public OnRspErrorArgs(IntPtr pApi, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pApi = pApi;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
private void OnErrRtnOrderAction_callback(IntPtr pTraderApi, ref CZQThostFtdcOrderActionField pOrderAction, ref CZQThostFtdcRspInfoField pRspInfo)
{
if (null != OnErrRtnOrderAction)
{
OnErrRtnOrderAction(this, new OnErrRtnOrderActionArgs(pTraderApi, ref pOrderAction, ref pRspInfo));
}
}
public OnErrRtnOrderInsertArgs(IntPtr pTraderApi, ref CZQThostFtdcInputOrderField pInputOrder, ref CZQThostFtdcRspInfoField pRspInfo)
{
this.pTraderApi = pTraderApi;
this.pInputOrder = pInputOrder;
this.pRspInfo = pRspInfo;
}
public OnRspQryInvestorPositionDetailArgs(IntPtr pTraderApi, ref CZQThostFtdcInvestorPositionDetailField pInvestorPositionDetail, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pInvestorPositionDetail = pInvestorPositionDetail;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
public OnDisconnectArgs(IntPtr pApi, ref CZQThostFtdcRspInfoField pRspInfo, ConnectionStatus step)
{
this.pApi = pApi;
this.pRspInfo = pRspInfo;
this.step = step;
}
private void OnDisconnect_callback(IntPtr pApi, ref CZQThostFtdcRspInfoField pRspInfo, ConnectionStatus step)
{
if (null != OnDisconnect)
{
OnDisconnect(this, new OnDisconnectArgs(pApi, ref pRspInfo, step));
}
}
public OnRspQryDepthMarketDataArgs(IntPtr pTraderApi, ref CZQThostFtdcDepthMarketDataField pDepthMarketData, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pDepthMarketData = pDepthMarketData;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
private void OnRspQryOrder_callback(IntPtr pTraderApi, ref CZQThostFtdcOrderField pOrder, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryOrder)
{
OnRspQryOrder(this, new OnRspQryOrderArgs(pTraderApi, ref pOrder, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnRspQryTradingAccount_callback(IntPtr pTraderApi, ref CZQThostFtdcTradingAccountField pTradingAccount, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryTradingAccount)
{
OnRspQryTradingAccount(this, new OnRspQryTradingAccountArgs(pTraderApi, ref pTradingAccount, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnRspQryInstrumentCommissionRate_callback(IntPtr pTraderApi, ref CZQThostFtdcInstrumentCommissionRateField pInstrumentCommissionRate, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryInstrumentCommissionRate)
{
OnRspQryInstrumentCommissionRate(this, new OnRspQryInstrumentCommissionRateArgs(pTraderApi, ref pInstrumentCommissionRate, ref pRspInfo, nRequestID, bIsLast));
}
}
//private void OnRspQryInstrumentMarginRate_callback(IntPtr pTraderApi, ref CZQThostFtdcInstrumentMarginRateField pInstrumentMarginRate, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
//{
// if (null != OnRspQryInstrumentMarginRate)
// {
// OnRspQryInstrumentMarginRate(this, new OnRspQryInstrumentMarginRateArgs(pTraderApi, ref pInstrumentMarginRate, ref pRspInfo, nRequestID, bIsLast));
// }
//}
private void OnRspQryInvestorPosition_callback(IntPtr pTraderApi, ref CZQThostFtdcInvestorPositionField pInvestorPosition, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryInvestorPosition)
{
OnRspQryInvestorPosition(this, new OnRspQryInvestorPositionArgs(pTraderApi, ref pInvestorPosition, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnRspQryDepthMarketData_callback(IntPtr pTraderApi, ref CZQThostFtdcDepthMarketDataField pDepthMarketData, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryDepthMarketData)
{
OnRspQryDepthMarketData(this, new OnRspQryDepthMarketDataArgs(pTraderApi, ref pDepthMarketData, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnRspOrderInsert_callback(IntPtr pTraderApi, ref CZQThostFtdcInputOrderField pInputOrder, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspOrderInsert)
{
OnRspOrderInsert(this, new OnRspOrderInsertArgs(pTraderApi, ref pInputOrder, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnErrRtnOrderInsert_callback(IntPtr pTraderApi, ref CZQThostFtdcInputOrderField pInputOrder, ref CZQThostFtdcRspInfoField pRspInfo)
{
if (null != OnErrRtnOrderInsert)
{
OnErrRtnOrderInsert(this, new OnErrRtnOrderInsertArgs(pTraderApi, ref pInputOrder, ref pRspInfo));
}
}
private void OnRspQryInvestorPosition(IntPtr pTraderApi, ref CZQThostFtdcInvestorPositionField pInvestorPosition, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
_dbInMemInvestorPosition.InsertOrReplace(
pInvestorPosition.InstrumentID,
pInvestorPosition.PosiDirection,
pInvestorPosition.HedgeFlag,
pInvestorPosition.PositionDate,
pInvestorPosition.Position,
pInvestorPosition.LongFrozen,
pInvestorPosition.ShortFrozen);
timerPonstion.Enabled = false;
timerPonstion.Enabled = true;
}
else
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInvestorPosition:" + pRspInfo.ErrorMsg);
}
public void OnRspQryDepthMarketData(IntPtr pTraderApi, ref CZQThostFtdcDepthMarketDataField pDepthMarketData, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
CZQThostFtdcDepthMarketDataField DepthMarket;
if (!_dictDepthMarketData.TryGetValue(pDepthMarketData.InstrumentID, out DepthMarket))
{
//没找到此元素，保存一下
_dictDepthMarketData[pDepthMarketData.InstrumentID] = pDepthMarketData;
}
Console.WriteLine("TdApi:{0},已经接收查询深度行情 {1}",
Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff"),
pDepthMarketData.InstrumentID);
//通知单例
CTPZQAPI.GetInstance().FireOnRspQryDepthMarketData(pDepthMarketData);
}
else
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryDepthMarketData:" + pRspInfo.ErrorMsg);
}
private void OnRspQryTradingAccount(IntPtr pTraderApi, ref CZQThostFtdcTradingAccountField pTradingAccount, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLastt)
{
if (0 == pRspInfo.ErrorID)
{
m_TradingAccount = pTradingAccount;
//有资金信息过来了，重新计时
timerAccount.Enabled = false;
timerAccount.Enabled = true;
}
else
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryTradingAccount:" + pRspInfo.ErrorMsg);
}
private void OnDisconnect(IntPtr pApi, ref CZQThostFtdcRspInfoField pRspInfo, ConnectionStatus step)
{
if (m_pMdApi == pApi)//行情
{
Disconnect_MD();
if (isConnected)
{
EmitError((int)step, pRspInfo.ErrorID, "MdApi:" + pRspInfo.ErrorMsg + " 等待定时重试连接");
}
else
{
EmitError((int)step, pRspInfo.ErrorID, "MdApi:" + pRspInfo.ErrorMsg);
if (OutputLogToConsole)
{
Console.WriteLine("MdApi:{0},{1},{2}", Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff"), pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
}
}
else if (m_pTdApi == pApi)//交易
{
Disconnect_TD();
if (isConnected)//如果以前连成功，表示密码没有错，只是初始化失败，可以重试
{
EmitError((int)step, pRspInfo.ErrorID, "TdApi:" + pRspInfo.ErrorMsg + " 等待定时重试连接");
}
else
{
EmitError((int)step, pRspInfo.ErrorID, "TdApi:" + pRspInfo.ErrorMsg);
if (OutputLogToConsole)
{
Console.WriteLine("TdApi:{0},{1},{2}", Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff"), pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
}
}
if (!isConnected)//从来没有连接成功过，可能是密码错误，直接退出
{
_Disconnect(true);
}
else
{
ChangeStatus(ProviderStatus.Connecting);
EmitDisconnectedEvent();
}
}
private void OnRspError_callback(IntPtr pApi, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspError)
{
OnRspError(this, new OnRspErrorArgs(pApi, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnRspError(IntPtr pApi, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
EmitError(nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
public OnRspQryInstrumentMarginRateArgs(IntPtr pTraderApi, ref CZQThostFtdcInstrumentMarginRateField pInstrumentMarginRate, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pInstrumentMarginRate = pInstrumentMarginRate;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
private void OnRspOrderAction(IntPtr pTraderApi, ref CZQThostFtdcInputOrderActionField pInputOrderAction, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
if (_OrderRef2Order.TryGetValue(string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrderAction.OrderRef), out order))
{
if (OutputLogToConsole)
{
Console.WriteLine("CTP回应：{0},价{1},变化量{2},引用{3},{4}",
pInputOrderAction.InstrumentID, pInputOrderAction.LimitPrice, pInputOrderAction.VolumeChange, pInputOrderAction.OrderRef,
pRspInfo.ErrorMsg);
}
order.Text = string.Format("{0}|{1}", order.Text, pRspInfo.ErrorMsg);
EmitCancelReject(order, order.Text);
}
}
public OnRspQryOrderArgs(IntPtr pTraderApi, ref CZQThostFtdcOrderField pOrder, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pOrder = pOrder;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
private void OnRspOrderInsert(IntPtr pTraderApi, ref CZQThostFtdcInputOrderField pInputOrder, ref CZQThostFtdcRspInfoField 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 (OutputLogToConsole)
{
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, CZQThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
public OnRspQryTradingAccountArgs(IntPtr pTraderApi, ref CZQThostFtdcTradingAccountField pTradingAccount, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pTradingAccount = pTradingAccount;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
private void OnRspQryInstrument(IntPtr pTraderApi, ref CZQThostFtdcInstrumentField pInstrument, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
//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 != TZQThostFtdcProductClassType.Futures)
{
_dictInstruments[pInstrument.InstrumentID] = pInstrument;
}
if (bIsLast)
{
Console.WriteLine("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);
}
public OnErrRtnOrderActionArgs(IntPtr pTraderApi, ref CZQThostFtdcOrderActionField pOrderAction, ref CZQThostFtdcRspInfoField pRspInfo)
{
this.pTraderApi = pTraderApi;
this.pOrderAction = pOrderAction;
this.pRspInfo = pRspInfo;
}
private void OnRspQryInstrumentCommissionRate(IntPtr pTraderApi, ref CZQThostFtdcInstrumentCommissionRateField pInstrumentCommissionRate, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
_dictCommissionRate[pInstrumentCommissionRate.InstrumentID] = pInstrumentCommissionRate;
Console.WriteLine("TdApi:{0},已经接收手续费率 {1}",
Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff"),
pInstrumentCommissionRate.InstrumentID);
//通知单例
CTPZQAPI.GetInstance().FireOnRspQryInstrumentCommissionRate(pInstrumentCommissionRate);
}
else
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInstrumentCommissionRate:" + pRspInfo.ErrorMsg);
}
public OnRspOrderActionArgs(IntPtr pTraderApi, ref CZQThostFtdcInputOrderActionField pInputOrderAction, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pInputOrderAction = pInputOrderAction;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
private void OnDisconnect_callback(IntPtr pApi, ref CZQThostFtdcRspInfoField pRspInfo, ConnectionStatus step)
{
if (isConnected)
{
if (7 == pRspInfo.ErrorID//综合交易平台：还没有初始化
|| 8 == pRspInfo.ErrorID)//综合交易平台：前置不活跃
{
Disconnect_TD();
Connect_TD();
}
}
if (null != OnDisconnect)
{
OnDisconnect(this, new OnDisconnectArgs(pApi, ref pRspInfo, step));
}
}