public override void OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo.ErrorID != 0)
{
LogCenter.Error("交易登录失败：" + pRspInfo.ErrorMsg);
return;
}
LogCenter.Log("交易登录成功");
AccountCenter.Instance.IsTDLogin = true;
this.instruments.Clear();
LogCenter.Log("请求查询合约");
int i = this.ReqQryInstrument(new ThostFtdcQryInstrumentField(), 0);
if (i != 0)
{
LogCenter.Error("请求查询合约错误：" + CTPErrorHelper.GetError(i));
}
var field = new ThostFtdcSettlementInfoConfirmField
{
BrokerID = AccountCenter.Instance.Account.BrokerID,
InvestorID = AccountCenter.Instance.Account.InvestorID,
ConfirmDate = DateTime.Today.ToString(),
ConfirmTime = DateTime.Now.ToLongTimeString()
};
LogCenter.Log("投资者结算结果确认");
i = this.ReqSettlementInfoConfirm(field, 0);
if (i != 0)
{
LogCenter.Error("投资者结算结果确认错误：" + CTPErrorHelper.GetError(i));
}
}
public override SiteCookie GetCookie()
{
if (string.IsNullOrEmpty(Pattern))
{
throw new Exception("Fiddler CookieTrapper: Pattern cannot be null!");
}
string cookie;
using (FiddlerClient fiddlerWrapper = new FiddlerClient(ProxyPort, Pattern))
{
fiddlerWrapper.StartCapture(true);
try
{
base.GetCookie();
var header = fiddlerWrapper.Headers;
const string cookiesPattern = @"Cookie: (.*?)\r\n";
cookie = Regex.Match(header, cookiesPattern).Groups[1].Value;
}
catch (Exception e)
{
LogCenter.Log(null, "Get cookie failed.", LogLevel.Error, e);
return(null);
}
fiddlerWrapper.StopCapture();
}
return(new SiteCookie {
CookiesStringPart = cookie
});
}
private void UpdateProxy()
{
var result = _supplier.GetProxies();
Parallel.ForEach(result, new ParallelOptions
{
MaxDegreeOfParallelism = 10
}, proxy =>
{
var key = proxy.Key;
var value = proxy.Value;
if (_allProxy.ContainsKey(key))
{
return;
}
if (ProxyUtil.ValidateProxy(proxy.Value.HttpHost.Uri.Host, proxy.Value.HttpHost.Uri.Port))
{
LogCenter.Log(null, $"Detect one usefull proxy: {key}", LogLevel.Debug);
value.SetFailedNum(0);
value.SetReuseTime(_reuseInterval);
_proxyQueue.Add(value);
_allProxy.GetOrAdd(key, value);
}
});
}
void CurrentDomain_UnhandledException(object sender, UnhandledExceptionEventArgs e)
{
Exception exception = e.ExceptionObject as Exception;
MessageBox.Show("程序出现异常,请联系开发者!", "错误", MessageBoxButton.OK, MessageBoxImage.Error);
LogCenter.Log(exception);
}
public static bool ValidateProxy(string ip, int port)
{
bool isReachable = false;
string http = $"http://{ip}:{port}";
try
{
HttpClient client = new HttpClient(new HttpClientHandler
{
AllowAutoRedirect = true,
UseProxy = true,
Proxy = new UseSpecifiedUriWebProxy(new Uri(http))
})
{
Timeout = new TimeSpan(0, 0, 0, 5)
};
var result = client.GetStringAsync("http://www.baidu.com").Result;
if (result.Contains("百度"))
{
isReachable = true;
}
}
catch (Exception e)
{
LogCenter.Log(null, "FAILRE - CAN not connect! Proxy: " + http, Infrastructure.LogLevel.Error, e);
}
return(isReachable);
}
public void InsertOrder(InputOrder order)
{
LogCenter.Log("下单：" + order.ToString());
var field = new ThostFtdcInputOrderField
{
BrokerID = order.BrokerID,
InvestorID = order.InvestorID,
Direction = (EnumDirectionType)order.Direction,
CombOffsetFlag_0 = (EnumOffsetFlagType)order.OffsetFlag,
InstrumentID = order.InstrumentID,
LimitPrice = order.Price,
VolumeTotalOriginal = order.Volume,
UserID = order.GroupID,
CombHedgeFlag_0 = EnumHedgeFlagType.Speculation,
ForceCloseReason = EnumForceCloseReasonType.NotForceClose,
ContingentCondition = EnumContingentConditionType.Immediately,
TimeCondition = EnumTimeConditionType.GFD,
VolumeCondition = EnumVolumeConditionType.AV,
OrderPriceType = EnumOrderPriceTypeType.LimitPrice,
MinVolume = 1,
IsAutoSuspend = 1,
};
int i = this.ReqOrderInsert(field, 0);
if (i != 0)
{
LogCenter.Error("输入报单错误：" + CTPErrorHelper.GetError(i));
}
}
public RedialResult Redial(Action action = null)
{
if (CheckIsRedialing())
{
while (true)
{
Thread.Sleep(50);
if (!CheckIsRedialing())
{
//ReleaseRedialLocker();
return(RedialResult.OtherRedialed);
}
}
}
else
{
try
{
LogCenter.Log(null, "Wait all atomic action...", LogLevel.Warn);
// 等待数据库等操作完成
WaitAll();
LogCenter.Log(null, "Start redial...", LogLevel.Warn);
Redialer.Redial();
InternetDetector.Detect();
Thread.Sleep(2000);
LogCenter.Log(null, "Redial finished.", LogLevel.Warn);
action?.Invoke();
return(RedialResult.Sucess);
}
catch (IOException)
{
// 有极小可能同时调用File.Open时抛出异常
return(Redial(action));
}
catch (Exception)
{
return(RedialResult.Failed);
}
finally
{
ReleaseRedialLocker();
if (AfterRedialWaitTime > 0)
{
Console.WriteLine($"Going to sleep for {AfterRedialWaitTime} after redial.");
Thread.Sleep(AfterRedialWaitTime);
}
}
}
}
public override void OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo.ErrorID != 0)
{
LogCenter.Error("行情登录失败：" + pRspInfo.ErrorMsg);
return;
}
LogCenter.Log("行情登录成功");
AccountCenter.Instance.IsMDLogin = true;
int i = this.SubscribeMarketData(subscribeSet.ToArray());
if (i != 0)
{
LogCenter.Error("订阅行情错误：" + CTPErrorHelper.GetError(i));
}
}
public override void OnFrontConnected()
{
LogCenter.Log("行情连接成功");
var loginField = new ThostFtdcReqUserLoginField
{
BrokerID = AccountCenter.Instance.Account.BrokerID,
UserID = AccountCenter.Instance.Account.InvestorID,
Password = AccountCenter.Instance.Account.Password
};
int i = this.ReqUserLogin(loginField, 0);
if (i != 0)
{
LogCenter.Error("行情登录失败：" + CTPErrorHelper.GetError(i));
}
}
private void DoArbiOrder()
{
if (!this.VerifyLogin())
{
return;
}
LogCenter.Log("套利单发送，价差：" + this.Spread);
string groupID = Guid.NewGuid().ToString();
foreach (var item in this.InstrumentModels)
{
var order = this.GenerateOrder(item, groupID);
TradeAdapter.Instance.InsertOrder(order);
}
SpeechHelper.Speak("Order");
}
public override void OnRspQryInstrument(ThostFtdcInstrumentField pInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo != null && pRspInfo.ErrorID != 0)
{
LogCenter.Error("请求查询合约错误：" + pRspInfo.ErrorMsg);
return;
}
if (pInstrument.ProductClass == EnumProductClassType.Futures)
{
this.instruments.Add(new Instrument(pInstrument));
}
if (bIsLast)
{
LogCenter.Log("收到期货合约数量：" + this.instruments.Count);
InstrumentCenter.Instance.SetInstruments(this.instruments.OrderBy(p => p.InstrumentID).ToArray());
}
}
public RedialResult Redial()
{
if (CheckIsRedialing())
{
while (true)
{
Thread.Sleep(50);
if (!CheckIsRedialing())
{
return(RedialResult.OtherRedialed);
}
}
}
else
{
try
{
LogCenter.Log(null, "Wait all atomic action...", LogLevel.Warn);
// 等待数据库等操作完成
WaitAll();
LogCenter.Log(null, "Start redial...", LogLevel.Warn);
Redialer.Redial();
InternetDetector.Detect();
Thread.Sleep(2000);
LogCenter.Log(null, "Redial finished.", LogLevel.Warn);
return(RedialResult.Sucess);
}
catch (IOException)
{
// 有极小可能同时调用File.Open时抛出异常
return(Redial());
}
catch (Exception)
{
return(RedialResult.Failed);
}
finally
{
ReleaseRedialLocker();
}
}
}
private static void PublishQuotation()
{
while (true)
{
if (marketDataFieldQueue.Count == 0)
{
Thread.Sleep(1);
continue;
}
ThostFtdcDepthMarketDataField field = marketDataFieldQueue.Dequeue();
if (field.LastPrice == 0)
{
LogCenter.Log("过滤价格为0的数据：" + field.InstrumentID);
continue;
}
ArbitrageViewModel.Instance.ProcessQuotation(new Quotation(field));
}
}
public void LogHandler(string message, string stacktrace, UnityEngine.LogType type)
{
StringBuilder s = new StringBuilder();
s.Append(message);
s.Append("\r\n");
if (type == UnityEngine.LogType.Error || type == UnityEngine.LogType.Exception)
{
s.Append(stacktrace);
LogCenter.LogError(s.ToString());
}
else if (type == UnityEngine.LogType.Log)
{
LogCenter.Log(s.ToString());
}
else if (type == UnityEngine.LogType.Warning)
{
LogCenter.LogWarning(s.ToString());
}
}
public static bool ValidateProxy(string ip, int port)
{
bool isReachable = false;
try
{
TcpClient tcp = new TcpClient();
IPAddress ipAddr = IPAddress.Parse(ip);
tcp.ReceiveTimeout = 5000;
Stopwatch watch = new Stopwatch();
watch.Start();
tcp.ConnectAsync(ipAddr, port).Wait();
watch.Stop();
LogCenter.Log(null, $"Detect one usefull proxy: {ip}:{port}, cost {watch.ElapsedMilliseconds}ms.", LogLevel.Debug);
isReachable = true;
}
catch (Exception e)
{
LogCenter.Log(null, $"FAILRE - CAN not connect! Proxy: {ip}:{port}.", LogLevel.Error, e);
}
return(isReachable);
}
public override SiteCookie GetCookie()
{
var cookies = new Dictionary <string, string>();
var webDriver = GetWebDriver();
try
{
webDriver.Navigate().GoToUrl(Url);
Thread.Sleep(10000);
if (LoginAreaSelector != null)
{
var loginArea = FindElement(webDriver, LoginAreaSelector);
loginArea.Click();
Thread.Sleep(1000);
}
if (UserSelector != null)
{
var user = FindElement(webDriver, UserSelector);
user.Clear();
user.SendKeys(User);
Thread.Sleep(1500);
}
if (PassSelector != null)
{
var pass = FindElement(webDriver, PassSelector);
pass.Clear();
pass.SendKeys(Pass);
Thread.Sleep(1500);
}
var submit = FindElement(webDriver, SubmitSelector);
submit.Click();
Thread.Sleep(10000);
if (!string.IsNullOrEmpty(AfterLoginUrl))
{
webDriver.Navigate().GoToUrl(AfterLoginUrl);
Thread.Sleep(10000);
}
var cookieList = webDriver.Manage().Cookies.AllCookies.ToList();
if (cookieList.Count > 0)
{
foreach (var cookieItem in cookieList)
{
cookies.Add(cookieItem.Name, cookieItem.Value);
}
}
webDriver.Dispose();
}
catch (Exception e)
{
LogCenter.Log(null, "Get cookie failed.", LogLevel.Error, e);
webDriver.Dispose();
return(null);
}
return(new SiteCookie {
CookiesDictionary = cookies
});
}
void App_DispatcherUnhandledException(object sender, System.Windows.Threading.DispatcherUnhandledExceptionEventArgs e)
{
LogCenter.Log(e.Exception);
}