public CZQThostFtdcInputOrderActionField DeleteOrder(CZQThostFtdcInputOrderField order)
{
//撤单时，会引发报单时间小于登录时间的报单回报，
//因此需要关闭过滤 FLag
this.filterRestart = false;
CZQThostFtdcInputOrderActionField orderAction = new CZQThostFtdcInputOrderActionField();
orderAction.BrokerID = order.BrokerID;
orderAction.InvestorID = order.InvestorID;
orderAction.FrontID = this.FrontID;
orderAction.SessionID = this.SessionID;
orderAction.OrderRef = order.OrderRef;
orderAction.InstrumentID = order.InstrumentID;
orderAction.ActionFlag = CTPStockActionFlagType.Delete;
//CTPWrapper.TraderReqOrderAction(this._instance, orderAction, CreateRequestID());
InvokeAPI(CTPStockRequestAction.OrderActionAction, orderAction);
return(orderAction);
}
private void OnRspOrderAction_callback(IntPtr pTraderApi, ref CZQThostFtdcInputOrderActionField pInputOrderAction, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspOrderAction)
{
OnRspOrderAction(this, new OnRspOrderActionArgs(pTraderApi, ref pInputOrderAction, ref pRspInfo, nRequestID, bIsLast));
}
}
public OnRspOrderActionArgs(IntPtr pTraderApi, ref CZQThostFtdcInputOrderActionField pInputOrderAction, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pInputOrderAction = pInputOrderAction;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
public CZQThostFtdcInputOrderActionField DeleteOrder(CZQThostFtdcOrderField order)
{
CZQThostFtdcInputOrderActionField orderAction = new CZQThostFtdcInputOrderActionField();
orderAction.BrokerID = order.BrokerID;
orderAction.InvestorID = order.InvestorID;
orderAction.TraderID = order.TraderID;
orderAction.FrontID = order.FrontID;
orderAction.SessionID = order.SessionID;
orderAction.RequestID = order.RequestID;
orderAction.OrderRef = order.OrderRef;
orderAction.OrderLocalID = order.OrderLocalID;
orderAction.ExchangeID = order.ExchangeID;
orderAction.InstrumentID = order.InstrumentID;
orderAction.ActionFlag = CTPStockActionFlagType.Delete;
InvokeAPI(CTPStockRequestAction.OrderActionAction, orderAction);
return(orderAction);
}
private void OnRspOrderAction(IntPtr pTraderApi, ref CZQThostFtdcInputOrderActionField pInputOrderAction, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", pInputOrderAction.FrontID, pInputOrderAction.SessionID, pInputOrderAction.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
OrdStatus status;
if (_PendingCancelFlags.TryGetValue(order, out status))
{
_PendingCancelFlags.Remove(order);
EmitExecutionReport(order, status);
}
tdlog.Error("CTPZQ回应：{0},价{1},变化量{2},前置{3},会话{4},引用{5},{6}#{7}",
pInputOrderAction.InstrumentID, pInputOrderAction.LimitPrice,
pInputOrderAction.VolumeChange,
pInputOrderAction.FrontID, pInputOrderAction.SessionID, pInputOrderAction.OrderRef,
pRspInfo.ErrorID, pRspInfo.ErrorMsg);
order.Text = string.Format("{0}|{1}#{2}", order.Text.Substring(0, Math.Min(order.Text.Length, 64)), pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitCancelReject(order, order.OrdStatus, order.Text);
}
}
