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);
}
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;
String USERNAME = UserRequestMap.GetInstance()[item.OrderRef];
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);
String JSONString = JsonConvert.SerializeObject(order);
TradeMonitor.Instance.updateOrderList(USERNAME, JSONString);
//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));
//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;
ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.CreateDLRecord), (object)bargin);
//更新持仓列表
//ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.UpdateCCRecords), (object)bargin);
}
}
}
}
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>
/// 更新成交信息
/// </summary>
/// <param name="OrderRef">交易委托本地索引</param>
/// <param name="Volume">成交量</param>
/// <param name="Price">成交价格</param>
/// <param name="TradeId">成交编号</param>
public void UpdateTrade(int OrderRef, int Volume, decimal Price, String TradeId)
{
RecordItem _record = new RecordItem();
_record = this.GetOrAdd(OrderRef, _record);
if (_record.Trades == null)
{
_record.Trades = new List <TradeItem>();
}
_record.Trades.Add(new TradeItem()
{
TradeID = TradeId,
Price = Price,
Volume = Volume
});
decimal totalVolume = 0;
decimal totalCost = 0;
foreach (TradeItem item in _record.Trades)
{
totalVolume += item.Volume;
totalCost += (item.Volume * item.Price);
}
_record.AveragePrice = (totalCost / totalVolume);
String UserName = UserRequestMap.GetInstance()[OrderRef];
TradeViewItem trade = new TradeViewItem(OrderRef.ToString(), TradeId, _record.Code, _record.Orientation, _record.CombOffsetFlag.ToString(), Price.ToString(), Volume.ToString(), _record.OrderSysID);
String JsonString = JsonConvert.SerializeObject(trade);
//TradeMonitor.Instance.updateTradeList(UserName, JsonString); 不从这里收集成交信息，直接从数据库中同步
this.AddOrUpdate(OrderRef, _record, (key, oldValue) =>
oldValue = _record
);
if (_record.Status == TradeDealStatus.ORDERCOMPLETED || _record.VolumeTotalOriginal == totalVolume)
{
CompletedTradeRecord.GetInstance().Update(_record.OrderRef, _record);
CompletedTradeRecord.GetInstance().Delete(_record.OrderRef, _record);
managedBargainreturnstruct bargin = new managedBargainreturnstruct()
{
Security_code = _record.Code,
OrderType = Convert.ToSByte(_record.Type),
stock_amount = _record.VolumeTraded,
bargain_price = Convert.ToDouble(Price),
User = _record.User,
offsetflag = _record.CombOffsetFlag,
direction = (_record.Orientation == "0") ? 48 : 49
};
//更新持仓列表
ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.UpdateCCRecords), (object)bargin);
//删除委托信息
ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.DeleteERRecord), (object)OrderRef);
}
}
