/// <summary>
/// 接收响应数据
/// </summary>
/// <param name="responseType"></param>
/// <param name="pData"></param>
/// <param name="requestID"></param>
protected void ReceiveResponseData(TResponseType responseType, IntPtr pData, int requestID)
{
//建立响应数据缓存
if (this.responseDataMap.ContainsKey(requestID) == false)
{
this.responseDataMap[requestID] = new List <Object>();
}
//保存响应数据
if (pData != IntPtr.Zero)
{
Object value = null;
if (responseDataTypeMapping.ContainsKey(responseType))
{
Type t = responseDataTypeMapping[responseType];
if (t != null)
{
value = PInvokeUtility.GetObjectFromIntPtr(t, pData);
}
}
if (value != null)
{
this.responseDataMap[requestID].Add(value);
}
}
}
/*
* /// <summary>
* /// 初始化接受数据类型
* /// </summary>
* protected override void InitResponseDataTypeMapping()
* {
* ///客户端认证响应
* responseDataTypeMapping.Add(CTPStockResponseType.AuthenticateResponse, typeof(CZQThostFtdcRspAuthenticateField));
* ///登录请求响应
* responseDataTypeMapping.Add(CTPStockResponseType.UserLoginResponse, typeof(CZQThostFtdcRspUserLoginField));
* ///登出请求响应
* responseDataTypeMapping.Add(CTPStockResponseType.UserLogoutResponse, typeof(CZQThostFtdcUserLogoutField));
* ///用户口令更新请求响应
* responseDataTypeMapping.Add(CTPStockResponseType.UserPasswordUpdateResponse, typeof(CZQThostFtdcUserPasswordUpdateField));
* ///报单录入请求响应
* responseDataTypeMapping.Add(CTPStockResponseType.OrderInsertResponse, typeof(CZQThostFtdcInputOrderField));
* ///报单操作请求响应
* responseDataTypeMapping.Add(CTPStockResponseType.OrderActionResponse, typeof(CZQThostFtdcInputOrderActionField));
* ///查询最大报单数量响应
* responseDataTypeMapping.Add(CTPStockResponseType.QueryMaxOrderVolumeResponse, typeof(CZQThostFtdcQueryMaxOrderVolumeField));
* ///请求查询报单响应
* responseDataTypeMapping.Add(CTPStockResponseType.QueryOrderResponse, typeof(CZQThostFtdcOrderField));
* ///请求查询成交响应
* responseDataTypeMapping.Add(CTPStockResponseType.QueryTradeResponse, typeof(CZQThostFtdcTradeField));
* ///请求查询资金账户响应
* responseDataTypeMapping.Add(CTPStockResponseType.QueryTradingAccountResponse, typeof(CZQThostFtdcTradingAccountField));
* ///请求查询投资者响应
* responseDataTypeMapping.Add(CTPStockResponseType.QueryInvestorResponse, typeof(CZQThostFtdcInvestorField));
* ///请求查询交易编码响应
* responseDataTypeMapping.Add(CTPStockResponseType.QueryTradingCodeResponse, typeof(CZQThostFtdcTradingCodeField));
* ///请求查询合约手续费率响应
* responseDataTypeMapping.Add(CTPStockResponseType.QueryInstrumentCommissionRateResponse, typeof(CZQThostFtdcInstrumentCommissionRateField));
* ///请求查询交易所响应
* responseDataTypeMapping.Add(CTPStockResponseType.QueryExchangeResponse, typeof(CZQThostFtdcExchangeField));
* ///请求查询合约响应
* responseDataTypeMapping.Add(CTPStockResponseType.QueryInstrumentResponse, typeof(CZQThostFtdcInstrumentField));
* ///请求查询行情响应
* responseDataTypeMapping.Add(CTPStockResponseType.QueryDepthMarketDataResponse, typeof(CZQThostFtdcDepthMarketDataField));
* ///请求查询投资者持仓明细响应
* responseDataTypeMapping.Add(CTPStockResponseType.QueryInvestorPositionDetailResponse, typeof(CZQThostFtdcInvestorPositionDetailField));
* ///错误应答
* responseDataTypeMapping.Add(CTPStockResponseType.ErrorResponse, typeof(CZQThostFtdcRspInfoField));
* ///报单通知
* responseDataTypeMapping.Add(CTPStockResponseType.ReturnOrderResponse, typeof(CZQThostFtdcOrderField));
* ///成交通知
* responseDataTypeMapping.Add(CTPStockResponseType.ReturnTradeResponse, typeof(CZQThostFtdcTradeField));
* ///报单录入错误回报
* responseDataTypeMapping.Add(CTPStockResponseType.ErrorReturnOrderInsertResponse, typeof(CZQThostFtdcInputOrderField));
* ///报单操作错误回报
* responseDataTypeMapping.Add(CTPStockResponseType.ErrorReturnOrderActionResponse, typeof(CZQThostFtdcOrderActionField));
* ///合约交易状态通知
* responseDataTypeMapping.Add(CTPStockResponseType.ReturnInstrumentStatusResponse, typeof(CZQThostFtdcInstrumentStatusField));
*
* }
*/
#region CTP API Invoke
protected override CTPResponseInfo GetResponseInfo(IntPtr pRspInfo)
{
CTPResponseInfo rsp = new CTPResponseInfo();
CZQThostFtdcRspInfoField rspInfo = PInvokeUtility.GetObjectFromIntPtr <CZQThostFtdcRspInfoField>(pRspInfo);
rsp.ErrorID = rspInfo.ErrorID;
//rsp.Message = PInvokeUtility.GetUnicodeString(rspInfo.ErrorMsg);
rsp.Message = rspInfo.ErrorMsg;
return(rsp);
}
/// <summary>
/// 创建事件参数
/// </summary>
/// <typeparam name="T"></typeparam>
/// <param name="rspData"></param>
/// <param name="rspInfo"></param>
/// <returns></returns>
protected CTPEventArgs <T> CreateEventArgs <T>(IntPtr rspData, CTPResponseInfo rspInfo)
{
//转换响应数据
T value = default(T);
if (rspData != IntPtr.Zero)
{
value = PInvokeUtility.GetObjectFromIntPtr <T>(rspData);
}
//创建事件参数
CTPEventArgs <T> args = new CTPEventArgs <T>(value, rspInfo);
return(args);
}
/// <summary>
/// 订阅行情应答
/// </summary>
internal void OnSubMarketData(IntPtr pSpecificInstrument, IntPtr pRspInfo, int nRequestID, bool bIsLast)
{
CZQThostFtdcSpecificInstrumentField instrument = PInvokeUtility.GetObjectFromIntPtr <CZQThostFtdcSpecificInstrumentField>(pSpecificInstrument);
Trace.WriteLine("【订阅行情】" + instrument.InstrumentID);
}