private void ProcessCancelOrder(string id)
        {
            if (_cancelPending.Contains(id))
            {
                return;
            }

            if (!_orders.TryGetById(id, out var order))
            {
                return;
            }

            if (string.IsNullOrEmpty(order.OrderID))
            {
                _cancelPending.Add(id);
                return;
            }

            var action = new CtpInputOrderAction();

            action.OrderSysID     = order.OrderID;
            action.ExchangeID     = order.ExchangeID.ToUpper();
            action.InstrumentID   = order.InstrumentID;
            action.ActionFlag     = CtpActionFlagType.Delete;
            action.OrderActionRef = _client.GetNextRequestId();
            action.InvestorID     = _client.ctpLoginInfo.UserID;
            action.BrokerID       = _client.ctpLoginInfo.BrokerID;
            _client.api.ReqOrderAction(action, _client.GetNextRequestId());
        }
Ejemplo n.º 2
0
        private void ProcessRtnOrder(CtpOrder data)
        {
            var id = CtpConvert.GetId(data);

            if (!_orders.TryGetById(id, out var order))
            {
                return;
            }
            if (!string.IsNullOrEmpty(data.OrderSysID) && string.IsNullOrEmpty(order.OrderID))
            {
                order.OrderID    = data.OrderSysID;
                order.ExchangeID = data.ExchangeID;
                _orders.SetMap(order);
                ProcessTradePending();
            }
            ReportOrder(order, CtpConvert.GetExecType(data), CtpConvert.GetOrderStatus(data), 0, 0, data.StatusMsg);
            if (_cancelPendings.Contains(id))
            {
                _cancelPendings.Remove(id);
                ProcessCancelOrder(id);
            }
        }