/// <summary> /// 股票总控线程函数 /// </summary> private static void StockThreadProc() { log.LogEvent("股票退货线程启动!"); MCStockLib.managedStockClass _classTradeStock = new managedStockClass(); MCStockLib.managedLogin login = new managedLogin(CommConfig.Stock_ServerAddr, CommConfig.Stock_Port, CommConfig.Stock_Account, CommConfig.Stock_BrokerID, CommConfig.Stock_Password, CommConfig.Stock_InvestorID); //标记心跳包发送时间 DateTime _markedTime = DateTime.Now; DateTime lastmessage = DateTime.Now; string ErrorMsg = string.Empty; //初始化通信 //功能1 _classTradeStock.Init(login, ErrorMsg); while (true) { Thread.Sleep(10); if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10) { log.LogEvent("股票退货线程心跳停止 , 最后心跳 : " + GlobalHeartBeat.GetGlobalTime().ToString()); KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Stock_Refund_Control_MONITOR", (object)false); queue_system_status.GetQueue().Enqueue((object)message1); break; } if (lastmessage.Second != DateTime.Now.Second) { KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Stock_Refund_Control_MONITOR", (object)true); queue_system_status.GetQueue().Enqueue((object)message1); lastmessage = DateTime.Now; } if (_markedTime.Minute != DateTime.Now.Minute) { //发送心跳包 //功能2 //_stockTradeAPI.heartBeat(); _classTradeStock.HeartBeat(); _markedTime = DateTime.Now; } if (queue_stock_refund_thread.GetQueueNumber() > 0) { RefundStruct refundItem = (RefundStruct)queue_stock_refund_thread.GetQueue().Dequeue(); QueryEntrustOrderStruct_M item = new QueryEntrustOrderStruct_M() { Code = refundItem.SecurityCode, Direction = Convert.ToInt32(refundItem.Direction), ExchangeID = (refundItem.ExchangeId == "SH" ? "1" : "2"), OrderPrice = 0, //撤单不用考虑价格 OrderRef = Convert.ToInt32(refundItem.OrderRef), OrderSysID = refundItem.OrderSysId, SecurityType = (sbyte)115, StrategyId = string.Empty //撤单不考虑策略编号 }; if (!_classTradeStock.getConnectStatus()) { _classTradeStock.Init(login, ErrorMsg); } String err = String.Empty; //发出撤单交易 _classTradeStock.CancelTrade(item, err); log.LogEvent("股票撤单已发出,本地编号:" + refundItem.OrderRef + " 系统编号:" + refundItem.OrderSysId); } } }
/// <summary> /// 执行交易线程处理逻辑 /// 包含功能: /// 1. 连接股票交易所(上海,深圳) /// 2. 心跳包发送/接收 /// 3. 发送交易,等待响应 /// </summary> private static void StockTradeSubThreadProc(object para) { MCStockLib.managedStockClass _classTradeStock = new managedStockClass(); MCStockLib.managedLogin login = new managedLogin(CommConfig.Stock_ServerAddr, CommConfig.Stock_Port, CommConfig.Stock_Account, CommConfig.Stock_BrokerID, CommConfig.Stock_Password, CommConfig.Stock_InvestorID); string ErrorMsg = string.Empty; bool DebugMark = false; //测试交易标志 StockTradeTest test = new StockTradeTest();//测试类 //令该线程为前台线程 Thread.CurrentThread.IsBackground = true; TradeParaPackage _tpp = (TradeParaPackage)para; //当前线程编号 int _threadNo = _tpp._threadNo; sublog.LogEvent("线程 :" + _threadNo.ToString() + " 开始执行"); //用作发送心跳包的时间标记 DateTime _markedTime = DateTime.Now; DateTime lastmessagetime = DateTime.Now; //初始化通信 //功能1 _classTradeStock.Init(login, ErrorMsg); while (true) { Thread.Sleep(10); if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10) { sublog.LogEvent("线程 :" + _threadNo.ToString() + "心跳停止 , 最后心跳 : " + GlobalHeartBeat.GetGlobalTime().ToString()); break; } //Thread.CurrentThread.stat if (_markedTime.Minute != DateTime.Now.Minute) { //发送心跳包 //功能2 //_stockTradeAPI.heartBeat(); _classTradeStock.HeartBeat(); _markedTime = DateTime.Now; } if(lastmessagetime.Second != DateTime.Now.Second) { KeyValuePair<string, object> message1 = new KeyValuePair<string, object>("THREAD_STOCK_TRADE_WORKER", (object)_threadNo); queue_system_status.GetQueue().Enqueue((object)message1); lastmessagetime = DateTime.Now; } //if (!_classTradeStock.getConnectStatus()) //{ // _classTradeStock.Init(login, ErrorMsg); //} if (queue_stock_excuteThread.GetQueue(_threadNo).Count < 2) { queue_stock_excuteThread.SetThreadFree(_threadNo); } if (queue_stock_excuteThread.GetQueue(_threadNo).Count > 0) { List<TradeOrderStruct> trades = (List<TradeOrderStruct>)queue_stock_excuteThread.StockExcuteQueues[_threadNo].Dequeue(); if (trades == null || trades.Count == 0) { continue; } if(trades[0].cUser == DebugMode.TestUser) { DebugMark = true; } else { DebugMark = false; } if (trades.Count > 0) { sublog.LogEvent("线程 :" + _threadNo.ToString() + " 执行交易数量 : " + trades.Count); } if (!_classTradeStock.getConnectStatus()) { _classTradeStock.Init(login, ErrorMsg); } //根据消息队列中发来的消息数量判断调用的接口 //当内容大于1 ,调用批量接口 //当内容等于1, 调用单笔接口 queue_stock_excuteThread.SetUpdateTime(_threadNo); List<QueryEntrustOrderStruct_M> entrustorli = new List<QueryEntrustOrderStruct_M>(); if (trades.Count > 1) { //trades Random seed = new Random(); sublog.LogEvent("线程 :" + _threadNo.ToString() + "进入执行环节 , 忙碌状态: " + queue_stock_excuteThread.GetThreadIsAvailiable(_threadNo)); TradeOrderStruct_M[] tradesUnit = new TradeOrderStruct_M[15]; int i = 0; QueryEntrustOrderStruct_M[] entrustUnit = new QueryEntrustOrderStruct_M[15]; string s = string.Empty; foreach (TradeOrderStruct unit in trades) { tradesUnit[i] = CreateTradeUnit(unit); i++; } if (DebugMark == true) { test.BatchTradeTest(tradesUnit, trades.Count, out entrustUnit, out s); } else { entrustUnit = _classTradeStock.BatchTrade(tradesUnit, trades.Count, s); } if (entrustUnit != null && entrustUnit.ToList().Count() > 0) { foreach (QueryEntrustOrderStruct_M unit in entrustUnit.ToList()) { if (unit == null) continue; if (unit.OrderSysID != null && unit.OrderSysID != String.Empty && unit.OrderSysID != "0" ) { entrustorli.Add(unit); } } } } else if (trades.Count == 1) { //trades Random seed = new Random(); TradeOrderStruct_M tradesUnit = CreateTradeUnit(trades[0]); QueryEntrustOrderStruct_M entrustUnit = new QueryEntrustOrderStruct_M(); string s = string.Empty; if (DebugMark == true) { test.SingleTradeTest(tradesUnit, out entrustUnit, out s); } else { _classTradeStock.SingleTrade(tradesUnit, entrustUnit, s); } if (entrustUnit.OrderSysID != null && entrustUnit.OrderSysID != String.Empty && entrustUnit.OrderSysID != "0") { entrustorli.Add(entrustUnit); } } //********************************* // 交易成功后执行的特殊处理 // 交易生成委托存入数据库,并将委托送往查询成交线程 //********************************* if (trades.Count != 0) { //存入数据库 if (entrustorli.Count() == 0) { continue; } for (int i = 0; i < trades.Count; i++) { entrustorli[i].Code = trades[i].cSecurityCode; entrustorli[i].StrategyId = trades[0].belongStrategy; entrustorli[i].Direction = Convert.ToInt32(trades[i].cTradeDirection); entrustorli[i].OrderRef = Convert.ToInt32(trades[i].OrderRef); entrustorli[i].OrderPrice = trades[i].dOrderPrice; ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.CreateERRecord), (object)(entrustorli[i])); queue_query_entrust.GetQueue().Enqueue((object)entrustorli[i]); } } } } //线程结束 Thread.CurrentThread.Abort(); }
/// <summary> /// 执行交易线程处理逻辑 /// 包含功能: /// 1. 连接股票交易所(上海,深圳) /// 2. 心跳包发送/接收 /// 3. 发送交易,等待响应 /// </summary> private static void StockTradeSubThreadProc(object para) { MCStockLib.managedStockClass _classTradeStock = new managedStockClass(); MCStockLib.managedLogin login = new managedLogin(CommConfig.Stock_ServerAddr, CommConfig.Stock_Port, CommConfig.Stock_Account, CommConfig.Stock_BrokerID, CommConfig.Stock_Password, CommConfig.Stock_InvestorID); string ErrorMsg = string.Empty; bool DebugMark = false; //测试交易标志 StockTradeTest test = new StockTradeTest(); //测试类 //令该线程为前台线程 Thread.CurrentThread.IsBackground = true; TradeParaPackage _tpp = (TradeParaPackage)para; //当前线程编号 int _threadNo = _tpp._threadNo; sublog.LogEvent("线程 :" + _threadNo.ToString() + " 开始执行"); //用作发送心跳包的时间标记 DateTime _markedTime = DateTime.Now; DateTime lastmessagetime = DateTime.Now; //初始化通信 //功能1 _classTradeStock.Init(login, ErrorMsg); while (true) { Thread.Sleep(10); if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10) { sublog.LogEvent("线程 :" + _threadNo.ToString() + "心跳停止 , 最后心跳 : " + GlobalHeartBeat.GetGlobalTime().ToString()); break; } //Thread.CurrentThread.stat if (_markedTime.Minute != DateTime.Now.Minute) { //发送心跳包 //功能2 //_stockTradeAPI.heartBeat(); _classTradeStock.HeartBeat(); _markedTime = DateTime.Now; } if (lastmessagetime.Second != DateTime.Now.Second) { KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_STOCK_TRADE_WORKER", (object)_threadNo); try { queue_system_status.GetQueue().Enqueue((object)message1); lastmessagetime = DateTime.Now; } catch { //do nothing } } //if (!_classTradeStock.getConnectStatus()) //{ // _classTradeStock.Init(login, ErrorMsg); //} if (queue_stock_excuteThread.GetQueue(_threadNo).Count < 2) { queue_stock_excuteThread.SetThreadFree(_threadNo); } if (queue_stock_excuteThread.GetQueue(_threadNo).Count > 0) { List <TradeOrderStruct> Queuetrades = (List <TradeOrderStruct>)queue_stock_excuteThread.StockExcuteQueues[_threadNo].Dequeue(); List <TradeOrderStruct> trades = new List <TradeOrderStruct>(); int eni = 0; while (true) { try { TradeOrderStruct trade = Queuetrades[eni]; trades.Add(new TradeOrderStruct() { belongStrategy = trade.belongStrategy, cExhcnageID = trade.cExhcnageID, cOffsetFlag = trade.cOffsetFlag, cOrderexecutedetail = trade.cOrderexecutedetail, cOrderLevel = trade.cOrderLevel, cOrderPriceType = trade.cOrderPriceType, cSecurityCode = trade.cSecurityCode, cSecurityType = trade.cSecurityType, cTradeDirection = trade.cTradeDirection, cUser = trade.cUser, dOrderPrice = trade.dOrderPrice, nSecurityAmount = trade.nSecurityAmount, OrderRef = trade.OrderRef, SecurityName = trade.SecurityName }); eni++; } catch { break; } } Guid tradeuuid = Guid.NewGuid(); if (trades == null || trades.Count == 0) { continue; } if (trades[0].cUser == DebugMode.TestUser) { DebugMark = true; } else { DebugMark = false; } if (trades.Count > 0) { sublog.LogEvent("线程 :" + _threadNo.ToString() + " 执行交易数量 : " + trades.Count); } if (!_classTradeStock.getConnectStatus()) { _classTradeStock.Init(login, ErrorMsg); } //根据消息队列中发来的消息数量判断调用的接口 //当内容大于1 ,调用批量接口 //当内容等于1, 调用单笔接口 queue_stock_excuteThread.SetUpdateTime(_threadNo); List <QueryEntrustOrderStruct_M> entrustorli = new List <QueryEntrustOrderStruct_M>(); if (trades.Count > 1) { //trades Random seed = new Random(); sublog.LogEvent("线程 :" + _threadNo.ToString() + "进入执行环节 , 忙碌状态: " + queue_stock_excuteThread.GetThreadIsAvailiable(_threadNo)); TradeOrderStruct_M[] tradesUnit = new TradeOrderStruct_M[15]; int i = 0; QueryEntrustOrderStruct_M[] entrustUnit = new QueryEntrustOrderStruct_M[15]; string s = string.Empty; foreach (TradeOrderStruct unit in trades) { tradesUnit[i] = CreateTradeUnit(unit); i++; } string user = trades[0].cUser; //GlobalTestLog.LogInstance.LogEvent("线程 :" + _threadNo.ToString() + " 发送交易: " + tradeuuid.ToString() + " 时间: " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString()); if (DebugMark == true) { test.BatchTradeTest(tradesUnit, trades.Count, out entrustUnit, out s); } else { entrustUnit = _classTradeStock.BatchTrade(tradesUnit, trades.Count, s); } //GlobalTestLog.LogInstance.LogEvent("线程 :" + _threadNo.ToString() + " 收到交易回报: " + tradeuuid.ToString() + " 时间: " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString()); if (entrustUnit != null && entrustUnit.ToList().Count() > 0) { i = -1; foreach (QueryEntrustOrderStruct_M unit in entrustUnit.ToList()) { i++; if (unit == null) { continue; } if (unit.OrderSysID != null && unit.OrderSysID != String.Empty && unit.OrderSysID != "0") { entrustorli.Add(unit); } else { //委托失败处理 GlobalErrorLog.LogInstance.LogEvent("获取委托号失败!用户: " + user + ",代码:" + unit.Code); } if (unit.Direction == 49) { //清除风控冷冻金额 //只有股票买入,才需要移除风控列表 accountMonitor.UpdateRiskFrozonAccount(user, unit.Code, tradesUnit[i].SecurityAmount * (-1), tradesUnit[i].SecurityAmount * tradesUnit[i].OrderPrice * (-1), "S", "0"); } } } } else if (trades.Count == 1) { //trades Random seed = new Random(); TradeOrderStruct_M tradesUnit = CreateTradeUnit(trades[0]); QueryEntrustOrderStruct_M entrustUnit = new QueryEntrustOrderStruct_M(); string s = string.Empty; string user = trades[0].cUser; //GlobalTestLog.LogInstance.LogEvent("发送交易: " + tradeuuid.ToString() + " 时间: " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString()); if (DebugMark == true) { test.SingleTradeTest(tradesUnit, out entrustUnit, out s); } else { _classTradeStock.SingleTrade(tradesUnit, entrustUnit, s); } //GlobalTestLog.LogInstance.LogEvent("收到交易回报: " + tradeuuid.ToString() + " 时间: " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString()); if (entrustUnit.OrderSysID != null && entrustUnit.OrderSysID != String.Empty && entrustUnit.OrderSysID != "0") { entrustorli.Add(entrustUnit); } else { //委托失败处理 GlobalErrorLog.LogInstance.LogEvent("获取委托号失败!用户: " + user + ",代码:" + tradesUnit.SecurityCode); } if (entrustUnit.Direction.ToString() == TradeOrientationAndFlag.StockTradeDirectionBuy) { //清除风控冷冻金额,只有买入需要清除风控列表 accountMonitor.UpdateRiskFrozonAccount(user, tradesUnit.SecurityCode, tradesUnit.SecurityAmount * (-1), tradesUnit.SecurityAmount * tradesUnit.OrderPrice * (-1), "S", tradesUnit.TradeDirection.ToString()); } } //********************************* // 交易成功后执行的特殊处理 // 交易生成委托存入数据库,并将委托送往查询成交线程 //********************************* if (trades.Count != 0) { //存入数据库 if (entrustorli.Count() == 0) { continue; } for (int i = 0; i < trades.Count; i++) { entrustorli[i].Code = trades[i].cSecurityCode; entrustorli[i].StrategyId = trades[0].belongStrategy; entrustorli[i].Direction = Convert.ToInt32(trades[i].cTradeDirection); entrustorli[i].OrderRef = Convert.ToInt32(trades[i].OrderRef); entrustorli[i].OrderPrice = trades[i].dOrderPrice; entrustorli[i].SecurityType = (sbyte)115; entrustorli[i].User = trades[i].cUser; ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.CreateERRecord), (object)(entrustorli[i])); queue_query_entrust.GetQueue().Enqueue((object)entrustorli[i]); ERecord record = new ERecord() { UserName = trades[i].cUser, Amount = trades[i].nSecurityAmount, Code = trades[i].cSecurityCode, ExchangeId = trades[i].cExhcnageID, OrderPrice = trades[i].dOrderPrice, OrderRef = trades[i].OrderRef, StrategyNo = trades[i].belongStrategy, SysOrderRef = entrustorli[i].OrderSysID, Direction = trades[i].cTradeDirection }; EntrustRecord.AddEntrustRecord(record); } } } } //线程结束 Thread.CurrentThread.Abort(); }