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;
}
