public static string ToFormattedString([In] this OrderField field)
{
return(string.Format("[InstrumentID={0};ExchangeID={1};Side={2};Qty={3};LeavesQty={4};Price={5};OpenClose={6};HedgeFlag={7};"
+ "LocalID={8};ID={9};OrderID={10};Date={11};Time={12};"
+ "Type={13};TimeInForce={14};Status={15};ExecType={16};"
+ "XErrorID={17};RawErrorID={18};Text={19}]",
field.InstrumentID, field.ExchangeID, Enum <OrderSide> .ToString(field.Side), field.Qty, field.LeavesQty, field.Price, Enum <OpenCloseType> .ToString(field.OpenClose), Enum <HedgeFlagType> .ToString(field.HedgeFlag),
field.LocalID, field.ID, field.OrderID, field.Date, field.Time,
Enum <OrderType> .ToString(field.Type), Enum <TimeInForce> .ToString(field.TimeInForce), Enum <OrderStatus> .ToString(field.Status), Enum <ExecType> .ToString(field.ExecType),
field.XErrorID, field.RawErrorID, field.Text()));
}
static void OnRtnOrder(object sender, ref OrderField order)
{
Console.WriteLine("AA " + order.Status + order.ExecType + order.Text() + "AA " + order.ID + "AA " + order.OrderID);
}
static void OnRtnOrder(object sender, ref OrderField order)
{
Console.WriteLine("AA " + order.Status + order.ExecType + order.Text() + "AA " + order.ID + "AA " + order.OrderID);
}
public void Process(ref OrderField order)
{
// 所有的成交信息都不处理，交给TradeField处理
if (order.ExecType == XAPI.ExecType.Trade)
return;
OrderRecord record;
switch (order.ExecType) {
case XAPI.ExecType.New:
if (this.pendingOrders.TryRemove(order.LocalID, out record)) {
this.workingOrders.Add(order.ID, record);
// 将LocalID更新为ID
this.orderIDs[record.Order.Id] = order.ID;
EmitExecutionReport(record, (SQ.ExecType)order.ExecType, (SQ.OrderStatus)order.Status);
}
break;
case XAPI.ExecType.Rejected:
if (this.pendingOrders.TryRemove(order.LocalID, out record))
{
orderIDs.Remove(record.Order.Id);
EmitExecutionReport(record, (SQ.ExecType)order.ExecType, (SQ.OrderStatus)order.Status, order.Text());
}
else if (this.workingOrders.TryGetValue(order.ID, out record)) {
// 比如说出现超出涨跌停时，先会到ProcessNew，所以得再多判断一次
workingOrders.Remove(order.ID);
orderIDs.Remove(record.Order.Id);
EmitExecutionReport(record, (SQ.ExecType)order.ExecType, (SQ.OrderStatus)order.Status, order.Text());
}
break;
case XAPI.ExecType.Cancelled:
if (this.workingOrders.TryGetValue(order.ID, out record)) {
workingOrders.Remove(order.ID);
orderIDs.Remove(record.Order.Id);
EmitExecutionReport(record, SQ.ExecType.ExecCancelled, SQ.OrderStatus.Cancelled);
}
else if (this.pendingOrders.TryRemove(order.LocalID, out record))
{
orderIDs.Remove(record.Order.Id);
EmitExecutionReport(record, (SQ.ExecType)order.ExecType, (SQ.OrderStatus)order.Status, order.Text());
}
break;
case XAPI.ExecType.PendingCancel:
if (this.workingOrders.TryGetValue(order.ID, out record)) {
EmitExecutionReport(record, SQ.ExecType.ExecPendingCancel, SQ.OrderStatus.PendingCancel);
}
break;
case XAPI.ExecType.CancelReject:
if (this.pendingCancels.TryRemove(order.ID, out record)) {
EmitExecutionReport(record, SQ.ExecType.ExecCancelReject, (SQ.OrderStatus)order.Status, order.Text());
}
break;
}
}