private void XApi_OnConnectionStatus(object sender, XAPI.ConnectionStatus status, ref XAPI.RspUserLoginField userLogin, int size1)
{
if (onConnectionStatus == null)
{
return;
}
LoginInfo loginInfo = StructTransfer.TransferUserLogin(userLogin);
onConnectionStatus(sender, EnumTransfer.TransferConnectionStatus(status), ref loginInfo);
}
public static OrderInfo TransferOrderInfo(XAPI.OrderField order)
{
OrderInfo orderInfo = new OrderInfo();
orderInfo.OrderTime = order.Date + Math.Round((double)order.Time / 1000000, 6);
orderInfo.Instrumentid = order.InstrumentID;
orderInfo.Direction = EnumTransfer.TransferOrderSide(order.Side);
orderInfo.Price = order.Price;
orderInfo.Volume = (int)order.Qty;
return(orderInfo);
}
public static TradeInfo TransferTradeInfo(XAPI.TradeField trade)
{
TradeInfo tradeInfo = new TradeInfo();
tradeInfo.AccountID = trade.AccountID;
tradeInfo.InstrumentID = trade.InstrumentID;
//tradeInfo.InstrumentName = GetStringFromByte(trade.InstrumentName);
tradeInfo.OpenClose = EnumTransfer.TransferOpenCloseType(trade.OpenClose);
tradeInfo.Price = trade.Price;
tradeInfo.Qty = trade.Qty;
tradeInfo.Side = EnumTransfer.TransferOrderSide(trade.Side);
tradeInfo.Time = trade.Date + Math.Round((double)trade.Time / 1000000, 6);
tradeInfo.TradeID = trade.TradeID;
return(tradeInfo);
}
public static sc.data.market.InstrumentInfo TransferInstrumentInfo(XAPI.InstrumentField instrumentField)
{
sc.data.market.InstrumentInfo instrument = new sc.data.market.InstrumentInfo();
instrument.ExchangeID = instrumentField.ExchangeID;
instrument.ExpireDate = instrumentField.ExpireDate;
instrument.InstLifePhase = EnumTransfer.TransferInstLifePhaseType(instrumentField.InstLifePhase);
if (instrumentField.InstrumentName != null)
{
instrument.InstrumentName = GetStringFromByte(instrumentField.InstrumentName);
}
instrument.PriceTick = instrumentField.PriceTick;
instrument.ProductID = instrumentField.ProductID;
instrument.StrikePrice = instrumentField.StrikePrice;
instrument.Symbol = instrumentField.Symbol;
instrument.SaveID = transferCode(instrument.Symbol);
instrument.UnderlyingInstrID = instrumentField.UnderlyingInstrID;
instrument.VolumeMultiple = instrumentField.VolumeMultiple;
return(instrument);
}
public static PositionInfo TransferPositionInfo(XAPI.PositionField position)
{
PositionInfo positionInfo = new PositionInfo();
positionInfo.AccountID = position.AccountID;
positionInfo.ClientID = position.ClientID;
positionInfo.Date = position.Date;
positionInfo.ExchangeID = position.ExchangeID;
positionInfo.HistoryFrozen = (int)position.HistoryFrozen;
positionInfo.HistoryPosition = (int)position.HistoryPosition;
positionInfo.InstrumentID = position.InstrumentID;
positionInfo.InstrumentName = GetStringFromByte(position.InstrumentName);
positionInfo.Position = (int)position.Position;
positionInfo.PositionCost = position.PositionCost;
positionInfo.Side = EnumTransfer.TransferPositionSide(position.Side);
positionInfo.Symbol = position.Symbol;
positionInfo.TodayBSFrozen = (int)position.TodayBSFrozen;
positionInfo.TodayBSPosition = (int)position.TodayBSPosition;
positionInfo.TodayPosition = (int)position.TodayPosition;
positionInfo.TodayPRFrozen = (int)position.TodayPRFrozen;
positionInfo.TodayPRPosition = (int)position.TodayPRPosition;
return(positionInfo);
}
