private void ProcessOrderReject(CtpInputOrder input, CtpRspInfo rspInfo)
{
var login = _client.CtpLoginInfo;
var localId = $"{login.FrontID}:{login.SessionID}:{input.OrderRef}";
ProcessOrderReject(localId, rspInfo);
}
private void OnRspUserLogin(object sender, CtpRspUserLogin response, CtpRspInfo rspInfo, int requestId, bool isLast)
{
if (response != null && CtpConvert.CheckRspInfo(rspInfo))
{
if (Connected)
{
Resubscribe();
return;
}
Connected = true;
UserLogin = new RspUserLoginField();
var now = DateTime.Now;
UserLogin.TradingDay = now.Year * 10000 + now.Month * 100 + now.Day;
UserLogin.LoginTime = now.Hour * 10000 + now.Minute * 100 + now.Second;
UserLogin.UserID = User.UserID;
UserLogin.SessionID = string.Empty;
_publisher.Post(ConnectionStatus.Logined, UserLogin);
_publisher.Post(ConnectionStatus.Done);
}
else
{
SendError(rspInfo, nameof(OnRspUserLogin));
_publisher.Post(ConnectionStatus.Disconnected);
}
}
public CtpResponse(string userID, byte id, int intValue, CtpRspInfo rspInfo = null)
: this(null, id)
{
Item1 = new CtpAny(intValue);
Item2 = rspInfo;
UserID = userID;
}
public CtpResponse(byte[] clientID, byte id, object objValue, CtpRspInfo rspInfo = null)
: this(clientID, id)
{
Item1 = new CtpAny(objValue);
Item2 = rspInfo;
UserID = "";
}
private void ProcessOrderReject(CtpInputOrder input, CtpRspInfo rspInfo)
{
var login = _client.CtpLoginInfo;
var id = CtpConvert.GetId(input, login);
ProcessOrderReject(id, rspInfo);
}
private void ProcessOrderReject(string localId, CtpRspInfo rspInfo)
{
_orders.TryGetByLocalId(localId, out var order);
if (order != null)
{
ReportOrder(order, ExecType.Rejected, OrderStatus.Rejected, rspInfo);
}
}
private void ProcessCancelReject(string localId, CtpRspInfo rspInfo)
{
_orders.TryGetByLocalId(localId, out var order);
if (order != null)
{
ReportOrder(order, ExecType.CancelReject, order.Status, rspInfo);
}
}
///错误应答
private void NativeOnRspError(CtpRspInfo rspInfo, int requestId, bool isLast)
{
var rsp = new CtpResponse();
rsp.TypeId = CtpResponseType.OnRspError;
rsp.Item1 = new CtpAny(rspInfo);
rsp.RequestID = requestId;
rsp.IsLast = isLast;
ProcessResponse(ref rsp);
}
///登出请求响应
private void NativeOnRspUserLogout(CtpUserLogout userLogout, CtpRspInfo rspInfo, int requestId, bool isLast)
{
var rsp = new CtpResponse();
rsp.TypeId = CtpResponseType.OnRspUserLogout;
rsp.Item1 = new CtpAny(userLogout);
rsp.Item2 = rspInfo;
rsp.RequestID = requestId;
rsp.IsLast = isLast;
ProcessResponse(ref rsp);
}
///取消订阅询价应答
private void NativeOnRspUnSubForQuoteRsp(CtpSpecificInstrument specificInstrument, CtpRspInfo rspInfo, int requestId, bool isLast)
{
var rsp = new CtpResponse();
rsp.TypeId = CtpResponseType.OnRspUnSubForQuoteRsp;
rsp.Item1 = new CtpAny(specificInstrument);
rsp.Item2 = rspInfo;
rsp.RequestID = requestId;
rsp.IsLast = isLast;
ProcessResponse(ref rsp);
}
private void ProcessCancelReject(CtpInputOrderAction action, CtpRspInfo rspInfo)
{
var localId = $"{action.FrontID}:{action.SessionID}:{action.OrderRef}";
ProcessCancelReject(localId, rspInfo);
}
private void OnRspError(object sender, CtpRspInfo rspInfo, int requestId, bool isLast)
{
SendError(rspInfo, nameof(OnRspError));
}
private void ProcessOrderReject(CtpInputOrder input, CtpRspInfo rspInfo)
{
ProcessOrderReject(input.OrderRef, rspInfo);
}
private void ProcessCancelReject(CtpInputOrderAction action, CtpRspInfo rspInfo)
{
ProcessCancelReject(action.OrderSysID, rspInfo);
}
private void OnRspSubMarketData(object sender, CtpSpecificInstrument response, CtpRspInfo info, int requestId, bool last)
{
if (response == null)
{
return;
}
_spi.ProcessLog(new LogField(LogLevel.Debug, $"Ctpse subscribe {response.InstrumentID}"));
}
private void ReportOrder(OrderField order, ExecType execType, OrderStatus newStatus, CtpRspInfo rspInfo)
{
ReportOrder(order, execType, newStatus, rspInfo.ErrorID, rspInfo.ErrorID, rspInfo.ErrorMsg);
}
public CtpResponse(byte[] clientID, byte id, int intValue, CtpRspInfo rspInfo = null)
: this(clientID, id)
{
Item1 = new CtpAny(intValue);
Item2 = rspInfo;
}
private void ProcessCancelReject(CtpOrderAction action, CtpRspInfo rspInfo)
{
ProcessCancelReject(action.OrderRef, rspInfo);
}
internal void SendError(CtpRspInfo info, string source)
{
SendError(new ErrorField(info.ErrorID, info.ErrorID, info.ErrorMsg, source));
}
public static bool CheckRspInfo(CtpRspInfo info)
{
return(info == null || info.ErrorID == 0);
}
