void DataApi_OnRtnEvent(object sender, OnRtnEventArgs e)
{
Console.WriteLine("DataApi_OnRtnEvent " + e.EventType.ToString());
var fld = Conv.P2S <ThostFtdcDepthMarketDataField>(e.Param);
Console.WriteLine("{0}.{1:D3} {2} {3}", fld.UpdateTime, fld.UpdateMillisec, fld.InstrumentID, fld.LastPrice);
}
private void MdApi_OnRtnEvent(object sender, OnRtnEventArgs e)
{
switch (e.EventType)
{
case EnumOnRtnType.OnRtnDepthMarketData:
{
var fld = Conv.P2S <ThostFtdcDepthMarketDataField>(e.Param);
OnRtnDepthMarketData(fld);
}
break;
default:
HandleStatusInternal("CPT行情Md未知事件返回MdApi_OnRtnEvent:" + e.EventType.ToString());
break;
}
}
private void TraderApi_OnRtnEvent(object sender, OnRtnEventArgs e)
{
if (e.Param == IntPtr.Zero)
{
HandleStatusInternal("TraderApi_OnRtnEvent返回参数e.Param为空!");
return;
}
switch (e.EventType)
{
case EnumOnRtnType.OnRtnOrder:
{
var order = Conv.P2S <ThostFtdcOrderField>(e.Param);
OnRtnOrder(order);
}
break;
case EnumOnRtnType.OnRtnTrade:
{
var trade = Conv.P2S <ThostFtdcTradeField>(e.Param);
OnRtnTrade(trade);
}
break;
case EnumOnRtnType.OnRtnForQuoteRsp:
{
var forQuote = Conv.P2S <ThostFtdcForQuoteRspField>(e.Param);
OnRtnForQuoteRsp(forQuote);
}
break;
case EnumOnRtnType.OnRtnQuote:
{
var quote = Conv.P2S <ThostFtdcQuoteField>(e.Param);
OnRtnQuote(quote);
}
break;
}
}
void DataApi_OnRtnEvent(object sender, OnRtnEventArgs e)
{
//Console.WriteLine("DataApi_OnRtnEvent " + e.EventType.ToString());
var fld = Conv.P2S <ThostFtdcDepthMarketDataField>(e.Param);
//string sData = "当前交易日:{0} 当前时间:{1} 最后修改时间:{2} 成交量：{3} 卖1价格:{4} 卖1数量:{5} 买1价格:{6} 买1数量:{7} 本次结算价：{8} 成交数量:{9} ";
//sData = string.Format(sData, fld.TradingDay, fld.UpdateTime, fld.UpdateMillisec, vol, fld.AskPrice1, fld.AskVolume1, fld.BidPrice1, fld.BidVolume1, fld.SettlementPrice, fld.Volume);
int vol = fld.Volume - lastData.Volume;
string sLose = "";
if (lastData.ActionDay == null)
{
lastData = fld;
return;
}
//Console.WriteLine("{0}.{1:D3} {2} {3}", fld.UpdateTime, fld.UpdateMillisec, fld.InstrumentID, fld.LastPrice);
//if (vol > 0)
//{
//双开 空换 多换 空平 多平
string sData2 = "当前交易日:{0} 当前时间:{1} 当前价格：{2} 成交：{3} {4}";
//多开
double douLose;
ConsoleColor tColor = ConsoleColor.White;
int intDirect = 0;
if (fld.LastPrice > lastData.AskPrice1 || fld.LastPrice > lastData.BidPrice1)
{
intDirect = 1;
tColor = ConsoleColor.Red;
}
else if (fld.LastPrice < lastData.AskPrice1 || fld.LastPrice < lastData.BidPrice1)
{
intDirect = -1;
tColor = ConsoleColor.Green;
}
else
{
tColor = ConsoleColor.White;
}
if (vol > 0)
{
Console.ForegroundColor = tColor;
//Console.WriteLine(vol);
}
//else {
// if (fld.LastPrice > fld.AskPrice1)
// {
// intDirect = 1;
// }
// else if (fld.LastPrice < fld.BidPrice1)
// {
// intDirect = -1;
// }
// else {
// intDirect = 0; //middle
// }
//}
double xx = 0; double yy = 0;
if (intDirect == 1)
{
//仓位变化
/*
*
* 16 16 双开 - 成交：16 空平:16 多开:0 多平:16 空开:0
* 14 -10 空平 - 成交：14 空平:-12 多开:2 多平:-12 空开:2
* 8 0 多换 成交：8 空平:-4 多开:4 多平:-4 空开:4
*
* */
douLose = fld.OpenInterest - lastData.OpenInterest;
#region 涨
//1.多开 多平 空开 空平
if (douLose != 0)
{
calCtp(vol, douLose, ref xx, ref yy);
}
else
{
xx = vol;
yy = vol;
}
sLose += " 空平:" + xx;
sLose += " 多开:" + yy;
#endregion
}
if (intDirect == -1)
{
/*
* 46 -14 多平
* 10 0 空换
* 2 -2 双平
*/
#region 跌
douLose = fld.OpenInterest - lastData.OpenInterest;
if (douLose != 0)
{
calCtp(vol, douLose, ref xx, ref yy);
}
else
{
xx = vol;
yy = vol;
}
sLose += " 多平:" + xx;
sLose += " 空开:" + yy;
#endregion
}
if (vol > 0)
{
Console.WriteLine(string.Format(sData2,
fld.TradingDay, fld.UpdateTime, fld.LastPrice,
vol, sLose)
);
}
//if (fld.OpenInterest < lastData.OpenInterest)
//{
// sLose = " 平仓: " + (fld.OpenInterest - lastData.OpenInterest );
//}
//else if (fld.OpenInterest == lastData.OpenInterest)
//{
// sLose = " 换手: " + (lastData.Volume - fld.Volume);
//}
//else
//{
// sLose = " 增仓: " + (lastData.Volume - fld.Volume);
//}
//if ( vol > 0 )
//Console.WriteLine(string.Format(sData2,
// fld.TradingDay, fld.UpdateTime, fld.LastPrice,
// vol, sLose)
// );
//}
lastData = fld;
douLastPrice = fld.LastPrice;
}
void TraderApi_OnRtnEvent(object sender, OnRtnEventArgs e)
{
Console.WriteLine("=====> " + e.EventType);
}
