vnpy/vn.xspeed/pyscript/xspeed_td_process.cpp

1347 lines
51 KiB
C++
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2016-02-25 15:45:59 +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;
DFITCUserLoginInfoRtnField task_data = any_cast<DFITCUserLoginInfoRtnField>(task.task_data);
dict data;
data["CZCETime"] = task_data.CZCETime;
data["initLocalOrderID"] = task_data.initLocalOrderID;
data["SHFETime"] = task_data.SHFETime;
data["errorMsg"] = task_data.errorMsg;
data["INETime"] = task_data.INETime;
data["lRequestID"] = task_data.lRequestID;
data["loginResult"] = task_data.loginResult;
data["sessionID"] = task_data.sessionID;
data["nErrorID"] = task_data.nErrorID;
data["CFFEXTime"] = task_data.CFFEXTime;
data["DCEtime"] = task_data.DCEtime;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspUserLogin(data, error);
};
void TdApi::processRspUserLogout(Task task)
{
PyLock lock;
DFITCUserLogoutInfoRtnField task_data = any_cast<DFITCUserLogoutInfoRtnField>(task.task_data);
dict data;
data["logoutResult"] = task_data.logoutResult;
data["lRequestID"] = task_data.lRequestID;
data["nErrorID"] = task_data.nErrorID;
data["errorMsg"] = task_data.errorMsg;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspUserLogout(data, error);
};
void TdApi::processRspInsertOrder(Task task)
{
PyLock lock;
DFITCOrderRspDataRtnField task_data = any_cast<DFITCOrderRspDataRtnField>(task.task_data);
dict data;
data["minMatchAmount"] = task_data.minMatchAmount;
data["insertType"] = task_data.insertType;
data["customCategory"] = task_data.customCategory;
data["openCloseType"] = task_data.openCloseType;
data["fee"] = task_data.fee;
data["insertPrice"] = task_data.insertPrice;
data["profitLossPrice"] = task_data.profitLossPrice;
data["instrumentType"] = task_data.instrumentType;
data["accountID"] = task_data.accountID;
data["localOrderID"] = task_data.localOrderID;
data["buySellType"] = task_data.buySellType;
data["clientID"] = task_data.clientID;
data["sessionID"] = task_data.sessionID;
data["orderAmount"] = task_data.orderAmount;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["orderProperty"] = task_data.orderProperty;
data["spdOrderID"] = task_data.spdOrderID;
data["lRequestID"] = task_data.lRequestID;
data["speculator"] = task_data.speculator;
data["orderType"] = task_data.orderType;
data["margin"] = task_data.margin;
data["orderStatus"] = task_data.orderStatus;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspInsertOrder(data, error);
};
void TdApi::processRspCancelOrder(Task task)
{
PyLock lock;
DFITCOrderRspDataRtnField task_data = any_cast<DFITCOrderRspDataRtnField>(task.task_data);
dict data;
data["minMatchAmount"] = task_data.minMatchAmount;
data["insertType"] = task_data.insertType;
data["customCategory"] = task_data.customCategory;
data["openCloseType"] = task_data.openCloseType;
data["fee"] = task_data.fee;
data["insertPrice"] = task_data.insertPrice;
data["profitLossPrice"] = task_data.profitLossPrice;
data["instrumentType"] = task_data.instrumentType;
data["accountID"] = task_data.accountID;
data["localOrderID"] = task_data.localOrderID;
data["buySellType"] = task_data.buySellType;
data["clientID"] = task_data.clientID;
data["sessionID"] = task_data.sessionID;
data["orderAmount"] = task_data.orderAmount;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["orderProperty"] = task_data.orderProperty;
data["spdOrderID"] = task_data.spdOrderID;
data["lRequestID"] = task_data.lRequestID;
data["speculator"] = task_data.speculator;
data["orderType"] = task_data.orderType;
data["margin"] = task_data.margin;
data["orderStatus"] = task_data.orderStatus;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspCancelOrder(data, error);
};
void TdApi::processRtnErrorMsg(Task task)
{
PyLock lock;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRtnErrorMsg(error);
};
void TdApi::processRtnMatchedInfo(Task task)
{
PyLock lock;
DFITCMatchRtnField task_data = any_cast<DFITCMatchRtnField>(task.task_data);
dict data;
data["insertType"] = task_data.insertType;
data["adjustmentInfo"] = task_data.adjustmentInfo;
data["orderStatus"] = task_data.orderStatus;
data["customCategory"] = task_data.customCategory;
data["openCloseType"] = task_data.openCloseType;
data["fee"] = task_data.fee;
data["insertPrice"] = task_data.insertPrice;
data["orderType"] = task_data.orderType;
data["OrderSysID"] = task_data.OrderSysID;
data["matchType"] = task_data.matchType;
data["instrumentType"] = task_data.instrumentType;
data["accountID"] = task_data.accountID;
data["matchedTime"] = task_data.matchedTime;
data["localOrderID"] = task_data.localOrderID;
data["buySellType"] = task_data.buySellType;
data["matchedPrice"] = task_data.matchedPrice;
data["clientID"] = task_data.clientID;
data["sessionID"] = task_data.sessionID;
data["orderAmount"] = task_data.orderAmount;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["spdOrderID"] = task_data.spdOrderID;
data["frozenCapita"] = task_data.frozenCapita;
data["matchID"] = task_data.matchID;
data["speculator"] = task_data.speculator;
data["matchedAmount"] = task_data.matchedAmount;
data["margin"] = task_data.margin;
data["turnover"] = task_data.turnover;
this->onRtnMatchedInfo(data);
};
void TdApi::processRtnOrder(Task task)
{
PyLock lock;
DFITCOrderRtnField task_data = any_cast<DFITCOrderRtnField>(task.task_data);
dict data;
data["minMatchAmount"] = task_data.minMatchAmount;
data["insertType"] = task_data.insertType;
data["customCategory"] = task_data.customCategory;
data["openCloseType"] = task_data.openCloseType;
data["statusMsg"] = task_data.statusMsg;
data["insertPrice"] = task_data.insertPrice;
data["profitLossPrice"] = task_data.profitLossPrice;
data["OrderSysID"] = task_data.OrderSysID;
data["instrumentType"] = task_data.instrumentType;
data["cancelAmount"] = task_data.cancelAmount;
data["accountID"] = task_data.accountID;
data["localOrderID"] = task_data.localOrderID;
data["buySellType"] = task_data.buySellType;
data["extSpdOrderID"] = task_data.extSpdOrderID;
data["sessionID"] = task_data.sessionID;
data["clientID"] = task_data.clientID;
data["orderAmount"] = task_data.orderAmount;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["SuspendTime"] = task_data.SuspendTime;
data["orderProperty"] = task_data.orderProperty;
data["speculator"] = task_data.speculator;
data["reservedType2"] = task_data.reservedType2;
data["orderType"] = task_data.orderType;
data["spdOrderID"] = task_data.spdOrderID;
data["orderStatus"] = task_data.orderStatus;
this->onRtnOrder(data);
};
void TdApi::processRtnCancelOrder(Task task)
{
PyLock lock;
DFITCOrderCanceledRtnField task_data = any_cast<DFITCOrderCanceledRtnField>(task.task_data);
dict data;
data["minMatchAmount"] = task_data.minMatchAmount;
data["insertType"] = task_data.insertType;
data["customCategory"] = task_data.customCategory;
data["openCloseType"] = task_data.openCloseType;
data["fee"] = task_data.fee;
data["statusMsg"] = task_data.statusMsg;
data["insertPrice"] = task_data.insertPrice;
data["profitLossPrice"] = task_data.profitLossPrice;
data["OrderSysID"] = task_data.OrderSysID;
data["instrumentType"] = task_data.instrumentType;
data["cancelAmount"] = task_data.cancelAmount;
data["accountID"] = task_data.accountID;
data["localOrderID"] = task_data.localOrderID;
data["buySellType"] = task_data.buySellType;
data["clientID"] = task_data.clientID;
data["sessionID"] = task_data.sessionID;
data["orderAmount"] = task_data.orderAmount;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["orderProperty"] = task_data.orderProperty;
data["spdOrderID"] = task_data.spdOrderID;
data["speculator"] = task_data.speculator;
data["canceledTime"] = task_data.canceledTime;
data["margin"] = task_data.margin;
data["orderStatus"] = task_data.orderStatus;
this->onRtnCancelOrder(data);
};
void TdApi::processRspQryOrderInfo(Task task)
{
PyLock lock;
DFITCOrderCommRtnField task_data = any_cast<DFITCOrderCommRtnField>(task.task_data);
dict data;
data["commTime"] = task_data.commTime;
data["orderStatus"] = task_data.orderStatus;
data["customCategory"] = task_data.customCategory;
data["fee"] = task_data.fee;
data["insertPrice"] = task_data.insertPrice;
data["profitLossPrice"] = task_data.profitLossPrice;
data["OrderSysID"] = task_data.OrderSysID;
data["instrumentType"] = task_data.instrumentType;
data["cancelAmount"] = task_data.cancelAmount;
data["accountID"] = task_data.accountID;
data["operStation"] = task_data.operStation;
data["localOrderID"] = task_data.localOrderID;
data["buySellType"] = task_data.buySellType;
data["matchedPrice"] = task_data.matchedPrice;
data["clientID"] = task_data.clientID;
data["submitTime"] = task_data.submitTime;
data["lRequestID"] = task_data.lRequestID;
data["orderAmount"] = task_data.orderAmount;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["orderProperty"] = task_data.orderProperty;
data["margin"] = task_data.margin;
data["openClose"] = task_data.openClose;
data["speculator"] = task_data.speculator;
data["matchedAmount"] = task_data.matchedAmount;
data["sessionId"] = task_data.sessionId;
data["reservedType2"] = task_data.reservedType2;
data["orderType"] = task_data.orderType;
data["spdOrderID"] = task_data.spdOrderID;
data["insertType"] = task_data.insertType;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryOrderInfo(data, error, task.task_last);
};
void TdApi::processRspQryMatchInfo(Task task)
{
PyLock lock;
DFITCMatchedRtnField task_data = any_cast<DFITCMatchedRtnField>(task.task_data);
dict data;
data["matchedMort"] = task_data.matchedMort;
data["customCategory"] = task_data.customCategory;
data["fee"] = task_data.fee;
data["orderType"] = task_data.orderType;
data["OrderSysID"] = task_data.OrderSysID;
data["matchType"] = task_data.matchType;
data["instrumentType"] = task_data.instrumentType;
data["accountID"] = task_data.accountID;
data["matchedTime"] = task_data.matchedTime;
data["localOrderID"] = task_data.localOrderID;
data["buySellType"] = task_data.buySellType;
data["matchedPrice"] = task_data.matchedPrice;
data["matchedID"] = task_data.matchedID;
data["lRequestID"] = task_data.lRequestID;
data["clientID"] = task_data.clientID;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["openClose"] = task_data.openClose;
data["speculator"] = task_data.speculator;
data["matchedAmount"] = task_data.matchedAmount;
data["sessionId"] = task_data.sessionId;
data["reservedType2"] = task_data.reservedType2;
data["spdOrderID"] = task_data.spdOrderID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryMatchInfo(data, error, task.task_last);
};
void TdApi::processRspQryPosition(Task task)
{
PyLock lock;
DFITCPositionInfoRtnField task_data = any_cast<DFITCPositionInfoRtnField>(task.task_data);
dict data;
data["openAvgPrice"] = task_data.openAvgPrice;
data["dPremium"] = task_data.dPremium;
data["dMargin"] = task_data.dMargin;
data["lastAvaiAmount"] = task_data.lastAvaiAmount;
data["positionAmount"] = task_data.positionAmount;
data["todayAmount"] = task_data.todayAmount;
data["datePositionProfitLoss"] = task_data.datePositionProfitLoss;
data["floatProfitLoss"] = task_data.floatProfitLoss;
data["instrumentType"] = task_data.instrumentType;
data["positionAvgPrice"] = task_data.positionAvgPrice;
data["preSettlementPrice"] = task_data.preSettlementPrice;
data["buySellType"] = task_data.buySellType;
data["tradingAmount"] = task_data.tradingAmount;
data["clientID"] = task_data.clientID;
data["lRequestID"] = task_data.lRequestID;
data["totalAvaiAmount"] = task_data.totalAvaiAmount;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["todayAvaiAmount"] = task_data.todayAvaiAmount;
data["yesterdayTradingAmount"] = task_data.yesterdayTradingAmount;
data["speculator"] = task_data.speculator;
data["dateCloseProfitLoss"] = task_data.dateCloseProfitLoss;
data["accountID"] = task_data.accountID;
data["lastAmount"] = task_data.lastAmount;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryPosition(data, error, task.task_last);
};
void TdApi::processRspCustomerCapital(Task task)
{
PyLock lock;
DFITCCapitalInfoRtnField task_data = any_cast<DFITCCapitalInfoRtnField>(task.task_data);
dict data;
data["available"] = task_data.available;
data["todayPremiumIncome"] = task_data.todayPremiumIncome;
data["todayPremiumPay"] = task_data.todayPremiumPay;
data["preEquity"] = task_data.preEquity;
data["totFundOut"] = task_data.totFundOut;
data["frozenMargin"] = task_data.frozenMargin;
data["todayEquity"] = task_data.todayEquity;
data["totFundIn"] = task_data.totFundIn;
data["closeProfitLoss"] = task_data.closeProfitLoss;
data["riskDegree"] = task_data.riskDegree;
data["optMarketValue"] = task_data.optMarketValue;
data["fee"] = task_data.fee;
data["requestID"] = task_data.requestID;
data["withdraw"] = task_data.withdraw;
data["positionProfitLoss"] = task_data.positionProfitLoss;
data["floatProfitLoss"] = task_data.floatProfitLoss;
data["yesterdayPremium"] = task_data.yesterdayPremium;
data["margin"] = task_data.margin;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspCustomerCapital(data, error, task.task_last);
};
void TdApi::processRspQryExchangeInstrument(Task task)
{
PyLock lock;
DFITCExchangeInstrumentRtnField task_data = any_cast<DFITCExchangeInstrumentRtnField>(task.task_data);
dict data;
data["optionType"] = task_data.optionType;
data["underlying"] = task_data.underlying;
data["instrumentType"] = task_data.instrumentType;
data["minMargin"] = task_data.minMargin;
data["tradeSize"] = task_data.tradeSize;
data["lowerLimitPrice"] = task_data.lowerLimitPrice;
data["VarietyName"] = task_data.VarietyName;
data["preSettlementPrice"] = task_data.preSettlementPrice;
data["contractMultiplier"] = task_data.contractMultiplier;
data["orderTopLimit"] = task_data.orderTopLimit;
data["mktOrderTopLimit"] = task_data.mktOrderTopLimit;
data["settlementPrice"] = task_data.settlementPrice;
data["exchangeRiskDegree"] = task_data.exchangeRiskDegree;
data["strikePrice"] = task_data.strikePrice;
data["preOpenInterest"] = task_data.preOpenInterest;
data["lRequestID"] = task_data.lRequestID;
data["upperLimitPrice"] = task_data.upperLimitPrice;
data["instrumentMaturity"] = task_data.instrumentMaturity;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["instrumentPrefix"] = task_data.instrumentPrefix;
data["preClosePrice"] = task_data.preClosePrice;
data["instrumentExpiration"] = task_data.instrumentExpiration;
data["minPriceFluctuation"] = task_data.minPriceFluctuation;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryExchangeInstrument(data, error, task.task_last);
};
void TdApi::processRspArbitrageInstrument(Task task)
{
PyLock lock;
DFITCAbiInstrumentRtnField task_data = any_cast<DFITCAbiInstrumentRtnField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["instrumentName"] = task_data.instrumentName;
data["lRequestID"] = task_data.lRequestID;
data["exchangeID"] = task_data.exchangeID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspArbitrageInstrument(data, error, task.task_last);
};
void TdApi::processRspQrySpecifyInstrument(Task task)
{
PyLock lock;
DFITCInstrumentRtnField task_data = any_cast<DFITCInstrumentRtnField>(task.task_data);
dict data;
data["optExecRatioPerVol"] = task_data.optExecRatioPerVol;
data["closeFeeVolRatio"] = task_data.closeFeeVolRatio;
data["contractMultiplier"] = task_data.contractMultiplier;
data["openFeeAmtRatio"] = task_data.openFeeAmtRatio;
data["longMarginRatio"] = task_data.longMarginRatio;
data["computeMode"] = task_data.computeMode;
data["lowerLimitPrice"] = task_data.lowerLimitPrice;
data["preClosePrice"] = task_data.preClosePrice;
data["preSettlementPrice"] = task_data.preSettlementPrice;
data["shortMarginRatio"] = task_data.shortMarginRatio;
data["orderTopLimit"] = task_data.orderTopLimit;
data["settlementPrice"] = task_data.settlementPrice;
data["preOpenInterest"] = task_data.preOpenInterest;
data["openFeeVolRatio"] = task_data.openFeeVolRatio;
data["lRequestID"] = task_data.lRequestID;
data["atMoneyNorm"] = task_data.atMoneyNorm;
data["upperLimitPrice"] = task_data.upperLimitPrice;
data["instrumentMaturity"] = task_data.instrumentMaturity;
data["optExecRatio"] = task_data.optExecRatio;
data["longMarginRatioByVolume"] = task_data.longMarginRatioByVolume;
data["instrumentID"] = task_data.instrumentID;
data["minimumPriceChange"] = task_data.minimumPriceChange;
data["closeTodayFeeAmtRatio"] = task_data.closeTodayFeeAmtRatio;
data["instrumentType"] = task_data.instrumentType;
data["closeTodayFeeVolRatio"] = task_data.closeTodayFeeVolRatio;
data["shortMarginRatioByVolume"] = task_data.shortMarginRatioByVolume;
data["closeFeeAmtRatio"] = task_data.closeFeeAmtRatio;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQrySpecifyInstrument(data, error, task.task_last);
};
void TdApi::processRspQryPositionDetail(Task task)
{
PyLock lock;
DFITCPositionDetailRtnField task_data = any_cast<DFITCPositionDetailRtnField>(task.task_data);
dict data;
data["closeMatchVol"] = task_data.closeMatchVol;
data["openPrice"] = task_data.openPrice;
data["customCategory"] = task_data.customCategory;
data["matchedDate"] = task_data.matchedDate;
data["dMargin"] = task_data.dMargin;
data["positionDateType"] = task_data.positionDateType;
data["datePositionProfitLoss"] = task_data.datePositionProfitLoss;
data["floatProfitLoss"] = task_data.floatProfitLoss;
data["instrumentType"] = task_data.instrumentType;
data["preSettlementPrice"] = task_data.preSettlementPrice;
data["buySellType"] = task_data.buySellType;
data["clientID"] = task_data.clientID;
data["volume"] = task_data.volume;
data["lRequestID"] = task_data.lRequestID;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["matchID"] = task_data.matchID;
data["speculator"] = task_data.speculator;
data["closeOrderVol"] = task_data.closeOrderVol;
data["dateCloseProfitLoss"] = task_data.dateCloseProfitLoss;
data["accountID"] = task_data.accountID;
data["spdOrderID"] = task_data.spdOrderID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryPositionDetail(data, error, task.task_last);
};
void TdApi::processRtnTradingNotice(Task task)
{
PyLock lock;
DFITCTradingNoticeInfoField task_data = any_cast<DFITCTradingNoticeInfoField>(task.task_data);
dict data;
data["FieldContent"] = task_data.FieldContent;
data["SendTime"] = task_data.SendTime;
data["noticeType"] = task_data.noticeType;
data["accountID"] = task_data.accountID;
this->onRtnTradingNotice(data);
};
void TdApi::processRspResetPassword(Task task)
{
PyLock lock;
DFITCResetPwdRspField task_data = any_cast<DFITCResetPwdRspField>(task.task_data);
dict data;
data["lRequestID"] = task_data.lRequestID;
data["execState"] = task_data.execState;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspResetPassword(data, error);
};
void TdApi::processRspQryTradeCode(Task task)
{
PyLock lock;
DFITCQryTradeCodeRtnField task_data = any_cast<DFITCQryTradeCodeRtnField>(task.task_data);
dict data;
data["exchangeCode"] = task_data.exchangeCode;
data["clientID"] = task_data.clientID;
data["lRequestID"] = task_data.lRequestID;
data["clientIDType"] = task_data.clientIDType;
data["accountID"] = task_data.accountID;
data["clientStatus"] = task_data.clientStatus;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryTradeCode(data, error, task.task_last);
};
void TdApi::processRspBillConfirm(Task task)
{
PyLock lock;
DFITCBillConfirmRspField task_data = any_cast<DFITCBillConfirmRspField>(task.task_data);
dict data;
data["lRequestID"] = task_data.lRequestID;
data["execState"] = task_data.execState;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspBillConfirm(data, error);
};
void TdApi::processRspEquityComputMode(Task task)
{
PyLock lock;
DFITCEquityComputModeRtnField task_data = any_cast<DFITCEquityComputModeRtnField>(task.task_data);
dict data;
data["priceNote"] = task_data.priceNote;
data["capConMode"] = task_data.capConMode;
this->onRspEquityComputMode(data);
};
void TdApi::processRspQryBill(Task task)
{
PyLock lock;
DFITCQryBillRtnField task_data = any_cast<DFITCQryBillRtnField>(task.task_data);
dict data;
data["lRequestID"] = task_data.lRequestID;
data["message"] = task_data.message;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryBill(data, error, task.task_last);
};
void TdApi::processRspConfirmProductInfo(Task task)
{
PyLock lock;
DFITCProductRtnField task_data = any_cast<DFITCProductRtnField>(task.task_data);
dict data;
data["brokerInfoName"] = task_data.brokerInfoName;
data["vendorID"] = task_data.vendorID;
data["productOnlineCount"] = task_data.productOnlineCount;
data["frontID"] = task_data.frontID;
data["productID"] = task_data.productID;
this->onRspConfirmProductInfo(data);
};
void TdApi::processRspTradingDay(Task task)
{
PyLock lock;
DFITCTradingDayRtnField task_data = any_cast<DFITCTradingDayRtnField>(task.task_data);
dict data;
data["date"] = task_data.date;
data["lRequestID"] = task_data.lRequestID;
this->onRspTradingDay(data);
};
void TdApi::processRspQuoteInsert(Task task)
{
PyLock lock;
DFITCQuoteRspField task_data = any_cast<DFITCQuoteRspField>(task.task_data);
dict data;
data["instrumentID"] = task_data.instrumentID;
data["orderTime"] = task_data.orderTime;
data["fee"] = task_data.fee;
data["localOrderID"] = task_data.localOrderID;
data["margin"] = task_data.margin;
data["sessionID"] = task_data.sessionID;
data["clientID"] = task_data.clientID;
data["lRequestID"] = task_data.lRequestID;
data["orderStatus"] = task_data.orderStatus;
data["quoteID"] = task_data.quoteID;
data["customCategory"] = task_data.customCategory;
data["spdOrderID"] = task_data.spdOrderID;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQuoteInsert(data, error);
};
void TdApi::processRtnQuoteInsert(Task task)
{
PyLock lock;
DFITCQuoteRtnField task_data = any_cast<DFITCQuoteRtnField>(task.task_data);
dict data;
data["quoteID"] = task_data.quoteID;
data["sOpenCloseType"] = task_data.sOpenCloseType;
data["seatCode"] = task_data.seatCode;
data["orderStatus"] = task_data.orderStatus;
data["orderSysID"] = task_data.orderSysID;
data["bOpenCloseType"] = task_data.bOpenCloseType;
data["suspendTime"] = task_data.suspendTime;
data["customCategory"] = task_data.customCategory;
data["entrusTeller"] = task_data.entrusTeller;
data["bInsertPrice"] = task_data.bInsertPrice;
data["instrumentType"] = task_data.instrumentType;
data["accountID"] = task_data.accountID;
data["localOrderID"] = task_data.localOrderID;
data["errorMsg"] = task_data.errorMsg;
data["bOrderAmount"] = task_data.bOrderAmount;
data["sInsertPrice"] = task_data.sInsertPrice;
data["clientID"] = task_data.clientID;
data["sessionID"] = task_data.sessionID;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["speculator"] = task_data.speculator;
data["sOrderAmount"] = task_data.sOrderAmount;
data["spdOrderID"] = task_data.spdOrderID;
this->onRtnQuoteInsert(data);
};
void TdApi::processRspQuoteCancel(Task task)
{
PyLock lock;
DFITCQuoteRspField task_data = any_cast<DFITCQuoteRspField>(task.task_data);
dict data;
data["instrumentID"] = task_data.instrumentID;
data["orderTime"] = task_data.orderTime;
data["fee"] = task_data.fee;
data["localOrderID"] = task_data.localOrderID;
data["margin"] = task_data.margin;
data["sessionID"] = task_data.sessionID;
data["clientID"] = task_data.clientID;
data["lRequestID"] = task_data.lRequestID;
data["orderStatus"] = task_data.orderStatus;
data["quoteID"] = task_data.quoteID;
data["customCategory"] = task_data.customCategory;
data["spdOrderID"] = task_data.spdOrderID;
data["accountID"] = task_data.accountID;
this->onRspQuoteCancel(data);
};
void TdApi::processRtnQuoteCancel(Task task)
{
PyLock lock;
DFITCQuoteCanceledRtnField task_data = any_cast<DFITCQuoteCanceledRtnField>(task.task_data);
dict data;
data["instrumentID"] = task_data.instrumentID;
data["speculator"] = task_data.speculator;
data["exchangeID"] = task_data.exchangeID;
data["fee"] = task_data.fee;
data["localOrderID"] = task_data.localOrderID;
data["sOpenCloseType"] = task_data.sOpenCloseType;
data["margin"] = task_data.margin;
data["buySellType"] = task_data.buySellType;
data["clientID"] = task_data.clientID;
data["seatCode"] = task_data.seatCode;
data["sessionID"] = task_data.sessionID;
data["orderStatus"] = task_data.orderStatus;
data["orderSysID"] = task_data.orderSysID;
data["entrusTeller"] = task_data.entrusTeller;
data["bOpenCloseType"] = task_data.bOpenCloseType;
data["quoteID"] = task_data.quoteID;
data["canceledTime"] = task_data.canceledTime;
data["customCategory"] = task_data.customCategory;
data["spdOrderID"] = task_data.spdOrderID;
data["cancelAmount"] = task_data.cancelAmount;
data["accountID"] = task_data.accountID;
this->onRtnQuoteCancel(data);
};
void TdApi::processRtnQuoteMatchedInfo(Task task)
{
PyLock lock;
DFITCQuoteMatchRtnField task_data = any_cast<DFITCQuoteMatchRtnField>(task.task_data);
dict data;
data["quoteID"] = task_data.quoteID;
data["seatCode"] = task_data.seatCode;
data["closeTodayPrice"] = task_data.closeTodayPrice;
data["adjustmentInfo"] = task_data.adjustmentInfo;
data["orderStatus"] = task_data.orderStatus;
data["customCategory"] = task_data.customCategory;
data["openCloseType"] = task_data.openCloseType;
data["fee"] = task_data.fee;
data["insertPrice"] = task_data.insertPrice;
data["largeMarginDirect"] = task_data.largeMarginDirect;
data["OrderSysID"] = task_data.OrderSysID;
data["entrusTeller"] = task_data.entrusTeller;
data["instrumentType"] = task_data.instrumentType;
data["accountID"] = task_data.accountID;
data["matchedTime"] = task_data.matchedTime;
data["localOrderID"] = task_data.localOrderID;
data["buySellType"] = task_data.buySellType;
data["matchedPrice"] = task_data.matchedPrice;
data["clientID"] = task_data.clientID;
data["sessionID"] = task_data.sessionID;
data["closeTodayAmount"] = task_data.closeTodayAmount;
data["orderAmount"] = task_data.orderAmount;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["spdOrderID"] = task_data.spdOrderID;
data["frozenCapita"] = task_data.frozenCapita;
data["matchID"] = task_data.matchID;
data["speculator"] = task_data.speculator;
data["matchedAmount"] = task_data.matchedAmount;
data["dateCloseProfitLoss"] = task_data.dateCloseProfitLoss;
data["closePrice"] = task_data.closePrice;
data["margin"] = task_data.margin;
data["turnover"] = task_data.turnover;
this->onRtnQuoteMatchedInfo(data);
};
void TdApi::processRspCancelAllOrder(Task task)
{
PyLock lock;
DFITCCancelAllOrderRspField task_data = any_cast<DFITCCancelAllOrderRspField>(task.task_data);
dict data;
data["lRequestID"] = task_data.lRequestID;
data["orderStatus"] = task_data.orderStatus;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspCancelAllOrder(data, error);
};
void TdApi::processRspQryQuoteNotice(Task task)
{
PyLock lock;
DFITCQryQuoteNoticeRtnField task_data = any_cast<DFITCQryQuoteNoticeRtnField>(task.task_data);
dict data;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["quoteID"] = task_data.quoteID;
data["source"] = task_data.source;
data["lRequestID"] = task_data.lRequestID;
data["quoteTime"] = task_data.quoteTime;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryQuoteNotice(data, error, task.task_last);
};
void TdApi::processRspForQuote(Task task)
{
PyLock lock;
DFITCForQuoteRspField task_data = any_cast<DFITCForQuoteRspField>(task.task_data);
dict data;
data["lRequestID"] = task_data.lRequestID;
data["commTime"] = task_data.commTime;
data["spdOrderID"] = task_data.spdOrderID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspForQuote(data, error);
};
void TdApi::processRtnForQuote(Task task)
{
PyLock lock;
DFITCForQuoteRtnField task_data = any_cast<DFITCForQuoteRtnField>(task.task_data);
dict data;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["sessionID"] = task_data.sessionID;
data["orderStatus"] = task_data.orderStatus;
data["spdOrderID"] = task_data.spdOrderID;
data["accountID"] = task_data.accountID;
this->onRtnForQuote(data);
};
void TdApi::processRspQryQuoteOrderInfo(Task task)
{
PyLock lock;
DFITCQuoteOrderRtnField task_data = any_cast<DFITCQuoteOrderRtnField>(task.task_data);
dict data;
data["quoteID"] = task_data.quoteID;
data["sOpenCloseType"] = task_data.sOpenCloseType;
data["commTime"] = task_data.commTime;
data["margin"] = task_data.margin;
data["orderStatus"] = task_data.orderStatus;
data["bOpenCloseType"] = task_data.bOpenCloseType;
data["customCategory"] = task_data.customCategory;
data["fee"] = task_data.fee;
data["bMatchedPrice"] = task_data.bMatchedPrice;
data["sMatchedPrice"] = task_data.sMatchedPrice;
data["sInsertPrice"] = task_data.sInsertPrice;
data["bInsertPrice"] = task_data.bInsertPrice;
data["accountID"] = task_data.accountID;
data["localOrderID"] = task_data.localOrderID;
data["bOrderAmount"] = task_data.bOrderAmount;
data["operStation"] = task_data.operStation;
data["submitTime"] = task_data.submitTime;
data["lRequestID"] = task_data.lRequestID;
data["bMatchedAmount"] = task_data.bMatchedAmount;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["sCancelAmount"] = task_data.sCancelAmount;
data["sessionID"] = task_data.sessionID;
data["sMatchedAmount"] = task_data.sMatchedAmount;
data["sOrderAmount"] = task_data.sOrderAmount;
data["spdOrderID"] = task_data.spdOrderID;
data["bCancelAmount"] = task_data.bCancelAmount;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryQuoteOrderInfo(data, error, task.task_last);
};
void TdApi::processRspQryForQuote(Task task)
{
PyLock lock;
DFITCQryForQuoteRtnField task_data = any_cast<DFITCQryForQuoteRtnField>(task.task_data);
dict data;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["SuspendTime"] = task_data.SuspendTime;
data["lRequestID"] = task_data.lRequestID;
data["orderStatus"] = task_data.orderStatus;
data["spdOrderID"] = task_data.spdOrderID;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryForQuote(data, error, task.task_last);
};
void TdApi::processRspQryTransferBank(Task task)
{
PyLock lock;
DFITCTransferBankRspField task_data = any_cast<DFITCTransferBankRspField>(task.task_data);
dict data;
data["bankAccount"] = task_data.bankAccount;
data["registDate"] = task_data.registDate;
data["currency"] = task_data.currency;
data["lRequestID"] = task_data.lRequestID;
data["bankID"] = task_data.bankID;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryTransferBank(data, error, task.task_last);
};
void TdApi::processRspQryTransferSerial(Task task)
{
PyLock lock;
DFITCTransferSerialRspField task_data = any_cast<DFITCTransferSerialRspField>(task.task_data);
dict data;
data["bankAccount"] = task_data.bankAccount;
data["curFutAccountFund"] = task_data.curFutAccountFund;
data["bankSerialNum"] = task_data.bankSerialNum;
data["procResult"] = task_data.procResult;
data["currency"] = task_data.currency;
data["lRequestID"] = task_data.lRequestID;
data["applyNum"] = task_data.applyNum;
data["dealTransferTime"] = task_data.dealTransferTime;
data["bankID"] = task_data.bankID;
data["reqTransferTime"] = task_data.reqTransferTime;
data["type"] = task_data.type;
data["tradeAmount"] = task_data.tradeAmount;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryTransferSerial(data, error, task.task_last);
};
void TdApi::processRspFromBankToFutureByFuture(Task task)
{
PyLock lock;
DFITCTransferRspField task_data = any_cast<DFITCTransferRspField>(task.task_data);
dict data;
data["bankAccount"] = task_data.bankAccount;
data["applyNumber"] = task_data.applyNumber;
data["lRequestID"] = task_data.lRequestID;
data["bankID"] = task_data.bankID;
data["tradeAmount"] = task_data.tradeAmount;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspFromBankToFutureByFuture(data, error);
};
void TdApi::processRspFromFutureToBankByFuture(Task task)
{
PyLock lock;
DFITCTransferRspField task_data = any_cast<DFITCTransferRspField>(task.task_data);
dict data;
data["bankAccount"] = task_data.bankAccount;
data["applyNumber"] = task_data.applyNumber;
data["lRequestID"] = task_data.lRequestID;
data["bankID"] = task_data.bankID;
data["tradeAmount"] = task_data.tradeAmount;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspFromFutureToBankByFuture(data, error);
};
void TdApi::processRtnFromBankToFutureByFuture(Task task)
{
PyLock lock;
DFITCTransferRtnField task_data = any_cast<DFITCTransferRtnField>(task.task_data);
dict data;
data["bankAccount"] = task_data.bankAccount;
data["bankSerialNum"] = task_data.bankSerialNum;
data["applyNumber"] = task_data.applyNumber;
data["sessionID"] = task_data.sessionID;
data["bankID"] = task_data.bankID;
data["type"] = task_data.type;
data["tradeAmount"] = task_data.tradeAmount;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRtnFromBankToFutureByFuture(data, error);
};
void TdApi::processRtnFromFutureToBankByFuture(Task task)
{
PyLock lock;
DFITCTransferRtnField task_data = any_cast<DFITCTransferRtnField>(task.task_data);
dict data;
data["bankAccount"] = task_data.bankAccount;
data["bankSerialNum"] = task_data.bankSerialNum;
data["applyNumber"] = task_data.applyNumber;
data["sessionID"] = task_data.sessionID;
data["bankID"] = task_data.bankID;
data["type"] = task_data.type;
data["tradeAmount"] = task_data.tradeAmount;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRtnFromFutureToBankByFuture(data, error);
};
void TdApi::processRtnRepealFromFutureToBankByBank(Task task)
{
PyLock lock;
DFITCRepealRtnField task_data = any_cast<DFITCRepealRtnField>(task.task_data);
dict data;
data["bankAccount"] = task_data.bankAccount;
data["bankSerialNum"] = task_data.bankSerialNum;
data["repealSerial"] = task_data.repealSerial;
data["bankID"] = task_data.bankID;
data["type"] = task_data.type;
data["tradeAmount"] = task_data.tradeAmount;
data["accountID"] = task_data.accountID;
this->onRtnRepealFromFutureToBankByBank(data);
};
void TdApi::processRspQryExchangeStatus(Task task)
{
PyLock lock;
DFITCExchangeStatusRspField task_data = any_cast<DFITCExchangeStatusRspField>(task.task_data);
dict data;
data["lRequestID"] = task_data.lRequestID;
data["exchangeStatus"] = task_data.exchangeStatus;
data["exchangeID"] = task_data.exchangeID;
this->onRspQryExchangeStatus(data);
};
void TdApi::processRtnExchangeStatus(Task task)
{
PyLock lock;
DFITCExchangeStatusRtnField task_data = any_cast<DFITCExchangeStatusRtnField>(task.task_data);
dict data;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["exchangeStatus"] = task_data.exchangeStatus;
this->onRtnExchangeStatus(data);
};
void TdApi::processRspQryDepthMarketData(Task task)
{
PyLock lock;
DFITCDepthMarketDataField task_data = any_cast<DFITCDepthMarketDataField>(task.task_data);
dict data;
data["BidPrice5"] = task_data.BidPrice5;
data["BidPrice4"] = task_data.BidPrice4;
data["BidPrice1"] = task_data.BidPrice1;
data["openPrice"] = task_data.openPrice;
data["BidPrice2"] = task_data.BidPrice2;
data["AskPrice5"] = task_data.AskPrice5;
data["AskPrice4"] = task_data.AskPrice4;
data["AskPrice3"] = task_data.AskPrice3;
data["AskPrice2"] = task_data.AskPrice2;
data["AskPrice1"] = task_data.AskPrice1;
data["closePrice"] = task_data.closePrice;
data["UpdateTime"] = task_data.UpdateTime;
data["UpdateMillisec"] = task_data.UpdateMillisec;
data["AveragePrice"] = task_data.AveragePrice;
data["BidVolume5"] = task_data.BidVolume5;
data["BidVolume4"] = task_data.BidVolume4;
data["BidVolume3"] = task_data.BidVolume3;
data["BidVolume2"] = task_data.BidVolume2;
data["BidVolume1"] = task_data.BidVolume1;
data["Volume"] = task_data.Volume;
data["tradingDay"] = task_data.tradingDay;
data["AskVolume3"] = task_data.AskVolume3;
data["AskVolume2"] = task_data.AskVolume2;
data["lowerLimitPrice"] = task_data.lowerLimitPrice;
data["AskVolume4"] = task_data.AskVolume4;
data["preDelta"] = task_data.preDelta;
data["AskVolume5"] = task_data.AskVolume5;
data["openInterest"] = task_data.openInterest;
data["currDelta"] = task_data.currDelta;
data["preClosePrice"] = task_data.preClosePrice;
data["preSettlementPrice"] = task_data.preSettlementPrice;
data["lastPrice"] = task_data.lastPrice;
data["AskVolume1"] = task_data.AskVolume1;
data["settlementPrice"] = task_data.settlementPrice;
data["preOpenInterest"] = task_data.preOpenInterest;
data["exchangeInstID"] = task_data.exchangeInstID;
data["XSpeedTime"] = task_data.XSpeedTime;
data["BidPrice3"] = task_data.BidPrice3;
data["upperLimitPrice"] = task_data.upperLimitPrice;
data["lowestPrice"] = task_data.lowestPrice;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["highestPrice"] = task_data.highestPrice;
data["turnover"] = task_data.turnover;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspQryDepthMarketData(data, error, task.task_last);
};