void CTraderApi::OnTrade(TradeField *pTrade, bool bFromQry)
{
PositionIDType positionId = { 0 };
sprintf(positionId, "%s:%s:%d:%d",
pTrade->InstrumentID, pTrade->ExchangeID, TradeField_2_PositionSide(pTrade), pTrade->HedgeFlag);
PositionField* pField = nullptr;
unordered_map<string, PositionField*>::iterator it = m_id_platform_position.find(positionId);
if (it == m_id_platform_position.end())
{
pField = new PositionField();
memset(pField, 0, sizeof(PositionField));
strcpy(pField->InstrumentID, pTrade->InstrumentID);
strcpy(pField->ExchangeID, pTrade->ExchangeID);
pField->Side = TradeField_2_PositionSide(pTrade);
pField->HedgeFlag = TSecurityFtdcHedgeFlagType_2_HedgeFlagType(pTrade->HedgeFlag);
m_id_platform_position.insert(pair<string, PositionField*>(positionId, pField));
}
else
{
pField = it->second;
}
if (pTrade->Side == OrderSide::Buy)
{
pField->Position += pTrade->Qty;
pField->TdPosition += pTrade->Qty;
}
else
{
pField->Position -= pTrade->Qty;
if (pTrade->OpenClose == OpenCloseType::CloseToday)
{
pField->TdPosition -= pTrade->Qty;
}
else
{
pField->YdPosition -= pTrade->Qty;
// 如果昨天的被减成负数，从今天开始继续减
if (pField->YdPosition<0)
{
pField->TdPosition += pField->YdPosition;
pField->YdPosition = 0;
}
}
// 计算错误，直接重新查询
if (pField->Position < 0 || pField->TdPosition < 0 || pField->YdPosition < 0)
{
ReqQryInvestorPosition("", "");
return;
}
}
XRespone(ResponeType::OnRspQryInvestorPosition, m_msgQueue, this, false, 0, pField, sizeof(PositionField), nullptr, 0, nullptr, 0);
}
void CTraderSpi::OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
std::cout << "--->>> " << "OnRspQryTradingAccount" << std::endl;
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
///请求查询投资者持仓
ReqQryInvestorPosition();
}
}
