private void OnErrRtnOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
tdlog.Error("交易所回应：{0},{1},开平{2},价{3},原量{4},引用{5},{6}#{7}",
pInputOrder.InstrumentID, pInputOrder.Direction, pInputOrder.CombOffsetFlag, pInputOrder.LimitPrice,
pInputOrder.VolumeTotalOriginal,
pInputOrder.OrderRef, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
order.Text = string.Format("{0}|{1}#{2}", order.Text.Substring(0, Math.Min(order.Text.Length, 64)), pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//没得办法，这样全撤了状态就唯一了
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
private void OnErrRtnOrderAction(IntPtr pTraderApi, ref CThostFtdcOrderActionField pOrderAction, ref CThostFtdcRspInfoField pRspInfo)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", pOrderAction.FrontID, pOrderAction.SessionID, pOrderAction.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
tdlog.Error("交易所回应：{0},价{1},变化量{2},前置{3},会话{4},引用{5},{6}#{7}",
pOrderAction.InstrumentID, pOrderAction.LimitPrice,
pOrderAction.VolumeChange,
pOrderAction.FrontID, pOrderAction.SessionID, pOrderAction.OrderRef,
pRspInfo.ErrorID, pRspInfo.ErrorMsg);
order.Text = string.Format("{0}|{1}#{2}", order.Text.Substring(0, Math.Min(order.Text.Length, 64)), pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitCancelReject(order, order.OrdStatus, order.Text);
}
}
public void OnRspQryDepthMarketData(IntPtr pTraderApi, ref CThostFtdcDepthMarketDataField pDepthMarketData, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
CThostFtdcDepthMarketDataField DepthMarket;
if (!_dictDepthMarketData.TryGetValue(pDepthMarketData.InstrumentID, out DepthMarket))
{
//没找到此元素，保存一下
_dictDepthMarketData[pDepthMarketData.InstrumentID] = pDepthMarketData;
}
tdlog.Info("已经接收查询深度行情 {0}", pDepthMarketData.InstrumentID);
//通知单例
CTPAPI.GetInstance().FireOnRspQryDepthMarketData(pDepthMarketData);
}
else
{
tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspQryDepthMarketData:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryDepthMarketData:" + pRspInfo.ErrorMsg);
}
}
private void OnErrRtnOrderAction_callback(IntPtr pTraderApi, ref CThostFtdcOrderActionField pOrderAction, ref CThostFtdcRspInfoField pRspInfo)
{
if (null != OnErrRtnOrderAction)
{
OnErrRtnOrderAction(this, new OnErrRtnOrderActionArgs(pTraderApi, ref pOrderAction, ref pRspInfo));
}
}
private void OnErrRtnOrderInsert_callback(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
if (null != OnErrRtnOrderInsert)
{
OnErrRtnOrderInsert(this, new OnErrRtnOrderInsertArgs(pTraderApi, ref pInputOrder, ref pRspInfo));
}
}
public OnErrRtnOrderActionArgs(IntPtr pTraderApi, ref CThostFtdcOrderActionField pOrderAction, ref CThostFtdcRspInfoField pRspInfo)
{
this.pTraderApi = pTraderApi;
this.pOrderAction = pOrderAction;
this.pRspInfo = pRspInfo;
}
public OnRspQryTradingAccountArgs(IntPtr pTraderApi, ref CThostFtdcTradingAccountField pTradingAccount, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pTradingAccount = pTradingAccount;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
private void OnRspQryInvestorPosition_callback(IntPtr pTraderApi, ref CThostFtdcInvestorPositionField pInvestorPosition, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryInvestorPosition)
{
OnRspQryInvestorPosition(this, new OnRspQryInvestorPositionArgs(pTraderApi, ref pInvestorPosition, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnRspQryTradingAccount_callback(IntPtr pTraderApi, ref CThostFtdcTradingAccountField pTradingAccount, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryTradingAccount)
{
OnRspQryTradingAccount(this, new OnRspQryTradingAccountArgs(pTraderApi, ref pTradingAccount, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnErrRtnOrderAction(IntPtr pTraderApi, ref CThostFtdcOrderActionField pOrderAction, ref CThostFtdcRspInfoField pRspInfo)
{
tdlog.Error("交易所回应：{0},价{1},变化量{2},前置{3},会话{4},引用{5},{6}#{7}",
pOrderAction.InstrumentID, pOrderAction.LimitPrice,
pOrderAction.VolumeChange,
pOrderAction.FrontID, pOrderAction.SessionID, pOrderAction.OrderRef,
pRspInfo.ErrorID, pRspInfo.ErrorMsg);
GenericOrderItem item;
string strKey = string.Format("{0}:{1}:{2}", pOrderAction.FrontID, pOrderAction.SessionID, pOrderAction.OrderRef);
if (orderMap.TryGetValue(strKey, out item))
{
EmitCancelReject(item, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitCancelLastStatus(item);
}
}
private void OnRspQryDepthMarketData_callback(IntPtr pTraderApi, ref CThostFtdcDepthMarketDataField pDepthMarketData, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryDepthMarketData)
{
OnRspQryDepthMarketData(this, new OnRspQryDepthMarketDataArgs(pTraderApi, ref pDepthMarketData, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnRspOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
tdlog.Error("CTP回应：{0},{1},开平{2},价{3},原量{4},引用{5},{6}",
pInputOrder.InstrumentID, pInputOrder.Direction, pInputOrder.CombOffsetFlag, pInputOrder.LimitPrice,
pInputOrder.VolumeTotalOriginal,
pInputOrder.OrderRef, pRspInfo.ErrorMsg);
order.Text = string.Format("{0}|{1}", order.Text, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//这些地方没法处理混合报单
//没得办法，这样全撤了状态就唯一了
//但由于不知道在错单时是否会有报单回报，所以在这查一次，以防重复撤单出错
//找到对应的报单回应
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
private void OnRspQryInstrument(IntPtr pTraderApi, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
_dictInstruments[pInstrument.InstrumentID] = pInstrument;
if (bIsLast)
{
tdlog.Info("合约列表已经接收完成,共{0}条",_dictInstruments.Count);
}
}
else
{
tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspQryInstrument:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInstrument:" + pRspInfo.ErrorMsg);
}
}
private void OnRspOrderAction(IntPtr pTraderApi, ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
if (_OrderRef2Order.TryGetValue(string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrderAction.OrderRef), out order))
{
tdlog.Error("CTP回应：{0},价{1},变化量{2},引用{3},{4}",
pInputOrderAction.InstrumentID, pInputOrderAction.LimitPrice,
pInputOrderAction.VolumeChange, pInputOrderAction.OrderRef,
pRspInfo.ErrorMsg);
order.Text = string.Format("{0}|{1}", order.Text, pRspInfo.ErrorMsg);
EmitCancelReject(order, order.Text);
}
}
private void OnDisconnect(IntPtr pApi, ref CThostFtdcRspInfoField pRspInfo, ConnectionStatus step)
{
if (m_pMdApi == pApi)//行情
{
if (isConnected)
{
mdlog.Error("Step:{0},ErrorID:{1},ErrorMsg:{2},等待定时重试连接", step, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
else
{
mdlog.Info("Step:{0},ErrorID:{1},ErrorMsg:{2}", step, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
}
else if (m_pTdApi == pApi)//交易
{
if (isConnected)//如果以前连成功，表示密码没有错，只是初始化失败，可以重试
{
tdlog.Error("Step:{0},ErrorID:{1},ErrorMsg:{2},等待定时重试连接", step, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
else
{
tdlog.Info("Step:{0},ErrorID:{1},ErrorMsg:{2}", step, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
}
if (!isConnected)//从来没有连接成功过，可能是密码错误，直接退出
{
//不能在线程中停止线程，这样会导致软件关闭进程不退出
//_Disconnect();
}
else
{
//以前连接过，现在断了次线，要等重连
ChangeStatus(ProviderStatus.Connecting);
EmitDisconnectedEvent();
}
}
public OnErrRtnOrderInsertArgs(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
this.pTraderApi = pTraderApi;
this.pInputOrder = pInputOrder;
this.pRspInfo = pRspInfo;
}
private void OnRspError_callback(IntPtr pApi, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspError)
{
OnRspError(this,new OnRspErrorArgs(pApi,ref pRspInfo,nRequestID,bIsLast));
}
}
private void OnErrRtnOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
tdlog.Error("交易所回应：{0},{1},开平{2},价{3},原量{4},引用{5},{6}#{7}",
pInputOrder.InstrumentID, pInputOrder.Direction, pInputOrder.CombOffsetFlag, pInputOrder.LimitPrice,
pInputOrder.VolumeTotalOriginal,
pInputOrder.OrderRef, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
GenericOrderItem item;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (orderMap.TryGetValue(strKey, out item))
{
EmitRejected(item,pRspInfo.ErrorID,pRspInfo.ErrorMsg);
OnLastStatus(item, "", strKey);
}
}
private void OnRspOrderInsert_callback(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspOrderInsert)
{
OnRspOrderInsert(this, new OnRspOrderInsertArgs(pTraderApi, ref pInputOrder, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnDisconnect_callback(IntPtr pApi, ref CThostFtdcRspInfoField pRspInfo, ConnectionStatus step)
{
if (null != OnDisconnect)
{
OnDisconnect(this, new OnDisconnectArgs(pApi, ref pRspInfo, step));
}
}
private void OnRspQryInstrumentMarginRate_callback(IntPtr pTraderApi, ref CThostFtdcInstrumentMarginRateField pInstrumentMarginRate, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryInstrumentMarginRate)
{
OnRspQryInstrumentMarginRate(this, new OnRspQryInstrumentMarginRateArgs(pTraderApi, ref pInstrumentMarginRate, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnRspQryInstrumentMarginRate(IntPtr pTraderApi, ref CThostFtdcInstrumentMarginRateField pInstrumentMarginRate, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
_dictMarginRate[pInstrumentMarginRate.InstrumentID] = pInstrumentMarginRate;
tdlog.Info("已经接收保证金率 {0}", pInstrumentMarginRate.InstrumentID);
//通知单例
CTPAPI.GetInstance().FireOnRspQryInstrumentMarginRate(pInstrumentMarginRate);
}
else
{
tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspQryInstrumentMarginRate:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInstrumentMarginRate:" + pRspInfo.ErrorMsg);
}
}
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 OnRspQryTradingAccount(IntPtr pTraderApi, ref CThostFtdcTradingAccountField pTradingAccount, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLastt)
{
if (0 == pRspInfo.ErrorID)
{
m_TradingAccount = pTradingAccount;
//有资金信息过来了，重新计时
timerAccount.Enabled = false;
timerAccount.Enabled = true;
}
else
{
tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspQryTradingAccount:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryTradingAccount:" + pRspInfo.ErrorMsg);
}
}
private void OnRspQryInstrument(IntPtr pTraderApi, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
#if CTP
_dictInstruments[pInstrument.InstrumentID] = pInstrument;
#else
//比较无语，测试平台上会显示很多无效数据，有关期货的还会把正确的数据给覆盖，所以临时这样处理
if (pInstrument.ProductClass != TThostFtdcProductClassType.Futures)
{
string symbol = GetYahooSymbol(pInstrument.InstrumentID, pInstrument.ExchangeID);
_dictInstruments[symbol] = pInstrument;
// 行情中可能没有交易所信息，这个容器用于容错处理
_dictInstruments2[pInstrument.InstrumentID] = symbol;
}
#endif
if (bIsLast)
{
tdlog.Info("合约列表已经接收完成,共{0}条", _dictInstruments.Count);
}
}
else
{
tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspQryInstrument:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInstrument:" + pRspInfo.ErrorMsg);
}
}
public OnDisconnectArgs(IntPtr pApi, ref CThostFtdcRspInfoField pRspInfo, ConnectionStatus step)
{
this.pApi = pApi;
this.pRspInfo = pRspInfo;
this.step = step;
}
private void OnRspQryInvestorPosition(IntPtr pTraderApi, ref CThostFtdcInvestorPositionField pInvestorPosition, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
_dbInMemInvestorPosition.InsertOrReplace(
pInvestorPosition.InstrumentID,
pInvestorPosition.PosiDirection,
pInvestorPosition.HedgeFlag,
pInvestorPosition.PositionDate,
pInvestorPosition.Position);
timerPonstion.Enabled = false;
timerPonstion.Enabled = true;
}
else
{
tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspQryInvestorPosition:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInvestorPosition:" + pRspInfo.ErrorMsg);
}
}
private void OnDisconnect(IntPtr pApi, ref CThostFtdcRspInfoField pRspInfo, ConnectionStatus step)
{
if (m_pMdApi == pApi)//行情
{
_bMdConnected = false;
if (isConnected)
{
mdlog.Error("Step:{0},ErrorID:{1},ErrorMsg:{2},等待定时重试连接", step, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
else
{
mdlog.Info("Step:{0},ErrorID:{1},ErrorMsg:{2}", step, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
}
else if (m_pTdApi == pApi)//交易
{
_bTdConnected = false;
if (isConnected)//如果以前连成功，表示密码没有错，只是初始化失败，可以重试
{
tdlog.Error("Step:{0},ErrorID:{1},ErrorMsg:{2},等待定时重试连接", step, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
if (7 == pRspInfo.ErrorID//综合交易平台：还没有初始化
|| 8 == pRspInfo.ErrorID)//综合交易平台：前置不活跃
{
//这个地方登录重试太快了，等定时器来处理吧！
//Disconnect_TD();
//Connect_TD();
}
}
else
{
tdlog.Info("Step:{0},ErrorID:{1},ErrorMsg:{2}", step, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
}
if (!isConnected)//从来没有连接成功过，可能是密码错误，直接退出
{
//不能在线程中停止线程，这样会导致软件关闭进程不退出
//_Disconnect();
}
else
{
//以前连接过，现在断了次线，要等重连
ChangeStatus(ProviderStatus.Connecting);
EmitDisconnectedEvent();
}
}
private void OnRspError(IntPtr pApi, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspError:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitError(nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
private void OnDisconnect_callback(IntPtr pApi, ref CThostFtdcRspInfoField pRspInfo, ConnectionStatus step)
{
if(isConnected)
{
if (7 == pRspInfo.ErrorID//综合交易平台：还没有初始化
|| 8 == pRspInfo.ErrorID)//综合交易平台：前置不活跃
{
Disconnect_TD();
Connect_TD();
}
}
if (null != OnDisconnect)
{
OnDisconnect(this, new OnDisconnectArgs(pApi, ref pRspInfo, step));
}
}