public string RefundTrade(String orderRef)
{
if (orderRef == null || orderRef == string.Empty)
{
return("非法委托编号！");
}
int reference = int.Parse(orderRef.Trim());
ERecord srecord = EntrustRecord.GetEntrustRecord(reference);
if (srecord != null)
{
//找到股票委托交易信息
RefundStruct refund = new RefundStruct()
{
Direction = srecord.Direction.Trim(),
ExchangeId = srecord.ExchangeId.Trim(),
OffSetFlag = "0",
SecurityCode = srecord.Code,
SecurityType = "S",
OrderRef = srecord.OrderRef.ToString(),
OrderSysId = srecord.SysOrderRef
};
queue_refund_thread.GetQueue().Enqueue(refund);
return("success");
}
RecordItem frecord = TradeRecord.GetInstance().getOrderInfo(reference);
if (frecord != null)
{
//找到期货委托交易信息
RefundStruct refund = new RefundStruct()
{
Direction = frecord.Orientation,
ExchangeId = String.Empty,
OffSetFlag = frecord.CombOffsetFlag.ToString(),
SecurityCode = frecord.Code,
SecurityType = "F",
OrderRef = frecord.OrderRef.ToString(),
OrderSysId = frecord.OrderSysID
};
queue_refund_thread.GetQueue().Enqueue(refund);
return("success");
}
return("未找到委托对应交易！");
}
/// <summary>
/// 期货总控线程函数
/// </summary>
private static void FutureThreadProc()
{
log.LogEvent("期货退货线程启动！");
string ErrorMsg = string.Empty;
DateTime lastmessage = DateTime.Now;
CTP_CLI.CCTPClient _client = new CTP_CLI.CCTPClient(CommConfig.INVESTOR, CommConfig.PASSWORD, CommConfig.BROKER, CommConfig.ADDRESS);
_client.FrontConnected += _client_FrontConnected;
_client.FrontDisconnected += _client_FrontDisconnected;
_client.RspUserLogin += _client_RspUserLogin;
//报单变化回调函数
_client.RtnOrder += FutureTrade._client_RtnOrder;
//成交变化回调函数
_client.RtnTrade += FutureTrade._client_RtnTrade;
//报单修改操作回调函数（暂时不用）
_client.RspOrderAction += FutureTrade._client_RspOrderAction;
//报单失败回调函数
_client.RspOrderInsert += FutureTrade._client_RspOrderInsert;
//报单问题回调函数
_client.ErrRtnOrderInsert += FutureTrade._client_ErrRtnOrderInsert;
_client.Connect();
//状态 DISCONNECTED -> CONNECTED
while (status != FutureTradeThreadStatus.CONNECTED)
{
Thread.Sleep(10);
}
_client.ReqUserLogin();
//状态 CONNECTED -> LOGIN
while (status != FutureTradeThreadStatus.LOGIN)
{
Thread.Sleep(10);
}
while (true)
{
if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10)
{
log.LogEvent("期货退货线程心跳停止 ， 最后心跳 ： " + GlobalHeartBeat.GetGlobalTime().ToString());
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Future_Refund_Control_MONITOR", (object)false);
queue_system_status.GetQueue().Enqueue((object)message1);
break;
}
if (lastmessage.Second != DateTime.Now.Second)
{
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_Future_Refund_Control_MONITOR", (object)true);
queue_system_status.GetQueue().Enqueue((object)message1);
lastmessage = DateTime.Now;
}
Thread.Sleep(10);
if (queue_future_refund_thread.GetQueueNumber() > 0)
{
RefundStruct refundItem = (RefundStruct)queue_future_refund_thread.GetQueue().Dequeue();
RecordItem record = TradeRecord.GetInstance().getOrderInfo(Convert.ToInt32(refundItem.OrderRef));
refundItem.ExchangeId = record.ExchangeID;
CTP_CLI.CThostFtdcInputOrderActionField_M item = new CTP_CLI.CThostFtdcInputOrderActionField_M()
{
BrokerID = CommConfig.BROKER,
ExchangeID = refundItem.ExchangeId,
OrderSysID = refundItem.OrderSysId.PadLeft(12),
InvestorID = CommConfig.INVESTOR,
ActionFlag = Convert.ToByte('0'), //删除标志 THOST_FTDC_AF_Delete
InstrumentID = record.Code
};
_client.ReqOrderAction(item);
}
}
}
