public OnErrRtnOrderInsertArgs(IntPtr pTraderApi, ref CZQThostFtdcInputOrderField pInputOrder, ref CZQThostFtdcRspInfoField pRspInfo)
{
this.pTraderApi = pTraderApi;
this.pInputOrder = pInputOrder;
this.pRspInfo = pRspInfo;
}
public OnRspOrderInsertArgs(IntPtr pTraderApi, ref CZQThostFtdcInputOrderField pInputOrder, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pInputOrder = pInputOrder;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
private void OnRspOrderInsert(IntPtr pTraderApi, ref CZQThostFtdcInputOrderField pInputOrder, ref CZQThostFtdcRspInfoField 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 (OutputLogToConsole)
{
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, CZQThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
private void OnRspOrderInsert_callback(IntPtr pTraderApi, ref CZQThostFtdcInputOrderField pInputOrder, ref CZQThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspOrderInsert)
{
OnRspOrderInsert(this, new OnRspOrderInsertArgs(pTraderApi, ref pInputOrder, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnErrRtnOrderInsert_callback(IntPtr pTraderApi, ref CZQThostFtdcInputOrderField pInputOrder, ref CZQThostFtdcRspInfoField pRspInfo)
{
if (null != OnErrRtnOrderInsert)
{
OnErrRtnOrderInsert(this, new OnErrRtnOrderInsertArgs(pTraderApi, ref pInputOrder, ref pRspInfo));
}
}
private void OnErrRtnOrderInsert(IntPtr pTraderApi, ref CZQThostFtdcInputOrderField pInputOrder, ref CZQThostFtdcRspInfoField pRspInfo)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
tdlog.Error("交易所回应：{0},{1},开平{2},价{3},原量{4},引用{5},{6}#{7}",
pInputOrder.InstrumentID, pInputOrder.Direction, pInputOrder.CombOffsetFlag, pInputOrder.LimitPrice,
pInputOrder.VolumeTotalOriginal,
pInputOrder.OrderRef, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
order.Text = string.Format("{0}|{1}#{2}", order.Text.Substring(0, Math.Min(order.Text.Length, 64)), pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//没得办法，这样全撤了状态就唯一了
Dictionary<string, CZQThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}