public static PositionDetail CreateDetail(CLRDFITCMatchRtnField pos)
{
PositionDetail result = new PositionDetail();
switch (pos.exchangeID)
{
case "DCE":
result.ExchangeID = ExchangeID.DCE;
break;
case "CZCE":
result.ExchangeID = ExchangeID.CZCE;
break;
case "SHFE":
result.ExchangeID = ExchangeID.SHFE;
break;
case "CFFEX":
result.ExchangeID = ExchangeID.CFFEX;
break;
case "INE":
result.ExchangeID = ExchangeID.INE;
break;
}
result.InstrumentID = pos.instrumentID;
switch (pos.buySellType)
{
case (short)CLRDFITCBuySellType.SPD_BUY:
result.Direction = Direction.Buy;
break;
case (short)CLRDFITCBuySellType.SPD_SELL:
result.Direction = Direction.Sell;
break;
}
result.PositionPrice = pos.matchedPrice;
result.VolumeAll = pos.matchedAmount;
switch (pos.speculator)
{
case (int)CLRDFITCSpeculatorType.SPD_SPECULATOR:
result.Flag = Flag.Speculator;
break;
case (int)CLRDFITCSpeculatorType.SPD_HEDGE:
result.Flag = Flag.Hedge;
break;
case (int)CLRDFITCSpeculatorType.SPD_ARBITRAGE:
result.Flag = Flag.Arbitrage;
break;
}
return(result);
}
protected override void OnRtnMatchedInfo(CLRDFITCMatchRtnField RtnMatchData)
{
if (ProgramTradeEvents.RspEventHandler.ContainsKey(RspSpiModules.OrderDeal) && null != ProgramTradeEvents.RspEventHandler[RspSpiModules.OrderDeal])
{
TypedRspEventArgs <CLRDFITCMatchRtnField, object> evt = new TypedRspEventArgs <CLRDFITCMatchRtnField, object> {
RequestID = -1, ErrorID = 0, Message = RtnMatchData.matchedTime, Data = RtnMatchData, Error = null, IsLast = true
};
Parallel.ForEach(ProgramTradeEvents.RspEventHandler[RspSpiModules.OrderDeal].GetInvocationList(), handler =>
{
(handler as EventHandler <RspEventArgs>).BeginInvoke(this, evt, null, null);
});
}
}
