C# (CSharp) QuantBox.CSharp2CTP CThostFtdcInstrumentField示例

示例#1

文件： CTPAPI.cs 项目： ForTrade/OpenQuant-CTP

 public void FireOnRspQryInstrument(CThostFtdcInstrumentField pInstrument)
 {
     if (null != OnRspQryInstrument)
     {
         OnRspQryInstrument(pInstrument);
     }
 }

示例#2

文件： APIProvider.CTP.cs 项目： fouvy/OpenQuant-CTP

        private void OnRspQryInstrument(IntPtr pTraderApi, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
        {
            if (0 == pRspInfo.ErrorID)
            {
#if CTP
                _dictInstruments[pInstrument.InstrumentID] = pInstrument;
#else
                //比较无语，测试平台上会显示很多无效数据，有关期货的还会把正确的数据给覆盖，所以临时这样处理
                if (pInstrument.ProductClass != TThostFtdcProductClassType.Futures)
                {
                    string symbol = GetYahooSymbol(pInstrument.InstrumentID, pInstrument.ExchangeID);
                    _dictInstruments[symbol] = pInstrument;

                    // 行情中可能没有交易所信息，这个容器用于容错处理
                    _dictInstruments2[pInstrument.InstrumentID] = symbol;
                }
#endif

                if (bIsLast)
                {
                    tdlog.Info("合约列表已经接收完成,共{0}条", _dictInstruments.Count);
                }
            }
            else
            {
                tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspQryInstrument:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
                EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInstrument:" + pRspInfo.ErrorMsg);
            }
        }

示例#3

文件： TraderApiWrapper.cs 项目： nanwsn/CTP

 private void OnRspQryInstrument_callback(IntPtr pTraderApi, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
 {
     if (null != OnRspQryInstrument)
     {
         OnRspQryInstrument(this, new OnRspQryInstrumentArgs(pTraderApi, ref pInstrument, ref pRspInfo, nRequestID, bIsLast));
     }
 }

示例#4

文件： CTP_code.cs 项目： vcfriend/OpenQuant

 void OnRspQryInstrument(CThostFtdcInstrumentField pInstrument)
 {
     Console.WriteLine("==合约列表");
     Console.WriteLine(pInstrument.LongMarginRatio);
     Console.WriteLine(pInstrument.ShortMarginRatio);
 }

示例#5

文件： CTPProvider.InstrumentProvider.cs 项目： jjgeneral/OpenQuant-CTP

 private static int SortCThostFtdcInstrumentField(CThostFtdcInstrumentField a1, CThostFtdcInstrumentField a2)
 {
     return a1.InstrumentID.CompareTo(a2.InstrumentID);
 }

示例#6

文件： CTPProvider.CTP.cs 项目： shalang/OpenQuant-CTP

 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)
         {
             tdlog.Info("合约列表已经接收完成,共{0}条",_dictInstruments.Count);
         }
     }
     else
     {
         tdlog.Error("nRequestID:{0},ErrorID:{1},OnRspQryInstrument:{2}", nRequestID, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
         EmitError(nRequestID, pRspInfo.ErrorID, "OnRspQryInstrument:" + pRspInfo.ErrorMsg);
     }
 }

示例#7

文件： EventArgs.cs 项目： fouvy/CTP

 public OnRspQryInstrumentArgs(IntPtr pTraderApi, ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
 {
     this.pTraderApi = pTraderApi;
     this.pInstrument = pInstrument;
     this.pRspInfo = pRspInfo;
     this.nRequestID = nRequestID;
     this.bIsLast = bIsLast;
 }

示例#8

文件： APIProvider.InstrumentProvider.cs 项目： ForTrade/OpenQuant-CTP

        /*
         * 上海证券交易所证券代码分配规则
         * http://www.docin.com/p-417422186.html
         * 
         * http://wenku.baidu.com/view/f2e9ddf77c1cfad6195fa706.html
         */
        private string GetSecurityType(CThostFtdcInstrumentField inst)
        {
            string securityType = FIXSecurityType.CommonStock;

            try
            {
                switch (inst.ProductClass)
                {
                    case TThostFtdcProductClassType.Futures:
                        securityType = FIXSecurityType.Future;
                        break;
                    case TThostFtdcProductClassType.Combination:
                        securityType = FIXSecurityType.MultiLegInstrument;//此处是否理解上有不同
                        break;
                    case TThostFtdcProductClassType.Options:
                        securityType = FIXSecurityType.FutureOption;
                        break;
#if CTPZQ
                case TThostFtdcProductClassType.StockA:
                case TThostFtdcProductClassType.StockB:
                    securityType = GetSecurityTypeStock(inst.ProductID, inst.InstrumentID);
                    break;
                case TThostFtdcProductClassType.ETF:
                case TThostFtdcProductClassType.ETFPurRed:
                    securityType = GetSecurityTypeETF(inst.ProductID, inst.InstrumentID);
                    break;
#endif
                    default:
                        securityType = FIXSecurityType.CommonStock;
                        break;
                }
                return securityType;
            }
            catch(Exception ex)
            {
                tdlog.Warn("合约:{0},字段内容:{1}", inst.InstrumentID, ex.Message);
            }

            return securityType;
        }

示例#9

文件： APIProvider.InstrumentProvider.cs 项目： fouvy/OpenQuant-CTP

        /*
         * 上海证券交易所证券代码分配规则
         * http://www.docin.com/p-417422186.html
         * 
         * http://wenku.baidu.com/view/f2e9ddf77c1cfad6195fa706.html
         */
        private string GetSecurityType(CThostFtdcInstrumentField inst)
        {
            string securityType = FIXSecurityType.NoSecurityType;
            switch (inst.ProductClass)
            {
                case TThostFtdcProductClassType.Futures:
                    securityType = FIXSecurityType.Future;
                    break;
                case TThostFtdcProductClassType.Combination:
                    securityType = FIXSecurityType.MultiLegInstrument;//此处是否理解上有不同
                    break;
                case TThostFtdcProductClassType.Options:
                    securityType = FIXSecurityType.Option;
                    break;
#if CTPZQ
                case TThostFtdcProductClassType.StockA:
                case TThostFtdcProductClassType.StockB:
                    securityType = GetSecurityTypeStock(inst.ProductID, inst.InstrumentID);
                    break;
                case TThostFtdcProductClassType.ETF:
                case TThostFtdcProductClassType.ETFPurRed:
                    securityType = GetSecurityTypeETF(inst.ProductID, inst.InstrumentID);
                    break;
#endif
                default:
                    securityType = FIXSecurityType.NoSecurityType;
                    break;
            }
            return securityType;
        }