private void OnRspQryTrade_callback(object sender, ref TradeField trade, int size1, bool bIsLast) { if (null == OnRspQryTrade) { return; } TradeClass cls = null; if (size1 > 0) { TradeField field = trade; cls = new TradeClass(); cls.InstrumentName = field.InstrumentName(); cls.Symbol = field.Symbol; cls.InstrumentID = field.InstrumentID; cls.ExchangeID = field.ExchangeID; cls.ClientID = field.ClientID; cls.AccountID = field.AccountID; cls.Side = (int)field.Side; cls.Side_String = Enum <XAPI.OrderSide> .ToString(field.Side); cls.Qty = field.Qty; cls.Price = field.Price; cls.OpenClose = (int)field.OpenClose; cls.OpenClose_String = Enum <XAPI.OpenCloseType> .ToString(field.OpenClose); cls.HedgeFlag = (int)field.HedgeFlag; cls.HedgeFlag_String = Enum <XAPI.HedgeFlagType> .ToString(field.HedgeFlag); cls.Date = field.Date; cls.Time = field.Time; cls.ID = field.ID; cls.TradeID = field.TradeID; cls.ReserveInt32 = field.ReserveInt32; cls.ReserveChar64 = field.ReserveChar64; } if (null == OnRspQryTrade) { QueueData qd = new QueueData(); qd.Type = (int)ResponeType.OnRspQryTrade; qd.Type_String = Enum <XAPI.ResponeType> .ToString(ResponeType.OnRspQryTrade); qd.Sender = this; qd.Data1 = cls; qd.Data2 = size1; qd.Data3 = bIsLast; MessageQueue.Enqueue(qd); } else { OnRspQryTrade(this, ref cls, size1, bIsLast); } }
private void OnRtnTrade_callback(object sender, [In] ref TradeField trade) { if (null == OnRtnTrade) { return; } TradeField field = trade; TradeClass cls = new TradeClass(); cls.InstrumentName = field.InstrumentName(); cls.Symbol = field.Symbol; cls.InstrumentID = field.InstrumentID; cls.ExchangeID = field.ExchangeID; cls.ClientID = field.ClientID; cls.AccountID = field.AccountID; cls.Side = (int)field.Side; cls.Side_String = Enum <XAPI.OrderSide> .ToString(field.Side); cls.Qty = field.Qty; cls.Price = field.Price; cls.OpenClose = (int)field.OpenClose; cls.OpenClose_String = Enum <XAPI.OpenCloseType> .ToString(field.OpenClose); cls.HedgeFlag = (int)field.HedgeFlag; cls.HedgeFlag_String = Enum <XAPI.HedgeFlagType> .ToString(field.HedgeFlag); cls.Date = field.Date; cls.Time = field.Time; cls.ID = field.ID; cls.TradeID = field.TradeID; cls.ReserveInt32 = field.ReserveInt32; cls.ReserveChar64 = field.ReserveChar64; cls.PortfolioID1 = field.PortfolioID1; cls.PortfolioID2 = field.PortfolioID2; cls.PortfolioID3 = field.PortfolioID3; cls.Business = (int)field.Business; cls.Business_String = Enum <XAPI.BusinessType> .ToString(field.Business); if (null == OnRtnTrade) { QueueData qd = new QueueData(); qd.Type = (int)ResponseType.OnRtnTrade; qd.Type_String = Enum <XAPI.ResponseType> .ToString(ResponseType.OnRtnTrade); qd.Sender = this; qd.Data1 = cls; MessageQueue.Enqueue(qd); } else { OnRtnTrade(this, cls); } }
private void OnRspQryTrade_callback(object sender, ref TradeField trade, int size1, bool bIsLast) { if (null == OnRspQryTrade) return; TradeClass cls = null; if (size1 > 0) { TradeField field = trade; cls = new TradeClass(); cls.InstrumentName = field.InstrumentName(); cls.Symbol = field.Symbol; cls.InstrumentID = field.InstrumentID; cls.ExchangeID = field.ExchangeID; cls.ClientID = field.ClientID; cls.AccountID = field.AccountID; cls.Side = (int)field.Side; cls.Side_String = Enum<XAPI.OrderSide>.ToString(field.Side); cls.Qty = field.Qty; cls.Price = field.Price; cls.OpenClose = (int)field.OpenClose; cls.OpenClose_String = Enum<XAPI.OpenCloseType>.ToString(field.OpenClose); cls.HedgeFlag = (int)field.HedgeFlag; cls.HedgeFlag_String = Enum<XAPI.HedgeFlagType>.ToString(field.HedgeFlag); cls.Date = field.Date; cls.Time = field.Time; cls.ID = field.ID; cls.TradeID = field.TradeID; cls.ReserveInt32 = field.ReserveInt32; cls.ReserveChar64 = field.ReserveChar64; } if (null == OnRspQryTrade) { QueueData qd = new QueueData(); qd.Type = (int)ResponeType.OnRspQryTrade; qd.Type_String = Enum<XAPI.ResponeType>.ToString(ResponeType.OnRspQryTrade); qd.Sender = this; qd.Data1 = cls; qd.Data2 = size1; qd.Data3 = bIsLast; MessageQueue.Enqueue(qd); } else { OnRspQryTrade(this, ref cls, size1, bIsLast); } }
private void OnRtnTrade_callback(object sender, [In] ref TradeField trade) { if (null == OnRtnTrade) return; TradeField field = trade; TradeClass cls = new TradeClass(); cls.InstrumentName = field.InstrumentName(); cls.Symbol = field.Symbol; cls.InstrumentID = field.InstrumentID; cls.ExchangeID = field.ExchangeID; cls.ClientID = field.ClientID; cls.AccountID = field.AccountID; cls.Side = (int)field.Side; cls.Side_String = Enum<XAPI.OrderSide>.ToString(field.Side); cls.Qty = field.Qty; cls.Price = field.Price; cls.OpenClose = (int)field.OpenClose; cls.OpenClose_String = Enum<XAPI.OpenCloseType>.ToString(field.OpenClose); cls.HedgeFlag = (int)field.HedgeFlag; cls.HedgeFlag_String = Enum<XAPI.HedgeFlagType>.ToString(field.HedgeFlag); cls.Date = field.Date; cls.Time = field.Time; cls.ID = field.ID; cls.TradeID = field.TradeID; cls.ReserveInt32 = field.ReserveInt32; cls.ReserveChar64 = field.ReserveChar64; cls.PortfolioID1 = field.PortfolioID1; cls.PortfolioID2 = field.PortfolioID2; cls.PortfolioID3 = field.PortfolioID3; cls.Business = (int)field.Business; cls.Business_String = Enum<XAPI.BusinessType>.ToString(field.Business); if (null == OnRtnTrade) { QueueData qd = new QueueData(); qd.Type = (int)ResponseType.OnRtnTrade; qd.Type_String = Enum<XAPI.ResponseType>.ToString(ResponseType.OnRtnTrade); qd.Sender = this; qd.Data1 = cls; MessageQueue.Enqueue(qd); } else { OnRtnTrade(this, cls); } }