protected override void OnRtnOrder(CLRDFITCOrderRtnField RtnOrderData)
{
if (ProgramTradeEvents.RspEventHandler.ContainsKey(RspSpiModules.RtnOrder) && null != ProgramTradeEvents.RspEventHandler[RspSpiModules.RtnOrder])
{
TypedRspEventArgs <CLRDFITCOrderRtnField, object> evt = new TypedRspEventArgs <CLRDFITCOrderRtnField, object> {
RequestID = -1, ErrorID = 0, Message = RtnOrderData.statusMsg, Data = RtnOrderData, Error = null, IsLast = true
};
Parallel.ForEach(ProgramTradeEvents.RspEventHandler[RspSpiModules.RtnOrder].GetInvocationList(), handler =>
{
(handler as EventHandler <RspEventArgs>).BeginInvoke(this, evt, null, null);
});
}
}
public static OrderDetail CreateDetail(CLRDFITCOrderRtnField order)
{
OrderDetail result = new OrderDetail();
result.OrderSysID = order.spdOrderID;
switch (order.exchangeID)
{
case "DCE":
result.ExchangeID = ExchangeID.DCE;
break;
case "CZCE":
result.ExchangeID = ExchangeID.CZCE;
break;
case "CFFEX":
result.ExchangeID = ExchangeID.CFFEX;
break;
case "SHFE":
result.ExchangeID = ExchangeID.SHFE;
break;
}
result.InstrumentID = order.instrumentID;
switch (order.openCloseType)
{
case (int)CLRDFITCOpenCloseType.SPD_OPEN:
result.Operation = Operation.Open;
break;
case (int)CLRDFITCOpenCloseType.SPD_CLOSE:
result.Operation = Operation.Close;
break;
}
switch (order.buySellType)
{
case (short)CLRDFITCBuySellType.SPD_BUY:
result.Direction = Direction.Buy;
break;
case (short)CLRDFITCBuySellType.SPD_SELL:
result.Direction = Direction.Sell;
break;
}
result.LimitPrice = order.insertPrice;
result.Volume = order.orderAmount;
switch (order.orderStatus)
{
case (short)CLRDFITCOrderAnswerStatusType.SPD_CANCELED:
result.OrderStatus = OrderState.AllCanceled;
break;
case (short)CLRDFITCOrderAnswerStatusType.SPD_FILLED:
result.OrderStatus = OrderState.AllDealed;
break;
case (short)CLRDFITCOrderAnswerStatusType.SPD_IN_QUEUE:
result.OrderStatus = OrderState.Queuening;
break;
case (short)CLRDFITCOrderAnswerStatusType.SPD_PARTIAL:
result.OrderStatus = OrderState.PartialDealed;
break;
case (short)CLRDFITCOrderAnswerStatusType.SPD_PARTIAL_CANCELED:
result.OrderStatus = OrderState.PartialCaneled;
break;
case (short)CLRDFITCOrderAnswerStatusType.SPD_IN_CANCELING:
result.OrderStatus = OrderState.Canceling;
break;
case (short)CLRDFITCOrderAnswerStatusType.SPD_ERROR:
result.OrderStatus = OrderState.Error;
break;
case (short)CLRDFITCOrderAnswerStatusType.SPD_PLACED:
result.OrderStatus = OrderState.Placed;
break;
case (short)CLRDFITCOrderAnswerStatusType.SPD_TRIGGERED:
result.OrderStatus = OrderState.Triggered;
break;
}
return(result);
}
