private void _OnRtnInstrumentStatus(IntPtr ptr1, int size1)
{
// 求快，不加
if (OnRtnInstrumentStatus_ == null)
{
return;
}
InstrumentStatusField obj = (InstrumentStatusField)Marshal.PtrToStructure(ptr1, typeof(InstrumentStatusField));
OnRtnInstrumentStatus_(this, ref obj);
}
internal void OnMessage(InstrumentStatusField field)
{
if (field.Status != TradingStatus)
{
TradingStatus = field.Status;
if (TradingStatus == InstrumentStatusType.Closed)
{
CancelUndoneOrder();
}
EventHappened?.Invoke(this, (XProviderEventType)field.Status);
}
}
private void OnRtnInstrumentStatus_callback(object sender, ref InstrumentStatusField instrumentStatus)
{
if (OnRtnInstrumentStatus != null)
{
OnRtnInstrumentStatus(sender, ref instrumentStatus);
}
// 记录下来，后期可能要用到
_dictInstrumentsStatus[instrumentStatus.Symbol] = instrumentStatus;
// 合约状态信息太多了，也不关心，这里屏蔽显示
if (IsLogOnRtnInstrumentStatus)
{
(sender as XApi).GetLog().Info("OnRtnInstrumentStatus:" + instrumentStatus.ToFormattedString());
}
}
public void ProcessExpired(ref InstrumentStatusField instrumentStatus, NLog.Logger log)
{
// 根据当前挂单来统计
//if (workingOrders.Count == 0)
// return;
if (instrumentStatus.InstrumentStatus != TradingPhaseType.Closed)
{
return;
}
foreach (var order in framework.OrderManager.Orders)
{
// 量有点多，需要判断一下
if (order.IsDone)
{
continue;
}
var inst = order.Instrument;
string altSymbol;
string altExchange;
string apiSymbol;
string apiExchange;
double apiTickSize;
string apiProductID;
this.provider.GetApi_Symbol_Exchange_TickSize(inst, this.provider.Id,
out altSymbol, out altExchange,
out apiSymbol, out apiExchange,
out apiTickSize,
out apiProductID);
if (apiProductID != instrumentStatus.InstrumentID)
{
continue;
}
ExecutionReport report = CreateReport(order, SQ.ExecType.ExecExpired, SQ.OrderStatus.Expired);
report.LeavesQty = 0;
report.Text = "收盘，插件标记定单过期";
provider.EmitExecutionReport(report);
}
}
private void OnRtnOrder_Expired(ref InstrumentStatusField instrumentStatus)
{
if (_TdApi == null)
{
return;
}
lock (this)
{
var log = _TdApi.GetLog();
try
{
orderMap.ProcessExpired(ref instrumentStatus, log);
}
catch (Exception ex)
{
log.Error(ex);
}
}
}
private void OnInstrumentStatusChanged(object sender, InstrumentStatusField status)
{
Provider.OnMessage(status);
}
