void CTraderApi::OnFrontConnected()
{
XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Connected, 0, nullptr, 0, nullptr, 0, nullptr, 0);
//连接成功后自动请求认证或登录
//if(m_szAuthCode.length()>0
// &&m_szUserProductInfo.length()>0)
//{
// //填了认证码就先认证
// ReqAuthenticate();
//}
//else
{
ReqUserLogin();
}
}
void CTraderApi::OnFrontConnected()
{
XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Connected, 0, nullptr, 0, nullptr, 0, nullptr, 0);
////连接成功后自动请求认证或登录
//if (strlen(m_ServerInfo.AuthCode)>0
// && strlen(m_ServerInfo.UserProductInfo)>0)
//{
// //填了认证码就先认证
// ReqAuthenticate();
//}
//else
//{
ReqUserLogin();
//}
}
void CTraderApi::OnTrade(CSecurityFtdcTradeField *pTrade, bool bFromQry)
{
if (nullptr == pTrade)
return;
TradeField* pField = new TradeField();
strncpy(pField->InstrumentID, pTrade->InstrumentID, sizeof(TSecurityFtdcInstrumentIDType));
strncpy(pField->ExchangeID, pTrade->ExchangeID, sizeof(TSecurityFtdcExchangeIDType));
pField->Side = TSecurityFtdcDirectionType_2_OrderSide(pTrade->Direction);
pField->Qty = pTrade->Volume;
pField->Price = atof(pTrade->Price);
pField->OpenClose = TSecurityFtdcOffsetFlagType_2_OpenCloseType(pTrade->OffsetFlag);
pField->HedgeFlag = TSecurityFtdcHedgeFlagType_2_HedgeFlagType(pTrade->HedgeFlag);
pField->Commission = 0;//TODO收续费以后要计算出来
strncpy(pField->Time, pTrade->TradeTime, sizeof(TSecurityFtdcTimeType));
strcpy(pField->TradeID, pTrade->TradeID);
OrderIDType orderSysId = { 0 };
sprintf(orderSysId, "%s:%s", pTrade->ExchangeID, pTrade->OrderSysID);
unordered_map<string, string>::iterator it = m_sysId_orderId.find(orderSysId);
if (it == m_sysId_orderId.end())
{
// 此成交找不到对应的报单
assert(false);
}
else
{
// 找到对应的报单
strcpy(pField->ID, it->second.c_str());
XRespone(ResponeType::OnRtnTrade, m_msgQueue, this, 0, 0, pField, sizeof(TradeField), nullptr, 0, nullptr, 0);
unordered_map<string, OrderField*>::iterator it2 = m_id_platform_order.find(it->second);
if (it2 == m_id_platform_order.end())
{
// 此成交找不到对应的报单
assert(false);
}
else
{
// 更新订单的状态
// 是否要通知接口
}
OnTrade(pField, bFromQry);
}
}
void CTraderApi::ReqQryUserInvestor()
{
if (nullptr == m_pApi)
return;
SRequest* pRequest = MakeRequestBuf(E_QryUserInvestorField);
if (pRequest)
{
XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Doing, 0, nullptr, 0, nullptr, 0, nullptr, 0);
CUstpFtdcQryUserInvestorField& body = pRequest->QryUserInvestorField;
strncpy(body.BrokerID, m_ServerInfo.BrokerID, sizeof(TUstpFtdcBrokerIDType));
strncpy(body.UserID, m_UserInfo.UserID, sizeof(TUstpFtdcInvestorIDType));
AddToSendQueue(pRequest);
}
}
void CTraderApi::Disconnect()
{
// 如果队列中有请求包，在后面又进行了Release,又回过头来发送，可能导致当了
StopThread();
if(m_pApi)
{
m_pApi->RegisterSpi(nullptr);
m_pApi->Release();
m_pApi = nullptr;
XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Disconnected, 0, nullptr, 0, nullptr, 0, nullptr, 0);
}
m_lRequestID = 0;//由于线程已经停止，没有必要用原子操作了
ReleaseRequestListBuf();
ReleaseRequestMapBuf();
}
void CTraderApi::ReqUserLogin()
{
if (nullptr == m_pApi)
return;
SRequest* pRequest = MakeRequestBuf(E_ReqUserLoginField);
if (pRequest)
{
XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Logining, 0, nullptr, 0, nullptr, 0, nullptr, 0);
CThostFtdcReqUserLoginField& body = pRequest->ReqUserLoginField;
strncpy(body.accountID, m_UserInfo.UserID, sizeof(TThostFtdcTraderIDType));
strncpy(body.password, m_UserInfo.Password, sizeof(TThostFtdcPasswordType));
body.loginType = BANKACC_TYPE;
AddToSendQueue(pRequest);
}
}
void CTraderApi::ReqUserLogin()
{
if (nullptr == m_pApi)
return;
SRequest* pRequest = MakeRequestBuf(E_ReqUserLoginField);
if (pRequest)
{
XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Logining, 0, nullptr, 0, nullptr, 0, nullptr, 0);
CUstpFtdcReqUserLoginField& body = pRequest->ReqUserLoginField;
strncpy(body.UserID, m_UserInfo.UserID, sizeof(TUstpFtdcInvestorIDType));
strncpy(body.BrokerID, m_ServerInfo.BrokerID, sizeof(TUstpFtdcBrokerIDType));
strncpy(body.Password, m_UserInfo.Password, sizeof(TUstpFtdcPasswordType));
strncpy(body.UserProductInfo, m_ServerInfo.UserProductInfo, sizeof(TUstpFtdcProductInfoType));
AddToSendQueue(pRequest);
}
}
void CTraderApi::OnErrRtnOrderAction(CSecurityFtdcOrderActionField *pOrderAction, CSecurityFtdcRspInfoField *pRspInfo)
{
OrderIDType orderId = { 0 };
sprintf(orderId, "%d:%d:%s", pOrderAction->FrontID, pOrderAction->SessionID, pOrderAction->OrderRef);
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::ExecCancelReject;
pField->ErrorID = pRspInfo->ErrorID;
strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(TSecurityFtdcErrorMsgType));
XRespone(ResponeType::OnRtnOrder, m_msgQueue, this, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnErrRtnQuoteInsert(CUstpFtdcInputQuoteField *pInputQuote, CUstpFtdcRspInfoField *pRspInfo)
{
OrderIDType quoteId = { 0 };
sprintf(quoteId, "%s:%s", m_RspUserLogin__.SessionID, pInputQuote->UserQuoteLocalID);
unordered_map<string, QuoteField*>::iterator it = m_id_platform_quote.find(quoteId);
if (it == m_id_platform_quote.end())
{
// 没找到？不应当，这表示出错了
assert(false);
}
else
{
QuoteField* pField = it->second;
//strcpy(pField->ID, quoteId);
pField->ExecType = ExecType::ExecRejected;
pField->Status = OrderStatus::Rejected;
pField->ErrorID = pRspInfo->ErrorID;
strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(TUstpFtdcErrorMsgType));
strcat(pField->Text, "OnErrRtnQuoteInsert");
XRespone(ResponeType::OnRtnQuote, m_msgQueue, this, 0, 0, pField, sizeof(QuoteField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnErrRtnOrderInsert(CUstpFtdcInputOrderField *pInputOrder, CUstpFtdcRspInfoField *pRspInfo)
{
OrderIDType orderId = { 0 };
sprintf(orderId, "%s:%s", m_RspUserLogin__.SessionID, pInputOrder->UserOrderLocalID);
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::ExecRejected;
pField->Status = OrderStatus::Rejected;
pField->ErrorID = pRspInfo->ErrorID;
strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(TUstpFtdcErrorMsgType));
strcat(pField->Text, "OnErrRtnOrderInsert");
XRespone(ResponeType::OnRtnOrder, m_msgQueue, this, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnRspOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
OrderIDType orderId = { 0 };
sprintf(orderId, "%d:%d:%s", m_RspUserLogin.FrontID, m_RspUserLogin.SessionID, pInputOrder->OrderRef);
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;
strcpy(pField->ID, orderId);
pField->ExecType = ExecType::ExecRejected;
pField->Status = OrderStatus::Rejected;
pField->ErrorID = pRspInfo->ErrorID;
strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(TSecurityFtdcErrorMsgType));
XRespone(ResponeType::OnRtnOrder, m_msgQueue, this, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnFrontConnected()
{
XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Connected, 0, nullptr, 0, nullptr, 0, nullptr, 0);
ReqUserLogin();
}
void CTraderApi::OnQuote(CUstpFtdcRtnQuoteField *pQuote)
{
if (nullptr == pQuote)
return;
OrderIDType quoteId = { 0 };
sprintf(quoteId, "%s:%s", m_RspUserLogin__.SessionID, pQuote->UserQuoteLocalID);
OrderIDType orderSydId = { 0 };
{
// 保存原始订单信息，用于撤单
unordered_map<string, CUstpFtdcRtnQuoteField*>::iterator it = m_id_api_quote.find(quoteId);
if (it == m_id_api_quote.end())
{
// 找不到此订单，表示是新单
CUstpFtdcRtnQuoteField* pField = new CUstpFtdcRtnQuoteField();
memcpy(pField, pQuote, sizeof(CUstpFtdcRtnQuoteField));
m_id_api_quote.insert(pair<string, CUstpFtdcRtnQuoteField*>(quoteId, pField));
}
else
{
// 找到了订单
// 需要再复制保存最后一次的状态，还是只要第一次的用于撤单即可？记下，这样最后好比较
CUstpFtdcRtnQuoteField* pField = it->second;
memcpy(pField, pQuote, sizeof(CUstpFtdcRtnQuoteField));
}
// 这个地方是否要进行其它处理？
// 保存SysID用于定义成交回报与订单
//sprintf(orderSydId, "%s:%s", pQuote->ExchangeID, pQuote->QuoteSysID);
//m_sysId_quoteId.insert(pair<string, string>(orderSydId, quoteId));
}
{
// 从API的订单转换成自己的结构体
QuoteField* pField = nullptr;
unordered_map<string, QuoteField*>::iterator it = m_id_platform_quote.find(quoteId);
if (it == m_id_platform_quote.end())
{
// 开盘时发单信息还没有，所以找不到对应的单子，需要进行Order的恢复
pField = new QuoteField();
memset(pField, 0, sizeof(QuoteField));
strcpy(pField->InstrumentID, pQuote->InstrumentID);
strcpy(pField->ExchangeID, pQuote->ExchangeID);
pField->AskQty = pQuote->AskVolume;
pField->AskPrice = pQuote->AskPrice;
pField->AskOpenClose = TUstpFtdcOffsetFlagType_2_OpenCloseType(pQuote->AskOffsetFlag);
pField->AskHedgeFlag = TUstpFtdcHedgeFlagType_2_HedgeFlagType(pQuote->AskHedgeFlag);
pField->BidQty = pQuote->BidVolume;
pField->BidPrice = pQuote->BidPrice;
pField->BidOpenClose = TUstpFtdcOffsetFlagType_2_OpenCloseType(pQuote->BidOffsetFlag);
pField->BidHedgeFlag = TUstpFtdcHedgeFlagType_2_HedgeFlagType(pQuote->BidHedgeFlag);
strcpy(pField->ID, quoteId);
strcpy(pField->AskOrderID, pQuote->AskOrderSysID);
strcpy(pField->BidOrderID, pQuote->BidOrderSysID);
//strncpy(pField->Text, pQuote->, sizeof(TThostFtdcErrorMsgType));
//pField->ExecType = ExecType::ExecNew;
pField->Status = CUstpFtdcRtnQuoteField_2_OrderStatus(pQuote);
pField->ExecType = ExecType::ExecNew;
// 添加到map中，用于其它工具的读取，撤单失败时的再通知等
m_id_platform_quote.insert(pair<string, QuoteField*>(quoteId, pField));
}
else
{
pField = it->second;
strcpy(pField->ID, quoteId);
strcpy(pField->AskOrderID, pQuote->AskOrderSysID);
strcpy(pField->BidOrderID, pQuote->BidOrderSysID);
pField->Status = CUstpFtdcRtnQuoteField_2_OrderStatus(pQuote);
pField->ExecType = CUstpFtdcRtnQuoteField_2_ExecType(pQuote);
}
XRespone(ResponeType::OnRtnQuote, m_msgQueue, this, 0, 0, pField, sizeof(QuoteField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnOrder(CUstpFtdcOrderField *pOrder)
{
if (nullptr == pOrder)
return;
OrderIDType orderId = { 0 };
sprintf(orderId, "%s:%s", m_RspUserLogin__.SessionID, pOrder->UserOrderLocalID);
//OrderIDType orderSydId = { 0 };
{
// 保存原始订单信息，用于撤单
unordered_map<string, CUstpFtdcOrderField*>::iterator it = m_id_api_order.find(orderId);
if (it == m_id_api_order.end())
{
// 找不到此订单，表示是新单
CUstpFtdcOrderField* pField = new CUstpFtdcOrderField();
memcpy(pField, pOrder, sizeof(CUstpFtdcOrderField));
m_id_api_order.insert(pair<string, CUstpFtdcOrderField*>(orderId, pField));
}
else
{
// 找到了订单
// 需要再复制保存最后一次的状态，还是只要第一次的用于撤单即可？记下，这样最后好比较
CUstpFtdcOrderField* pField = it->second;
memcpy(pField, pOrder, sizeof(CUstpFtdcOrderField));
}
//// 保存SysID用于定义成交回报与订单
//sprintf(orderSydId, "%s:%s", pOrder->ExchangeID, pOrder->OrderSysID);
//m_sysId_orderId.insert(pair<string, string>(orderSydId, orderId));
}
{
// 从API的订单转换成自己的结构体
OrderField* pField = nullptr;
unordered_map<string, OrderField*>::iterator it = m_id_platform_order.find(orderId);
if (it == m_id_platform_order.end())
{
// 开盘时发单信息还没有，所以找不到对应的单子，需要进行Order的恢复
pField = new OrderField();
memset(pField, 0, sizeof(OrderField));
strcpy(pField->ID, orderId);
strcpy(pField->InstrumentID, pOrder->InstrumentID);
strcpy(pField->ExchangeID, pOrder->ExchangeID);
pField->HedgeFlag = TUstpFtdcHedgeFlagType_2_HedgeFlagType(pOrder->HedgeFlag);
pField->Side = TUstpFtdcDirectionType_2_OrderSide(pOrder->Direction);
pField->Price = pOrder->LimitPrice;
pField->StopPx = pOrder->StopPrice;
//strcpy(pField->Text, pOrder->StatusMsg);
pField->OpenClose = TUstpFtdcOffsetFlagType_2_OpenCloseType(pOrder->OffsetFlag);
pField->Status = CUstpFtdcOrderField_2_OrderStatus(pOrder);
pField->Qty = pOrder->Volume;
pField->Type = CUstpFtdcOrderField_2_OrderType(pOrder);
pField->TimeInForce = CUstpFtdcOrderField_2_TimeInForce(pOrder);
pField->ExecType = ExecType::ExecNew;
strcpy(pField->OrderID, pOrder->OrderSysID);
strcat(pField->Text, "OnRtnOrder");
// 添加到map中，用于其它工具的读取，撤单失败时的再通知等
m_id_platform_order.insert(pair<string, OrderField*>(orderId, pField));
}
else
{
pField = it->second;
strcpy(pField->ID, orderId);
pField->LeavesQty = pOrder->VolumeRemain;
pField->Price = pOrder->LimitPrice;
pField->Status = CUstpFtdcOrderField_2_OrderStatus(pOrder);
pField->ExecType = CUstpFtdcOrderField_2_ExecType(pOrder);
strcpy(pField->OrderID, pOrder->OrderSysID);
strcat(pField->Text, "OnRtnOrder");
}
XRespone(ResponeType::OnRtnOrder, m_msgQueue, this, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
}
