private void OnRspQryInvestorPositionDetail_callback(IntPtr pTraderApi, ref CZQThostFtdcInvestorPositionDetailField pInvestorPositionDetail, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryInvestorPositionDetail)
{
OnRspQryInvestorPositionDetail(this, new OnRspQryInvestorPositionDetailArgs(pTraderApi, ref pInvestorPositionDetail, ref pRspInfo, nRequestID, bIsLast));
}
}
public OnRspQryInvestorPositionDetailArgs(IntPtr pTraderApi, ref CZQThostFtdcInvestorPositionDetailField pInvestorPositionDetail, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pInvestorPositionDetail = pInvestorPositionDetail;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
public static string GetOrderUniqueKey(object field)
{
//委托单
//if (field is CZQThostFtdcInputOrderField)
//{
// CZQThostFtdcInputOrderField ctpOrder = (CZQThostFtdcInputOrderField)field;
// return string.Format("{0}_{1}_{2}_{3}", ctpOrder.BrokerID, ctpOrder.InvestorID, ctpOrder.InstrumentID, ctpOrder.OrderRef);
//}
//撤单
if (field is CZQThostFtdcOrderActionField)
{
CZQThostFtdcOrderActionField ctpOrder = (CZQThostFtdcOrderActionField)field;
return(string.Format("{0:X}_{1:X}_{2}", ctpOrder.FrontID, ctpOrder.SessionID, ctpOrder.OrderRef.Trim()));
}
//订单
if (field is CZQThostFtdcOrderField)
{
CZQThostFtdcOrderField ctpOrder = (CZQThostFtdcOrderField)field;
return(string.Format("{0:X}_{1:X}_{2}", ctpOrder.FrontID, ctpOrder.SessionID, ctpOrder.OrderRef.Trim()));
}
//预埋单
if (field is CZQThostFtdcParkedOrderField)
{
CZQThostFtdcParkedOrderField ctpOrder = (CZQThostFtdcParkedOrderField)field;
return(string.Format("{0}_{1}_{2}", ctpOrder.BrokerID, ctpOrder.InvestorID, ctpOrder.ParkedOrderID));
}
//删除预埋单
if (field is CZQThostFtdcRemoveParkedOrderField)
{
CZQThostFtdcRemoveParkedOrderField ctpOrder = (CZQThostFtdcRemoveParkedOrderField)field;
return(string.Format("{0}_{1}_{2}", ctpOrder.BrokerID, ctpOrder.InvestorID, ctpOrder.ParkedOrderID));
}
//成交单
if (field is CZQThostFtdcTradeField)
{
CZQThostFtdcTradeField ctpData = (CZQThostFtdcTradeField)field;
return(string.Format("{0}_{1}_{2}_{3}", ctpData.BrokerID, ctpData.InvestorID, ctpData.TradingDay, ctpData.TradeID));
}
//持仓
if (field is CZQThostFtdcInvestorPositionField)
{
CZQThostFtdcInvestorPositionField ctpData = (CZQThostFtdcInvestorPositionField)field;
return(string.Format("{0}_{1}_{2}_{3}_{4}", ctpData.BrokerID, ctpData.InvestorID, ctpData.TradingDay, ctpData.InstrumentID, ctpData.PosiDirection));
}
//持仓明细
if (field is CZQThostFtdcInvestorPositionDetailField)
{
//注意！！成交单ID可能重复
CZQThostFtdcInvestorPositionDetailField ctpData = (CZQThostFtdcInvestorPositionDetailField)field;
return(string.Format("{0}_{1}_{2}_{3}", ctpData.BrokerID, ctpData.InvestorID, ctpData.TradingDay, ctpData.TradeID));
}
throw new Exception("Unknow type : " + field.GetType().ToString());
}
public static string GetUserKey(object field)
{
//委托单
if (field is CZQThostFtdcInputOrderField)
{
CZQThostFtdcInputOrderField ctpOrder = (CZQThostFtdcInputOrderField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//撤单
if (field is CZQThostFtdcOrderActionField)
{
CZQThostFtdcOrderActionField ctpOrder = (CZQThostFtdcOrderActionField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//预埋单
if (field is CZQThostFtdcParkedOrderField)
{
CZQThostFtdcParkedOrderField ctpOrder = (CZQThostFtdcParkedOrderField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//删除预埋单
if (field is CZQThostFtdcRemoveParkedOrderField)
{
CZQThostFtdcRemoveParkedOrderField ctpOrder = (CZQThostFtdcRemoveParkedOrderField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//预埋撤单
if (field is CZQThostFtdcParkedOrderActionField)
{
CZQThostFtdcRemoveParkedOrderField ctpOrder = (CZQThostFtdcRemoveParkedOrderField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//删除预埋撤单
if (field is CZQThostFtdcRemoveParkedOrderActionField)
{
CZQThostFtdcRemoveParkedOrderActionField ctpOrder = (CZQThostFtdcRemoveParkedOrderActionField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//订单
if (field is CZQThostFtdcOrderField)
{
CZQThostFtdcOrderField ctpOrder = (CZQThostFtdcOrderField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//成交单
if (field is CZQThostFtdcTradeField)
{
CZQThostFtdcTradeField ctpData = (CZQThostFtdcTradeField)field;
return(GetUserKey(ctpData.InvestorID, ctpData.BrokerID));
}
//持仓
if (field is CZQThostFtdcInvestorPositionField)
{
CZQThostFtdcInvestorPositionField ctpData = (CZQThostFtdcInvestorPositionField)field;
return(GetUserKey(ctpData.InvestorID, ctpData.BrokerID));
}
//持仓明细
if (field is CZQThostFtdcInvestorPositionDetailField)
{
CZQThostFtdcInvestorPositionDetailField ctpData = (CZQThostFtdcInvestorPositionDetailField)field;
return(GetUserKey(ctpData.InvestorID, ctpData.BrokerID));
}
//持仓明细
if (field is CZQThostFtdcInvestorPositionCombineDetailField)
{
CZQThostFtdcInvestorPositionCombineDetailField ctpData = (CZQThostFtdcInvestorPositionCombineDetailField)field;
return(GetUserKey(ctpData.InvestorID, ctpData.BrokerID));
}
//资金账户
if (field is CZQThostFtdcTradingAccountField)
{
CZQThostFtdcTradingAccountField ctpData = (CZQThostFtdcTradingAccountField)field;
return(GetUserKey(ctpData.AccountID, ctpData.BrokerID));
}
throw new Exception("unknow type : " + field.GetType().FullName);
}
