Esempio n. 1
0
        /// <summary>
        /// 退货总控线程函数
        /// </summary>
        private static void ThreadProc()
        {
            //初始化股票 和 期货退货线程

            DateTime lastmessage = DateTime.Now;

            log.LogEvent("退货控制线程启动");

            Task StockRefundThread  = new Task(StockThreadProc);
            Task FutureRefundThread = new Task(FutureThreadProc);

            StockRefundThread.Start();
            FutureRefundThread.Start();

            while (true)
            {
                Thread.Sleep(10);
                if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10)
                {
                    log.LogEvent("本模块供血不足,线程即将死亡");
                    KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Refund_Control_MONITOR", (object)false);
                    queue_system_status.GetQueue().Enqueue((object)message1);
                    break;
                }

                if (lastmessage.Second != DateTime.Now.Second)
                {
                    KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Refund_Control_MONITOR", (object)true);
                    queue_system_status.GetQueue().Enqueue((object)message1);
                    lastmessage = DateTime.Now;
                }

                //获取下一笔交易
                RefundStruct next_trade = new RefundStruct();
                if (queue_refund_thread.GetQueueNumber() > 0)
                {
                    lock (queue_refund_thread.GetQueue().SyncRoot)
                    {
                        if (queue_refund_thread.GetQueue().Count > 0)
                        {
                            next_trade = (RefundStruct)queue_refund_thread.GetQueue().Dequeue();
                        }

                        if (next_trade != null && next_trade.OrderRef != string.Empty && next_trade.OrderSysId != string.Empty)
                        {
                            log.LogEvent("退货控制线程收到退货请求,交易编号:" + next_trade.OrderRef);
                        }
                    }
                }


                if (next_trade.OrderRef == null || next_trade.OrderRef == String.Empty || next_trade.OrderSysId == String.Empty)
                {
                    continue;
                }

                //此时内存中包含了即将被进行的交易

                next_trade.Direction    = next_trade.Direction.Trim();
                next_trade.ExchangeId   = next_trade.ExchangeId.Trim();
                next_trade.OffSetFlag   = next_trade.OffSetFlag.Trim();
                next_trade.OrderRef     = next_trade.OrderRef.Trim();
                next_trade.OrderSysId   = next_trade.OrderSysId.Trim();
                next_trade.SecurityCode = next_trade.SecurityCode.Trim();
                next_trade.SecurityType = next_trade.SecurityType.Trim();

                if (next_trade.SecurityType.ToUpper() == "S")
                {
                    //股票退货
                    queue_stock_refund_thread.GetQueue().Enqueue(next_trade);
                }
                else if (next_trade.SecurityType.ToUpper() == "F")
                {
                    //期货退货
                    queue_future_refund_thread.GetQueue().Enqueue(next_trade);
                }
            }

            Thread.CurrentThread.Abort();
        }
Esempio n. 2
0
        /// <summary>
        /// 股票总控线程函数
        /// </summary>
        private static void StockThreadProc()
        {
            log.LogEvent("股票退货线程启动!");

            MCStockLib.managedStockClass _classTradeStock = new managedStockClass();
            MCStockLib.managedLogin      login            = new managedLogin(CommConfig.Stock_ServerAddr, CommConfig.Stock_Port, CommConfig.Stock_Account, CommConfig.Stock_BrokerID, CommConfig.Stock_Password, CommConfig.Stock_InvestorID);

            //标记心跳包发送时间
            DateTime _markedTime = DateTime.Now;

            DateTime lastmessage = DateTime.Now;

            string ErrorMsg = string.Empty;

            //初始化通信
            //功能1
            _classTradeStock.Init(login, ErrorMsg);

            while (true)
            {
                Thread.Sleep(10);
                if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10)
                {
                    log.LogEvent("股票退货线程心跳停止 , 最后心跳 : " + GlobalHeartBeat.GetGlobalTime().ToString());
                    KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Stock_Refund_Control_MONITOR", (object)false);
                    queue_system_status.GetQueue().Enqueue((object)message1);
                    break;
                }

                if (lastmessage.Second != DateTime.Now.Second)
                {
                    KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Stock_Refund_Control_MONITOR", (object)true);
                    queue_system_status.GetQueue().Enqueue((object)message1);
                    lastmessage = DateTime.Now;
                }

                if (_markedTime.Minute != DateTime.Now.Minute)
                {
                    //发送心跳包
                    //功能2
                    //_stockTradeAPI.heartBeat();
                    _classTradeStock.HeartBeat();
                    _markedTime = DateTime.Now;
                }

                if (queue_stock_refund_thread.GetQueueNumber() > 0)
                {
                    RefundStruct refundItem = (RefundStruct)queue_stock_refund_thread.GetQueue().Dequeue();

                    QueryEntrustOrderStruct_M item = new QueryEntrustOrderStruct_M()
                    {
                        Code         = refundItem.SecurityCode,
                        Direction    = Convert.ToInt32(refundItem.Direction),
                        ExchangeID   = (refundItem.ExchangeId == "SH" ? "1" : "2"),
                        OrderPrice   = 0,                                           //撤单不用考虑价格
                        OrderRef     = Convert.ToInt32(refundItem.OrderRef),
                        OrderSysID   = refundItem.OrderSysId,
                        SecurityType = (sbyte)115,
                        StrategyId   = string.Empty                                 //撤单不考虑策略编号
                    };

                    if (!_classTradeStock.getConnectStatus())
                    {
                        _classTradeStock.Init(login, ErrorMsg);
                    }

                    String err = String.Empty;

                    //发出撤单交易
                    _classTradeStock.CancelTrade(item, err);

                    log.LogEvent("股票撤单已发出,本地编号:" + refundItem.OrderRef + "  系统编号:" + refundItem.OrderSysId);
                }
            }
        }
Esempio n. 3
0
        /// <summary>
        /// 期货总控线程函数
        /// </summary>
        private static void FutureThreadProc()
        {
            log.LogEvent("期货退货线程启动!");

            string ErrorMsg = string.Empty;

            DateTime lastmessage = DateTime.Now;

            CTP_CLI.CCTPClient _client = new CTP_CLI.CCTPClient(CommConfig.INVESTOR, CommConfig.PASSWORD, CommConfig.BROKER, CommConfig.ADDRESS);

            _client.FrontConnected    += _client_FrontConnected;
            _client.FrontDisconnected += _client_FrontDisconnected;
            _client.RspUserLogin      += _client_RspUserLogin;

            //报单变化回调函数
            _client.RtnOrder += FutureTrade._client_RtnOrder;
            //成交变化回调函数
            _client.RtnTrade += FutureTrade._client_RtnTrade;
            //报单修改操作回调函数(暂时不用)
            _client.RspOrderAction += FutureTrade._client_RspOrderAction;
            //报单失败回调函数
            _client.RspOrderInsert += FutureTrade._client_RspOrderInsert;
            //报单问题回调函数
            _client.ErrRtnOrderInsert += FutureTrade._client_ErrRtnOrderInsert;
            _client.Connect();

            //状态 DISCONNECTED -> CONNECTED
            while (status != FutureTradeThreadStatus.CONNECTED)
            {
                Thread.Sleep(10);
            }

            _client.ReqUserLogin();

            //状态 CONNECTED -> LOGIN
            while (status != FutureTradeThreadStatus.LOGIN)
            {
                Thread.Sleep(10);
            }

            while (true)
            {
                if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10)
                {
                    log.LogEvent("期货退货线程心跳停止 , 最后心跳 : " + GlobalHeartBeat.GetGlobalTime().ToString());
                    KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Future_Refund_Control_MONITOR", (object)false);
                    queue_system_status.GetQueue().Enqueue((object)message1);
                    break;
                }

                if (lastmessage.Second != DateTime.Now.Second)
                {
                    KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Future_Refund_Control_MONITOR", (object)true);
                    queue_system_status.GetQueue().Enqueue((object)message1);
                    lastmessage = DateTime.Now;
                }


                Thread.Sleep(10);
                if (queue_future_refund_thread.GetQueueNumber() > 0)
                {
                    RefundStruct refundItem = (RefundStruct)queue_future_refund_thread.GetQueue().Dequeue();

                    RecordItem record = TradeRecord.GetInstance().getOrderInfo(Convert.ToInt32(refundItem.OrderRef));

                    refundItem.ExchangeId = record.ExchangeID;

                    CTP_CLI.CThostFtdcInputOrderActionField_M item = new CTP_CLI.CThostFtdcInputOrderActionField_M()
                    {
                        BrokerID     = CommConfig.BROKER,
                        ExchangeID   = refundItem.ExchangeId,
                        OrderSysID   = refundItem.OrderSysId.PadLeft(12),
                        InvestorID   = CommConfig.INVESTOR,
                        ActionFlag   = Convert.ToByte('0'),      //删除标志 THOST_FTDC_AF_Delete
                        InstrumentID = record.Code
                    };

                    _client.ReqOrderAction(item);
                }
            }
        }