private void _OnConnectionStatus(double double1, IntPtr ptr1, int size1)
{
ConnectionStatus status = (ConnectionStatus)double1;
// 连接状态更新
// 这种写法是为了解决多账号登录时，先进行Done然后再Logining或Doing的问题
if (ConnectionStatus.Disconnected == status ||
ConnectionStatus.Uninitialized == status)
{
IsConnected = false;
}
else if (ConnectionStatus.Done == status)
{
IsConnected = true;
}
RspUserLoginField obj = default(RspUserLoginField);
if (size1 > 0)
{
obj = PInvokeUtility.GetObjectFromIntPtr <RspUserLoginField>(ptr1);
UserLoginField = obj;
}
if (OnConnectionStatus_ != null)
{
OnConnectionStatus_(this, status, ref obj, size1);
}
}
private void _OnConnectionStatus(double double1, IntPtr ptr1, int size1)
{
ConnectionStatus status = (ConnectionStatus)double1;
// 连接状态更新
IsConnected = (ConnectionStatus.Done == status);
RspUserLoginField obj = default(RspUserLoginField);
switch (status)
{
case ConnectionStatus.Logined:
case ConnectionStatus.Disconnected:
case ConnectionStatus.Doing:
obj = PInvokeUtility.GetObjectFromIntPtr <RspUserLoginField>(ptr1);
UserLoginField = obj;
break;
default:
break;
}
if (OnConnectionStatus != null)
{
OnConnectionStatus(this, status, ref obj, size1);
}
}
private void _OnRtnQuoteRequest(IntPtr ptr1, int size1)
{
if (OnRtnQuoteRequest == null)
{
return;
}
QuoteRequestField obj = PInvokeUtility.GetObjectFromIntPtr <QuoteRequestField>(ptr1);
OnRtnQuoteRequest(this, ref obj);
}
private void _OnRspQryInstrument(IntPtr ptr1, int size1, double double1)
{
if (OnRspQryInstrument_ == null)
{
return;
}
InstrumentField obj = PInvokeUtility.GetObjectFromIntPtr <InstrumentField>(ptr1);
OnRspQryInstrument_(this, ref obj, size1, double1 != 0);
}
private void _OnRspQryInvestorPosition(IntPtr ptr1, int size1, double double1)
{
if (OnRspQryInvestorPosition_ == null)
{
return;
}
PositionField obj = PInvokeUtility.GetObjectFromIntPtr <PositionField>(ptr1);
OnRspQryInvestorPosition_(this, ref obj, size1, double1 != 0);
}
private void _OnRspQryQuote(IntPtr ptr1, int size1, double double1)
{
if (OnRspQryQuote_ == null)
{
return;
}
QuoteField obj = PInvokeUtility.GetObjectFromIntPtr <QuoteField>(ptr1);
OnRspQryQuote_(this, ref obj, size1, double1 != 0);
}
private void _OnLog(IntPtr ptr1)
{
if (OnLog_ == null)
{
return;
}
LogField obj = PInvokeUtility.GetObjectFromIntPtr <LogField>(ptr1);
OnLog_(this, ref obj);
}
private void _OnRtnError(IntPtr ptr1)
{
if (OnRtnError_ == null)
{
return;
}
ErrorField obj = PInvokeUtility.GetObjectFromIntPtr <ErrorField>(ptr1);
OnRtnError_(this, ref obj);
}
private void _OnRspQryHistoricalBars(IntPtr ptr1, int size1, IntPtr ptr2, int size2, double double1)
{
if (OnRspQryHistoricalBars == null)
{
return;
}
HistoricalDataRequestField obj = PInvokeUtility.GetObjectFromIntPtr <HistoricalDataRequestField>(ptr2);
OnRspQryHistoricalBars(this, ptr1, size1, ref obj, size2, double1 != 0);
}
private void _OnRspQrySettlementInfo(IntPtr ptr1, int size1, double double1)
{
if (OnRspQrySettlementInfo_ == null)
{
return;
}
SettlementInfoField obj = PInvokeUtility.GetObjectFromIntPtr <SettlementInfoField>(ptr1);
OnRspQrySettlementInfo_(this, ref obj, size1, double1 != 0);
}
private void _OnRtnTrade(IntPtr ptr1, int size1)
{
if (OnRtnTrade == null)
{
return;
}
TradeField obj = PInvokeUtility.GetObjectFromIntPtr <TradeField>(ptr1);
OnRtnTrade(this, ref obj);
}
private void _OnRtnOrder(IntPtr ptr1, int size1)
{
if (OnRtnOrder == null)
{
return;
}
OrderField obj = PInvokeUtility.GetObjectFromIntPtr <OrderField>(ptr1);
OnRtnOrder(this, ref obj);
}
private void _OnRspQryTradingAccount(IntPtr ptr1, int size1, double double1)
{
if (OnRspQryTradingAccount == null)
{
return;
}
AccountField obj = PInvokeUtility.GetObjectFromIntPtr <AccountField>(ptr1);
OnRspQryTradingAccount(this, ref obj, size1, double1 != 0);
}
private void OnRspQryHistoricalBars_callback(object sender, IntPtr pBars, int size1, ref HistoricalDataRequestField request, int size2, bool bIsLast)
{
int size = Marshal.SizeOf(typeof(BarField));
(sender as XApi).GetLog().Info("<--OnRspQryHistoricalBars:{0},{1},{2},{3}条", request.CurrentDate, request.InstrumentID, request.ExchangeID, size1 / size);
HistoricalDataRecord record;
if (!historicalDataRecords.TryGetValue(request.RequestId, out record))
{
return;
}
List <Bar> list = new List <Bar>();
for (int i = 0; i < size1 / size; ++i)
{
IntPtr ptr = (IntPtr)(pBars + size * i);
BarField obj = PInvokeUtility.GetObjectFromIntPtr <BarField>(ptr);
int Millisecond = 0;
DateTime dt = GetDateTime(obj.Date, obj.Time, Millisecond);
// 这地方应当加历史数据另存的地方才好
if (SaveToCsv)
{
LogEventInfo logEvent = new LogEventInfo(NLog.LogLevel.Trace, tickLog.Name, BarFieldToString(obj, dt));
// 用户可能需要按收到数据的合约与时间分目录或文件
logEvent.Properties[Symbol] = record.Request.Instrument.Symbol;
logEvent.Properties[Date] = request.CurrentDate.ToString();
logEvent.Properties[BarSize] = request.BarSize.ToString();
barLog.Log(logEvent);
}
if (FilterDateTime)
{
if (FilterDateTime_(record.Request, dt))
{
Bar b = new Bar(dt, dt.AddSeconds(record.Request.BarSize.Value), record.Request.Instrument.Id, record.Request.BarType.Value, record.Request.BarSize.Value,
obj.Open, obj.High, obj.Low, obj.Close, (long)obj.Volume, (long)obj.OpenInterest);
list.Add(b);
}
}
}
if (EmitHistoricalData)
{
HistoricalData data = new HistoricalData
{
RequestId = record.Request.RequestId,
Objects = list.ToArray(),
TotalNum = list.Count,
};
base.EmitHistoricalData(data);
}
if (bIsLast)
{
EmitHistoricalDataEnd(record.Request.RequestId, RequestResult.Completed, "");
}
}