vnpy/vn.femas/pyscript/femas_td_process.cpp
WOLF e05fd91545 1. 完成了飞马接口的封装,并已加入vn.trader
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
2015-12-17 10:15:12 +08:00

716 lines
26 KiB
C++

void TdApi::processFrontConnected(Task task)
{
PyLock lock;
this->onFrontConnected();
};
void TdApi::processFrontDisconnected(Task task)
{
PyLock lock;
this->onFrontDisconnected(task.task_id);
};
void TdApi::processHeartBeatWarning(Task task)
{
PyLock lock;
this->onHeartBeatWarning(task.task_id);
};
void TdApi::processPackageStart(Task task)
{
PyLock lock;
this->onPackageStart(task.task_id, task.task_id);
};
void TdApi::processPackageEnd(Task task)
{
PyLock lock;
this->onPackageEnd(task.task_id, task.task_id);
};
void TdApi::processRspError(Task task)
{
PyLock lock;
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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 TdApi::processRspUserLogin(Task task)
{
PyLock lock;
CUstpFtdcRspUserLoginField task_data = any_cast<CUstpFtdcRspUserLoginField>(task.task_data);
dict data;
data["PrivateFlowSize"] = task_data.PrivateFlowSize;
data["UserID"] = task_data.UserID;
data["DataCenterID"] = task_data.DataCenterID;
data["TradingDay"] = task_data.TradingDay;
data["BrokerID"] = task_data.BrokerID;
data["MaxOrderLocalID"] = task_data.MaxOrderLocalID;
data["TradingSystemName"] = task_data.TradingSystemName;
data["LoginTime"] = task_data.LoginTime;
data["UserFlowSize"] = task_data.UserFlowSize;
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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 TdApi::processRspUserLogout(Task task)
{
PyLock lock;
CUstpFtdcRspUserLogoutField task_data = any_cast<CUstpFtdcRspUserLogoutField>(task.task_data);
dict data;
data["UserID"] = task_data.UserID;
data["BrokerID"] = task_data.BrokerID;
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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 TdApi::processRspUserPasswordUpdate(Task task)
{
PyLock lock;
CUstpFtdcUserPasswordUpdateField task_data = any_cast<CUstpFtdcUserPasswordUpdateField>(task.task_data);
dict data;
data["UserID"] = task_data.UserID;
data["NewPassword"] = task_data.NewPassword;
data["OldPassword"] = task_data.OldPassword;
data["BrokerID"] = task_data.BrokerID;
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspUserPasswordUpdate(data, error, task.task_id, task.task_last);
};
void TdApi::processRspOrderInsert(Task task)
{
PyLock lock;
CUstpFtdcInputOrderField task_data = any_cast<CUstpFtdcInputOrderField>(task.task_data);
dict data;
data["IsAutoSuspend"] = task_data.IsAutoSuspend;
data["HedgeFlag"] = task_data.HedgeFlag;
data["LimitPrice"] = task_data.LimitPrice;
data["Direction"] = task_data.Direction;
data["OffsetFlag"] = task_data.OffsetFlag;
data["UserOrderLocalID"] = task_data.UserOrderLocalID;
data["Volume"] = task_data.Volume;
data["OrderPriceType"] = task_data.OrderPriceType;
data["TimeCondition"] = task_data.TimeCondition;
data["OrderSysID"] = task_data.OrderSysID;
data["StopPrice"] = task_data.StopPrice;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["MinVolume"] = task_data.MinVolume;
data["ForceCloseReason"] = task_data.ForceCloseReason;
data["UserID"] = task_data.UserID;
data["BrokerID"] = task_data.BrokerID;
data["GTDDate"] = task_data.GTDDate;
data["BusinessUnit"] = task_data.BusinessUnit;
data["UserCustom"] = task_data.UserCustom;
data["InvestorID"] = task_data.InvestorID;
data["VolumeCondition"] = task_data.VolumeCondition;
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspOrderInsert(data, error, task.task_id, task.task_last);
};
void TdApi::processRspOrderAction(Task task)
{
PyLock lock;
CUstpFtdcOrderActionField task_data = any_cast<CUstpFtdcOrderActionField>(task.task_data);
dict data;
data["ExchangeID"] = task_data.ExchangeID;
data["ActionFlag"] = task_data.ActionFlag;
data["UserOrderActionLocalID"] = task_data.UserOrderActionLocalID;
data["UserOrderLocalID"] = task_data.UserOrderLocalID;
data["UserID"] = task_data.UserID;
data["LimitPrice"] = task_data.LimitPrice;
data["InvestorID"] = task_data.InvestorID;
data["BrokerID"] = task_data.BrokerID;
data["VolumeChange"] = task_data.VolumeChange;
data["OrderSysID"] = task_data.OrderSysID;
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onRspOrderAction(data, error, task.task_id, task.task_last);
};
void TdApi::processRtnFlowMessageCancel(Task task)
{
PyLock lock;
CUstpFtdcFlowMessageCancelField task_data = any_cast<CUstpFtdcFlowMessageCancelField>(task.task_data);
dict data;
data["DataCenterID"] = task_data.DataCenterID;
data["TradingDay"] = task_data.TradingDay;
data["StartSequenceNo"] = task_data.StartSequenceNo;
data["SequenceSeries"] = task_data.SequenceSeries;
data["EndSequenceNo"] = task_data.EndSequenceNo;
this->onRtnFlowMessageCancel(data);
};
void TdApi::processRtnTrade(Task task)
{
PyLock lock;
CUstpFtdcTradeField task_data = any_cast<CUstpFtdcTradeField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
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;
this->onRtnTrade(data);
};
void TdApi::processRtnOrder(Task task)
{
PyLock lock;
CUstpFtdcOrderField task_data = any_cast<CUstpFtdcOrderField>(task.task_data);
dict data;
data["VolumeRemain"] = task_data.VolumeRemain;
data["VolumeTraded"] = task_data.VolumeTraded;
data["IsAutoSuspend"] = task_data.IsAutoSuspend;
data["HedgeFlag"] = task_data.HedgeFlag;
data["LimitPrice"] = task_data.LimitPrice;
data["SeatID"] = task_data.SeatID;
data["Direction"] = task_data.Direction;
data["OffsetFlag"] = task_data.OffsetFlag;
data["UserOrderLocalID"] = task_data.UserOrderLocalID;
data["ClientID"] = task_data.ClientID;
data["Volume"] = task_data.Volume;
data["OrderPriceType"] = task_data.OrderPriceType;
data["TimeCondition"] = task_data.TimeCondition;
data["OrderStatus"] = task_data.OrderStatus;
data["OrderSysID"] = task_data.OrderSysID;
data["StopPrice"] = task_data.StopPrice;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["MinVolume"] = task_data.MinVolume;
data["CancelUserID"] = task_data.CancelUserID;
data["ForceCloseReason"] = task_data.ForceCloseReason;
data["UserID"] = task_data.UserID;
data["TradingDay"] = task_data.TradingDay;
data["BrokerID"] = task_data.BrokerID;
data["InsertTime"] = task_data.InsertTime;
data["ParticipantID"] = task_data.ParticipantID;
data["CancelTime"] = task_data.CancelTime;
data["GTDDate"] = task_data.GTDDate;
data["OrderLocalID"] = task_data.OrderLocalID;
data["BusinessUnit"] = task_data.BusinessUnit;
data["UserCustom"] = task_data.UserCustom;
data["InvestorID"] = task_data.InvestorID;
data["VolumeCondition"] = task_data.VolumeCondition;
data["OrderSource"] = task_data.OrderSource;
this->onRtnOrder(data);
};
void TdApi::processErrRtnOrderInsert(Task task)
{
PyLock lock;
CUstpFtdcInputOrderField task_data = any_cast<CUstpFtdcInputOrderField>(task.task_data);
dict data;
data["IsAutoSuspend"] = task_data.IsAutoSuspend;
data["HedgeFlag"] = task_data.HedgeFlag;
data["LimitPrice"] = task_data.LimitPrice;
data["Direction"] = task_data.Direction;
data["OffsetFlag"] = task_data.OffsetFlag;
data["UserOrderLocalID"] = task_data.UserOrderLocalID;
data["Volume"] = task_data.Volume;
data["OrderPriceType"] = task_data.OrderPriceType;
data["TimeCondition"] = task_data.TimeCondition;
data["OrderSysID"] = task_data.OrderSysID;
data["StopPrice"] = task_data.StopPrice;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["MinVolume"] = task_data.MinVolume;
data["ForceCloseReason"] = task_data.ForceCloseReason;
data["UserID"] = task_data.UserID;
data["BrokerID"] = task_data.BrokerID;
data["GTDDate"] = task_data.GTDDate;
data["BusinessUnit"] = task_data.BusinessUnit;
data["UserCustom"] = task_data.UserCustom;
data["InvestorID"] = task_data.InvestorID;
data["VolumeCondition"] = task_data.VolumeCondition;
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onErrRtnOrderInsert(data, error);
};
void TdApi::processErrRtnOrderAction(Task task)
{
PyLock lock;
CUstpFtdcOrderActionField task_data = any_cast<CUstpFtdcOrderActionField>(task.task_data);
dict data;
data["ExchangeID"] = task_data.ExchangeID;
data["ActionFlag"] = task_data.ActionFlag;
data["UserOrderActionLocalID"] = task_data.UserOrderActionLocalID;
data["UserOrderLocalID"] = task_data.UserOrderLocalID;
data["UserID"] = task_data.UserID;
data["LimitPrice"] = task_data.LimitPrice;
data["InvestorID"] = task_data.InvestorID;
data["BrokerID"] = task_data.BrokerID;
data["VolumeChange"] = task_data.VolumeChange;
data["OrderSysID"] = task_data.OrderSysID;
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(task.task_error);
dict error;
error["ErrorMsg"] = task_error.ErrorMsg;
error["ErrorID"] = task_error.ErrorID;
this->onErrRtnOrderAction(data, error);
};
void TdApi::processRtnInstrumentStatus(Task task)
{
PyLock lock;
CUstpFtdcInstrumentStatusField task_data = any_cast<CUstpFtdcInstrumentStatusField>(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;
this->onRtnInstrumentStatus(data);
};
void TdApi::processRtnInvestorAccountDeposit(Task task)
{
PyLock lock;
CUstpFtdcInvestorAccountDepositResField task_data = any_cast<CUstpFtdcInvestorAccountDepositResField>(task.task_data);
dict data;
data["AmountDirection"] = task_data.AmountDirection;
data["Available"] = task_data.Available;
data["Balance"] = task_data.Balance;
data["UserID"] = task_data.UserID;
data["InvestorID"] = task_data.InvestorID;
data["Amount"] = task_data.Amount;
data["BrokerID"] = task_data.BrokerID;
data["AccountSeqNo"] = task_data.AccountSeqNo;
data["AccountID"] = task_data.AccountID;
this->onRtnInvestorAccountDeposit(data);
};
void TdApi::processRspQryOrder(Task task)
{
PyLock lock;
CUstpFtdcOrderField task_data = any_cast<CUstpFtdcOrderField>(task.task_data);
dict data;
data["VolumeRemain"] = task_data.VolumeRemain;
data["VolumeTraded"] = task_data.VolumeTraded;
data["IsAutoSuspend"] = task_data.IsAutoSuspend;
data["HedgeFlag"] = task_data.HedgeFlag;
data["LimitPrice"] = task_data.LimitPrice;
data["SeatID"] = task_data.SeatID;
data["Direction"] = task_data.Direction;
data["OffsetFlag"] = task_data.OffsetFlag;
data["UserOrderLocalID"] = task_data.UserOrderLocalID;
data["ClientID"] = task_data.ClientID;
data["Volume"] = task_data.Volume;
data["OrderPriceType"] = task_data.OrderPriceType;
data["TimeCondition"] = task_data.TimeCondition;
data["OrderStatus"] = task_data.OrderStatus;
data["OrderSysID"] = task_data.OrderSysID;
data["StopPrice"] = task_data.StopPrice;
data["InstrumentID"] = task_data.InstrumentID;
data["ExchangeID"] = task_data.ExchangeID;
data["MinVolume"] = task_data.MinVolume;
data["CancelUserID"] = task_data.CancelUserID;
data["ForceCloseReason"] = task_data.ForceCloseReason;
data["UserID"] = task_data.UserID;
data["TradingDay"] = task_data.TradingDay;
data["BrokerID"] = task_data.BrokerID;
data["InsertTime"] = task_data.InsertTime;
data["ParticipantID"] = task_data.ParticipantID;
data["CancelTime"] = task_data.CancelTime;
data["GTDDate"] = task_data.GTDDate;
data["OrderLocalID"] = task_data.OrderLocalID;
data["BusinessUnit"] = task_data.BusinessUnit;
data["UserCustom"] = task_data.UserCustom;
data["InvestorID"] = task_data.InvestorID;
data["VolumeCondition"] = task_data.VolumeCondition;
data["OrderSource"] = task_data.OrderSource;
CUstpFtdcRspInfoField task_error = any_cast<CUstpFtdcRspInfoField>(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 TdApi::processRspQryTrade(Task task)
{
PyLock lock;
CUstpFtdcTradeField task_data = any_cast<CUstpFtdcTradeField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
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);
};