public OnConnectArgs(IntPtr pApi, ref CZQThostFtdcRspUserLoginField pRspUserLogin, ConnectionStatus result)
{
this.pApi = pApi;
this.pRspUserLogin = pRspUserLogin;
this.result = result;
}
private void OnConnect_callback(IntPtr pApi, ref CZQThostFtdcRspUserLoginField pRspUserLogin, ConnectionStatus result)
{
_bMdConnected = (ConnectionStatus.E_logined == result);
if (null != OnConnect)
{
OnConnect(this, new OnConnectArgs(pApi, ref pRspUserLogin, result));
}
}
private void UpdateLocalTime(SetTimeMode _SetLocalTimeMode,CZQThostFtdcRspUserLoginField pRspUserLogin)
{
string strNewTime;
switch (_SetLocalTimeMode)
{
case SetTimeMode.None:
return;
case SetTimeMode.LoginTime:
strNewTime = pRspUserLogin.LoginTime;
break;
case SetTimeMode.SHFETime:
strNewTime = pRspUserLogin.SHFETime;
break;
case SetTimeMode.DCETime:
strNewTime = pRspUserLogin.DCETime;
break;
case SetTimeMode.CZCETime:
strNewTime = pRspUserLogin.CZCETime;
break;
case SetTimeMode.FFEXTime:
strNewTime = pRspUserLogin.FFEXTime;
break;
default:
return;
}
try
{
int HH = int.Parse(strNewTime.Substring(0, 2));
int mm = int.Parse(strNewTime.Substring(3, 2));
int ss = int.Parse(strNewTime.Substring(6, 2));
DateTime _dateTime = new DateTime(_yyyy, _MM, _dd, HH, mm, ss);
DateTime _newDateTime = _dateTime.AddMilliseconds(AddMilliseconds);
Console.WriteLine("SetLocalTime:Return:{0},{1}",
WinAPI.SetLocalTime(_newDateTime),
_newDateTime.ToString("yyyy-MM-dd HH:mm:ss.fff"));
}
catch (System.Exception ex)
{
Console.WriteLine("{0}不能解析",strNewTime);
}
}
private void OnConnect(IntPtr pApi, ref CZQThostFtdcRspUserLoginField pRspUserLogin, ConnectionStatus result)
{
if (m_pMdApi == pApi)//行情
{
_bMdConnected = false;
if (ConnectionStatus.E_logined == result)
{
_bMdConnected = true;
//只登录行情时得得更新行情时间，但行情却可以隔夜不断，所以要定时更新
if (!_bWantTdConnect)
{
_yyyy = DateTime.Now.Year;
_MM = DateTime.Now.Month;
_dd = DateTime.Now.Day;
}
Console.WriteLine("MdApi:LocalTime:{0},LoginTime:{1},SHFETime:{2},DCETime:{3},CZCETime:{4},FFEXTime:{5}",
DateTime.Now.ToString("HH:mm:ss.fff"), pRspUserLogin.LoginTime, pRspUserLogin.SHFETime,
pRspUserLogin.DCETime, pRspUserLogin.CZCETime, pRspUserLogin.FFEXTime);
}
//这也有个时间，但取出的时间无效
if (OutputLogToConsole)
{
Console.WriteLine("MdApi:{0},{1},{2}", Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff"), result, pRspUserLogin.LoginTime);
}
}
else if (m_pTdApi == pApi)//交易
{
_bTdConnected = false;
if (ConnectionStatus.E_logined == result)
{
_RspUserLogin = pRspUserLogin;
//用于行情记算时简化时间解码
int _yyyyMMdd = int.Parse(pRspUserLogin.TradingDay);
_yyyy = _yyyyMMdd / 10000;
_MM = (_yyyyMMdd % 10000) / 100;
_dd = _yyyyMMdd % 100;
Console.WriteLine("TdApi:LocalTime:{0},LoginTime:{1},SHFETime:{2},DCETime:{3},CZCETime:{4},FFEXTime:{5}",
DateTime.Now.ToString("HH:mm:ss.fff"), pRspUserLogin.LoginTime, pRspUserLogin.SHFETime,
pRspUserLogin.DCETime, pRspUserLogin.CZCETime, pRspUserLogin.FFEXTime);
UpdateLocalTime(SetLocalTimeMode,pRspUserLogin);
//}
//else if (ConnectionStatus.E_logined == result)
//{
_bTdConnected = true;
//请求查询资金
TraderApi.TD_ReqQryTradingAccount(m_pTdApi);
//请求查询全部持仓
TraderApi.TD_ReqQryInvestorPosition(m_pTdApi, null);
//请求查询合约
_dictInstruments.Clear();
TraderApi.TD_ReqQryInstrument(m_pTdApi, null);
}
if (OutputLogToConsole)
{
Console.WriteLine("TdApi:{0},{1},{2}", Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff"), result, pRspUserLogin.LoginTime);
}
}
if (
(_bMdConnected && _bTdConnected)//都连上
|| (!_bWantMdConnect && _bTdConnected)//只用分析交易连上
|| (!_bWantTdConnect && _bMdConnected)//只用分析行情连上
)
{
ChangeStatus(ProviderStatus.LoggedIn);
EmitConnectedEvent();
}
}
private void OnConnect(IntPtr pApi, ref CZQThostFtdcRspUserLoginField pRspUserLogin, ConnectionStatus result)
{
//用于行情记算时简化时间解码
//try
//{
// int _yyyyMMdd = int.Parse(pRspUserLogin.TradingDay);
// _yyyy = _yyyyMMdd / 10000;
// _MM = (_yyyyMMdd % 10000) / 100;
// _dd = _yyyyMMdd % 100;
//}
//catch (Exception)
{
_yyyy = DateTime.Now.Year;
_MM = DateTime.Now.Month;
_dd = DateTime.Now.Day;
}
if (m_pMdApi == pApi)//行情
{
_bMdConnected = false;
if (ConnectionStatus.E_logined == result)
{
_bMdConnected = true;
mdlog.Info("TradingDay:{0},LoginTime:{1},SHFETime:{2},DCETime:{3},CZCETime:{4},FFEXTime:{5}",
pRspUserLogin.TradingDay, pRspUserLogin.LoginTime, pRspUserLogin.SHFETime,
pRspUserLogin.DCETime, pRspUserLogin.CZCETime, pRspUserLogin.FFEXTime);
// 如果断线重连是使用的重新新建对象的方式，则要重新订阅
if (_dictAltSymbol2Instrument.Count > 0)
{
mdlog.Info("行情列表数{0},全部重新订阅", _dictAltSymbol2Instrument.Count);
foreach (DataRecord record in _dictAltSymbol2Instrument.Values)
{
MdApi.MD_Subscribe(m_pMdApi, record.Symbol, record.Exchange);
}
}
}
//这也有个时间，但取出的时间无效
mdlog.Info("{0},{1}", result, pRspUserLogin.LoginTime);
}
else if (m_pTdApi == pApi)//交易
{
_bTdConnected = false;
if (ConnectionStatus.E_logined == result)
{
_RspUserLogin = pRspUserLogin;
tdlog.Info("TradingDay:{0},LoginTime:{1},SHFETime:{2},DCETime:{3},CZCETime:{4},FFEXTime:{5}",
pRspUserLogin.TradingDay, pRspUserLogin.LoginTime, pRspUserLogin.SHFETime,
pRspUserLogin.DCETime, pRspUserLogin.CZCETime, pRspUserLogin.FFEXTime);
UpdateLocalTime(SetLocalTimeMode, pRspUserLogin);
//}
//else if (ConnectionStatus.E_confirmed == result)
//{
_bTdConnected = true;
//请求查询资金
TraderApi.TD_ReqQryTradingAccount(m_pTdApi);
//请求查询全部持仓
_dbInMemInvestorPosition.Clear();
TraderApi.TD_ReqQryInvestorPosition(m_pTdApi, null);
//请求查询合约
_dictInstruments.Clear();
TraderApi.TD_ReqQryInstrument(m_pTdApi, null);
_dictCommissionRate.Clear();
timerAccount.Enabled = true;
timerPonstion.Enabled = true;
}
tdlog.Info("{0},{1}", result, pRspUserLogin.LoginTime);
}
if (
(_bMdConnected && _bTdConnected)//都连上
|| (!_bWantMdConnect && _bTdConnected)//只用分析交易连上
|| (!_bWantTdConnect && _bMdConnected)//只用分析行情连上
)
{
timerConnect.Enabled = true;
timerDisconnect.Enabled = false;//都连接上了，用不着定时断
ChangeStatus(ProviderStatus.LoggedIn);
isConnected = true;
EmitConnectedEvent();
}
}
