private void OnRspQryPosition(object sender, RspEventArgs e)
{
switch (sender.ToString())
{
case "ProgramTradeApi.XTradeSpi":
if (e.ErrorID == 0)
{
var pos = PositionDetail.CreateDetail((e as TypedRspEventArgs <CLRDFITCPositionInfoRtnField, CLRDFITCErrorRtnField>).Data);
if (pos.InstrumentID != "")
{
Positions.AddOrUpdate(pos.InstrumentID + pos.Direction, pos, (k, v) => v);
/*if (e.IsLast)
* {
* Thread.Sleep(500);
* eventPositionChanged?.Invoke(this, null);
* }*/
eventPositionChanged?.Invoke(pos, null);
}
}
else
{
var err = (e as TypedRspEventArgs <CLRDFITCPositionInfoRtnField, CLRDFITCErrorRtnField>).Error;
}
break;
}
}
private void OnFrontConnected(object sender, RspEventArgs e)
{
switch (sender.ToString())
{
case "ProgramTradeApi.XTradeSpi":
if (e.ErrorID == 0)
{
IsTradeConnected = true;
}
else
{
IsTradeConnected = false;
}
eventFrontConnected?.Invoke(sender, e);
break;
case "ProgramTradeApi.XMduserSpi":
if (e.ErrorID == 0)
{
IsMarketConnected = true;
}
else
{
IsMarketConnected = false;
}
eventFrontConnected?.Invoke(sender, e);
break;
}
}
/*private void UserLoginHandler(object sender,RspUserLoginEventArgs e)
{
if (sender is QMarketSpi && 0 == e.RspInfo.ErrorID)
{
UserID = e.RspUserLoin.UserID;
BrokerID = e.RspUserLoin.BrokerID;
IsLogin = true;
}
}
private void UserLogoutHandler(object sender, RspUserLogoutEventArgs e)
{
if (sender is QMarketSpi && 0 == e.RspInfo.ErrorID)
{
IsLogin = false;
}
}*/
private void FrontDisconnecedHandler(object sender,RspEventArgs e)
{
if(sender is QMarketSpi)
{
IsConnected = false;
if ((int)CLRQDP_FTFAIL_REASON.NORMAL_DISCONN == (int)e.ErrorID)
#if DEBUG
Debug.WriteLine("Disconnect Front Server Normally.\r\nCurrent ThreadID：{0},Thread Called By TradeApi->DisconnectFront", Thread.CurrentThread.ManagedThreadId);
#endif
}
}
private void FrontConnectedHandler(object sender,RspEventArgs e)
{
if (sender is QMarketSpi/* && 0 == e.Error*/)
{
IsConnected = true;
if (IsLogin)
{
UserLogin(new CLRCQdpFtdcReqUserLoginField { BrokerID = this.BrokerID, UserID = this.UserID, Password = this.UserPwd });
}
}
}
private void OnMarketDataReturn(object sender, RspEventArgs e)
{
switch (sender.ToString())
{
case "ProgramTradeApi.XMduserSpi":
MarketDetail market = MarketDetail.CreateMarketDetail((e as TypedRspEventArgs <CLRDFITCDepthMarketDataField, object>).Data);
Markets.AddOrUpdate(market.InstrumentID, market, (k, v) => { market.InstrumentName = v.InstrumentName; return(market); });
//eventMarketChanged?.Invoke(this, null);
break;
}
}
private void OnOrderReturn(object sender, RspEventArgs e)
{
switch (sender.ToString())
{
case "ProgramTradeApi.XTradeSpi":
var odr = OrderDetail.CreateDetail((e as TypedRspEventArgs <CLRDFITCOrderRtnField, object>).Data);
Orders.AddOrUpdate(odr.OrderSysID, odr, (k, v) => odr);
eventOrderChanged?.Invoke(this, null);
break;
}
}
private void OnOrderDeal(object sender, RspEventArgs e)
{
switch (sender.ToString())
{
case "ProgramTradeApi.XTradeSpi":
PositionDetail odr = PositionDetail.CreateDetail((e as TypedRspEventArgs <CLRDFITCMatchRtnField, object>).Data);
try
{
Positions.AddOrUpdate(odr.InstrumentID + odr.Direction, odr, (k, v) => { return(v += odr); });
eventPositionChanged?.Invoke(this, null);
}
catch (Exception)
{
//deal exception
}
break;
}
}
private void OnUserLogin(object sender, RspEventArgs e)
{
switch (sender.ToString())
{
case "ProgramTradeApi.XTradeSpi":
if (e.ErrorID == 0)
{
IsTradeLogined = true;
ITradeApi.RequestUserPosition();
ITradeApi.RequestQueryOrders();
}
else
{
IsTradeLogined = false;
}
eventUserLogined?.Invoke(sender, e);
break;
case "ProgramTradeApi.XMduserSpi":
if (e.ErrorID == 0)
{
IsMarketLogined = true;
//HashSet<string> instruments = new HashSet<string>() { "a1607", "a1609", "a1611" };
HashSet <string> instruments = new HashSet <string>()
{
"*"
};
IMarketApi.SubMarketData(instruments);
}
else
{
IsMarketLogined = false;
}
eventUserLogined?.Invoke(sender, e);
break;
}
}
private void OnRspQryOrder(object sender, RspEventArgs e)
{
switch (sender.ToString())
{
case "ProgramTradeApi.XTradeSpi":
if (e.ErrorID == 0)
{
var odr = OrderDetail.CreateDetail((e as TypedRspEventArgs <CLRDFITCOrderCommRtnField, CLRDFITCErrorRtnField>).Data);
if (odr.OrderSysID > 0)
{
Orders.AddOrUpdate(odr.OrderSysID, odr, (k, v) => v);
if (e.IsLast)
{
eventOrderChanged?.Invoke(this, null);
}
}
}
else
{
var err = (e as TypedRspEventArgs <CLRDFITCOrderCommRtnField, CLRDFITCErrorRtnField>).Error;
}
break;
}
}
