private void TraderAdapter_OnRspSettlementInfoConfirm(
ThostFtdcSettlementInfoConfirmField pSettlementInfoConfirm,
ThostFtdcRspInfoField pRspInfo, int nRequestId, bool bIsLast)
{
try
{
if (MyUtils.IsWrongRspInfo(pRspInfo))
{
MyUtils.ReportError(pRspInfo, "结算信息确认错误");
return;
}
if (pSettlementInfoConfirm != null)
{
var temp = string.Format("结算信息确认回报:经纪公司代码:{0},确认日期:{1},确认时间:{2},投资者代码:{3}",
pSettlementInfoConfirm.BrokerID, pSettlementInfoConfirm.ConfirmDate,
pSettlementInfoConfirm.ConfirmTime, pSettlementInfoConfirm.InvestorID);
}
if (bIsLast)
{
Thread.Sleep(1000);
ReqQryAllInstruments(); //查询所有合约
}
}
catch (Exception ex)
{
MessageBox.Show("结算确认发生异常，异常信息：" + ex.Message);
}
}
private void TraderAdapter_OnRspQryInstrument(ThostFtdcInstrumentField pInstrument,
ThostFtdcRspInfoField pRspInfo, int nRequestId, bool bIsLast)
{
try
{
if (MyUtils.IsWrongRspInfo(pRspInfo))
{
MyUtils.ReportError(pRspInfo, "查询合约错误");
return;
}
if (pInstrument != null)
{
if (!pInstrument.InstrumentID.Contains("efp") && !pInstrument.InstrumentID.Contains("eof"))
{
if (pInstrument.InstrumentID.Contains("&"))
{
//套利合约
MyUtils.ComboInstrumentInfo[pInstrument.InstrumentID] = pInstrument;
}
else
{
//标准
MyUtils.StandardInstrumentInfo[pInstrument.InstrumentID] = pInstrument;
}
MyUtils.CategoryToExchangeId[MyUtils.GetInstrumentCategory(pInstrument.InstrumentID)] =
pInstrument.ExchangeID;
var temp =
string.Format(
"查询合约回报: 创建日:{0},交割月:{1},交割年份:{2},结束交割日:{3},交易所代码:{4},合约在交易所的代码:{5},到期日:{6},合约生命周期状态:{7},合约代码:{8},合约名称:{9},当前是否交易:{10},多头保证金率:{11},限价单最大下单量:{12},市价单最大下单量:{13},限价单最小下单量:{14},市价单最小下单量:{15},上市日:{16},持仓日期类型:{17},持仓类型:{18},最小变动价位:{19},产品类型:{20},产品代码:{21},空头保证金率:{22},开始交割日:{23},合约数量乘数:{24}",
pInstrument.CreateDate, pInstrument.DeliveryMonth, pInstrument.DeliveryYear,
pInstrument.EndDelivDate, pInstrument.ExchangeID, pInstrument.ExchangeInstID,
pInstrument.ExpireDate, pInstrument.InstLifePhase, pInstrument.InstrumentID,
pInstrument.InstrumentName, pInstrument.IsTrading, pInstrument.LongMarginRatio,
pInstrument.MaxLimitOrderVolume, pInstrument.MaxMarketOrderVolume,
pInstrument.MinLimitOrderVolume, pInstrument.MinMarketOrderVolume, pInstrument.OpenDate,
pInstrument.PositionDateType, pInstrument.PositionType, pInstrument.PriceTick,
pInstrument.ProductClass, pInstrument.ProductID, pInstrument.ShortMarginRatio,
pInstrument.StartDelivDate, pInstrument.VolumeMultiple);
}
}
if (bIsLast)
{
Thread.Sleep(1000);
ReqQryTradingAccount();
}
}
catch (Exception ex)
{
MessageBox.Show("查询合约出错：" + ex.Message);
}
}
private void TraderAdapter_OnRspUserLogin(ThostFtdcRspUserLoginField pRspUserLogin,
ThostFtdcRspInfoField pRspInfo, int nRequestId, bool bIsLast)
{
try
{
if (MyUtils.IsWrongRspInfo(pRspInfo))
{
MyUtils.ReportError(pRspInfo, "登录回报错误");
return;
}
if (bIsLast)
{
var temp =
string.Format(
"登录回报:经纪公司代码:{0},郑商所时间:{1},大商所时间:{2},中金所时间:{3},前置编号:{4},登录成功时间:{5},最大报单引用:{6},会话编号:{7},上期所时间:{8},交易系统名称:{9},交易日:{10},用户代码:{11}",
pRspUserLogin.BrokerID, pRspUserLogin.CZCETime, pRspUserLogin.DCETime,
pRspUserLogin.FFEXTime,
pRspUserLogin.FrontID, pRspUserLogin.LoginTime, pRspUserLogin.MaxOrderRef,
pRspUserLogin.SessionID, pRspUserLogin.SHFETime, pRspUserLogin.SystemName,
pRspUserLogin.TradingDay, pRspUserLogin.UserID);
_frontId = pRspUserLogin.FrontID;
_sessionId = pRspUserLogin.SessionID;
_tradingDay = pRspUserLogin.TradingDay;
if (string.IsNullOrEmpty(pRspUserLogin.MaxOrderRef))
{
CurrentOrderRef = 0;
}
else
{
CurrentOrderRef = Convert.ToInt32(pRspUserLogin.MaxOrderRef);
}
//比较交易所时间和本地时间的偏移值
DateTime shfeTime;
try
{
shfeTime = Convert.ToDateTime(pRspUserLogin.SHFETime);
}
catch (Exception)
{
try
{
shfeTime = Convert.ToDateTime(pRspUserLogin.CZCETime);
}
catch (Exception)
{
try
{
shfeTime = Convert.ToDateTime(pRspUserLogin.DCETime);
}
catch (Exception)
{
throw new Exception("交易所时间格式不正确");
}
}
}
MyUtils.ExchangeTimeOffset = ExchangeTime.Instance.GetSecFromDateTime(shfeTime) -
ExchangeTime.Instance.GetSecFromDateTime(DateTime.Now);
Thread.Sleep(1000);
ReqSettlementInfoConfirm(); //结算确认
MyUtils.IsTraderReady = true;
}
else
{
MessageBox.Show("登录失败");
return;
}
}
catch (Exception ex)
{
MessageBox.Show("登录失败," + ex.Message);
}
}
