private void OnRspQryInstrument(IntPtr pTraderApi, ref CZQThostFtdcInstrumentField pInstrument, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
//比较无语，测试平台上会显示很多无效数据，有关期货的还会把正确的数据给覆盖，所以临时这样处理
if (pInstrument.ProductClass != TZQThostFtdcProductClassType.Futures)
{
string symbol = GetYahooSymbol(pInstrument.InstrumentID, pInstrument.ExchangeID);
_dictInstruments[symbol] = pInstrument;
// 行情中可能没有交易所信息，这个容器用于容错处理
_dictInstruments2[pInstrument.InstrumentID] = symbol;
}
if (bIsLast)
{
tdlog.Info("合约列表已经接收完成,共{0}条", _dictInstruments.Count);
}
}
else
{
tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspQryInstrument:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInstrument:" + pRspInfo.ErrorMsg);
}
}
/*
* 上海证券交易所证券代码分配规则
* http://www.docin.com/p-417422186.html
*
* http://wenku.baidu.com/view/f2e9ddf77c1cfad6195fa706.html
*/
private string GetSecurityType(CZQThostFtdcInstrumentField inst)
{
string securityType = FIXSecurityType.NoSecurityType;
switch (inst.ProductClass)
{
case TZQThostFtdcProductClassType.Futures:
securityType = FIXSecurityType.Future;
break;
case TZQThostFtdcProductClassType.Combination:
securityType = FIXSecurityType.MultiLegInstrument; //此处是否理解上有不同
break;
case TZQThostFtdcProductClassType.Options:
securityType = FIXSecurityType.Option;
break;
case TZQThostFtdcProductClassType.StockA:
case TZQThostFtdcProductClassType.StockB:
securityType = GetSecurityTypeStock(inst.ProductID, inst.InstrumentID);
break;
case TZQThostFtdcProductClassType.ETF:
case TZQThostFtdcProductClassType.ETFPurRed:
securityType = GetSecurityTypeETF(inst.ProductID, inst.InstrumentID);
break;
default:
securityType = FIXSecurityType.NoSecurityType;
break;
}
return(securityType);
}
public void FireOnRspQryInstrument(CZQThostFtdcInstrumentField pInstrument)
{
if (null != OnRspQryInstrument)
{
OnRspQryInstrument(pInstrument);
}
}
private void OnRspQryInstrument_callback(IntPtr pTraderApi, ref CZQThostFtdcInstrumentField pInstrument, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryInstrument)
{
OnRspQryInstrument(this, new OnRspQryInstrumentArgs(pTraderApi, ref pInstrument, ref pRspInfo, nRequestID, bIsLast));
}
}
public OnRspQryInstrumentArgs(IntPtr pTraderApi, ref CZQThostFtdcInstrumentField pInstrument, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pInstrument = pInstrument;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
private static int SortCZQThostFtdcInstrumentField(CZQThostFtdcInstrumentField a1, CZQThostFtdcInstrumentField a2)
{
return(a1.InstrumentID.CompareTo(a2.InstrumentID));
}
public void SetNativeValue(CZQThostFtdcInstrumentField nativeValue)
{
this.nativeValue = nativeValue;
}
