vnpy/vn.ksgold/pyscript/ksgold_td_process.cpp

449 lines
15 KiB
C++
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2016-07-02 03:12:44 +00:00
void TdApi::processFrontConnected(Task task)
{
PyLock lock;
this->onFrontConnected();
};
void TdApi::processFrontDisconnected(Task task)
{
PyLock lock;
this->onFrontDisconnected(task.task_id);
};
void TdApi::processRspUserLogin(Task task)
{
PyLock lock;
CThostFtdcRspUserLoginField task_data = any_cast<CThostFtdcRspUserLoginField>(task.task_data);
dict data;
data["SeatNo"] = task_data.SeatNo;
data["tradeDate"] = task_data.tradeDate;
data["tradeCode"] = task_data.tradeCode;
data["localOrderNo"] = task_data.localOrderNo;
data["loginbatch"] = task_data.loginbatch;
data["clientID"] = task_data.clientID;
data["lastLoginDate"] = task_data.lastLoginDate;
data["lastLoginTime"] = task_data.lastLoginTime;
data["lastLoginIp"] = task_data.lastLoginIp;
data["clientName"] = task_data.clientName;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspUserLogin(data, error, task.task_id, task.task_last);
};
void TdApi::processRspUserLogout(Task task)
{
PyLock lock;
CThostFtdcUserLogoutField task_data = any_cast<CThostFtdcUserLogoutField>(task.task_data);
dict data;
data["traderID"] = task_data.traderID;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspUserLogout(data, error, task.task_id, task.task_last);
};
void TdApi::processNtyMktStatus(Task task)
{
PyLock lock;
this->onNtyMktStatus();
};
void TdApi::processRspQryInstrument(Task task)
{
PyLock lock;
CThostFtdcInstrumentField task_data = any_cast<CThostFtdcInstrumentField>(task.task_data);
dict data;
data["exchangeID"] = task_data.exchangeID;
data["tradeState"] = task_data.tradeState;
data["name"] = task_data.name;
data["lowerLimit"] = task_data.lowerLimit;
data["openFlag"] = task_data.openFlag;
data["instID"] = task_data.instID;
data["marketType"] = task_data.marketType;
data["marketID"] = task_data.marketID;
data["varietyType"] = task_data.varietyType;
data["maxHand"] = task_data.maxHand;
data["minHand"] = task_data.minHand;
data["tick"] = task_data.tick;
data["varietyID"] = task_data.varietyID;
data["unit"] = task_data.unit;
data["upperLimit"] = task_data.upperLimit;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryInstrument(data, error, task.task_id, task.task_last);
};
void TdApi::processRtnDepthMarketData(Task task)
{
PyLock lock;
CThostFtdcDepthMarketDataField task_data = any_cast<CThostFtdcDepthMarketDataField>(task.task_data);
dict data;
data["AskLot3"] = task_data.AskLot3;
data["AskLot2"] = task_data.AskLot2;
data["AskLot1"] = task_data.AskLot1;
data["AskLot5"] = task_data.AskLot5;
data["AskLot4"] = task_data.AskLot4;
data["InstID"] = task_data.InstID;
data["Bid5"] = task_data.Bid5;
data["Bid4"] = task_data.Bid4;
data["Bid3"] = task_data.Bid3;
data["Bid2"] = task_data.Bid2;
data["Bid1"] = task_data.Bid1;
data["Low"] = task_data.Low;
data["Ask1"] = task_data.Ask1;
data["PreClose"] = task_data.PreClose;
data["weight"] = task_data.weight;
data["QuoteDate"] = task_data.QuoteDate;
data["lowLimit"] = task_data.lowLimit;
data["Volume"] = task_data.Volume;
data["Average"] = task_data.Average;
data["Ask5"] = task_data.Ask5;
data["Ask4"] = task_data.Ask4;
data["PreSettle"] = task_data.PreSettle;
data["Last"] = task_data.Last;
data["Name"] = task_data.Name;
data["Ask3"] = task_data.Ask3;
data["Ask2"] = task_data.Ask2;
data["BidLot1"] = task_data.BidLot1;
data["UpDown"] = task_data.UpDown;
data["BidLot3"] = task_data.BidLot3;
data["BidLot2"] = task_data.BidLot2;
data["BidLot5"] = task_data.BidLot5;
data["BidLot4"] = task_data.BidLot4;
data["UpDownRate"] = task_data.UpDownRate;
data["MarketName"] = task_data.MarketName;
data["OpenInt"] = task_data.OpenInt;
data["QuoteTime"] = task_data.QuoteTime;
data["Turnover"] = task_data.Turnover;
data["highLimit"] = task_data.highLimit;
data["High"] = task_data.High;
data["Settle"] = task_data.Settle;
data["Close"] = task_data.Close;
data["Open"] = task_data.Open;
this->onRtnDepthMarketData(data);
};
void TdApi::processRspOrderInsert(Task task)
{
PyLock lock;
CThostFtdcInputOrderField task_data = any_cast<CThostFtdcInputOrderField>(task.task_data);
dict data;
data["offsetFlag"] = task_data.offsetFlag;
data["buyOrSell"] = task_data.buyOrSell;
data["middleFlag"] = task_data.middleFlag;
data["tradeCode"] = task_data.tradeCode;
data["instID"] = task_data.instID;
data["price"] = task_data.price;
data["marketID"] = task_data.marketID;
data["trigPrice"] = task_data.trigPrice;
data["amount"] = task_data.amount;
data["seatID"] = task_data.seatID;
data["priceFlag"] = task_data.priceFlag;
data["LocalOrderNo"] = task_data.LocalOrderNo;
data["tradeWay"] = task_data.tradeWay;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspOrderInsert(data, error, task.task_id, task.task_last);
};
void TdApi::processErrRtnOrderInsert(Task task)
{
PyLock lock;
CThostFtdcInputOrderField task_data = any_cast<CThostFtdcInputOrderField>(task.task_data);
dict data;
data["offsetFlag"] = task_data.offsetFlag;
data["buyOrSell"] = task_data.buyOrSell;
data["middleFlag"] = task_data.middleFlag;
data["tradeCode"] = task_data.tradeCode;
data["instID"] = task_data.instID;
data["price"] = task_data.price;
data["marketID"] = task_data.marketID;
data["trigPrice"] = task_data.trigPrice;
data["amount"] = task_data.amount;
data["seatID"] = task_data.seatID;
data["priceFlag"] = task_data.priceFlag;
data["LocalOrderNo"] = task_data.LocalOrderNo;
data["tradeWay"] = task_data.tradeWay;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onErrRtnOrderInsert(data, error);
};
void TdApi::processRtnOrder(Task task)
{
PyLock lock;
CThostFtdcOrderRtnField task_data = any_cast<CThostFtdcOrderRtnField>(task.task_data);
dict data;
data["status"] = task_data.status;
data["orderNo"] = task_data.orderNo;
data["localOrderNo"] = task_data.localOrderNo;
data["cancelQty"] = task_data.cancelQty;
this->onRtnOrder(data);
};
void TdApi::processForceLogout(Task task)
{
PyLock lock;
CThostFtdcUserLogoutField task_data = any_cast<CThostFtdcUserLogoutField>(task.task_data);
dict data;
data["traderID"] = task_data.traderID;
this->onForceLogout(data);
};
void TdApi::processRspOrderAction(Task task)
{
PyLock lock;
CThostFtdcInputOrderActionField task_data = any_cast<CThostFtdcInputOrderActionField>(task.task_data);
dict data;
data["status"] = task_data.status;
data["localOrderNo"] = task_data.localOrderNo;
data["marketID"] = task_data.marketID;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspOrderAction(data, error, task.task_id, task.task_last);
};
void TdApi::processErrRtnOrderAction(Task task)
{
PyLock lock;
CThostFtdcOrderActionField task_data = any_cast<CThostFtdcOrderActionField>(task.task_data);
dict data;
data["tradeWay"] = task_data.tradeWay;
data["localOrderNo"] = task_data.localOrderNo;
data["marketID"] = task_data.marketID;
data["traderID"] = task_data.traderID;
data["orderFlag"] = task_data.orderFlag;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onErrRtnOrderAction(data, error);
};
void TdApi::processRtnTrade(Task task)
{
PyLock lock;
CThostFtdcTradeField task_data = any_cast<CThostFtdcTradeField>(task.task_data);
dict data;
data["offSetFlag"] = task_data.offSetFlag;
data["buyOrSell"] = task_data.buyOrSell;
data["order_flag"] = task_data.order_flag;
data["instID"] = task_data.instID;
data["price"] = task_data.price;
data["trade_fee"] = task_data.trade_fee;
data["weight"] = task_data.weight;
data["marketID"] = task_data.marketID;
data["volume"] = task_data.volume;
data["matchTime"] = task_data.matchTime;
data["amount"] = task_data.amount;
data["matchNo"] = task_data.matchNo;
data["orderNo"] = task_data.orderNo;
data["tradeWay"] = task_data.tradeWay;
data["forcebatchnum"] = task_data.forcebatchnum;
data["localOrderNo"] = task_data.localOrderNo;
data["matchDate"] = task_data.matchDate;
data["forceoffset_flag"] = task_data.forceoffset_flag;
this->onRtnTrade(data);
};
void TdApi::processRspQryTradingAccount(Task task)
{
PyLock lock;
CThostFtdcTradingAccountField task_data = any_cast<CThostFtdcTradingAccountField>(task.task_data);
dict data;
data["available"] = task_data.available;
data["buyPosiMargin"] = task_data.buyPosiMargin;
data["totalFrozen"] = task_data.totalFrozen;
data["spotSellFrozen"] = task_data.spotSellFrozen;
data["middleMargin"] = task_data.middleMargin;
data["posiMargin"] = task_data.posiMargin;
data["storageMargin"] = task_data.storageMargin;
data["availCap"] = task_data.availCap;
data["todayOut"] = task_data.todayOut;
data["pickUpMargin"] = task_data.pickUpMargin;
data["totalFrozenFee"] = task_data.totalFrozenFee;
data["lastFrozen"] = task_data.lastFrozen;
data["todayIn"] = task_data.todayIn;
data["orderFrozen"] = task_data.orderFrozen;
data["totalFee"] = task_data.totalFee;
data["sellPosiMargin"] = task_data.sellPosiMargin;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryTradingAccount(data, error, task.task_id, task.task_last);
};
void TdApi::processRspQryOrder(Task task)
{
PyLock lock;
CThostFtdcOrderField task_data = any_cast<CThostFtdcOrderField>(task.task_data);
dict data;
data["status"] = task_data.status;
data["cancelTime"] = task_data.cancelTime;
data["offsetFlag"] = task_data.offsetFlag;
data["buyOrSell"] = task_data.buyOrSell;
data["instID"] = task_data.instID;
data["localOrderNo"] = task_data.localOrderNo;
data["matchQty"] = task_data.matchQty;
data["weight"] = task_data.weight;
data["marketID"] = task_data.marketID;
data["amount"] = task_data.amount;
data["forceoffset_flag"] = task_data.forceoffset_flag;
data["entrustTime"] = task_data.entrustTime;
data["orderNo"] = task_data.orderNo;
data["cancelQty"] = task_data.cancelQty;
data["matchWeight"] = task_data.matchWeight;
data["price"] = task_data.price;
data["tradeWay"] = task_data.tradeWay;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryOrder(data, error, task.task_id, task.task_last);
};
void TdApi::processRspQryTrade(Task task)
{
PyLock lock;
CThostFtdcTradeField task_data = any_cast<CThostFtdcTradeField>(task.task_data);
dict data;
data["offSetFlag"] = task_data.offSetFlag;
data["buyOrSell"] = task_data.buyOrSell;
data["order_flag"] = task_data.order_flag;
data["instID"] = task_data.instID;
data["price"] = task_data.price;
data["trade_fee"] = task_data.trade_fee;
data["weight"] = task_data.weight;
data["marketID"] = task_data.marketID;
data["volume"] = task_data.volume;
data["matchTime"] = task_data.matchTime;
data["amount"] = task_data.amount;
data["matchNo"] = task_data.matchNo;
data["orderNo"] = task_data.orderNo;
data["tradeWay"] = task_data.tradeWay;
data["forcebatchnum"] = task_data.forcebatchnum;
data["localOrderNo"] = task_data.localOrderNo;
data["matchDate"] = task_data.matchDate;
data["forceoffset_flag"] = task_data.forceoffset_flag;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryTrade(data, error, task.task_id, task.task_last);
};
void TdApi::processRspQryInvestorPosition(Task task)
{
PyLock lock;
CThostFtdcInvestorPositionField task_data = any_cast<CThostFtdcInvestorPositionField>(task.task_data);
dict data;
data["shortPosiVol"] = task_data.shortPosiVol;
data["longOpenAvgPrice"] = task_data.longOpenAvgPrice;
data["lastLong"] = task_data.lastLong;
data["longPosiVol"] = task_data.longPosiVol;
data["todayOffsetLong"] = task_data.todayOffsetLong;
data["shortPosiFrozen"] = task_data.shortPosiFrozen;
data["instID"] = task_data.instID;
data["lastShort"] = task_data.lastShort;
data["todayOffsetShort"] = task_data.todayOffsetShort;
data["longPosiAvgPrice"] = task_data.longPosiAvgPrice;
data["longPosi"] = task_data.longPosi;
data["todayLong"] = task_data.todayLong;
data["todayShort"] = task_data.todayShort;
data["shortPosi"] = task_data.shortPosi;
data["shortOpenAvgPrice"] = task_data.shortOpenAvgPrice;
data["longPosiFrozen"] = task_data.longPosiFrozen;
data["shortPosiAvgPrice"] = task_data.shortPosiAvgPrice;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryInvestorPosition(data, error, task.task_id, task.task_last);
};
void TdApi::processRspQryClientStorage(Task task)
{
PyLock lock;
CThostFtdcStorageField task_data = any_cast<CThostFtdcStorageField>(task.task_data);
dict data;
data["todayLend"] = task_data.todayLend;
data["todayBorrow"] = task_data.todayBorrow;
data["frozenStorage"] = task_data.frozenStorage;
data["storageCost"] = task_data.storageCost;
data["varietyName"] = task_data.varietyName;
data["customType"] = task_data.customType;
data["lawFrozen"] = task_data.lawFrozen;
data["impawnStorage"] = task_data.impawnStorage;
data["todayBuy"] = task_data.todayBuy;
data["varietyID"] = task_data.varietyID;
data["pendStorage"] = task_data.pendStorage;
data["availableStorage"] = task_data.availableStorage;
data["totalStorage"] = task_data.totalStorage;
data["impawnFrozen"] = task_data.impawnFrozen;
data["todayRealDeposit"] = task_data.todayRealDeposit;
data["todaySell"] = task_data.todaySell;
data["bankFrozen"] = task_data.bankFrozen;
data["todayDeposit"] = task_data.todayDeposit;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryClientStorage(data, error);
};
void TdApi::processRspSubMarketData(Task task)
{
PyLock lock;
CThostFtdcSpecificInstrumentField task_data = any_cast<CThostFtdcSpecificInstrumentField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspSubMarketData(data, error, task.task_id, task.task_last);
};