private void OnRspQryInvestorPosition(IntPtr pTraderApi, ref CThostFtdcInvestorPositionField pInvestorPosition, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
_dbInMemInvestorPosition.InsertOrReplace(
pInvestorPosition.InstrumentID,
pInvestorPosition.PosiDirection,
pInvestorPosition.HedgeFlag,
pInvestorPosition.PositionDate,
pInvestorPosition.Position);
timerPonstion.Enabled = false;
timerPonstion.Enabled = true;
}
else
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInvestorPosition:" + pRspInfo.ErrorMsg);
}
private void OnRspQryTradingAccount(IntPtr pTraderApi, ref CThostFtdcTradingAccountField pTradingAccount, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLastt)
{
if (0 == pRspInfo.ErrorID)
{
m_TradingAccount = pTradingAccount;
//有资金信息过来了，重新计时
timerAccount.Enabled = false;
timerAccount.Enabled = true;
}
else
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryTradingAccount:" + pRspInfo.ErrorMsg);
}
private void OnRspOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
if (OutputLog)
{
Console.WriteLine("CTP回应：{0},{1},开平{2},价{3},原量{4},引用{5},{6}",
pInputOrder.InstrumentID, pInputOrder.Direction, pInputOrder.CombOffsetFlag, pInputOrder.LimitPrice,
pInputOrder.VolumeTotalOriginal,
pInputOrder.OrderRef, pRspInfo.ErrorMsg);
}
order.Text = string.Format("{0}|{1}", order.Text, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//这些地方没法处理混合报单
//没得办法，这样全撤了状态就唯一了
//但由于不知道在错单时是否会有报单回报，所以在这查一次，以防重复撤单出错
//找到对应的报单回应
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
private void OnRspQryInstrument(IntPtr pTraderApi, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (0 == pRspInfo.ErrorID)
{
_dictInstruments[pInstrument.InstrumentID] = pInstrument;
if (bIsLast)
{
Console.WriteLine(string.Format("TdApi:{0},合约列表已经接收完成",
Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff")));
}
}
else
EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInstrument:" + pRspInfo.ErrorMsg);
}
private void OnRspError(IntPtr pApi, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
EmitError(nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
}
private void OnRspOrderAction(IntPtr pTraderApi, ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
if (_OrderRef2Order.TryGetValue(string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrderAction.OrderRef), out order))
{
if (OutputLog)
{
Console.WriteLine("CTP回应：{0},价{1},变化量{2},引用{3},{4}",
pInputOrderAction.InstrumentID, pInputOrderAction.LimitPrice, pInputOrderAction.VolumeChange, pInputOrderAction.OrderRef,
pRspInfo.ErrorMsg);
}
order.Text = string.Format("{0}|{1}", order.Text, pRspInfo.ErrorMsg);
EmitCancelReject(order, order.Text);
}
}
private void OnDisconnect(IntPtr pApi, ref CThostFtdcRspInfoField pRspInfo, ConnectionStatus step)
{
if (m_pMdApi == pApi)//行情
{
Disconnect_MD();
if (isConnected)
{
EmitError((int)step, pRspInfo.ErrorID, "MdApi:" + pRspInfo.ErrorMsg + " 等待定时重试连接");
}
else
{
EmitError((int)step, pRspInfo.ErrorID, "MdApi:" + pRspInfo.ErrorMsg);
Console.WriteLine(string.Format("MdApi:{0},{1},{2}", Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff"), pRspInfo.ErrorID, pRspInfo.ErrorMsg));
}
}
else if (m_pTdApi == pApi)//交易
{
Disconnect_TD();
if (isConnected)//如果以前连成功，表示密码没有错，只是初始化失败，可以重试
{
EmitError((int)step, pRspInfo.ErrorID, "TdApi:" + pRspInfo.ErrorMsg + " 等待定时重试连接");
}
else
{
EmitError((int)step, pRspInfo.ErrorID, "TdApi:" + pRspInfo.ErrorMsg);
Console.WriteLine(string.Format("TdApi:{0},{1},{2}", Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff"), pRspInfo.ErrorID, pRspInfo.ErrorMsg));
}
}
if (!isConnected)//从来没有连接成功过，可能是密码错误，直接退出
{
_Disconnect(true);
}
else
{
ChangeStatus(ProviderStatus.Connecting);
}
}
private void OnRspOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
order.Text = string.Format("{0} {1}", order.Text, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//这些地方没法处理混合报单
//没得办法，这样全撤了状态就唯一了
//但由于不知道在错单时是否会有报单回报，所以在这查一次，以防重复撤单出错
//找到对应的报单回应
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
private void OnRspOrderAction(IntPtr pTraderApi, ref CThostFtdcInputOrderActionField pInputOrderAction, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
if (_OrderRef2Order.TryGetValue(string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrderAction.OrderRef), out order))
{
order.Text = string.Format("{0} {1}", order.Text, pRspInfo.ErrorMsg);
EmitCancelReject(order, order.Text);
}
}
private void OnErrRtnOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
order.Text = string.Format("{0} {1}", order.Text, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//没得办法，这样全撤了状态就唯一了
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
private void OnErrRtnOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
if (OutputLog)
{
Console.WriteLine("交易所回应：{0},{1},开平{2},价{3},原量{4},引用{5},{6}",
pInputOrder.InstrumentID, pInputOrder.Direction, pInputOrder.CombOffsetFlag, pInputOrder.LimitPrice,
pInputOrder.VolumeTotalOriginal,
pInputOrder.OrderRef, pRspInfo.ErrorMsg);
}
order.Text = string.Format("{0} {1}", order.Text, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//没得办法，这样全撤了状态就唯一了
Dictionary<string, CThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}