///当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
private void NativeOnFrontConnected()
{
var rsp = new CtpResponse();
rsp.TypeId = CtpResponseType.OnFrontConnected;
ProcessResponse(ref rsp);
}
///深度行情通知
private void NativeOnRtnDepthMarketData(CtpDepthMarketData depthMarketData)
{
var rsp = new CtpResponse();
rsp.TypeId = CtpResponseType.OnRtnDepthMarketData;
rsp.Item1 = new CtpAny(depthMarketData);
ProcessResponse(ref rsp);
}
///询价通知
private void NativeOnRtnForQuoteRsp(CtpForQuoteRsp forQuoteRsp)
{
var rsp = new CtpResponse();
rsp.TypeId = CtpResponseType.OnRtnForQuoteRsp;
rsp.Item1 = new CtpAny(forQuoteRsp);
ProcessResponse(ref rsp);
}
///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
///@param nReason 错误原因
/// 0x1001 网络读失败
/// 0x1002 网络写失败
/// 0x2001 接收心跳超时
/// 0x2002 发送心跳失败
/// 0x2003 收到错误报文
private void NativeOnFrontDisconnected(int reason)
{
var rsp = new CtpResponse();
rsp.TypeId = CtpResponseType.OnFrontDisconnected;
rsp.Item1 = new CtpAny(reason);
ProcessResponse(ref rsp);
}
///心跳超时警告。当长时间未收到报文时，该方法被调用。
///@param nTimeLapse 距离上次接收报文的时间
private void NativeOnHeartBeatWarning(int timeLapse)
{
var rsp = new CtpResponse();
rsp.TypeId = CtpResponseType.OnHeartBeatWarning;
rsp.Item1 = new CtpAny(timeLapse);
ProcessResponse(ref rsp);
}
private void DoRspError(ref CtpResponse rsp)
{
var handler = OnRspError;
if (handler != null)
{
handler(this, rsp.Item1.AsRspInfo, rsp.RequestID, rsp.IsLast);
}
}
private void DoRspUserLogout(ref CtpResponse rsp)
{
var handler = OnRspUserLogout;
if (handler != null)
{
handler(this, rsp.Item1.AsUserLogout, rsp.Item2, rsp.RequestID, rsp.IsLast);
}
}
private void DoRtnDepthMarketData(ref CtpResponse rsp)
{
var handler = OnRtnDepthMarketData;
if (handler != null)
{
handler(this, rsp.Item1.AsDepthMarketData);
}
}
private void DoRspSubMarketData(ref CtpResponse rsp)
{
var handler = OnRspSubMarketData;
if (handler != null)
{
handler(this, rsp.Item1.AsSpecificInstrument, rsp.Item2, rsp.RequestID, rsp.IsLast);
}
}
private void DoRspUnSubForQuoteRsp(ref CtpResponse rsp)
{
var handler = OnRspUnSubForQuoteRsp;
if (handler != null)
{
handler(this, rsp.Item1.AsSpecificInstrument, rsp.Item2, rsp.RequestID, rsp.IsLast);
}
}
private void DoRtnForQuoteRsp(ref CtpResponse rsp)
{
var handler = OnRtnForQuoteRsp;
if (handler != null)
{
handler(this, rsp.Item1.AsForQuoteRsp);
}
}
private void DoFrontConnected(ref CtpResponse rsp)
{
var handler = OnFrontConnected;
if (handler != null)
{
handler(this);
}
}
private void DoFrontDisconnected(ref CtpResponse rsp)
{
var handler = OnFrontDisconnected;
if (handler != null)
{
handler(this, rsp.Item1.AsInt.Value);
}
}
private void DoHeartBeatWarning(ref CtpResponse rsp)
{
var handler = OnHeartBeatWarning;
if (handler != null)
{
handler(this, rsp.Item1.AsInt.Value);
}
}
///错误应答
private void NativeOnRspError(CtpRspInfo rspInfo, int requestId, bool isLast)
{
var rsp = new CtpResponse();
rsp.TypeId = CtpResponseType.OnRspError;
rsp.Item1 = new CtpAny(rspInfo);
rsp.RequestID = requestId;
rsp.IsLast = isLast;
ProcessResponse(ref rsp);
}
///登出请求响应
private void NativeOnRspUserLogout(CtpUserLogout userLogout, CtpRspInfo rspInfo, int requestId, bool isLast)
{
var rsp = new CtpResponse();
rsp.TypeId = CtpResponseType.OnRspUserLogout;
rsp.Item1 = new CtpAny(userLogout);
rsp.Item2 = rspInfo;
rsp.RequestID = requestId;
rsp.IsLast = isLast;
ProcessResponse(ref rsp);
}
///取消订阅询价应答
private void NativeOnRspUnSubForQuoteRsp(CtpSpecificInstrument specificInstrument, CtpRspInfo rspInfo, int requestId, bool isLast)
{
var rsp = new CtpResponse();
rsp.TypeId = CtpResponseType.OnRspUnSubForQuoteRsp;
rsp.Item1 = new CtpAny(specificInstrument);
rsp.Item2 = rspInfo;
rsp.RequestID = requestId;
rsp.IsLast = isLast;
ProcessResponse(ref rsp);
}
public override void ProcessResponse(ref CtpResponse rsp)
{
switch (rsp.TypeId)
{
case CtpResponseType.Response:
case CtpResponseType.Max:
break;
default:
RspHandlerList[rsp.TypeId](ref rsp);
break;
}
}
private void DoRspError(ref CtpResponse rsp)
{
var handler = OnRspError;
handler?.Invoke(this, rsp.Item1.AsRspInfo, rsp.RequestID, rsp.IsLast);
}
private void DoRspSubForQuoteRsp(ref CtpResponse rsp)
{
var handler = OnRspSubForQuoteRsp;
handler?.Invoke(this, rsp.Item1.AsSpecificInstrument, rsp.Item2, rsp.RequestID, rsp.IsLast);
}
private void DoRtnDepthMarketData(ref CtpResponse rsp)
{
var handler = OnRtnDepthMarketData;
handler?.Invoke(this, rsp.Item1.AsDepthMarketData);
}
private void DoRtnForQuoteRsp(ref CtpResponse rsp)
{
var handler = OnRtnForQuoteRsp;
handler?.Invoke(this, rsp.Item1.AsForQuoteRsp);
}
private void DoFrontConnected(ref CtpResponse rsp)
{
var handler = OnFrontConnected;
handler?.Invoke(this);
}
private void DoFrontDisconnected(ref CtpResponse rsp)
{
var handler = OnFrontDisconnected;
handler?.Invoke(this, rsp.Item1.AsInt.Value);
}
private void DoRspUserLogout(ref CtpResponse rsp)
{
var handler = OnRspUserLogout;
handler?.Invoke(this, rsp.Item1.AsUserLogout, rsp.Item2, rsp.RequestID, rsp.IsLast);
}
private void DoHeartBeatWarning(ref CtpResponse rsp)
{
var handler = OnHeartBeatWarning;
handler?.Invoke(this, rsp.Item1.AsInt.Value);
}
private void DoRspUnSubMarketData(ref CtpResponse rsp)
{
var handler = OnRspUnSubMarketData;
handler?.Invoke(this, rsp.Item1.AsSpecificInstrument, rsp.Item2, rsp.RequestID, rsp.IsLast);
}