private void OrderThreadProc(CancellationToken ct)
{
List <RequestContent> cancelQuoteOrderLst = new List <RequestContent>();
List <RequestContent> quoteOrderLst = new List <RequestContent>();
List <RequestContent> cancelOrderLst = new List <RequestContent>();
List <RequestContent> orderLst = new List <RequestContent>();
while (!ct.IsCancellationRequested)//(true)
{
try
{
//CtpRequestContent cmd = _OrdQueue.Dequeue();
//Util.Log("TradeApi OrderThreadProc: " + cmd.FunctionName + " dequeues.");
//MethodInfo serverMethod = CtpDataServer.getServerInstance().GetType().GetMethod(cmd.FunctionName);
//serverMethod.Invoke(CtpDataServer.getServerInstance(), cmd.Params.ToArray());
List <RequestContent> dataList = _OrdQueue.DequeueAll();
foreach (RequestContent cmd in dataList)
{
if (cmd.FunctionName == "CancelQuoteOrder")
{
cancelQuoteOrderLst.Add(cmd);
}
if (cmd.FunctionName == "NewQuoteOrder")
{
quoteOrderLst.Add(cmd);
}
if (cmd.FunctionName == "CancelOrder")
{
cancelOrderLst.Add(cmd);
}
if (cmd.FunctionName == "NewOrderSingle")
{
orderLst.Add(cmd);
}
Util.Log("TradeApi OrderThreadProc: " + cmd.FunctionName + " dequeues.");
MethodInfo serverMethod = DataContainer.GetUserInstance().GetType().GetMethod(cmd.FunctionName);
serverMethod.Invoke(DataContainer.GetUserInstance(), cmd.Params.ToArray());
//Thread.Sleep(175);
}
dataList.Clear();
dataList.AddRange(cancelQuoteOrderLst);
dataList.AddRange(quoteOrderLst);
dataList.AddRange(cancelOrderLst);
dataList.AddRange(orderLst);
if (dataList.Count > 0)
{
Util.Log(string.Format("Order Count: {0}; Cancel Quote Order: {1}, Quote Order: {2}, Cancel Order: {3}, Order: {4}"
, dataList.Count, cancelQuoteOrderLst.Count, quoteOrderLst.Count, cancelOrderLst.Count, orderLst.Count));
}
cancelQuoteOrderLst.Clear();
quoteOrderLst.Clear();
cancelOrderLst.Clear();
orderLst.Clear();
}
catch (Exception ex)
{
Util.Log_Error("exception: " + ex.Message);
Util.Log_Error("exception: " + ex.StackTrace);
cancelQuoteOrderLst.Clear();
quoteOrderLst.Clear();
cancelOrderLst.Clear();
orderLst.Clear();
ct.ThrowIfCancellationRequested();
}
}
if (_OrdTask.IsCompleted)
{
_OrdTask.Dispose();
}
else
{
Util.Log("OrdTask Status: " + _OrdTask.Status);
}
}
private void ResponseThreadProc(CancellationToken ct)
{
List <CThostFtdcOrderField> orderDataList = new List <CThostFtdcOrderField>();
List <CThostFtdcTradeField> tradeDataList = new List <CThostFtdcTradeField>();
List <CThostFtdcQuoteField> quoteOrderDataList = new List <CThostFtdcQuoteField>();
List <CThostFtdcExecOrderField> execOrderDataList = new List <CThostFtdcExecOrderField>();
List <CThostFtdcDepthMarketDataField> marketDataList = new List <CThostFtdcDepthMarketDataField>();
while ((!ct.IsCancellationRequested))//(ExecFlag)
{
try
{
// Dequeue All
//int count = _ResponseQueue.Count;
//List<object> dataList = new List<object>();
//for (int i = 0; i < count; i++)
//{
// object item;
// if (_ResponseQueue.TryDequeue(out item))
// {
// dataList.Add(item);
// }
//}
List <object> dataList = _ResponseQueue.DequeueAll();
foreach (object data in dataList)
{
if (_BackEnd == BACKENDTYPE.CTP)
{
if (data is CThostFtdcOrderField)
{
orderDataList.Add((CThostFtdcOrderField)data);
}
else if (data is CThostFtdcTradeField)
{
tradeDataList.Add((CThostFtdcTradeField)data);
}
else if (data is CThostFtdcQuoteField)
{
quoteOrderDataList.Add((CThostFtdcQuoteField)data);
}
else if (data is CThostFtdcExecOrderField)
{
execOrderDataList.Add((CThostFtdcExecOrderField)data);
}
else if (data is CThostFtdcDepthMarketDataField)
{
marketDataList.Add((CThostFtdcDepthMarketDataField)data);
}
else
{
Util.Log("RspQueue: Error for CTP Response Data!");
}
}
else if (_BackEnd == BACKENDTYPE.FEMAS)
{
//if (data is CUstpFtdcOrderField)
//{
// orderDataList.Add((CUstpFtdcOrderField)data);
//}
//else if (data is CThostFtdcTradeField)
//{
// tradeDataList.Add((CUstpFtdcTradeField)data);
//}
//else if (data is CUstpFtdcDepthMarketDataField)
//{
// marketDataList.Add((CUstpFtdcDepthMarketDataField)data);
//}
//else
//{
// Util.Log("RspQueue: Error for CTP Response Data!");
//}
}
}
if (orderDataList.Count > 0)
{
Util.Log("Processing Order Data...");
CreateFromOrderData(orderDataList);
orderDataList.Clear();
}
if (tradeDataList.Count > 0)
{
Util.Log("Processing Trade Data...");
CreateFromTradeData(tradeDataList);
tradeDataList.Clear();
}
if (quoteOrderDataList.Count > 0)
{
Util.Log("Processing Quote Order Data...");
CreateFromQuoteOrderData(quoteOrderDataList);
quoteOrderDataList.Clear();
}
if (execOrderDataList.Count > 0)
{
Util.Log("Processing Execution Data...");
CreateFromExecOrderData(execOrderDataList);
execOrderDataList.Clear();
}
if (marketDataList.Count > 0)
{
CreateFromMarketData(marketDataList);
marketDataList.Clear();
}
//if (dataList.Count > 0)
//{
// Util.Log("Response Thread has processed all data!");
//}
}
catch (Exception ex)
{
Util.Log("exception: " + ex.Message);
Util.Log("exception: " + ex.StackTrace);
orderDataList.Clear();
tradeDataList.Clear();
quoteOrderDataList.Clear();
execOrderDataList.Clear();
marketDataList.Clear();
ct.ThrowIfCancellationRequested();
}
}
}