/// <summary>
/// """合约查询回报"""
/// </summary>
/// <param name="pInstrument"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
public void HandleOnRspQryInstrument(ThostFtdcInstrumentField pInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
var contract = new ContractData();
contract.gatewayName = this.Gateway.gatewayName;
contract.symbol = pInstrument.InstrumentID;
contract.exchange = pInstrument.ExchangeID;
contract.vtSymbol = pInstrument.InstrumentID;
contract.name = pInstrument.InstrumentName;
contract.size = pInstrument.VolumeMultiple;
contract.priceTick = pInstrument.PriceTick;
contract.strikePrice = pInstrument.StrikePrice;
contract.underlyingSymbol = pInstrument.UnderlyingInstrID;
contract.productClass = (string)TradeConstantDicSetting.ProductTypeDic[pInstrument.ProductClass];
contract.expiryDate = pInstrument.ExpireDate;
if (contract.productClass == TradeCanstant.productOption)
{
contract.optionType = (string)TradeConstantDicSetting.OptionTypeDic[pInstrument.OptionsType];
}
///合约推送
this.Gateway.MainController.MainEvent._OnContract.Invoke(contract);
if (bIsLast)
{
Console.WriteLine("获取合约完毕");
}
}
public Instrument(ThostFtdcInstrumentField field)
{
this.InstrumentID = field.InstrumentID;
this.ExchangeID = field.ExchangeID;
this.InstrumentName = field.InstrumentName;
this.ExchangeInstID = field.ExchangeInstID;
this.ProductID = field.ProductID;
this.ProductClass = field.ProductClass;
this.DeliveryYear = field.DeliveryYear;
this.DeliveryMonth = field.DeliveryMonth;
this.MaxMarketOrderVolume = field.MaxMarketOrderVolume;
this.MinMarketOrderVolume = field.MinMarketOrderVolume;
this.MaxLimitOrderVolume = field.MaxLimitOrderVolume;
this.MinLimitOrderVolume = field.MinLimitOrderVolume;
this.VolumeMultiple = field.VolumeMultiple;
this.PriceTick = field.PriceTick;
this.CreateDate = field.CreateDate;
this.OpenDate = field.OpenDate;
this.ExpireDate = field.ExpireDate;
this.StartDelivDate = field.StartDelivDate;
this.EndDelivDate = field.EndDelivDate;
this.InstLifePhase = field.InstLifePhase;
this.IsTrading = field.IsTrading;
this.PositionType = field.PositionType;
this.PositionDateType = field.PositionDateType;
this.LongMarginRatio = field.LongMarginRatio;
this.ShortMarginRatio = field.ShortMarginRatio;
this.MaxMarginSideAlgorithm = field.MaxMarginSideAlgorithm;
this.UnderlyingInstrID = field.UnderlyingInstrID;
this.StrikePrice = field.StrikePrice;
this.OptionsType = field.OptionsType;
this.UnderlyingMultiple = field.UnderlyingMultiple;
this.CombinationType = field.CombinationType;
}
public Instrument(ThostFtdcInstrumentField field)
{
this.InstrumentID = field.InstrumentID;
this.ExchangeID = field.ExchangeID;
this.InstrumentName = field.InstrumentName;
this.ExchangeInstID = field.ExchangeInstID;
this.ProductID = field.ProductID;
this.ProductClass = field.ProductClass;
this.DeliveryYear = field.DeliveryYear;
this.DeliveryMonth = field.DeliveryMonth;
this.MaxMarketOrderVolume = field.MaxMarketOrderVolume;
this.MinMarketOrderVolume = field.MinMarketOrderVolume;
this.MaxLimitOrderVolume = field.MaxLimitOrderVolume;
this.MinLimitOrderVolume = field.MinLimitOrderVolume;
this.VolumeMultiple = field.VolumeMultiple;
this.PriceTick = field.PriceTick;
this.CreateDate = field.CreateDate;
this.OpenDate = field.OpenDate;
this.ExpireDate = field.ExpireDate;
this.StartDelivDate = field.StartDelivDate;
this.EndDelivDate = field.EndDelivDate;
this.InstLifePhase = field.InstLifePhase;
this.IsTrading = field.IsTrading;
this.PositionType = field.PositionType;
this.PositionDateType = field.PositionDateType;
this.LongMarginRatio = field.LongMarginRatio;
this.ShortMarginRatio = field.ShortMarginRatio;
this.MaxMarginSideAlgorithm = field.MaxMarginSideAlgorithm;
this.UnderlyingInstrID = field.UnderlyingInstrID;
this.StrikePrice = field.StrikePrice;
this.OptionsType = field.OptionsType;
this.UnderlyingMultiple = field.UnderlyingMultiple;
this.CombinationType = field.CombinationType;
}
public ActiveContract(ThostFtdcInstrumentField contract)
{
this.Contract = contract;
LongPosition = new ThostFtdcInvestorPositionField();
ShortPosition = new ThostFtdcInvestorPositionField();
OptionValue = new OptionValue();
}
void _trade_OnRspQryInstrument(ThostFtdcInstrumentField pInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pInstrument != null)
{
switch (pInstrument.ProductClass)
{
case EnumProductClassType.ETFOption:
this._contracts[pInstrument.InstrumentID] = new OptionContract
{
ID = pInstrument.InstrumentID,
Name = pInstrument.InstrumentName,
CallPut = pInstrument.OptionsType == EnumOptionsType.Call ? CallPut.Call : CallPut.Put,
Maturity = DateTime.ParseExact(pInstrument.ExpireDate, "yyyyMMdd", CultureInfo.InvariantCulture),
Strike = pInstrument.StrikePrice,
SubjectMatter = pInstrument.UnderlyingInstrID,
Size = pInstrument.VolumeMultiple
};
break;
}
}
if (bIsLast)
{
var ret = this._market.SubscribeMarketData(this.Instruments.Select(_ => _.ID).ToArray());
}
}
void OnRspQryInstrument(ThostFtdcInstrumentField pInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
//请求查询合约
ReqQryTradingAccount();
}
}
void OnRspQryInstrument(ThostFtdcInstrumentField pInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
//请求查询合约
ReqQryTradingAccount();
}
}
private void TraderAdapter_OnRspQryInstrument(ThostFtdcInstrumentField pInstrument,
ThostFtdcRspInfoField pRspInfo, int nRequestId, bool bIsLast)
{
try
{
if (MyUtils.IsWrongRspInfo(pRspInfo))
{
MyUtils.ReportError(pRspInfo, "查询合约错误");
return;
}
if (pInstrument != null)
{
if (!pInstrument.InstrumentID.Contains("efp") && !pInstrument.InstrumentID.Contains("eof"))
{
if (pInstrument.InstrumentID.Contains("&"))
{
//套利合约
MyUtils.ComboInstrumentInfo[pInstrument.InstrumentID] = pInstrument;
}
else
{
//标准
MyUtils.StandardInstrumentInfo[pInstrument.InstrumentID] = pInstrument;
}
MyUtils.CategoryToExchangeId[MyUtils.GetInstrumentCategory(pInstrument.InstrumentID)] =
pInstrument.ExchangeID;
var temp =
string.Format(
"查询合约回报: 创建日:{0},交割月:{1},交割年份:{2},结束交割日:{3},交易所代码:{4},合约在交易所的代码:{5},到期日:{6},合约生命周期状态:{7},合约代码:{8},合约名称:{9},当前是否交易:{10},多头保证金率:{11},限价单最大下单量:{12},市价单最大下单量:{13},限价单最小下单量:{14},市价单最小下单量:{15},上市日:{16},持仓日期类型:{17},持仓类型:{18},最小变动价位:{19},产品类型:{20},产品代码:{21},空头保证金率:{22},开始交割日:{23},合约数量乘数:{24}",
pInstrument.CreateDate, pInstrument.DeliveryMonth, pInstrument.DeliveryYear,
pInstrument.EndDelivDate, pInstrument.ExchangeID, pInstrument.ExchangeInstID,
pInstrument.ExpireDate, pInstrument.InstLifePhase, pInstrument.InstrumentID,
pInstrument.InstrumentName, pInstrument.IsTrading, pInstrument.LongMarginRatio,
pInstrument.MaxLimitOrderVolume, pInstrument.MaxMarketOrderVolume,
pInstrument.MinLimitOrderVolume, pInstrument.MinMarketOrderVolume, pInstrument.OpenDate,
pInstrument.PositionDateType, pInstrument.PositionType, pInstrument.PriceTick,
pInstrument.ProductClass, pInstrument.ProductID, pInstrument.ShortMarginRatio,
pInstrument.StartDelivDate, pInstrument.VolumeMultiple);
}
}
if (bIsLast)
{
Thread.Sleep(1000);
ReqQryTradingAccount();
}
}
catch (Exception ex)
{
MessageBox.Show("查询合约出错：" + ex.Message);
}
}
public override void OnRspQryInstrument(ThostFtdcInstrumentField pInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.instruments.Add(new Instrument(pInstrument));
if (bIsLast)
{
string[] instrumentIDs = this.instruments.Select(p => p.InstrumentID).ToArray();
MdAdapter.Instance.Start(instrumentIDs);
Instrument[] instruments = this.instruments.OrderBy(p => p.InstrumentID).ToArray();
InstrumentListViewModel.Instance.Instruments = instruments;
InstrumentDAL.Save(instruments);
}
}
public override void OnRspQryInstrument(ThostFtdcInstrumentField pInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.instruments.Add(new Instrument(pInstrument));
if (bIsLast)
{
string[] instrumentIDs = this.instruments.Select(p => p.InstrumentID).ToArray();
MdAdapter.Instance.Start(instrumentIDs);
Instrument[] instruments = this.instruments.OrderBy(p => p.InstrumentID).ToArray();
InstrumentListViewModel.Instance.Instruments = instruments;
InstrumentDAL.Save(instruments);
}
}
public Trader(string instrumentID, double targetPrice, TradeFramework framework)
{
if (framework == null)
{
throw new ArgumentNullException();
}
this.Volume = 1;
this.instrumentID = instrumentID;
this.targetPrice = targetPrice;
this.frame = framework;
this.frame.Subscribe(this, instrumentID);
this.instrument = this.frame.GetInstrument(instrumentID);
}
void api_OnCtpRspQryEvent(object sender, CtpRspQryEventArgs e)
{
Console.WriteLine(e.EventType.ToString());
switch (e.EventType)
{
case CtpEnumRspQryType.RspQryInstrument:
{
ThostFtdcInstrumentField f = e.Param as ThostFtdcInstrumentField;
if (f != null)
{
Console.WriteLine("{0}, {1}, {2}", f.InstrumentID, f.InstrumentName, f.PriceTick);
}
}
break;
}
}
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());
}
}
private void OnRspQryInstrument(ThostFtdcInstrumentField pInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
// 保存返回的合约代码
instruments.Add(pInstrument.InstrumentID);
if (bIsLast)
{
HandleStatusInternal("CTP合约代码已获取");
if (mdClient != null)
{
mdClient.Subscribe(instruments.ToArray());
}
//请求查询资金账户
ReqQryTradingAccount();
}
}
///请求查询合约响应
public void OnRspQryInstrument(ThostFtdcInstrumentField pInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo) && pInstrument != null)
{
if (pInstrument.ProductClass != EnumProductClassType.EFP)
{
cMainForm.SetTDRspQryInstrument((object)pInstrument);
}
}
}
/// <summary>
/// 请求查询合约响应
/// </summary>
/// <param name="pInstrument"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
void OnRspQryInstrument(ThostFtdcInstrumentField pInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
Console.WriteLine("密钥生成日期:{0},交割月:{1},交割年份:{2},结束交割日:{3},交易所代码:{4}",
pInstrument.CreateDate,
pInstrument.DeliveryMonth,
pInstrument.DeliveryYear,
pInstrument.EndDelivDate,
pInstrument.ExchangeID);
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
//请求查询资金账户
ReqQryTradingAccount();
}
}
public Instrument(ThostFtdcInstrumentField field)
{
this.InstrumentID = field.InstrumentID;
}
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 Instrument(ThostFtdcInstrumentField field)
{
this.InstrumentID = field.InstrumentID;
}
void trader_OnRspQryInstrument(ThostFtdcInstrumentField pInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if(!bIsLast)
{
instrumentsList.Add(pInstrument);
return;
}
this.SetMsg("正在连接行情主机……");
marketer.RegisterFront(MDFrontAddr);
marketer.Init();
}
