int CSingleUser::OnRespone_ReqQryInvestorPosition(CTdxApi* pApi, RequestRespone_STRUCT* pRespone)
{
if (pRespone->pErr)
{
ErrorField* pField = (ErrorField*)m_msgQueue->new_block(sizeof(ErrorField));
pField->RawErrorID = pRespone->pErr->ErrCode;
strcpy(pField->Text, pRespone->pErr->ErrInfo);
strcpy(pField->Source, "OnRespone_ReqQryInvestorPosition");
m_msgQueue->Input_NoCopy(ResponeType::ResponeType_OnRtnError, m_msgQueue, m_pClass, 0, 0, pField, sizeof(ErrorField), nullptr, 0, nullptr, 0);
}
GFLB_STRUCT** ppRS = nullptr;
CharTable2GFLB(pRespone->ppFieldInfo, pRespone->ppResults, &ppRS, pRespone->Client);
int count = GetCountStructs((void**)ppRS);
for (int i = 0; i < count; ++i)
{
PositionField* pField = (PositionField*)m_msgQueue->new_block(sizeof(PositionField));
// 应当处理一下，可能一个账号对应的有多个，如信用账户
GFLB_2_PositionField(ppRS[i], pField);
m_msgQueue->Input_NoCopy(ResponeType::ResponeType_OnRspQryInvestorPosition, m_msgQueue, m_pClass, i == count - 1, 0, pField, sizeof(PositionField), nullptr, 0, nullptr, 0);
}
return 0;
}
int CSingleUser::OnRespone_ReqQryInvestor(CTdxApi* pApi, RequestRespone_STRUCT* pRespone)
{
if (pRespone->pErr)
{
ErrorField* pField = (ErrorField*)m_msgQueue->new_block(sizeof(ErrorField));
pField->RawErrorID = pRespone->pErr->ErrCode;
strcpy(pField->Text, pRespone->pErr->ErrInfo);
strcpy(pField->Source, "OnRespone_ReqQryInvestor");
m_msgQueue->Input_NoCopy(ResponeType::ResponeType_OnRtnError, m_msgQueue, m_pClass, 0, 0, pField, sizeof(ErrorField), nullptr, 0, nullptr, 0);
}
GDLB_STRUCT** ppRS = nullptr;
CharTable2GDLB(pRespone->ppFieldInfo, pRespone->ppResults, &ppRS, pRespone->Client);
int count = GetCountStructs((void**)ppRS);
if (count>0)
{
for (int i = 0; i < count; ++i)
{
InvestorField* pField = (InvestorField*)m_msgQueue->new_block(sizeof(InvestorField));
GDLB_2_InvestorField(ppRS[i], pField);
m_msgQueue->Input_NoCopy(ResponeType::ResponeType_OnRspQryInvestor, m_msgQueue, m_pClass, i == count - 1, 0, pField, sizeof(InvestorField), nullptr, 0, nullptr, 0);
}
m_msgQueue->Input_NoCopy(ResponeType::ResponeType_OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::ConnectionStatus_Done, 0, nullptr, 0, nullptr, 0, nullptr, 0);
}
return 0;
}
int CSingleUser::OnRespone_ReqUserLogin(CTdxApi* pApi, RequestRespone_STRUCT* pRespone)
{
if (pRespone->pErr)
{
RspUserLoginField* pField = (RspUserLoginField*)m_msgQueue->new_block(sizeof(RspUserLoginField));
pField->RawErrorID = pRespone->pErr->ErrCode;
strcpy(pField->Text, pRespone->pErr->ErrInfo);
m_msgQueue->Input_NoCopy(ResponeType::ResponeType_OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::ConnectionStatus_Disconnected, 0, pField, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
m_pApi->RemoveUser((CSingleUser*)pRespone->pUserData_Public);
}
else
{
m_msgQueue->Input_NoCopy(ResponeType::ResponeType_OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::ConnectionStatus_Logined, 0, nullptr, 0, nullptr, 0, nullptr, 0);
m_pApi->StartQueryThread();
}
// 查询股东列表，华泰证券可能一开始查会返回非知请求[1122]
GDLB_STRUCT** ppRS = nullptr;
CharTable2Login(pRespone->ppResults, &ppRS, pRespone->Client);
int count = GetCountStructs((void**)ppRS);
if (count > 0)
{
for (int i = 0; i < count; ++i)
{
InvestorField* pField = (InvestorField*)m_msgQueue->new_block(sizeof(InvestorField));
GDLB_2_InvestorField(ppRS[i], pField);
m_msgQueue->Input_NoCopy(ResponeType::ResponeType_OnRspQryInvestor, m_msgQueue, m_pClass, i == count - 1, 0, pField, sizeof(InvestorField), nullptr, 0, nullptr, 0);
}
m_msgQueue->Input_NoCopy(ResponeType::ResponeType_OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::ConnectionStatus_Done, 0, nullptr, 0, nullptr, 0, nullptr, 0);
}
return 0;
}
int CSingleUser::OnRespone_ReqQryTradingAccount(CTdxApi* pApi, RequestRespone_STRUCT* pRespone)
{
if (pRespone->pErr)
{
ErrorField* pField = (ErrorField*)m_msgQueue->new_block(sizeof(ErrorField));
pField->RawErrorID = pRespone->pErr->ErrCode;
strcpy(pField->Text, pRespone->pErr->ErrInfo);
strcpy(pField->Source, "OnRespone_ReqQryTradingAccount");
m_msgQueue->Input_NoCopy(ResponeType::ResponeType_OnRtnError, m_msgQueue, m_pClass, 0, 0, pField, sizeof(ErrorField), nullptr, 0, nullptr, 0);
}
//if (pRespone->ppResults == nullptr)
//{
// return;
//}
ZJYE_STRUCT** ppRS = nullptr;
CharTable2ZJYE(pRespone->ppFieldInfo, pRespone->ppResults, &ppRS, pRespone->Client);
int count = GetCountStructs((void**)ppRS);
for (int i = 0; i < count; ++i)
{
AccountField* pField = (AccountField*)m_msgQueue->new_block(sizeof(AccountField));
ZJYE_2_AccountField(ppRS[i], pField);
//// 可能资金账号查不出来，手工填上
//if (strlen(pField->AccountID) <= 0)
//{
// // 多账户会有问题
// strcpy(pField->AccountID, m_pApi->GetAccount());
//}
m_msgQueue->Input_NoCopy(ResponeType::ResponeType_OnRspQryTradingAccount, m_msgQueue, m_pClass, i == count - 1, 0, pField, sizeof(AccountField), nullptr, 0, nullptr, 0);
}
return 0;
}
int CTraderApi::OnResponse_Subscribe(CTdxApi* pApi, RequestResponse_STRUCT* pRespone)
{
HQ_STRUCT** ppRS = nullptr;
CharTable2HQ(pRespone->ppFieldInfo, pRespone->ppResults, &ppRS, pRespone->Client, m_msgQueue);
int count = GetCountStructs((void**)ppRS);
for (int i = 0; i < count; ++i)
{
DepthMarketDataNField* pField = (DepthMarketDataNField*)m_msgQueue->new_block(sizeof(DepthMarketDataNField)+sizeof(DepthField)* 10);
HQ_STRUCT* pDepthMarketData = ppRS[i];
strcpy(pField->InstrumentID, pDepthMarketData->ZQDM);
//pField->Exchange = JYSDM_2_ExchangeType(pDepthMarketData->JYSDM);
sprintf(pField->Symbol, "%s.%s", pField->InstrumentID, "");
// 交易时间
GetExchangeTime(time(nullptr), &pField->TradingDay, &pField->ActionDay, &pField->UpdateTime);
pField->LastPrice = pDepthMarketData->DQJ_;
//pField->Volume = 0;
//pField->Turnover = pDepthMarketData->Turnover;
//pField->OpenInterest = pDepthMarketData->OpenInterest;
//pField->AveragePrice = pDepthMarketData->AveragePrice;
pField->UpperLimitPrice = pDepthMarketData->ZTJG_;
pField->LowerLimitPrice = pDepthMarketData->DTJG_;
pField->PreClosePrice = pDepthMarketData->ZSJ_;
pField->OpenPrice = pDepthMarketData->JKJ_;
InitBidAsk(pField);
do
{
if (pDepthMarketData->BidSize1_ == 0)
break;
AddBid(pField, pDepthMarketData->BidPrice1_, pDepthMarketData->BidSize1_, 0);
if (pDepthMarketData->BidSize2_ == 0)
break;
AddBid(pField, pDepthMarketData->BidPrice2_, pDepthMarketData->BidSize2_, 0);
if (pDepthMarketData->BidSize3_ == 0)
break;
AddBid(pField, pDepthMarketData->BidPrice3_, pDepthMarketData->BidSize3_, 0);
if (pDepthMarketData->BidSize4_ == 0)
break;
AddBid(pField, pDepthMarketData->BidPrice4_, pDepthMarketData->BidSize4_, 0);
if (pDepthMarketData->BidSize5_ == 0)
break;
AddBid(pField, pDepthMarketData->BidPrice5_, pDepthMarketData->BidSize5_, 0);
} while (false);
do
{
if (pDepthMarketData->AskSize1_ == 0)
break;
AddAsk(pField, pDepthMarketData->AskPrice1_, pDepthMarketData->AskSize1_, 0);
if (pDepthMarketData->AskSize2_ == 0)
break;
AddAsk(pField, pDepthMarketData->AskPrice2_, pDepthMarketData->AskSize2_, 0);
if (pDepthMarketData->AskSize3_ == 0)
break;
AddAsk(pField, pDepthMarketData->AskPrice3_, pDepthMarketData->AskSize3_, 0);
if (pDepthMarketData->AskSize4_ == 0)
break;
AddAsk(pField, pDepthMarketData->AskPrice4_, pDepthMarketData->AskSize4_, 0);
if (pDepthMarketData->AskSize5_ == 0)
break;
AddAsk(pField, pDepthMarketData->AskPrice5_, pDepthMarketData->AskSize5_, 0);
} while (false);
m_msgQueue->Input_NoCopy(ResponseType::ResponseType_OnRtnDepthMarketData, m_msgQueue, m_pClass, 0, 0, pField, pField->Size, nullptr, 0, nullptr, 0);
}
return 0;
}
int CSingleUser::OnRespone_ReqQryTrade(CTdxApi* pApi, RequestRespone_STRUCT* pRespone)
{
ReqQueryData_STRUCT* pQuery = (ReqQueryData_STRUCT*)pRespone->pContent;
if (pRespone->pErr)
{
ErrorField* pField = (ErrorField*)m_msgQueue->new_block(sizeof(ErrorField));
pField->RawErrorID = pRespone->pErr->ErrCode;
strcpy(pField->Text, pRespone->pErr->ErrInfo);
strcpy(pField->Source, "OnRespone_ReqQryTrade");
m_msgQueue->Input_NoCopy(ResponeType::ResponeType_OnRtnError, m_msgQueue, m_pClass, 0, 0, pField, sizeof(ErrorField), nullptr, 0, nullptr, 0);
}
CJLB_STRUCT** ppRS = nullptr;
CharTable2CJLB(pRespone->ppFieldInfo, pRespone->ppResults, &ppRS, pRespone->Client);
// 操作前清空，按说之前已经清空过一次了
m_NewTradeList.clear();
if (ppRS)
{
// 利用成交编号的大小来判断正反序
if (!m_TradeListReverse)
{
int count = GetCountStructs((void**)ppRS);
if (count > 1)
{
// 转成数字的比较，是否会有非数字的情况出现？
long CJBH0 = atol(ppRS[0]->CJBH);
long CJBH1 = atol(ppRS[count - 1]->CJBH);
if (CJBH0 > CJBH1)
{
m_TradeListReverse = true;
}
}
}
int i = 0;
while (ppRS[i])
{
// 有部分券商，撤单也计成交了，真无语了，需要过滤
if (ppRS[i]->CJSL_ <= 0)
{
++i;
continue;
}
TradeField* pField = (TradeField*)m_msgQueue->new_block(sizeof(TradeField));
CJLB_2_TradeField(ppRS[i], pField);
pField->Date = ppRS[i]->CJRQ_ == 0 ? Today(0) : ppRS[i]->CJRQ_;//日期为0，重新赋值
if (m_TradeListReverse)
{
// 华泰查出来的表后生成的排第一，所以要处理一下
m_NewTradeList.push_front(pField);
}
else
{
m_NewTradeList.push_back(pField);
}
++i;
}
}
// 新查出来的反而少了，华泰有合并成交的情况，这种如何处理？
// 对同ID的需要累加，有发现累加不对应的，应当处理
// 同样条数的，也有可能其中的有变化，如何处理？
bool bTryMerge = false;
int OldTradeListCount = m_OldTradeList.size();
int NewTradeListCount = m_NewTradeList.size();
if (NewTradeListCount < OldTradeListCount)
{
// 行数变少了，应当是合并了
bTryMerge = true;
}
else if (OldTradeListCount == 0)
{
// 如果上一次的为空，不管这次查出来的是合并还是没有合并，都没有关系，当成没合并处理即可
}
else if (NewTradeListCount == OldTradeListCount)
{
// 行数不变，但有可能是其中的一条部分成交的更新，所以检查一下
double OldQty = GetTradeListQty(m_OldTradeList, m_OldTradeList.size());
double NewQty = GetTradeListQty(m_NewTradeList, m_NewTradeList.size());
if (NewQty != OldQty)
{
// 同样长度成交量发生了变化，可能是合并的列表其中一个新成交了
bTryMerge = true;
}
}
else
{
// 行数变多了，只要其中上次的部分有变化就需要检查一下
double OldQty = GetTradeListQty(m_OldTradeList, m_OldTradeList.size());
double NewQty = GetTradeListQty(m_NewTradeList, m_NewTradeList.size());
if (NewQty != OldQty)
{
bTryMerge = true;
}
}
if (bTryMerge)
{
// 合并列表的处理方法
// 如果上次是合并，这次就没有必要再生成一次了
if (m_OldTradeMap.size() == 0 || !m_LastIsMerge)
{
for (unordered_map<string, TradeField*>::iterator it = m_OldTradeMap.begin(); it != m_OldTradeMap.end(); ++it)
{
TradeField* pField = it->second;
delete[] pField;
}
m_OldTradeMap.clear();
TradeList2TradeMap(m_OldTradeList, m_OldTradeMap);
}
TradeList2TradeMap(m_NewTradeList, m_NewTradeMap);
CompareTradeMapAndEmit(m_OldTradeMap, m_NewTradeMap);
// 交换
for (unordered_map<string, TradeField*>::iterator it = m_OldTradeMap.begin(); it != m_OldTradeMap.end(); ++it)
{
TradeField* pField = it->second;
delete[] pField;
}
m_OldTradeMap.clear();
m_OldTradeMap = m_NewTradeMap;
m_NewTradeMap.clear();
m_LastIsMerge = true;
}
else
{
// 普通的处理方法
CompareTradeListAndEmit(m_OldTradeList, m_NewTradeList);
m_LastIsMerge = false;
}
if (pQuery->bAll)
{
int i = 0;
int count = m_NewTradeList.size();
for (list<TradeField*>::iterator it = m_NewTradeList.begin(); it != m_NewTradeList.end(); ++it)
{
TradeField* pField = *it;
m_msgQueue->Input_Copy(ResponeType::ResponeType_OnRspQryTrade, m_msgQueue, m_pClass, i == count - 1, 0, pField, sizeof(TradeField), nullptr, 0, nullptr, 0);
++i;
}
}
// 将老数据清理，防止内存泄漏
for (list<TradeField*>::iterator it = m_OldTradeList.begin(); it != m_OldTradeList.end(); ++it)
{
TradeField* pField = *it;
m_msgQueue->delete_block(pField);
}
// 做交换
m_OldTradeList.clear();
m_OldTradeList = m_NewTradeList;
m_NewTradeList.clear();
return 0;
}
