private void EmitCancelReject(GenericOrderItem item,int error_id,string message)
{
TextResponse r = new TextResponse()
{
Error = CTPAPI.FromCTP(error_id),
ErrorID = error_id,
ErrorMsg = message,
};
foreach (var leg in item.GetLegs())
{
r.OpenClose = leg.OpenClose;
leg.Order.Text = r.ToString();
EmitCancelReject(leg.Order, leg.Order.OrdStatus, r.ToString());
}
}
private void EmitCancelLastStatus(GenericOrderItem item)
{
foreach (var leg in item.GetLegs())
{
OrdStatus status;
if (orderMap.TryGetValue(leg.Order , out status))
{
EmitExecutionReport(leg.Order, status);
orderMap.Order_OrdStatus.Remove(leg.Order);
}
}
}
private void EmitRejected(GenericOrderItem item, string message)
{
TextResponse r = new TextResponse()
{
Error = EnumError.OTHER,
StatusMsg = message,
};
foreach (var leg in item.GetLegs())
{
r.OpenClose = leg.OpenClose;
leg.Order.Text = r.ToString();
EmitRejected(leg.Order, r.ToString());
}
}
private void EmitCancelled(GenericOrderItem item)
{
foreach (var leg in item.GetLegs())
{
EmitCancelled(leg.Order);
}
}
private void OnLastStatus(GenericOrderItem item, string OrderSysID, string Key)
{
// 一个单子成交完成，报单组可能还没有完，这个地方一定要留意
if (!item.IsDone())
return;
foreach (var order in item.GetLegs())
{
orderMap.Order_OrderItem.Remove(order.Order);
}
orderMap.OrderItem_OrderField.Remove(item);
orderMap.OrderRef_OrderItem.Remove(Key);
orderMap.OrderSysID_OrderRef.Remove(OrderSysID);
}
private void UpdateOrderText(GenericOrderItem item, string message)
{
foreach (var leg in item.GetLegs())
{
leg.Order.Text = message;
}
}
private void OnRtnOrderLastStatus(GenericOrderItem item, CThostFtdcOrderField pOrder, string OrderSysID, string Key)
{
// 给成交回报用的，由于成交回报返回慢，所以不能删
//orderMap.OrderSysID_OrderRef.Remove(OrderSysID);
// 已经是最后状态，不能用于撤单了
// 这个功能交给用户上层处理，报个重复撤单也没啥
//orderMap.OrderItem_OrderField.Remove(item);
OnLastStatus(item, OrderSysID, Key);
}
private void OnRtnTradeLastStatus(GenericOrderItem item, CThostFtdcTradeField pTrade, string OrderSysID, string Key)
{
OnLastStatus(item,OrderSysID,Key);
}
private void OnRtnOrderFirstStatus(GenericOrderItem item, CThostFtdcOrderField pOrder, string OrderSysID, string Key)
{
// 向上层报告保单引用
if(OrderSysID.Length>0)
{
orderMap.OrderSysID_OrderRef[OrderSysID] = Key;
foreach (var o in item.GetLegs())
{
// 这个地方要再查一查，是不是要移动出来？
o.Order.OrderID = pOrder.OrderSysID;
}
}
// 判断是第一次报单，还是只是撤单时的第一条记录
if (!orderMap.OrderItem_OrderField.ContainsKey(item))
{
// 在Order_OrderItem中记录绑定关系
foreach (var o in item.GetLegs())
{
orderMap.Order_OrderItem[o.Order] = item;
}
EmitAccepted(item);
}
// 在OrderItem_OrderField中记录与API的对应关系
orderMap.OrderItem_OrderField[item] = pOrder;
}
public void CreateNewOrder(string key,GenericOrderItem value)
{
OrderRef_OrderItem[key] = value;
}
// 通过报单组合，实际的向交易所撤单
public bool TryGetValue(GenericOrderItem key, out CThostFtdcOrderField value)
{
return OrderItem_OrderField.TryGetValue(key, out value);
}
// 界面撤单时用于找到对应的报单组合
public bool TryGetValue(SingleOrder key, out GenericOrderItem value)
{
return Order_OrderItem.TryGetValue(key, out value);
}
// 用于收到委托回报信息后进行处理
public bool TryGetValue(string key,out GenericOrderItem value)
{
return OrderRef_OrderItem.TryGetValue(key, out value);
}
