private void OnRtnOrder_callback(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
if (null != OnRtnOrder)
{
OnRtnOrder(this, new OnRtnOrderArgs(pTraderApi, ref pOrder));
}
}
public static extern void TD_CancelOrder(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder);
public void CancelOrder(ref CThostFtdcOrderField pOrder)
{
if (null == m_pTdApi || IntPtr.Zero == m_pTdApi)
{
return;
}
TraderApi.TD_CancelOrder(m_pTdApi, ref pOrder);
}
private void OnRspQryOrder_callback(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryOrder)
{
OnRspQryOrder(this, new OnRspQryOrderArgs(pTraderApi, ref pOrder, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnRtnOrderFirstStatus(GenericOrderItem item, CThostFtdcOrderField pOrder, string OrderSysID, string Key)
{
// 向上层报告保单引用
if(OrderSysID.Length>0)
{
orderMap.OrderSysID_OrderRef[OrderSysID] = Key;
foreach (var o in item.GetLegs())
{
// 这个地方要再查一查，是不是要移动出来？
o.Order.OrderID = pOrder.OrderSysID;
}
}
// 判断是第一次报单，还是只是撤单时的第一条记录
if (!orderMap.OrderItem_OrderField.ContainsKey(item))
{
// 在Order_OrderItem中记录绑定关系
foreach (var o in item.GetLegs())
{
orderMap.Order_OrderItem[o.Order] = item;
}
EmitAccepted(item);
}
// 在OrderItem_OrderField中记录与API的对应关系
orderMap.OrderItem_OrderField[item] = pOrder;
}
private void OnRtnOrderLastStatus(GenericOrderItem item, CThostFtdcOrderField pOrder, string OrderSysID, string Key)
{
// 给成交回报用的，由于成交回报返回慢，所以不能删
//orderMap.OrderSysID_OrderRef.Remove(OrderSysID);
// 已经是最后状态，不能用于撤单了
// 这个功能交给用户上层处理，报个重复撤单也没啥
//orderMap.OrderItem_OrderField.Remove(item);
OnLastStatus(item, OrderSysID, Key);
}
private void OnRtnOrder(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
tdlog.Info("{0},{1},{2},开平{3},价{4},原量{5},成交{6},提交{7},状态{8},引用{9},报单编号{10},{11}",
pOrder.InsertTime, pOrder.InstrumentID, pOrder.Direction, pOrder.CombOffsetFlag, pOrder.LimitPrice,
pOrder.VolumeTotalOriginal, pOrder.VolumeTraded, pOrder.OrderSubmitStatus, pOrder.OrderStatus,
pOrder.OrderRef, pOrder.OrderSysID, pOrder.StatusMsg);
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
order.Text = string.Format("{0}|{1}", order.Text.Substring(0,Math.Min(order.Text.Length,64)), pOrder.StatusMsg);
//找到对应的报单回应
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (!_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
//没找到，自己填一个
_Ref2Action = new Dictionary<string, CThostFtdcOrderField>();
_Orders4Cancel[order] = _Ref2Action;
}
lock (_Ref2Action)
{
switch (pOrder.OrderStatus)
{
case TThostFtdcOrderStatusType.AllTraded:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.PartTradedQueueing:
//只是部分成交，还可以撤单，所以要记录下来
_Ref2Action[strKey] = pOrder;
break;
case TThostFtdcOrderStatusType.PartTradedNotQueueing:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.NoTradeQueueing:
if (0 == _Ref2Action.Count())
{
EmitAccepted(order);
}
_Ref2Action[strKey] = pOrder;
break;
case TThostFtdcOrderStatusType.NoTradeNotQueueing:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.Canceled:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
//分析此报单是否结束，如果结束分析整个Order是否结束
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertRejected:
//如果是最后一个的状态，同意发出消息
if (0 == _Ref2Action.Count())
EmitRejected(order, pOrder.StatusMsg);
else
Cancel(order);
break;
default:
//如果是最后一个的状态，同意发出消息
if (0 == _Ref2Action.Count())
EmitCancelled(order);
else
Cancel(order);
break;
}
break;
case TThostFtdcOrderStatusType.Unknown:
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertSubmitted:
//新单，新加入记录以便撤单
if (0 == _Ref2Action.Count())
{
EmitAccepted(order);
}
_Ref2Action[strKey] = pOrder;
break;
}
break;
case TThostFtdcOrderStatusType.NotTouched:
//没有处理
break;
case TThostFtdcOrderStatusType.Touched:
//没有处理
break;
}
//已经是最后状态了，可以去除了
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
}
}
}
else
{
//由第三方软件发出或上次登录时的剩余的单子在这次成交了，先不处理，当不存在
}
}
private void OnRtnOrder(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
tdlog.Info("{0},{1},{2},开平{3},价{4},原量{5},成交{6},提交{7},状态{8},前置{9},会话{10},引用{11},报单编号{12},{13}",
pOrder.InsertTime, pOrder.InstrumentID, pOrder.Direction, pOrder.CombOffsetFlag, pOrder.LimitPrice,
pOrder.VolumeTotalOriginal, pOrder.VolumeTraded, pOrder.OrderSubmitStatus, pOrder.OrderStatus,
pOrder.FrontID,pOrder.SessionID,pOrder.OrderRef, pOrder.OrderSysID, pOrder.StatusMsg);
// 加上这句只是为了在一个账号多会话高频交易时提前过滤
if (pOrder.SessionID != _RspUserLogin.SessionID || pOrder.FrontID != _RspUserLogin.FrontID)
{
return;
}
GenericOrderItem item;
string strKey = string.Format("{0}:{1}:{2}", pOrder.FrontID, pOrder.SessionID, pOrder.OrderRef);
if (orderMap.TryGetValue(strKey, out item))
{
string strSysID = string.Format("{0}:{1}", pOrder.ExchangeID, pOrder.OrderSysID);
switch (pOrder.OrderStatus)
{
/// 不用处理
case TThostFtdcOrderStatusType.PartTradedQueueing:
break;
/// 第一个状态，要注册
case TThostFtdcOrderStatusType.NoTradeQueueing:
OnRtnOrderFirstStatus(item, pOrder,strSysID,strKey);
break;
/// 最后一个状态，要清理
case TThostFtdcOrderStatusType.AllTraded:
case TThostFtdcOrderStatusType.PartTradedNotQueueing:
case TThostFtdcOrderStatusType.NoTradeNotQueueing:
OnRtnOrderLastStatus(item, pOrder, strSysID, strKey);
break;
/// 其它情况
case TThostFtdcOrderStatusType.Canceled:
//分析此报单是否结束
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertRejected:
EmitRejected(item,pOrder.StatusMsg);
break;
default:
EmitCancelled(item);
break;
}
OnRtnOrderLastStatus(item, pOrder, strSysID, strKey);
break;
case TThostFtdcOrderStatusType.Unknown:
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertSubmitted:
OnRtnOrderFirstStatus(item, pOrder, strSysID, strKey);
break;
}
break;
case TThostFtdcOrderStatusType.NotTouched:
//没有处理
break;
case TThostFtdcOrderStatusType.Touched:
//没有处理
break;
}
}
}
public OnRtnOrderArgs(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
this.pTraderApi = pTraderApi;
this.pOrder = pOrder;
}
public OnRspQryOrderArgs(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pOrder = pOrder;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
public void UpdateOrderRef(CThostFtdcOrderField pOrder)
{
sw.EnterWriteLock();
var order = orders.FirstOrDefault(
o => o.OrderRef == pOrder.OrderRef && o.FrontID == pOrder.FrontID && o.SessionID == pOrder.SessionID);
if (order != null)
{
order.OrderSysID = pOrder.OrderSysID;
order.ExchangeID = pOrder.ExchangeID;
OrderRepository.Update(order);
}
else
{
foreach (var o in orders)
{
var closeorder = o.CloseOrders.FirstOrDefault(c => c.OrderRef == pOrder.OrderRef &&
c.FrontID == pOrder.FrontID && c.SessionID == pOrder.SessionID);
if (closeorder == null) continue;
closeorder.OrderSysID = pOrder.OrderSysID;
OrderRepository.Update(o);
break;
}
}
sw.ExitWriteLock();
}
// 通过报单组合，实际的向交易所撤单
public bool TryGetValue(GenericOrderItem key, out CThostFtdcOrderField value)
{
return OrderItem_OrderField.TryGetValue(key, out value);
}
private void OnRtnOrder(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
tdlog.Info("{0},{1},{2},开平{3},价{4},原量{5},成交{6},提交{7},状态{8},前置{9},会话{10},引用{11},报单编号{12},{13}",
pOrder.InsertTime, pOrder.InstrumentID, pOrder.Direction, pOrder.CombOffsetFlag, pOrder.LimitPrice,
pOrder.VolumeTotalOriginal, pOrder.VolumeTraded, pOrder.OrderSubmitStatus, pOrder.OrderStatus,
pOrder.FrontID,pOrder.SessionID,pOrder.OrderRef, pOrder.OrderSysID, pOrder.StatusMsg);
// 加上这句只是为了在一个账号多会话高频交易时提前过滤
if (pOrder.SessionID != _RspUserLogin.SessionID || pOrder.FrontID != _RspUserLogin.FrontID)
{
return;
}
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", pOrder.FrontID, pOrder.SessionID, pOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
order.Text = string.Format("{0}|{1}", order.Text.Substring(0, Math.Min(order.Text.Length, 64)), pOrder.StatusMsg);
order.OrderID = pOrder.OrderSysID;
//找到对应的报单回应
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (!_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
//没找到，自己填一个
_Ref2Action = new Dictionary<string, CThostFtdcOrderField>();
_Orders4Cancel[order] = _Ref2Action;
}
// 有对它进行过撤单操作，这地方是为了加正在撤单状态
OrdStatus status;
if (_PendingCancelFlags.TryGetValue(order, out status))
{
// 记下当时的状态
_PendingCancelFlags[order] = order.OrdStatus;
EmitPendingCancel(order);
}
lock (_Ref2Action)
{
string strSysID = string.Format("{0}:{1}", pOrder.ExchangeID, pOrder.OrderSysID);
switch (pOrder.OrderStatus)
{
case TThostFtdcOrderStatusType.AllTraded:
//已经是最后状态，不能用于撤单了
_PendingCancelFlags.Remove(order);
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.PartTradedQueueing:
//只是部分成交，还可以撤单，所以要记录下来
_Ref2Action[strKey] = pOrder;
break;
case TThostFtdcOrderStatusType.PartTradedNotQueueing:
//已经是最后状态，不能用于撤单了
_PendingCancelFlags.Remove(order);
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.NoTradeQueueing:
// 用于收到成交回报时定位
_OrderSysID2OrderRef[strSysID] = strKey;
if (0 == _Ref2Action.Count())
{
_Ref2Action[strKey] = pOrder;
EmitAccepted(order);
}
else
{
_Ref2Action[strKey] = pOrder;
}
break;
case TThostFtdcOrderStatusType.NoTradeNotQueueing:
//已经是最后状态，不能用于撤单了
_PendingCancelFlags.Remove(order);
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.Canceled:
// 将撤单中记录表清理下
_PendingCancelFlags.Remove(order);
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
//分析此报单是否结束，如果结束分析整个Order是否结束
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertRejected:
//如果是最后一个的状态，同意发出消息
if (0 == _Ref2Action.Count())
{
//唯一的从OnRtnOrder中就返回拒绝
EmitRejected(order, pOrder.StatusMsg);
}
else
Cancel(order);
break;
default:
//如果是最后一个的状态，同意发出消息
if (0 == _Ref2Action.Count())
EmitCancelled(order);
else
Cancel(order);
break;
}
break;
case TThostFtdcOrderStatusType.Unknown:
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertSubmitted:
// 有可能头两个报单就这状态，就是报单编号由空变为了有。为空时，也记，没有关系
_OrderSysID2OrderRef[strSysID] = strKey;
//新单，新加入记录以便撤单
if (0 == _Ref2Action.Count())
{
_Ref2Action[strKey] = pOrder;
EmitAccepted(order);
}
else
{
_Ref2Action[strKey] = pOrder;
}
break;
}
break;
case TThostFtdcOrderStatusType.NotTouched:
//没有处理
break;
case TThostFtdcOrderStatusType.Touched:
//没有处理
break;
}
//已经是最后状态了，可以去除了
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
}
}
}
else
{
//由第三方软件发出或上次登录时的剩余的单子在这次成交了，先不处理，当不存在
}
}
