public ActiveContract(ThostFtdcInstrumentField contract)
{
this.Contract = contract;
LongPosition = new ThostFtdcInvestorPositionField();
ShortPosition = new ThostFtdcInvestorPositionField();
OptionValue = new OptionValue();
}
void OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
// 报单录入请求
//ReqOrderInsert();
}
}
public static OptionPosition ToOptionPosition(this ThostFtdcInvestorPositionField self)
{
return(new OptionPosition
{
InstrumentID = self.InstrumentID,
Qty = self.Position,
UsableQty = self.Position - self.LongFrozen - self.ShortFrozen
});
}
void OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
if (!IsErrorRspInfo(pRspInfo))
{
//pInvestorPosition.Position;
HandleStatusInternal("当前账户持仓：" + pInvestorPosition.InstrumentID + " - " + pInvestorPosition.Position);
}
}
void OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
// 报单录入请求
ReqOrderInsert();
}
}
/// <summary>
/// 持仓返回
/// </summary>
/// <param name="pInvestorPosition"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
public void HandleOnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
var position = new PositionData();
///合约推送
this.Gateway.MainController.MainEvent._OnPosition.Invoke(position);
if (bIsLast)
{
Console.WriteLine("持仓返回完毕");
}
}
public override void OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo != null && pRspInfo.ErrorID != 0)
{
LogCenter.Error("请求查询投资者持仓错误：" + pRspInfo.ErrorMsg);
return;
}
if (pInvestorPosition == null)
{
return;
}
var position = new InvestorPosition
{
InstrumentID = pInvestorPosition.InstrumentID,
BrokerID = pInvestorPosition.BrokerID,
InvestorID = pInvestorPosition.InvestorID,
PosiDirection = (PosiDirection)pInvestorPosition.PosiDirection,
HedgeFlag = (HedgeFlag)pInvestorPosition.HedgeFlag,
PositionDate = (PositionDateType)pInvestorPosition.PositionDate,
YdPosition = pInvestorPosition.YdPosition,
Position = pInvestorPosition.Position,
LongFrozen = pInvestorPosition.LongFrozen,
ShortFrozen = pInvestorPosition.ShortFrozen,
LongFrozenAmount = pInvestorPosition.LongFrozenAmount,
ShortFrozenAmount = pInvestorPosition.ShortFrozenAmount,
OpenVolume = pInvestorPosition.OpenVolume,
CloseVolume = pInvestorPosition.CloseVolume,
OpenAmount = pInvestorPosition.OpenAmount,
CloseAmount = pInvestorPosition.CloseAmount,
PositionCost = pInvestorPosition.PositionCost,
PreMargin = pInvestorPosition.PreMargin,
UseMargin = pInvestorPosition.UseMargin,
FrozenMargin = pInvestorPosition.FrozenMargin,
FrozenCash = pInvestorPosition.FrozenCash,
FrozenCommission = pInvestorPosition.FrozenCommission,
CashIn = pInvestorPosition.CashIn,
Commission = pInvestorPosition.Commission,
CloseProfit = pInvestorPosition.CloseProfit,
PositionProfit = pInvestorPosition.PositionProfit,
PreSettlementPrice = pInvestorPosition.PreSettlementPrice,
SettlementPrice = pInvestorPosition.SettlementPrice,
TradingDay = pInvestorPosition.TradingDay,
SettlementID = pInvestorPosition.SettlementID,
OpenCost = pInvestorPosition.OpenCost,
ExchangeMargin = pInvestorPosition.ExchangeMargin,
CombPosition = pInvestorPosition.CombPosition,
CombLongFrozen = pInvestorPosition.CombLongFrozen,
CombShortFrozen = pInvestorPosition.CombShortFrozen,
CloseProfitByDate = pInvestorPosition.CloseProfitByDate,
CloseProfitByTrade = pInvestorPosition.CloseProfitByTrade,
TodayPosition = pInvestorPosition.TodayPosition,
MarginRateByMoney = pInvestorPosition.MarginRateByMoney,
MarginRateByVolume = pInvestorPosition.MarginRateByVolume,
StrikeFrozen = pInvestorPosition.StrikeFrozen,
StrikeFrozenAmount = pInvestorPosition.StrikeFrozenAmount,
AbandonFrozen = pInvestorPosition.AbandonFrozen,
};
this.positions.Add(position);
if (bIsLast)
{
PositionViewModel.Instance.Update(this.positions);
}
}
void OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
//pInvestorPosition.Position;
}
public override void OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
throw new NotImplementedException();
}
public override void OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo != null && pRspInfo.ErrorID != 0)
{
LogCenter.Error("请求查询投资者持仓错误：" + pRspInfo.ErrorMsg);
return;
}
if (pInvestorPosition == null)
{
return;
}
var position = new InvestorPosition
{
InstrumentID = pInvestorPosition.InstrumentID,
BrokerID = pInvestorPosition.BrokerID,
InvestorID = pInvestorPosition.InvestorID,
PosiDirection = (PosiDirection)pInvestorPosition.PosiDirection,
HedgeFlag = (HedgeFlag)pInvestorPosition.HedgeFlag,
PositionDate = (PositionDateType)pInvestorPosition.PositionDate,
YdPosition = pInvestorPosition.YdPosition,
Position = pInvestorPosition.Position,
LongFrozen = pInvestorPosition.LongFrozen,
ShortFrozen = pInvestorPosition.ShortFrozen,
LongFrozenAmount = pInvestorPosition.LongFrozenAmount,
ShortFrozenAmount = pInvestorPosition.ShortFrozenAmount,
OpenVolume = pInvestorPosition.OpenVolume,
CloseVolume = pInvestorPosition.CloseVolume,
OpenAmount = pInvestorPosition.OpenAmount,
CloseAmount = pInvestorPosition.CloseAmount,
PositionCost = pInvestorPosition.PositionCost,
PreMargin = pInvestorPosition.PreMargin,
UseMargin = pInvestorPosition.UseMargin,
FrozenMargin = pInvestorPosition.FrozenMargin,
FrozenCash = pInvestorPosition.FrozenCash,
FrozenCommission = pInvestorPosition.FrozenCommission,
CashIn = pInvestorPosition.CashIn,
Commission = pInvestorPosition.Commission,
CloseProfit = pInvestorPosition.CloseProfit,
PositionProfit = pInvestorPosition.PositionProfit,
PreSettlementPrice = pInvestorPosition.PreSettlementPrice,
SettlementPrice = pInvestorPosition.SettlementPrice,
TradingDay = pInvestorPosition.TradingDay,
SettlementID = pInvestorPosition.SettlementID,
OpenCost = pInvestorPosition.OpenCost,
ExchangeMargin = pInvestorPosition.ExchangeMargin,
CombPosition = pInvestorPosition.CombPosition,
CombLongFrozen = pInvestorPosition.CombLongFrozen,
CombShortFrozen = pInvestorPosition.CombShortFrozen,
CloseProfitByDate = pInvestorPosition.CloseProfitByDate,
CloseProfitByTrade = pInvestorPosition.CloseProfitByTrade,
TodayPosition = pInvestorPosition.TodayPosition,
MarginRateByMoney = pInvestorPosition.MarginRateByMoney,
MarginRateByVolume = pInvestorPosition.MarginRateByVolume,
StrikeFrozen = pInvestorPosition.StrikeFrozen,
StrikeFrozenAmount = pInvestorPosition.StrikeFrozenAmount,
AbandonFrozen = pInvestorPosition.AbandonFrozen,
};
this.positions.Add(position);
if (bIsLast)
{
PositionViewModel.Instance.Update(this.positions);
}
}
///请求查询投资者持仓响应
public void OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo) && pInvestorPosition != null)
{
cMainForm.SetTDRspQryInvestorPosition((object)pInvestorPosition);
}
}
/// <summary>
/// 查询投资者持仓应答
/// </summary>
/// <param name="pInvestorPosition"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
void OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
//报单查询请求
ReqQryOrder();
}
}
//查询返回时，昨仓和今仓会分开返回，所以要分别判断时间，取YDPosition或TodayPosition，Position是总持仓
private void TraderAdapter_OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition,
ThostFtdcRspInfoField pRspInfo, int nRequestId, bool bIsLast)
{
}
public override void OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
throw new NotImplementedException();
}
void trader_OnRspQryInvestorPosition(ThostFtdcInvestorPositionField pInvestorPosition, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (!bIsLast)
{
investorPositionList.Add(pInvestorPosition);
return;
}
this.SetMsg("正在查询合约代码……");
try
{
Thread.Sleep(1000);
trader.ReqQryInstrument(new ThostFtdcQryInstrumentField(), requestID++);
}
catch (Exception exp)
{
this.SetMsg("合约代码查询失败，" + exp.Message);
}
}
