public void OnRtnOrder_ <T>(T pOrder)
{
object obj = pOrder;
var rtnOrderField = (RtnOrderField)obj;
OrderReturnInforDataAny onOrderInfo = new OrderReturnInforDataAny
{
OrderCancelTime = rtnOrderField.CancelTime,
OrderInsertTime = rtnOrderField.InsertTime,
OrderUpdateTime = rtnOrderField.UpdateTime,
BrokerID = rtnOrderField.BrokerID,
Code = rtnOrderField.InstrumentID,
OrderDirection = ChangeDataTypeAny.GetDirectionType(rtnOrderField.Direction),
OrderExchangeID = ChangeDataTypeAny.GetExchangIDType(rtnOrderField.ExchangeID),
FrontID = rtnOrderField.FrontID,
OrderHedgeFlag = ChangeDataTypeAny.GetHedgeFlagType(rtnOrderField.CombHedgeFlag),
InvestorID = rtnOrderField.InvestorID,
OrderPrice = rtnOrderField.LimitPrice,
OrderOffsetFlag = ChangeDataTypeAny.GetOffsetFlagType(rtnOrderField.CombOffsetFlag),
OrderRef = rtnOrderField.OrderRef,
OrderStatus = ChangeDataTypeAny.GetOrderStatusType(rtnOrderField.OrderStatus),
OrderSysID = rtnOrderField.OrderSysID,
SessionID = rtnOrderField.SessionID,
OrderStatusMsg = rtnOrderField.StatusMsg,
TradingDay = rtnOrderField.TradingDay,
UserID = rtnOrderField.UserID,
VolumeTotal = rtnOrderField.VolumeTotal,
VolumeTotalOriginal = rtnOrderField.VolumeTotalOriginal,
VolumeTraded = rtnOrderField.VolumeTraded
};
//OnRtnOrder?.Invoke(this, onOrderInfo);
}
public void OnRtnTrade_ <T>(T pTrade)
{
object obj = pTrade;
var rtnTradeField = (RtnTradeField)obj;
TradeReturnInforDataAny tradeReturnInfor = new TradeReturnInforDataAny
{
BrokerID = rtnTradeField.BrokerID,
Code = rtnTradeField.InstrumentID,
InvestorID = rtnTradeField.InvestorID,
OrderRef = rtnTradeField.OrderRef,
OrderSysID = rtnTradeField.OrderSysID,
TradeOffsetFlag = ChangeDataTypeAny.GetOffsetFlagType(rtnTradeField.OffsetFlag),
TradeHedgeFlag = ChangeDataTypeAny.GetHedgeFlagType(rtnTradeField.HedgeFlag),
TradeDate = rtnTradeField.TradeDate,
TradeTime = rtnTradeField.TradeTime,
TradeDirection = ChangeDataTypeAny.GetDirectionType(rtnTradeField.Direction),
TradeExchangeID = ChangeDataTypeAny.GetExchangIDType(rtnTradeField.ExchangeID),
TradeID = rtnTradeField.TradeID,
TradePrice = rtnTradeField.Price,
TradeVolume = rtnTradeField.Volume,
TradingDay = rtnTradeField.TradingDay,
UserID = rtnTradeField.UserID,
};
}
