private void OnRspOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
if (OutputLog)
{
Console.WriteLine("CTP回应：{0},{1},开平{2},价{3},原量{4},引用{5},{6}",
pInputOrder.InstrumentID, pInputOrder.Direction, pInputOrder.CombOffsetFlag, pInputOrder.LimitPrice,
pInputOrder.VolumeTotalOriginal,
pInputOrder.OrderRef, pRspInfo.ErrorMsg);
}
order.Text = string.Format("{0}|{1}", order.Text, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//这些地方没法处理混合报单
//没得办法，这样全撤了状态就唯一了
//但由于不知道在错单时是否会有报单回报，所以在这查一次，以防重复撤单出错
//找到对应的报单回应
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
private void OnErrRtnOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
order.Text = string.Format("{0} {1}", order.Text, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//没得办法，这样全撤了状态就唯一了
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
private void OnRspOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
order.Text = string.Format("{0} {1}", order.Text, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//这些地方没法处理混合报单
//没得办法，这样全撤了状态就唯一了
//但由于不知道在错单时是否会有报单回报，所以在这查一次，以防重复撤单出错
//找到对应的报单回应
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
private void OnErrRtnOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
if (OutputLog)
{
Console.WriteLine("交易所回应：{0},{1},开平{2},价{3},原量{4},引用{5},{6}",
pInputOrder.InstrumentID, pInputOrder.Direction, pInputOrder.CombOffsetFlag, pInputOrder.LimitPrice,
pInputOrder.VolumeTotalOriginal,
pInputOrder.OrderRef, pRspInfo.ErrorMsg);
}
order.Text = string.Format("{0} {1}", order.Text, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//没得办法，这样全撤了状态就唯一了
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
