private void OnRspQryPosition(object sender, RspEventArgs e)
{
switch (sender.ToString())
{
case "ProgramTradeApi.XTradeSpi":
if (e.ErrorID == 0)
{
var pos = PositionDetail.CreateDetail((e as TypedRspEventArgs <CLRDFITCPositionInfoRtnField, CLRDFITCErrorRtnField>).Data);
if (pos.InstrumentID != "")
{
Positions.AddOrUpdate(pos.InstrumentID + pos.Direction, pos, (k, v) => v);
/*if (e.IsLast)
* {
* Thread.Sleep(500);
* eventPositionChanged?.Invoke(this, null);
* }*/
eventPositionChanged?.Invoke(pos, null);
}
}
else
{
var err = (e as TypedRspEventArgs <CLRDFITCPositionInfoRtnField, CLRDFITCErrorRtnField>).Error;
}
break;
}
}
public static PositionDetail CreateDetail(CLRDFITCMatchRtnField pos)
{
PositionDetail result = new PositionDetail();
switch (pos.exchangeID)
{
case "DCE":
result.ExchangeID = ExchangeID.DCE;
break;
case "CZCE":
result.ExchangeID = ExchangeID.CZCE;
break;
case "SHFE":
result.ExchangeID = ExchangeID.SHFE;
break;
case "CFFEX":
result.ExchangeID = ExchangeID.CFFEX;
break;
case "INE":
result.ExchangeID = ExchangeID.INE;
break;
}
result.InstrumentID = pos.instrumentID;
switch (pos.buySellType)
{
case (short)CLRDFITCBuySellType.SPD_BUY:
result.Direction = Direction.Buy;
break;
case (short)CLRDFITCBuySellType.SPD_SELL:
result.Direction = Direction.Sell;
break;
}
result.PositionPrice = pos.matchedPrice;
result.VolumeAll = pos.matchedAmount;
switch (pos.speculator)
{
case (int)CLRDFITCSpeculatorType.SPD_SPECULATOR:
result.Flag = Flag.Speculator;
break;
case (int)CLRDFITCSpeculatorType.SPD_HEDGE:
result.Flag = Flag.Hedge;
break;
case (int)CLRDFITCSpeculatorType.SPD_ARBITRAGE:
result.Flag = Flag.Arbitrage;
break;
}
return(result);
}
private void OnOrderDeal(object sender, RspEventArgs e)
{
switch (sender.ToString())
{
case "ProgramTradeApi.XTradeSpi":
PositionDetail odr = PositionDetail.CreateDetail((e as TypedRspEventArgs <CLRDFITCMatchRtnField, object>).Data);
try
{
Positions.AddOrUpdate(odr.InstrumentID + odr.Direction, odr, (k, v) => { return(v += odr); });
eventPositionChanged?.Invoke(this, null);
}
catch (Exception)
{
//deal exception
}
break;
}
}