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TraderApi.cpp
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#include "stdafx.h"
#include "TraderApi.h"
#include "../include/QueueEnum.h"
#include "../include/QueueHeader.h"
#include "../include/ApiHeader.h"
#include "../include/ApiStruct.h"
#include "../include/toolkit.h"
#include "../QuantBox_Queue/MsgQueue.h"
#include "TypeConvert.h"
#include <cfloat>
#include <cstring>
#include <assert.h>
void* __stdcall Query(char type, void* pApi1, void* pApi2, double double1, double double2, void* ptr1, int size1, void* ptr2, int size2, void* ptr3, int size3)
{
// 由内部调用，不用检查是否为空
CTraderApi* pApi = (CTraderApi*)pApi2;
pApi->QueryInThread(type, pApi1, pApi2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3);
return nullptr;
}
void CTraderApi::QueryInThread(char type, void* pApi1, void* pApi2, double double1, double double2, void* ptr1, int size1, void* ptr2, int size2, void* ptr3, int size3)
{
int iRet = 0;
switch (type)
{
case E_Init:
iRet = _Init();
break;
case E_ReqUserLoginField:
iRet = _ReqUserLogin(type, pApi1, pApi2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3);
break;
case E_QryUserInvestorField:
iRet = _ReqQryUserInvestor(type, pApi1, pApi2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3);
break;
case E_QryInvestorAccountField:
iRet = _ReqQryInvestorAccount(type, pApi1, pApi2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3);
break;
case E_QryInvestorPositionField:
iRet = _ReqQryInvestorPosition(type, pApi1, pApi2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3);
break;
case E_QryInstrumentField:
iRet = _ReqQryInstrument(type, pApi1, pApi2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3);
break;
case E_QryOrderField:
iRet = _ReqQryOrder(type, pApi1, pApi2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3);
break;
case E_QryTradeField:
iRet = _ReqQryTrade(type, pApi1, pApi2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3);
break;
default:
break;
}
if (0 == iRet)
{
//返回成功，填加到已发送池
m_nSleep = 1;
}
else
{
m_msgQueue_Query->Input_Copy(type, pApi1, pApi2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3);
//失败，按4的幂进行延时，但不超过1s
m_nSleep *= 4;
m_nSleep %= 1023;
}
this_thread::sleep_for(chrono::milliseconds(m_nSleep));
}
CTraderApi::CTraderApi(void)
{
m_pApi = nullptr;
m_lRequestID = 0;
m_nSleep = 1;
// 自己维护两个消息队列
m_msgQueue = new CMsgQueue();
m_msgQueue_Query = new CMsgQueue();
m_msgQueue_Query->Register((void*)Query,this);
m_msgQueue_Query->StartThread();
}
CTraderApi::~CTraderApi(void)
{
Disconnect();
}
void CTraderApi::Register(void* pCallback, void* pClass)
{
m_pClass = pClass;
if (m_msgQueue == nullptr)
return;
m_msgQueue_Query->Register((void*)Query,this);
m_msgQueue->Register(pCallback,this);
if (pCallback)
{
m_msgQueue_Query->StartThread();
m_msgQueue->StartThread();
}
else
{
m_msgQueue_Query->StopThread();
m_msgQueue->StopThread();
}
}
bool CTraderApi::IsErrorRspInfo(CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
bool bRet = ((pRspInfo) && (pRspInfo->ErrorID != 0));
if (bRet)
{
ErrorField* pField = (ErrorField*)m_msgQueue->new_block(sizeof(ErrorField));
pField->ErrorID = pRspInfo->ErrorID;
strcpy(pField->ErrorMsg, pRspInfo->ErrorMsg);
m_msgQueue->Input_NoCopy(ResponeType::OnRtnError, m_msgQueue, m_pClass, bIsLast, 0, pField, sizeof(ErrorField), nullptr, 0, nullptr, 0);
}
return bRet;
}
bool CTraderApi::IsErrorRspInfo(CUstpFtdcRspInfoField *pRspInfo)
{
bool bRet = ((pRspInfo) && (pRspInfo->ErrorID != 0));
return bRet;
}
void CTraderApi::Connect(const string& szPath,
ServerInfoField* pServerInfo,
UserInfoField* pUserInfo)
{
m_szPath = szPath;
memcpy(&m_ServerInfo, pServerInfo, sizeof(ServerInfoField));
memcpy(&m_UserInfo, pUserInfo, sizeof(UserInfoField));
m_msgQueue_Query->Input_NoCopy(RequestType::E_Init, m_msgQueue_Query, this, 0, 0,
nullptr, 0, nullptr, 0, nullptr, 0);
}
int CTraderApi::_Init()
{
char *pszPath = new char[m_szPath.length() + 1024];
srand((unsigned int)time(nullptr));
sprintf(pszPath, "%s/%s/%s/Td/%d/", m_szPath.c_str(), m_ServerInfo.BrokerID, m_UserInfo.UserID, rand());
makedirs(pszPath);
m_pApi = CUstpFtdcTraderApi::CreateFtdcTraderApi(pszPath);
delete[] pszPath;
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Initialized, 0, nullptr, 0, nullptr, 0, nullptr, 0);
if (m_pApi)
{
m_pApi->RegisterSpi(this);
//添加地址
size_t len = strlen(m_ServerInfo.Address) + 1;
char* buf = new char[len];
strncpy(buf, m_ServerInfo.Address, len);
char* token = strtok(buf, _QUANTBOX_SEPS_);
while (token)
{
if (strlen(token)>0)
{
m_pApi->RegisterFront(token);
}
token = strtok(nullptr, _QUANTBOX_SEPS_);
}
delete[] buf;
if (m_ServerInfo.PublicTopicResumeType<ResumeType::Undefined)
m_pApi->SubscribePublicTopic((USTP_TE_RESUME_TYPE)m_ServerInfo.PublicTopicResumeType);
if (m_ServerInfo.PrivateTopicResumeType<ResumeType::Undefined)
m_pApi->SubscribePrivateTopic((USTP_TE_RESUME_TYPE)m_ServerInfo.PrivateTopicResumeType);
// 如果保留，成交回报会收两条
//if (m_ServerInfo.UserTopicResumeType<ResumeType::Undefined)
// m_pApi->SubscribeUserTopic((USTP_TE_RESUME_TYPE)m_ServerInfo.UserTopicResumeType);
//m_pApi->SubscribeForQuote(USTP_TERT_RESTART); //订阅询价
//初始化连接
m_pApi->Init();
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Connecting, 0, nullptr, 0, nullptr, 0, nullptr, 0);
}
return 0;
}
void CTraderApi::Disconnect()
{
if (m_msgQueue_Query)
{
m_msgQueue_Query->StopThread();
m_msgQueue_Query->Register(nullptr,nullptr);
m_msgQueue_Query->Clear();
delete m_msgQueue_Query;
m_msgQueue_Query = nullptr;
}
if (m_pApi)
{
m_pApi->RegisterSpi(nullptr);
m_pApi->Release();
m_pApi = nullptr;
// 全清理，只留最后一个
m_msgQueue->Clear();
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Disconnected, 0, nullptr, 0, nullptr, 0, nullptr, 0);
// 主动触发
m_msgQueue->Process();
}
if (m_msgQueue)
{
m_msgQueue->StopThread();
m_msgQueue->Register(nullptr,nullptr);
m_msgQueue->Clear();
delete m_msgQueue;
m_msgQueue = nullptr;
}
m_lRequestID = 0;
Clear();
}
void CTraderApi::Clear()
{
for (unordered_map<string, OrderField*>::iterator it = m_id_platform_order.begin(); it != m_id_platform_order.end(); ++it)
delete it->second;
m_id_platform_order.clear();
for (unordered_map<string, CUstpFtdcOrderField*>::iterator it = m_id_api_order.begin(); it != m_id_api_order.end(); ++it)
delete it->second;
m_id_api_order.clear();
for (unordered_map<string, QuoteField*>::iterator it = m_id_platform_quote.begin(); it != m_id_platform_quote.end(); ++it)
delete it->second;
m_id_platform_quote.clear();
//for (unordered_map<string, CUstpFtdcRtnQuoteField*>::iterator it = m_id_api_quote.begin(); it != m_id_api_quote.end(); ++it)
// delete it->second;
//m_id_api_quote.clear();
//for (unordered_map<string, PositionField*>::iterator it = m_id_platform_position.begin(); it != m_id_platform_position.end(); ++it)
// delete it->second;
//m_id_platform_position.clear();
}
void CTraderApi::OnFrontConnected()
{
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Connected, 0, nullptr, 0, nullptr, 0, nullptr, 0);
ReqUserLogin();
}
void CTraderApi::OnFrontDisconnected(int nReason)
{
RspUserLoginField* pField = (RspUserLoginField*)m_msgQueue->new_block(sizeof(RspUserLoginField));
//连接失败返回的信息是拼接而成，主要是为了统一输出
pField->ErrorID = nReason;
GetOnFrontDisconnectedMsg(nReason, pField->ErrorMsg);
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Disconnected, 0, pField, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
}
void CTraderApi::ReqUserLogin()
{
CUstpFtdcReqUserLoginField* pBody = (CUstpFtdcReqUserLoginField*)m_msgQueue_Query->new_block(sizeof(CUstpFtdcReqUserLoginField));
strncpy(pBody->UserID, m_UserInfo.UserID, sizeof(TUstpFtdcInvestorIDType));
strncpy(pBody->BrokerID, m_ServerInfo.BrokerID, sizeof(TUstpFtdcBrokerIDType));
strncpy(pBody->Password, m_UserInfo.Password, sizeof(TUstpFtdcPasswordType));
strncpy(pBody->UserProductInfo, m_ServerInfo.UserProductInfo, sizeof(TUstpFtdcProductInfoType));
m_msgQueue_Query->Input_NoCopy(RequestType::E_ReqUserLoginField, m_msgQueue_Query, this, 0, 0,
pBody, sizeof(CUstpFtdcReqUserLoginField), nullptr, 0, nullptr, 0);
}
int CTraderApi::_ReqUserLogin(char type, void* pApi1, void* pApi2, double double1, double double2, void* ptr1, int size1, void* ptr2, int size2, void* ptr3, int size3)
{
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Logining, 0, nullptr, 0, nullptr, 0, nullptr, 0);
return m_pApi->ReqUserLogin((CUstpFtdcReqUserLoginField*)ptr1, ++m_lRequestID);
}
void CTraderApi::OnRspUserLogin(CUstpFtdcRspUserLoginField *pRspUserLogin, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
RspUserLoginField* pField = (RspUserLoginField*)m_msgQueue->new_block(sizeof(RspUserLoginField));
if (!IsErrorRspInfo(pRspInfo)
&&pRspUserLogin)
{
pField->TradingDay = GetDate(pRspUserLogin->TradingDay);
pField->LoginTime = GetTime(pRspUserLogin->LoginTime);
//sprintf(pField->SessionID, "%d:%d", pRspUserLogin->FrontID, pRspUserLogin->SessionID);
memcpy(&m_RspUserLogin__, pField, sizeof(RspUserLoginField));
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Logined, 0, pField, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
// 记下登录信息，可能会用到
memcpy(&m_RspUserLogin,pRspUserLogin,sizeof(CUstpFtdcRspUserLoginField));
long long x = 0;
for (int i = 0; i<12; ++i)//这地方为何一定要用12
{
if (m_RspUserLogin.MaxOrderLocalID[i] == 0)
{
m_RspUserLogin.MaxOrderLocalID[i] = '0';
}
long long b = (m_RspUserLogin.MaxOrderLocalID[i] - '0');
x = x * 10L + b;
}
m_nMaxOrderRef = x + 1;
ReqQryUserInvestor();
}
else
{
pField->ErrorID = pRspInfo->ErrorID;
strcpy(pField->ErrorMsg, pRspInfo->ErrorMsg);
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Disconnected, 0, pField, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::ReqQryUserInvestor()
{
CUstpFtdcQryUserInvestorField* pBody = (CUstpFtdcQryUserInvestorField*)m_msgQueue_Query->new_block(sizeof(CUstpFtdcQryUserInvestorField));
strncpy(pBody->BrokerID, m_ServerInfo.BrokerID, sizeof(TUstpFtdcBrokerIDType));
strncpy(pBody->UserID, m_UserInfo.UserID, sizeof(TUstpFtdcUserIDType));
m_msgQueue_Query->Input_NoCopy(RequestType::E_QryUserInvestorField, m_msgQueue_Query, this, 0, 0,
pBody, sizeof(CUstpFtdcQryUserInvestorField), nullptr, 0, nullptr, 0);
}
int CTraderApi::_ReqQryUserInvestor(char type, void* pApi1, void* pApi2, double double1, double double2, void* ptr1, int size1, void* ptr2, int size2, void* ptr3, int size3)
{
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Doing, 0, nullptr, 0, nullptr, 0, nullptr, 0);
return m_pApi->ReqQryUserInvestor((CUstpFtdcQryUserInvestorField*)ptr1, ++m_lRequestID);
}
void CTraderApi::OnRspQryUserInvestor(CUstpFtdcRspUserInvestorField *pRspUserInvestor, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
RspUserLoginField* pField = (RspUserLoginField*)m_msgQueue->new_block(sizeof(RspUserLoginField));
if (!IsErrorRspInfo(pRspInfo)
&& pRspUserInvestor)
{
memcpy(&m_RspUserInvestor, pRspUserInvestor, sizeof(CUstpFtdcRspUserInvestorField));
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Done, 0, nullptr, 0, nullptr, 0, nullptr, 0);
if (m_ServerInfo.PrivateTopicResumeType > ResumeType::Restart
&& (m_ServerInfo.PrivateTopicResumeType<ResumeType::Undefined))
{
ReqQryOrder();
//ReqQryTrade();
//ReqQryQuote();
}
}
else
{
pField->ErrorID = pRspInfo->ErrorID;
strncpy(pField->ErrorMsg, pRspInfo->ErrorMsg, sizeof(ErrorMsgType));
m_msgQueue->Input_NoCopy(ResponeType::OnConnectionStatus, m_msgQueue, m_pClass, ConnectionStatus::Disconnected, 0, pField, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
}
}
int CTraderApi::ReqOrderInsert(
OrderField* pOrder,
int count,
OrderIDType* pInOut)
{
int OrderRef = -1;
if (nullptr == m_pApi)
return 0;
CUstpFtdcInputOrderField body = {0};
strcpy(body.BrokerID, m_RspUserInvestor.BrokerID);
strcpy(body.InvestorID, m_RspUserInvestor.InvestorID);
strcpy(body.UserID, m_RspUserInvestor.UserID);
strcpy(body.ExchangeID, "CFFEX");
body.MinVolume = 1;
body.ForceCloseReason = USTP_FTDC_FCR_NotForceClose;
body.IsAutoSuspend = 0;
//body.UserForceClose = 0;
//body.IsSwapOrder = 0;
//合约
strncpy(body.InstrumentID, pOrder->InstrumentID, sizeof(TUstpFtdcInstrumentIDType));
//买卖
body.Direction = OrderSide_2_TUstpFtdcDirectionType(pOrder->Side);
//开平
body.OffsetFlag = OpenCloseType_2_TUstpFtdcOffsetFlagType(pOrder->OpenClose);
//投保
body.HedgeFlag = HedgeFlagType_2_TUstpFtdcHedgeFlagType(pOrder->HedgeFlag);
//数量
body.Volume = (int)pOrder->Qty;
// 对于套利单，是用第一个参数的价格，还是用两个参数的价格差呢？
body.LimitPrice = pOrder->Price;
body.StopPrice = pOrder->StopPx;
// 市价与限价
switch (pOrder->Type)
{
case Market:
case Stop:
case MarketOnClose:
case TrailingStop:
body.OrderPriceType = USTP_FTDC_OPT_AnyPrice;
body.TimeCondition = USTP_FTDC_TC_IOC;
break;
case Limit:
case StopLimit:
case TrailingStopLimit:
default:
body.OrderPriceType = USTP_FTDC_OPT_LimitPrice;
body.TimeCondition = USTP_FTDC_TC_GFD;
break;
}
// IOC与FOK
switch (pOrder->TimeInForce)
{
case IOC:
body.TimeCondition = USTP_FTDC_TC_IOC;
body.VolumeCondition = USTP_FTDC_VC_AV;
break;
case FOK:
body.TimeCondition = USTP_FTDC_TC_IOC;
body.VolumeCondition = USTP_FTDC_VC_CV;
//body.MinVolume = body.VolumeTotalOriginal; // 这个地方必须加吗？
break;
default:
body.VolumeCondition = USTP_FTDC_VC_AV;
break;
}
long long nRet = 0;
{
//可能报单太快，m_nMaxOrderRef还没有改变就提交了
lock_guard<mutex> cl(m_csOrderRef);
if (OrderRef < 0)
{
nRet = m_nMaxOrderRef;
++m_nMaxOrderRef;
}
else
{
nRet = OrderRef;
}
sprintf(body.UserOrderLocalID, "%012lld", nRet);
//不保存到队列，而是直接发送
int n = m_pApi->ReqOrderInsert(&body, ++m_lRequestID);
if (n < 0)
{
nRet = n;
sprintf(m_orderInsert_Id, "%d", nRet);
}
else
{
// 用于各种情况下找到原订单，用于进行响应的通知
sprintf(m_orderInsert_Id, "%s:%012lld", m_RspUserLogin__.SessionID, nRet);
OrderField* pField = (OrderField*)m_msgQueue->new_block(sizeof(OrderField));
memcpy(pField, pOrder, sizeof(OrderField));
strcpy(pField->ID, m_orderInsert_Id);
m_id_platform_order.insert(pair<string, OrderField*>(m_orderInsert_Id, pField));
}
strncpy((char*)pInOut, m_orderInsert_Id, sizeof(OrderIDType));
}
return nRet;
}
void CTraderApi::OnRspOrderInsert(CUstpFtdcInputOrderField *pInputOrder, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
// 只要下单会就第一步到这，并不代表柜台拒绝
OrderIDType orderId = { 0 };
if (pInputOrder)
{
sprintf(orderId, "%s:%s", m_RspUserLogin__.SessionID, pInputOrder->UserOrderLocalID);
}
else
{
IsErrorRspInfo(pRspInfo, nRequestID, bIsLast);
}
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
{
if (pRspInfo->ErrorID == 0)
{
OrderField* pField = it->second;
pField->ExecType = ExecType::ExecNew;
pField->Status = OrderStatus::New;
pField->ErrorID = pRspInfo->ErrorID;
strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(ErrorMsgType));
strcat(pField->Text, "OnRspOrderInsert");
m_msgQueue->Input_Copy(ResponeType::OnRtnOrder, m_msgQueue, m_pClass, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
else
{
OrderField* pField = it->second;
pField->ExecType = ExecType::ExecRejected;
pField->Status = OrderStatus::Rejected;
pField->ErrorID = pRspInfo->ErrorID;
strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(ErrorMsgType));
strcat(pField->Text, "OnRspOrderInsert");
m_msgQueue->Input_Copy(ResponeType::OnRtnOrder, m_msgQueue, m_pClass, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
}
}
void CTraderApi::OnErrRtnOrderInsert(CUstpFtdcInputOrderField *pInputOrder, CUstpFtdcRspInfoField *pRspInfo)
{
OrderIDType orderId = { 0 };
if (pInputOrder)
{
sprintf(orderId, "%s:%s", m_RspUserLogin__.SessionID, pInputOrder->UserOrderLocalID);
}
else
{
IsErrorRspInfo(pRspInfo, 0, true);
}
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(ErrorMsgType));
strcat(pField->Text, "OnErrRtnOrderInsert");
m_msgQueue->Input_Copy(ResponeType::OnRtnOrder, m_msgQueue, m_pClass, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnRtnTrade(CUstpFtdcTradeField *pTrade)
{
OnTrade(pTrade);
}
int CTraderApi::ReqOrderAction(OrderIDType* szIds, int count, OrderIDType* pOutput)
{
unordered_map<string, CUstpFtdcOrderField*>::iterator it = m_id_api_order.find(szIds[0]);
if (it == m_id_api_order.end())
{
sprintf((char*)pOutput, "%d", -100);
return -100;
}
else
{
// 找到了订单
return ReqOrderAction(it->second, count, pOutput);
}
}
int CTraderApi::ReqOrderAction(CUstpFtdcOrderField *pOrder, int count, OrderIDType* pOutput)
{
if (nullptr == m_pApi)
return 0;
CUstpFtdcOrderActionField body = {0};
strcpy(body.BrokerID, pOrder->BrokerID);
strcpy(body.InvestorID, pOrder->InvestorID);
strcpy(body.UserID, pOrder->UserID);
///报单引用
strcpy(body.UserOrderLocalID, pOrder->UserOrderLocalID);
///交易所代码
strcpy(body.ExchangeID,pOrder->ExchangeID);
///报单编号
strcpy(body.OrderSysID,pOrder->OrderSysID);
///操作标志
body.ActionFlag = USTP_FTDC_AF_Delete;
int nRet = 0;
{
lock_guard<mutex> cl(m_csOrderRef);
sprintf(body.UserOrderActionLocalID, "%012lld", m_nMaxOrderRef);
++m_nMaxOrderRef;
nRet = m_pApi->ReqOrderAction(&body, ++m_lRequestID);
if (nRet < 0)
{
sprintf(m_orderAction_Id, "%d", nRet);
}
else
{
memset(m_orderAction_Id, 0, sizeof(OrderIDType));
}
}
strncpy((char*)pOutput, m_orderAction_Id, sizeof(OrderIDType));
return nRet;
}
void CTraderApi::OnRspOrderAction(CUstpFtdcOrderActionField *pOrderAction, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
OrderIDType orderId = { 0 };
if (pOrderAction)
{
sprintf(orderId, "%s:%s", m_RspUserLogin__.SessionID, pOrderAction->UserOrderLocalID);
}
else
{
IsErrorRspInfo(pRspInfo, nRequestID, bIsLast);
}
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
{
if (pRspInfo->ErrorID == 0)
{
OrderField* pField = it->second;
strcpy(pField->ID, orderId);
pField->ExecType = ExecType::ExecCancelled;
pField->Status = OrderStatus::Cancelled;
pField->ErrorID = pRspInfo->ErrorID;
strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(ErrorMsgType));
strcat(pField->Text, "OnRspOrderAction");
m_msgQueue->Input_Copy(ResponeType::OnRtnOrder, m_msgQueue, m_pClass, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
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::ExecCancelReject;
pField->ErrorID = pRspInfo->ErrorID;
strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(ErrorMsgType));
strcat(pField->Text, "OnRspOrderAction");
m_msgQueue->Input_Copy(ResponeType::OnRtnOrder, m_msgQueue, m_pClass, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
}
}
void CTraderApi::OnErrRtnOrderAction(CUstpFtdcOrderActionField *pOrderAction, CUstpFtdcRspInfoField *pRspInfo)
{
OrderIDType orderId = { 0 };
if (pOrderAction)
{
sprintf(orderId, "%s:%s", m_RspUserLogin__.SessionID, pOrderAction->UserOrderLocalID);
}
else
{
IsErrorRspInfo(pRspInfo, 0, true);
}
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::ExecCancelReject;
pField->ErrorID = pRspInfo->ErrorID;
strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(ErrorMsgType));
strcat(pField->Text, "OnErrRtnOrderAction");
m_msgQueue->Input_Copy(ResponeType::OnRtnOrder, m_msgQueue, m_pClass, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnRtnOrder(CUstpFtdcOrderField *pOrder)
{
OnOrder(pOrder);
}
//char* CTraderApi::ReqQuoteInsert(
// int QuoteRef,
// QuoteField* pQuote)
//{
// if (nullptr == m_pApi)
// return 0;
//
// CUstpFtdcInputQuoteField body = {0};
//
// strcpy(body.BrokerID, m_RspUserInvestor.BrokerID);
// strcpy(body.InvestorID, m_RspUserInvestor.InvestorID);
// strcpy(body.UserID, m_RspUserInvestor.UserID);
//
// //合约,目前只从订单1中取
// strncpy(body.InstrumentID, pQuote->InstrumentID, sizeof(TUstpFtdcInstrumentIDType));
// //开平
// body.AskOffsetFlag = OpenCloseType_2_TUstpFtdcOffsetFlagType(pQuote->AskOpenClose);
// body.BidOffsetFlag = OpenCloseType_2_TUstpFtdcOffsetFlagType(pQuote->BidOpenClose);
// //投保
// body.AskHedgeFlag = HedgeFlagType_2_TUstpFtdcHedgeFlagType(pQuote->AskHedgeFlag);
// body.BidHedgeFlag = HedgeFlagType_2_TUstpFtdcHedgeFlagType(pQuote->BidHedgeFlag);
//
// //价格
// body.AskPrice = pQuote->AskPrice;
// body.BidPrice = pQuote->BidPrice;
//
// //数量
// body.AskVolume = (int)pQuote->AskQty;
// body.BidVolume = (int)pQuote->BidQty;
//
// long long nRet = 0;
// {
// //可能报单太快，m_nMaxOrderRef还没有改变就提交了
// lock_guard<mutex> cl(m_csOrderRef);
//
// if (QuoteRef < 0)
// {
// nRet = m_nMaxOrderRef;
// sprintf(body.UserQuoteLocalID, "%012lld", m_nMaxOrderRef);
// sprintf(body.AskUserOrderLocalID, "%012lld", m_nMaxOrderRef);
// sprintf(body.BidUserOrderLocalID, "%012lld", ++m_nMaxOrderRef);
// ++m_nMaxOrderRef;
// }
// else
// {
// nRet = QuoteRef;
// sprintf(body.UserQuoteLocalID, "%012lld", QuoteRef);
// sprintf(body.AskUserOrderLocalID, "%012lld", QuoteRef);
// sprintf(body.BidUserOrderLocalID, "%012lld", ++QuoteRef);
// ++QuoteRef;
// }
//
// //不保存到队列，而是直接发送
// int n = m_pApi->ReqQuoteInsert(&body, ++m_lRequestID);
// if (n < 0)
// {
// nRet = n;
// return nullptr;
// }
// else
// {
// // 用于各种情况下找到原订单，用于进行响应的通知
// sprintf(m_orderInsert_Id, "%s:%012lld", m_RspUserLogin__.SessionID, nRet);
//
// QuoteField* pField = (QuoteField*)m_msgQueue->new_block(sizeof(QuoteField));
// memcpy(pField, pQuote, sizeof(QuoteField));
// strcpy(pField->ID, m_orderInsert_Id);
// strcpy(pField->AskID, m_orderInsert_Id);
// sprintf(pField->BidID, "%s:%012lld", m_RspUserLogin__.SessionID, nRet + 1);
//
// m_id_platform_quote.insert(pair<string, QuoteField*>(m_orderInsert_Id, pField));
// }
// }
//
// return m_orderInsert_Id;
//}
//
//void CTraderApi::OnRspQuoteInsert(CUstpFtdcInputQuoteField *pInputQuote, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
//{
// OrderIDType quoteId = { 0 };
// if (pInputQuote)
// {
// sprintf(quoteId, "%s:%s", m_RspUserLogin__.SessionID, pInputQuote->UserQuoteLocalID);
// }
// else
// {
// IsErrorRspInfo(pRspInfo, nRequestID, bIsLast);
// }
//
// 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
// {
// if (pRspInfo->ErrorID == 0)
// {
// QuoteField* pField = it->second;
// //strcpy(pField->ID, quoteId);
// pField->ExecType = ExecType::ExecNew;
// pField->Status = OrderStatus::New;
// pField->ErrorID = pRspInfo->ErrorID;
// strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(ErrorMsgType));
// strcat(pField->Text, "OnRspQuoteInsert");
// m_msgQueue->Input_Copy(ResponeType::OnRtnQuote, m_msgQueue, m_pClass, 0, 0, pField, sizeof(QuoteField), nullptr, 0, nullptr, 0);
// }
// 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(ErrorMsgType));
// strcat(pField->Text, "OnRspQuoteInsert");
// m_msgQueue->Input_Copy(ResponeType::OnRtnQuote, m_msgQueue, m_pClass, 0, 0, pField, sizeof(QuoteField), nullptr, 0, nullptr, 0);
// }
// }
//}
//
//void CTraderApi::OnErrRtnQuoteInsert(CUstpFtdcInputQuoteField *pInputQuote, CUstpFtdcRspInfoField *pRspInfo)
//{
// OrderIDType quoteId = { 0 };
// if (pInputQuote)
// {
// sprintf(quoteId, "%s:%s", m_RspUserLogin__.SessionID, pInputQuote->UserQuoteLocalID);
// }
// else
// {
// IsErrorRspInfo(pRspInfo, 0, true);
// }
//
// 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(ErrorMsgType));
// strcat(pField->Text, "OnErrRtnQuoteInsert");
// m_msgQueue->Input_Copy(ResponeType::OnRtnQuote, m_msgQueue, m_pClass, 0, 0, pField, sizeof(QuoteField), nullptr, 0, nullptr, 0);
// }
//}
//
//void CTraderApi::OnRtnQuote(CUstpFtdcRtnQuoteField *pQuote)
//{
// OnQuote(pQuote);
//}
//
//int CTraderApi::ReqQuoteAction(const string& szId)
//{
// unordered_map<string, CUstpFtdcRtnQuoteField*>::iterator it = m_id_api_quote.find(szId);
// if (it == m_id_api_quote.end())
// {
// //// <error id="QUOTE_NOT_FOUND" value="86" prompt="CTP:报价撤单找不到相应报价"/>
// return -100;
// }
// else
// {
// // 找到了订单
// ReqQuoteAction(it->second);
// }
// return 0;
//}
//
//int CTraderApi::ReqQuoteAction(CUstpFtdcRtnQuoteField *pQuote)
//{
// if (nullptr == m_pApi)
// return 0;
//
// CUstpFtdcQuoteActionField body = {0};
//
// strcpy(body.BrokerID, pQuote->BrokerID);
// strcpy(body.InvestorID, pQuote->InvestorID);
// strcpy(body.UserID, pQuote->UserID);
//
// ///报单引用
// strcpy(body.UserQuoteLocalID, pQuote->UserQuoteLocalID);
//
// ///交易所代码
// strcpy(body.ExchangeID, pQuote->ExchangeID);
// ///报单编号
// strcpy(body.QuoteSysID, pQuote->QuoteSysID);
// ///操作标志
// body.ActionFlag = USTP_FTDC_AF_Delete;
// ///合约代码
// int nRet = 0;
// {
// lock_guard<mutex> cl(m_csOrderRef);
// sprintf(body.UserQuoteActionLocalID, "%012lld", m_nMaxOrderRef);
// ++m_nMaxOrderRef;
// nRet = m_pApi->ReqQuoteAction(&body, ++m_lRequestID);
// }
//
// return nRet;
//}
//
//void CTraderApi::OnRspQuoteAction(CUstpFtdcQuoteActionField *pQuoteAction, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
//{
// OrderIDType quoteId = { 0 };
// if (pQuoteAction)
// {
// sprintf(quoteId, "%s:%s", m_RspUserLogin__.SessionID, pQuoteAction->UserQuoteLocalID);
// }
// else
// {
// IsErrorRspInfo(pRspInfo, nRequestID, bIsLast);
// }
//
// 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
// {
// if (pRspInfo->ErrorID == 0)
// {
// QuoteField* pField = it->second;
// strcpy(pField->ID, quoteId);
// pField->ExecType = ExecType::ExecCancelled;
// pField->Status = OrderStatus::Cancelled;
// pField->ErrorID = pRspInfo->ErrorID;
// strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(ErrorMsgType));
// strcat(pField->Text, "OnRspQuoteAction");
// m_msgQueue->Input_Copy(ResponeType::OnRtnQuote, m_msgQueue, m_pClass, 0, 0, pField, sizeof(QuoteField), nullptr, 0, nullptr, 0);
// }
// else
// {
// // 找到了，要更新状态
// // 得使用上次的状态
// QuoteField* pField = it->second;
// strcpy(pField->ID, quoteId);
// pField->ExecType = ExecType::ExecCancelReject;
// pField->ErrorID = pRspInfo->ErrorID;
// strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(ErrorMsgType));
// strcat(pField->Text, "OnRspQuoteAction");
// m_msgQueue->Input_Copy(ResponeType::OnRtnQuote, m_msgQueue, m_pClass, 0, 0, pField, sizeof(QuoteField), nullptr, 0, nullptr, 0);
// }
// }
//}
//
//void CTraderApi::OnErrRtnQuoteAction(CUstpFtdcQuoteActionField *pQuoteAction, CUstpFtdcRspInfoField *pRspInfo)
//{
// OrderIDType quoteId = { 0 };
// if (pQuoteAction)
// {
// sprintf(quoteId, "%s:%s", m_RspUserLogin__.SessionID, pQuoteAction->UserQuoteLocalID);
// }
// else
// {
// IsErrorRspInfo(pRspInfo, 0, true);
// }
//
// 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
// {
// // 找到了，要更新状态
// // 得使用上次的状态
// QuoteField* pField = it->second;
// strcpy(pField->ID, quoteId);
// pField->ExecType = ExecType::ExecCancelReject;
// pField->ErrorID = pRspInfo->ErrorID;
// strncpy(pField->Text, pRspInfo->ErrorMsg, sizeof(ErrorMsgType));