107 lines
3.7 KiB
C++
107 lines
3.7 KiB
C++
void MdApi::processFrontConnected(Task task)
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{
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PyLock lock;
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this->onFrontConnected();
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};
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void MdApi::processFrontDisconnected(Task task)
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{
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PyLock lock;
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this->onFrontDisconnected();
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};
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void MdApi::processRspUserLogin(Task task)
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{
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PyLock lock;
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CSgitFtdcRspUserLoginField task_data = any_cast<CSgitFtdcRspUserLoginField>(task.task_data);
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dict data;
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data["CZCETime"] = task_data.CZCETime;
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data["SHFETime"] = task_data.SHFETime;
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data["MaxOrderRef"] = task_data.MaxOrderRef;
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data["UserID"] = task_data.UserID;
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data["TradingDay"] = task_data.TradingDay;
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data["SessionID"] = task_data.SessionID;
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data["SystemName"] = task_data.SystemName;
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data["FrontID"] = task_data.FrontID;
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data["FFEXTime"] = task_data.FFEXTime;
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data["BrokerID"] = task_data.BrokerID;
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data["DCETime"] = task_data.DCETime;
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data["LoginTime"] = task_data.LoginTime;
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CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(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 MdApi::processRspUserLogout(Task task)
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{
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PyLock lock;
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CSgitFtdcUserLogoutField task_data = any_cast<CSgitFtdcUserLogoutField>(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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CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(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 MdApi::processRtnDepthMarketData(Task task)
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{
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PyLock lock;
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CSgitFtdcDepthMarketDataField task_data = any_cast<CSgitFtdcDepthMarketDataField>(task.task_data);
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dict data;
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data["HighestPrice"] = task_data.HighestPrice;
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data["BidPrice5"] = task_data.BidPrice5;
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data["BidPrice4"] = task_data.BidPrice4;
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data["BidPrice1"] = task_data.BidPrice1;
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data["BidPrice3"] = task_data.BidPrice3;
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data["BidPrice2"] = task_data.BidPrice2;
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data["LowerLimitPrice"] = task_data.LowerLimitPrice;
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data["OpenPrice"] = task_data.OpenPrice;
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data["AskPrice5"] = task_data.AskPrice5;
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data["AskPrice4"] = task_data.AskPrice4;
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data["AskPrice3"] = task_data.AskPrice3;
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data["PreClosePrice"] = task_data.PreClosePrice;
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data["AskPrice1"] = task_data.AskPrice1;
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data["PreSettlementPrice"] = task_data.PreSettlementPrice;
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data["AskVolume1"] = task_data.AskVolume1;
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data["UpdateTime"] = task_data.UpdateTime;
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data["UpdateMillisec"] = task_data.UpdateMillisec;
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data["AveragePrice"] = task_data.AveragePrice;
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data["BidVolume5"] = task_data.BidVolume5;
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data["BidVolume4"] = task_data.BidVolume4;
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data["BidVolume3"] = task_data.BidVolume3;
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data["BidVolume2"] = task_data.BidVolume2;
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data["PreOpenInterest"] = task_data.PreOpenInterest;
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data["AskPrice2"] = task_data.AskPrice2;
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data["Volume"] = task_data.Volume;
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data["AskVolume3"] = task_data.AskVolume3;
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data["AskVolume2"] = task_data.AskVolume2;
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data["AskVolume5"] = task_data.AskVolume5;
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data["AskVolume4"] = task_data.AskVolume4;
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data["UpperLimitPrice"] = task_data.UpperLimitPrice;
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data["BidVolume1"] = task_data.BidVolume1;
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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["TradingDay"] = task_data.TradingDay;
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data["PreDelta"] = task_data.PreDelta;
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data["OpenInterest"] = task_data.OpenInterest;
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data["CurrDelta"] = task_data.CurrDelta;
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data["Turnover"] = task_data.Turnover;
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data["LastPrice"] = task_data.LastPrice;
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data["SettlementPrice"] = task_data.SettlementPrice;
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data["ExchangeInstID"] = task_data.ExchangeInstID;
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data["LowestPrice"] = task_data.LowestPrice;
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this->onRtnDepthMarketData(data);
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};
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