1347 lines
51 KiB
C++
1347 lines
51 KiB
C++
void TdApi::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 TdApi::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 TdApi::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 TdApi::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 TdApi::processRspInsertOrder(Task task)
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{
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PyLock lock;
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DFITCOrderRspDataRtnField task_data = any_cast<DFITCOrderRspDataRtnField>(task.task_data);
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dict data;
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data["minMatchAmount"] = task_data.minMatchAmount;
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data["insertType"] = task_data.insertType;
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data["customCategory"] = task_data.customCategory;
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data["openCloseType"] = task_data.openCloseType;
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data["fee"] = task_data.fee;
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data["insertPrice"] = task_data.insertPrice;
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data["profitLossPrice"] = task_data.profitLossPrice;
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data["instrumentType"] = task_data.instrumentType;
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data["accountID"] = task_data.accountID;
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data["localOrderID"] = task_data.localOrderID;
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data["buySellType"] = task_data.buySellType;
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data["clientID"] = task_data.clientID;
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data["sessionID"] = task_data.sessionID;
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data["orderAmount"] = task_data.orderAmount;
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data["instrumentID"] = task_data.instrumentID;
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data["exchangeID"] = task_data.exchangeID;
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data["orderProperty"] = task_data.orderProperty;
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data["spdOrderID"] = task_data.spdOrderID;
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data["lRequestID"] = task_data.lRequestID;
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data["speculator"] = task_data.speculator;
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data["orderType"] = task_data.orderType;
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data["margin"] = task_data.margin;
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data["orderStatus"] = task_data.orderStatus;
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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->onRspInsertOrder(data, error);
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};
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void TdApi::processRspCancelOrder(Task task)
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{
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PyLock lock;
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DFITCOrderRspDataRtnField task_data = any_cast<DFITCOrderRspDataRtnField>(task.task_data);
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dict data;
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data["minMatchAmount"] = task_data.minMatchAmount;
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data["insertType"] = task_data.insertType;
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data["customCategory"] = task_data.customCategory;
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data["openCloseType"] = task_data.openCloseType;
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data["fee"] = task_data.fee;
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data["insertPrice"] = task_data.insertPrice;
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data["profitLossPrice"] = task_data.profitLossPrice;
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data["instrumentType"] = task_data.instrumentType;
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data["accountID"] = task_data.accountID;
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data["localOrderID"] = task_data.localOrderID;
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data["buySellType"] = task_data.buySellType;
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data["clientID"] = task_data.clientID;
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data["sessionID"] = task_data.sessionID;
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data["orderAmount"] = task_data.orderAmount;
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data["instrumentID"] = task_data.instrumentID;
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data["exchangeID"] = task_data.exchangeID;
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data["orderProperty"] = task_data.orderProperty;
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data["spdOrderID"] = task_data.spdOrderID;
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data["lRequestID"] = task_data.lRequestID;
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data["speculator"] = task_data.speculator;
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data["orderType"] = task_data.orderType;
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data["margin"] = task_data.margin;
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data["orderStatus"] = task_data.orderStatus;
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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->onRspCancelOrder(data, error);
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};
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void TdApi::processRtnErrorMsg(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->onRtnErrorMsg(error);
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};
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void TdApi::processRtnMatchedInfo(Task task)
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{
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PyLock lock;
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DFITCMatchRtnField task_data = any_cast<DFITCMatchRtnField>(task.task_data);
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dict data;
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data["insertType"] = task_data.insertType;
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data["adjustmentInfo"] = task_data.adjustmentInfo;
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data["orderStatus"] = task_data.orderStatus;
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data["customCategory"] = task_data.customCategory;
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data["openCloseType"] = task_data.openCloseType;
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data["fee"] = task_data.fee;
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data["insertPrice"] = task_data.insertPrice;
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data["orderType"] = task_data.orderType;
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data["OrderSysID"] = task_data.OrderSysID;
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data["matchType"] = task_data.matchType;
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data["instrumentType"] = task_data.instrumentType;
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data["accountID"] = task_data.accountID;
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data["matchedTime"] = task_data.matchedTime;
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data["localOrderID"] = task_data.localOrderID;
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data["buySellType"] = task_data.buySellType;
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data["matchedPrice"] = task_data.matchedPrice;
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data["clientID"] = task_data.clientID;
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data["sessionID"] = task_data.sessionID;
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data["orderAmount"] = task_data.orderAmount;
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data["instrumentID"] = task_data.instrumentID;
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data["exchangeID"] = task_data.exchangeID;
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data["spdOrderID"] = task_data.spdOrderID;
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data["frozenCapita"] = task_data.frozenCapita;
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data["matchID"] = task_data.matchID;
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data["speculator"] = task_data.speculator;
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data["matchedAmount"] = task_data.matchedAmount;
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data["margin"] = task_data.margin;
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data["turnover"] = task_data.turnover;
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this->onRtnMatchedInfo(data);
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};
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void TdApi::processRtnOrder(Task task)
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{
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PyLock lock;
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DFITCOrderRtnField task_data = any_cast<DFITCOrderRtnField>(task.task_data);
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dict data;
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data["minMatchAmount"] = task_data.minMatchAmount;
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data["insertType"] = task_data.insertType;
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data["customCategory"] = task_data.customCategory;
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data["openCloseType"] = task_data.openCloseType;
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data["statusMsg"] = task_data.statusMsg;
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data["insertPrice"] = task_data.insertPrice;
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data["profitLossPrice"] = task_data.profitLossPrice;
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data["OrderSysID"] = task_data.OrderSysID;
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data["instrumentType"] = task_data.instrumentType;
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data["cancelAmount"] = task_data.cancelAmount;
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data["accountID"] = task_data.accountID;
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data["localOrderID"] = task_data.localOrderID;
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data["buySellType"] = task_data.buySellType;
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data["extSpdOrderID"] = task_data.extSpdOrderID;
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data["sessionID"] = task_data.sessionID;
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data["clientID"] = task_data.clientID;
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data["orderAmount"] = task_data.orderAmount;
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data["instrumentID"] = task_data.instrumentID;
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data["exchangeID"] = task_data.exchangeID;
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data["SuspendTime"] = task_data.SuspendTime;
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data["orderProperty"] = task_data.orderProperty;
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data["speculator"] = task_data.speculator;
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data["reservedType2"] = task_data.reservedType2;
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data["orderType"] = task_data.orderType;
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data["spdOrderID"] = task_data.spdOrderID;
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data["orderStatus"] = task_data.orderStatus;
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this->onRtnOrder(data);
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};
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void TdApi::processRtnCancelOrder(Task task)
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{
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PyLock lock;
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DFITCOrderCanceledRtnField task_data = any_cast<DFITCOrderCanceledRtnField>(task.task_data);
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dict data;
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data["minMatchAmount"] = task_data.minMatchAmount;
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data["insertType"] = task_data.insertType;
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data["customCategory"] = task_data.customCategory;
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data["openCloseType"] = task_data.openCloseType;
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data["fee"] = task_data.fee;
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data["statusMsg"] = task_data.statusMsg;
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data["insertPrice"] = task_data.insertPrice;
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data["profitLossPrice"] = task_data.profitLossPrice;
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data["OrderSysID"] = task_data.OrderSysID;
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data["instrumentType"] = task_data.instrumentType;
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data["cancelAmount"] = task_data.cancelAmount;
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data["accountID"] = task_data.accountID;
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data["localOrderID"] = task_data.localOrderID;
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data["buySellType"] = task_data.buySellType;
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data["clientID"] = task_data.clientID;
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data["sessionID"] = task_data.sessionID;
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data["orderAmount"] = task_data.orderAmount;
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data["instrumentID"] = task_data.instrumentID;
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data["exchangeID"] = task_data.exchangeID;
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data["orderProperty"] = task_data.orderProperty;
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data["spdOrderID"] = task_data.spdOrderID;
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data["speculator"] = task_data.speculator;
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data["canceledTime"] = task_data.canceledTime;
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data["margin"] = task_data.margin;
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data["orderStatus"] = task_data.orderStatus;
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this->onRtnCancelOrder(data);
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};
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void TdApi::processRspQryOrderInfo(Task task)
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{
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PyLock lock;
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DFITCOrderCommRtnField task_data = any_cast<DFITCOrderCommRtnField>(task.task_data);
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dict data;
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data["commTime"] = task_data.commTime;
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data["orderStatus"] = task_data.orderStatus;
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data["customCategory"] = task_data.customCategory;
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data["fee"] = task_data.fee;
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data["insertPrice"] = task_data.insertPrice;
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data["profitLossPrice"] = task_data.profitLossPrice;
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data["OrderSysID"] = task_data.OrderSysID;
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data["instrumentType"] = task_data.instrumentType;
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data["cancelAmount"] = task_data.cancelAmount;
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data["accountID"] = task_data.accountID;
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data["operStation"] = task_data.operStation;
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data["localOrderID"] = task_data.localOrderID;
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data["buySellType"] = task_data.buySellType;
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data["matchedPrice"] = task_data.matchedPrice;
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data["clientID"] = task_data.clientID;
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data["submitTime"] = task_data.submitTime;
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data["lRequestID"] = task_data.lRequestID;
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data["orderAmount"] = task_data.orderAmount;
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data["instrumentID"] = task_data.instrumentID;
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data["exchangeID"] = task_data.exchangeID;
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data["orderProperty"] = task_data.orderProperty;
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data["margin"] = task_data.margin;
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data["openClose"] = task_data.openClose;
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data["speculator"] = task_data.speculator;
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data["matchedAmount"] = task_data.matchedAmount;
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data["sessionId"] = task_data.sessionId;
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data["reservedType2"] = task_data.reservedType2;
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data["orderType"] = task_data.orderType;
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data["spdOrderID"] = task_data.spdOrderID;
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data["insertType"] = task_data.insertType;
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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->onRspQryOrderInfo(data, error, task.task_last);
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};
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void TdApi::processRspQryMatchInfo(Task task)
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{
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PyLock lock;
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DFITCMatchedRtnField task_data = any_cast<DFITCMatchedRtnField>(task.task_data);
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dict data;
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data["matchedMort"] = task_data.matchedMort;
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data["customCategory"] = task_data.customCategory;
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data["fee"] = task_data.fee;
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data["orderType"] = task_data.orderType;
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data["OrderSysID"] = task_data.OrderSysID;
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data["matchType"] = task_data.matchType;
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data["instrumentType"] = task_data.instrumentType;
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data["accountID"] = task_data.accountID;
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data["matchedTime"] = task_data.matchedTime;
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data["localOrderID"] = task_data.localOrderID;
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data["buySellType"] = task_data.buySellType;
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data["matchedPrice"] = task_data.matchedPrice;
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data["matchedID"] = task_data.matchedID;
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data["lRequestID"] = task_data.lRequestID;
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data["clientID"] = task_data.clientID;
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data["instrumentID"] = task_data.instrumentID;
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data["exchangeID"] = task_data.exchangeID;
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data["openClose"] = task_data.openClose;
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data["speculator"] = task_data.speculator;
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data["matchedAmount"] = task_data.matchedAmount;
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data["sessionId"] = task_data.sessionId;
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data["reservedType2"] = task_data.reservedType2;
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data["spdOrderID"] = task_data.spdOrderID;
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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->onRspQryMatchInfo(data, error, task.task_last);
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};
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void TdApi::processRspQryPosition(Task task)
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{
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PyLock lock;
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DFITCPositionInfoRtnField task_data = any_cast<DFITCPositionInfoRtnField>(task.task_data);
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dict data;
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data["openAvgPrice"] = task_data.openAvgPrice;
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data["dPremium"] = task_data.dPremium;
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data["dMargin"] = task_data.dMargin;
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data["lastAvaiAmount"] = task_data.lastAvaiAmount;
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data["positionAmount"] = task_data.positionAmount;
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data["todayAmount"] = task_data.todayAmount;
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data["datePositionProfitLoss"] = task_data.datePositionProfitLoss;
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data["floatProfitLoss"] = task_data.floatProfitLoss;
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data["instrumentType"] = task_data.instrumentType;
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data["positionAvgPrice"] = task_data.positionAvgPrice;
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data["preSettlementPrice"] = task_data.preSettlementPrice;
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data["buySellType"] = task_data.buySellType;
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data["tradingAmount"] = task_data.tradingAmount;
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data["clientID"] = task_data.clientID;
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data["lRequestID"] = task_data.lRequestID;
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data["totalAvaiAmount"] = task_data.totalAvaiAmount;
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data["instrumentID"] = task_data.instrumentID;
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data["exchangeID"] = task_data.exchangeID;
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data["todayAvaiAmount"] = task_data.todayAvaiAmount;
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data["yesterdayTradingAmount"] = task_data.yesterdayTradingAmount;
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data["speculator"] = task_data.speculator;
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data["dateCloseProfitLoss"] = task_data.dateCloseProfitLoss;
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data["accountID"] = task_data.accountID;
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data["lastAmount"] = task_data.lastAmount;
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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;
|
|
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;
|
|
|
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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);
|
|
};
|
|
|