DFITCOrderCommRtnField GetOrder(int spdOrderID)
{
lock (this.orderList)
{
DFITCOrderCommRtnField order = (from item in this.orderList
where item.SpdOrderID == spdOrderID
select item).FirstOrDefault();
return(order);
}
}
static string GetOrderUniqueKey(object field)
{
//报单
if (field is DFITCOrderCommRtnField)
{
DFITCOrderCommRtnField value = (DFITCOrderCommRtnField)field;
return(string.Format("{0}_{1}", value.AccountID, value.SpdOrderID));
}
//报单
//if (field is DFITCOrderRspDataRtnField)
//{
// DFITCOrderRspDataRtnField value = (DFITCOrderRspDataRtnField)field;
// return string.Format("{0}_{1}", this.AccountID, value.SpdOrderID);
//}
throw new Exception("Unknow type : " + field.GetType().ToString());
}
protected override void ProcessBusinessResponse(XSpeedResponseType responseType, IntPtr pData, XSpeedResponseInfo rspInfo, int requestID)
{
Trace.WriteLine(string.Format("{0} [{1}]:{2},{3},{4}", this.wallTimeStopwatch.ElapsedMilliseconds, this.UserKey, "ProcessBusinessResponse", responseType, requestID));
switch (responseType)
{
#region 当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
case XSpeedResponseType.FrontConnectedResponse:
{
this.isConnect = true;
this.UserLogin();
//调用事件
OnEventHandler(XSpeedResponseType.FrontConnectedResponse, new XSpeedEventArgs());
break;
}
#endregion
#region 通信中断
case XSpeedResponseType.FrontDisconnectedResponse:
/// 当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
///@param nReason 错误原因
/// 0x1001 网络读失败
/// 0x1002 网络写失败
/// 0x2001 接收心跳超时
/// 0x2002 发送心跳失败
/// 0x2003 收到错误报文
{
this.isConnect = false;
//调用事件
OnEventHandler(XSpeedResponseType.FrontDisconnectedResponse, new XSpeedEventArgs());
}
break;
#endregion
#region 用户登录
case XSpeedResponseType.UserLoginResponse:
{
XSpeedEventArgs <DFITCUserLoginInfoRtnField> args = CreateEventArgs <DFITCUserLoginInfoRtnField>(requestID, rspInfo);
DFITCUserLoginInfoRtnField userLogin = args.Value;
if (rspInfo.ErrorID == 0)
{
//this.BrokerID = userLogin.BrokerID;
//this.FrontID = userLogin.FrontID;
this.SessionID = userLogin.SessionID;
this.isLogin = true;
//最大报单引用
this.orderRef = userLogin.InitLocalOrderID;
//DateTime.TryParseExact(userLogin.TradingDay, "yyyyMMdd", null, System.Globalization.DateTimeStyles.AllowWhiteSpaces, out this.tradingDate);
//TimeSpan.TryParse(userLogin.DCETime, out this.loginTimeDCE);
//TimeSpan.TryParse(userLogin.CZCETime, out this.loginTimeCZCE);
//TimeSpan.TryParse(userLogin.SHFETime, out this.loginTimeSHFE);
this.wallTimeStopwatch.Start();
this.timer.Change(0, 1000);
}
this.OnEventHandler(XSpeedResponseType.UserLoginResponse, args);
}
break;
#endregion
#region 登出请求响应
case XSpeedResponseType.UserLogoutResponse:
{
this.isLogin = false;
//调用事件
OnEventHandler(XSpeedResponseType.UserLogoutResponse, new XSpeedEventArgs());
break;
}
#endregion
#region 报单录入请求响应
case XSpeedResponseType.InsertOrderResponse:
{
XSpeedEventArgs <DFITCOrderRspDataRtnField> args = CreateEventArgs <DFITCOrderRspDataRtnField>(pData, rspInfo);
DFITCOrderCommRtnField order = GetOrder(args.Value.SpdOrderID);
if (order.SpdOrderID == 0)
{
//
}
else
{
order.OrderStatus = args.Value.OrderStatus;
}
//调用事件
OnEventHandler(XSpeedResponseType.InsertOrderResponse, args);
break;
}
#endregion
#region 改单响应
case XSpeedResponseType.CancelOrderResponse:
{
XSpeedEventArgs <DFITCCancelOrderField> args = CreateEventArgs <DFITCCancelOrderField>(pData, rspInfo);
//调用事件
OnEventHandler(XSpeedResponseType.CancelOrderResponse, args);
break;
}
#endregion
#region 查询报单响应
case XSpeedResponseType.QueryOrderInfoResponse:
{
XSpeedEventArgs <List <DFITCOrderCommRtnField> > args = CreateListEventArgs <DFITCOrderCommRtnField>(requestID, rspInfo);
lock (this.OrderList)
{
this.OrderList.Clear();
this.OrderList.AddRange(args.Value);
}
//调用事件
OnEventHandler(XSpeedResponseType.QueryOrderInfoResponse, args);
break;
}
#endregion
#region 查询成交单响应
case XSpeedResponseType.QueryMatchInfoResponse:
{
XSpeedEventArgs <List <DFITCMatchedRtnField> > args = CreateListEventArgs <DFITCMatchedRtnField>(requestID, rspInfo);
this.TradeList.Clear();
this.TradeList.AddRange(args.Value);
//调用事件
OnEventHandler(XSpeedResponseType.QueryMatchInfoResponse, args);
break;
}
#endregion
#region 查询投资者持仓响应
case XSpeedResponseType.QueryPositionResponse:
{
XSpeedEventArgs <List <DFITCPositionInfoRtnField> > args = CreateListEventArgs <DFITCPositionInfoRtnField>(requestID, rspInfo);
this.PositionList.Clear();
this.PositionList.AddRange(args.Value);
//调用事件
OnEventHandler(XSpeedResponseType.QueryPositionResponse, args);
break;
}
#endregion
#region 查询资金账户响应
case XSpeedResponseType.CustomerCapitalResponse:
{
/// 查询资金账户响应
XSpeedEventArgs <DFITCCapitalInfoRtnField> args = CreateEventArgs <DFITCCapitalInfoRtnField>(requestID, rspInfo);
this.tradingAccount = args.Value;
this.OnEventHandler(XSpeedResponseType.CustomerCapitalResponse, args);
break;
}
#endregion
#region 查询标准合约响应
case XSpeedResponseType.QuerySpecifyInstrumentResponse:
{
XSpeedEventArgs <DFITCInstrumentRtnField> args = CreateEventArgs <DFITCInstrumentRtnField>(pData, rspInfo);
//this.SetInstrumentRate(args.Value);
//调用事件
OnEventHandler(XSpeedResponseType.QuerySpecifyInstrumentResponse, args);
break;
}
#endregion
#region 查询合约响应
case XSpeedResponseType.QueryExchangeInstrumentResponse:
{
XSpeedEventArgs <List <DFITCExchangeInstrumentRtnField> > values = CreateListEventArgs <DFITCExchangeInstrumentRtnField>(requestID, rspInfo);
foreach (var instrument in values.Value)
{
//CTPInstrument ctpInstrument = new CTPInstrument();
//ctpInstrument.SetNativeValue(instrument);
////加入到市场列表
//if (this.Exchanges.ContainsKey(ctpInstrument.ExchangeID))
//{
// this.Exchanges[instrument.ExchangeID].Instruments.Add(ctpInstrument);
//}
//if (this.SymbolProducts.ContainsKey(ctpInstrument.ProductID.ToUpper()) == false)
//{
// this.SymbolProducts.Add(ctpInstrument.ProductID.ToUpper(), new CTPSymbolProduct(instrument));
//}
//加入到合约表
//if (this.InstrumentDictionary.ContainsKey(ctpInstrument.ID) == false)
//{
// this.InstrumentDictionary.Add(ctpInstrument.ID, ctpInstrument);
//}
}
//创建新的事件参数
//List<CTPInstrument> list = new List<CTPInstrument>(this.InstrumentDictionary.Values);
//XSpeedEventArgs<List<CTPInstrument>> args = new XSpeedEventArgs<List<CTPInstrument>>(list);
//调用事件
OnEventHandler(XSpeedResponseType.QueryExchangeInstrumentResponse, values);
break;
}
#endregion
#region 查询套利合约响应
case XSpeedResponseType.ArbitrageInstrumentResponse:
{
XSpeedEventArgs <List <DFITCAbiInstrumentRtnField> > values = CreateListEventArgs <DFITCAbiInstrumentRtnField>(requestID, rspInfo);
//调用事件
OnEventHandler(XSpeedResponseType.ArbitrageInstrumentResponse, values);
break;
}
#endregion
#region 错误回报
case XSpeedResponseType.ReturnErrorMsgResponse:
{
this.OnEventHandler(XSpeedResponseType.ReturnErrorMsgResponse, new XSpeedEventArgs(rspInfo));
break;
}
#endregion
#region 报单回报
case XSpeedResponseType.ReturnOrderResponse:
{
XSpeedEventArgs <DFITCOrderRtnField> args = CreateEventArgs <DFITCOrderRtnField>(pData, rspInfo);
DFITCOrderCommRtnField order = GetOrder(args.Value.SpdOrderID);
if (order.SpdOrderID == 0)
{
//
}
else
{
order.OrderStatus = args.Value.OrderStatus;
}
//调用事件
OnEventHandler(XSpeedResponseType.ReturnOrderResponse, args);
break;
}
#endregion
#region 成交回报
case XSpeedResponseType.ReturnMatchedInfoResponse:
{
XSpeedEventArgs <DFITCMatchedRtnField> args = CreateEventArgs <DFITCMatchedRtnField>(pData, rspInfo);
//插入到列表中
AppendOrReplaceOrder(this.tradeList, args.Value);
//调用事件
OnEventHandler(XSpeedResponseType.ReturnMatchedInfoResponse, args);
break;
}
#endregion
default:
Debug.Assert(true, responseType.ToString());
break;
}
}