vnpy/vn.ksotp/pyscript/ksotp_md_task.cpp
WOLF 47d8f1d0d3 增加金仕达期权接口的封装vn.ksotp,并已加入vn.trader。
同时对vn.trader的CTA模块进行了一些修改。
2015-12-09 11:19:45 +08:00

260 lines
5.7 KiB
C++

void MdApi::OnFrontConnected()
{
Task task = Task();
task.task_name = ONFRONTCONNECTED;
this->task_queue.push(task);
};
void MdApi::OnFrontDisconnected(int nReason)
{
Task task = Task();
task.task_name = ONFRONTDISCONNECTED;
task.task_id = nReason{};
;
this->task_queue.push(task);
};
void MdApi::OnRspUserLogin(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPUSERLOGIN;
if (pRspUserLogin)
{
task.task_data = *pRspUserLogin;
}
else
{
CKSOTPRspUserLoginField empty_data = CKSOTPRspUserLoginField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPUSERLOGOUT;
if (pUserLogout)
{
task.task_data = *pUserLogout;
}
else
{
CKSOTPUserLogoutField empty_data = CKSOTPUserLogoutField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRspError(CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPERROR;
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRspSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPSUBMARKETDATA;
if (pSpecificInstrument)
{
task.task_data = *pSpecificInstrument;
}
else
{
CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRspUnSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPUNSUBMARKETDATA;
if (pSpecificInstrument)
{
task.task_data = *pSpecificInstrument;
}
else
{
CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRspSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPSUBFORQUOTERSP;
if (pSpecificInstrument)
{
task.task_data = *pSpecificInstrument;
}
else
{
CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRspUnSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPUNSUBFORQUOTERSP;
if (pSpecificInstrument)
{
task.task_data = *pSpecificInstrument;
}
else
{
CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRtnDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData)
{
Task task = Task();
task.task_name = ONRTNDEPTHMARKETDATA;
if (pDepthMarketData)
{
task.task_data = *pDepthMarketData;
}
else
{
CKSOTPDepthMarketDataField empty_data = CKSOTPDepthMarketDataField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
void MdApi::OnRtnForQuoteRsp(CKSOTPForQuoteRspField *pForQuoteRsp)
{
Task task = Task();
task.task_name = ONRTNFORQUOTERSP;
if (pForQuoteRsp)
{
task.task_data = *pForQuoteRsp;
}
else
{
CKSOTPForQuoteRspField empty_data = CKSOTPForQuoteRspField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};