/*
* 上海证券交易所证券代码分配规则
* http://www.docin.com/p-417422186.html
*
* http://wenku.baidu.com/view/f2e9ddf77c1cfad6195fa706.html
*/
private string GetSecurityType(CThostFtdcInstrumentField inst)
{
string securityType = FIXSecurityType.NoSecurityType;
switch (inst.ProductClass)
{
case TThostFtdcProductClassType.Futures:
securityType = FIXSecurityType.Future;
break;
case TThostFtdcProductClassType.Combination:
securityType = FIXSecurityType.MultiLegInstrument; //此处是否理解上有不同
break;
case TThostFtdcProductClassType.Options:
securityType = FIXSecurityType.Option;
break;
#if CTPZQ
case TThostFtdcProductClassType.StockA:
case TThostFtdcProductClassType.StockB:
securityType = GetSecurityTypeStock(inst.ProductID, inst.InstrumentID);
break;
case TThostFtdcProductClassType.ETF:
case TThostFtdcProductClassType.ETFPurRed:
securityType = GetSecurityTypeETF(inst.ProductID, inst.InstrumentID);
break;
#endif
default:
securityType = FIXSecurityType.NoSecurityType;
break;
}
return(securityType);
}
private void OnRspQryInstrument(IntPtr pTraderApi, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
#if CTP
_dictInstruments[pInstrument.InstrumentID] = pInstrument;
#else
//比较无语，测试平台上会显示很多无效数据，有关期货的还会把正确的数据给覆盖，所以临时这样处理
if (pInstrument.ProductClass != TThostFtdcProductClassType.Futures)
{
string symbol = GetYahooSymbol(pInstrument.InstrumentID, pInstrument.ExchangeID);
_dictInstruments[symbol] = pInstrument;
// 行情中可能没有交易所信息，这个容器用于容错处理
_dictInstruments2[pInstrument.InstrumentID] = symbol;
}
#endif
if (bIsLast)
{
tdlog.Info("合约列表已经接收完成,共{0}条", _dictInstruments.Count);
}
}
else
{
tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspQryInstrument:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInstrument:" + pRspInfo.ErrorMsg);
}
}
public OnRspQryInstrumentArgs(ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pInstrument = pInstrument;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
private void OnRspQryInstrument_callback(object sender, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryInstrument)
{
OnRspQryInstrument(this, new OnRspQryInstrumentArgs(ref pInstrument, ref pRspInfo, nRequestID, bIsLast));
}
}
public void FireOnRspQryInstrument(CThostFtdcInstrumentField pInstrument)
{
if (null != OnRspQryInstrument)
{
OnRspQryInstrument(pInstrument);
}
}
private void CTPOnRspQryInstrument(ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
var field = new InstrumentField
{
//ExchangeID = pInstrument.ExchangeID,
InstrumentID = pInstrument.InstrumentID,
PriceTick = pInstrument.PriceTick,
ProductClass = pInstrument.ProductClass == TThostFtdcProductClassType.THOST_FTDC_PC_Futures ? ProductClassType.Futures :
pInstrument.ProductClass == TThostFtdcProductClassType.THOST_FTDC_PC_Options ? ProductClassType.Options :
pInstrument.ProductClass == TThostFtdcProductClassType.THOST_FTDC_PC_Combination ? ProductClassType.Combination :
pInstrument.ProductClass == TThostFtdcProductClassType.THOST_FTDC_PC_SpotOption ? ProductClassType.SpotOption : ProductClassType.Futures,
ProductID = pInstrument.ProductID,
VolumeMultiple = pInstrument.VolumeMultiple,
MaxOrderVolume = pInstrument.MaxLimitOrderVolume,
};
Exchange exc;
if (Enum.TryParse(pInstrument.ExchangeID, out exc))
{
field.ExchangeID = exc;
}
DicInstrumentField.TryAdd(pInstrument.InstrumentID, field);
if (bIsLast)
{
//查询流控
_tIsLogin = new Thread(qryPosiAccount);
_tIsLogin.Start();
//Thread.Sleep(1100);
//_t.ReqQryTradingAccount(_broker, _investor);
}
}
/// <summary>
/// 构造函数
/// </summary>
public InstrumentField(CThostFtdcInstrumentField instrumentField)
{
this._if = instrumentField;
Regex r = new Regex(@"\d");
int index = r.Match(_if.InstrumentID).Index;
_baseCode = _if.InstrumentID.Substring(0, index);
Notify("");
}
/// <summary>
/// 查询合约回报
/// </summary>
private void CTradeApi_OnRspQryInstrument(ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo.ErrorID == 0)
{
CThostFtdcInstrumentField tmpInstrument = pInstrument;
this._DictInstrumentField.AddOrUpdate(pInstrument.InstrumentID, new InstrumentField(pInstrument),
(k, v) => { v.CThostFtdcInstrumentFieldInstance = tmpInstrument; return(v); });
}
_isQryInstrumentCompleted = bIsLast;
}
private void OnRspQryInstrument(IntPtr pTraderApi, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
_dictInstruments[pInstrument.InstrumentID] = pInstrument;
if (bIsLast)
{
tdlog.Info("合约列表已经接收完成,共{0}条", _dictInstruments.Count);
}
}
else
{
tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspQryInstrument:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInstrument:" + pRspInfo.ErrorMsg);
}
}
private void OnRspQryInstrument(IntPtr pTraderApi, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
_dictInstruments[pInstrument.InstrumentID] = pInstrument;
if (bIsLast)
{
Console.WriteLine(string.Format("TdApi:{0},合约列表已经接收完成",
Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff")));
}
}
else
{
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInstrument:" + pRspInfo.ErrorMsg);
}
}
/*
* 上海证券交易所证券代码分配规则
* http://www.docin.com/p-417422186.html
*
* http://wenku.baidu.com/view/f2e9ddf77c1cfad6195fa706.html
*/
private string GetSecurityType(CThostFtdcInstrumentField inst)
{
string securityType = FIXSecurityType.CommonStock;
try
{
switch (inst.ProductClass)
{
case TThostFtdcProductClassType.Futures:
securityType = FIXSecurityType.Future;
break;
case TThostFtdcProductClassType.Combination:
securityType = FIXSecurityType.MultiLegInstrument; //此处是否理解上有不同
break;
case TThostFtdcProductClassType.Options:
securityType = FIXSecurityType.FutureOption;
break;
#if CTPZQ
case TThostFtdcProductClassType.StockA:
case TThostFtdcProductClassType.StockB:
securityType = GetSecurityTypeStock(inst.ProductID, inst.InstrumentID);
break;
case TThostFtdcProductClassType.ETF:
case TThostFtdcProductClassType.ETFPurRed:
securityType = GetSecurityTypeETF(inst.ProductID, inst.InstrumentID);
break;
#endif
default:
securityType = FIXSecurityType.CommonStock;
break;
}
return(securityType);
}
catch (Exception ex)
{
tdlog.Warn("合约:{0},字段内容:{1}", inst.InstrumentID, ex.Message);
}
return(securityType);
}
public override void OnRspQryInstrument(CThostFtdcInstrumentField pInstrument, CThostFtdcRspInfoField pRspInfo, int nRequestID,
bool bIsLast)
{
_callbackApi.OnRspQryInstrument(pInstrument, pRspInfo, nRequestID, bIsLast);
}
private static int SortCThostFtdcInstrumentField(CThostFtdcInstrumentField a1, CThostFtdcInstrumentField a2)
{
return(a1.InstrumentID.CompareTo(a2.InstrumentID));
}
private void OnRspQryInstrument_3(ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
OnRspQryInstrument_1(this, ref pInstrument, ref pRspInfo, nRequestID, bIsLast);
}
private void OnRspQryInstrument_3(IntPtr pTraderApi, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
OnRspQryInstrument_1(this, pTraderApi, ref pInstrument, ref pRspInfo, nRequestID, bIsLast);
}
private void OnRspQryInstrument_callback(IntPtr pTraderApi, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryInstrument)
{
OnRspQryInstrument(this, new OnRspQryInstrumentArgs(pTraderApi, ref pInstrument, ref pRspInfo, nRequestID, bIsLast));
}
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(CThostFtdcInstrumentField obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
public void SetNativeValue(CThostFtdcInstrumentField nativeValue)
{
this.nativeValue = nativeValue;
}
private void CTPOnRspQryClassifiedInstrument(ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
CTPOnRspQryInstrument(ref pInstrument, ref pRspInfo, nRequestID, bIsLast);
}
void OnRspQryInstrument(CThostFtdcInstrumentField pInstrument)
{
Console.WriteLine("==合约列表");
Console.WriteLine(pInstrument.LongMarginRatio);
Console.WriteLine(pInstrument.ShortMarginRatio);
}
public OnRspQryInstrumentArgs(IntPtr pTraderApi, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pInstrument = pInstrument;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
///请求查询合约响应
public void OnRspQryInstrument(CThostFtdcInstrumentField pInstrument, CThostFtdcRspInfoField pRspInfo,
int nRequestID, bool bIsLast)
{
Console.WriteLine("OnRspQryInstrument");
}
