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));
}
}
public void InsertOrder(InputOrder order)
{
LogCenter.Log("下单：" + order.ToString());
var field = new ThostFtdcInputOrderField
{
BrokerID = order.BrokerID,
InvestorID = order.InvestorID,
Direction = (EnumDirectionType)order.Direction,
CombOffsetFlag_0 = (EnumOffsetFlagType)order.OffsetFlag,
InstrumentID = order.InstrumentID,
LimitPrice = order.Price,
VolumeTotalOriginal = order.Volume,
UserID = order.GroupID,
CombHedgeFlag_0 = EnumHedgeFlagType.Speculation,
ForceCloseReason = EnumForceCloseReasonType.NotForceClose,
ContingentCondition = EnumContingentConditionType.Immediately,
TimeCondition = EnumTimeConditionType.GFD,
VolumeCondition = EnumVolumeConditionType.AV,
OrderPriceType = EnumOrderPriceTypeType.LimitPrice,
MinVolume = 1,
IsAutoSuspend = 1,
};
int i = this.ReqOrderInsert(field, 0);
if (i != 0)
{
LogCenter.Error("输入报单错误：" + CTPErrorHelper.GetError(i));
}
}
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);
}
}
public void ReqTradingAccount()
{
var field = new ThostFtdcQryTradingAccountField();
int i = this.ReqQryTradingAccount(field, 0);
if (i != 0)
{
LogCenter.Error("查询资金账户错误：" + CTPErrorHelper.GetError(i));
}
}
public static void Speak(string content)
{
try
{
speecher.Speak(content);
}
catch (Exception e)
{
LogCenter.Error(e.Message);
}
}
public void ReqPositionDetial()
{
this.positionDetails.Clear();
var qryPositionDetialField = new ThostFtdcQryInvestorPositionDetailField();
int i = this.ReqQryInvestorPositionDetail(qryPositionDetialField, 0);
if (i != 0)
{
LogCenter.Error("查询投资者持仓明细错误：" + CTPErrorHelper.GetError(i));
}
}
public static void UnSubscribe(string instrumentID)
{
subscribeSet.Remove(instrumentID);
if (Instance != null && AccountCenter.Instance.IsMDLogin)
{
int i = Instance.UnSubscribeMarketData(new string[] { instrumentID });
if (i != 0)
{
LogCenter.Error("退订行情错误：" + CTPErrorHelper.GetError(i));
}
}
}
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));
}
}
public override void OnFrontConnected()
{
LogCenter.Log("行情连接成功");
var loginField = new ThostFtdcReqUserLoginField
{
BrokerID = AccountCenter.Instance.Account.BrokerID,
UserID = AccountCenter.Instance.Account.InvestorID,
Password = AccountCenter.Instance.Account.Password
};
int i = this.ReqUserLogin(loginField, 0);
if (i != 0)
{
LogCenter.Error("行情登录失败：" + CTPErrorHelper.GetError(i));
}
}
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);
}
}
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>
/// 错误日志记录(异步)
/// </summary>
/// <param name="model"></param>
public static void AsyncErrorLog(ErrorModel model)
{
try
{
Task.Run(() =>
{
try
{
var logger = new LogCenter();
var errModel = new LogService.ErrorModel();
errModel.Event = "ErrorLog";
errModel.SubName = model.SubName;
errModel.message = model.message;
errModel.ErrorMsg = model.ErrorMsg;
errModel.StackTrace = model.StackTrace;
errModel.TargetName = model.SubName;
errModel.SourceName = model.SourceName;
errModel.ErrorUrl = model.ErrorUrl;
errModel.RequestFrom = model.RequestFrom;
errModel.Ip = model.Ip;
errModel.BrowserName = model.BrowserName;
errModel.BrowserVer = model.BrowserVer;
errModel.UserAgent = model.UserAgent;
errModel.AccId = model.AccId;
errModel.Flag = model.Flag;
logger.Error(errModel);
}
catch (Exception)
{
}
});
}
catch (Exception)
{
}
}
public override void OnFrontDisconnected(int nReason)
{
LogCenter.Error("行情断开：{0} {1}", nReason, CTPErrorHelper.GetFrontDisconnectedReason(nReason));
AccountCenter.Instance.IsMDLogin = false;
}
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);
}
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);
}
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 override void OnRspError(ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
LogCenter.Error("交易错误：{0} {1}", pRspInfo.ErrorMsg, pRspInfo.ErrorID);
}
