public bool ReqQuoteAction(ThostFtdcQuoteField quoteField, out string errMsg)
{
/// <summary>
/// 报价通知
/// </summary>
/// <param name="pQuote"></param>
void OnRtnQuote(ThostFtdcQuoteField pQuote)
{
if (IsMyQuote(pQuote))
{
if (pQuote.QuoteStatus == EnumOrderStatusType.Unknown)
{
if (pQuote.ExchangeID != null && pQuote.ExchangeID != "" && pQuote.QuoteSysID != null && pQuote.QuoteSysID != "")
{
}
}
else if (pQuote.QuoteStatus == EnumOrderStatusType.NoTradeQueueing)
{
QuoteRef2QuoteFieldMap.Add(pQuote.QuoteRef, pQuote);
if (pQuote.AskOrderSysID != null || pQuote.AskOrderSysID != "")
{
OrderSysID2QuoteRefMap.Add(pQuote.AskOrderSysID, pQuote.QuoteRef);
}
if (pQuote.BidOrderSysID != null || pQuote.BidOrderSysID != "")
{
OrderSysID2QuoteRefMap.Add(pQuote.BidOrderSysID, pQuote.QuoteRef);
}
}
else if (pQuote.QuoteStatus == EnumOrderStatusType.Touched)
{
}
else if (pQuote.QuoteStatus == EnumOrderStatusType.Canceled)
{
//全部成交自动撤单
if (OrderSysID2QuoteRefMap.ContainsKey(pQuote.AskOrderSysID))
{
OrderSysID2QuoteRefMap.Remove(pQuote.AskOrderSysID);
}
if (OrderSysID2QuoteRefMap.ContainsKey(pQuote.BidOrderSysID))
{
OrderSysID2QuoteRefMap.Remove(pQuote.BidOrderSysID);
}
QuoteRef2QuoteFieldMap.Remove(pQuote.QuoteRef);
}
}
}
/// <summary>
/// 判断是否是我的做市单
/// </summary>
/// <param name="pQuote"></param>
/// <returns></returns>
private bool IsMyQuote(ThostFtdcQuoteField pQuote)
{
return true;
//return ((pQuote.FrontID == trader.FrontID) && (pQuote.SessionID == trader.SessionID));
}
/// <summary>
/// 请求查询报价响应
/// </summary>
/// <param name="pQuote"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
void OnRspQryQuote(ThostFtdcQuoteField pQuote, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
}
/// <summary>
/// 报价操作请求
/// </summary>
/// <param name="pQuote"></param>
/// <returns></returns>
public int ReqQuoteAction(ThostFtdcQuoteField pQuote)
{
lock (ReqLock)
{
ThostFtdcInputQuoteActionField req = new ThostFtdcInputQuoteActionField();
req.ActionFlag = EnumActionFlagType.Delete;
req.BrokerID = trader.BrokerID;
req.FrontID = trader.FrontID;
req.ExchangeID = pQuote.ExchangeID;
req.InstrumentID = pQuote.InstrumentID;
req.InvestorID = pQuote.InvestorID;
req.QuoteRef = pQuote.QuoteRef;
req.SessionID = pQuote.SessionID;
req.UserID = pQuote.UserID;
int iRet = trader.ReqQuoteAction(req, ++RequestID);
if (QuoteRef2QuoteStategyMap.ContainsKey(pQuote.QuoteRef))
{
QuoteRef2QuoteStategyMap.Remove(pQuote.QuoteRef);
}
return iRet;
}
}
