private void ProcessRtnTrade(CtpTrade data)
{
var sysId = $"{data.ExchangeID}:{data.InstrumentID}:{data.OrderSysID}";
if (_orders.TryGetBySysId(sysId, out var order))
{
var trade = CtpConvert.GetTrade(data);
trade.ID = order.ID;
_client.Spi.ProcessRtnTrade(trade);
}
}
private void ProcessRtnTrade(CtpTrade data)
{
if (_orders.TryGetBySysId(data.OrderSysID, out var order))
{
var trade = CtpConvert.GetTrade(data);
trade.ID = order.ID;
_client.Spi.ProcessRtnTrade(trade);
}
else
{
_tradePendings.Add(data);
}
}
private void ProcessRtnTrade(CtpTrade data)
{
_client.spi.ProcessLog(new LogField(LogLevel.Trace, "RtnTrade"));
if (_orders.TryGetBySysId(data.OrderSysID, out var order))
{
var trade = CtpConvert.GetTrade(data);
trade.ID = order.ID;
_client.spi.ProcessRtnTrade(trade);
}
else
{
_tradePending.Add(data);
}
}
protected override bool ProcessTrade(CtpResponse?rsp)
{
if (rsp == null)
{
return(true);
}
if (CtpConvert.CheckRspInfo(rsp.Value.Item2))
{
_client.spi.ProcessQryTrade(CtpConvert.GetTrade(rsp.Value.Item1.AsTrade), rsp.Value.IsLast);
return(rsp.Value.IsLast);
}
return(true);
}