void CTraderApi::OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo, nRequestID, bIsLast))
{
OnTrade(pTrade);
}
}
void CTraderApi::OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
RspUserLoginField* pField = (RspUserLoginField*)m_msgQueue->new_block(sizeof(RspUserLoginField));
if (!IsErrorRspInfo(pRspInfo)
&&pRspUserLogin)
{
pField->TradingDay = GetDate(pRspUserLogin->tradeDate);
pField->LoginTime = GetTime(pRspUserLogin->lastLoginTime);
//sprintf(pField->SessionID, "%d:%d", pRspUserLogin->FrontID, pRspUserLogin->SessionID);
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Logined, 0, pField, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Done, 0, nullptr, 0, nullptr, 0, nullptr, 0);
// 记下登录信息，可能会用到
memcpy(&m_RspUserLogin,pRspUserLogin,sizeof(CThostFtdcRspUserLoginField));
m_nMaxOrderRef = atol(pRspUserLogin->localOrderNo);
// 自己发单时ID从1开始，不能从0开始
m_nMaxOrderRef = m_nMaxOrderRef>1 ? m_nMaxOrderRef:1;
}
else
{
pField->ErrorID = pRspInfo->ErrorID;
strncpy(pField->ErrorMsg, pRspInfo->ErrorMsg, sizeof(ErrorMsgType));
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Disconnected, 0, pField, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo, nRequestID, bIsLast))
{
if (pInstrument)
{
InstrumentField* pField = (InstrumentField*)m_msgQueue->new_block(sizeof(InstrumentField));
strcpy(pField->InstrumentID, pInstrument->instID);
strcpy(pField->ExchangeID, pInstrument->exchangeID);
strcpy(pField->Symbol, pInstrument->instID);
strcpy(pField->InstrumentName, pInstrument->name);
pField->Type = CThostFtdcInstrumentField_2_InstrumentType(pInstrument);
//pField->VolumeMultiple = pInstrument->VolumeMultiple;
pField->PriceTick = pInstrument->tick;
//strncpy(pField->ExpireDate, pInstrument->ExpireDate, sizeof(TThostFtdcDateType));
//pField->OptionsType = TThostFtdcOptionsTypeType_2_PutCall(pInstrument->OptionsType);
m_msgQueue->Input_NoCopy(ResponeType::OnRspQryInstrument, m_msgQueue, m_pClass, bIsLast, 0, pField, sizeof(InstrumentField), nullptr, 0, nullptr, 0);
}
else
{
m_msgQueue->Input_NoCopy(ResponeType::OnRspQryInstrument, m_msgQueue, m_pClass, bIsLast, 0, nullptr, 0, nullptr, 0, nullptr, 0);
}
}
}
void CTraderApi::OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo, nRequestID, bIsLast))
{
OnOrder(pOrder);
}
}
void CTraderApi::OnErrRtnOrderAction(CSecurityFtdcOrderActionField *pOrderAction, CSecurityFtdcRspInfoField *pRspInfo)
{
OrderIDType orderId = { 0 };
if (pOrderAction)
{
sprintf(orderId, "%d:%d:%s", pOrderAction->FrontID, pOrderAction->SessionID, pOrderAction->OrderRef);
}
else
{
IsErrorRspInfo("OnErrRtnOrderAction", pRspInfo, 0, true);
}
unordered_map<string, OrderField*>::iterator it = m_id_platform_order.find(orderId);
if (it == m_id_platform_order.end())
{
// 没找到？不应当，这表示出错了
//assert(false);
}
else
{
// 找到了，要更新状态
// 得使用上次的状态
OrderField* pField = it->second;
pField->ExecType = ExecType::ExecType_CancelReject;
pField->RawErrorID = pRspInfo->ErrorID;
strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(Char256Type));
m_msgQueue->Input_Copy(ResponeType::ResponeType_OnRtnOrder, m_msgQueue, m_pClass, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnErrRtnOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurityFtdcRspInfoField *pRspInfo)
{
OrderIDType orderId = { 0 };
if (pInputOrder)
{
sprintf(orderId, "%d:%d:%s", m_RspUserLogin.FrontID, m_RspUserLogin.SessionID, pInputOrder->OrderRef);
}
else
{
IsErrorRspInfo("OnErrRtnOrderInsert", pRspInfo, 0, true);
}
unordered_map<string, OrderField*>::iterator it = m_id_platform_order.find(orderId);
if (it == m_id_platform_order.end())
{
// 没找到？不应当，这表示出错了
//assert(false);
// LTS在开始连接时也会收到此回报，无语啊
}
else
{
// 找到了，要更新状态
// 得使用上次的状态
OrderField* pField = it->second;
strcpy(pField->ID, orderId);
strcpy(pField->LocalID, pField->ID);
pField->ExecType = ExecType::ExecType_Rejected;
pField->Status = OrderStatus::OrderStatus_Rejected;
pField->RawErrorID = pRspInfo->ErrorID;
strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(Char256Type));
m_msgQueue->Input_Copy(ResponeType::ResponeType_OnRtnOrder, m_msgQueue, m_pClass, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
RspUserLoginField field = { 0 };
if (!IsErrorRspInfo(pRspInfo)
&&pRspUserLogin)
{
strncpy(field.TradingDay, pRspUserLogin->tradeDate, sizeof(DateType));
strncpy(field.LoginTime, pRspUserLogin->lastLoginTime, sizeof(TimeType));
//sprintf(field.SessionID, "%d:%d", pRspUserLogin->FrontID, pRspUserLogin->SessionID);
XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Logined, 0, &field, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Done, 0, nullptr, 0, nullptr, 0, nullptr, 0);
// 记下登录信息，可能会用到
memcpy(&m_RspUserLogin,pRspUserLogin,sizeof(CThostFtdcRspUserLoginField));
m_nMaxOrderRef = atol(pRspUserLogin->localOrderNo);
// 自己发单时ID从1开始，不能从0开始
m_nMaxOrderRef = m_nMaxOrderRef>1 ? m_nMaxOrderRef:1;
}
else
{
field.ErrorID = pRspInfo->ErrorID;
strncpy(field.ErrorMsg, pRspInfo->ErrorMsg, sizeof(pRspInfo->ErrorMsg));
XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Disconnected, 0, &field, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
}
if (bIsLast)
ReleaseRequestMapBuf(nRequestID);
}
void CTraderApi::OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
IsErrorRspInfo(pRspInfo, nRequestID, bIsLast);
if (bIsLast)
ReleaseRequestMapBuf(nRequestID);
}
void CTraderApi::OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo, nRequestID, bIsLast))
{
if (pInstrument)
{
InstrumentField field = { 0 };
strcpy(field.InstrumentID, pInstrument->instID);
strcpy(field.ExchangeID, pInstrument->exchangeID);
strcpy(field.Symbol, pInstrument->instID);
strcpy(field.InstrumentName, pInstrument->name);
field.Type = CThostFtdcInstrumentField_2_InstrumentType(pInstrument);
//field.VolumeMultiple = pInstrument->VolumeMultiple;
field.PriceTick = pInstrument->tick;
//strncpy(field.ExpireDate, pInstrument->ExpireDate, sizeof(TThostFtdcDateType));
//field.OptionsType = TThostFtdcOptionsTypeType_2_PutCall(pInstrument->OptionsType);
XRespone(ResponeType::OnRspQryInstrument, m_msgQueue, this, bIsLast, 0, &field, sizeof(InstrumentField), nullptr, 0, nullptr, 0);
}
else
{
XRespone(ResponeType::OnRspQryInstrument, m_msgQueue, this, bIsLast, 0, nullptr, 0, nullptr, 0, nullptr, 0);
}
}
if (bIsLast)
ReleaseRequestMapBuf(nRequestID);
}
///请求删除预埋撤单响应
void CtpTraderSpi::OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if( !IsErrorRspInfo(pRspInfo) && pParkedOrderAction)
{
}
if(bIsLast) SetEvent(g_hEvent);
}
///删除预埋单响应
void CtpTraderSpi::OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if( !IsErrorRspInfo(pRspInfo) && pRemoveParkedOrder)
{
}
if(bIsLast) SetEvent(g_hEvent);
}
void CtpTraderSpi::OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if( !IsErrorRspInfo(pRspInfo) && pBrokerTradingAlgos)
{
}
if(bIsLast) SetEvent(g_hEvent);
}
///期货发起银行资金转期货应答
void CtpTraderSpi::OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if( IsErrorRspInfo(pRspInfo) || (pReqTransfer==NULL))
{
ShowCbErrs(pRspInfo->ErrorMsg);
}
if(bIsLast) SetEvent(g_hEvent);
}
void CtpTraderSpi::OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo) && pTradingNotice)
{
}
if(bIsLast) SetEvent(g_hEvent);
}
///登出请求响应
void CtpMdSpi::OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if( !IsErrorRspInfo(pRspInfo) && pUserLogout)
{
}
if(bIsLast) SetEvent(g_hEvent);
}
///请求查询交易所调整保证金率响应
void CtpTraderSpi::OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if( !IsErrorRspInfo(pRspInfo) && pExchangeMarginRateAdjust )
{
}
if(bIsLast) SetEvent(g_hEvent);
}
///请求查询投资者品种/跨品种保证金响应
void CtpTraderSpi::OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if( !IsErrorRspInfo(pRspInfo) && pInvestorProductGroupMargin )
{
}
if(bIsLast) SetEvent(g_hEvent);
}
void MainTraderSpi::OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm,
CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
qDebug() << "<<<---" << "OnRspSettlementInfoConfirm:" << QThread::currentThreadId() <<endl;
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
emit SettlementInfoConfirmed();
}
}
void CTraderSpi::OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
std::cout << "--->>> " << "OnRspQryInstrument" << std::endl;
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
///请求查询合约
ReqQryTradingAccount();
}
}
void CTraderSpi::OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
std::cout << "--->>> " << "OnRspSettlementInfoConfirm" << std::endl;
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
///请求查询合约
ReqQryInstrument();
}
}
void CTraderSpi::OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
std::cout << "--->>> " << "OnRspQryInvestorPosition" << std::endl;
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
///报单录入请求
ReqOrderInsert();
}
}
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();
}
}
void Trader::OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
cout << "--->>> OnRspUserLogin" << endl;
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
m_sOrderRef = atoi(pRspUserLogin->MaxOrderRef) + 1;
ReqSettlementInfoConfirm();
}
}
void Trader::OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if( bIsLast && !IsErrorRspInfo(pRspInfo) && pTrade )
{
ostringstream oss;
oss << pTrade->TradeDate << ' ' << pTrade->TradeTime << ' ' << pTrade->Direction << ' ' << pTrade->InstrumentID << ' ' << pTrade->Price << ' ' << pTrade->Volume;
this->trade_records.push_back( oss.str() );
}
}
void CtpTradeSpi::OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder,
CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo) && pInputOrder){
SYNC_PRINT << "[Back Order]" << CommonUtils::StringFromStruct(*pInputOrder);
SYNC_PRINT << "[Trade] 回复 | 订单插入成功...订单引用:" << pInputOrder->OrderRef;
}
//if (bIsLast) SetEvent(g_tradehEvent);
}
void MainTraderSpi::OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction,
CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
qDebug() << "<<<---" << "OnRspOrderAction:" << QThread::currentThreadId() <<endl;
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
//emit rspOrderAciton();
}
}
void CtpTraderSpi::OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo) && pSettlementInfoConfirm)
{
//
}
if(bIsLast) SetEvent(g_hEvent);
}
void CtpTraderSpi::OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionDetail,
CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if( !IsErrorRspInfo(pRspInfo) && pInvestorPositionDetail)
{
}
if(bIsLast) SetEvent(g_hEvent);
}
void CTraderApi::OnRspQryTrade(CUstpFtdcTradeField *pTrade, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo, nRequestID, bIsLast))
{
OnTrade(pTrade);
}
if (bIsLast)
ReleaseRequestMapBuf(nRequestID);
}
void CTraderApi::OnRspQryOrder(CUstpFtdcOrderField *pOrder, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo, nRequestID, bIsLast))
{
OnOrder(pOrder);
}
if (bIsLast)
ReleaseRequestMapBuf(nRequestID);
}
