public void OnRtnOrder_ <T>(T pOrder) { object obj = pOrder; var rtnOrderField = (RtnOrderField)obj; OrderReturnInforDataAny onOrderInfo = new OrderReturnInforDataAny { OrderCancelTime = rtnOrderField.CancelTime, OrderInsertTime = rtnOrderField.InsertTime, OrderUpdateTime = rtnOrderField.UpdateTime, BrokerID = rtnOrderField.BrokerID, Code = rtnOrderField.InstrumentID, OrderDirection = ChangeDataTypeAny.GetDirectionType(rtnOrderField.Direction), OrderExchangeID = ChangeDataTypeAny.GetExchangIDType(rtnOrderField.ExchangeID), FrontID = rtnOrderField.FrontID, OrderHedgeFlag = ChangeDataTypeAny.GetHedgeFlagType(rtnOrderField.CombHedgeFlag), InvestorID = rtnOrderField.InvestorID, OrderPrice = rtnOrderField.LimitPrice, OrderOffsetFlag = ChangeDataTypeAny.GetOffsetFlagType(rtnOrderField.CombOffsetFlag), OrderRef = rtnOrderField.OrderRef, OrderStatus = ChangeDataTypeAny.GetOrderStatusType(rtnOrderField.OrderStatus), OrderSysID = rtnOrderField.OrderSysID, SessionID = rtnOrderField.SessionID, OrderStatusMsg = rtnOrderField.StatusMsg, TradingDay = rtnOrderField.TradingDay, UserID = rtnOrderField.UserID, VolumeTotal = rtnOrderField.VolumeTotal, VolumeTotalOriginal = rtnOrderField.VolumeTotalOriginal, VolumeTraded = rtnOrderField.VolumeTraded }; //OnRtnOrder?.Invoke(this, onOrderInfo); }
public void OnRtnTrade_ <T>(T pTrade) { object obj = pTrade; var rtnTradeField = (RtnTradeField)obj; TradeReturnInforDataAny tradeReturnInfor = new TradeReturnInforDataAny { BrokerID = rtnTradeField.BrokerID, Code = rtnTradeField.InstrumentID, InvestorID = rtnTradeField.InvestorID, OrderRef = rtnTradeField.OrderRef, OrderSysID = rtnTradeField.OrderSysID, TradeOffsetFlag = ChangeDataTypeAny.GetOffsetFlagType(rtnTradeField.OffsetFlag), TradeHedgeFlag = ChangeDataTypeAny.GetHedgeFlagType(rtnTradeField.HedgeFlag), TradeDate = rtnTradeField.TradeDate, TradeTime = rtnTradeField.TradeTime, TradeDirection = ChangeDataTypeAny.GetDirectionType(rtnTradeField.Direction), TradeExchangeID = ChangeDataTypeAny.GetExchangIDType(rtnTradeField.ExchangeID), TradeID = rtnTradeField.TradeID, TradePrice = rtnTradeField.Price, TradeVolume = rtnTradeField.Volume, TradingDay = rtnTradeField.TradingDay, UserID = rtnTradeField.UserID, }; }