e05fd91545
2. 完成金仕达黄金T+D接口的封装,但没有测试账号尚未进行测试
716 lines
26 KiB
C++
716 lines
26 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::processHeartBeatWarning(Task task)
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{
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PyLock lock;
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this->onHeartBeatWarning(task.task_id);
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};
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void TdApi::processPackageStart(Task task)
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{
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PyLock lock;
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this->onPackageStart(task.task_id, task.task_id);
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};
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void TdApi::processPackageEnd(Task task)
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{
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PyLock lock;
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this->onPackageEnd(task.task_id, task.task_id);
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};
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void TdApi::processRspError(Task task)
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{
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PyLock lock;
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CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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->onRspError(error, task.task_id, task.task_last);
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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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CUstpFtdcRspUserLoginField task_data = any_cast<CUstpFtdcRspUserLoginField>(task.task_data);
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dict data;
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data["PrivateFlowSize"] = task_data.PrivateFlowSize;
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data["UserID"] = task_data.UserID;
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data["DataCenterID"] = task_data.DataCenterID;
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data["TradingDay"] = task_data.TradingDay;
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data["BrokerID"] = task_data.BrokerID;
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data["MaxOrderLocalID"] = task_data.MaxOrderLocalID;
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data["TradingSystemName"] = task_data.TradingSystemName;
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data["LoginTime"] = task_data.LoginTime;
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data["UserFlowSize"] = task_data.UserFlowSize;
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CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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 TdApi::processRspUserLogout(Task task)
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{
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PyLock lock;
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CUstpFtdcRspUserLogoutField task_data = any_cast<CUstpFtdcRspUserLogoutField>(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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CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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 TdApi::processRspUserPasswordUpdate(Task task)
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{
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PyLock lock;
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CUstpFtdcUserPasswordUpdateField task_data = any_cast<CUstpFtdcUserPasswordUpdateField>(task.task_data);
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dict data;
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data["UserID"] = task_data.UserID;
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data["NewPassword"] = task_data.NewPassword;
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data["OldPassword"] = task_data.OldPassword;
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data["BrokerID"] = task_data.BrokerID;
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CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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->onRspUserPasswordUpdate(data, error, task.task_id, task.task_last);
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};
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void TdApi::processRspOrderInsert(Task task)
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{
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PyLock lock;
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CUstpFtdcInputOrderField task_data = any_cast<CUstpFtdcInputOrderField>(task.task_data);
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dict data;
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data["IsAutoSuspend"] = task_data.IsAutoSuspend;
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data["HedgeFlag"] = task_data.HedgeFlag;
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data["LimitPrice"] = task_data.LimitPrice;
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data["Direction"] = task_data.Direction;
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data["OffsetFlag"] = task_data.OffsetFlag;
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data["UserOrderLocalID"] = task_data.UserOrderLocalID;
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data["Volume"] = task_data.Volume;
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data["OrderPriceType"] = task_data.OrderPriceType;
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data["TimeCondition"] = task_data.TimeCondition;
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data["OrderSysID"] = task_data.OrderSysID;
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data["StopPrice"] = task_data.StopPrice;
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data["InstrumentID"] = task_data.InstrumentID;
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data["ExchangeID"] = task_data.ExchangeID;
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data["MinVolume"] = task_data.MinVolume;
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data["ForceCloseReason"] = task_data.ForceCloseReason;
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data["UserID"] = task_data.UserID;
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data["BrokerID"] = task_data.BrokerID;
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data["GTDDate"] = task_data.GTDDate;
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data["BusinessUnit"] = task_data.BusinessUnit;
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data["UserCustom"] = task_data.UserCustom;
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data["InvestorID"] = task_data.InvestorID;
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data["VolumeCondition"] = task_data.VolumeCondition;
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CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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->onRspOrderInsert(data, error, task.task_id, task.task_last);
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};
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void TdApi::processRspOrderAction(Task task)
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{
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PyLock lock;
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CUstpFtdcOrderActionField task_data = any_cast<CUstpFtdcOrderActionField>(task.task_data);
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dict data;
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data["ExchangeID"] = task_data.ExchangeID;
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data["ActionFlag"] = task_data.ActionFlag;
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data["UserOrderActionLocalID"] = task_data.UserOrderActionLocalID;
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data["UserOrderLocalID"] = task_data.UserOrderLocalID;
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data["UserID"] = task_data.UserID;
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data["LimitPrice"] = task_data.LimitPrice;
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data["InvestorID"] = task_data.InvestorID;
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data["BrokerID"] = task_data.BrokerID;
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data["VolumeChange"] = task_data.VolumeChange;
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data["OrderSysID"] = task_data.OrderSysID;
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CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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->onRspOrderAction(data, error, task.task_id, task.task_last);
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};
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void TdApi::processRtnFlowMessageCancel(Task task)
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{
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PyLock lock;
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CUstpFtdcFlowMessageCancelField task_data = any_cast<CUstpFtdcFlowMessageCancelField>(task.task_data);
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dict data;
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data["DataCenterID"] = task_data.DataCenterID;
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data["TradingDay"] = task_data.TradingDay;
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data["StartSequenceNo"] = task_data.StartSequenceNo;
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data["SequenceSeries"] = task_data.SequenceSeries;
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data["EndSequenceNo"] = task_data.EndSequenceNo;
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this->onRtnFlowMessageCancel(data);
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};
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void TdApi::processRtnTrade(Task task)
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{
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PyLock lock;
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CUstpFtdcTradeField task_data = any_cast<CUstpFtdcTradeField>(task.task_data);
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dict data;
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data["InstrumentID"] = task_data.InstrumentID;
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data["ExchangeID"] = task_data.ExchangeID;
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data["ClearingPartID"] = task_data.ClearingPartID;
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data["ParticipantID"] = task_data.ParticipantID;
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data["TradeID"] = task_data.TradeID;
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data["InvestorID"] = task_data.InvestorID;
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data["HedgeFlag"] = task_data.HedgeFlag;
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data["UserOrderLocalID"] = task_data.UserOrderLocalID;
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data["UserID"] = task_data.UserID;
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data["Direction"] = task_data.Direction;
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data["ClientID"] = task_data.ClientID;
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data["TradePrice"] = task_data.TradePrice;
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data["TradingDay"] = task_data.TradingDay;
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data["BrokerID"] = task_data.BrokerID;
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data["OrderSysID"] = task_data.OrderSysID;
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data["TradeTime"] = task_data.TradeTime;
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data["SeatID"] = task_data.SeatID;
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data["TradeVolume"] = task_data.TradeVolume;
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data["OffsetFlag"] = task_data.OffsetFlag;
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this->onRtnTrade(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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CUstpFtdcOrderField task_data = any_cast<CUstpFtdcOrderField>(task.task_data);
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dict data;
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data["VolumeRemain"] = task_data.VolumeRemain;
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data["VolumeTraded"] = task_data.VolumeTraded;
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data["IsAutoSuspend"] = task_data.IsAutoSuspend;
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data["HedgeFlag"] = task_data.HedgeFlag;
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data["LimitPrice"] = task_data.LimitPrice;
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data["SeatID"] = task_data.SeatID;
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data["Direction"] = task_data.Direction;
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data["OffsetFlag"] = task_data.OffsetFlag;
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data["UserOrderLocalID"] = task_data.UserOrderLocalID;
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data["ClientID"] = task_data.ClientID;
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data["Volume"] = task_data.Volume;
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data["OrderPriceType"] = task_data.OrderPriceType;
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data["TimeCondition"] = task_data.TimeCondition;
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data["OrderStatus"] = task_data.OrderStatus;
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data["OrderSysID"] = task_data.OrderSysID;
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data["StopPrice"] = task_data.StopPrice;
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data["InstrumentID"] = task_data.InstrumentID;
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data["ExchangeID"] = task_data.ExchangeID;
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data["MinVolume"] = task_data.MinVolume;
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data["CancelUserID"] = task_data.CancelUserID;
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data["ForceCloseReason"] = task_data.ForceCloseReason;
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data["UserID"] = task_data.UserID;
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data["TradingDay"] = task_data.TradingDay;
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data["BrokerID"] = task_data.BrokerID;
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data["InsertTime"] = task_data.InsertTime;
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data["ParticipantID"] = task_data.ParticipantID;
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data["CancelTime"] = task_data.CancelTime;
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data["GTDDate"] = task_data.GTDDate;
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data["OrderLocalID"] = task_data.OrderLocalID;
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data["BusinessUnit"] = task_data.BusinessUnit;
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data["UserCustom"] = task_data.UserCustom;
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data["InvestorID"] = task_data.InvestorID;
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data["VolumeCondition"] = task_data.VolumeCondition;
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data["OrderSource"] = task_data.OrderSource;
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this->onRtnOrder(data);
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};
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void TdApi::processErrRtnOrderInsert(Task task)
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{
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PyLock lock;
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CUstpFtdcInputOrderField task_data = any_cast<CUstpFtdcInputOrderField>(task.task_data);
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dict data;
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data["IsAutoSuspend"] = task_data.IsAutoSuspend;
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data["HedgeFlag"] = task_data.HedgeFlag;
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data["LimitPrice"] = task_data.LimitPrice;
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data["Direction"] = task_data.Direction;
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data["OffsetFlag"] = task_data.OffsetFlag;
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data["UserOrderLocalID"] = task_data.UserOrderLocalID;
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data["Volume"] = task_data.Volume;
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data["OrderPriceType"] = task_data.OrderPriceType;
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data["TimeCondition"] = task_data.TimeCondition;
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data["OrderSysID"] = task_data.OrderSysID;
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data["StopPrice"] = task_data.StopPrice;
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data["InstrumentID"] = task_data.InstrumentID;
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data["ExchangeID"] = task_data.ExchangeID;
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data["MinVolume"] = task_data.MinVolume;
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data["ForceCloseReason"] = task_data.ForceCloseReason;
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data["UserID"] = task_data.UserID;
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data["BrokerID"] = task_data.BrokerID;
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data["GTDDate"] = task_data.GTDDate;
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data["BusinessUnit"] = task_data.BusinessUnit;
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data["UserCustom"] = task_data.UserCustom;
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data["InvestorID"] = task_data.InvestorID;
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data["VolumeCondition"] = task_data.VolumeCondition;
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CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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->onErrRtnOrderInsert(data, error);
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};
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void TdApi::processErrRtnOrderAction(Task task)
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{
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PyLock lock;
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CUstpFtdcOrderActionField task_data = any_cast<CUstpFtdcOrderActionField>(task.task_data);
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dict data;
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data["ExchangeID"] = task_data.ExchangeID;
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data["ActionFlag"] = task_data.ActionFlag;
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data["UserOrderActionLocalID"] = task_data.UserOrderActionLocalID;
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data["UserOrderLocalID"] = task_data.UserOrderLocalID;
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data["UserID"] = task_data.UserID;
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data["LimitPrice"] = task_data.LimitPrice;
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data["InvestorID"] = task_data.InvestorID;
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data["BrokerID"] = task_data.BrokerID;
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data["VolumeChange"] = task_data.VolumeChange;
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data["OrderSysID"] = task_data.OrderSysID;
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CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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->onErrRtnOrderAction(data, error);
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};
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void TdApi::processRtnInstrumentStatus(Task task)
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{
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PyLock lock;
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CUstpFtdcInstrumentStatusField task_data = any_cast<CUstpFtdcInstrumentStatusField>(task.task_data);
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dict data;
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data["IsTrading"] = task_data.IsTrading;
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data["ExpireDate"] = task_data.ExpireDate;
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data["StrikePrice"] = task_data.StrikePrice;
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data["UnderlyingMultiple"] = task_data.UnderlyingMultiple;
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data["LongPosLimit"] = task_data.LongPosLimit;
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data["LowerLimitPrice"] = task_data.LowerLimitPrice;
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data["PositionType"] = task_data.PositionType;
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data["PreSettlementPrice"] = task_data.PreSettlementPrice;
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data["InstrumentName"] = task_data.InstrumentName;
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data["ShortPosLimit"] = task_data.ShortPosLimit;
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data["InstrumentStatus"] = task_data.InstrumentStatus;
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data["VolumeMultiple"] = task_data.VolumeMultiple;
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data["UpperLimitPrice"] = task_data.UpperLimitPrice;
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data["CreateDate"] = task_data.CreateDate;
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data["InstrumentID"] = task_data.InstrumentID;
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data["MaxLimitOrderVolume"] = task_data.MaxLimitOrderVolume;
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data["ExchangeID"] = task_data.ExchangeID;
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data["MinLimitOrderVolume"] = task_data.MinLimitOrderVolume;
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data["DeliveryYear"] = task_data.DeliveryYear;
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data["MaxMarketOrderVolume"] = task_data.MaxMarketOrderVolume;
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data["OptionsType"] = task_data.OptionsType;
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data["StartDelivDate"] = task_data.StartDelivDate;
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data["BasisPrice"] = task_data.BasisPrice;
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data["DeliveryMonth"] = task_data.DeliveryMonth;
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data["PriceTick"] = task_data.PriceTick;
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data["ProductName"] = task_data.ProductName;
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data["Currency"] = task_data.Currency;
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data["MinMarketOrderVolume"] = task_data.MinMarketOrderVolume;
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data["EndDelivDate"] = task_data.EndDelivDate;
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data["UnderlyingInstrID"] = task_data.UnderlyingInstrID;
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data["OpenDate"] = task_data.OpenDate;
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data["ProductID"] = task_data.ProductID;
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this->onRtnInstrumentStatus(data);
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};
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void TdApi::processRtnInvestorAccountDeposit(Task task)
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{
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PyLock lock;
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CUstpFtdcInvestorAccountDepositResField task_data = any_cast<CUstpFtdcInvestorAccountDepositResField>(task.task_data);
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dict data;
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data["AmountDirection"] = task_data.AmountDirection;
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data["Available"] = task_data.Available;
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data["Balance"] = task_data.Balance;
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data["UserID"] = task_data.UserID;
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data["InvestorID"] = task_data.InvestorID;
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data["Amount"] = task_data.Amount;
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data["BrokerID"] = task_data.BrokerID;
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data["AccountSeqNo"] = task_data.AccountSeqNo;
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data["AccountID"] = task_data.AccountID;
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this->onRtnInvestorAccountDeposit(data);
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};
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void TdApi::processRspQryOrder(Task task)
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{
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PyLock lock;
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CUstpFtdcOrderField task_data = any_cast<CUstpFtdcOrderField>(task.task_data);
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dict data;
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data["VolumeRemain"] = task_data.VolumeRemain;
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data["VolumeTraded"] = task_data.VolumeTraded;
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data["IsAutoSuspend"] = task_data.IsAutoSuspend;
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data["HedgeFlag"] = task_data.HedgeFlag;
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data["LimitPrice"] = task_data.LimitPrice;
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data["SeatID"] = task_data.SeatID;
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data["Direction"] = task_data.Direction;
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data["OffsetFlag"] = task_data.OffsetFlag;
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data["UserOrderLocalID"] = task_data.UserOrderLocalID;
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data["ClientID"] = task_data.ClientID;
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data["Volume"] = task_data.Volume;
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data["OrderPriceType"] = task_data.OrderPriceType;
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data["TimeCondition"] = task_data.TimeCondition;
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data["OrderStatus"] = task_data.OrderStatus;
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data["OrderSysID"] = task_data.OrderSysID;
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data["StopPrice"] = task_data.StopPrice;
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data["InstrumentID"] = task_data.InstrumentID;
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data["ExchangeID"] = task_data.ExchangeID;
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data["MinVolume"] = task_data.MinVolume;
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data["CancelUserID"] = task_data.CancelUserID;
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data["ForceCloseReason"] = task_data.ForceCloseReason;
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data["UserID"] = task_data.UserID;
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data["TradingDay"] = task_data.TradingDay;
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data["BrokerID"] = task_data.BrokerID;
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data["InsertTime"] = task_data.InsertTime;
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data["ParticipantID"] = task_data.ParticipantID;
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data["CancelTime"] = task_data.CancelTime;
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data["GTDDate"] = task_data.GTDDate;
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data["OrderLocalID"] = task_data.OrderLocalID;
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data["BusinessUnit"] = task_data.BusinessUnit;
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data["UserCustom"] = task_data.UserCustom;
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data["InvestorID"] = task_data.InvestorID;
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data["VolumeCondition"] = task_data.VolumeCondition;
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data["OrderSource"] = task_data.OrderSource;
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CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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->onRspQryOrder(data, error, task.task_id, task.task_last);
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};
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void TdApi::processRspQryTrade(Task task)
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{
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PyLock lock;
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CUstpFtdcTradeField task_data = any_cast<CUstpFtdcTradeField>(task.task_data);
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dict data;
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data["InstrumentID"] = task_data.InstrumentID;
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data["ExchangeID"] = task_data.ExchangeID;
|
|
data["ClearingPartID"] = task_data.ClearingPartID;
|
|
data["ParticipantID"] = task_data.ParticipantID;
|
|
data["TradeID"] = task_data.TradeID;
|
|
data["InvestorID"] = task_data.InvestorID;
|
|
data["HedgeFlag"] = task_data.HedgeFlag;
|
|
data["UserOrderLocalID"] = task_data.UserOrderLocalID;
|
|
data["UserID"] = task_data.UserID;
|
|
data["Direction"] = task_data.Direction;
|
|
data["ClientID"] = task_data.ClientID;
|
|
data["TradePrice"] = task_data.TradePrice;
|
|
data["TradingDay"] = task_data.TradingDay;
|
|
data["BrokerID"] = task_data.BrokerID;
|
|
data["OrderSysID"] = task_data.OrderSysID;
|
|
data["TradeTime"] = task_data.TradeTime;
|
|
data["SeatID"] = task_data.SeatID;
|
|
data["TradeVolume"] = task_data.TradeVolume;
|
|
data["OffsetFlag"] = task_data.OffsetFlag;
|
|
|
|
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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 TdApi::processRspQryUserInvestor(Task task)
|
|
{
|
|
PyLock lock;
|
|
CUstpFtdcRspUserInvestorField task_data = any_cast<CUstpFtdcRspUserInvestorField>(task.task_data);
|
|
dict data;
|
|
data["UserID"] = task_data.UserID;
|
|
data["BrokerID"] = task_data.BrokerID;
|
|
data["InvestorID"] = task_data.InvestorID;
|
|
|
|
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(task.task_error);
|
|
dict error;
|
|
error["ErrorMsg"] = task_error.ErrorMsg;
|
|
error["ErrorID"] = task_error.ErrorID;
|
|
|
|
this->onRspQryUserInvestor(data, error, task.task_id, task.task_last);
|
|
};
|
|
|
|
void TdApi::processRspQryTradingCode(Task task)
|
|
{
|
|
PyLock lock;
|
|
CUstpFtdcRspTradingCodeField task_data = any_cast<CUstpFtdcRspTradingCodeField>(task.task_data);
|
|
dict data;
|
|
data["ExchangeID"] = task_data.ExchangeID;
|
|
data["ClientID"] = task_data.ClientID;
|
|
data["InvestorID"] = task_data.InvestorID;
|
|
data["ClientRight"] = task_data.ClientRight;
|
|
data["BrokerID"] = task_data.BrokerID;
|
|
data["IsActive"] = task_data.IsActive;
|
|
|
|
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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 TdApi::processRspQryInvestorAccount(Task task)
|
|
{
|
|
PyLock lock;
|
|
CUstpFtdcRspInvestorAccountField task_data = any_cast<CUstpFtdcRspInvestorAccountField>(task.task_data);
|
|
dict data;
|
|
data["Fee"] = task_data.Fee;
|
|
data["Withdraw"] = task_data.Withdraw;
|
|
data["ShortMargin"] = task_data.ShortMargin;
|
|
data["FrozenMargin"] = task_data.FrozenMargin;
|
|
data["ShortFrozenMargin"] = task_data.ShortFrozenMargin;
|
|
data["PositionProfit"] = task_data.PositionProfit;
|
|
data["FrozenFee"] = task_data.FrozenFee;
|
|
data["AccountID"] = task_data.AccountID;
|
|
data["Available"] = task_data.Available;
|
|
data["Premium"] = task_data.Premium;
|
|
data["Risk"] = task_data.Risk;
|
|
data["TodayInOut"] = task_data.TodayInOut;
|
|
data["FrozenPremium"] = task_data.FrozenPremium;
|
|
data["BrokerID"] = task_data.BrokerID;
|
|
data["Deposit"] = task_data.Deposit;
|
|
data["LongFrozenMargin"] = task_data.LongFrozenMargin;
|
|
data["Margin"] = task_data.Margin;
|
|
data["DynamicRights"] = task_data.DynamicRights;
|
|
data["ReleaseMargin"] = task_data.ReleaseMargin;
|
|
data["PreBalance"] = task_data.PreBalance;
|
|
data["InvestorID"] = task_data.InvestorID;
|
|
data["LongMargin"] = task_data.LongMargin;
|
|
data["CloseProfit"] = task_data.CloseProfit;
|
|
|
|
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(task.task_error);
|
|
dict error;
|
|
error["ErrorMsg"] = task_error.ErrorMsg;
|
|
error["ErrorID"] = task_error.ErrorID;
|
|
|
|
this->onRspQryInvestorAccount(data, error, task.task_id, task.task_last);
|
|
};
|
|
|
|
void TdApi::processRspQryInstrument(Task task)
|
|
{
|
|
PyLock lock;
|
|
CUstpFtdcRspInstrumentField task_data = any_cast<CUstpFtdcRspInstrumentField>(task.task_data);
|
|
dict data;
|
|
data["IsTrading"] = task_data.IsTrading;
|
|
data["ExpireDate"] = task_data.ExpireDate;
|
|
data["StrikePrice"] = task_data.StrikePrice;
|
|
data["UnderlyingMultiple"] = task_data.UnderlyingMultiple;
|
|
data["LongPosLimit"] = task_data.LongPosLimit;
|
|
data["LowerLimitPrice"] = task_data.LowerLimitPrice;
|
|
data["PositionType"] = task_data.PositionType;
|
|
data["PreSettlementPrice"] = task_data.PreSettlementPrice;
|
|
data["InstrumentName"] = task_data.InstrumentName;
|
|
data["ShortPosLimit"] = task_data.ShortPosLimit;
|
|
data["InstrumentStatus"] = task_data.InstrumentStatus;
|
|
data["VolumeMultiple"] = task_data.VolumeMultiple;
|
|
data["UpperLimitPrice"] = task_data.UpperLimitPrice;
|
|
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["DeliveryYear"] = task_data.DeliveryYear;
|
|
data["MaxMarketOrderVolume"] = task_data.MaxMarketOrderVolume;
|
|
data["OptionsType"] = task_data.OptionsType;
|
|
data["StartDelivDate"] = task_data.StartDelivDate;
|
|
data["BasisPrice"] = task_data.BasisPrice;
|
|
data["DeliveryMonth"] = task_data.DeliveryMonth;
|
|
data["PriceTick"] = task_data.PriceTick;
|
|
data["ProductName"] = task_data.ProductName;
|
|
data["Currency"] = task_data.Currency;
|
|
data["MinMarketOrderVolume"] = task_data.MinMarketOrderVolume;
|
|
data["EndDelivDate"] = task_data.EndDelivDate;
|
|
data["UnderlyingInstrID"] = task_data.UnderlyingInstrID;
|
|
data["OpenDate"] = task_data.OpenDate;
|
|
data["ProductID"] = task_data.ProductID;
|
|
|
|
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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 TdApi::processRspQryExchange(Task task)
|
|
{
|
|
PyLock lock;
|
|
CUstpFtdcRspExchangeField task_data = any_cast<CUstpFtdcRspExchangeField>(task.task_data);
|
|
dict data;
|
|
data["ExchangeID"] = task_data.ExchangeID;
|
|
data["ExchangeName"] = task_data.ExchangeName;
|
|
|
|
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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 TdApi::processRspQryInvestorPosition(Task task)
|
|
{
|
|
PyLock lock;
|
|
CUstpFtdcRspInvestorPositionField task_data = any_cast<CUstpFtdcRspInvestorPositionField>(task.task_data);
|
|
dict data;
|
|
data["InstrumentID"] = task_data.InstrumentID;
|
|
data["ExchangeID"] = task_data.ExchangeID;
|
|
data["FrozenPremium"] = task_data.FrozenPremium;
|
|
data["FrozenClosing"] = task_data.FrozenClosing;
|
|
data["Currency"] = task_data.Currency;
|
|
data["FrozenMargin"] = task_data.FrozenMargin;
|
|
data["YdPosition"] = task_data.YdPosition;
|
|
data["LastTradeID"] = task_data.LastTradeID;
|
|
data["HedgeFlag"] = task_data.HedgeFlag;
|
|
data["Direction"] = task_data.Direction;
|
|
data["ClientID"] = task_data.ClientID;
|
|
data["YdPositionCost"] = task_data.YdPositionCost;
|
|
data["InvestorID"] = task_data.InvestorID;
|
|
data["PositionCost"] = task_data.PositionCost;
|
|
data["UsedMargin"] = task_data.UsedMargin;
|
|
data["BrokerID"] = task_data.BrokerID;
|
|
data["FrozenPosition"] = task_data.FrozenPosition;
|
|
data["Position"] = task_data.Position;
|
|
data["LastOrderLocalID"] = task_data.LastOrderLocalID;
|
|
|
|
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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 TdApi::processRspSubscribeTopic(Task task)
|
|
{
|
|
PyLock lock;
|
|
CUstpFtdcDisseminationField task_data = any_cast<CUstpFtdcDisseminationField>(task.task_data);
|
|
dict data;
|
|
data["SequenceNo"] = task_data.SequenceNo;
|
|
data["SequenceSeries"] = task_data.SequenceSeries;
|
|
|
|
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(task.task_error);
|
|
dict error;
|
|
error["ErrorMsg"] = task_error.ErrorMsg;
|
|
error["ErrorID"] = task_error.ErrorID;
|
|
|
|
this->onRspSubscribeTopic(data, error, task.task_id, task.task_last);
|
|
};
|
|
|
|
void TdApi::processRspQryComplianceParam(Task task)
|
|
{
|
|
PyLock lock;
|
|
CUstpFtdcRspComplianceParamField task_data = any_cast<CUstpFtdcRspComplianceParamField>(task.task_data);
|
|
dict data;
|
|
data["ExchangeID"] = task_data.ExchangeID;
|
|
data["DailyMaxOrderActionVolume"] = task_data.DailyMaxOrderActionVolume;
|
|
data["DailyMaxOrderVolume"] = task_data.DailyMaxOrderVolume;
|
|
data["ClientID"] = task_data.ClientID;
|
|
data["DailyMaxOrder"] = task_data.DailyMaxOrder;
|
|
data["InvestorID"] = task_data.InvestorID;
|
|
data["DailyMaxErrorOrder"] = task_data.DailyMaxErrorOrder;
|
|
data["BrokerID"] = task_data.BrokerID;
|
|
data["DailyMaxOrderAction"] = task_data.DailyMaxOrderAction;
|
|
|
|
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(task.task_error);
|
|
dict error;
|
|
error["ErrorMsg"] = task_error.ErrorMsg;
|
|
error["ErrorID"] = task_error.ErrorID;
|
|
|
|
this->onRspQryComplianceParam(data, error, task.task_id, task.task_last);
|
|
};
|
|
|
|
void TdApi::processRspQryTopic(Task task)
|
|
{
|
|
PyLock lock;
|
|
CUstpFtdcDisseminationField task_data = any_cast<CUstpFtdcDisseminationField>(task.task_data);
|
|
dict data;
|
|
data["SequenceNo"] = task_data.SequenceNo;
|
|
data["SequenceSeries"] = task_data.SequenceSeries;
|
|
|
|
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(task.task_error);
|
|
dict error;
|
|
error["ErrorMsg"] = task_error.ErrorMsg;
|
|
error["ErrorID"] = task_error.ErrorID;
|
|
|
|
this->onRspQryTopic(data, error, task.task_id, task.task_last);
|
|
};
|
|
|
|
void TdApi::processRspQryInvestorFee(Task task)
|
|
{
|
|
PyLock lock;
|
|
CUstpFtdcInvestorFeeField task_data = any_cast<CUstpFtdcInvestorFeeField>(task.task_data);
|
|
dict data;
|
|
data["InstrumentID"] = task_data.InstrumentID;
|
|
data["OTFeeRate"] = task_data.OTFeeRate;
|
|
data["ExchangeID"] = task_data.ExchangeID;
|
|
data["OTFeeAmt"] = task_data.OTFeeAmt;
|
|
data["OpenFeeAmt"] = task_data.OpenFeeAmt;
|
|
data["ClientID"] = task_data.ClientID;
|
|
data["BrokerID"] = task_data.BrokerID;
|
|
data["OpenFeeRate"] = task_data.OpenFeeRate;
|
|
data["OffsetFeeAmt"] = task_data.OffsetFeeAmt;
|
|
data["OffsetFeeRate"] = task_data.OffsetFeeRate;
|
|
data["ProductID"] = task_data.ProductID;
|
|
|
|
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(task.task_error);
|
|
dict error;
|
|
error["ErrorMsg"] = task_error.ErrorMsg;
|
|
error["ErrorID"] = task_error.ErrorID;
|
|
|
|
this->onRspQryInvestorFee(data, error, task.task_id, task.task_last);
|
|
};
|
|
|
|
void TdApi::processRspQryInvestorMargin(Task task)
|
|
{
|
|
PyLock lock;
|
|
CUstpFtdcInvestorMarginField task_data = any_cast<CUstpFtdcInvestorMarginField>(task.task_data);
|
|
dict data;
|
|
data["InstrumentID"] = task_data.InstrumentID;
|
|
data["LongMarginRate"] = task_data.LongMarginRate;
|
|
data["ExchangeID"] = task_data.ExchangeID;
|
|
data["ClientID"] = task_data.ClientID;
|
|
data["BrokerID"] = task_data.BrokerID;
|
|
data["LongMarginAmt"] = task_data.LongMarginAmt;
|
|
data["ShortMarginAmt"] = task_data.ShortMarginAmt;
|
|
data["ShortMarginRate"] = task_data.ShortMarginRate;
|
|
data["ProductID"] = task_data.ProductID;
|
|
|
|
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(task.task_error);
|
|
dict error;
|
|
error["ErrorMsg"] = task_error.ErrorMsg;
|
|
error["ErrorID"] = task_error.ErrorID;
|
|
|
|
this->onRspQryInvestorMargin(data, error, task.task_id, task.task_last);
|
|
};
|
|
|