void CSingleUser::CheckThenQueryTrade(time_t _now)
{
if (_now > m_QueryTradeTime)
{
double _queryTime = QUERY_TIME_MAX;
m_QueryTradeTime = time(nullptr) + _queryTime;
OutputQueryTime(m_QueryTradeTime, _queryTime, "QueryTrade");
ReqQryTrade();
}
}
void CctpTrade::OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
OrderField f;
memset(&f, 0, sizeof(OrderField));
if (pOrder)
{
long id = atol(pOrder->OrderLocalID);
if (_id_order.find(id) == _id_order.end())
{
//f.AvgPrice = pOrder
f.Direction = pOrder->Direction == THOST_FTDC_D_Buy ? Buy : Sell;
switch (pOrder->CombHedgeFlag[0])
{
case THOST_FTDC_HF_Speculation:
f.Hedge = Speculation;
break;
case THOST_FTDC_HF_Arbitrage:
f.Hedge = Arbitrage;
break;
case THOST_FTDC_HF_Hedge:
f.Hedge = Hedge;
break;
}
switch (pOrder->Direction)
{
case THOST_FTDC_D_Buy:
f.Direction = Buy;
break;
default:
f.Direction = Sell;
break;
}
switch (pOrder->CombOffsetFlag[0])
{
case THOST_FTDC_OF_Open:
f.Offset = Open;
break;
case THOST_FTDC_OF_CloseToday:
f.Offset = CloseToday;
break;
case THOST_FTDC_OF_Close:
f.Offset = Close;
break;
}
strcpy_s(f.InsertTime, sizeof(f.InsertTime), pOrder->InsertTime);
strcpy_s(f.InstrumentID, sizeof(f.InstrumentID), pOrder->InstrumentID);
//strcpy_s(f.TradeTime, sizeof(f.TradeTime), pOrder->UpdateTime);
f.IsLocal = pOrder->SessionID == _session;
f.LimitPrice = pOrder->LimitPrice;
//即时返回委托编号,由上层处理
//if (strlen(pOrder->OrderRef) == 9) //以hhmmssfff格式的标识
// f.OrderID = atoi(pOrder->OrderRef);
//else
f.OrderID = atoi(pOrder->OrderLocalID);
switch (pOrder->OrderStatus)
{
case THOST_FTDC_OST_Canceled:
f.Status = Canceled;
break;
case THOST_FTDC_OST_AllTraded:
f.Status = Filled;
break;
case THOST_FTDC_OST_PartTradedQueueing:
f.Status = Partial;
break;
default:
f.Status = Normal;
break;
}
f.Volume = pOrder->VolumeTotalOriginal;
f.VolumeLeft = f.Volume; //需要计算均价用//2014.9.9注销
int len = string(pOrder->OrderRef).length(); //2014.9.22增加custom
if (len > 6)
{
for (int i = 0; i < 6; ++i)
{
f.Custom[i] = pOrder->OrderRef[len - 6 + i];
}
}
_id_order[f.OrderID] = f;
}
else
f = _id_order[id];
}
/*if (_OnRspQryOrder)
{
((DefOnRspQryOrder)_OnRspQryOrder)(&f, bIsLast);
}*/
if (bIsLast && !_started)
{
Sleep(1100);
if (_session == 0)
return;
ReqQryTrade();
}
}
