public bool SingleTradeTest(TradeOrderStruct_M mytraderoder, out QueryEntrustOrderStruct_M myEntrust, out string Errormsg)
{
myEntrust = new QueryEntrustOrderStruct_M();
myEntrust.Code = mytraderoder.SecurityCode;
myEntrust.Direction = mytraderoder.TradeDirection;
myEntrust.ExchangeID = mytraderoder.ExchangeID;
myEntrust.OrderPrice = mytraderoder.OrderPrice;
myEntrust.SecurityType = mytraderoder.SecurityType;
Random rando = new Random();
myEntrust.OrderSysID = "T" + rando.Next(1, 99999).ToString();
Errormsg = "success";
return true;
}
public bool SingleTradeTest(TradeOrderStruct_M mytraderoder, out QueryEntrustOrderStruct_M myEntrust, out string Errormsg)
{
myEntrust = new QueryEntrustOrderStruct_M();
myEntrust.Code = mytraderoder.SecurityCode;
myEntrust.Direction = mytraderoder.TradeDirection;
myEntrust.ExchangeID = mytraderoder.ExchangeID;
myEntrust.OrderPrice = mytraderoder.OrderPrice;
myEntrust.SecurityType = mytraderoder.SecurityType;
Random rando = new Random();
myEntrust.OrderSysID = "T" + rando.Next(1, 99999).ToString();
Errormsg = "success";
return(true);
}
public bool BatchTradeTest(TradeOrderStruct_M[] mytraderoder, int nSize, out QueryEntrustOrderStruct_M[] myEntrust, out string Errormsg)
{
myEntrust = new QueryEntrustOrderStruct_M[nSize];
for (int i = 0; i < mytraderoder.Count(); i++)
{
Thread.Sleep(1000);
if (mytraderoder[i] == null) break;
myEntrust[i] = new QueryEntrustOrderStruct_M();
myEntrust[i].Code = mytraderoder[i].SecurityCode;
myEntrust[i].Direction = mytraderoder[i].TradeDirection;
myEntrust[i].ExchangeID = mytraderoder[i].ExchangeID;
myEntrust[i].OrderPrice = mytraderoder[i].OrderPrice;
myEntrust[i].SecurityType = mytraderoder[i].SecurityType;
Random rando = new Random();
myEntrust[i].OrderSysID = "T" + rando.Next(1, 99999).ToString();
}
Errormsg = "success";
return true;
}
private static TradeOrderStruct_M CreateTradeUnit(TradeOrderStruct unit)
{
TradeOrderStruct_M _sorder = new TradeOrderStruct_M();
_sorder.ExchangeID = (unit.cExhcnageID.Length != 0) ? unit.cExhcnageID : "0";
_sorder.OffsetFlag = (unit.cOffsetFlag.Length != 0) ? Convert.ToSByte(unit.cOffsetFlag) : Convert.ToSByte("0");
_sorder.OrderExecutedDetail = (sbyte)0;
_sorder.OrderLevel = (unit.cOrderLevel.Length != 0) ? Convert.ToSByte(unit.cOrderLevel) : Convert.ToSByte("0");
_sorder.OrderPrice = unit.dOrderPrice;
_sorder.OrderPriceType = (unit.cOrderPriceType.Length != 0) ? Convert.ToSByte(unit.cOrderPriceType) : Convert.ToSByte("0");
_sorder.SecurityAmount = (int)(unit.nSecurityAmount);
_sorder.SecurityCode = (unit.cSecurityCode.Length != 0) ? unit.cSecurityCode : "0";
_sorder.SecurityType = (unit.cSecurityType.Length != 0) ? (unit.cSecurityType == "115" ? (sbyte)115 : (sbyte)102) : (sbyte)115;
if ((unit.cTradeDirection == "1") || (unit.cTradeDirection == "49"))
{
_sorder.TradeDirection = 49;
}
else
{
_sorder.TradeDirection = 50;
}
//_sorder.TradeDirection = Convert.ToSByte(Convert.ToInt16(unit.cTradeDirection));
//if (unit.cTradeDirection == "0") { _sorder.TradeDirection = 49; }
//else if (unit.cTradeDirection == "1") { _sorder.TradeDirection = 50; }
//else { _sorder.TradeDirection = 49; }
return(_sorder);
}
private static TradeOrderStruct_M CreateTradeUnit(TradeOrderStruct unit)
{
TradeOrderStruct_M _sorder = new TradeOrderStruct_M();
_sorder.ExchangeID = (unit.cExhcnageID.Length != 0) ? unit.cExhcnageID : "0";
_sorder.OffsetFlag = (unit.cOffsetFlag.Length != 0) ? Convert.ToSByte(unit.cOffsetFlag) : Convert.ToSByte("0");
_sorder.OrderExecutedDetail = (sbyte)0;
_sorder.OrderLevel = (unit.cOrderLevel.Length != 0) ? Convert.ToSByte(unit.cOrderLevel) : Convert.ToSByte("0");
_sorder.OrderPrice = unit.dOrderPrice;
_sorder.OrderPriceType = (unit.cOrderPriceType.Length != 0) ? Convert.ToSByte(unit.cOrderPriceType) : Convert.ToSByte("0");
_sorder.SecurityAmount = (int)(unit.nSecurityAmount);
_sorder.SecurityCode = (unit.cSecurityCode.Length != 0) ? unit.cSecurityCode : "0";
_sorder.SecurityType = (unit.cSecurityType.Length != 0) ? (unit.cSecurityType == "115" ? (sbyte)115 : (sbyte)102) : (sbyte)115;
_sorder.TradeDirection = Convert.ToSByte(Convert.ToInt16(unit.cTradeDirection));
//if (unit.cTradeDirection == "0") { _sorder.TradeDirection = 49; }
//else if (unit.cTradeDirection == "1") { _sorder.TradeDirection = 50; }
//else { _sorder.TradeDirection = 49; }
return _sorder;
}
/// <summary>
/// 执行交易线程处理逻辑
/// 包含功能：
/// 1. 连接股票交易所（上海，深圳）
/// 2. 心跳包发送/接收
/// 3. 发送交易，等待响应
/// </summary>
private static void StockTradeSubThreadProc(object para)
{
MCStockLib.managedStockClass _classTradeStock = new managedStockClass();
MCStockLib.managedLogin login = new managedLogin(CommConfig.Stock_ServerAddr, CommConfig.Stock_Port, CommConfig.Stock_Account, CommConfig.Stock_BrokerID, CommConfig.Stock_Password, CommConfig.Stock_InvestorID);
string ErrorMsg = string.Empty;
bool DebugMark = false; //测试交易标志
StockTradeTest test = new StockTradeTest();//测试类
//令该线程为前台线程
Thread.CurrentThread.IsBackground = true;
TradeParaPackage _tpp = (TradeParaPackage)para;
//当前线程编号
int _threadNo = _tpp._threadNo;
sublog.LogEvent("线程 ：" + _threadNo.ToString() + " 开始执行");
//用作发送心跳包的时间标记
DateTime _markedTime = DateTime.Now;
DateTime lastmessagetime = DateTime.Now;
//初始化通信
//功能1
_classTradeStock.Init(login, ErrorMsg);
while (true)
{
Thread.Sleep(10);
if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10)
{
sublog.LogEvent("线程 ：" + _threadNo.ToString() + "心跳停止 ， 最后心跳 ： " + GlobalHeartBeat.GetGlobalTime().ToString());
break;
}
//Thread.CurrentThread.stat
if (_markedTime.Minute != DateTime.Now.Minute)
{
//发送心跳包
//功能2
//_stockTradeAPI.heartBeat();
_classTradeStock.HeartBeat();
_markedTime = DateTime.Now;
}
if(lastmessagetime.Second != DateTime.Now.Second)
{
KeyValuePair<string, object> message1 = new KeyValuePair<string, object>("THREAD_STOCK_TRADE_WORKER", (object)_threadNo);
queue_system_status.GetQueue().Enqueue((object)message1);
lastmessagetime = DateTime.Now;
}
//if (!_classTradeStock.getConnectStatus())
//{
// _classTradeStock.Init(login, ErrorMsg);
//}
if (queue_stock_excuteThread.GetQueue(_threadNo).Count < 2)
{
queue_stock_excuteThread.SetThreadFree(_threadNo);
}
if (queue_stock_excuteThread.GetQueue(_threadNo).Count > 0)
{
List<TradeOrderStruct> trades = (List<TradeOrderStruct>)queue_stock_excuteThread.StockExcuteQueues[_threadNo].Dequeue();
if (trades == null || trades.Count == 0)
{
continue;
}
if(trades[0].cUser == DebugMode.TestUser)
{
DebugMark = true;
}
else
{
DebugMark = false;
}
if (trades.Count > 0)
{
sublog.LogEvent("线程 ：" + _threadNo.ToString() + " 执行交易数量 ： " + trades.Count);
}
if (!_classTradeStock.getConnectStatus())
{
_classTradeStock.Init(login, ErrorMsg);
}
//根据消息队列中发来的消息数量判断调用的接口
//当内容大于1 ，调用批量接口
//当内容等于1， 调用单笔接口
queue_stock_excuteThread.SetUpdateTime(_threadNo);
List<QueryEntrustOrderStruct_M> entrustorli = new List<QueryEntrustOrderStruct_M>();
if (trades.Count > 1)
{
//trades
Random seed = new Random();
sublog.LogEvent("线程 ：" + _threadNo.ToString() + "进入执行环节 ， 忙碌状态： " + queue_stock_excuteThread.GetThreadIsAvailiable(_threadNo));
TradeOrderStruct_M[] tradesUnit = new TradeOrderStruct_M[15];
int i = 0;
QueryEntrustOrderStruct_M[] entrustUnit = new QueryEntrustOrderStruct_M[15];
string s = string.Empty;
foreach (TradeOrderStruct unit in trades)
{
tradesUnit[i] = CreateTradeUnit(unit);
i++;
}
if (DebugMark == true)
{
test.BatchTradeTest(tradesUnit, trades.Count, out entrustUnit, out s);
}
else
{
entrustUnit = _classTradeStock.BatchTrade(tradesUnit, trades.Count, s);
}
if (entrustUnit != null && entrustUnit.ToList().Count() > 0)
{
foreach (QueryEntrustOrderStruct_M unit in entrustUnit.ToList())
{
if (unit == null)
continue;
if (unit.OrderSysID != null && unit.OrderSysID != String.Empty && unit.OrderSysID != "0" )
{
entrustorli.Add(unit);
}
}
}
}
else if (trades.Count == 1)
{
//trades
Random seed = new Random();
TradeOrderStruct_M tradesUnit = CreateTradeUnit(trades[0]);
QueryEntrustOrderStruct_M entrustUnit = new QueryEntrustOrderStruct_M();
string s = string.Empty;
if (DebugMark == true)
{
test.SingleTradeTest(tradesUnit, out entrustUnit, out s);
}
else
{
_classTradeStock.SingleTrade(tradesUnit, entrustUnit, s);
}
if (entrustUnit.OrderSysID != null && entrustUnit.OrderSysID != String.Empty && entrustUnit.OrderSysID != "0")
{
entrustorli.Add(entrustUnit);
}
}
//*********************************
// 交易成功后执行的特殊处理
// 交易生成委托存入数据库，并将委托送往查询成交线程
//*********************************
if (trades.Count != 0)
{
//存入数据库
if (entrustorli.Count() == 0) { continue; }
for (int i = 0; i < trades.Count; i++)
{
entrustorli[i].Code = trades[i].cSecurityCode;
entrustorli[i].StrategyId = trades[0].belongStrategy;
entrustorli[i].Direction = Convert.ToInt32(trades[i].cTradeDirection);
entrustorli[i].OrderRef = Convert.ToInt32(trades[i].OrderRef);
entrustorli[i].OrderPrice = trades[i].dOrderPrice;
ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.CreateERRecord), (object)(entrustorli[i]));
queue_query_entrust.GetQueue().Enqueue((object)entrustorli[i]);
}
}
}
}
//线程结束
Thread.CurrentThread.Abort();
}
/// <summary>
/// 执行交易线程处理逻辑
/// 包含功能：
/// 1. 连接股票交易所（上海，深圳）
/// 2. 心跳包发送/接收
/// 3. 发送交易，等待响应
/// </summary>
private static void StockTradeSubThreadProc(object para)
{
MCStockLib.managedStockClass _classTradeStock = new managedStockClass();
MCStockLib.managedLogin login = new managedLogin(CommConfig.Stock_ServerAddr, CommConfig.Stock_Port, CommConfig.Stock_Account, CommConfig.Stock_BrokerID, CommConfig.Stock_Password, CommConfig.Stock_InvestorID);
string ErrorMsg = string.Empty;
bool DebugMark = false; //测试交易标志
StockTradeTest test = new StockTradeTest(); //测试类
//令该线程为前台线程
Thread.CurrentThread.IsBackground = true;
TradeParaPackage _tpp = (TradeParaPackage)para;
//当前线程编号
int _threadNo = _tpp._threadNo;
sublog.LogEvent("线程 ：" + _threadNo.ToString() + " 开始执行");
//用作发送心跳包的时间标记
DateTime _markedTime = DateTime.Now;
DateTime lastmessagetime = DateTime.Now;
//初始化通信
//功能1
_classTradeStock.Init(login, ErrorMsg);
while (true)
{
Thread.Sleep(10);
if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10)
{
sublog.LogEvent("线程 ：" + _threadNo.ToString() + "心跳停止 ， 最后心跳 ： " + GlobalHeartBeat.GetGlobalTime().ToString());
break;
}
//Thread.CurrentThread.stat
if (_markedTime.Minute != DateTime.Now.Minute)
{
//发送心跳包
//功能2
//_stockTradeAPI.heartBeat();
_classTradeStock.HeartBeat();
_markedTime = DateTime.Now;
}
if (lastmessagetime.Second != DateTime.Now.Second)
{
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_STOCK_TRADE_WORKER", (object)_threadNo);
try
{
queue_system_status.GetQueue().Enqueue((object)message1);
lastmessagetime = DateTime.Now;
}
catch
{
//do nothing
}
}
//if (!_classTradeStock.getConnectStatus())
//{
// _classTradeStock.Init(login, ErrorMsg);
//}
if (queue_stock_excuteThread.GetQueue(_threadNo).Count < 2)
{
queue_stock_excuteThread.SetThreadFree(_threadNo);
}
if (queue_stock_excuteThread.GetQueue(_threadNo).Count > 0)
{
List <TradeOrderStruct> Queuetrades = (List <TradeOrderStruct>)queue_stock_excuteThread.StockExcuteQueues[_threadNo].Dequeue();
List <TradeOrderStruct> trades = new List <TradeOrderStruct>();
int eni = 0;
while (true)
{
try
{
TradeOrderStruct trade = Queuetrades[eni];
trades.Add(new TradeOrderStruct()
{
belongStrategy = trade.belongStrategy,
cExhcnageID = trade.cExhcnageID,
cOffsetFlag = trade.cOffsetFlag,
cOrderexecutedetail = trade.cOrderexecutedetail,
cOrderLevel = trade.cOrderLevel,
cOrderPriceType = trade.cOrderPriceType,
cSecurityCode = trade.cSecurityCode,
cSecurityType = trade.cSecurityType,
cTradeDirection = trade.cTradeDirection,
cUser = trade.cUser,
dOrderPrice = trade.dOrderPrice,
nSecurityAmount = trade.nSecurityAmount,
OrderRef = trade.OrderRef,
SecurityName = trade.SecurityName
});
eni++;
}
catch
{
break;
}
}
Guid tradeuuid = Guid.NewGuid();
if (trades == null || trades.Count == 0)
{
continue;
}
if (trades[0].cUser == DebugMode.TestUser)
{
DebugMark = true;
}
else
{
DebugMark = false;
}
if (trades.Count > 0)
{
sublog.LogEvent("线程 ：" + _threadNo.ToString() + " 执行交易数量 ： " + trades.Count);
}
if (!_classTradeStock.getConnectStatus())
{
_classTradeStock.Init(login, ErrorMsg);
}
//根据消息队列中发来的消息数量判断调用的接口
//当内容大于1 ，调用批量接口
//当内容等于1， 调用单笔接口
queue_stock_excuteThread.SetUpdateTime(_threadNo);
List <QueryEntrustOrderStruct_M> entrustorli = new List <QueryEntrustOrderStruct_M>();
if (trades.Count > 1)
{
//trades
Random seed = new Random();
sublog.LogEvent("线程 ：" + _threadNo.ToString() + "进入执行环节 ， 忙碌状态： " + queue_stock_excuteThread.GetThreadIsAvailiable(_threadNo));
TradeOrderStruct_M[] tradesUnit = new TradeOrderStruct_M[15];
int i = 0;
QueryEntrustOrderStruct_M[] entrustUnit = new QueryEntrustOrderStruct_M[15];
string s = string.Empty;
foreach (TradeOrderStruct unit in trades)
{
tradesUnit[i] = CreateTradeUnit(unit);
i++;
}
string user = trades[0].cUser;
//GlobalTestLog.LogInstance.LogEvent("线程 ：" + _threadNo.ToString() + " 发送交易： " + tradeuuid.ToString() + " 时间： " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString());
if (DebugMark == true)
{
test.BatchTradeTest(tradesUnit, trades.Count, out entrustUnit, out s);
}
else
{
entrustUnit = _classTradeStock.BatchTrade(tradesUnit, trades.Count, s);
}
//GlobalTestLog.LogInstance.LogEvent("线程 ：" + _threadNo.ToString() + " 收到交易回报： " + tradeuuid.ToString() + " 时间： " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString());
if (entrustUnit != null && entrustUnit.ToList().Count() > 0)
{
i = -1;
foreach (QueryEntrustOrderStruct_M unit in entrustUnit.ToList())
{
i++;
if (unit == null)
{
continue;
}
if (unit.OrderSysID != null && unit.OrderSysID != String.Empty && unit.OrderSysID != "0")
{
entrustorli.Add(unit);
}
else
{
//委托失败处理
GlobalErrorLog.LogInstance.LogEvent("获取委托号失败！用户: " + user + ",代码：" + unit.Code);
}
if (unit.Direction == 49)
{
//清除风控冷冻金额
//只有股票买入，才需要移除风控列表
accountMonitor.UpdateRiskFrozonAccount(user, unit.Code, tradesUnit[i].SecurityAmount * (-1), tradesUnit[i].SecurityAmount * tradesUnit[i].OrderPrice * (-1), "S", "0");
}
}
}
}
else if (trades.Count == 1)
{
//trades
Random seed = new Random();
TradeOrderStruct_M tradesUnit = CreateTradeUnit(trades[0]);
QueryEntrustOrderStruct_M entrustUnit = new QueryEntrustOrderStruct_M();
string s = string.Empty;
string user = trades[0].cUser;
//GlobalTestLog.LogInstance.LogEvent("发送交易： " + tradeuuid.ToString() + " 时间： " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString());
if (DebugMark == true)
{
test.SingleTradeTest(tradesUnit, out entrustUnit, out s);
}
else
{
_classTradeStock.SingleTrade(tradesUnit, entrustUnit, s);
}
//GlobalTestLog.LogInstance.LogEvent("收到交易回报： " + tradeuuid.ToString() + " 时间： " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString());
if (entrustUnit.OrderSysID != null && entrustUnit.OrderSysID != String.Empty && entrustUnit.OrderSysID != "0")
{
entrustorli.Add(entrustUnit);
}
else
{
//委托失败处理
GlobalErrorLog.LogInstance.LogEvent("获取委托号失败！用户: " + user + ",代码：" + tradesUnit.SecurityCode);
}
if (entrustUnit.Direction.ToString() == TradeOrientationAndFlag.StockTradeDirectionBuy)
{
//清除风控冷冻金额,只有买入需要清除风控列表
accountMonitor.UpdateRiskFrozonAccount(user, tradesUnit.SecurityCode, tradesUnit.SecurityAmount * (-1), tradesUnit.SecurityAmount * tradesUnit.OrderPrice * (-1), "S", tradesUnit.TradeDirection.ToString());
}
}
//*********************************
// 交易成功后执行的特殊处理
// 交易生成委托存入数据库，并将委托送往查询成交线程
//*********************************
if (trades.Count != 0)
{
//存入数据库
if (entrustorli.Count() == 0)
{
continue;
}
for (int i = 0; i < trades.Count; i++)
{
entrustorli[i].Code = trades[i].cSecurityCode;
entrustorli[i].StrategyId = trades[0].belongStrategy;
entrustorli[i].Direction = Convert.ToInt32(trades[i].cTradeDirection);
entrustorli[i].OrderRef = Convert.ToInt32(trades[i].OrderRef);
entrustorli[i].OrderPrice = trades[i].dOrderPrice;
entrustorli[i].SecurityType = (sbyte)115;
entrustorli[i].User = trades[i].cUser;
ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.CreateERRecord), (object)(entrustorli[i]));
queue_query_entrust.GetQueue().Enqueue((object)entrustorli[i]);
ERecord record = new ERecord()
{
UserName = trades[i].cUser,
Amount = trades[i].nSecurityAmount,
Code = trades[i].cSecurityCode,
ExchangeId = trades[i].cExhcnageID,
OrderPrice = trades[i].dOrderPrice,
OrderRef = trades[i].OrderRef,
StrategyNo = trades[i].belongStrategy,
SysOrderRef = entrustorli[i].OrderSysID,
Direction = trades[i].cTradeDirection
};
EntrustRecord.AddEntrustRecord(record);
}
}
}
}
//线程结束
Thread.CurrentThread.Abort();
}
