private void ProcessCancelOrder(string localId)
{
if (_cancelPendings.Contains(localId))
{
return;
}
if (!_orders.TryGetByLocalId(localId, out var order))
{
return;
}
if (string.IsNullOrEmpty(order.OrderID))
{
_cancelPendings.Add(localId);
return;
}
var action = new CtpInputOrderAction();
(action.FrontID, action.SessionID, action.OrderRef) = GetFrontSessionItems(order.ID);
(action.ExchangeID, action.InstrumentID, action.OrderSysID) = GetOrderSysItems(order.OrderID);
action.ActionFlag = CtpActionFlagType.Delete;
action.OrderActionRef = _client.GetNextRequestId();
action.InvestorID = _client.CtpLoginInfo.UserID;
action.BrokerID = _client.CtpLoginInfo.BrokerID;
_client.Api.ReqOrderAction(action, _client.GetNextRequestId());
}
private void ProcessCancelOrder(string id)
{
if (_cancelPending.Contains(id))
{
return;
}
if (!_orders.TryGetById(id, out var order))
{
return;
}
if (string.IsNullOrEmpty(order.OrderID))
{
_cancelPending.Add(id);
return;
}
var action = new CtpInputOrderAction();
action.OrderSysID = order.OrderID;
action.ExchangeID = order.ExchangeID.ToUpper();
action.InstrumentID = order.InstrumentID;
action.ActionFlag = CtpActionFlagType.Delete;
action.OrderActionRef = _client.GetNextRequestId();
action.InvestorID = _client.ctpLoginInfo.UserID;
action.BrokerID = _client.ctpLoginInfo.BrokerID;
_client.api.ReqOrderAction(action, _client.GetNextRequestId());
}
private void ProcessQuery(QueryEvent e)
{
var ret = 0;
switch (e.Type)
{
case QueryType.ReqQryInstrument:
ret = _client.Api.ReqQryInstrument(new CtpQryInstrument(), _client.GetNextRequestId());
break;
case QueryType.ReqQryInvestorPosition:
ret = QryInvestorPosition();
break;
case QueryType.ReqQryTradingAccount:
ret = QryTradingAccount();
break;
}
if (ret == 0)
{
_sleeps = 1;
}
else
{
_sleeps *= 4;
_sleeps %= 1023;
_action.Post(e);
}
Thread.Sleep(_sleeps);
}
protected override int QryTradingAccount(ReqQueryField field)
{
var account = new CtpQryTradingAccount();
account.BrokerID = _client.CtpLoginInfo.BrokerID;
account.InvestorID = _client.CtpLoginInfo.UserID;
return(_client.Api.ReqQryTradingAccount(account, _client.GetNextRequestId()));
}
private int SendRequest(byte id, object arg)
{
return(SendRequest(new CtpRequest(id, arg, _client.GetNextRequestId())));
}