Ejemplo n.º 1
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 public OnRspOrderActionArgs(IntPtr pTraderApi, ref CZQThostFtdcInputOrderActionField pInputOrderAction, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
 {
     this.pTraderApi = pTraderApi;
     this.pInputOrderAction = pInputOrderAction;
     this.pRspInfo = pRspInfo;
     this.nRequestID = nRequestID;
     this.bIsLast = bIsLast;
 }
Ejemplo n.º 2
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 private void OnRspOrderAction_callback(IntPtr pTraderApi, ref CZQThostFtdcInputOrderActionField pInputOrderAction, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
 {
     if (null != OnRspOrderAction)
     {
         OnRspOrderAction(this, new OnRspOrderActionArgs(pTraderApi, ref pInputOrderAction, ref pRspInfo, nRequestID, bIsLast));
     }
 }
Ejemplo n.º 3
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        private void OnRspOrderAction(IntPtr pTraderApi, ref CZQThostFtdcInputOrderActionField pInputOrderAction, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
        {
            SingleOrder order;
            if (_OrderRef2Order.TryGetValue(string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrderAction.OrderRef), out order))
            {
                if (OutputLogToConsole)
                {
                    Console.WriteLine("CTP回应:{0},价{1},变化量{2},引用{3},{4}",
                        pInputOrderAction.InstrumentID, pInputOrderAction.LimitPrice, pInputOrderAction.VolumeChange, pInputOrderAction.OrderRef,
                        pRspInfo.ErrorMsg);
                }

                order.Text = string.Format("{0}|{1}", order.Text, pRspInfo.ErrorMsg);
                EmitCancelReject(order, order.Text);
            }
        }
        private void OnRspOrderAction(IntPtr pTraderApi, ref CZQThostFtdcInputOrderActionField pInputOrderAction, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
        {
            SingleOrder order;
            string strKey = string.Format("{0}:{1}:{2}", pInputOrderAction.FrontID, pInputOrderAction.SessionID, pInputOrderAction.OrderRef);
            if (_OrderRef2Order.TryGetValue(strKey, out order))
            {
                OrdStatus status;
                if (_PendingCancelFlags.TryGetValue(order, out status))
                {
                    _PendingCancelFlags.Remove(order);
                    EmitExecutionReport(order, status);
                }

                tdlog.Error("CTPZQ回应:{0},价{1},变化量{2},前置{3},会话{4},引用{5},{6}#{7}",
                        pInputOrderAction.InstrumentID, pInputOrderAction.LimitPrice,
                        pInputOrderAction.VolumeChange,
                        pInputOrderAction.FrontID, pInputOrderAction.SessionID, pInputOrderAction.OrderRef,
                        pRspInfo.ErrorID, pRspInfo.ErrorMsg);

                order.Text = string.Format("{0}|{1}#{2}", order.Text.Substring(0, Math.Min(order.Text.Length, 64)), pRspInfo.ErrorID, pRspInfo.ErrorMsg);
                EmitCancelReject(order, order.OrdStatus, order.Text);
            }
        }