private void XApi_OnConnectionStatus(object sender, XAPI.ConnectionStatus status, ref XAPI.RspUserLoginField userLogin, int size1) { if (onConnectionStatus == null) { return; } LoginInfo loginInfo = StructTransfer.TransferUserLogin(userLogin); onConnectionStatus(sender, EnumTransfer.TransferConnectionStatus(status), ref loginInfo); }
public static OrderInfo TransferOrderInfo(XAPI.OrderField order) { OrderInfo orderInfo = new OrderInfo(); orderInfo.OrderTime = order.Date + Math.Round((double)order.Time / 1000000, 6); orderInfo.Instrumentid = order.InstrumentID; orderInfo.Direction = EnumTransfer.TransferOrderSide(order.Side); orderInfo.Price = order.Price; orderInfo.Volume = (int)order.Qty; return(orderInfo); }
public static TradeInfo TransferTradeInfo(XAPI.TradeField trade) { TradeInfo tradeInfo = new TradeInfo(); tradeInfo.AccountID = trade.AccountID; tradeInfo.InstrumentID = trade.InstrumentID; //tradeInfo.InstrumentName = GetStringFromByte(trade.InstrumentName); tradeInfo.OpenClose = EnumTransfer.TransferOpenCloseType(trade.OpenClose); tradeInfo.Price = trade.Price; tradeInfo.Qty = trade.Qty; tradeInfo.Side = EnumTransfer.TransferOrderSide(trade.Side); tradeInfo.Time = trade.Date + Math.Round((double)trade.Time / 1000000, 6); tradeInfo.TradeID = trade.TradeID; return(tradeInfo); }
public static sc.data.market.InstrumentInfo TransferInstrumentInfo(XAPI.InstrumentField instrumentField) { sc.data.market.InstrumentInfo instrument = new sc.data.market.InstrumentInfo(); instrument.ExchangeID = instrumentField.ExchangeID; instrument.ExpireDate = instrumentField.ExpireDate; instrument.InstLifePhase = EnumTransfer.TransferInstLifePhaseType(instrumentField.InstLifePhase); if (instrumentField.InstrumentName != null) { instrument.InstrumentName = GetStringFromByte(instrumentField.InstrumentName); } instrument.PriceTick = instrumentField.PriceTick; instrument.ProductID = instrumentField.ProductID; instrument.StrikePrice = instrumentField.StrikePrice; instrument.Symbol = instrumentField.Symbol; instrument.SaveID = transferCode(instrument.Symbol); instrument.UnderlyingInstrID = instrumentField.UnderlyingInstrID; instrument.VolumeMultiple = instrumentField.VolumeMultiple; return(instrument); }
public static PositionInfo TransferPositionInfo(XAPI.PositionField position) { PositionInfo positionInfo = new PositionInfo(); positionInfo.AccountID = position.AccountID; positionInfo.ClientID = position.ClientID; positionInfo.Date = position.Date; positionInfo.ExchangeID = position.ExchangeID; positionInfo.HistoryFrozen = (int)position.HistoryFrozen; positionInfo.HistoryPosition = (int)position.HistoryPosition; positionInfo.InstrumentID = position.InstrumentID; positionInfo.InstrumentName = GetStringFromByte(position.InstrumentName); positionInfo.Position = (int)position.Position; positionInfo.PositionCost = position.PositionCost; positionInfo.Side = EnumTransfer.TransferPositionSide(position.Side); positionInfo.Symbol = position.Symbol; positionInfo.TodayBSFrozen = (int)position.TodayBSFrozen; positionInfo.TodayBSPosition = (int)position.TodayBSPosition; positionInfo.TodayPosition = (int)position.TodayPosition; positionInfo.TodayPRFrozen = (int)position.TodayPRFrozen; positionInfo.TodayPRPosition = (int)position.TodayPRPosition; return(positionInfo); }