/// <summary>
/// 注销按钮点击
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void Button_Loginout_Click(object sender, EventArgs e)
{
ThostFtdcUserLogoutField pUserLogout = new ThostFtdcUserLogoutField();
pUserLogout.BrokerID = sBrokerID;
pUserLogout.UserID = sUserID;
if (this.TSS_MDLoginState.Text == "已连接")
{
CtpMDApi.ReqUserLogout(pUserLogout, nRequestID++);
}
if (this.TSS_TDLoginState.Text == "已连接")
{
CtpMDApi.ReqUserLogout(pUserLogout, nRequestID++);
}
CtpMDApi.Release();
CtpMDApi = null;
CtpTDApi.Release();
CtpTDApi = null;
this.TSS_MDConnState.Text = "已断开";
this.TSS_TDConnState.Text = "已断开";
this.TSS_MDLoginState.Text = "已断开";
this.TSS_TDLoginState.Text = "已断开";
Button_Loginout.Enabled = false;
MemDB.CloseDB();
MemDB = null;
}
/// <summary>
/// 主窗体创建的时候相应动作
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void MainForm_Load(object sender, EventArgs e)
{
#region API初始化
CtpMDApi = new CTPMDAdapter();
CtpTDApi = new CTPTDAdapter();
sCtpMdApi = new CTPMDAPI(this);
sCtpTdApi = new CTPTDAPI(this);
#endregion
#region 登录数据库初始化
this.InitConfig();
#endregion
#region 消息队列初始化
Thread td_SendData = new Thread(SendData);
td_SendData.IsBackground = true;
td_SendData.Start();
#endregion 消息队列初始化
#region SQLite 入库线程启动
Queue_SQLite.bUse = true;
Queue_SQLite.t = new Thread(sqlitedb);
Queue_SQLite.t.IsBackground = true;
Queue_SQLite.t.Start(this);
#endregion SQLite 入库线程启动
#region GridView深度行情
string[] columnNames =
{ "品种名称", "交易日", "自然日", "时间", "毫秒", "最新价", "上次结算价", "昨收盘",
"昨持仓", "开盘价", "最高价", "最低价", "数量", "成交金额", "持仓量", "收盘价", "结算价",
"涨停板价", "跌停板价", "昨虚实度", "虚实度",
"叫卖价", "叫卖量", "叫买价", "叫买量",
"叫卖价2", "叫卖量2", "叫买价2", "叫买量2",
"叫卖价3", "叫卖量3", "叫买价3", "叫买量3",
"叫卖价4", "叫卖量4", "叫买价4", "叫买量4",
"叫卖价5", "叫卖量5", "叫买价5", "叫买量5",
"当日均价"};
foreach (string n in columnNames)
{
DT_DeepInstrumentRSP.Columns.Add(n, typeof(String));
}
//建立主键
DataColumn[] cols = new DataColumn[] { DT_DeepInstrumentRSP.Columns["品种名称"] };
this.DT_DeepInstrumentRSP.PrimaryKey = cols;
this.GridView_DeepInstrument.DataSource = this.DT_DeepInstrumentRSP;
this.GridView_DeepInstrument.Columns["昨虚实度"].Visible = false;
this.GridView_DeepInstrument.Columns["交易日"].Visible = false;
this.GridView_DeepInstrument.Columns["最高价"].Visible = false;
this.GridView_DeepInstrument.Columns["最低价"].Visible = false;
this.GridView_DeepInstrument.Columns["开盘价"].Visible = false;
this.GridView_DeepInstrument.Columns["虚实度"].Visible = false;
this.GridView_DeepInstrument.Columns["结算价"].Visible = false;
this.GridView_DeepInstrument.Columns["自然日"].Visible = false;
this.GridView_DeepInstrument.Columns["上次结算价"].Visible = false;
this.GridView_DeepInstrument.Columns["昨收盘"].Visible = false;
this.GridView_DeepInstrument.Columns["昨持仓"].Visible = false;
this.GridView_DeepInstrument.Columns["收盘价"].Visible = false;
this.GridView_DeepInstrument.Columns["涨停板价"].Visible = false;
this.GridView_DeepInstrument.Columns["跌停板价"].Visible = false;
this.GridView_DeepInstrument.Columns["当日均价"].Visible = false;
this.GridView_DeepInstrument.Columns["叫卖价2"].Visible = false;
this.GridView_DeepInstrument.Columns["叫卖价3"].Visible = false;
this.GridView_DeepInstrument.Columns["叫卖价4"].Visible = false;
this.GridView_DeepInstrument.Columns["叫卖价5"].Visible = false;
this.GridView_DeepInstrument.Columns["叫卖量2"].Visible = false;
this.GridView_DeepInstrument.Columns["叫卖量3"].Visible = false;
this.GridView_DeepInstrument.Columns["叫卖量4"].Visible = false;
this.GridView_DeepInstrument.Columns["叫卖量5"].Visible = false;
this.GridView_DeepInstrument.Columns["叫买价2"].Visible = false;
this.GridView_DeepInstrument.Columns["叫买价3"].Visible = false;
this.GridView_DeepInstrument.Columns["叫买价4"].Visible = false;
this.GridView_DeepInstrument.Columns["叫买价5"].Visible = false;
this.GridView_DeepInstrument.Columns["叫买量2"].Visible = false;
this.GridView_DeepInstrument.Columns["叫买量3"].Visible = false;
this.GridView_DeepInstrument.Columns["叫买量4"].Visible = false;
this.GridView_DeepInstrument.Columns["叫买量5"].Visible = false;
#endregion
#region GridView可供订阅的品种
string[] columnNames1 = { "品种名称", "合约名称", "中文名", "交易所ID" };
foreach (string n in columnNames1)
{
DT_Instrument.Columns.Add(n, typeof(String));
}
//建立主键
this.DT_Instrument.PrimaryKey = new DataColumn[] { DT_Instrument.Columns["品种名称"] };
this.GridView_RegistInstrument_Data.DataSource = this.DT_Instrument;
this.GridView_RegistInstrument_Data.Columns["合约名称"].Visible = false;
this.GridView_RegistInstrument_Data.Columns["交易所ID"].Visible = false;
#endregion
#region Gridview报单通知
string[] columnNames2 = { "报单引用", "会话标识", "前置机标识", "报单编号", "交易所", "品种名称", "买卖", "开平", "投机标志", "价格", "报单量", "今成交", "剩余量", "报单日期", "报单时间", "报单状态", "状态信息", "备注" };
foreach (string n in columnNames2)
{
this.DT_RtnOrder.Columns.Add(n, typeof(String));
}
//建立主键
this.DT_RtnOrder.PrimaryKey = new DataColumn[] { DT_RtnOrder.Columns["报单引用"], DT_RtnOrder.Columns["会话标识"], DT_RtnOrder.Columns["前置机标识"] };
this.GridView_RtnOrder.DataSource = DT_RtnOrder;
this.GridView_RtnOrder.Columns["会话标识"].Visible = false;
this.GridView_RtnOrder.Columns["报单编号"].Visible = false;
this.GridView_RtnOrder.Columns["报单引用"].Visible = false;
this.GridView_RtnOrder.Columns["前置机标识"].Visible = false;
this.GridView_RtnOrder.Columns["报单状态"].Visible = false;
this.GridView_RtnOrder.Columns["交易所"].Visible = false;
#endregion
#region GridView持仓查询通知
string[] columnNames3 = { "合约代码", "开仓日期", "交易日", "持仓类型", "买卖", "数量", "开仓价", "投机标志", "成交编号", "结算编号", "成交类型", "昨结算价", "结算价", "平仓量", "平仓金额" };
foreach (string n in columnNames3)
{
this.DT_InvestorPositionDetail.Columns.Add(n, typeof(String));
}
//建立主键
//this.sDT_InvestorPositionDetail.PrimaryKey = new DataColumn[] { sDT_InvestorPositionDetail.Columns["合约代码"] };
this.GridView_InvestorPositionDetail.DataSource = DT_InvestorPositionDetail;
this.GridView_InvestorPositionDetail.Columns["结算编号"].Visible = false;
this.GridView_InvestorPositionDetail.Columns["开仓日期"].Visible = false;
this.GridView_InvestorPositionDetail.Columns["交易日"].Visible = false;
this.GridView_InvestorPositionDetail.Columns["平仓量"].Visible = false;
this.GridView_InvestorPositionDetail.Columns["平仓金额"].Visible = false;
this.GridView_InvestorPositionDetail.Columns["成交编号"].Visible = false;
#endregion
}
/// <summary>
/// 点击连接按钮连接前置机
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void Button_Connect_Click(object sender, EventArgs e)
{
sTDAddress = this.TextBox_TDADDRESS.Text;
sMDAddress = this.TextBox_MDADDRESS.Text;
sBrokerID = this.TextBox_BrokerID.Text;
sUserID = this.TextBox_UserID.Text;
sPassword = this.TextBox_PassWord.Text;
sTableName = string.Empty;
#region 数据库初始化
//内存数据库打开
if (this.radioButton_MemDB.Checked && MemDB == null)
{
MemDB = new SQLiteBase.SQLiteBase();
}
else if (MemDB == null)
{
MemDB = new SQLiteBase.SQLiteBase("InstrmentDataBase.db");
}
MemDB.OpenDB();
#endregion
#region 交易初始化
CtpMDApi = new CTPMDAdapter("MDAPI", false);
CtpMDApi.OnFrontConnected += new FrontConnected(sCtpMdApi.OnFrontConnected);
CtpMDApi.OnFrontDisconnected += new FrontDisconnected(sCtpMdApi.OnFrontDisconnected);
CtpMDApi.OnHeartBeatWarning += new HeartBeatWarning(sCtpMdApi.OnHeartBeatWarning);
CtpMDApi.OnRspError += new RspError(sCtpMdApi.OnRspError);
CtpMDApi.OnRspSubMarketData += new RspSubMarketData(sCtpMdApi.OnRspSubMarketData);
CtpMDApi.OnRspUnSubMarketData += new RspUnSubMarketData(sCtpMdApi.OnRspUnSubMarketData);
CtpMDApi.OnRspUserLogin += new RspUserLogin(sCtpMdApi.OnRspUserLogin);
CtpMDApi.OnRspUserLogout += new RspUserLogout(sCtpMdApi.OnRspUserLogout);
CtpMDApi.OnRtnDepthMarketData += new RtnDepthMarketData(sCtpMdApi.OnRtnDepthMarketData);
//注册前置机
CtpMDApi.RegisterFront(sMDAddress);
//初始化
CtpMDApi.Init();
#endregion 交易初始化
#region 行情初始化
CtpTDApi = new CTPTDAdapter("TDAPI");
CtpTDApi.OnFrontConnected += new FrontConnected(sCtpTdApi.OnFrontConnected);
CtpTDApi.OnFrontDisconnected += new FrontDisconnected(sCtpTdApi.OnFrontDisconnected);
CtpTDApi.OnHeartBeatWarning += new HeartBeatWarning(sCtpTdApi.OnHeartBeatWarning);
CtpTDApi.OnRspError += new RspError(sCtpTdApi.OnRspError);
CtpTDApi.OnRspUserLogin += new RspUserLogin(sCtpTdApi.OnRspUserLogin);
CtpTDApi.OnRspOrderAction += new RspOrderAction(sCtpTdApi.OnRspOrderAction);
CtpTDApi.OnRspOrderInsert += new RspOrderInsert(sCtpTdApi.OnRspOrderInsert);
CtpTDApi.OnRspQryInstrument += new RspQryInstrument(sCtpTdApi.OnRspQryInstrument);
CtpTDApi.OnRspQryInvestorPosition += new RspQryInvestorPosition(sCtpTdApi.OnRspQryInvestorPosition);
CtpTDApi.OnRspQryInvestorPositionDetail += new RspQryInvestorPositionDetail(sCtpTdApi.OnRspQryInvestorPositionDetail);
CtpTDApi.OnRspQryTradingAccount += new RspQryTradingAccount(sCtpTdApi.OnRspQryTradingAccount);
CtpTDApi.OnRspSettlementInfoConfirm += new RspSettlementInfoConfirm(sCtpTdApi.OnRspSettlementInfoConfirm);
CtpTDApi.OnRtnOrder += new RtnOrder(sCtpTdApi.OnRtnOrder);
CtpTDApi.OnRtnTrade += new RtnTrade(sCtpTdApi.OnRtnTrade);
//注册流
switch (comboBox_ResumeType.Text)
{
case "断线恢复":
CtpTDApi.SubscribePublicTopic(EnumTeResumeType.THOST_TERT_RESUME); // 注册公有流
CtpTDApi.SubscribePrivateTopic(EnumTeResumeType.THOST_TERT_RESUME); // 注册私有流
break;
case "当天全部":
CtpTDApi.SubscribePublicTopic(EnumTeResumeType.THOST_TERT_RESTART); // 注册公有流
CtpTDApi.SubscribePrivateTopic(EnumTeResumeType.THOST_TERT_RESTART); // 注册私有流
break;
default:
CtpTDApi.SubscribePublicTopic(EnumTeResumeType.THOST_TERT_QUICK); // 注册公有流
CtpTDApi.SubscribePrivateTopic(EnumTeResumeType.THOST_TERT_QUICK); // 注册私有流
break;
}
//注册前置机
CtpTDApi.RegisterFront(sTDAddress);
//初始化
CtpTDApi.Init();
#endregion 行情初始化
}
