private void ProcessRtnTrade(CtpTrade data) { _client.spi.ProcessLog(new LogField(LogLevel.Trace, "RtnTrade")); if (_orders.TryGetBySysId(data.OrderSysID, out var order)) { var trade = CtpConvert.GetTrade(data); trade.ID = order.ID; _client.spi.ProcessRtnTrade(trade); } else { _tradePending.Add(data); } }
private void ProcessRtnTrade(CtpTrade data) { var sysId = $"{data.ExchangeID}:{data.InstrumentID}:{data.OrderSysID}"; if (_orders.TryGetBySysId(sysId, out var order)) { var trade = CtpConvert.GetTrade(data); trade.ID = order.ID; _client.Spi.ProcessRtnTrade(trade); } }
private void ProcessRtnTrade(CtpTrade data) { if (_orders.TryGetBySysId(data.OrderSysID, out var order)) { var trade = CtpConvert.GetTrade(data); trade.ID = order.ID; _client.Spi.ProcessRtnTrade(trade); } else { _tradePendings.Add(data); } }