/// <summary>
/// 报单回报（私有回报）
/// 此函数通知报单的变化
/// </summary>
/// <param name="pOrder"></param>
public static void _client_RtnOrder(CTP_CLI.CThostFtdcOrderField_M pOrder)
{
CTP_CLI.CThostFtdcOrderField_M order = new CThostFtdcOrderField_M()
{
ActiveTime = pOrder.ActiveTime,
ExchangeID = pOrder.ExchangeID,
ExchangeInstID = pOrder.ExchangeInstID,
ForceCloseReason = pOrder.ForceCloseReason,
Direction = pOrder.Direction,
CombHedgeFlag_0 = pOrder.CombHedgeFlag_0,
VolumeTotal = pOrder.VolumeTotal,
VolumeTotalOriginal = pOrder.VolumeTotalOriginal,
VolumeTraded = pOrder.VolumeTraded,
StatusMsg = pOrder.StatusMsg,
CombOffsetFlag_0 = pOrder.CombOffsetFlag_0,
OrderSysID = pOrder.OrderSysID,
OrderLocalID = pOrder.OrderLocalID,
OrderStatus = pOrder.OrderStatus,
OrderRef = pOrder.OrderRef,
ActiveTraderID = pOrder.ActiveTraderID,
ActiveUserID = pOrder.ActiveUserID,
BrokerID = pOrder.BrokerID,
BrokerOrderSeq = pOrder.BrokerOrderSeq,
BusinessUnit = pOrder.BusinessUnit,
CancelTime = pOrder.CancelTime,
ClearingPartID = pOrder.ClearingPartID,
ClientID = pOrder.ClientID,
CombHedgeFlag_1 = pOrder.CombHedgeFlag_1,
CombHedgeFlag_2 = pOrder.CombHedgeFlag_2,
CombHedgeFlag_3 = pOrder.CombHedgeFlag_3,
CombHedgeFlag_4 = pOrder.CombHedgeFlag_4,
CombOffsetFlag_1 = pOrder.CombOffsetFlag_1,
CombOffsetFlag_2 = pOrder.CombOffsetFlag_2,
CombOffsetFlag_3 = pOrder.CombOffsetFlag_3,
CombOffsetFlag_4 = pOrder.CombOffsetFlag_4,
FrontID = pOrder.FrontID,
InstrumentID = pOrder.InstrumentID,
InsertTime = pOrder.InsertTime,
InsertDate = pOrder.InsertDate,
LimitPrice = pOrder.LimitPrice,
OrderType = pOrder.OrderType,
SessionID = pOrder.SessionID,
UserID = pOrder.UserID,
TraderID = pOrder.TraderID
};
ThreadPool.QueueUserWorkItem(new WaitCallback(FutureTrade.RtnOrderProc), (object)order);
}
public static void RtnOrderProc(object order)
{
CThostFtdcOrderField_M pOrder = (CThostFtdcOrderField_M)order;
lock (syncRtnOrderObject)
{
switch (pOrder.OrderStatus)
{
case 48:
{
//全部成交
TradeRecord.GetInstance().UpdateOrder(pOrder.VolumeTraded, Convert.ToInt16(pOrder.OrderRef), pOrder.OrderSysID, pOrder.StatusMsg, pOrder.OrderStatus, pOrder.VolumeTotal, pOrder.ExchangeID);
if (pOrder.CombOffsetFlag_0 == (byte)(FutureTradeOffSet.Open))
{
//只有开仓涉及冻结资金
//交易失败，需要释放冻结掉的期货交易资金
accountMonitor.UpdateRiskFrozonAccount(pOrder.UserID, pOrder.InstrumentID, pOrder.VolumeTotalOriginal * (-1), pOrder.VolumeTotalOriginal * pOrder.LimitPrice * (-1), "F", pOrder.Direction.ToString());
}
}
break;
case 49:
{
//部分成交
TradeRecord.GetInstance().UpdateOrder(pOrder.VolumeTraded, Convert.ToInt16(pOrder.OrderRef), pOrder.OrderSysID, pOrder.StatusMsg, pOrder.OrderStatus, pOrder.VolumeTotal, pOrder.ExchangeID);
}
break;
case 51:
{
//未成交状态
TradeRecord.GetInstance().UpdateOrder(pOrder.VolumeTraded, Convert.ToInt16(pOrder.OrderRef), pOrder.OrderSysID, pOrder.StatusMsg, pOrder.OrderStatus, pOrder.VolumeTotal, pOrder.ExchangeID);
}
break;
case 53:
{
//已撤单状态
TradeRecord.GetInstance().UpdateOrder(pOrder.VolumeTraded, Convert.ToInt16(pOrder.OrderRef), pOrder.OrderSysID, pOrder.StatusMsg, pOrder.OrderStatus, pOrder.VolumeTotal, pOrder.ExchangeID);
}
break;
case 97:
{
//报单已经提交，创建委托记录
if (CONFIG.CheckOrderRefAvailiable(Convert.ToInt16(pOrder.OrderRef)))
{
// 重复返回不需要记库
TradeRecord.GetInstance().SubscribeOrder("1", pOrder.InstrumentID, Convert.ToChar(pOrder.Direction).ToString(), pOrder.VolumeTotalOriginal, Convert.ToDecimal(pOrder.LimitPrice), Convert.ToInt16(pOrder.OrderRef), pOrder.OrderStatus, pOrder.CombOffsetFlag_0);
}
}
break;
default:
{
//如果是没有见过的状态，则默认更新委托信息
TradeRecord.GetInstance().UpdateOrder(pOrder.VolumeTraded, Convert.ToInt16(pOrder.OrderRef), pOrder.OrderSysID, pOrder.StatusMsg, pOrder.OrderStatus, pOrder.VolumeTotal, pOrder.ExchangeID);
}
break;
}
}
}
/// <summary>
/// 报单查询回报（私有回报）
/// 此函数通知报单的变化
/// </summary>
/// <param name="pOrder"></param>
public static void _client_RspQryOrder(CThostFtdcOrderField_M pOrder, CThostFtdcRspInfoField_M pRspInfo, int nRequestID, bool bIsLast)
{
ThreadPool.QueueUserWorkItem(new WaitCallback(FutureTrade.RtnOrderProc), (object)pOrder);
}
