void CTraderApi::OnTrade(TradeField *pTrade) { PositionIDType positionId = { 0 }; GetPositionID(positionId, pTrade->ExchangeID, pTrade->Symbol, (PositionSide)TradeField_2_PositionSide(pTrade)); PositionField* pField = nullptr; unordered_map<string, PositionField*>::iterator it = m_id_platform_position.find(positionId); if (it == m_id_platform_position.end()) { pField = (PositionField*)m_msgQueue->new_block(sizeof(PositionField)); strcpy(pField->Symbol, pTrade->InstrumentID); strcpy(pField->InstrumentID, pTrade->InstrumentID); strcpy(pField->ExchangeID, pTrade->ExchangeID); strcpy(pField->AccountID, pTrade->AccountID); pField->Side = (PositionSide)TradeField_2_PositionSide(pTrade); pField->HedgeFlag = pTrade->HedgeFlag; m_id_platform_position.insert(pair<string, PositionField*>(positionId, pField)); } else { pField = it->second; } if (pTrade->OpenClose == OpenCloseType::OpenCloseType_Open) { pField->Position += pTrade->Qty; pField->TodayPosition += pTrade->Qty; } else { pField->Position -= pTrade->Qty; if (pTrade->OpenClose == OpenCloseType::OpenCloseType_CloseToday) { pField->TodayPosition -= pTrade->Qty; } else { pField->HistoryPosition -= pTrade->Qty; // 如果昨天的被减成负数,从今天开始继续减 if (pField->HistoryPosition < 0) { pField->TodayPosition += pField->HistoryPosition; pField->HistoryPosition = 0; } } // 计算错误,直接重新查询 if (pField->Position < 0 || pField->TodayPosition < 0 || pField->HistoryPosition < 0) { //ReqQryInvestorPosition("", ""); ReqQueryField body = { 0 }; ReqQuery(QueryType::QueryType_ReqQryInvestorPosition, &body); return; } } m_msgQueue->Input_Copy(ResponseType::ResponseType_OnRspQryInvestorPosition, m_msgQueue, m_pClass, false, 0, pField, sizeof(PositionField), nullptr, 0, nullptr, 0); }
void CTraderApi::ReqQuery(QueryType type, ReqQueryField* pQuery) { ReqQueryData_STRUCT query = { 0 }; strcpy(query.KHH, pQuery->ClientID); strcpy(query.ZJZH, pQuery->ClientID);//通达信模拟上这样写是否会出问题 strcpy(query.GDDM, pQuery->AccountID); strcpy(query.ZQDM, pQuery->InstrumentID); sprintf_s(query.KSRQ,"%d",pQuery->DateStart); sprintf_s(query.ZZRQ, "%d", pQuery->DateEnd); query.bAll = pQuery->Int32ID == -1; //printf("===%d,%d", pQuery->Int32ID, query.bAll); switch (type) { case QueryType_ReqQryInstrument: break; case QueryType_ReqQryTradingAccount: query.requestType = REQUEST_ZJYE; break; case QueryType_ReqQryInvestorPosition: query.requestType = REQUEST_GFLB; break; case QueryType::QueryType_ReqQryOrder: query.requestType = REQUEST_DRWT; break; case QueryType::QueryType_ReqQryTrade: query.requestType = REQUEST_DRCJ; break; case QueryType_ReqQryQuote: break; case QueryType_ReqQryInstrumentCommissionRate: break; case QueryType_ReqQryInstrumentMarginRate: break; case QueryType_ReqQrySettlementInfo: break; case QueryType_ReqQryInvestor: query.requestType = REQUEST_GDLB; break; case QueryType_ReqQryHistoricalTicks: break; case QueryType_ReqQryHistoricalBars: break; default: break; } ReqQuery(&query); return; }