void CTraderApi::OnTrade(TradeField *pTrade, bool bFromQry) { PositionIDType positionId = { 0 }; sprintf(positionId, "%s:%s:%d:%d", pTrade->InstrumentID, pTrade->ExchangeID, TradeField_2_PositionSide(pTrade), pTrade->HedgeFlag); PositionField* pField = nullptr; unordered_map<string, PositionField*>::iterator it = m_id_platform_position.find(positionId); if (it == m_id_platform_position.end()) { pField = new PositionField(); memset(pField, 0, sizeof(PositionField)); strcpy(pField->InstrumentID, pTrade->InstrumentID); strcpy(pField->ExchangeID, pTrade->ExchangeID); pField->Side = TradeField_2_PositionSide(pTrade); pField->HedgeFlag = TSecurityFtdcHedgeFlagType_2_HedgeFlagType(pTrade->HedgeFlag); m_id_platform_position.insert(pair<string, PositionField*>(positionId, pField)); } else { pField = it->second; } if (pTrade->Side == OrderSide::Buy) { pField->Position += pTrade->Qty; pField->TdPosition += pTrade->Qty; } else { pField->Position -= pTrade->Qty; if (pTrade->OpenClose == OpenCloseType::CloseToday) { pField->TdPosition -= pTrade->Qty; } else { pField->YdPosition -= pTrade->Qty; // 如果昨天的被减成负数,从今天开始继续减 if (pField->YdPosition<0) { pField->TdPosition += pField->YdPosition; pField->YdPosition = 0; } } // 计算错误,直接重新查询 if (pField->Position < 0 || pField->TdPosition < 0 || pField->YdPosition < 0) { ReqQryInvestorPosition("", ""); return; } } XRespone(ResponeType::OnRspQryInvestorPosition, m_msgQueue, this, false, 0, pField, sizeof(PositionField), nullptr, 0, nullptr, 0); }
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(); } }