private void OnErrRtnOrderAction_callback(IntPtr pTraderApi, ref CZQThostFtdcOrderActionField pOrderAction, ref CZQThostFtdcRspInfoField pRspInfo)
{
if (null != OnErrRtnOrderAction)
{
OnErrRtnOrderAction(this, new OnErrRtnOrderActionArgs(pTraderApi, ref pOrderAction, ref pRspInfo));
}
}
/// <summary>
/// 返回交易模块编号
/// </summary>
/// <param name="field"></param>
/// <returns></returns>
public static string GetModelID(object field)
{
//委托单
if (field is CZQThostFtdcInputOrderField)
{
CZQThostFtdcInputOrderField ctpOrder = (CZQThostFtdcInputOrderField)field;
return(GetModelIDByOrderRef(ctpOrder.OrderRef));
}
//撤单
if (field is CZQThostFtdcOrderActionField)
{
CZQThostFtdcOrderActionField ctpOrder = (CZQThostFtdcOrderActionField)field;
return(GetModelIDByOrderRef(ctpOrder.OrderRef));
}
//订单
if (field is CZQThostFtdcOrderField)
{
CZQThostFtdcOrderField ctpOrder = (CZQThostFtdcOrderField)field;
return(GetModelIDByOrderRef(ctpOrder.OrderRef));
}
//成交单
if (field is CZQThostFtdcTradeField)
{
CZQThostFtdcTradeField ctpOrder = (CZQThostFtdcTradeField)field;
return(GetModelIDByOrderRef(ctpOrder.OrderRef));
}
throw new Exception("unknow field:" + field.ToString(), null);
}
public static string GetOrderUniqueKey(CTPStockTrader trader, object field)
{
//委托单
if (field is CZQThostFtdcInputOrderField)
{
CZQThostFtdcInputOrderField ctpOrder = (CZQThostFtdcInputOrderField)field;
return(string.Format("{0:X}_{1:X}_{2}", trader.FrontID, trader.SessionID, ctpOrder.OrderRef.Trim()));
}
//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()));
}
throw new Exception("Unknow type : " + field.GetType().ToString());
}
private void OnErrRtnOrderAction(IntPtr pTraderApi, ref CZQThostFtdcOrderActionField pOrderAction, ref CZQThostFtdcRspInfoField pRspInfo)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", pOrderAction.FrontID, pOrderAction.SessionID, pOrderAction.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
OrdStatus status;
if (_PendingCancelFlags.TryGetValue(order, out status))
{
_PendingCancelFlags.Remove(order);
EmitExecutionReport(order, status);
}
tdlog.Error("交易所回应：{0},价{1},变化量{2},前置{3},会话{4},引用{5},{6}#{7}",
pOrderAction.InstrumentID, pOrderAction.LimitPrice,
pOrderAction.VolumeChange,
pOrderAction.FrontID, pOrderAction.SessionID, pOrderAction.OrderRef,
pRspInfo.ErrorID, pRspInfo.ErrorMsg);
order.Text = string.Format("{0}|{1}#{2}", order.Text.Substring(0, Math.Min(order.Text.Length, 64)), pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitCancelReject(order, order.OrdStatus, order.Text);
}
}
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);
}
public OnErrRtnOrderActionArgs(IntPtr pTraderApi, ref CZQThostFtdcOrderActionField pOrderAction, ref CZQThostFtdcRspInfoField pRspInfo)
{
this.pTraderApi = pTraderApi;
this.pOrderAction = pOrderAction;
this.pRspInfo = pRspInfo;
}
