public OnErrRtnOrderActionArgs(IntPtr pTraderApi, ref CZQThostFtdcOrderActionField pOrderAction, ref CZQThostFtdcRspInfoField pRspInfo)
{
this.pTraderApi = pTraderApi;
this.pOrderAction = pOrderAction;
this.pRspInfo = pRspInfo;
}
private void OnErrRtnOrderAction_callback(IntPtr pTraderApi, ref CZQThostFtdcOrderActionField pOrderAction, ref CZQThostFtdcRspInfoField pRspInfo)
{
if (null != OnErrRtnOrderAction)
{
OnErrRtnOrderAction(this, new OnErrRtnOrderActionArgs(pTraderApi, ref pOrderAction, ref pRspInfo));
}
}
private void OnErrRtnOrderAction(IntPtr pTraderApi, ref CZQThostFtdcOrderActionField pOrderAction, ref CZQThostFtdcRspInfoField pRspInfo)
{
SingleOrder order;
if (_OrderRef2Order.TryGetValue(string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pOrderAction.OrderRef), out order))
{
if (OutputLogToConsole)
{
Console.WriteLine("交易所回应：{0},价{1},变化量{2},引用{3},{4}",
pOrderAction.InstrumentID, pOrderAction.LimitPrice, pOrderAction.VolumeChange, pOrderAction.OrderRef,
pRspInfo.ErrorMsg);
}
order.Text = string.Format("{0}|{1}", order.Text, pRspInfo.ErrorMsg);
EmitCancelReject(order,order.Text);
}
}
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);
}
}
