public static TradeField GetTrade(CtpTrade data)
{
if (data == null)
{
return(null);
}
var trade = new TradeField();
trade.ID = data.OrderRef;
trade.ClientID = data.OrderSysID;
trade.InstrumentID = data.InstrumentID;
trade.ExchangeID = data.ExchangeID;
trade.AccountID = data.InvestorID;
trade.TradeID = data.TradeID;
trade.Side = GetOrderSide(data.Direction);
trade.Qty = data.Volume;
trade.Price = data.Price;
trade.OpenClose = GetOpenClose(data.OffsetFlag);
trade.HedgeFlag = GetHedgeFlag(data.HedgeFlag);
trade.Commission = 0;//TODO收续费以后要计算出来
trade.Time = GetTime(data.TradeTime);
trade.Date = GetDate(data.TradeDate);
trade.ReserveChar64 = CtpClientId;
return(trade);
}
public static string DebugInfo(this TradeField field)
{
if (field == null)
{
return(string.Empty);
}
return($"[InstrumentID={field.InstrumentID};ExchangeID={field.ExchangeID};Side={field.Side};Qty={field.Qty};Price={field.Price};OpenClose={field.OpenClose};HedgeFlag={field.HedgeFlag};ID={field.ID};TradeID={field.TradeID};Date={field.Date};Time={field.Time};Commission={field.Commission}]");
}
public static DateTime UpdateTime(this TradeField field)
{
if (field == null || field.Time == 0)
{
return(DateTime.MaxValue);
}
return(GetDateTime(field.Date, field.Time));
}
public static DateTime UpdateTime(this TradeField field)
{
if (field == null || field.Time == 0)
{
return(DateTime.MaxValue);
}
var hh = field.Time / 10000;
var mm = field.Time % 10000 / 100;
var ss = field.Time % 100;
if (field.Date > 0)
{
var year = field.Date / 10000;
var month = field.Date % 10000 / 100;
var day = field.Date % 100;
return(new DateTime(year, month, day, hh, mm, ss));
}
return(DateTime.Today.Add(new TimeSpan(hh, mm, ss)));
}
void IXSpi.ProcessRtnTrade(TradeField trade)
{
TradeReturn?.Invoke(this, trade);
}
void IXSpi.ProcessQryTrade(TradeField trade, bool last)
{
TradeReceived?.Invoke(this, trade, last);
}
public static string DebugInfo(this TradeField field)
{
return(field == null ? string.Empty : $"[InstrumentID={field.InstrumentID},ExchangeID={field.ExchangeID},Side={field.Side},Qty={field.Qty},Price={field.Price},OpenClose={field.OpenClose},HedgeFlag={field.HedgeFlag},ID={field.ID},TradeID={field.TradeID},Date={field.Date},Time={field.Time},Commission={field.Commission}]");
}