public abstract void OptionPositionQuery(QueryPara param, List <PositionBook> positionbook);
public override void OptionPositionQuery(QueryPara param, List <PositionBook> positionbook)
{
try
{
if (!islogon())
{
return;
}
#region packer
CT2Packer packer = new CT2Packer(2);
packer.BeginPack();
packer.AddField("user_token", Convert.ToSByte('S'), 512, 4);
packer.AddField("account_code", Convert.ToSByte('S'), 32, 4);
packer.AddField("combi_no", Convert.ToSByte('S'), 8, 4);
packer.AddField("stock_code", Convert.ToSByte('S'), 16, 4);
packer.AddStr(this.token);
packer.AddStr(param.fundcode);
packer.AddStr(param.portfolio);
packer.AddStr(param.securitycode);
packer.EndPack();
#endregion
int retcode = this.sendpacker(OptionFunction.PositionQuery, packer, false);
#region unpacker
CT2UnPacker unpacker = getCallbackData(retcode);
if (unpacker != null)
{
//更新持仓
positionbook.Clear();
while (unpacker.IsEOF() == 0)
{
PositionBook pbook = new PositionBook();
pbook.code = unpacker.GetStr("stock_code");
int pflag = unpacker.GetInt("position_flag");
if (pflag == 1)
{
pbook.positiondirection = PostionDerection.LONG;
}
else
{
pbook.positiondirection = PostionDerection.SHORT;
}
pbook.volume = unpacker.GetInt("enable_amount");
//可能存在volume<=0的bug，所以筛选出为正的
if (pbook.volume > 0)
{
positionbook.Add(pbook);
}
unpacker.Next();
}
}
else
{
MessageManager.GetInstance().Add(MessageType.Error, string.Format("持仓查询失败：{0}", param.securitycode));
}
#endregion
}
catch (Exception ex)
{
throw ex;
}
}
public abstract void OptionEntrustQuery(QueryPara param, List <EntrustBook> entrustbook);
public override void OptionEntrustQuery(QueryPara param, List <EntrustBook> entrustbook)
{
try
{
if (!islogon())
{
return;
}
#region packer
CT2Packer packer = new CT2Packer(2);
packer.BeginPack();
packer.AddField("user_token", Convert.ToSByte('S'), 512, 4);
packer.AddField("account_code", Convert.ToSByte('S'), 32, 4);
packer.AddField("combi_no", Convert.ToSByte('S'), 8, 4);
packer.AddField("stock_code", Convert.ToSByte('S'), 16, 4);
packer.AddStr(this.token);
packer.AddStr(param.fundcode);
packer.AddStr(param.portfolio);
packer.AddStr(param.securitycode);
packer.EndPack();
#endregion
int retcode = this.sendpacker(OptionFunction.EntrustQuery, packer, false);
#region unpacker
CT2UnPacker unpacker = getCallbackData(retcode);
if (unpacker != null)
{
//更新委托列表
entrustbook.Clear();
while (unpacker.IsEOF() == 0)
{
EntrustBook enbook = new EntrustBook();
enbook.code = unpacker.GetStr("stock_code");
enbook.batchno = unpacker.GetInt("batch_no");
enbook.entrustno = unpacker.GetInt("entrust_no");
enbook.price = unpacker.GetDouble("entrust_price");
enbook.message = unpacker.GetStr("withdraw_cause");
//委托
int entrustdirction = unpacker.GetInt("entrust_direction");
if (entrustdirction == 1)
{
enbook.tradedirection = TradeDirection.BUY;
}
else
{
enbook.tradedirection = TradeDirection.SELL;
}
//开平
int futuredirection = unpacker.GetInt("futures_direction");
if (futuredirection == 1)
{
enbook.futuredirection = FutureDirection.OPEN;
}
else
{
enbook.futuredirection = FutureDirection.COVER;
}
//剩余数量
int entrustvol = unpacker.GetInt("entrust_amount");
int dealvol = unpacker.GetInt("deal_amount");
enbook.volume = entrustvol - dealvol;
//委托状态
string entruststate = unpacker.GetStr("entrust_state"); //委托状态
switch (entruststate)
{
case "1": //未报
case "4": //已报
case "6": //部成
if (enbook.price > 0 && enbook.volume > 0)
{
entrustbook.Add(enbook);
}
break;
case "5": //废单
case "7": //已成
case "8": //部撤
case "9": //已撤
case "a": //待撤
case "A": //未撤
case "B": //待撤
case "C": //正撤
case "D": //撤认
case "E": //撤废
case "F": //已撤
break;
default:
break;
}
unpacker.Next();
}
}
else
{
MessageManager.GetInstance().Add(MessageType.Error, string.Format("委托查询失败：{0}", param.securitycode));
}
#endregion
}
catch (Exception ex)
{
throw ex;
}
}
