void MdApi::processFrontConnected(Task task) { PyLock lock; this->onFrontConnected(); }; void MdApi::processFrontDisconnected(Task task) { PyLock lock; this->onFrontDisconnected(task.task_id); }; void MdApi::processRspUserLogin(Task task) { PyLock lock; DFITCUserLoginInfoRtnField task_data = any_cast(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(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 MdApi::processRspUserLogout(Task task) { PyLock lock; DFITCUserLogoutInfoRtnField task_data = any_cast(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(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 MdApi::processRspError(Task task) { PyLock lock; DFITCErrorRtnField task_error = any_cast(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->onRspError(error); }; void MdApi::processRspSubMarketData(Task task) { PyLock lock; DFITCSpecificInstrumentField task_data = any_cast(task.task_data); dict data; data["InstrumentID"] = task_data.InstrumentID; data["instrumentType"] = task_data.instrumentType; data["lRequestID"] = task_data.lRequestID; data["exchangeID"] = task_data.exchangeID; data["accountID"] = task_data.accountID; DFITCErrorRtnField task_error = any_cast(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->onRspSubMarketData(data, error); }; void MdApi::processRspUnSubMarketData(Task task) { PyLock lock; DFITCSpecificInstrumentField task_data = any_cast(task.task_data); dict data; data["InstrumentID"] = task_data.InstrumentID; data["instrumentType"] = task_data.instrumentType; data["lRequestID"] = task_data.lRequestID; data["exchangeID"] = task_data.exchangeID; data["accountID"] = task_data.accountID; DFITCErrorRtnField task_error = any_cast(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->onRspUnSubMarketData(data, error); }; void MdApi::processRspSubForQuoteRsp(Task task) { PyLock lock; DFITCSpecificInstrumentField task_data = any_cast(task.task_data); dict data; data["InstrumentID"] = task_data.InstrumentID; data["instrumentType"] = task_data.instrumentType; data["lRequestID"] = task_data.lRequestID; data["exchangeID"] = task_data.exchangeID; data["accountID"] = task_data.accountID; DFITCErrorRtnField task_error = any_cast(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->onRspSubForQuoteRsp(data, error); }; void MdApi::processRspUnSubForQuoteRsp(Task task) { PyLock lock; DFITCSpecificInstrumentField task_data = any_cast(task.task_data); dict data; data["InstrumentID"] = task_data.InstrumentID; data["instrumentType"] = task_data.instrumentType; data["lRequestID"] = task_data.lRequestID; data["exchangeID"] = task_data.exchangeID; data["accountID"] = task_data.accountID; DFITCErrorRtnField task_error = any_cast(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->onRspUnSubForQuoteRsp(data, error); }; void MdApi::processMarketData(Task task) { PyLock lock; DFITCDepthMarketDataField task_data = any_cast(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; this->onMarketData(data); }; void MdApi::processCustomMarketData(Task task) { PyLock lock; DFITCCustomMarketDataField task_data = any_cast(task.task_data); dict data; data["instrumentID"] = task_data.instrumentID; data["exchangeID"] = task_data.exchangeID; data["lastPrice"] = task_data.lastPrice; data["bidPrice1"] = task_data.bidPrice1; data["bidVolume1"] = task_data.bidVolume1; data["askVolume1"] = task_data.askVolume1; data["askPrice1"] = task_data.askPrice1; this->onCustomMarketData(data); }; void MdApi::processRtnForQuoteRsp(Task task) { PyLock lock; DFITCQuoteSubscribeRtnField task_data = any_cast(task.task_data); dict data; data["instrumentID"] = task_data.instrumentID; data["source"] = task_data.source; data["exchangeID"] = task_data.exchangeID; data["quoteID"] = task_data.quoteID; data["quoteTime"] = task_data.quoteTime; this->onRtnForQuoteRsp(data); }; void MdApi::processRspTradingDay(Task task) { PyLock lock; DFITCTradingDayRtnField task_data = any_cast(task.task_data); dict data; data["date"] = task_data.date; data["lRequestID"] = task_data.lRequestID; this->onRspTradingDay(data); };