//行情回报
public static void Body_OnTick(DepthMarketData dmd)
{
lock (Dic_InstrumentID_PositionKeys)
{
if (!Body.Dic_InstrumentID_PositionKeys.IsEmpty && Body.Dic_InstrumentID_PositionKeys.ContainsKey(dmd.InstrumentID))
{
List <Tuple <string, TThostFtdcPosiDirectionType, TThostFtdcHedgeFlagType> > value;
Body.Dic_InstrumentID_PositionKeys.TryGetValue(dmd.InstrumentID, out value);
foreach (var item in value)
{
var key = item;
var instrumentID = key.Item1;
Position pos;
if (!Body.trdApi.DicPosition.TryGetValue(key, out pos))
{
continue;
}
var lastPrice = Body.mktApi.DicDepthMarketData[key.Item1].LastPrice;
var mult = Body.trdApi.DicInstrumentField[dmd.InstrumentID].VolumeMultiple;
pos.LastPrice = lastPrice;
if (key.Item2 == TThostFtdcPosiDirectionType.THOST_FTDC_PD_Long)
{
pos.OpenProfit = (lastPrice - pos.AvgOpenPrice) * pos.TotalPosition * mult;
pos.PositionProfit = lastPrice * pos.TotalPosition * mult - pos.PositionCost;
}
else
{
pos.OpenProfit = -1 * (lastPrice - pos.AvgOpenPrice) * pos.TotalPosition * mult;
pos.PositionProfit = -1 * (lastPrice * pos.TotalPosition * mult - pos.PositionCost);
}
pos.Notify("");
}
}
};
}
//////////////////////////////////////////////////////////////////////////////////////////////
#region 回调绑定
//行情回调
private void MainWindow_OnTick(DepthMarketData dmd)
{
if (dmd.InstrumentID != this._instrumentID)
{
return;
}
Dispatcher.Invoke(new Action(() =>
{
this.btnAskPrice1.Content = dmd.AskPrice1.ToString();
this.tbkAskVolume1.Text = dmd.AskVolume1.ToString();
this.btnBidPrice1.Content = dmd.BidPrice1.ToString();
this.tbkBidVolume1.Text = dmd.BidVolume1.ToString();
}));
}
//主力合约的市场行情数据
public static ObservableCollection <DepthMarketData> GenerateMainDepthData(ObservableCollection <DepthMarketData> OCAllMarketDepthData)
{
lock (OCAllMarketDepthData)
{
var oc = new ObservableCollection <DepthMarketData>();
var grp = OCAllMarketDepthData.GroupBy(r => r.FutureCode);
foreach (IGrouping <string, DepthMarketData> item in grp)
{
DepthMarketData r = item.OrderByDescending(x => x.OpenInterest).FirstOrDefault();
oc.Add(r);
}
return(oc);
}
}
//回调函数：更新行情 abstract public void OnTick(DepthMarketData dmd);
