private void OnRtnOrder(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
if (OutputLog)
{
Console.WriteLine("{0},{1},{2},开平{3},价{4},原量{5},成交{6},提交{7},状态{8},引用{9},{10}",
pOrder.InsertTime, pOrder.InstrumentID, pOrder.Direction, pOrder.CombOffsetFlag, pOrder.LimitPrice,
pOrder.VolumeTotalOriginal, pOrder.VolumeTraded, pOrder.OrderSubmitStatus, pOrder.OrderStatus,
pOrder.OrderRef,pOrder.StatusMsg);
}
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
order.Text = string.Format("{0}|{1}", order.Text, pOrder.StatusMsg);
//找到对应的报单回应
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (!_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
//没找到，自己填一个
_Ref2Action = new Dictionary<string, CThostFtdcOrderField>();
_Orders4Cancel[order] = _Ref2Action;
}
lock (_Ref2Action)
{
switch (pOrder.OrderStatus)
{
case TThostFtdcOrderStatusType.AllTraded:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.PartTradedQueueing:
//只是部分成交，还可以撤单，所以要记录下来
_Ref2Action[strKey] = pOrder;
break;
case TThostFtdcOrderStatusType.PartTradedNotQueueing:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.NoTradeQueueing:
if (0 == _Ref2Action.Count())
{
EmitAccepted(order);
}
_Ref2Action[strKey] = pOrder;
break;
case TThostFtdcOrderStatusType.NoTradeNotQueueing:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.Canceled:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
//分析此报单是否结束，如果结束分析整个Order是否结束
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertRejected:
//如果是最后一个的状态，同意发出消息
if (0 == _Ref2Action.Count())
EmitRejected(order, pOrder.StatusMsg);
else
Cancel(order);
break;
default:
//如果是最后一个的状态，同意发出消息
if (0 == _Ref2Action.Count())
EmitCancelled(order);
else
Cancel(order);
break;
}
break;
case TThostFtdcOrderStatusType.Unknown:
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertSubmitted:
//新单，新加入记录以便撤单
if (0 == _Ref2Action.Count())
{
EmitAccepted(order);
}
_Ref2Action[strKey] = pOrder;
break;
}
break;
case TThostFtdcOrderStatusType.NotTouched:
//没有处理
break;
case TThostFtdcOrderStatusType.Touched:
//没有处理
break;
}
//已经是最后状态了，可以去除了
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
}
}
}
else
{
//由第三方软件发出或上次登录时的剩余的单子在这次成交了，先不处理，当不存在
}
}
public static extern void TD_CancelOrder(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder);