public void ReqQuery(QueryType type, ref ReqQueryField query)
{
int ReqQueryField_size = Marshal.SizeOf(typeof(ReqQueryField));
IntPtr ReqQueryField_Ptr = Marshal.AllocHGlobal(ReqQueryField_size);
Marshal.StructureToPtr(query, ReqQueryField_Ptr, false);
proxy.XRequest((byte)type, Handle, IntPtr.Zero, 0, 0,
ReqQueryField_Ptr, ReqQueryField_size, IntPtr.Zero, 0, IntPtr.Zero, 0);
Marshal.FreeHGlobal(ReqQueryField_Ptr);
}
public void ReqQuery(QueryType type, ReqQueryField query)
{
int ReqQueryField_size = Marshal.SizeOf(typeof(ReqQueryField));
IntPtr ReqQueryField_Ptr = Marshal.AllocHGlobal(ReqQueryField_size);
Marshal.StructureToPtr(query, ReqQueryField_Ptr, false);
proxy.XRequest((byte)type, Handle, IntPtr.Zero, 0, 0,
ReqQueryField_Ptr, ReqQueryField_size, IntPtr.Zero, 0, IntPtr.Zero, 0);
Marshal.FreeHGlobal(ReqQueryField_Ptr);
}
public void Query(QueryType type, ReqQueryField query)
{
if (query == null)
{
query = new ReqQueryField()
{
AccountID = UserLogin?.AccountID,
ClientID = User.UserID
};
}
_proxy.XRequest(type, _api, new UnmanagedPtr <ReqQueryField>(query), Marshal.SizeOf(typeof(ReqQueryField)));
}
private void OnConnectionStatus_Done(object sender, ConnectionStatus status)
{
bool bCheckOk = true;
foreach (var item in ApiList)
{
if (item.UseType > 0)
{
if (!IsApiConnected(item.Api))
{
bCheckOk = false;
break;
}
}
}
if (bCheckOk)
{
base.Status = ProviderStatus.Connected;
ReqQueryField query = default(ReqQueryField);
query.PortfolioID1 = DefaultPortfolioID1;
query.PortfolioID2 = DefaultPortfolioID2;
query.PortfolioID3 = DefaultPortfolioID3;
query.Business = DefaultBusiness;
// 查持仓，查资金
if (_QueryApi != null)
{
_QueryApi.ReqQuery(QueryType.ReqQryTradingAccount, ref query);
_QueryApi.ReqQuery(QueryType.ReqQryInvestorPosition, ref query);
}
// 查合约
if (_ItApi != null)
{
_ItApi.ReqQuery(QueryType.ReqQryInstrument, ref query);
}
}
}
private void QueryAccountPositionInstrument_Logined()
{
ReqQueryField query = default(ReqQueryField);
query.PortfolioID1 = DefaultPortfolioID1;
query.PortfolioID2 = DefaultPortfolioID2;
query.PortfolioID3 = DefaultPortfolioID3;
query.Business = DefaultBusiness;
// 查持仓，查资金
if (IsApiConnected(_QueryApi))
{
_QueryApi.ReqQuery(QueryType.ReqQryTradingAccount, ref query);
_QueryApi.ReqQuery(QueryType.ReqQryInvestorPosition, ref query);
}
// 查合约
if (IsApiConnected(_ItApi))
{
_ItApi.ReqQuery(QueryType.ReqQryInstrument, ref query);
}
}
public void NewQuery()
{
_Query = default(ReqQueryField);
}
public void NewQuery()
{
_Query = default(ReqQueryField);
}
public override void QueryPosition()
{
ReqQueryField query = new ReqQueryField();
mTdApi.ReqQuery(QueryType.ReqQryInvestorPosition, query);
}
public override void QueryInstrument()
{
ReqQueryField query = new ReqQueryField();
mTdApi.ReqQuery(QueryType.ReqQryInstrument, query);
}
/// <summary>
/// 查询仓位信息
/// </summary>
public void QueryPosition()
{
ReqQueryField query = new ReqQueryField();
api_Trade.ReqQuery(QueryType.ReqQryQuote, ref query);
}
public void NewQuery()
{
_Query = new ReqQueryField();
}
void _Timer_Elapsed(object sender, System.Timers.ElapsedEventArgs e)
{
_Timer.Enabled = false;
do
{
// 列表为空，表示不处理。这时没有自动重连
if (SessionTimeList == null || SessionTimeList.Count == 0)
{
break;
}
bool bTryConnect = true;
foreach (var st in SessionTimeList.ToList())
{
// 如果当前时间在交易范围内，要开启重连
// 如果当前时间不在交易范围内，要主动断开
TimeSpan ts = e.SignalTime.TimeOfDay;
if (ts < st.SessionStart)
{
// 停
bTryConnect = false;
}
else if (ts <= st.SessionEnd)
{
// 启动
bTryConnect = true;
break;
}
else
{
// 停
bTryConnect = false;
}
}
if (bTryConnect)
{
// 没有连接要连上，有连接要设置时间
if (!IsConnected || (!IsConnected && !IsDisconnected))
{
xlog.Info("当前[{0}]在交易时段，主动连接", e.SignalTime.TimeOfDay);
_Connect(false);
}
foreach (var item in ApiList)
{
if (item.UseType > 0 && item.Api != null)
{
item.Api.ReconnectInterval = _ReconnectInterval;
}
}
}
else
{
foreach (var item in ApiList)
{
if (item.Api != null)
{
item.Api.ReconnectInterval = 0;
}
}
if (IsConnected || (!IsConnected && !IsDisconnected))
{
xlog.Info("当前[{0}]在非交易时段，主动断开连接", e.SignalTime.TimeOfDay);
// 要断开连接
_Disconnect(false);
}
}
}while(false);
// 查询持仓和资金
if (IsApiConnected(_QueryApi))
{
_QueryAccountCount -= (int)_Timer.Interval / 1000;
if (_QueryAccountCount <= 0)
{
ReqQueryField query = default(ReqQueryField);
query.PortfolioID1 = DefaultPortfolioID1;
query.PortfolioID2 = DefaultPortfolioID2;
query.PortfolioID3 = DefaultPortfolioID3;
query.Business = DefaultBusiness;
_QueryApi.ReqQuery(QueryType.ReqQryTradingAccount, ref query);
_QueryAccountCount = _QueryAccountInterval;
}
_QueryPositionCount -= (int)_Timer.Interval / 1000;
if (_QueryPositionCount <= 0)
{
ReqQueryField query = default(ReqQueryField);
query.PortfolioID1 = DefaultPortfolioID1;
query.PortfolioID2 = DefaultPortfolioID2;
query.PortfolioID3 = DefaultPortfolioID3;
query.Business = DefaultBusiness;
_QueryApi.ReqQuery(QueryType.ReqQryInvestorPosition, ref query);
_QueryPositionCount = _QueryPositionInterval;
}
}
_Timer.Enabled = true;
}
