protected override void OnPush(ProtoHeader protoHeader, byte[] data)
{
ProtoID protoID = (ProtoID)protoHeader.nProtoID;
uint serialNo = protoHeader.nSerialNo;
FTSPI_Trd trdCallback = null;
lock (trdCallbackLock)
{
trdCallback = this.trdCallback;
}
if (trdCallback == null)
{
return;
}
switch (protoID)
{
case ProtoID.TrdUpdateOrder: //订单状态变动通知(推送)
{
Futu.OpenApi.Pb.TrdUpdateOrder.Response rsp;
try
{
rsp = Futu.OpenApi.Pb.TrdUpdateOrder.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdUpdateOrder.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
trdCallback.OnReply_UpdateOrder(this, serialNo, rsp);
}
break;
case ProtoID.TrdUpdateOrderFill: //成交通知(推送)
{
Futu.OpenApi.Pb.TrdUpdateOrderFill.Response rsp;
try
{
rsp = Futu.OpenApi.Pb.TrdUpdateOrderFill.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdUpdateOrderFill.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
trdCallback.OnReply_UpdateOrderFill(this, serialNo, rsp);
}
break;
}
}
public FTAPI_Conn()
{
this.channel = FTCAPI.CreateFTAPIChannel();
FTCAPI.FTAPIChannel_SetProgrammingLanguage(this.channel, "C#");
this.initConnectCallback = (IntPtr pChannel, long errCode, string desc) =>
{
this.OnInitConnect(errCode, desc);
};
this.replyCallback = (IntPtr pChannel, int enReqReplyType, IntPtr protoHeaderPtr, IntPtr protoData, int nDataLen) =>
{
ProtoHeader protoHeader = (ProtoHeader)Marshal.PtrToStructure(protoHeaderPtr, typeof(ProtoHeader));
byte[] data = null;
if (nDataLen > 0 && protoData != IntPtr.Zero)
{
data = new byte[nDataLen];
Marshal.Copy(protoData, data, 0, nDataLen);
}
this.OnReply((ReqReplyType)enReqReplyType, protoHeader, data);
};
this.pushCallback = (IntPtr pChannel, IntPtr protoHeaderPtr, IntPtr protoData, int nDataLen) =>
{
ProtoHeader protoHeader = (ProtoHeader)Marshal.PtrToStructure(protoHeaderPtr, typeof(ProtoHeader));
byte[] data = new byte[nDataLen];
Marshal.Copy(protoData, data, 0, nDataLen);
this.OnPush(protoHeader, data);
};
this.disConnCallback = (IntPtr pChannel, long errCode) =>
{
this.OnDisConnect(errCode);
};
FTCAPI.FTAPIChannel_SetOnInitConnectCallback(channel, initConnectCallback);
FTCAPI.FTAPIChannel_SetOnDisconnectCallback(channel, disConnCallback);
FTCAPI.FTAPIChannel_SetOnReplyCallback(channel, replyCallback);
FTCAPI.FTAPIChannel_SetOnPushCallback(channel, pushCallback);
}
protected override void OnReply(ReqReplyType replyType, ProtoHeader protoHeader, byte[] data)
{
ProtoID protoID = (ProtoID)protoHeader.nProtoID;
int serialNo = protoHeader.nSerialNo;
lock (this)
{
if (this.trdCallback == null)
{
return;
}
switch (protoID)
{
case ProtoID.TrdGetAccList: //获取交易账户列表
{
Futu.OpenApi.Pb.TrdGetAccList.Response rsp;
if (replyType == ReqReplyType.SvrReply)
{
try
{
rsp = Futu.OpenApi.Pb.TrdGetAccList.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdGetAccList.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
}
else
{
rsp = Futu.OpenApi.Pb.TrdGetAccList.Response.CreateBuilder().SetRetType((int)replyType).Build();
}
this.trdCallback.OnReply_GetAccList(this, serialNo, rsp);
}
break;
case ProtoID.TrdUnlockTrade: //解锁
{
Futu.OpenApi.Pb.TrdUnlockTrade.Response rsp;
if (replyType == ReqReplyType.SvrReply)
{
try
{
rsp = Futu.OpenApi.Pb.TrdUnlockTrade.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdUnlockTrade.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
}
else
{
rsp = Futu.OpenApi.Pb.TrdUnlockTrade.Response.CreateBuilder().SetRetType((int)replyType).Build();
}
this.trdCallback.OnReply_UnlockTrade(this, serialNo, rsp);
}
break;
case ProtoID.TrdSubAccPush: //订阅接收推送数据的交易账户
{
Futu.OpenApi.Pb.TrdSubAccPush.Response rsp;
if (replyType == ReqReplyType.SvrReply)
{
try
{
rsp = Futu.OpenApi.Pb.TrdSubAccPush.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdSubAccPush.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
}
else
{
rsp = Futu.OpenApi.Pb.TrdSubAccPush.Response.CreateBuilder().SetRetType((int)replyType).Build();
}
this.trdCallback.OnReply_SubAccPush(this, serialNo, rsp);
}
break;
case ProtoID.TrdGetFunds: //获取账户资金
{
Futu.OpenApi.Pb.TrdGetFunds.Response rsp;
if (replyType == ReqReplyType.SvrReply)
{
try
{
rsp = Futu.OpenApi.Pb.TrdGetFunds.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdGetFunds.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
}
else
{
rsp = Futu.OpenApi.Pb.TrdGetFunds.Response.CreateBuilder().SetRetType((int)replyType).Build();
}
this.trdCallback.OnReply_GetFunds(this, serialNo, rsp);
}
break;
case ProtoID.TrdGetPositionList: //获取账户持仓
{
Futu.OpenApi.Pb.TrdGetPositionList.Response rsp;
if (replyType == ReqReplyType.SvrReply)
{
try
{
rsp = Futu.OpenApi.Pb.TrdGetPositionList.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdGetPositionList.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
}
else
{
rsp = Futu.OpenApi.Pb.TrdGetPositionList.Response.CreateBuilder().SetRetType((int)replyType).Build();
}
this.trdCallback.OnReply_GetPositionList(this, serialNo, rsp);
}
break;
case ProtoID.TrdGetMaxTrdQtys: //获取最大交易数量
{
Futu.OpenApi.Pb.TrdGetMaxTrdQtys.Response rsp;
if (replyType == ReqReplyType.SvrReply)
{
try
{
rsp = Futu.OpenApi.Pb.TrdGetMaxTrdQtys.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdGetMaxTrdQtys.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
}
else
{
rsp = Futu.OpenApi.Pb.TrdGetMaxTrdQtys.Response.CreateBuilder().SetRetType((int)replyType).Build();
}
this.trdCallback.OnReply_GetMaxTrdQtys(this, serialNo, rsp);
}
break;
case ProtoID.TrdGetOrderList: //获取当日订单列表
{
Futu.OpenApi.Pb.TrdGetOrderList.Response rsp;
if (replyType == ReqReplyType.SvrReply)
{
try
{
rsp = Futu.OpenApi.Pb.TrdGetOrderList.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdGetOrderList.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
}
else
{
rsp = Futu.OpenApi.Pb.TrdGetOrderList.Response.CreateBuilder().SetRetType((int)replyType).Build();
}
this.trdCallback.OnReply_GetOrderList(this, serialNo, rsp);
}
break;
case ProtoID.TrdPlaceOrder: //下单
{
Futu.OpenApi.Pb.TrdPlaceOrder.Response rsp;
if (replyType == ReqReplyType.SvrReply)
{
try
{
rsp = Futu.OpenApi.Pb.TrdPlaceOrder.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdPlaceOrder.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
}
else
{
rsp = Futu.OpenApi.Pb.TrdPlaceOrder.Response.CreateBuilder().SetRetType((int)replyType).Build();
}
this.trdCallback.OnReply_PlaceOrder(this, serialNo, rsp);
}
break;
case ProtoID.TrdModifyOrder: //修改订单
{
Futu.OpenApi.Pb.TrdModifyOrder.Response rsp;
if (replyType == ReqReplyType.SvrReply)
{
try
{
rsp = Futu.OpenApi.Pb.TrdModifyOrder.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdModifyOrder.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
}
else
{
rsp = Futu.OpenApi.Pb.TrdModifyOrder.Response.CreateBuilder().SetRetType((int)replyType).Build();
}
this.trdCallback.OnReply_ModifyOrder(this, serialNo, rsp);
}
break;
case ProtoID.TrdGetOrderFillList: //获取当日成交列表
{
Futu.OpenApi.Pb.TrdGetOrderFillList.Response rsp;
if (replyType == ReqReplyType.SvrReply)
{
try
{
rsp = Futu.OpenApi.Pb.TrdGetOrderFillList.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdGetOrderFillList.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
}
else
{
rsp = Futu.OpenApi.Pb.TrdGetOrderFillList.Response.CreateBuilder().SetRetType((int)replyType).Build();
}
this.trdCallback.OnReply_GetOrderFillList(this, serialNo, rsp);
}
break;
case ProtoID.TrdGetHistoryOrderList: //获取历史订单列表
{
Futu.OpenApi.Pb.TrdGetHistoryOrderList.Response rsp;
if (replyType == ReqReplyType.SvrReply)
{
try
{
rsp = Futu.OpenApi.Pb.TrdGetHistoryOrderList.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdGetHistoryOrderList.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
}
else
{
rsp = Futu.OpenApi.Pb.TrdGetHistoryOrderList.Response.CreateBuilder().SetRetType((int)replyType).Build();
}
this.trdCallback.OnReply_GetHistoryOrderList(this, serialNo, rsp);
}
break;
case ProtoID.TrdGetHistoryOrderFillList: //获取历史成交列表
{
Futu.OpenApi.Pb.TrdGetHistoryOrderFillList.Response rsp;
if (replyType == ReqReplyType.SvrReply)
{
try
{
rsp = Futu.OpenApi.Pb.TrdGetHistoryOrderFillList.Response.ParseFrom(data);
}
catch (InvalidProtocolBufferException)
{
rsp = Futu.OpenApi.Pb.TrdGetHistoryOrderFillList.Response.CreateBuilder().SetRetType((int)Common.RetType.RetType_Invalid).Build();
}
}
else
{
rsp = Futu.OpenApi.Pb.TrdGetHistoryOrderFillList.Response.CreateBuilder().SetRetType((int)replyType).Build();
}
this.trdCallback.OnReply_GetHistoryOrderFillList(this, serialNo, rsp);
}
break;
}
}
}
protected virtual void OnPush(ProtoHeader protoHeader, byte[] data)
{
}
protected virtual void OnReply(ReqReplyType replyType, ProtoHeader protoHeader, byte[] data)
{
}