308 lines
10 KiB
C++
308 lines
10 KiB
C++
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void L2MdApi::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 L2MdApi::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 L2MdApi::processHeartBeatWarning(Task task)
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{
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PyLock lock;
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this->onHeartBeatWarning(task.task_id);
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};
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void L2MdApi::processRspError(Task task)
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{
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PyLock lock;
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CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspError(error, task.task_id, task.task_last);
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};
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void L2MdApi::processRspUserLogin(Task task)
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{
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PyLock lock;
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CSecurityFtdcUserLoginField task_data = any_cast<CSecurityFtdcUserLoginField>(task.task_data);
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dict data;
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data["TradingDay"] = task_data.TradingDay;
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data["Password"] = task_data.Password;
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data["BrokerID"] = task_data.BrokerID;
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data["DataLevel"] = task_data.DataLevel;
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data["UserID"] = task_data.UserID;
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CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspUserLogin(data, error, task.task_id, task.task_last);
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};
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void L2MdApi::processRspUserLogout(Task task)
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{
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PyLock lock;
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CSecurityFtdcUserLogoutField task_data = any_cast<CSecurityFtdcUserLogoutField>(task.task_data);
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dict data;
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data["UserID"] = task_data.UserID;
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data["BrokerID"] = task_data.BrokerID;
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CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspUserLogout(data, error, task.task_id, task.task_last);
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};
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void L2MdApi::processRspSubL2MarketData(Task task)
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{
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PyLock lock;
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CSecurityFtdcSpecificInstrumentField task_data = any_cast<CSecurityFtdcSpecificInstrumentField>(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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CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspSubL2MarketData(data, error, task.task_id, task.task_last);
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};
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void L2MdApi::processRspUnSubL2MarketData(Task task)
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{
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PyLock lock;
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CSecurityFtdcSpecificInstrumentField task_data = any_cast<CSecurityFtdcSpecificInstrumentField>(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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CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspUnSubL2MarketData(data, error, task.task_id, task.task_last);
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};
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void L2MdApi::processRspSubL2Index(Task task)
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{
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PyLock lock;
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CSecurityFtdcSpecificInstrumentField task_data = any_cast<CSecurityFtdcSpecificInstrumentField>(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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CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspSubL2Index(data, error, task.task_id, task.task_last);
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};
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void L2MdApi::processRspUnSubL2Index(Task task)
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{
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PyLock lock;
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CSecurityFtdcSpecificInstrumentField task_data = any_cast<CSecurityFtdcSpecificInstrumentField>(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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CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspUnSubL2Index(data, error, task.task_id, task.task_last);
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};
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void L2MdApi::processRtnL2MarketData(Task task)
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{
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PyLock lock;
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CSecurityFtdcL2MarketDataField task_data = any_cast<CSecurityFtdcL2MarketDataField>(task.task_data);
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dict data;
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data["BidCount8"] = task_data.BidCount8;
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data["BidVolume4"] = task_data.BidVolume4;
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data["BidPrice9"] = task_data.BidPrice9;
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data["BidPrice8"] = task_data.BidPrice8;
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data["OfferVolume8"] = task_data.OfferVolume8;
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data["OfferCount9"] = task_data.OfferCount9;
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data["BidPrice5"] = task_data.BidPrice5;
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data["LowPrice"] = task_data.LowPrice;
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data["BidPrice7"] = task_data.BidPrice7;
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data["AltWeightedAvgOfferPrice"] = task_data.AltWeightedAvgOfferPrice;
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data["BidPrice1"] = task_data.BidPrice1;
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data["OfferCount3"] = task_data.OfferCount3;
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data["TotalTradeVolume"] = task_data.TotalTradeVolume;
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data["BidPrice2"] = task_data.BidPrice2;
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data["BidVolume1"] = task_data.BidVolume1;
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data["OfferVolume3"] = task_data.OfferVolume3;
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data["PreClosePrice"] = task_data.PreClosePrice;
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data["OfferVolumeA"] = task_data.OfferVolumeA;
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data["BidCount3"] = task_data.BidCount3;
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data["BidCount2"] = task_data.BidCount2;
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data["BidCount1"] = task_data.BidCount1;
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data["BidPriceLevel"] = task_data.BidPriceLevel;
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data["BidCount7"] = task_data.BidCount7;
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data["BidCount6"] = task_data.BidCount6;
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data["BidCount5"] = task_data.BidCount5;
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data["BidCount4"] = task_data.BidCount4;
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data["BidVolume7"] = task_data.BidVolume7;
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data["BidVolume6"] = task_data.BidVolume6;
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data["TotalOfferVolume"] = task_data.TotalOfferVolume;
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data["TotalBidVolume"] = task_data.TotalBidVolume;
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data["BidVolume3"] = task_data.BidVolume3;
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data["BidVolume2"] = task_data.BidVolume2;
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data["OpenPrice"] = task_data.OpenPrice;
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data["OfferPriceA"] = task_data.OfferPriceA;
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data["OfferCount7"] = task_data.OfferCount7;
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data["OfferCount6"] = task_data.OfferCount6;
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data["TradeCount"] = task_data.TradeCount;
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data["BidPrice4"] = task_data.BidPrice4;
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data["WeightedAvgOfferPrice"] = task_data.WeightedAvgOfferPrice;
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data["OfferVolume6"] = task_data.OfferVolume6;
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data["HighPrice"] = task_data.HighPrice;
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data["OfferVolume9"] = task_data.OfferVolume9;
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data["InstrumentID"] = task_data.InstrumentID;
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data["ClosePrice"] = task_data.ClosePrice;
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data["ExchangeID"] = task_data.ExchangeID;
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data["BidPrice6"] = task_data.BidPrice6;
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data["OfferPrice7"] = task_data.OfferPrice7;
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data["AltWeightedAvgBidPrice"] = task_data.AltWeightedAvgBidPrice;
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data["TimeStamp"] = task_data.TimeStamp;
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data["WeightedAvgBidPrice"] = task_data.WeightedAvgBidPrice;
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data["BidVolume9"] = task_data.BidVolume9;
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data["TotalTradeValue"] = task_data.TotalTradeValue;
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data["OfferCount4"] = task_data.OfferCount4;
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data["TradingDay"] = task_data.TradingDay;
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data["BidCountA"] = task_data.BidCountA;
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data["BidPrice3"] = task_data.BidPrice3;
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data["IOPV"] = task_data.IOPV;
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data["OfferCount1"] = task_data.OfferCount1;
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data["BidVolumeA"] = task_data.BidVolumeA;
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data["OfferPrice9"] = task_data.OfferPrice9;
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data["BidCount9"] = task_data.BidCount9;
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data["OfferPrice8"] = task_data.OfferPrice8;
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data["YieldToMaturity"] = task_data.YieldToMaturity;
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data["LastPrice"] = task_data.LastPrice;
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data["OfferCount8"] = task_data.OfferCount8;
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data["OfferPrice4"] = task_data.OfferPrice4;
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data["OfferPrice5"] = task_data.OfferPrice5;
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data["OfferPrice6"] = task_data.OfferPrice6;
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data["BidVolume8"] = task_data.BidVolume8;
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data["OfferCount5"] = task_data.OfferCount5;
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data["OfferPrice1"] = task_data.OfferPrice1;
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data["OfferPrice2"] = task_data.OfferPrice2;
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data["OfferPrice3"] = task_data.OfferPrice3;
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data["OfferVolume4"] = task_data.OfferVolume4;
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data["OfferVolume5"] = task_data.OfferVolume5;
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data["OfferPriceLevel"] = task_data.OfferPriceLevel;
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data["OfferVolume7"] = task_data.OfferVolume7;
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data["OfferVolume1"] = task_data.OfferVolume1;
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data["OfferVolume2"] = task_data.OfferVolume2;
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data["OfferCount2"] = task_data.OfferCount2;
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data["BidPriceA"] = task_data.BidPriceA;
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data["BidVolume5"] = task_data.BidVolume5;
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data["OfferCountA"] = task_data.OfferCountA;
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this->onRtnL2MarketData(data);
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};
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void L2MdApi::processRtnL2Index(Task task)
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{
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PyLock lock;
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CSecurityFtdcL2IndexField task_data = any_cast<CSecurityFtdcL2IndexField>(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["HighIndex"] = task_data.HighIndex;
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data["TimeStamp"] = task_data.TimeStamp;
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data["CloseIndex"] = task_data.CloseIndex;
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data["PreCloseIndex"] = task_data.PreCloseIndex;
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data["LastIndex"] = task_data.LastIndex;
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data["TradingDay"] = task_data.TradingDay;
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data["OpenIndex"] = task_data.OpenIndex;
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data["TotalVolume"] = task_data.TotalVolume;
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data["LowIndex"] = task_data.LowIndex;
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data["TurnOver"] = task_data.TurnOver;
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this->onRtnL2Index(data);
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};
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void L2MdApi::processRspSubL2OrderAndTrade(Task task)
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{
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PyLock lock;
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CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspSubL2OrderAndTrade(error, task.task_id, task.task_last);
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};
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void L2MdApi::processRspUnSubL2OrderAndTrade(Task task)
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{
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PyLock lock;
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CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspUnSubL2OrderAndTrade(error, task.task_id, task.task_last);
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};
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void L2MdApi::processRtnL2Order(Task task)
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{
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PyLock lock;
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CSecurityFtdcL2OrderField task_data = any_cast<CSecurityFtdcL2OrderField>(task.task_data);
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dict data;
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data["InstrumentID"] = task_data.InstrumentID;
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data["OrderTime"] = task_data.OrderTime;
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data["OrderKind"] = task_data.OrderKind;
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data["Price"] = task_data.Price;
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data["ExchangeID"] = task_data.ExchangeID;
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data["OrderGroupID"] = task_data.OrderGroupID;
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data["Volume"] = task_data.Volume;
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data["FunctionCode"] = task_data.FunctionCode;
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data["OrderIndex"] = task_data.OrderIndex;
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this->onRtnL2Order(data);
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};
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void L2MdApi::processRtnL2Trade(Task task)
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{
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PyLock lock;
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CSecurityFtdcL2TradeField task_data = any_cast<CSecurityFtdcL2TradeField>(task.task_data);
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dict data;
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data["TradeGroupID"] = task_data.TradeGroupID;
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data["SellIndex"] = task_data.SellIndex;
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data["ExchangeID"] = task_data.ExchangeID;
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data["OrderKind"] = task_data.OrderKind;
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data["TradeIndex"] = task_data.TradeIndex;
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data["Price"] = task_data.Price;
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data["InstrumentID"] = task_data.InstrumentID;
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data["BuyIndex"] = task_data.BuyIndex;
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data["Volume"] = task_data.Volume;
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data["FunctionCode"] = task_data.FunctionCode;
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data["TradeTime"] = task_data.TradeTime;
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this->onRtnL2Trade(data);
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};
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void L2MdApi::processNtfCheckOrderList(Task task)
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{
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PyLock lock;
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this->onNtfCheckOrderList();
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};
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