private void OnRtnInstrumentStatus_callback(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
if (null != OnRtnInstrumentStatus)
{
OnRtnInstrumentStatus(this, new OnRtnInstrumentStatusArgs(pTraderApi, ref pInstrumentStatus));
}
}
private void OnRtnInstrumentStatus_callback(object sender, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
if (null != OnRtnInstrumentStatus)
{
OnRtnInstrumentStatus(this, new OnRtnInstrumentStatusArgs(ref pInstrumentStatus));
}
}
public void FireOnRtnInstrumentStatus(CThostFtdcInstrumentStatusField pInstrumentStatus)
{
if (null != OnRtnInstrumentStatus)
{
OnRtnInstrumentStatus(pInstrumentStatus);
}
}
private void CTPOnRtnInstrumentStatus(ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
ExchangeStatusType status = ExchangeStatusType.BeforeTrading;
switch (pInstrumentStatus.InstrumentStatus)
{
case TThostFtdcInstrumentStatusType.THOST_FTDC_IS_Continous:
status = ExchangeStatusType.Trading;
break;
case TThostFtdcInstrumentStatusType.THOST_FTDC_IS_Closed:
status = ExchangeStatusType.Closed;
break;
case TThostFtdcInstrumentStatusType.THOST_FTDC_IS_NoTrading:
status = ExchangeStatusType.NoTrading;
break;
}
DicExcStatus[pInstrumentStatus.InstrumentID] = status;
if (IsLogin)
{
_OnRtnExchangeStatus?.Invoke(this, new StatusEventArgs {
Exchange = pInstrumentStatus.InstrumentID, Status = status
});
}
}
void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField pInstrumentStatus)
{
// 由于只在有新消息过来时才会收到，所以可能认为不好测试，看不出效果
// 在测试时，把插件属性的ResumeType改成THOST_TERT_RESTART，然后连接CTP就可以看到效果了。
Console.WriteLine("==交易所状态");
Console.WriteLine("{0},{1},{2}",
pInstrumentStatus.ExchangeID, pInstrumentStatus.InstrumentID,
pInstrumentStatus.InstrumentStatus);
}
private void OnRtnInstrumentStatus(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
tdlog.Info("{0},{1},{2},{3}",
pInstrumentStatus.ExchangeID, pInstrumentStatus.InstrumentID,
pInstrumentStatus.InstrumentStatus, pInstrumentStatus.EnterReason);
//通知单例
CTPAPI.GetInstance().FireOnRtnInstrumentStatus(pInstrumentStatus);
}
private void OnRtnInstrumentStatus(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
tdlog.Info("{0},{1},{2},{3},{4},{5},{6},{7}",
pInstrumentStatus.ExchangeID, pInstrumentStatus.InstrumentID,
pInstrumentStatus.InstrumentStatus, pInstrumentStatus.EnterReason,
pInstrumentStatus.EnterTime, pInstrumentStatus.TradingSegmentSN,
pInstrumentStatus.ExchangeInstID, pInstrumentStatus.SettlementGroupID);
//通知单例
CTPAPI.GetInstance().FireOnRtnInstrumentStatus(pInstrumentStatus);
// 到IF的交割日，是否会收到两个有关IF的记录？如果在此进行清理是否会有问题？
// 只会收到一条
// 遍历是否过期
if (pInstrumentStatus.InstrumentStatus == TThostFtdcInstrumentStatusType.Closed)
{
Dictionary <GenericOrderItem, CThostFtdcOrderField> tmp = new Dictionary <GenericOrderItem, CThostFtdcOrderField>();
foreach (var pair in orderMap.OrderItem_OrderField)
{
if (pair.Value.ExchangeID == pInstrumentStatus.ExchangeID)
{
int cnt = pair.Key.GetLegNum();
foreach (var pair2 in orderMap.Order_OrderItem)
{
// 得找到OpenQuant层的单子
if (pair.Key == pair2.Value)
{
--cnt;
EmitExpired(pair2.Key);
if (cnt <= 0)
{
break;
}
}
}
tmp[pair.Key] = pair.Value;
}
}
foreach (var pair in tmp)
{
OnLastStatus(pair.Key, pair.Value.OrderSysID, pair.Value.OrderRef);
}
tmp.Clear();
}
}
private void OnRtnInstrumentStatus_callback(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
if (null != OnRtnInstrumentStatus)
{
OnRtnInstrumentStatus(this, new OnRtnInstrumentStatusArgs(pTraderApi, ref pInstrumentStatus));
}
}
public OnRtnInstrumentStatusArgs(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
this.pTraderApi = pTraderApi;
this.pInstrumentStatus = pInstrumentStatus;
}
///合约交易状态通知
public void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField pInstrumentStatus)
{
Console.WriteLine("OnRtnInstrumentStatus");
}
private void OnRtnInstrumentStatus_3(ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
OnRtnInstrumentStatus_1(this, ref pInstrumentStatus);
}
private void OnRtnInstrumentStatus(ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
Log($"{pInstrumentStatus.InstrumentID}:{pInstrumentStatus.InstrumentStatus}");
}
public OnRtnInstrumentStatusArgs(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
this.pTraderApi = pTraderApi;
this.pInstrumentStatus = pInstrumentStatus;
}
private void OnRtnInstrumentStatus_3(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
OnRtnInstrumentStatus_1(this, pTraderApi, ref pInstrumentStatus);
}
private void OnRtnInstrumentStatus_3(IntPtr pTraderApi, ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
OnRtnInstrumentStatus_1(this, pTraderApi, ref pInstrumentStatus);
}
public OnRtnInstrumentStatusArgs(ref CThostFtdcInstrumentStatusField pInstrumentStatus)
{
this.pInstrumentStatus = pInstrumentStatus;
}
public override void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField pInstrumentStatus)
{
_callbackApi.OnRtnInstrumentStatus(pInstrumentStatus);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(CThostFtdcInstrumentStatusField obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
