//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));
}
}
public OnRspQryInvestorPositionArgs(IntPtr pTraderApi, ref CZQThostFtdcInvestorPositionField pInvestorPosition, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pInvestorPosition = pInvestorPosition;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
//#region 保证金率列表
//private void OnRspQryInstrumentMarginRate(IntPtr pTraderApi, ref CZQThostFtdcInstrumentMarginRateField pInstrumentMarginRate, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
//{
// if (0 == pRspInfo.ErrorID)
// {
// _dictMarginRate[pInstrumentMarginRate.InstrumentID] = pInstrumentMarginRate;
// Console.WriteLine("TdApi:{0},已经接收保证金率 {1}",
// Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff"),
// pInstrumentMarginRate.InstrumentID);
// Console.WriteLine("{0},{1},{2},{3}", pInstrumentMarginRate.LongMarginRatioByMoney, pInstrumentMarginRate.LongMarginRatioByVolume,
// pInstrumentMarginRate.ShortMarginRatioByMoney, pInstrumentMarginRate.ShortMarginRatioByVolume);
// //通知单例
// CTPZQAPI.GetInstance().FireOnRspQryInstrumentMarginRate(pInstrumentMarginRate);
// }
// else
// EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInstrumentMarginRate:" + pRspInfo.ErrorMsg);
//}
//#endregion
#region 持仓回报
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
{
tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspQryInvestorPosition:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInvestorPosition:" + pRspInfo.ErrorMsg);
}
}
public static string GetOrderUniqueKey(object field)
{
//委托单
//if (field is CZQThostFtdcInputOrderField)
//{
// CZQThostFtdcInputOrderField ctpOrder = (CZQThostFtdcInputOrderField)field;
// return string.Format("{0}_{1}_{2}_{3}", ctpOrder.BrokerID, ctpOrder.InvestorID, ctpOrder.InstrumentID, ctpOrder.OrderRef);
//}
//撤单
if (field is CZQThostFtdcOrderActionField)
{
CZQThostFtdcOrderActionField ctpOrder = (CZQThostFtdcOrderActionField)field;
return(string.Format("{0:X}_{1:X}_{2}", ctpOrder.FrontID, ctpOrder.SessionID, ctpOrder.OrderRef.Trim()));
}
//订单
if (field is CZQThostFtdcOrderField)
{
CZQThostFtdcOrderField ctpOrder = (CZQThostFtdcOrderField)field;
return(string.Format("{0:X}_{1:X}_{2}", ctpOrder.FrontID, ctpOrder.SessionID, ctpOrder.OrderRef.Trim()));
}
//预埋单
if (field is CZQThostFtdcParkedOrderField)
{
CZQThostFtdcParkedOrderField ctpOrder = (CZQThostFtdcParkedOrderField)field;
return(string.Format("{0}_{1}_{2}", ctpOrder.BrokerID, ctpOrder.InvestorID, ctpOrder.ParkedOrderID));
}
//删除预埋单
if (field is CZQThostFtdcRemoveParkedOrderField)
{
CZQThostFtdcRemoveParkedOrderField ctpOrder = (CZQThostFtdcRemoveParkedOrderField)field;
return(string.Format("{0}_{1}_{2}", ctpOrder.BrokerID, ctpOrder.InvestorID, ctpOrder.ParkedOrderID));
}
//成交单
if (field is CZQThostFtdcTradeField)
{
CZQThostFtdcTradeField ctpData = (CZQThostFtdcTradeField)field;
return(string.Format("{0}_{1}_{2}_{3}", ctpData.BrokerID, ctpData.InvestorID, ctpData.TradingDay, ctpData.TradeID));
}
//持仓
if (field is CZQThostFtdcInvestorPositionField)
{
CZQThostFtdcInvestorPositionField ctpData = (CZQThostFtdcInvestorPositionField)field;
return(string.Format("{0}_{1}_{2}_{3}_{4}", ctpData.BrokerID, ctpData.InvestorID, ctpData.TradingDay, ctpData.InstrumentID, ctpData.PosiDirection));
}
//持仓明细
if (field is CZQThostFtdcInvestorPositionDetailField)
{
//注意！！成交单ID可能重复
CZQThostFtdcInvestorPositionDetailField ctpData = (CZQThostFtdcInvestorPositionDetailField)field;
return(string.Format("{0}_{1}_{2}_{3}", ctpData.BrokerID, ctpData.InvestorID, ctpData.TradingDay, ctpData.TradeID));
}
throw new Exception("Unknow type : " + field.GetType().ToString());
}
public static string GetUserKey(object field)
{
//委托单
if (field is CZQThostFtdcInputOrderField)
{
CZQThostFtdcInputOrderField ctpOrder = (CZQThostFtdcInputOrderField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//撤单
if (field is CZQThostFtdcOrderActionField)
{
CZQThostFtdcOrderActionField ctpOrder = (CZQThostFtdcOrderActionField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//预埋单
if (field is CZQThostFtdcParkedOrderField)
{
CZQThostFtdcParkedOrderField ctpOrder = (CZQThostFtdcParkedOrderField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//删除预埋单
if (field is CZQThostFtdcRemoveParkedOrderField)
{
CZQThostFtdcRemoveParkedOrderField ctpOrder = (CZQThostFtdcRemoveParkedOrderField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//预埋撤单
if (field is CZQThostFtdcParkedOrderActionField)
{
CZQThostFtdcRemoveParkedOrderField ctpOrder = (CZQThostFtdcRemoveParkedOrderField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//删除预埋撤单
if (field is CZQThostFtdcRemoveParkedOrderActionField)
{
CZQThostFtdcRemoveParkedOrderActionField ctpOrder = (CZQThostFtdcRemoveParkedOrderActionField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//订单
if (field is CZQThostFtdcOrderField)
{
CZQThostFtdcOrderField ctpOrder = (CZQThostFtdcOrderField)field;
return(GetUserKey(ctpOrder.InvestorID, ctpOrder.BrokerID));
}
//成交单
if (field is CZQThostFtdcTradeField)
{
CZQThostFtdcTradeField ctpData = (CZQThostFtdcTradeField)field;
return(GetUserKey(ctpData.InvestorID, ctpData.BrokerID));
}
//持仓
if (field is CZQThostFtdcInvestorPositionField)
{
CZQThostFtdcInvestorPositionField ctpData = (CZQThostFtdcInvestorPositionField)field;
return(GetUserKey(ctpData.InvestorID, ctpData.BrokerID));
}
//持仓明细
if (field is CZQThostFtdcInvestorPositionDetailField)
{
CZQThostFtdcInvestorPositionDetailField ctpData = (CZQThostFtdcInvestorPositionDetailField)field;
return(GetUserKey(ctpData.InvestorID, ctpData.BrokerID));
}
//持仓明细
if (field is CZQThostFtdcInvestorPositionCombineDetailField)
{
CZQThostFtdcInvestorPositionCombineDetailField ctpData = (CZQThostFtdcInvestorPositionCombineDetailField)field;
return(GetUserKey(ctpData.InvestorID, ctpData.BrokerID));
}
//资金账户
if (field is CZQThostFtdcTradingAccountField)
{
CZQThostFtdcTradingAccountField ctpData = (CZQThostFtdcTradingAccountField)field;
return(GetUserKey(ctpData.AccountID, ctpData.BrokerID));
}
throw new Exception("unknow type : " + field.GetType().FullName);
}