrustUnit = new QueryEntrustOrderStruct_M[15];
string s = string.Empty;
foreach (TradeOrderStruct unit in trades)
{
tradesUnit[i] = CreateTradeUnit(unit);
i++;
}
string user = trades[0].cUser;
//GlobalTestLog.LogInstance.LogEvent("线程 ：" + _threadNo.ToString() + " 发送交易： " + tradeuuid.ToString() + " 时间： " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString());
if (DebugMark == true)
{
test.BatchTradeTest(tradesUnit, trades.Count, out entrustUnit, out s);
}
else
{
entrustUnit = _classTradeStock.BatchTrade(tradesUnit, trades.Count, s);
}
//GlobalTestLog.LogInstance.LogEvent("线程 ：" + _threadNo.ToString() + " 收到交易回报： " + tradeuuid.ToString() + " 时间： " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString());
if (entrustUnit != null && entrustUnit.ToList().Count() > 0)
{
i = -1;
foreach (QueryEntrustOrderStruct_M unit in entrustUnit.ToList())
{
i++;
if (unit == null)
{
continue;
}
if (unit.OrderSysID != null && unit.OrderSysID != String.Empty && unit.OrderSysID != "0")
{
entrustorli.Add(unit);
}
else
{
//委托失败处理
GlobalErrorLog.LogInstance.LogEvent("获取委托号失败！用户: " + user + ",代码：" + unit.Code);
}
if (unit.Direction == 49)
{
//清除风控冷冻金额
//只有股票买入，才需要移除风控列表
accountMonitor.UpdateRiskFrozonAccount(user, unit.Code, tradesUnit[i].SecurityAmount * (-1), tradesUnit[i].SecurityAmount * tradesUnit[i].OrderPrice * (-1), "S", "0");
}
}
}
}
else if (trades.Count == 1)
{
//trades
Random seed = new Random();
TradeOrderStruct_M tradesUnit = CreateTradeUnit(trades[0]);
QueryEntrustOrderStruct_M entrustUnit = new QueryEntrustOrderStruct_M();
string s = string.Empty;
string user = trades[0].cUser;
//GlobalTestLog.LogInstance.LogEvent("发送交易： " + tradeuuid.ToString() + " 时间： " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString());
if (DebugMark == true)
{
test.SingleTradeTest(tradesUnit, out entrustUnit, out s);
}
else
{
_classTradeStock.SingleTrade(tradesUnit, entrustUnit, s);
}
//GlobalTestLog.LogInstance.LogEvent("收到交易回报： " + tradeuuid.ToString() + " 时间： " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString());
if (entrustUnit.OrderSysID != null && entrustUnit.OrderSysID != String.Empty && entrustUnit.OrderSysID != "0")
{
entrustorli.Add(entrustUnit);
}
else
{
//委托失败处理
GlobalErrorLog.LogInstance.LogEvent("获取委托号失败！用户: " + user + ",代码：" + tradesUnit.SecurityCode);
}
if (entrustUnit.Direction.ToString() == TradeOrientationAndFlag.StockTradeDirectionBuy)
{
//清除风控冷冻金额,只有买入需要清除风控列表
accountMonitor.UpdateRiskFrozonAccount(user, tradesUnit.SecurityCode, tradesUnit.SecurityAmount * (-1), tradesUnit.SecurityAmount * tradesUnit.OrderPrice * (-1), "S", tradesUnit.TradeDirection.ToString());
}
}
//*********************************
// 交易成功后执行的特殊处理
// 交易生成委托存入数据库，并将委托送往查询成交线程
//*********************************
if (trades.Count != 0)
{
//存入数据库
if (entrustorli.Count() == 0)
{
continue;
}
for (int i = 0; i < trades.Count; i++)
{
entrustorli[i].Code = trades[i].cSecurityCode;
entrustorli[i].StrategyId = trades[0].belongStrategy;
entrustorli[i].Direction = Convert.ToInt32(trades[i].cTradeDirection);
entrustorli[i].OrderRef = Convert.ToInt32(trades[i].OrderRef);
entrustorli[i].OrderPrice = trades[i].dOrderPrice;
entrustorli[i].SecurityType = (sbyte)115;
entrustorli[i].User = trades[i].cUser;
ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.CreateERRecord), (object)(entrustorli[i]));
queue_query_entrust.GetQueue().Enqueue((object)entrustorli[i]);
ERecord record = new ERecord()
{
UserName = trades[i].cUser,
Amount = trades[i].nSecurityAmount,
Code = trades[i].cSecurityCode,
ExchangeId = trades[i].cExhcnageID,
OrderPrice = trades[i].dOrderPrice,
OrderRef = trades[i].OrderRef,
StrategyNo = trades[i].belongStrategy,
SysOrderRef = entrustorli[i].OrderSysID,
Direction = trades[i].cTradeDirection
};
EntrustRecord.AddEntrustRecord(record);
}
}
}
}
//线程结束
Thread.CurrentThread.Abort();
}
