281 lines
9.8 KiB
C++
281 lines
9.8 KiB
C++
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void MdApi::processFrontConnected(Task task)
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{
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PyLock lock;
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this->onFrontConnected();
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};
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void MdApi::processFrontDisconnected(Task task)
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{
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PyLock lock;
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this->onFrontDisconnected(task.task_id);
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};
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void MdApi::processRspUserLogin(Task task)
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{
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PyLock lock;
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DFITCUserLoginInfoRtnField task_data = any_cast<DFITCUserLoginInfoRtnField>(task.task_data);
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dict data;
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data["CZCETime"] = task_data.CZCETime;
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data["initLocalOrderID"] = task_data.initLocalOrderID;
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data["SHFETime"] = task_data.SHFETime;
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data["errorMsg"] = task_data.errorMsg;
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data["INETime"] = task_data.INETime;
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data["lRequestID"] = task_data.lRequestID;
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data["loginResult"] = task_data.loginResult;
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data["sessionID"] = task_data.sessionID;
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data["nErrorID"] = task_data.nErrorID;
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data["CFFEXTime"] = task_data.CFFEXTime;
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data["DCEtime"] = task_data.DCEtime;
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data["accountID"] = task_data.accountID;
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DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
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dict error;
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error["instrumentID"] = task_error.instrumentID;
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error["localOrderID"] = task_error.localOrderID;
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error["errorMsg"] = task_error.errorMsg;
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error["sessionID"] = task_error.sessionID;
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error["nErrorID"] = task_error.nErrorID;
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error["requestID"] = task_error.requestID;
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error["spdOrderID"] = task_error.spdOrderID;
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error["accountID"] = task_error.accountID;
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this->onRspUserLogin(data, error);
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};
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void MdApi::processRspUserLogout(Task task)
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{
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PyLock lock;
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DFITCUserLogoutInfoRtnField task_data = any_cast<DFITCUserLogoutInfoRtnField>(task.task_data);
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dict data;
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data["logoutResult"] = task_data.logoutResult;
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data["lRequestID"] = task_data.lRequestID;
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data["nErrorID"] = task_data.nErrorID;
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data["errorMsg"] = task_data.errorMsg;
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data["accountID"] = task_data.accountID;
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DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
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dict error;
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error["instrumentID"] = task_error.instrumentID;
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error["localOrderID"] = task_error.localOrderID;
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error["errorMsg"] = task_error.errorMsg;
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error["sessionID"] = task_error.sessionID;
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error["nErrorID"] = task_error.nErrorID;
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error["requestID"] = task_error.requestID;
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error["spdOrderID"] = task_error.spdOrderID;
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error["accountID"] = task_error.accountID;
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this->onRspUserLogout(data, error);
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};
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void MdApi::processRspError(Task task)
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{
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PyLock lock;
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DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
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dict error;
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error["instrumentID"] = task_error.instrumentID;
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error["localOrderID"] = task_error.localOrderID;
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error["errorMsg"] = task_error.errorMsg;
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error["sessionID"] = task_error.sessionID;
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error["nErrorID"] = task_error.nErrorID;
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error["requestID"] = task_error.requestID;
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error["spdOrderID"] = task_error.spdOrderID;
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error["accountID"] = task_error.accountID;
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this->onRspError(error);
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};
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void MdApi::processRspSubMarketData(Task task)
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{
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PyLock lock;
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DFITCSpecificInstrumentField task_data = any_cast<DFITCSpecificInstrumentField>(task.task_data);
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dict data;
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data["InstrumentID"] = task_data.InstrumentID;
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data["instrumentType"] = task_data.instrumentType;
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data["lRequestID"] = task_data.lRequestID;
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data["exchangeID"] = task_data.exchangeID;
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data["accountID"] = task_data.accountID;
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DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
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dict error;
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error["instrumentID"] = task_error.instrumentID;
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error["localOrderID"] = task_error.localOrderID;
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error["errorMsg"] = task_error.errorMsg;
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error["sessionID"] = task_error.sessionID;
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error["nErrorID"] = task_error.nErrorID;
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error["requestID"] = task_error.requestID;
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error["spdOrderID"] = task_error.spdOrderID;
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error["accountID"] = task_error.accountID;
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this->onRspSubMarketData(data, error);
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};
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void MdApi::processRspUnSubMarketData(Task task)
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{
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PyLock lock;
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DFITCSpecificInstrumentField task_data = any_cast<DFITCSpecificInstrumentField>(task.task_data);
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dict data;
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data["InstrumentID"] = task_data.InstrumentID;
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data["instrumentType"] = task_data.instrumentType;
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data["lRequestID"] = task_data.lRequestID;
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data["exchangeID"] = task_data.exchangeID;
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data["accountID"] = task_data.accountID;
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DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
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dict error;
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error["instrumentID"] = task_error.instrumentID;
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error["localOrderID"] = task_error.localOrderID;
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error["errorMsg"] = task_error.errorMsg;
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error["sessionID"] = task_error.sessionID;
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error["nErrorID"] = task_error.nErrorID;
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error["requestID"] = task_error.requestID;
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error["spdOrderID"] = task_error.spdOrderID;
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error["accountID"] = task_error.accountID;
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this->onRspUnSubMarketData(data, error);
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};
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void MdApi::processRspSubForQuoteRsp(Task task)
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{
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PyLock lock;
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DFITCSpecificInstrumentField task_data = any_cast<DFITCSpecificInstrumentField>(task.task_data);
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dict data;
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data["InstrumentID"] = task_data.InstrumentID;
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data["instrumentType"] = task_data.instrumentType;
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data["lRequestID"] = task_data.lRequestID;
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data["exchangeID"] = task_data.exchangeID;
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data["accountID"] = task_data.accountID;
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DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
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dict error;
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error["instrumentID"] = task_error.instrumentID;
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error["localOrderID"] = task_error.localOrderID;
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error["errorMsg"] = task_error.errorMsg;
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error["sessionID"] = task_error.sessionID;
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error["nErrorID"] = task_error.nErrorID;
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error["requestID"] = task_error.requestID;
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error["spdOrderID"] = task_error.spdOrderID;
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error["accountID"] = task_error.accountID;
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this->onRspSubForQuoteRsp(data, error);
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};
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void MdApi::processRspUnSubForQuoteRsp(Task task)
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{
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PyLock lock;
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DFITCSpecificInstrumentField task_data = any_cast<DFITCSpecificInstrumentField>(task.task_data);
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dict data;
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data["InstrumentID"] = task_data.InstrumentID;
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data["instrumentType"] = task_data.instrumentType;
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data["lRequestID"] = task_data.lRequestID;
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data["exchangeID"] = task_data.exchangeID;
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data["accountID"] = task_data.accountID;
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DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
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dict error;
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error["instrumentID"] = task_error.instrumentID;
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error["localOrderID"] = task_error.localOrderID;
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error["errorMsg"] = task_error.errorMsg;
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error["sessionID"] = task_error.sessionID;
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error["nErrorID"] = task_error.nErrorID;
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error["requestID"] = task_error.requestID;
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error["spdOrderID"] = task_error.spdOrderID;
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error["accountID"] = task_error.accountID;
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this->onRspUnSubForQuoteRsp(data, error);
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};
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void MdApi::processMarketData(Task task)
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{
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PyLock lock;
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DFITCDepthMarketDataField task_data = any_cast<DFITCDepthMarketDataField>(task.task_data);
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dict data;
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data["BidPrice5"] = task_data.BidPrice5;
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data["BidPrice4"] = task_data.BidPrice4;
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data["BidPrice1"] = task_data.BidPrice1;
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data["openPrice"] = task_data.openPrice;
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data["BidPrice2"] = task_data.BidPrice2;
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data["AskPrice5"] = task_data.AskPrice5;
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data["AskPrice4"] = task_data.AskPrice4;
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data["AskPrice3"] = task_data.AskPrice3;
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data["AskPrice2"] = task_data.AskPrice2;
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data["AskPrice1"] = task_data.AskPrice1;
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data["closePrice"] = task_data.closePrice;
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data["UpdateTime"] = task_data.UpdateTime;
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data["UpdateMillisec"] = task_data.UpdateMillisec;
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data["AveragePrice"] = task_data.AveragePrice;
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data["BidVolume5"] = task_data.BidVolume5;
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data["BidVolume4"] = task_data.BidVolume4;
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data["BidVolume3"] = task_data.BidVolume3;
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data["BidVolume2"] = task_data.BidVolume2;
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data["BidVolume1"] = task_data.BidVolume1;
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data["Volume"] = task_data.Volume;
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data["tradingDay"] = task_data.tradingDay;
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data["AskVolume3"] = task_data.AskVolume3;
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data["AskVolume2"] = task_data.AskVolume2;
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data["lowerLimitPrice"] = task_data.lowerLimitPrice;
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data["AskVolume4"] = task_data.AskVolume4;
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data["preDelta"] = task_data.preDelta;
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data["AskVolume5"] = task_data.AskVolume5;
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data["openInterest"] = task_data.openInterest;
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data["currDelta"] = task_data.currDelta;
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data["preClosePrice"] = task_data.preClosePrice;
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data["preSettlementPrice"] = task_data.preSettlementPrice;
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data["lastPrice"] = task_data.lastPrice;
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data["AskVolume1"] = task_data.AskVolume1;
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data["settlementPrice"] = task_data.settlementPrice;
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data["preOpenInterest"] = task_data.preOpenInterest;
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data["exchangeInstID"] = task_data.exchangeInstID;
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data["XSpeedTime"] = task_data.XSpeedTime;
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data["BidPrice3"] = task_data.BidPrice3;
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data["upperLimitPrice"] = task_data.upperLimitPrice;
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data["lowestPrice"] = task_data.lowestPrice;
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data["instrumentID"] = task_data.instrumentID;
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data["exchangeID"] = task_data.exchangeID;
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data["highestPrice"] = task_data.highestPrice;
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data["turnover"] = task_data.turnover;
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this->onMarketData(data);
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};
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void MdApi::processCustomMarketData(Task task)
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{
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PyLock lock;
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DFITCCustomMarketDataField task_data = any_cast<DFITCCustomMarketDataField>(task.task_data);
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dict data;
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data["instrumentID"] = task_data.instrumentID;
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data["exchangeID"] = task_data.exchangeID;
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data["lastPrice"] = task_data.lastPrice;
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data["bidPrice1"] = task_data.bidPrice1;
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data["bidVolume1"] = task_data.bidVolume1;
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data["askVolume1"] = task_data.askVolume1;
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data["askPrice1"] = task_data.askPrice1;
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this->onCustomMarketData(data);
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};
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void MdApi::processRtnForQuoteRsp(Task task)
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{
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PyLock lock;
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DFITCQuoteSubscribeRtnField task_data = any_cast<DFITCQuoteSubscribeRtnField>(task.task_data);
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dict data;
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data["instrumentID"] = task_data.instrumentID;
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data["source"] = task_data.source;
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data["exchangeID"] = task_data.exchangeID;
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data["quoteID"] = task_data.quoteID;
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data["quoteTime"] = task_data.quoteTime;
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this->onRtnForQuoteRsp(data);
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};
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void MdApi::processRspTradingDay(Task task)
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{
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PyLock lock;
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DFITCTradingDayRtnField task_data = any_cast<DFITCTradingDayRtnField>(task.task_data);
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dict data;
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data["date"] = task_data.date;
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data["lRequestID"] = task_data.lRequestID;
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this->onRspTradingDay(data);
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};
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