string GetKeyFromSTKTRACEDATA(ref STKTRACEDATA pTraceData)
{
return string.Format("{0}:{1}", pTraceData.Market, pTraceData.Code);
}
private void OnRspTraceData(IntPtr pQuotApi, IntPtr pBuffer, ref STKTRACEDATA pTraceData)
{
string key = GetKeyFromSTKTRACEDATA(ref pTraceData);
string requestId;
if (historicalDataRecords.TryGetValue(key, out requestId))
{
HistoricalDataRequest request;
if (historicalDataIds.TryGetValue(requestId, out request))
{
int day = -1;
float volume = 0;
DateTime datetime = DateTime.Now;
DateTime updatetime = DateTime.Now;
IntPtr ptrHead = (IntPtr)(pBuffer + Marshal.SizeOf(typeof(STKTRACEDATA)));
for (int i = 0; i < pTraceData.nCount; ++i)
{
IntPtr ptr = (IntPtr)(ptrHead + Marshal.SizeOf(typeof(STOCKTRACEDATA)) * i);
STOCKTRACEDATA std = (STOCKTRACEDATA)Marshal.PtrToStructure(ptr, typeof(STOCKTRACEDATA));
DateTime dt = Convert.ToDateTime(std.time);
if (datetime == dt)
{
updatetime = updatetime.AddMilliseconds(250);
}
else
{
updatetime = dt;
}
if (day != updatetime.Day)
{
volume = 0;
}
day = updatetime.Day;
volume = std.m_Volume - volume;
if (updatetime >= request.BeginDate && updatetime < request.EndDate)
{
if (request.DataType == HistoricalDataType.Trade)
{
Trade trade = new Trade(updatetime, std.m_NewPrice, (int)volume);
NewHistoricalTrade(this,
new HistoricalTradeEventArgs(trade, request.RequestId, request.Instrument, this, -1));
}
else
{
Quote quote = new Quote(updatetime, std.m_BuyPrice, (int)std.m_BuyVol, std.m_SellPrice, (int)std.m_SellVol);
NewHistoricalQuote(this,
new HistoricalQuoteEventArgs(quote, request.RequestId, request.Instrument, this, -1));
}
}
datetime = dt;
volume = std.m_Volume;
}
historicalDataIds.Remove(request.RequestId);
EmitHistoricalDataCompleted(request);
}
historicalDataRecords.Remove(key);
}
}
private void OnRspTraceData(IntPtr pQuotApi, IntPtr pBuffer, ref STKTRACEDATA pTraceData)
{
ehlog.Info("<--OnRspTraceData:{0},{1},{2}条", pTraceData.Market, pTraceData.Code, pTraceData.nCount);
string key = GetKeyFromSTKTRACEDATA(ref pTraceData);
DataRecord dr;
if (historicalDataRecords_key.TryGetValue(key, out dr))
{
HistoricalDataRequest request = dr.request;
int day = -1;
float volume = 0;
DateTime datetime = DateTime.Now;
DateTime updatetime = DateTime.Now;
IntPtr ptrHead = (IntPtr)(pBuffer + Marshal.SizeOf(typeof(STKTRACEDATA)));
for (int i = 0; i < pTraceData.nCount; ++i)
{
IntPtr ptr = (IntPtr)(ptrHead + Marshal.SizeOf(typeof(STOCKTRACEDATA)) * i);
STOCKTRACEDATA std = (STOCKTRACEDATA)Marshal.PtrToStructure(ptr, typeof(STOCKTRACEDATA));
DateTime dt = Convert.ToDateTime(std.time);
if (datetime == dt)
{
updatetime = updatetime.AddMilliseconds(250);
}
else
{
updatetime = dt;
}
if (day != updatetime.Day)
{
volume = 0;
}
day = updatetime.Day;
volume = std.m_Volume - volume;
if (updatetime >= request.BeginDate && updatetime < request.EndDate)
{
if (BothTradeAndQuote)
{
Trade trade = new Trade(updatetime, std.m_NewPrice, (int)volume);
NewHistoricalTrade(this,
new HistoricalTradeEventArgs(trade, request.RequestId, request.Instrument, this, -1));
if (std.m_BuyPrice == 0 && std.m_BuyVol == 0
&&std.m_SellPrice == 0 && std.m_SellVol == 0)
{
}
else
{
Quote quote = new Quote(updatetime, std.m_BuyPrice, (int)std.m_BuyVol, std.m_SellPrice, (int)std.m_SellVol);
NewHistoricalQuote(this,
new HistoricalQuoteEventArgs(quote, request.RequestId, request.Instrument, this, -1));
}
}
else
{
if (request.DataType == HistoricalDataType.Trade)
{
Trade trade = new Trade(updatetime, std.m_NewPrice, (int)volume);
NewHistoricalTrade(this,
new HistoricalTradeEventArgs(trade, request.RequestId, request.Instrument, this, -1));
}
else
{
if (std.m_BuyPrice == 0 && std.m_BuyVol == 0
&& std.m_SellPrice == 0 && std.m_SellVol == 0)
{
}
else
{
Quote quote = new Quote(updatetime, std.m_BuyPrice, (int)std.m_BuyVol, std.m_SellPrice, (int)std.m_SellVol);
NewHistoricalQuote(this,
new HistoricalQuoteEventArgs(quote, request.RequestId, request.Instrument, this, -1));
}
}
}
}
datetime = dt;
volume = std.m_Volume;
}
RemoveRequest(key);
SendRequest_Tick(key);
}
}