vnpy/vn.lts/pyscript/lts_qry_process.cpp

856 lines
33 KiB
C++

void QryApi::processFrontConnected(Task task)
{
PyLock lock;
this->onFrontConnected();
};
void QryApi::processFrontDisconnected(Task task)
{
PyLock lock;
this->onFrontDisconnected(task.task_id);
};
void QryApi::processHeartBeatWarning(Task task)
{
PyLock lock;
this->onHeartBeatWarning(task.task_id);
};
void QryApi::processRspError(Task task)
{
PyLock lock;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspError(error, task.task_id, task.task_last);
};
void QryApi::processRspUserLogin(Task task)
{
PyLock lock;
CSecurityFtdcRspUserLoginField task_data = any_cast<CSecurityFtdcRspUserLoginField>(task.task_data);
dict data;
data["MaxOrderRef"] = task_data.MaxOrderRef;
data["UserID"] = task_data.UserID;
data["TradingDay"] = task_data.TradingDay;
data["SessionID"] = task_data.SessionID;
data["SystemName"] = task_data.SystemName;
data["FrontID"] = task_data.FrontID;
data["BrokerID"] = task_data.BrokerID;
data["LoginTime"] = task_data.LoginTime;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspUserLogin(data, error, task.task_id, task.task_last);
};
void QryApi::processRspUserLogout(Task task)
{
PyLock lock;
CSecurityFtdcUserLogoutField task_data = any_cast<CSecurityFtdcUserLogoutField>(task.task_data);
dict data;
data["UserID"] = task_data.UserID;
data["BrokerID"] = task_data.BrokerID;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspUserLogout(data, error, task.task_id, task.task_last);
};
void QryApi::processRspFetchAuthRandCode(Task task)
{
PyLock lock;
CSecurityFtdcAuthRandCodeField task_data = any_cast<CSecurityFtdcAuthRandCodeField>(task.task_data);
dict data;
data["RandCode"] = task_data.RandCode;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspFetchAuthRandCode(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryExchange(Task task)
{
PyLock lock;
CSecurityFtdcExchangeField task_data = any_cast<CSecurityFtdcExchangeField>(task.task_data);
dict data;
data["ExchangeProperty"] = task_data.ExchangeProperty;
data["ExchangeID"] = task_data.ExchangeID;
data["ExchangeName"] = task_data.ExchangeName;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryExchange(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryInstrument(Task task)
{
PyLock lock;
CSecurityFtdcInstrumentField task_data = any_cast<CSecurityFtdcInstrumentField>(task.task_data);
dict data;
data["IsTrading"] = task_data.IsTrading;
data["ExpireDate"] = task_data.ExpireDate;
data["UnitMargin"] = task_data.UnitMargin;
data["OrderCanBeWithdraw"] = task_data.OrderCanBeWithdraw;
data["PositionType"] = task_data.PositionType;
data["ProductClass"] = task_data.ProductClass;
data["MinSellVolume"] = task_data.MinSellVolume;
data["InstrumentName"] = task_data.InstrumentName;
data["ExecPrice"] = task_data.ExecPrice;
data["RightModelID"] = task_data.RightModelID;
data["VolumeMultiple"] = task_data.VolumeMultiple;
data["DeliveryYear"] = task_data.DeliveryYear;
data["OptionsMarginParam2"] = task_data.OptionsMarginParam2;
data["OptionsMarginParam1"] = task_data.OptionsMarginParam1;
data["PosTradeType"] = task_data.PosTradeType;
data["CreateDate"] = task_data.CreateDate;
data["InstrumentID"] = task_data.InstrumentID;
data["MaxLimitOrderVolume"] = task_data.MaxLimitOrderVolume;
data["ExchangeID"] = task_data.ExchangeID;
data["MinLimitOrderVolume"] = task_data.MinLimitOrderVolume;
data["MaxMarketOrderVolume"] = task_data.MaxMarketOrderVolume;
data["StartDelivDate"] = task_data.StartDelivDate;
data["InstrumentType"] = task_data.InstrumentType;
data["DeliveryMonth"] = task_data.DeliveryMonth;
data["MinBuyVolume"] = task_data.MinBuyVolume;
data["PriceTick"] = task_data.PriceTick;
data["InstLifePhase"] = task_data.InstLifePhase;
data["MarketID"] = task_data.MarketID;
data["ExchangeInstID"] = task_data.ExchangeInstID;
data["MinMarketOrderVolume"] = task_data.MinMarketOrderVolume;
data["EndDelivDate"] = task_data.EndDelivDate;
data["OpenDate"] = task_data.OpenDate;
data["ProductID"] = task_data.ProductID;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryInstrument(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryInvestor(Task task)
{
PyLock lock;
CSecurityFtdcInvestorField task_data = any_cast<CSecurityFtdcInvestorField>(task.task_data);
dict data;
data["SZBranchID"] = task_data.SZBranchID;
data["InvestorName"] = task_data.InvestorName;
data["SHBranchID"] = task_data.SHBranchID;
data["IdentifiedCardNo"] = task_data.IdentifiedCardNo;
data["InvestorID"] = task_data.InvestorID;
data["BrokerID"] = task_data.BrokerID;
data["InvestorGroupID"] = task_data.InvestorGroupID;
data["SettleSystemType"] = task_data.SettleSystemType;
data["InvestorLevel"] = task_data.InvestorLevel;
data["IsActive"] = task_data.IsActive;
data["IdentifiedCardType"] = task_data.IdentifiedCardType;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryInvestor(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryTradingCode(Task task)
{
PyLock lock;
CSecurityFtdcTradingCodeField task_data = any_cast<CSecurityFtdcTradingCodeField>(task.task_data);
dict data;
data["PBU"] = task_data.PBU;
data["ExchangeID"] = task_data.ExchangeID;
data["ClientType"] = task_data.ClientType;
data["ClientID"] = task_data.ClientID;
data["InvestorID"] = task_data.InvestorID;
data["BrokerID"] = task_data.BrokerID;
data["IsActive"] = task_data.IsActive;
data["AccountID"] = task_data.AccountID;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryTradingCode(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryTradingAccount(Task task)
{
PyLock lock;
CSecurityFtdcTradingAccountField task_data = any_cast<CSecurityFtdcTradingAccountField>(task.task_data);
dict data;
data["MarginTradeAmount"] = task_data.MarginTradeAmount;
data["FrozenTransferFee"] = task_data.FrozenTransferFee;
data["SSEOptionsBuyFrozenAmount"] = task_data.SSEOptionsBuyFrozenAmount;
data["Mortgage"] = task_data.Mortgage;
data["ExchangeDeliveryMargin"] = task_data.ExchangeDeliveryMargin;
data["FrozenMargin"] = task_data.FrozenMargin;
data["WithdrawQuota"] = task_data.WithdrawQuota;
data["TransferFee"] = task_data.TransferFee;
data["Commission"] = task_data.Commission;
data["Interest"] = task_data.Interest;
data["ShortSellProfit"] = task_data.ShortSellProfit;
data["FrozenExecCash"] = task_data.FrozenExecCash;
data["CashIn"] = task_data.CashIn;
data["AccountID"] = task_data.AccountID;
data["Available"] = task_data.Available;
data["PreCredit"] = task_data.PreCredit;
data["PreMortgage"] = task_data.PreMortgage;
data["CreditRatio"] = task_data.CreditRatio;
data["CreditAmount"] = task_data.CreditAmount;
data["InterestBase"] = task_data.InterestBase;
data["ExchangeMargin"] = task_data.ExchangeMargin;
data["ConversionAmount"] = task_data.ConversionAmount;
data["SSStockValue"] = task_data.SSStockValue;
data["ShortSellAmount"] = task_data.ShortSellAmount;
data["PreMargin"] = task_data.PreMargin;
data["CurrencyCode"] = task_data.CurrencyCode;
data["DeliveryMargin"] = task_data.DeliveryMargin;
data["BondRepurchaseAmount"] = task_data.BondRepurchaseAmount;
data["SettleMargin"] = task_data.SettleMargin;
data["TradingDay"] = task_data.TradingDay;
data["BrokerID"] = task_data.BrokerID;
data["FrozenCash"] = task_data.FrozenCash;
data["Withdraw"] = task_data.Withdraw;
data["ReverseRepurchaseAmount"] = task_data.ReverseRepurchaseAmount;
data["StampTax"] = task_data.StampTax;
data["SSEOptionsBuyAmount"] = task_data.SSEOptionsBuyAmount;
data["Balance"] = task_data.Balance;
data["FrozenStampTax"] = task_data.FrozenStampTax;
data["Reserve"] = task_data.Reserve;
data["PreDeposit"] = task_data.PreDeposit;
data["MarginTradeProfit"] = task_data.MarginTradeProfit;
data["Credit"] = task_data.Credit;
data["PreBalance"] = task_data.PreBalance;
data["CurrMargin"] = task_data.CurrMargin;
data["FrozenCommission"] = task_data.FrozenCommission;
data["AccountType"] = task_data.AccountType;
data["StockValue"] = task_data.StockValue;
data["Deposit"] = task_data.Deposit;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryTradingAccount(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryBondInterest(Task task)
{
PyLock lock;
CSecurityFtdcBondInterestField task_data = any_cast<CSecurityFtdcBondInterestField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["TradingDay"] = task_data.TradingDay;
data["ExchangeID"] = task_data.ExchangeID;
data["Interest"] = task_data.Interest;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryBondInterest(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryMarketRationInfo(Task task)
{
PyLock lock;
CSecurityFtdcMarketRationInfoField task_data = any_cast<CSecurityFtdcMarketRationInfoField>(task.task_data);
dict data;
data["InvestorID"] = task_data.InvestorID;
data["ExchangeID"] = task_data.ExchangeID;
data["BrokerID"] = task_data.BrokerID;
data["RationVolume"] = task_data.RationVolume;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryMarketRationInfo(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryInstrumentCommissionRate(Task task)
{
PyLock lock;
CSecurityFtdcInstrumentCommissionRateField task_data = any_cast<CSecurityFtdcInstrumentCommissionRateField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["MinTransferFee"] = task_data.MinTransferFee;
data["TradeFeeByMoney"] = task_data.TradeFeeByMoney;
data["Direction"] = task_data.Direction;
data["MinTradeFee"] = task_data.MinTradeFee;
data["StampTaxRateByMoney"] = task_data.StampTaxRateByMoney;
data["InvestorID"] = task_data.InvestorID;
data["MarginByMoney"] = task_data.MarginByMoney;
data["StampTaxRateByVolume"] = task_data.StampTaxRateByVolume;
data["BrokerID"] = task_data.BrokerID;
data["InvestorRange"] = task_data.InvestorRange;
data["TransferFeeRateByVolume"] = task_data.TransferFeeRateByVolume;
data["TransferFeeRateByMoney"] = task_data.TransferFeeRateByMoney;
data["TradeFeeByVolume"] = task_data.TradeFeeByVolume;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryInstrumentCommissionRate(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryETFInstrument(Task task)
{
PyLock lock;
CSecurityFtdcETFInstrumentField task_data = any_cast<CSecurityFtdcETFInstrumentField>(task.task_data);
dict data;
data["ETFInstrumentID"] = task_data.ETFInstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["ETFPurRedInstrumentID"] = task_data.ETFPurRedInstrumentID;
data["ETFNetValue"] = task_data.ETFNetValue;
data["FundClass"] = task_data.FundClass;
data["EstimateCashComponent"] = task_data.EstimateCashComponent;
data["CreationRedemptionUnit"] = task_data.CreationRedemptionUnit;
data["Maxcashratio"] = task_data.Maxcashratio;
data["Creationredemption"] = task_data.Creationredemption;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryETFInstrument(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryETFBasket(Task task)
{
PyLock lock;
CSecurityFtdcETFBasketField task_data = any_cast<CSecurityFtdcETFBasketField>(task.task_data);
dict data;
data["ETFInstrumentID"] = task_data.ETFInstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["Premium"] = task_data.Premium;
data["StockInstrumentName"] = task_data.StockInstrumentName;
data["CurrenceReplaceStatus"] = task_data.CurrenceReplaceStatus;
data["Volume"] = task_data.Volume;
data["Amount"] = task_data.Amount;
data["StockInstrumentID"] = task_data.StockInstrumentID;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryETFBasket(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryOFInstrument(Task task)
{
PyLock lock;
CSecurityFtdcOFInstrumentField task_data = any_cast<CSecurityFtdcOFInstrumentField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["NetPrice"] = task_data.NetPrice;
data["FundClass"] = task_data.FundClass;
data["Creationredemption"] = task_data.Creationredemption;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryOFInstrument(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQrySFInstrument(Task task)
{
PyLock lock;
CSecurityFtdcSFInstrumentField task_data = any_cast<CSecurityFtdcSFInstrumentField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["NetPrice"] = task_data.NetPrice;
data["MinMergeVolume"] = task_data.MinMergeVolume;
data["SFInstrumentID"] = task_data.SFInstrumentID;
data["MinSplitVolume"] = task_data.MinSplitVolume;
data["VolumeRatio"] = task_data.VolumeRatio;
data["SplitMergeStatus"] = task_data.SplitMergeStatus;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQrySFInstrument(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryInstrumentUnitMargin(Task task)
{
PyLock lock;
CSecurityFtdcInstrumentUnitMarginField task_data = any_cast<CSecurityFtdcInstrumentUnitMarginField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["InvestorID"] = task_data.InvestorID;
data["ExchangeID"] = task_data.ExchangeID;
data["BrokerID"] = task_data.BrokerID;
data["UnitMargin"] = task_data.UnitMargin;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryInstrumentUnitMargin(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryPreDelivInfo(Task task)
{
PyLock lock;
CSecurityFtdcPreDelivInfoField task_data = any_cast<CSecurityFtdcPreDelivInfoField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["DelivVolume"] = task_data.DelivVolume;
data["DelivAmount"] = task_data.DelivAmount;
data["DelivType"] = task_data.DelivType;
data["Direction"] = task_data.Direction;
data["InvestorID"] = task_data.InvestorID;
data["BrokerID"] = task_data.BrokerID;
data["ExecVolume"] = task_data.ExecVolume;
data["UnderlyingInstrumentID"] = task_data.UnderlyingInstrumentID;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryPreDelivInfo(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryCreditStockAssignInfo(Task task)
{
PyLock lock;
CSecurityFtdcCreditStockAssignInfoField task_data = any_cast<CSecurityFtdcCreditStockAssignInfoField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["FrozenVolume"] = task_data.FrozenVolume;
data["InvestorID"] = task_data.InvestorID;
data["LeftVolume"] = task_data.LeftVolume;
data["BrokerID"] = task_data.BrokerID;
data["YDVolume"] = task_data.YDVolume;
data["LimitVolume"] = task_data.LimitVolume;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryCreditStockAssignInfo(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryCreditCashAssignInfo(Task task)
{
PyLock lock;
CSecurityFtdcCreditCashAssignInfoField task_data = any_cast<CSecurityFtdcCreditCashAssignInfoField>(task.task_data);
dict data;
data["InvestorID"] = task_data.InvestorID;
data["YDAmount"] = task_data.YDAmount;
data["BrokerID"] = task_data.BrokerID;
data["LimitAmount"] = task_data.LimitAmount;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryCreditCashAssignInfo(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryConversionRate(Task task)
{
PyLock lock;
CSecurityFtdcConversionRateField task_data = any_cast<CSecurityFtdcConversionRateField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["ConversionRate"] = task_data.ConversionRate;
data["ExchangeID"] = task_data.ExchangeID;
data["IsTradingForShort"] = task_data.IsTradingForShort;
data["IsTradingForMargin"] = task_data.IsTradingForMargin;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryConversionRate(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryHisCreditDebtInfo(Task task)
{
PyLock lock;
CSecurityFtdcHisCreditDebtInfoField task_data = any_cast<CSecurityFtdcHisCreditDebtInfoField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["Direction"] = task_data.Direction;
data["OpenPrice"] = task_data.OpenPrice;
data["Volume"] = task_data.Volume;
data["InvestorID"] = task_data.InvestorID;
data["Amount"] = task_data.Amount;
data["BrokerID"] = task_data.BrokerID;
data["OpenDate"] = task_data.OpenDate;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryHisCreditDebtInfo(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryMarketDataStaticInfo(Task task)
{
PyLock lock;
CSecurityFtdcMarketDataStaticInfoField task_data = any_cast<CSecurityFtdcMarketDataStaticInfoField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["PreIOPV"] = task_data.PreIOPV;
data["LowerLimitPrice"] = task_data.LowerLimitPrice;
data["IsNotTrade"] = task_data.IsNotTrade;
data["UpperLimitPrice"] = task_data.UpperLimitPrice;
data["PreClosePrice"] = task_data.PreClosePrice;
data["PreSettlementPrice"] = task_data.PreSettlementPrice;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryMarketDataStaticInfo(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryExpireRepurchInfo(Task task)
{
PyLock lock;
CSecurityFtdcExpireRepurchInfoField task_data = any_cast<CSecurityFtdcExpireRepurchInfoField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["ExpireType"] = task_data.ExpireType;
data["Volume"] = task_data.Volume;
data["InvestorID"] = task_data.InvestorID;
data["Amount"] = task_data.Amount;
data["BrokerID"] = task_data.BrokerID;
data["Interest"] = task_data.Interest;
data["AccountID"] = task_data.AccountID;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryExpireRepurchInfo(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryBondPledgeRate(Task task)
{
PyLock lock;
CSecurityFtdcBondPledgeRateField task_data = any_cast<CSecurityFtdcBondPledgeRateField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["Ratio"] = task_data.Ratio;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryBondPledgeRate(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryPledgeBond(Task task)
{
PyLock lock;
CSecurityFtdcPledgeBondField task_data = any_cast<CSecurityFtdcPledgeBondField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["PledgeID"] = task_data.PledgeID;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryPledgeBond(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryOrder(Task task)
{
PyLock lock;
CSecurityFtdcOrderField task_data = any_cast<CSecurityFtdcOrderField>(task.task_data);
dict data;
data["ContingentCondition"] = task_data.ContingentCondition;
data["NotifySequence"] = task_data.NotifySequence;
data["ActiveUserID"] = task_data.ActiveUserID;
data["VolumeTraded"] = task_data.VolumeTraded;
data["UserProductInfo"] = task_data.UserProductInfo;
data["CombOffsetFlag"] = task_data.CombOffsetFlag;
data["UserID"] = task_data.UserID;
data["LimitPrice"] = task_data.LimitPrice;
data["UserForceClose"] = task_data.UserForceClose;
data["RelativeOrderSysID"] = task_data.RelativeOrderSysID;
data["AccountID"] = task_data.AccountID;
data["Direction"] = task_data.Direction;
data["InstallID"] = task_data.InstallID;
data["ParticipantID"] = task_data.ParticipantID;
data["VolumeTotalOriginal"] = task_data.VolumeTotalOriginal;
data["ExchangeInstID"] = task_data.ExchangeInstID;
data["ClientID"] = task_data.ClientID;
data["VolumeTotal"] = task_data.VolumeTotal;
data["OrderPriceType"] = task_data.OrderPriceType;
data["SessionID"] = task_data.SessionID;
data["TimeCondition"] = task_data.TimeCondition;
data["OrderStatus"] = task_data.OrderStatus;
data["OrderSysID"] = task_data.OrderSysID;
data["OrderSubmitStatus"] = task_data.OrderSubmitStatus;
data["IsETF"] = task_data.IsETF;
data["IsAutoSuspend"] = task_data.IsAutoSuspend;
data["StopPrice"] = task_data.StopPrice;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["MinVolume"] = task_data.MinVolume;
data["StatusMsg"] = task_data.StatusMsg;
data["ForceCloseReason"] = task_data.ForceCloseReason;
data["OrderType"] = task_data.OrderType;
data["UpdateTime"] = task_data.UpdateTime;
data["TradingDay"] = task_data.TradingDay;
data["ActiveTime"] = task_data.ActiveTime;
data["BrokerID"] = task_data.BrokerID;
data["InsertTime"] = task_data.InsertTime;
data["FrontID"] = task_data.FrontID;
data["SuspendTime"] = task_data.SuspendTime;
data["InstrumentType"] = task_data.InstrumentType;
data["ClearingPartID"] = task_data.ClearingPartID;
data["CombHedgeFlag"] = task_data.CombHedgeFlag;
data["CancelTime"] = task_data.CancelTime;
data["GTDDate"] = task_data.GTDDate;
data["OrderLocalID"] = task_data.OrderLocalID;
data["BranchID"] = task_data.BranchID;
data["BusinessUnit"] = task_data.BusinessUnit;
data["InsertDate"] = task_data.InsertDate;
data["SequenceNo"] = task_data.SequenceNo;
data["OrderRef"] = task_data.OrderRef;
data["BrokerOrderSeq"] = task_data.BrokerOrderSeq;
data["InvestorID"] = task_data.InvestorID;
data["VolumeCondition"] = task_data.VolumeCondition;
data["RequestID"] = task_data.RequestID;
data["OrderSource"] = task_data.OrderSource;
data["BranchPBU"] = task_data.BranchPBU;
data["TradeAmount"] = task_data.TradeAmount;
data["ActiveTraderID"] = task_data.ActiveTraderID;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryOrder(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryTrade(Task task)
{
PyLock lock;
CSecurityFtdcTradeField task_data = any_cast<CSecurityFtdcTradeField>(task.task_data);
dict data;
data["TradeType"] = task_data.TradeType;
data["HedgeFlag"] = task_data.HedgeFlag;
data["TradeTime"] = task_data.TradeTime;
data["Direction"] = task_data.Direction;
data["ParticipantID"] = task_data.ParticipantID;
data["Price"] = task_data.Price;
data["ClientID"] = task_data.ClientID;
data["Volume"] = task_data.Volume;
data["OrderSysID"] = task_data.OrderSysID;
data["ClearingPartID"] = task_data.ClearingPartID;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["UserID"] = task_data.UserID;
data["TradeIndex"] = task_data.TradeIndex;
data["TradingDay"] = task_data.TradingDay;
data["BrokerID"] = task_data.BrokerID;
data["TradeSource"] = task_data.TradeSource;
data["OffsetFlag"] = task_data.OffsetFlag;
data["OrderLocalID"] = task_data.OrderLocalID;
data["TradeID"] = task_data.TradeID;
data["TradeDate"] = task_data.TradeDate;
data["BusinessUnit"] = task_data.BusinessUnit;
data["SequenceNo"] = task_data.SequenceNo;
data["OrderRef"] = task_data.OrderRef;
data["BrokerOrderSeq"] = task_data.BrokerOrderSeq;
data["InvestorID"] = task_data.InvestorID;
data["ExchangeInstID"] = task_data.ExchangeInstID;
data["BranchPBU"] = task_data.BranchPBU;
data["PriceSource"] = task_data.PriceSource;
data["TradingRole"] = task_data.TradingRole;
data["TradeAmount"] = task_data.TradeAmount;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryTrade(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryInvestorPosition(Task task)
{
PyLock lock;
CSecurityFtdcInvestorPositionField task_data = any_cast<CSecurityFtdcInvestorPositionField>(task.task_data);
dict data;
data["LockPosition"] = task_data.LockPosition;
data["MarginTradeAmount"] = task_data.MarginTradeAmount;
data["ShortFrozenAmount"] = task_data.ShortFrozenAmount;
data["ShortSellAmount"] = task_data.ShortSellAmount;
data["TodaySSPosition"] = task_data.TodaySSPosition;
data["HedgeFlag"] = task_data.HedgeFlag;
data["TransferFee"] = task_data.TransferFee;
data["Commission"] = task_data.Commission;
data["ShortSellVolume"] = task_data.ShortSellVolume;
data["CoverFrozenPosition"] = task_data.CoverFrozenPosition;
data["TodayPurRedVolume"] = task_data.TodayPurRedVolume;
data["PurRedShortFrozen"] = task_data.PurRedShortFrozen;
data["CashIn"] = task_data.CashIn;
data["PreSettlementPrice"] = task_data.PreSettlementPrice;
data["ShortSellFrozenAmount"] = task_data.ShortSellFrozenAmount;
data["CloseAmount"] = task_data.CloseAmount;
data["PosiDirection"] = task_data.PosiDirection;
data["LockFrozenPosition"] = task_data.LockFrozenPosition;
data["RepurchasePosition"] = task_data.RepurchasePosition;
data["MarginTradeVolume"] = task_data.MarginTradeVolume;
data["YdPosition"] = task_data.YdPosition;
data["MarginTradeFrozenVolume"] = task_data.MarginTradeFrozenVolume;
data["ConversionRate"] = task_data.ConversionRate;
data["YDCoverPosition"] = task_data.YDCoverPosition;
data["ShortSellFrozenVolume"] = task_data.ShortSellFrozenVolume;
data["OpenVolume"] = task_data.OpenVolume;
data["TodayMTPosition"] = task_data.TodayMTPosition;
data["CoverPosition"] = task_data.CoverPosition;
data["CloseVolume"] = task_data.CloseVolume;
data["AccountID"] = task_data.AccountID;
data["ConversionAmount"] = task_data.ConversionAmount;
data["ShortSellConversionProfit"] = task_data.ShortSellConversionProfit;
data["InstrumentID"] = task_data.InstrumentID;
data["PositionDate"] = task_data.PositionDate;
data["ExchangeID"] = task_data.ExchangeID;
data["MarginTradeFrozenAmount"] = task_data.MarginTradeFrozenAmount;
data["ShortFrozen"] = task_data.ShortFrozen;
data["LongFrozen"] = task_data.LongFrozen;
data["TodayPosition"] = task_data.TodayPosition;
data["TradingDay"] = task_data.TradingDay;
data["PositionCost"] = task_data.PositionCost;
data["BrokerID"] = task_data.BrokerID;
data["FrozenCash"] = task_data.FrozenCash;
data["OpenAmount"] = task_data.OpenAmount;
data["OpenCost"] = task_data.OpenCost;
data["StampTax"] = task_data.StampTax;
data["Position"] = task_data.Position;
data["ExecFrozenPosition"] = task_data.ExecFrozenPosition;
data["ExchangeMargin"] = task_data.ExchangeMargin;
data["PledgeInPosition"] = task_data.PledgeInPosition;
data["SettlementPrice"] = task_data.SettlementPrice;
data["LongFrozenAmount"] = task_data.LongFrozenAmount;
data["InvestorID"] = task_data.InvestorID;
data["UnlockFrozenPosition"] = task_data.UnlockFrozenPosition;
data["YdOpenCost"] = task_data.YdOpenCost;
data["MarginTradeConversionProfit"] = task_data.MarginTradeConversionProfit;
data["SSStockValue"] = task_data.SSStockValue;
data["StockValue"] = task_data.StockValue;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryInvestorPosition(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryFundTransferSerial(Task task)
{
PyLock lock;
CSecurityFtdcFundTransferField task_data = any_cast<CSecurityFtdcFundTransferField>(task.task_data);
dict data;
data["PlateSerial"] = task_data.PlateSerial;
data["TradingDay"] = task_data.TradingDay;
data["ErrorMsg"] = task_data.ErrorMsg;
data["ErrorID"] = task_data.ErrorID;
data["UserID"] = task_data.UserID;
data["TransferSerial"] = task_data.TransferSerial;
data["InvestorID"] = task_data.InvestorID;
data["SessionID"] = task_data.SessionID;
data["LiberSerial"] = task_data.LiberSerial;
data["BrokerID"] = task_data.BrokerID;
data["FundDirection"] = task_data.FundDirection;
data["TradeTime"] = task_data.TradeTime;
data["Password"] = task_data.Password;
data["TradeAmount"] = task_data.TradeAmount;
data["Digest"] = task_data.Digest;
data["AccountID"] = task_data.AccountID;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryFundTransferSerial(data, error, task.task_id, task.task_last);
};
void QryApi::processRspQryFundInterTransferSerial(Task task)
{
PyLock lock;
CSecurityFtdcFundInterTransferSerialField task_data = any_cast<CSecurityFtdcFundInterTransferSerialField>(task.task_data);
dict data;
data["SerialID"] = task_data.SerialID;
data["TransferType"] = task_data.TransferType;
data["ErrorMsg"] = task_data.ErrorMsg;
data["UserID"] = task_data.UserID;
data["InvestorID"] = task_data.InvestorID;
data["TransferTime"] = task_data.TransferTime;
data["BrokerID"] = task_data.BrokerID;
data["Password"] = task_data.Password;
data["TradeAmount"] = task_data.TradeAmount;
data["ErrorID"] = task_data.ErrorID;
data["AccountID"] = task_data.AccountID;
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspQryFundInterTransferSerial(data, error, task.task_id, task.task_last);
};