private void OnRtnInstrumentStatus_callback(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
if (null != OnRtnInstrumentStatus)
{
OnRtnInstrumentStatus(this, new OnRtnInstrumentStatusArgs(pTraderApi, ref pInstrumentStatus));
}
}
private void OnRtnInstrumentStatus(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
tdlog.Info("{0},{1},{2},{3},{4},{5},{6},{7}",
pInstrumentStatus.ExchangeID, pInstrumentStatus.InstrumentID,
pInstrumentStatus.InstrumentStatus, pInstrumentStatus.EnterReason,
pInstrumentStatus.EnterTime,pInstrumentStatus.TradingSegmentSN,
pInstrumentStatus.ExchangeInstID,pInstrumentStatus.SettlementGroupID);
//通知单例
CTPAPI.GetInstance().FireOnRtnInstrumentStatus(pInstrumentStatus);
// 到IF的交割日，是否会收到两个有关IF的记录？如果在此进行清理是否会有问题？
// 只会收到一条
// 遍历是否过期
if (pInstrumentStatus.InstrumentStatus == TThostFtdcInstrumentStatusType.Closed)
{
List<SingleOrder> tmpList = new List<SingleOrder>();
string symbol = null;
foreach(var order in _Orders4Cancel.Keys)
{
// 如果与上次处理的是同一合约，就立即处理
if (symbol == order.Symbol)
{
EmitExpired(order);
tmpList.Add(order);
continue;
}
string altSymbol = order.Instrument.GetSymbol(Name);
string altExchange = order.Instrument.GetSecurityExchange(Name);
CThostFtdcInstrumentField _Instrument;
if (_dictInstruments.TryGetValue(altSymbol, out _Instrument))
{
altExchange = _Instrument.ExchangeID;
symbol = order.Symbol;
}
if (altExchange == pInstrumentStatus.ExchangeID)
{
EmitExpired(order);
tmpList.Add(order);
}
}
// 只能用一个临时列表来清理
foreach (var o in tmpList)
{
_Orders4Cancel.Remove(o);
}
tmpList.Clear();
}
}
public void FireOnRtnInstrumentStatus(CThostFtdcInstrumentStatusField pInstrumentStatus)
{
if (null != OnRtnInstrumentStatus)
{
OnRtnInstrumentStatus(pInstrumentStatus);
}
}
void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField pInstrumentStatus)
{
// 由于只在有新消息过来时才会收到，所以可能认为不好测试，看不出效果
// 在测试时，把插件属性的ResumeType改成THOST_TERT_RESTART，然后连接CTP就可以看到效果了。
Console.WriteLine("==交易所状态");
Console.WriteLine("{0},{1},{2}",
pInstrumentStatus.ExchangeID, pInstrumentStatus.InstrumentID,
pInstrumentStatus.InstrumentStatus);
}
private void OnRtnInstrumentStatus(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
tdlog.Info("{0},{1},{2},{3}",
pInstrumentStatus.ExchangeID, pInstrumentStatus.InstrumentID,
pInstrumentStatus.InstrumentStatus, pInstrumentStatus.EnterReason);
//通知单例
CTPAPI.GetInstance().FireOnRtnInstrumentStatus(pInstrumentStatus);
}
public OnRtnInstrumentStatusArgs(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
this.pTraderApi = pTraderApi;
this.pInstrumentStatus = pInstrumentStatus;
}
private void OnRtnInstrumentStatus(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
tdlog.Info("{0},{1},{2},{3},{4},{5},{6},{7}",
pInstrumentStatus.ExchangeID, pInstrumentStatus.InstrumentID,
pInstrumentStatus.InstrumentStatus, pInstrumentStatus.EnterReason,
pInstrumentStatus.EnterTime,pInstrumentStatus.TradingSegmentSN,
pInstrumentStatus.ExchangeInstID,pInstrumentStatus.SettlementGroupID);
//通知单例
CTPAPI.GetInstance().FireOnRtnInstrumentStatus(pInstrumentStatus);
// 到IF的交割日，是否会收到两个有关IF的记录？如果在此进行清理是否会有问题？
// 只会收到一条
// 遍历是否过期
if (pInstrumentStatus.InstrumentStatus == TThostFtdcInstrumentStatusType.Closed)
{
Dictionary<GenericOrderItem, CThostFtdcOrderField> tmp = new Dictionary<GenericOrderItem, CThostFtdcOrderField>();
foreach (var pair in orderMap.OrderItem_OrderField)
{
if(pair.Value.ExchangeID == pInstrumentStatus.ExchangeID)
{
int cnt = pair.Key.GetLegNum();
foreach(var pair2 in orderMap.Order_OrderItem)
{
// 得找到OpenQuant层的单子
if(pair.Key == pair2.Value)
{
--cnt;
EmitExpired(pair2.Key);
if (cnt <= 0)
break;
}
}
tmp[pair.Key] = pair.Value;
}
}
foreach (var pair in tmp)
{
OnLastStatus(pair.Key, pair.Value.OrderSysID, pair.Value.OrderRef);
}
tmp.Clear();
}
}