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));
}
}
/// <summary>
/// 错误应答信息
/// </summary>
/// <param name="pRspInfo"></param>
/// <returns></returns>
bool IsErrorRspInfo(ThostFtdcRspInfoField pRspInfo)
{
// 如果ErrorID != 0, 说明收到了错误的响应
bool bResult = ((pRspInfo != null) && (pRspInfo.ErrorID != 0));
if (bResult)
{
Console.WriteLine("--->>> ErrorID={0}, ErrorMsg={1}", pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
return(bResult);
}
private bool IsErrorRspInfo(ThostFtdcRspInfoField pRspInfo)
{
var flag = (pRspInfo != null && pRspInfo.ErrorID != 0);
if (flag)
{
HandleErrorInternal("CPT返回错误:ErrorID=" + pRspInfo.ErrorID + ",ErrorMsg=" + pRspInfo.ErrorMsg);
//HandleErrorInternal(pRspInfo.ErrorMsg, pRspInfo.ErrorID);
}
return(flag);
}
void OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
///获取当前交易日
Console.WriteLine("--->>> 获取当前交易日 = " + api.GetTradingDay());
// 请求订阅行情
SubscribeMarketData();
}
}
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 static void ReportError(ThostFtdcRspInfoField pRspInfo, string title)
{
ErrorInfo errorInfo = new ErrorInfo
{
ErrorID = pRspInfo.ErrorID,
ErrorMsg = pRspInfo.ErrorMsg,
IsRead = false,
HappenTime = DateTime.Now.ToString(CultureInfo.InvariantCulture)
};
ErrorList.Add(errorInfo);
}
void _market_OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo.ErrorID != 0)
{
this.OnLog(string.Format("行情登录失败: 代码: {0}, 消息: {1}", pRspInfo.ErrorID, pRspInfo.ErrorMsg));
}
else
{
this.OnLog("行情登录成功");
}
this._asyncWaiter.Set();
}
void _trade_OnRspQryOrder(ThostFtdcOrderField pOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pOrder != null)
{
var exists = this._orders.FirstOrDefault(_ => _.OrderSysID == pOrder.OrderSysID);
if (exists == null)
{
this._orders.Add(pOrder);
}
}
if (bIsLast)
{
this.Account.PendingOrders = this._orders.Where(_ => (_.OrderSysID ?? "").Trim().Length > 0 && _.GetOrderStatus() == OrderStatus.Pending).Select(_ => _.ToOptionOrder()).ToList();
}
}
private void OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
if (bIsLast)
{
bool isLogin = !IsErrorRspInfo(pRspInfo);
if (isLogin)
{ // 订阅
Subscribe();
}
// 通知登录结果
if (HandleLoginDel != null)
{
HandleLoginDel(isLogin);
}
}
}
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();
}
}
void OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
// 保存会话参数
FRONT_ID = pRspUserLogin.FrontID;
SESSION_ID = pRspUserLogin.SessionID;
int iNextOrderRef = 0;
if (!string.IsNullOrEmpty(pRspUserLogin.MaxOrderRef))
{
iNextOrderRef = Convert.ToInt32(pRspUserLogin.MaxOrderRef);
}
iNextOrderRef++;
ORDER_REF = Convert.ToString(iNextOrderRef);
///获取当前交易日
Console.WriteLine("--->>> 获取当前交易日 = " + api.GetTradingDay());
///投资者结算结果确认
ReqSettlementInfoConfirm();
}
}
public void QuoteAdapter_OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin,
ThostFtdcRspInfoField pRspInfo, int nRequestId, bool bIsLast)
{
try
{
Utils.ReportError(pRspInfo, "行情登录回报错误");
if (bIsLast && Utils.IsCorrectRspInfo(pRspInfo))
{
_isReady = true;
var temp =
string.Format(
"行情登录回报:经纪公司代码:{0},郑商所时间:{1},大商所时间:{2},中金所时间:{3},前置编号:{4},登录成功时间:{5},最大报单引用:{6},会话编号:{7},上期所时间:{8},交易系统名称:{9},交易日:{10},用户代码:{11}",
pRspUserLogin.BrokerID, pRspUserLogin.CZCETime, pRspUserLogin.DCETime,
pRspUserLogin.FFEXTime,
pRspUserLogin.FrontID, pRspUserLogin.LoginTime, pRspUserLogin.MaxOrderRef,
pRspUserLogin.SessionID, pRspUserLogin.SHFETime, pRspUserLogin.SystemName,
pRspUserLogin.TradingDay, pRspUserLogin.UserID);
Utils.WriteLine(temp, true);
_frontId = pRspUserLogin.FrontID;
_sessionId = pRspUserLogin.SessionID;
//行情重连的时候，重新订阅需要的行情
if (SubscribedQuotes.Count > 0)
{
SubscribeMarketData(SubscribedQuotes.ToArray());
}
}
else
{
Utils.WriteLine("行情登录失败", true);
}
}
catch (Exception ex)
{
Utils.WriteException(ex);
}
}
void _trade_OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo.ErrorID != 0)
{
this.OnLog(string.Format("交易登录失败: 代码: {0}, 消息: {1}", pRspInfo.ErrorID, pRspInfo.ErrorMsg));
}
else
{
this.OnLog("交易登录成功");
this._session.FrontID = pRspUserLogin.FrontID;
this._session.SessionID = pRspUserLogin.SessionID;
if (!string.IsNullOrEmpty(pRspUserLogin.MaxOrderRef))
{
this._session.OrderRef = Convert.ToInt32(pRspUserLogin.MaxOrderRef);
}
var orderRef = this._session.NextOrderRef();
this.QueryOrders();
this.QueryAccount();
this.QueryPositions();
}
this._asyncWaiter.Set();
}
/// <summary>
/// 登入应答
/// </summary>
/// <param name="pRspUserLogin"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
void OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
//获取当前交易日
Console.WriteLine("--->>> 获取当前交易日 = " + api.GetTradingDay());
// 请求订阅行情
SubscribeMarketData();
}
}
/// <summary>
/// 错误应答
/// </summary>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
void OnRspError(ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
IsErrorRspInfo(pRspInfo);
}
public override void OnRspSubMarketData(ThostFtdcSpecificInstrumentField pSpecificInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast) { }
public override void OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.instruments.Clear();
this.ReqQryInstrument(new ThostFtdcQryInstrumentField(), 0);
}
/// <summary>
/// 处理所有的OnErrRtn****回调事件
/// </summary>
protected void CbOnErrRtnFunc(IntPtr pObject, EnumOnErrRtnType type, IntPtr pParam, ThostFtdcRspInfoField pRspInfo)
{
if (OnErrRtnEvent != null)
{
OnErrRtnEvent(this, new OnErrRtnEventArgs(type, pParam, pRspInfo));
}
}
private void _trade_OnRspAuthenticate(ThostFtdcRspAuthenticateField pRspAuthenticateField, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo.ErrorID != 0)
{
throw new Exception($"认证失败：{nameof(pRspInfo.ErrorID)} {pRspInfo.ErrorID}, {nameof(pRspInfo.ErrorMsg)} {pRspInfo.ErrorMsg}");
}
this.Login();
}
public void QuoteAdapter_OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin,
ThostFtdcRspInfoField pRspInfo, int nRequestId, bool bIsLast)
{
_isReady = true;
}
void OnRspError(ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
IsErrorRspInfo(pRspInfo);
}
void OnRspOrderAction(ThostFtdcInputOrderActionField pInputOrderAction, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
IsErrorRspInfo(pRspInfo);
}
public override void OnRspQryInvestorPositionDetail(ThostFtdcInvestorPositionDetailField pInvestorPositionDetail, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
throw new NotImplementedException();
}
public override void OnRspQryTradingAccount(ThostFtdcTradingAccountField pTradingAccount, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
throw new NotImplementedException();
}
public override void OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
throw new NotImplementedException();
}
public override void OnRspUnSubMarketData(ThostFtdcSpecificInstrumentField pSpecificInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo.ErrorID != 0)
{
LogCenter.Error("取消订阅行情错误：" + pRspInfo.ErrorMsg);
}
}
bool IsErrorRspInfo(ThostFtdcRspInfoField pRspInfo)
{
// 如果ErrorID != 0, 说明收到了错误的响应
bool bResult = ((pRspInfo != null) && (pRspInfo.ErrorID != 0));
if (bResult)
cMainForm.SetTDErrorRspInfo((object)pRspInfo);
return bResult;
}
private void QuoteAdapter_OnRspSubMarketData(ThostFtdcSpecificInstrumentField pSpecificInstrument,
ThostFtdcRspInfoField pRspInfo, int nRequestId, bool bIsLast)
{
}
private void OnRspSettlementInfoConfirm(ThostFtdcSettlementInfoConfirmField p, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
if (bIsLast)
{
HandleStatusInternal("CTP投资者结算结果已确认");
// 获取合约信息
ReqQryInstrument();
}
}
void OnRspSubMarketData(ThostFtdcSpecificInstrumentField pSpecificInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
}
public void OnRspError(ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo))
{
}
}
void _trade_OnRspQryTradingAccount(ThostFtdcTradingAccountField pTradingAccount, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pTradingAccount != null)
{
this.Account.Available = pTradingAccount.Available;
this.Account.Total = pTradingAccount.Balance;
}
}
private void OnRspOrderAction(ThostFtdcInputOrderActionField pInputOrderAction, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
//IsErrorRspInfo(pRspInfo);
if (HandleErrRtnOrderCancelDel != null)
{
var customOrder = new CustomOrder();
// 原始报单信息
customOrder.OrderNo = int.Parse(pInputOrderAction.OrderRef);
customOrder.InstrumentID = pInputOrderAction.InstrumentID;
customOrder.Price = pInputOrderAction.LimitPrice;
// 更新委托回报信息
customOrder.tradeRef = pInputOrderAction.ExchangeID + "_" + pInputOrderAction.OrderSysID;
HandleErrRtnOrderCancelDel(customOrder, pRspInfo.ErrorMsg);
}
}
private void QuoteAdapter_OnRspUserLogout(ThostFtdcUserLogoutField pUserLogout, ThostFtdcRspInfoField pRspInfo,
int nRequestId, bool bIsLast)
{
try
{
Utils.ReportError(pRspInfo, "登出账号回报错误");
if (pUserLogout != null)
{
Utils.WriteLine("登出回报", true);
Utils.OutputField(pUserLogout);
}
}
catch (Exception ex)
{
Utils.WriteException(ex);
}
}
void OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
//pInvestorPosition.Position;
}
public override void OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.SubscribeMarketData(this.instrumentIDs);
}
public OnErrRtnEventArgs(EnumOnErrRtnType EventType, IntPtr pParam, ThostFtdcRspInfoField pRspInfo)
{
this.EventType = EventType;
this.Param = pParam;
this.RspInfo = pRspInfo;
}
/// <summary>
/// 错误应答信息
/// </summary>
/// <param name="pRspInfo"></param>
/// <returns></returns>
bool IsErrorRspInfo(ThostFtdcRspInfoField pRspInfo)
{
// 如果ErrorID != 0, 说明收到了错误的响应
bool bResult = ((pRspInfo != null) && (pRspInfo.ErrorID != 0));
if (bResult)
Console.WriteLine("--->>> ErrorID={0}, ErrorMsg={1}", pRspInfo.ErrorID, pRspInfo.ErrorMsg);
return bResult;
}
public override void OnRspQryTradingAccount(ThostFtdcTradingAccountField pTradingAccount, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo != null && pRspInfo.ErrorID != 0)
{
LogCenter.Error("请求查询资金账户错误：" + pRspInfo.ErrorMsg);
return;
}
if (pTradingAccount == null)
{
LogCenter.Error("请求查询资金账户错误，返回值为空");
return;
}
var tradingAccount = new TradingAccount
{
BrokerID = pTradingAccount.BrokerID,
AccountID = pTradingAccount.AccountID,
PreMortgage = pTradingAccount.PreMortgage,
PreCredit = pTradingAccount.PreCredit,
PreDeposit = pTradingAccount.PreDeposit,
PreBalance = pTradingAccount.PreBalance,
PreMargin = pTradingAccount.PreMargin,
InterestBase = pTradingAccount.InterestBase,
Interest = pTradingAccount.Interest,
Deposit = pTradingAccount.Deposit,
Withdraw = pTradingAccount.Withdraw,
FrozenMargin = pTradingAccount.FrozenMargin,
FrozenCash = pTradingAccount.FrozenCash,
FrozenCommission = pTradingAccount.FrozenCommission,
CurrMargin = pTradingAccount.CurrMargin,
CashIn = pTradingAccount.CashIn,
Commission = pTradingAccount.Commission,
CloseProfit = pTradingAccount.CloseProfit,
PositionProfit = pTradingAccount.PositionProfit,
Balance = pTradingAccount.Balance,
Available = pTradingAccount.Available,
WithdrawQuota = pTradingAccount.WithdrawQuota,
Reserve = pTradingAccount.Reserve,
TradingDay = pTradingAccount.TradingDay,
SettlementID = pTradingAccount.SettlementID,
Credit = pTradingAccount.Credit,
Mortgage = pTradingAccount.Mortgage,
ExchangeMargin = pTradingAccount.ExchangeMargin,
DeliveryMargin = pTradingAccount.DeliveryMargin,
ExchangeDeliveryMargin = pTradingAccount.ExchangeDeliveryMargin,
ReserveBalance = pTradingAccount.ReserveBalance,
CurrencyID = pTradingAccount.CurrencyID,
PreFundMortgageIn = pTradingAccount.PreFundMortgageIn,
PreFundMortgageOut = pTradingAccount.PreFundMortgageOut,
FundMortgageIn = pTradingAccount.FundMortgageIn,
FundMortgageOut = pTradingAccount.FundMortgageOut,
FundMortgageAvailable = pTradingAccount.FundMortgageAvailable,
MortgageableFund = pTradingAccount.MortgageableFund,
SpecProductMargin = pTradingAccount.SpecProductMargin,
SpecProductFrozenMargin = pTradingAccount.SpecProductFrozenMargin,
SpecProductCommission = pTradingAccount.SpecProductCommission,
SpecProductFrozenCommission = pTradingAccount.SpecProductFrozenCommission,
SpecProductPositionProfit = pTradingAccount.SpecProductPositionProfit,
SpecProductCloseProfit = pTradingAccount.SpecProductCloseProfit,
SpecProductPositionProfitByAlg = pTradingAccount.SpecProductPositionProfitByAlg,
SpecProductExchangeMargin = pTradingAccount.SpecProductExchangeMargin,
};
TradingAccountViewModel.Instance.Update(tradingAccount);
}
/// <summary>
/// 取消订阅行情应答
/// </summary>
/// <param name="pSpecificInstrument"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
void OnRspUnSubMarketData(ThostFtdcSpecificInstrumentField pSpecificInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
}
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());
}
}
/// <summary>
/// 登出应答
/// </summary>
/// <param name="pUserLogout"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
void OnRspUserLogout(ThostFtdcUserLogoutField pUserLogout, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
}
public override void OnRspQryInvestorPositionDetail(ThostFtdcInvestorPositionDetailField pInvestorPositionDetail, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo != null && pRspInfo.ErrorID != 0)
{
LogCenter.Error("查询投资者持仓明细错误：" + pRspInfo.ErrorMsg);
return;
}
if (pInvestorPositionDetail == null)
{
return;
}
var detial = new InvestorPositionDetail
{
InstrumentID = pInvestorPositionDetail.InstrumentID,
BrokerID = pInvestorPositionDetail.BrokerID,
InvestorID = pInvestorPositionDetail.InvestorID,
HedgeFlag = (HedgeFlag)pInvestorPositionDetail.HedgeFlag,
Direction = (DirectionType)pInvestorPositionDetail.Direction,
OpenDate = pInvestorPositionDetail.OpenDate,
TradeID = pInvestorPositionDetail.TradeID,
Volume = pInvestorPositionDetail.Volume,
OpenPrice = pInvestorPositionDetail.OpenPrice,
TradingDay = pInvestorPositionDetail.TradingDay,
SettlementID = pInvestorPositionDetail.SettlementID,
TradeType = (TradeType)pInvestorPositionDetail.TradeType,
CombInstrumentID = pInvestorPositionDetail.CombInstrumentID,
ExchangeID = pInvestorPositionDetail.ExchangeID,
CloseProfitByDate = pInvestorPositionDetail.CloseProfitByDate,
CloseProfitByTrade = pInvestorPositionDetail.CloseProfitByTrade,
PositionProfitByDate = pInvestorPositionDetail.PositionProfitByDate,
PositionProfitByTrade = pInvestorPositionDetail.PositionProfitByTrade,
Margin = pInvestorPositionDetail.Margin,
ExchMargin = pInvestorPositionDetail.ExchMargin,
MarginRateByMoney = pInvestorPositionDetail.MarginRateByMoney,
MarginRateByVolume = pInvestorPositionDetail.MarginRateByVolume,
LastSettlementPrice = pInvestorPositionDetail.LastSettlementPrice,
SettlementPrice = pInvestorPositionDetail.SettlementPrice,
CloseVolume = pInvestorPositionDetail.CloseVolume,
CloseAmount = pInvestorPositionDetail.CloseAmount,
};
this.positionDetails.Add(detial);
if (bIsLast)
{
PositionViewModel.Instance.Update(this.positionDetails);
}
}
private void QuoteAdapter_OnRspUserLogout(ThostFtdcUserLogoutField pUserLogout, ThostFtdcRspInfoField pRspInfo,
int nRequestId, bool bIsLast)
{
_isReady = false;
}
///期货发起查询银行余额应答
public void OnRspQueryBankAccountMoneyByFuture(ThostFtdcReqQueryAccountField pReqQueryAccount, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo))
{
}
}
private void QuoteAdapter_OnRspError(ThostFtdcRspInfoField pRspInfo, int nRequestId, bool bIsLast)
{
}
public void OnRspSubMarketData(ThostFtdcSpecificInstrumentField pSpecificInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo))
{
}
}
void OnRspUserLogout(ThostFtdcUserLogoutField pUserLogout, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
}
public override void OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
LogCenter.Error("报单录入请求响应：{0} {1}", pRspInfo.ErrorMsg, pRspInfo.ErrorID);
}
void OnRspError(ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
IsErrorRspInfo(pRspInfo);
}
public override void OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo != null && pRspInfo.ErrorID != 0)
{
LogCenter.Error("请求查询投资者持仓错误：" + pRspInfo.ErrorMsg);
return;
}
if (pInvestorPosition == null)
{
return;
}
var position = new InvestorPosition
{
InstrumentID = pInvestorPosition.InstrumentID,
BrokerID = pInvestorPosition.BrokerID,
InvestorID = pInvestorPosition.InvestorID,
PosiDirection = (PosiDirection)pInvestorPosition.PosiDirection,
HedgeFlag = (HedgeFlag)pInvestorPosition.HedgeFlag,
PositionDate = (PositionDateType)pInvestorPosition.PositionDate,
YdPosition = pInvestorPosition.YdPosition,
Position = pInvestorPosition.Position,
LongFrozen = pInvestorPosition.LongFrozen,
ShortFrozen = pInvestorPosition.ShortFrozen,
LongFrozenAmount = pInvestorPosition.LongFrozenAmount,
ShortFrozenAmount = pInvestorPosition.ShortFrozenAmount,
OpenVolume = pInvestorPosition.OpenVolume,
CloseVolume = pInvestorPosition.CloseVolume,
OpenAmount = pInvestorPosition.OpenAmount,
CloseAmount = pInvestorPosition.CloseAmount,
PositionCost = pInvestorPosition.PositionCost,
PreMargin = pInvestorPosition.PreMargin,
UseMargin = pInvestorPosition.UseMargin,
FrozenMargin = pInvestorPosition.FrozenMargin,
FrozenCash = pInvestorPosition.FrozenCash,
FrozenCommission = pInvestorPosition.FrozenCommission,
CashIn = pInvestorPosition.CashIn,
Commission = pInvestorPosition.Commission,
CloseProfit = pInvestorPosition.CloseProfit,
PositionProfit = pInvestorPosition.PositionProfit,
PreSettlementPrice = pInvestorPosition.PreSettlementPrice,
SettlementPrice = pInvestorPosition.SettlementPrice,
TradingDay = pInvestorPosition.TradingDay,
SettlementID = pInvestorPosition.SettlementID,
OpenCost = pInvestorPosition.OpenCost,
ExchangeMargin = pInvestorPosition.ExchangeMargin,
CombPosition = pInvestorPosition.CombPosition,
CombLongFrozen = pInvestorPosition.CombLongFrozen,
CombShortFrozen = pInvestorPosition.CombShortFrozen,
CloseProfitByDate = pInvestorPosition.CloseProfitByDate,
CloseProfitByTrade = pInvestorPosition.CloseProfitByTrade,
TodayPosition = pInvestorPosition.TodayPosition,
MarginRateByMoney = pInvestorPosition.MarginRateByMoney,
MarginRateByVolume = pInvestorPosition.MarginRateByVolume,
StrikeFrozen = pInvestorPosition.StrikeFrozen,
StrikeFrozenAmount = pInvestorPosition.StrikeFrozenAmount,
AbandonFrozen = pInvestorPosition.AbandonFrozen,
};
this.positions.Add(position);
if (bIsLast)
{
PositionViewModel.Instance.Update(this.positions);
}
}
public void OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo))
{
cMainForm.SetMDLoginState((object)"已连接");
}
}
public override void OnRspError(ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
throw new NotImplementedException();
}
public void OnRspUserLogout(ThostFtdcUserLogoutField pUserLogout, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
}
public override void OnRspUserLogout(ThostFtdcUserLogoutField pUserLogout, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
throw new NotImplementedException();
}
/// <summary>
/// 处理所有的OnRsp****回调事件
/// </summary>
protected void CbOnRspFunc(IntPtr pObject, EnumOnRspType type, IntPtr pParam, ThostFtdcRspInfoField pRspInfo, int nRequestID, [MarshalAs(UnmanagedType.I1)] bool bIsLast)
{
if (OnRspEvent != null)
{
OnRspEvent(this, new OnRspEventArgs(type, pParam, pRspInfo, nRequestID, bIsLast));
}
}
public override void OnRspUnSubForQuoteRsp(ThostFtdcSpecificInstrumentField pSpecificInstrument, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
throw new NotImplementedException();
}
public override void OnRspError(ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
LogCenter.Error("交易错误：{0} {1}", pRspInfo.ErrorMsg, pRspInfo.ErrorID);
}
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));
}
}
