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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 <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*)pApi1;
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_StockUserLoginField:
iRet = _ReqStockUserLogin(type, pApi1, pApi2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3);
default:
break;
}
if (0 == iRet)
{
//返回成功，填加到已发送池
m_nSleep = 1;
}
else
{
m_msgQueue_Query->Input(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(Query);
m_msgQueue_Query->StartThread();
}
CTraderApi::~CTraderApi(void)
{
Disconnect();
}
void CTraderApi::Register(void* pCallback)
{
if (m_msgQueue == nullptr)
return;
m_msgQueue_Query->Register(Query);
m_msgQueue->Register(pCallback);
if (pCallback)
{
m_msgQueue_Query->StartThread();
m_msgQueue->StartThread();
}
else
{
m_msgQueue_Query->StopThread();
m_msgQueue->StopThread();
}
}
bool CTraderApi::IsErrorRspInfo_Output(struct DFITCSECRspInfoField *pRspInfo)
{
bool bRet = ((pRspInfo) && (pRspInfo->errorID != 0));
if (bRet)
{
ErrorField field = { 0 };
field.ErrorID = pRspInfo->errorID;
strncpy(field.ErrorMsg, pRspInfo->errorMsg, sizeof(ErrorMsgType));
m_msgQueue->Input(ResponeType::OnRtnError, m_msgQueue, this, true, 0, &field, sizeof(ErrorField), nullptr, 0, nullptr, 0);
}
return bRet;
}
bool CTraderApi::IsErrorRspInfo(struct DFITCSECRspInfoField *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(RequestType::E_Init, this, nullptr, 0, 0,
nullptr, 0, nullptr, 0, nullptr, 0);
}
void CTraderApi::ReqStockUserLogin()
{
DFITCSECReqUserLoginField body = { 0 };
strncpy(body.accountID, m_UserInfo.UserID, sizeof(DFITCSECAccountIDType));
strncpy(body.passWord, m_UserInfo.Password, sizeof(DFITCSECPasswordType));
m_msgQueue_Query->Input(RequestType::E_StockUserLoginField, this, nullptr, 0, 0,
&body, sizeof(DFITCSECReqUserLoginField), nullptr, 0, nullptr, 0);
}
int CTraderApi::_ReqStockUserLogin(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(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Logining, 0, nullptr, 0, nullptr, 0, nullptr, 0);
DFITCSECReqUserLoginField* pBody = (DFITCSECReqUserLoginField*)ptr1;
pBody->requestID = ++m_lRequestID;
return m_pApi->ReqStockUserLogin(pBody);
}
void CTraderApi::ReqSOPUserLogin()
{
DFITCSECReqUserLoginField body = { 0 };
strncpy(body.accountID, m_UserInfo.UserID, sizeof(DFITCSECAccountIDType));
strncpy(body.passWord, m_UserInfo.Password, sizeof(DFITCSECPasswordType));
m_msgQueue_Query->Input(RequestType::E_SOPUserLoginField, this, nullptr, 0, 0,
&body, sizeof(DFITCSECReqUserLoginField), nullptr, 0, nullptr, 0);
}
int CTraderApi::_ReqSOPUserLogin(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(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Logining, 0, nullptr, 0, nullptr, 0, nullptr, 0);
DFITCSECReqUserLoginField* pBody = (DFITCSECReqUserLoginField*)ptr1;
pBody->requestID = ++m_lRequestID;
return m_pApi->ReqStockUserLogin(pBody);
}
void CTraderApi::ReqFASLUserLogin()
{
DFITCSECReqUserLoginField body = { 0 };
strncpy(body.accountID, m_UserInfo.UserID, sizeof(DFITCSECAccountIDType));
strncpy(body.passWord, m_UserInfo.Password, sizeof(DFITCSECPasswordType));
m_msgQueue_Query->Input(RequestType::E_FASLUserLoginField, this, nullptr, 0, 0,
&body, sizeof(DFITCSECReqUserLoginField), nullptr, 0, nullptr, 0);
}
int CTraderApi::_ReqFASLUserLogin(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(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Logining, 0, nullptr, 0, nullptr, 0, nullptr, 0);
DFITCSECReqUserLoginField* pBody = (DFITCSECReqUserLoginField*)ptr1;
pBody->requestID = ++m_lRequestID;
return m_pApi->ReqStockUserLogin(pBody);
}
int CTraderApi::_Init()
{
m_pApi = DFITCSECTraderApi::CreateDFITCSECTraderApi();
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Initialized, 0, nullptr, 0, nullptr, 0, nullptr, 0);
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Connecting, 0, nullptr, 0, nullptr, 0, nullptr, 0);
//初始化连接
int iRet = m_pApi->Init(m_ServerInfo.Address, this);
if (0 == iRet)
{
}
else
{
RspUserLoginField field = { 0 };
field.ErrorID = iRet;
strcpy(field.ErrorMsg, "连接超时");
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Disconnected, 0, &field, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
}
return iRet;
}
void CTraderApi::Disconnect()
{
// 清理查询队列
if (m_msgQueue_Query)
{
m_msgQueue_Query->StopThread();
m_msgQueue_Query->Register(nullptr);
m_msgQueue_Query->Clear();
delete m_msgQueue_Query;
m_msgQueue_Query = nullptr;
}
if (m_pApi)
{
//m_pApi->RegisterSpi(NULL);
m_pApi->Release();
m_pApi = NULL;
// 全清理，只留最后一个
m_msgQueue->Clear();
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Disconnected, 0, nullptr, 0, nullptr, 0, nullptr, 0);
// 主动触发
m_msgQueue->Process();
}
// 清理响应队列
if (m_msgQueue)
{
m_msgQueue->StopThread();
m_msgQueue->Register(nullptr);
m_msgQueue->Clear();
delete m_msgQueue;
m_msgQueue = nullptr;
}
}
void CTraderApi::OnFrontConnected()
{
m_msgQueue->Input(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
{
ReqStockUserLogin();
//ReqSOPUserLogin();
//ReqFASLUserLogin();
}
}
void CTraderApi::OnFrontDisconnected(int nReason)
{
RspUserLoginField field = { 0 };
//连接失败返回的信息是拼接而成，主要是为了统一输出
field.ErrorID = nReason;
GetOnFrontDisconnectedMsg(nReason, field.ErrorMsg);
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Disconnected, 0, &field, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
}
void CTraderApi::OnRspStockUserLogin(DFITCSECRspUserLoginField *pData, DFITCSECRspInfoField *pRspInfo)
{
RspUserLoginField field = { 0 };
if (!IsErrorRspInfo(pRspInfo)
&& pData)
{
GetExchangeTime(nullptr, nullptr, pData->loginTime,
nullptr, nullptr, &field.LoginTime, nullptr);
field.TradingDay = pData->tradingDay;
sprintf(field.SessionID, "%d", pData->sessionID);
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Logined, 0, &field, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Done, 0, nullptr, 0, nullptr, 0, nullptr, 0);
// 记下登录信息，可能会用到
memcpy(&m_RspUserLogin, pData, sizeof(DFITCSECRspUserLoginField));
m_nMaxOrderRef = pData->localOrderID;
// 自己发单时ID从1开始，不能从0开始
m_nMaxOrderRef = max(m_nMaxOrderRef, 1);
// ReqSettlementInfoConfirm();
}
else
{
field.ErrorID = pRspInfo->errorID;
strncpy(field.ErrorMsg, pRspInfo->errorMsg, sizeof(ErrorMsgType));
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Disconnected, 0, &field, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnRspSOPUserLogin(DFITCSECRspUserLoginField *pData, DFITCSECRspInfoField *pRspInfo)
{
RspUserLoginField field = { 0 };
if (!IsErrorRspInfo(pRspInfo)
&& pData)
{
GetExchangeTime(nullptr, nullptr, pData->loginTime,
nullptr, nullptr, &field.LoginTime, nullptr);
field.TradingDay = pData->tradingDay;
sprintf(field.SessionID, "%d", pData->sessionID);
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Logined, 0, &field, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Done, 0, nullptr, 0, nullptr, 0, nullptr, 0);
// 记下登录信息，可能会用到
memcpy(&m_RspUserLogin, pData, sizeof(DFITCSECRspUserLoginField));
m_nMaxOrderRef = pData->localOrderID;
// 自己发单时ID从1开始，不能从0开始
m_nMaxOrderRef = max(m_nMaxOrderRef, 1);
// ReqSettlementInfoConfirm();
}
else
{
field.ErrorID = pRspInfo->errorID;
strncpy(field.ErrorMsg, pRspInfo->errorMsg, sizeof(ErrorMsgType));
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Disconnected, 0, &field, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnRspFASLUserLogin(DFITCSECRspUserLoginField *pData, DFITCSECRspInfoField *pRspInfo)
{
RspUserLoginField field = { 0 };
if (!IsErrorRspInfo(pRspInfo)
&& pData)
{
GetExchangeTime(nullptr, nullptr, pData->loginTime,
nullptr, nullptr, &field.LoginTime, nullptr);
field.TradingDay = pData->tradingDay;
sprintf(field.SessionID, "%d", pData->sessionID);
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Logined, 0, &field, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Done, 0, nullptr, 0, nullptr, 0, nullptr, 0);
// 记下登录信息，可能会用到
memcpy(&m_RspUserLogin, pData, sizeof(DFITCSECRspUserLoginField));
m_nMaxOrderRef = pData->localOrderID;
// 自己发单时ID从1开始，不能从0开始
m_nMaxOrderRef = max(m_nMaxOrderRef, 1);
//ReqSettlementInfoConfirm();
}
else
{
field.ErrorID = pRspInfo->errorID;
strncpy(field.ErrorMsg, pRspInfo->errorMsg, sizeof(ErrorMsgType));
m_msgQueue->Input(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Disconnected, 0, &field, sizeof(RspUserLoginField), nullptr, 0, nullptr, 0);
}
}
char* CTraderApi::ReqOrderInsert(
int OrderRef,
OrderField* pOrder1,
OrderField* pOrder2)
{
//if (nullptr == m_pApi)
return nullptr;
//DFITCInsertOrderField body = {};
//strcpy(body.accountID, m_RspUserLogin.accountID);
//// 合约
//strncpy(body.instrumentID, pOrder1->InstrumentID, sizeof(DFITCInstrumentIDType));
//// 价格
//body.insertPrice = pOrder1->Price;
//// 数量
//body.orderAmount = (DFITCAmountType)pOrder1->Qty;
//// 买卖
//body.buySellType = OrderSide_2_DFITCBuySellTypeType(pOrder1->Side);
//// 开平
//body.openCloseType = OpenCloseType_2_DFITCOpenCloseTypeType(pOrder1->OpenClose);
//// 投保
//body.speculator = HedgeFlagType_2_DFITCSpeculatorType(pOrder1->HedgeFlag);
//body.insertType = DFITC_BASIC_ORDER;
//body.orderType = OrderType_2_DFITCOrderTypeType(pOrder1->Type);
//body.orderProperty = TimeInForce_2_DFITCOrderPropertyType(pOrder1->TimeInForce);
//body.instrumentType = DFITC_COMM_TYPE;
////// 针对第二个进行处理，如果有第二个参数，认为是交易所套利单
////if (pOrder2)
////{
//// body.CombOffsetFlag[1] = OpenCloseType_2_TThostFtdcOffsetFlagType(pOrder1->OpenClose);
//// body.CombHedgeFlag[1] = HedgeFlagType_2_TThostFtdcHedgeFlagType(pOrder1->HedgeFlag);
//// // 交易所的移仓换月功能，没有实测过
//// body.IsSwapOrder = (body.CombOffsetFlag[0] != body.CombOffsetFlag[1]);
////}
////价格
////body.OrderPriceType = OrderType_2_TThostFtdcOrderPriceTypeType(pOrder1->Type);
//int 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;
// }
// body.localOrderID = nRet;
// //不保存到队列，而是直接发送
// int n = 0;// m_pApi->ReqInsertOrder((DFITCInsertOrderField*)pRequest->pBuf);
// 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
// OrderIDType orderId = { 0 };
// sprintf(m_orderInsert_Id, "%d:%d", m_RspUserLogin.sessionID, nRet);
// OrderField* pField = new OrderField();
// memcpy(pField, pOrder1, sizeof(OrderField));
// strcpy(pField->ID, m_orderInsert_Id);
// m_id_platform_order.insert(pair<string, OrderField*>(m_orderInsert_Id, pField));
// }
//}
//return m_orderInsert_Id;
}
//void CTraderApi::OnRspInsertOrder(struct DFITCOrderRspDataRtnField * pOrderRtn, struct DFITCErrorRtnField * pErrorInfo)
//{
// OrderIDType orderId = { 0 };
// sprintf(orderId, "%d:%d", m_RspUserLogin.sessionID, pOrderRtn->localOrderID);
//
// hash_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 = pErrorInfo->nErrorID;
// strncpy(pField->Text, pErrorInfo->errorMsg, sizeof(DFITCErrorMsgInfoType));
// m_msgQueue->Input(ResponeType::OnRtnOrder, m_msgQueue, this, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
// }
//}
//
//void CTraderApi::OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo)
//{
// OrderIDType orderId = { 0 };
// sprintf(orderId, "%d:%d:%s", m_RspUserLogin.FrontID, m_RspUserLogin.SessionID, pInputOrder->OrderRef);
//
// hash_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(TThostFtdcErrorMsgType));
// m_msgQueue->Input(ResponeType::OnRtnOrder, m_msgQueue, this, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
// }
//}
//int CTraderApi::ReqParkedOrderInsert(
// int OrderRef,
// OrderField* pOrder1,
// OrderField* pOrder2)
//{
// if (nullptr == m_pApi)
// return 0;
//
// SRequest* pRequest = MakeRequestBuf(E_ParkedOrderField);
// if (nullptr == pRequest)
// return 0;
//
// CThostFtdcParkedOrderField& body = pRequest->ParkedOrderField;
//
// strncpy(body.BrokerID, m_RspUserLogin.BrokerID, sizeof(TThostFtdcBrokerIDType));
// strncpy(body.InvestorID, m_RspUserLogin.UserID, sizeof(TThostFtdcInvestorIDType));
//
// body.MinVolume = 1;
// body.ForceCloseReason = THOST_FTDC_FCC_NotForceClose;
// body.IsAutoSuspend = 0;
// body.UserForceClose = 0;
// body.IsSwapOrder = 0;
//
// //合约
// strncpy(body.InstrumentID, pOrder1->InstrumentID, sizeof(TThostFtdcInstrumentIDType));
// //买卖
// body.Direction = OrderSide_2_TThostFtdcDirectionType(pOrder1->Side);
// //开平
// body.CombOffsetFlag[0] = OpenCloseType_2_TThostFtdcOffsetFlagType(pOrder1->OpenClose);
// //投保
// body.CombHedgeFlag[0] = HedgeFlagType_2_TThostFtdcHedgeFlagType(pOrder1->HedgeFlag);
// //数量
// body.VolumeTotalOriginal = (int)pOrder1->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 = pOrder1->Price;
// body.StopPrice = pOrder1->StopPx;
//
// // 针对第二个进行处理，如果有第二个参数，认为是交易所套利单
// if (pOrder2)
// {
// body.CombOffsetFlag[1] = OpenCloseType_2_TThostFtdcOffsetFlagType(pOrder1->OpenClose);
// body.CombHedgeFlag[1] = HedgeFlagType_2_TThostFtdcHedgeFlagType(pOrder1->HedgeFlag);
// // 交易所的移仓换月功能，没有实测过
// body.IsSwapOrder = (body.CombOffsetFlag[0] != body.CombOffsetFlag[1]);
// }
//
// //价格
// //body.OrderPriceType = OrderType_2_TThostFtdcOrderPriceTypeType(pOrder1->Type);
//
// // 市价与限价
// switch (pOrder1->Type)
// {
// case Market:
// case Stop:
// case MarketOnClose:
// case TrailingStop:
// body.OrderPriceType = THOST_FTDC_OPT_AnyPrice;
// body.TimeCondition = THOST_FTDC_TC_IOC;
// break;
// case Limit:
// case StopLimit:
// case TrailingStopLimit:
// default:
// body.OrderPriceType = THOST_FTDC_OPT_LimitPrice;
// body.TimeCondition = THOST_FTDC_TC_GFD;
// break;
// }
//
// // IOC与FOK
// switch (pOrder1->TimeInForce)
// {
// case IOC:
// body.TimeCondition = THOST_FTDC_TC_IOC;
// body.VolumeCondition = THOST_FTDC_VC_AV;
// break;
// case FOK:
// body.TimeCondition = THOST_FTDC_TC_IOC;
// body.VolumeCondition = THOST_FTDC_VC_CV;
// //body.MinVolume = body.VolumeTotalOriginal; // 这个地方必须加吗？
// break;
// default:
// body.VolumeCondition = THOST_FTDC_VC_AV;
// break;
// }
//
// // 条件单
// switch (pOrder1->Type)
// {
// case Stop:
// case TrailingStop:
// case StopLimit:
// case TrailingStopLimit:
// // 条件单没有测试，先留空
// body.ContingentCondition = THOST_FTDC_CC_Immediately;
// break;
// default:
// body.ContingentCondition = THOST_FTDC_CC_Immediately;
// break;
// }
//
// int 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.OrderRef, "%d", nRet);
//
// //不保存到队列，而是直接发送
// int n = m_pApi->ReqParkedOrderInsert(&pRequest->ParkedOrderField, ++m_lRequestID);
// if (n < 0)
// {
// nRet = n;
// }
// else
// {
// // 用于各种情况下找到原订单，用于进行响应的通知
// OrderIDType orderId = { 0 };
// sprintf(orderId, "%d:%d:%d", m_RspUserLogin.FrontID, m_RspUserLogin.SessionID, nRet);
//
// OrderField* pField = new OrderField();
// memcpy(pField, pOrder1, sizeof(OrderField));
// m_id_platform_order.insert(pair<string, OrderField*>(orderId, pField));
// }
// }
// delete pRequest;//用完后直接删除
//
// return nRet;
//}
//void CTraderApi::OnRtnMatchedInfo(struct DFITCMatchRtnField * pRtnMatchData)
//{
// //OnTrade(pRtnMatchData);
//}
//int CTraderApi::ReqOrderAction(const string& szId)
//{
// hash_map<string, CThostFtdcOrderField*>::iterator it = m_id_api_order.find(szId);
// if (it == m_id_api_order.end())
// {
// // <error id="ORDER_NOT_FOUND" value="25" prompt="CTP:撤单找不到相应报单"/>
// //ErrorField field = { 0 };
// //field.ErrorID = 25;
// //sprintf(field.ErrorMsg, "ORDER_NOT_FOUND");
//
// ////TODO:应当通过报单回报通知订单找不到
//
// //m_msgQueue->Input(ResponeType::OnRtnError, m_msgQueue, this, 0, 0, &field, sizeof(ErrorField), nullptr, 0, nullptr, 0);
// return -100;
// }
// else
// {
// // 找到了订单
// return ReqOrderAction(it->second);
// }
//}
//
//int CTraderApi::ReqOrderAction(CThostFtdcOrderField *pOrder)
//{
// if (nullptr == m_pApi)
// return 0;
//
// SRequest* pRequest = MakeRequestBuf(E_InputOrderActionField);
// if (nullptr == pRequest)
// return 0;
//
// CThostFtdcInputOrderActionField& body = pRequest->InputOrderActionField;
//
// ///经纪公司代码
// strncpy(body.BrokerID, pOrder->BrokerID, sizeof(TThostFtdcBrokerIDType));
// ///投资者代码
// strncpy(body.InvestorID, pOrder->InvestorID, sizeof(TThostFtdcInvestorIDType));
// ///报单引用
// strncpy(body.OrderRef, pOrder->OrderRef, sizeof(TThostFtdcOrderRefType));
// ///前置编号
// body.FrontID = pOrder->FrontID;
// ///会话编号
// body.SessionID = pOrder->SessionID;
// ///交易所代码
// strncpy(body.ExchangeID, pOrder->ExchangeID, sizeof(TThostFtdcExchangeIDType));
// ///报单编号
// strncpy(body.OrderSysID, pOrder->OrderSysID, sizeof(TThostFtdcOrderSysIDType));
// ///操作标志
// body.ActionFlag = THOST_FTDC_AF_Delete;
// ///合约代码
// strncpy(body.InstrumentID, pOrder->InstrumentID, sizeof(TThostFtdcInstrumentIDType));
//
// int nRet = m_pApi->ReqOrderAction(&pRequest->InputOrderActionField, ++m_lRequestID);
// delete pRequest;
// return nRet;
//}
//void CTraderApi::OnRspCancelOrder(struct DFITCOrderRspDataRtnField *pOrderCanceledRtn, struct DFITCErrorRtnField *pErrorInfo)
//{
// //OrderIDType orderId = { 0 };
// //sprintf(orderId, "%d:%d:%s", , pInputOrderAction->SessionID, pInputOrderAction->OrderRef);
//
// //hash_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(TThostFtdcErrorMsgType));
// // m_msgQueue->Input(ResponeType::OnRtnOrder, m_msgQueue, this, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
// //}
//}
//void CTraderApi::OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo)
//{
// OrderIDType orderId = { 0 };
// sprintf(orderId, "%d:%d:%s", pOrderAction->FrontID, pOrderAction->SessionID, pOrderAction->OrderRef);
//
// hash_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(TThostFtdcErrorMsgType));
// m_msgQueue->Input(ResponeType::OnRtnOrder, m_msgQueue, this, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
// }
//}
//void CTraderApi::OnRtnOrder(struct DFITCOrderRtnField * pRtnOrderData)
//{
// //OnOrder(pRtnOrderData);
//}
//int CTraderApi::ReqQuoteInsert(
// int QuoteRef,
// OrderField* pOrderAsk,
// OrderField* pOrderBid)
//{
// if (nullptr == m_pApi)
// return 0;
//
// SRequest* pRequest = MakeRequestBuf(E_InputQuoteField);
// if (nullptr == pRequest)
// return 0;
//
// CThostFtdcInputQuoteField& body = pRequest->InputQuoteField;
//
// strncpy(body.BrokerID, m_RspUserLogin.BrokerID, sizeof(TThostFtdcBrokerIDType));
// strncpy(body.InvestorID, m_RspUserLogin.UserID, sizeof(TThostFtdcInvestorIDType));
//
// //合约,目前只从订单1中取
// strncpy(body.InstrumentID, pOrderAsk->InstrumentID, sizeof(TThostFtdcInstrumentIDType));
// //开平
// body.AskOffsetFlag = OpenCloseType_2_TThostFtdcOffsetFlagType(pOrderAsk->OpenClose);
// body.BidOffsetFlag = OpenCloseType_2_TThostFtdcOffsetFlagType(pOrderBid->OpenClose);
// //投保
// body.AskHedgeFlag = HedgeFlagType_2_TThostFtdcHedgeFlagType(pOrderAsk->HedgeFlag);
// body.BidHedgeFlag = HedgeFlagType_2_TThostFtdcHedgeFlagType(pOrderBid->HedgeFlag);
//
// //价格
// body.AskPrice = pOrderAsk->Price;
// body.BidPrice = pOrderBid->Price;
//
// //数量
// body.AskVolume = (int)pOrderAsk->Qty;
// body.BidVolume = (int)pOrderBid->Qty;
//
// int 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.QuoteRef, "%d", m_nMaxOrderRef);
// sprintf(body.AskOrderRef, "%d", m_nMaxOrderRef);
// sprintf(body.BidOrderRef, "%d", ++m_nMaxOrderRef);
// ++m_nMaxOrderRef;
// }
// else
// {
// nRet = QuoteRef;
// sprintf(body.QuoteRef, "%d", QuoteRef);
// sprintf(body.AskOrderRef, "%d", QuoteRef);
// sprintf(body.BidOrderRef, "%d", ++QuoteRef);
// ++QuoteRef;
// }
//
// //不保存到队列，而是直接发送
// int n = m_pApi->ReqQuoteInsert(&pRequest->InputQuoteField, ++m_lRequestID);
// if (n < 0)
// {
// nRet = n;
// }
// }
// delete pRequest;//用完后直接删除
//
// return nRet;
//}
//
//void CTraderApi::OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
//{
// //if (m_msgQueue)
// // m_msgQueue->Input_OnRspQuoteInsert(this, pInputQuote, pRspInfo, nRequestID, bIsLast);
//}
//
//void CTraderApi::OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo)
//{
// //if (m_msgQueue)
// // m_msgQueue->Input_OnErrRtnQuoteInsert(this, pInputQuote, pRspInfo);
//}
//
//void CTraderApi::OnRtnQuote(CThostFtdcQuoteField *pQuote)
//{
// //if (m_msgQueue)
// // m_msgQueue->Input_OnRtnQuote(this, pQuote);
//}
//
//int CTraderApi::ReqQuoteAction(const string& szId)
//{
// hash_map<string, CThostFtdcQuoteField*>::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"/>
// ErrorField field = { 0 };
// field.ErrorID = 86;
// sprintf(field.ErrorMsg, "QUOTE_NOT_FOUND");
//
// m_msgQueue->Input(ResponeType::OnRtnError, m_msgQueue, this, 0, 0, &field, sizeof(ErrorField), nullptr, 0, nullptr, 0);
// }
// else
// {
// // 找到了订单
// ReqQuoteAction(it->second);
// }
// return 0;
//}
//
//int CTraderApi::ReqQuoteAction(CThostFtdcQuoteField *pQuote)
//{
// if (nullptr == m_pApi)
// return 0;
//
// SRequest* pRequest = MakeRequestBuf(E_InputQuoteActionField);
// if (nullptr == pRequest)
// return 0;
//
// CThostFtdcInputQuoteActionField& body = pRequest->InputQuoteActionField;
//
// ///经纪公司代码
// strncpy(body.BrokerID, pQuote->BrokerID, sizeof(TThostFtdcBrokerIDType));
// ///投资者代码
// strncpy(body.InvestorID, pQuote->InvestorID, sizeof(TThostFtdcInvestorIDType));
// ///报单引用
// strncpy(body.QuoteRef, pQuote->QuoteRef, sizeof(TThostFtdcOrderRefType));
// ///前置编号
// body.FrontID = pQuote->FrontID;
// ///会话编号
// body.SessionID = pQuote->SessionID;
// ///交易所代码
// strncpy(body.ExchangeID, pQuote->ExchangeID, sizeof(TThostFtdcExchangeIDType));
// ///报单编号
// strncpy(body.QuoteSysID, pQuote->QuoteSysID, sizeof(TThostFtdcOrderSysIDType));
// ///操作标志
// body.ActionFlag = THOST_FTDC_AF_Delete;
// ///合约代码
// strncpy(body.InstrumentID, pQuote->InstrumentID, sizeof(TThostFtdcInstrumentIDType));
//
// int nRet = m_pApi->ReqQuoteAction(&pRequest->InputQuoteActionField, ++m_lRequestID);
// delete pRequest;
// return nRet;
//}
//
//void CTraderApi::OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
//{
// //if (m_msgQueue)
// // m_msgQueue->Input_OnRspQuoteAction(this, pInputQuoteAction, pRspInfo, nRequestID, bIsLast);
//}
//
//void CTraderApi::OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo)
//{
// //if (m_msgQueue)
// // m_msgQueue->Input_OnErrRtnQuoteAction(this, pQuoteAction, pRspInfo);
//}
//void CTraderApi::ReqQryCustomerCapital()
//{
// if (nullptr == m_pApi)
// return;
//
// SRequest* pRequest = MakeRequestBuf(E_CapitalField);
// if (nullptr == pRequest)
// return;
//
// DFITCCapitalField* body = (DFITCCapitalField*)pRequest->pBuf;
//
// strcpy(body->accountID, m_RspUserLogin.accountID);
//
// AddToSendQueue(pRequest);
//}
//void CTraderApi::OnRspCustomerCapital(struct DFITCCapitalInfoRtnField * pCapitalInfoRtn, struct DFITCErrorRtnField * pErrorInfo, bool bIsLast)
//{
// if (!IsErrorRspInfo(pErrorInfo))
// {
// if (pCapitalInfoRtn)
// {
// AccountField field = { 0 };
// field.PreBalance = pCapitalInfoRtn->preEquity;
// field.CurrMargin = pCapitalInfoRtn->margin;
// field.Commission = pCapitalInfoRtn->fee;
// field.CloseProfit = pCapitalInfoRtn->closeProfitLoss;
// field.PositionProfit = pCapitalInfoRtn->positionProfitLoss;
// field.Balance = pCapitalInfoRtn->todayEquity;
// field.Available = pCapitalInfoRtn->available;
//
// m_msgQueue->Input(ResponeType::OnRspQryTradingAccount, m_msgQueue, this, bIsLast, 0, &field, sizeof(AccountField), nullptr, 0, nullptr, 0);
// }
// else
// {
// m_msgQueue->Input(ResponeType::OnRspQryTradingAccount, m_msgQueue, this, bIsLast, 0, nullptr, 0, nullptr, 0, nullptr, 0);
// }
// }
//
// if (bIsLast)
// ReleaseRequestMapBuf(pErrorInfo->requestID);
//}
//void CTraderApi::ReqQryPosition(const string& szInstrumentId)
//{
// if (nullptr == m_pApi)
// return;
//
// SRequest* pRequest = MakeRequestBuf(E_PositionField);
// if (nullptr == pRequest)
// return;
//
// DFITCPositionField* body = (DFITCPositionField*)pRequest->pBuf;
//
// strncpy(body->accountID, m_RspUserLogin.accountID, sizeof(DFITCAccountIDType));
// strncpy(body->instrumentID, szInstrumentId.c_str(), sizeof(DFITCInstrumentIDType));
// //body->instrumentType;
//
// AddToSendQueue(pRequest);
//}
//
//void CTraderApi::OnRspQryPosition(struct DFITCPositionInfoRtnField * pPositionInfoRtn, struct DFITCErrorRtnField * pErrorInfo, bool bIsLast)
//{
// //if(m_msgQueue)
// // m_msgQueue->Input_OnRspQryInvestorPosition(this,pInvestorPosition,pRspInfo,nRequestID,bIsLast);
//
// if (bIsLast)
// ReleaseRequestMapBuf(pErrorInfo->requestID);
//}
//
//void CTraderApi::ReqQryInvestorPositionDetail(const string& szInstrumentId)
//{
// if (nullptr == m_pApi)
// return;
//
// SRequest* pRequest = MakeRequestBuf(E_QryInvestorPositionDetailField);
// if (nullptr == pRequest)
// return;
//
// CThostFtdcQryInvestorPositionDetailField& body = pRequest->QryInvestorPositionDetailField;
//
// strncpy(body.BrokerID, m_RspUserLogin.BrokerID, sizeof(TThostFtdcBrokerIDType));
// strncpy(body.InvestorID, m_RspUserLogin.UserID, sizeof(TThostFtdcInvestorIDType));
// strncpy(body.InstrumentID, szInstrumentId.c_str(), sizeof(TThostFtdcInstrumentIDType));
//
// AddToSendQueue(pRequest);
//}
//
//void CTraderApi::OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
//{
// //if(m_msgQueue)
// // m_msgQueue->Input_OnRspQryInvestorPositionDetail(this,pInvestorPositionDetail,pRspInfo,nRequestID,bIsLast);
//
// if (bIsLast)