public OnRspOrderActionArgs(ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pInputOrderAction = pInputOrderAction;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
private void OnRspOrderAction_callback(object sender, ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspOrderAction)
{
OnRspOrderAction(this, new OnRspOrderActionArgs(ref pInputOrderAction, ref pRspInfo, nRequestID, bIsLast));
}
}
/// <summary>
/// 撤普通单错误时回报
/// </summary>
private void CTradeApi_OnRspOrderAction(ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
OrderField of = new OrderField();
of.StatusMsg = string.Format("{0}：{1}", pRspInfo.ErrorID, pRspInfo.ErrorMsg);
of.InstrumentID = pInputOrderAction.InstrumentID;
of.OrderRef = pInputOrderAction.OrderRef;
of.LimitPrice = pInputOrderAction.LimitPrice;
of.OrderSysID = pInputOrderAction.OrderSysID;
of.SessionID = pInputOrderAction.SessionID;
of.FrontID = pInputOrderAction.FrontID;
of.InvestorID = pInputOrderAction.InvestorID;
of.BrokerID = pInputOrderAction.BrokerID;
this._OnErrorOrder?.Invoke(of);
}
private void CTPOnRspOrderAction(ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo.ErrorID == 0)
{
return;
}
string id = string.Format("{0}|{1}|{2}", pInputOrderAction.SessionID, pInputOrderAction.FrontID, pInputOrderAction.OrderRef);
OrderField of;
if (IsLogin && DicOrderField.TryGetValue(id, out of))
{
_OnRtnErrCancel?.Invoke(this, new ErrOrderArgs {
ErrorID = pRspInfo.ErrorID, ErrorMsg = pRspInfo.ErrorMsg, Value = of
});
}
}
private void OnRspOrderAction(IntPtr pTraderApi, ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
if (_OrderRef2Order.TryGetValue(string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrderAction.OrderRef), out order))
{
if (OutputLog)
{
Console.WriteLine("CTP回应：{0},价{1},变化量{2},引用{3},{4}",
pInputOrderAction.InstrumentID, pInputOrderAction.LimitPrice, pInputOrderAction.VolumeChange, pInputOrderAction.OrderRef,
pRspInfo.ErrorMsg);
}
order.Text = string.Format("{0} {1}", order.Text, pRspInfo.ErrorMsg);
EmitCancelReject(order, order.Text);
}
}
private void OnRspOrderAction(IntPtr pTraderApi, ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
tdlog.Error("CTP回应：{0},价{1},变化量{2},前置{3},会话{4},引用{5},{6}#{7}",
pInputOrderAction.InstrumentID, pInputOrderAction.LimitPrice,
pInputOrderAction.VolumeChange,
pInputOrderAction.FrontID, pInputOrderAction.SessionID, pInputOrderAction.OrderRef,
pRspInfo.ErrorID, pRspInfo.ErrorMsg);
GenericOrderItem item;
string strKey = string.Format("{0}:{1}:{2}", pInputOrderAction.FrontID, pInputOrderAction.SessionID, pInputOrderAction.OrderRef);
if (orderMap.TryGetValue(strKey, out item))
{
EmitCancelReject(item, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitCancelLastStatus(item);
}
}
private void OnRspOrderAction(IntPtr pTraderApi, ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", pInputOrderAction.FrontID, pInputOrderAction.SessionID, pInputOrderAction.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
tdlog.Error("CTP回应：{0},价{1},变化量{2},前置{3},会话{4},引用{5},{6}#{7}",
pInputOrderAction.InstrumentID, pInputOrderAction.LimitPrice,
pInputOrderAction.VolumeChange,
pInputOrderAction.FrontID, pInputOrderAction.SessionID, pInputOrderAction.OrderRef,
pRspInfo.ErrorID, pRspInfo.ErrorMsg);
order.Text = string.Format("{0}|{1}#{2}", order.Text.Substring(0, Math.Min(order.Text.Length, 64)), pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitCancelReject(order, order.OrdStatus, order.Text);
}
}
private void OnRspOrderAction_callback(IntPtr pTraderApi, ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspOrderAction)
{
OnRspOrderAction(this, new OnRspOrderActionArgs(pTraderApi, ref pInputOrderAction, ref pRspInfo, nRequestID, bIsLast));
}
}
public void TestOrderAction()
{
_api.OnRspOrderAction += new TradeApi.RspOrderAction((ref CThostFtdcInputOrderActionField pInputOrderAction,
ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
if (pRspInfo.ErrorID != 0)
{
Console.WriteLine(pRspInfo.ErrorMsg);
Assert.IsTrue(pRspInfo.ErrorID == 0);
}
});
_api.OnRtnOrder += new TradeApi.RtnOrder((ref CThostFtdcOrderField pOrder) =>
{
if (pOrder.OrderStatus == TThostFtdcOrderStatusType.Canceled)
{
Console.WriteLine("撤单成功, BrokerID: {0}, OrderSysID: {1}", pOrder.BrokerID, pOrder.OrderSysID);
}
else
{
Console.WriteLine("下单成功, BrokerID: {0}, OrderSysID: {1}", pOrder.BrokerID, pOrder.OrderSysID);
CThostFtdcInputOrderActionField field = new CThostFtdcInputOrderActionField();
field.ActionFlag = TThostFtdcActionFlagType.Delete;
field.BrokerID = _brokerID;
field.InvestorID = _investorID;
field.InstrumentID = "TF1809";
if (pOrder.FrontID != 0)
{
field.FrontID = pOrder.FrontID;
}
if (pOrder.SessionID != 0)
{
field.SessionID = pOrder.SessionID;
}
if (pOrder.OrderRef != "")
{
field.OrderRef = pOrder.OrderRef;
}
field.ExchangeID = pOrder.ExchangeID;
if (pOrder.OrderSysID != null)
{
field.OrderSysID = new string('\0', 21 - pOrder.OrderSysID.Length) + pOrder.OrderSysID;
}
_api.OrderAction(1, field);
Thread.Sleep(50);
}
Thread.Sleep(50);
});
_api.OnRspOrderInsert += new TradeApi.RspOrderInsert((ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo,
int nRequestID, byte bIsLast) =>
{
if (pRspInfo.ErrorID != 0)
{
Console.WriteLine(pRspInfo.ErrorMsg);
Assert.IsTrue(pRspInfo.ErrorID == 0);
}
});
CThostFtdcInputOrderField order = new CThostFtdcInputOrderField();
order.BrokerID = _brokerID;
order.InvestorID = _investorID;
order.InstrumentID = "TF1809";
order.OrderRef = "1";
order.UserID = _investorID;
order.OrderPriceType = TThostFtdcOrderPriceTypeType.LimitPrice;
order.Direction = TThostFtdcDirectionType.Buy;
order.CombOffsetFlag = TThostFtdcOffsetFlagType.Open;
order.CombHedgeFlag = TThostFtdcHedgeFlagType.Speculation;
order.LimitPrice = 97.150;
order.VolumeTotalOriginal = 1;
order.TimeCondition = TThostFtdcTimeConditionType.GFD;
order.VolumeCondition = TThostFtdcVolumeConditionType.AV;
order.MinVolume = 1;
order.ContingentCondition = TThostFtdcContingentConditionType.Immediately;
order.ForceCloseReason = TThostFtdcForceCloseReasonType.NotForceClose;
order.IsAutoSuspend = (int)TThostFtdcBoolType.No;
order.BusinessUnit = null;
order.UserForceClose = (int)TThostFtdcBoolType.No;
_api.OrderInsert(1, order);
Thread.Sleep(500);
}
public virtual int ReqOrderAction(CThostFtdcInputOrderActionField pInputOrderAction, int nRequestID)
{
int ret = thosttradeapiPINVOKE.CThostFtdcTraderApi_ReqOrderAction(swigCPtr, CThostFtdcInputOrderActionField.getCPtr(pInputOrderAction), nRequestID);
return(ret);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(CThostFtdcInputOrderActionField obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
private void OnRspOrderAction_3(ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
OnRspOrderAction_1(this, ref pInputOrderAction, ref pRspInfo, nRequestID, bIsLast);
}
private void OnRspOrderAction_3(IntPtr pTraderApi, ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
OnRspOrderAction_1(this, pTraderApi, ref pInputOrderAction, ref pRspInfo, nRequestID, bIsLast);
}
public int ReqOrderAction(CThostFtdcInputOrderActionField pInputOrderAction, int nRequestID)
{
return(_traderApi.ReqOrderAction(pInputOrderAction, nRequestID));
}
///报单操作请求响应
public void OnRspOrderAction(CThostFtdcInputOrderActionField pInputOrderAction, CThostFtdcRspInfoField pRspInfo,
int nRequestID, bool bIsLast)
{
Console.WriteLine("OnRspOrderAction");
}
public override void OnRspOrderAction(CThostFtdcInputOrderActionField pInputOrderAction, CThostFtdcRspInfoField pRspInfo,
int nRequestID, bool bIsLast)
{
_callbackApi.OnRspOrderAction(pInputOrderAction, pRspInfo, nRequestID, bIsLast);
}
public OnRspOrderActionArgs(IntPtr pTraderApi, ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pInputOrderAction = pInputOrderAction;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}