public static void RtnOrderProc(object order)
{
CThostFtdcOrderField_M pOrder = (CThostFtdcOrderField_M)order;
lock (syncRtnOrderObject)
{
switch (pOrder.OrderStatus)
{
case 48:
{
//全部成交
TradeRecord.GetInstance().UpdateOrder(pOrder.VolumeTraded, Convert.ToInt16(pOrder.OrderRef), pOrder.OrderSysID, pOrder.StatusMsg, pOrder.OrderStatus, pOrder.VolumeTotal, pOrder.ExchangeID);
if (pOrder.CombOffsetFlag_0 == (byte)(FutureTradeOffSet.Open))
{
//只有开仓涉及冻结资金
//交易失败，需要释放冻结掉的期货交易资金
accountMonitor.UpdateRiskFrozonAccount(pOrder.UserID, pOrder.InstrumentID, pOrder.VolumeTotalOriginal * (-1), pOrder.VolumeTotalOriginal * pOrder.LimitPrice * (-1), "F", pOrder.Direction.ToString());
}
}
break;
case 49:
{
//部分成交
TradeRecord.GetInstance().UpdateOrder(pOrder.VolumeTraded, Convert.ToInt16(pOrder.OrderRef), pOrder.OrderSysID, pOrder.StatusMsg, pOrder.OrderStatus, pOrder.VolumeTotal, pOrder.ExchangeID);
}
break;
case 51:
{
//未成交状态
TradeRecord.GetInstance().UpdateOrder(pOrder.VolumeTraded, Convert.ToInt16(pOrder.OrderRef), pOrder.OrderSysID, pOrder.StatusMsg, pOrder.OrderStatus, pOrder.VolumeTotal, pOrder.ExchangeID);
}
break;
case 53:
{
//已撤单状态
TradeRecord.GetInstance().UpdateOrder(pOrder.VolumeTraded, Convert.ToInt16(pOrder.OrderRef), pOrder.OrderSysID, pOrder.StatusMsg, pOrder.OrderStatus, pOrder.VolumeTotal, pOrder.ExchangeID);
}
break;
case 97:
{
//报单已经提交，创建委托记录
if (CONFIG.CheckOrderRefAvailiable(Convert.ToInt16(pOrder.OrderRef)))
{
// 重复返回不需要记库
TradeRecord.GetInstance().SubscribeOrder("1", pOrder.InstrumentID, Convert.ToChar(pOrder.Direction).ToString(), pOrder.VolumeTotalOriginal, Convert.ToDecimal(pOrder.LimitPrice), Convert.ToInt16(pOrder.OrderRef), pOrder.OrderStatus, pOrder.CombOffsetFlag_0);
}
}
break;
default:
{
//如果是没有见过的状态，则默认更新委托信息
TradeRecord.GetInstance().UpdateOrder(pOrder.VolumeTraded, Convert.ToInt16(pOrder.OrderRef), pOrder.OrderSysID, pOrder.StatusMsg, pOrder.OrderStatus, pOrder.VolumeTotal, pOrder.ExchangeID);
}
break;
}
}
}
