ctpbee-opt-api 0.1.0__cp38-cp38-win_amd64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- ctpbee_api/__init__.py +17 -0
- ctpbee_api/ctp/__init__.py +3 -0
- ctpbee_api/ctp/ctp_constant.py +1253 -0
- ctpbee_api/ctp/generator/concat.py +93 -0
- ctpbee_api/ctp/generator/const.py +325 -0
- ctpbee_api/ctp/generator/ctp_constant.py +1274 -0
- ctpbee_api/ctp/generator/ctp_md_header_define.h +13 -0
- ctpbee_api/ctp/generator/ctp_md_header_function.h +6 -0
- ctpbee_api/ctp/generator/ctp_md_header_on.h +26 -0
- ctpbee_api/ctp/generator/ctp_md_header_process.h +26 -0
- ctpbee_api/ctp/generator/ctp_md_source_function.cpp +42 -0
- ctpbee_api/ctp/generator/ctp_md_source_module.cpp +18 -0
- ctpbee_api/ctp/generator/ctp_md_source_on.cpp +156 -0
- ctpbee_api/ctp/generator/ctp_md_source_process.cpp +282 -0
- ctpbee_api/ctp/generator/ctp_md_source_switch.cpp +78 -0
- ctpbee_api/ctp/generator/ctp_md_source_task.cpp +211 -0
- ctpbee_api/ctp/generator/ctp_struct.py +5640 -0
- ctpbee_api/ctp/generator/ctp_td_header_define.h +130 -0
- ctpbee_api/ctp/generator/ctp_td_header_function.h +174 -0
- ctpbee_api/ctp/generator/ctp_td_header_on.h +260 -0
- ctpbee_api/ctp/generator/ctp_td_header_process.h +260 -0
- ctpbee_api/ctp/generator/ctp_td_source_function.cpp +1456 -0
- ctpbee_api/ctp/generator/ctp_td_source_module.cpp +222 -0
- ctpbee_api/ctp/generator/ctp_td_source_on.cpp +1572 -0
- ctpbee_api/ctp/generator/ctp_td_source_process.cpp +5472 -0
- ctpbee_api/ctp/generator/ctp_td_source_switch.cpp +780 -0
- ctpbee_api/ctp/generator/ctp_td_source_task.cpp +2444 -0
- ctpbee_api/ctp/generator/ctp_typedef.py +800 -0
- ctpbee_api/ctp/generator/generate_api_functions.py +345 -0
- ctpbee_api/ctp/generator/generate_data_type.py +76 -0
- ctpbee_api/ctp/generator/generate_struct.py +84 -0
- ctpbee_api/ctp/include/mac/ctp/ThostFtdcMdApi.h +168 -0
- ctpbee_api/ctp/include/mac/ctp/ThostFtdcTraderApi.h +770 -0
- ctpbee_api/ctp/include/mac/ctp/ThostFtdcUserApiDataType.h +6878 -0
- ctpbee_api/ctp/include/mac/ctp/ThostFtdcUserApiStruct.h +10915 -0
- ctpbee_api/ctp/include/mac/pybind11/attr.h +690 -0
- ctpbee_api/ctp/include/mac/pybind11/buffer_info.h +208 -0
- ctpbee_api/ctp/include/mac/pybind11/cast.h +1704 -0
- ctpbee_api/ctp/include/mac/pybind11/chrono.h +225 -0
- ctpbee_api/ctp/include/mac/pybind11/common.h +2 -0
- ctpbee_api/ctp/include/mac/pybind11/complex.h +74 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/class.h +743 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/common.h +1255 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/descr.h +171 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/init.h +434 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/internals.h +656 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/type_caster_base.h +1177 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/typeid.h +65 -0
- ctpbee_api/ctp/include/mac/pybind11/eigen/common.h +9 -0
- ctpbee_api/ctp/include/mac/pybind11/eigen/matrix.h +714 -0
- ctpbee_api/ctp/include/mac/pybind11/eigen/tensor.h +516 -0
- ctpbee_api/ctp/include/mac/pybind11/eigen.h +12 -0
- ctpbee_api/ctp/include/mac/pybind11/embed.h +316 -0
- ctpbee_api/ctp/include/mac/pybind11/eval.h +156 -0
- ctpbee_api/ctp/include/mac/pybind11/functional.h +137 -0
- ctpbee_api/ctp/include/mac/pybind11/gil.h +239 -0
- ctpbee_api/ctp/include/mac/pybind11/iostream.h +265 -0
- ctpbee_api/ctp/include/mac/pybind11/numpy.h +1998 -0
- ctpbee_api/ctp/include/mac/pybind11/operators.h +202 -0
- ctpbee_api/ctp/include/mac/pybind11/options.h +92 -0
- ctpbee_api/ctp/include/mac/pybind11/pybind11.h +2890 -0
- ctpbee_api/ctp/include/mac/pybind11/pytypes.h +2557 -0
- ctpbee_api/ctp/include/mac/pybind11/stl/filesystem.h +116 -0
- ctpbee_api/ctp/include/mac/pybind11/stl.h +447 -0
- ctpbee_api/ctp/include/mac/pybind11/stl_bind.h +851 -0
- ctpbee_api/ctp/include/mac/pybind11/type_caster_pyobject_ptr.h +61 -0
- ctpbee_api/ctp/include/new/ctp/ThostFtdcMdApi.h +168 -0
- ctpbee_api/ctp/include/new/ctp/ThostFtdcTraderApi.h +770 -0
- ctpbee_api/ctp/include/new/ctp/ThostFtdcUserApiDataType.h +6878 -0
- ctpbee_api/ctp/include/new/ctp/ThostFtdcUserApiStruct.h +10915 -0
- ctpbee_api/ctp/include/new/pybind11/attr.h +690 -0
- ctpbee_api/ctp/include/new/pybind11/buffer_info.h +208 -0
- ctpbee_api/ctp/include/new/pybind11/cast.h +1704 -0
- ctpbee_api/ctp/include/new/pybind11/chrono.h +225 -0
- ctpbee_api/ctp/include/new/pybind11/common.h +2 -0
- ctpbee_api/ctp/include/new/pybind11/complex.h +74 -0
- ctpbee_api/ctp/include/new/pybind11/detail/class.h +743 -0
- ctpbee_api/ctp/include/new/pybind11/detail/common.h +1255 -0
- ctpbee_api/ctp/include/new/pybind11/detail/descr.h +171 -0
- ctpbee_api/ctp/include/new/pybind11/detail/init.h +434 -0
- ctpbee_api/ctp/include/new/pybind11/detail/internals.h +656 -0
- ctpbee_api/ctp/include/new/pybind11/detail/type_caster_base.h +1177 -0
- ctpbee_api/ctp/include/new/pybind11/detail/typeid.h +65 -0
- ctpbee_api/ctp/include/new/pybind11/eigen/common.h +9 -0
- ctpbee_api/ctp/include/new/pybind11/eigen/matrix.h +714 -0
- ctpbee_api/ctp/include/new/pybind11/eigen/tensor.h +516 -0
- ctpbee_api/ctp/include/new/pybind11/eigen.h +12 -0
- ctpbee_api/ctp/include/new/pybind11/embed.h +316 -0
- ctpbee_api/ctp/include/new/pybind11/eval.h +156 -0
- ctpbee_api/ctp/include/new/pybind11/functional.h +137 -0
- ctpbee_api/ctp/include/new/pybind11/gil.h +239 -0
- ctpbee_api/ctp/include/new/pybind11/iostream.h +265 -0
- ctpbee_api/ctp/include/new/pybind11/numpy.h +1998 -0
- ctpbee_api/ctp/include/new/pybind11/operators.h +202 -0
- ctpbee_api/ctp/include/new/pybind11/options.h +92 -0
- ctpbee_api/ctp/include/new/pybind11/pybind11.h +2890 -0
- ctpbee_api/ctp/include/new/pybind11/pytypes.h +2557 -0
- ctpbee_api/ctp/include/new/pybind11/stl/filesystem.h +116 -0
- ctpbee_api/ctp/include/new/pybind11/stl.h +447 -0
- ctpbee_api/ctp/include/new/pybind11/stl_bind.h +851 -0
- ctpbee_api/ctp/include/new/pybind11/type_caster_pyobject_ptr.h +61 -0
- ctpbee_api/ctp/include/previous/ctp/ThostFtdcMdApi.h +168 -0
- ctpbee_api/ctp/include/previous/ctp/ThostFtdcTraderApi.h +770 -0
- ctpbee_api/ctp/include/previous/ctp/ThostFtdcUserApiDataType.h +6878 -0
- ctpbee_api/ctp/include/previous/ctp/ThostFtdcUserApiStruct.h +10915 -0
- ctpbee_api/ctp/include/previous/pybind11/attr.h +489 -0
- ctpbee_api/ctp/include/previous/pybind11/buffer_info.h +108 -0
- ctpbee_api/ctp/include/previous/pybind11/cast.h +2067 -0
- ctpbee_api/ctp/include/previous/pybind11/chrono.h +162 -0
- ctpbee_api/ctp/include/previous/pybind11/common.h +2 -0
- ctpbee_api/ctp/include/previous/pybind11/complex.h +61 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/class.h +626 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/common.h +803 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/descr.h +185 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/init.h +335 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/internals.h +285 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/typeid.h +53 -0
- ctpbee_api/ctp/include/previous/pybind11/eigen.h +604 -0
- ctpbee_api/ctp/include/previous/pybind11/embed.h +194 -0
- ctpbee_api/ctp/include/previous/pybind11/eval.h +117 -0
- ctpbee_api/ctp/include/previous/pybind11/functional.h +85 -0
- ctpbee_api/ctp/include/previous/pybind11/iostream.h +200 -0
- ctpbee_api/ctp/include/previous/pybind11/numpy.h +1601 -0
- ctpbee_api/ctp/include/previous/pybind11/operators.h +168 -0
- ctpbee_api/ctp/include/previous/pybind11/options.h +65 -0
- ctpbee_api/ctp/include/previous/pybind11/pybind11.h +1965 -0
- ctpbee_api/ctp/include/previous/pybind11/pytypes.h +1332 -0
- ctpbee_api/ctp/include/previous/pybind11/stl.h +376 -0
- ctpbee_api/ctp/include/previous/pybind11/stl_bind.h +599 -0
- ctpbee_api/ctp/libs/libcomunicationkey.a +0 -0
- ctpbee_api/ctp/libs/libcrypto.a +0 -0
- ctpbee_api/ctp/libs/libssl.a +0 -0
- ctpbee_api/ctp/libs/thostmduserapi_se.lib +0 -0
- ctpbee_api/ctp/libs/thosttraderapi_se.lib +0 -0
- ctpbee_api/ctp/libthostmduserapi_se.so +0 -0
- ctpbee_api/ctp/libthosttraderapi_se.so +0 -0
- ctpbee_api/ctp/thostmduserapi_se.dll +0 -0
- ctpbee_api/ctp/thosttraderapi_se.dll +0 -0
- ctpbee_api/ctp/vnctp/vnctp.h +189 -0
- ctpbee_api/ctp/vnctp/vnctp.sln +41 -0
- ctpbee_api/ctp/vnctp/vnctpmd/dllmain.cpp +19 -0
- ctpbee_api/ctp/vnctp/vnctpmd/stdafx.cpp +1 -0
- ctpbee_api/ctp/vnctp/vnctpmd/stdafx.h +17 -0
- ctpbee_api/ctp/vnctp/vnctpmd/targetver.h +8 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.cpp +953 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.h +209 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj +200 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj.filters +54 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj.user +4 -0
- ctpbee_api/ctp/vnctp/vnctptd/dllmain.cpp +19 -0
- ctpbee_api/ctp/vnctp/vnctptd/stdafx.cpp +1 -0
- ctpbee_api/ctp/vnctp/vnctptd/stdafx.h +16 -0
- ctpbee_api/ctp/vnctp/vnctptd/targetver.h +8 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.cpp +12148 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.h +1329 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.vcxproj +198 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.vcxproj.filters +54 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.vcxproj.user +4 -0
- ctpbee_api/ctp/vnctpmd.cp38-win_amd64.pyd +0 -0
- ctpbee_api/ctp/vnctptd.cp38-win_amd64.pyd +0 -0
- ctpbee_api/ctp_mini/__init__.py +3 -0
- ctpbee_api/ctp_mini/generator/generate_api_functions.py +343 -0
- ctpbee_api/ctp_mini/generator/generate_data_type.py +76 -0
- ctpbee_api/ctp_mini/generator/generate_struct.py +85 -0
- ctpbee_api/ctp_mini/generator/mini_constant.py +1186 -0
- ctpbee_api/ctp_mini/generator/mini_md_header_define.h +13 -0
- ctpbee_api/ctp_mini/generator/mini_md_header_function.h +4 -0
- ctpbee_api/ctp_mini/generator/mini_md_header_on.h +26 -0
- ctpbee_api/ctp_mini/generator/mini_md_header_process.h +26 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_function.cpp +29 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_module.cpp +17 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_on.cpp +156 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_process.cpp +264 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_switch.cpp +78 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_task.cpp +203 -0
- ctpbee_api/ctp_mini/generator/mini_struct.py +4599 -0
- ctpbee_api/ctp_mini/generator/mini_td_header_define.h +63 -0
- ctpbee_api/ctp_mini/generator/mini_td_header_function.h +84 -0
- ctpbee_api/ctp_mini/generator/mini_td_header_on.h +126 -0
- ctpbee_api/ctp_mini/generator/mini_td_header_process.h +126 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_function.cpp +663 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_module.cpp +107 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_on.cpp +756 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_process.cpp +2492 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_switch.cpp +378 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_task.cpp +1193 -0
- ctpbee_api/ctp_mini/generator/mini_typedef.py +755 -0
- ctpbee_api/ctp_mini/generator/package/vnminimd.cpp +886 -0
- ctpbee_api/ctp_mini/generator/package/vnminimd.h +205 -0
- ctpbee_api/ctp_mini/include/new/mini/ThostFtdcMdApi.h +148 -0
- ctpbee_api/ctp_mini/include/new/mini/ThostFtdcTraderApi.h +419 -0
- ctpbee_api/ctp_mini/include/new/mini/ThostFtdcUserApiDataType.h +6458 -0
- ctpbee_api/ctp_mini/include/new/mini/ThostFtdcUserApiStruct.h +8890 -0
- ctpbee_api/ctp_mini/include/new/pybind11/attr.h +690 -0
- ctpbee_api/ctp_mini/include/new/pybind11/buffer_info.h +208 -0
- ctpbee_api/ctp_mini/include/new/pybind11/cast.h +1704 -0
- ctpbee_api/ctp_mini/include/new/pybind11/chrono.h +225 -0
- ctpbee_api/ctp_mini/include/new/pybind11/common.h +2 -0
- ctpbee_api/ctp_mini/include/new/pybind11/complex.h +74 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/class.h +743 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/common.h +1255 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/descr.h +171 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/init.h +434 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/internals.h +656 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/type_caster_base.h +1177 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/typeid.h +65 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eigen/common.h +9 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eigen/matrix.h +714 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eigen/tensor.h +516 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eigen.h +12 -0
- ctpbee_api/ctp_mini/include/new/pybind11/embed.h +316 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eval.h +156 -0
- ctpbee_api/ctp_mini/include/new/pybind11/functional.h +137 -0
- ctpbee_api/ctp_mini/include/new/pybind11/gil.h +239 -0
- ctpbee_api/ctp_mini/include/new/pybind11/iostream.h +265 -0
- ctpbee_api/ctp_mini/include/new/pybind11/numpy.h +1998 -0
- ctpbee_api/ctp_mini/include/new/pybind11/operators.h +202 -0
- ctpbee_api/ctp_mini/include/new/pybind11/options.h +92 -0
- ctpbee_api/ctp_mini/include/new/pybind11/pybind11.h +2890 -0
- ctpbee_api/ctp_mini/include/new/pybind11/pytypes.h +2557 -0
- ctpbee_api/ctp_mini/include/new/pybind11/stl/filesystem.h +116 -0
- ctpbee_api/ctp_mini/include/new/pybind11/stl.h +447 -0
- ctpbee_api/ctp_mini/include/new/pybind11/stl_bind.h +851 -0
- ctpbee_api/ctp_mini/include/new/pybind11/type_caster_pyobject_ptr.h +61 -0
- ctpbee_api/ctp_mini/include/previous/mini/ThostFtdcMdApi.h +148 -0
- ctpbee_api/ctp_mini/include/previous/mini/ThostFtdcTraderApi.h +419 -0
- ctpbee_api/ctp_mini/include/previous/mini/ThostFtdcUserApiDataType.h +6458 -0
- ctpbee_api/ctp_mini/include/previous/mini/ThostFtdcUserApiStruct.h +8890 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/attr.h +489 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/buffer_info.h +108 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/cast.h +2067 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/chrono.h +162 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/common.h +2 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/complex.h +61 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/class.h +626 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/common.h +803 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/descr.h +185 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/init.h +335 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/internals.h +285 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/typeid.h +53 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/eigen.h +604 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/embed.h +194 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/eval.h +117 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/functional.h +85 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/iostream.h +200 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/numpy.h +1601 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/operators.h +168 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/options.h +65 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/pybind11.h +1965 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/pytypes.h +1332 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/stl.h +376 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/stl_bind.h +599 -0
- ctpbee_api/ctp_mini/libs/thostmduserapi.lib +0 -0
- ctpbee_api/ctp_mini/libs/thosttraderapi.lib +0 -0
- ctpbee_api/ctp_mini/libthostmduserapi.so +0 -0
- ctpbee_api/ctp_mini/libthosttraderapi.so +0 -0
- ctpbee_api/ctp_mini/mini_constant.py +1186 -0
- ctpbee_api/ctp_mini/thostmduserapi.dll +0 -0
- ctpbee_api/ctp_mini/thosttraderapi.dll +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_mini.h +146 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_mini.sln +41 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/dllmain.cpp +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/stdafx.cpp +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/stdafx.h +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/targetver.h +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.cpp +886 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.h +203 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.vcxproj +183 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.vcxproj.filters +54 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.vcxproj.user +4 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/dllmain.cpp +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/stdafx.cpp +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/stdafx.h +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/targetver.h +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/vnctp_minitd.cpp +5716 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/vnctp_minitd.h +680 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/vnctp_minitd.vcxproj +180 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/vnctp_minitd.vcxproj.filters +54 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/vnctp_minitd.vcxproj.user +4 -0
- ctpbee_api/ctp_mini/vnctp_minimd.cp38-win_amd64.pyd +0 -0
- ctpbee_api/ctp_mini/vnctp_minitd.cp38-win_amd64.pyd +0 -0
- ctpbee_api/ctp_mini/vnctp_minitd.lib +0 -0
- ctpbee_api/rohon/RohonBaseV64.dll +0 -0
- ctpbee_api/rohon/WinDataCollect.dll +0 -0
- ctpbee_api/rohon/__init__.py +3 -0
- ctpbee_api/rohon/generator/generate_api_functions.py +348 -0
- ctpbee_api/rohon/generator/generate_data_type.py +76 -0
- ctpbee_api/rohon/generator/generate_struct.py +84 -0
- ctpbee_api/rohon/generator/rohon_constant.py +1242 -0
- ctpbee_api/rohon/generator/rohon_md_header_define.h +13 -0
- ctpbee_api/rohon/generator/rohon_md_header_function.h +6 -0
- ctpbee_api/rohon/generator/rohon_md_header_on.h +26 -0
- ctpbee_api/rohon/generator/rohon_md_header_process.h +26 -0
- ctpbee_api/rohon/generator/rohon_md_source_function.cpp +40 -0
- ctpbee_api/rohon/generator/rohon_md_source_module.cpp +18 -0
- ctpbee_api/rohon/generator/rohon_md_source_on.cpp +156 -0
- ctpbee_api/rohon/generator/rohon_md_source_process.cpp +271 -0
- ctpbee_api/rohon/generator/rohon_md_source_switch.cpp +78 -0
- ctpbee_api/rohon/generator/rohon_md_source_task.cpp +211 -0
- ctpbee_api/rohon/generator/rohon_struct.py +4958 -0
- ctpbee_api/rohon/generator/rohon_td_header_define.h +125 -0
- ctpbee_api/rohon/generator/rohon_td_header_function.h +164 -0
- ctpbee_api/rohon/generator/rohon_td_header_on.h +250 -0
- ctpbee_api/rohon/generator/rohon_td_header_process.h +250 -0
- ctpbee_api/rohon/generator/rohon_td_source_function.cpp +1338 -0
- ctpbee_api/rohon/generator/rohon_td_source_module.cpp +209 -0
- ctpbee_api/rohon/generator/rohon_td_source_on.cpp +1500 -0
- ctpbee_api/rohon/generator/rohon_td_source_process.cpp +5125 -0
- ctpbee_api/rohon/generator/rohon_td_source_switch.cpp +750 -0
- ctpbee_api/rohon/generator/rohon_td_source_task.cpp +2339 -0
- ctpbee_api/rohon/generator/rohon_typedef.py +781 -0
- ctpbee_api/rohon/include/new/pybind11/attr.h +690 -0
- ctpbee_api/rohon/include/new/pybind11/buffer_info.h +208 -0
- ctpbee_api/rohon/include/new/pybind11/cast.h +1704 -0
- ctpbee_api/rohon/include/new/pybind11/chrono.h +225 -0
- ctpbee_api/rohon/include/new/pybind11/common.h +2 -0
- ctpbee_api/rohon/include/new/pybind11/complex.h +74 -0
- ctpbee_api/rohon/include/new/pybind11/detail/class.h +743 -0
- ctpbee_api/rohon/include/new/pybind11/detail/common.h +1255 -0
- ctpbee_api/rohon/include/new/pybind11/detail/descr.h +171 -0
- ctpbee_api/rohon/include/new/pybind11/detail/init.h +434 -0
- ctpbee_api/rohon/include/new/pybind11/detail/internals.h +656 -0
- ctpbee_api/rohon/include/new/pybind11/detail/type_caster_base.h +1177 -0
- ctpbee_api/rohon/include/new/pybind11/detail/typeid.h +65 -0
- ctpbee_api/rohon/include/new/pybind11/eigen/common.h +9 -0
- ctpbee_api/rohon/include/new/pybind11/eigen/matrix.h +714 -0
- ctpbee_api/rohon/include/new/pybind11/eigen/tensor.h +516 -0
- ctpbee_api/rohon/include/new/pybind11/eigen.h +12 -0
- ctpbee_api/rohon/include/new/pybind11/embed.h +316 -0
- ctpbee_api/rohon/include/new/pybind11/eval.h +156 -0
- ctpbee_api/rohon/include/new/pybind11/functional.h +137 -0
- ctpbee_api/rohon/include/new/pybind11/gil.h +239 -0
- ctpbee_api/rohon/include/new/pybind11/iostream.h +265 -0
- ctpbee_api/rohon/include/new/pybind11/numpy.h +1998 -0
- ctpbee_api/rohon/include/new/pybind11/operators.h +202 -0
- ctpbee_api/rohon/include/new/pybind11/options.h +92 -0
- ctpbee_api/rohon/include/new/pybind11/pybind11.h +2890 -0
- ctpbee_api/rohon/include/new/pybind11/pytypes.h +2557 -0
- ctpbee_api/rohon/include/new/pybind11/stl/filesystem.h +116 -0
- ctpbee_api/rohon/include/new/pybind11/stl.h +447 -0
- ctpbee_api/rohon/include/new/pybind11/stl_bind.h +851 -0
- ctpbee_api/rohon/include/new/pybind11/type_caster_pyobject_ptr.h +61 -0
- ctpbee_api/rohon/include/new/rohon/ThostFtdcMdApi.h +168 -0
- ctpbee_api/rohon/include/new/rohon/ThostFtdcTraderApi.h +739 -0
- ctpbee_api/rohon/include/new/rohon/ThostFtdcUserApiDataType.h +6708 -0
- ctpbee_api/rohon/include/new/rohon/ThostFtdcUserApiStruct.h +9580 -0
- ctpbee_api/rohon/include/previous/pybind11/attr.h +489 -0
- ctpbee_api/rohon/include/previous/pybind11/buffer_info.h +108 -0
- ctpbee_api/rohon/include/previous/pybind11/cast.h +2067 -0
- ctpbee_api/rohon/include/previous/pybind11/chrono.h +162 -0
- ctpbee_api/rohon/include/previous/pybind11/common.h +2 -0
- ctpbee_api/rohon/include/previous/pybind11/complex.h +61 -0
- ctpbee_api/rohon/include/previous/pybind11/detail/class.h +626 -0
- ctpbee_api/rohon/include/previous/pybind11/detail/common.h +803 -0
- ctpbee_api/rohon/include/previous/pybind11/detail/descr.h +185 -0
- ctpbee_api/rohon/include/previous/pybind11/detail/init.h +335 -0
- ctpbee_api/rohon/include/previous/pybind11/detail/internals.h +285 -0
- ctpbee_api/rohon/include/previous/pybind11/detail/typeid.h +53 -0
- ctpbee_api/rohon/include/previous/pybind11/eigen.h +604 -0
- ctpbee_api/rohon/include/previous/pybind11/embed.h +194 -0
- ctpbee_api/rohon/include/previous/pybind11/eval.h +117 -0
- ctpbee_api/rohon/include/previous/pybind11/functional.h +85 -0
- ctpbee_api/rohon/include/previous/pybind11/iostream.h +200 -0
- ctpbee_api/rohon/include/previous/pybind11/numpy.h +1601 -0
- ctpbee_api/rohon/include/previous/pybind11/operators.h +168 -0
- ctpbee_api/rohon/include/previous/pybind11/options.h +65 -0
- ctpbee_api/rohon/include/previous/pybind11/pybind11.h +1965 -0
- ctpbee_api/rohon/include/previous/pybind11/pytypes.h +1332 -0
- ctpbee_api/rohon/include/previous/pybind11/stl.h +376 -0
- ctpbee_api/rohon/include/previous/pybind11/stl_bind.h +599 -0
- ctpbee_api/rohon/include/previous/rohon/ThostFtdcMdApi.h +168 -0
- ctpbee_api/rohon/include/previous/rohon/ThostFtdcTraderApi.h +739 -0
- ctpbee_api/rohon/include/previous/rohon/ThostFtdcUserApiDataType.h +6708 -0
- ctpbee_api/rohon/include/previous/rohon/ThostFtdcUserApiStruct.h +9580 -0
- ctpbee_api/rohon/libLinuxDataCollect.so +0 -0
- ctpbee_api/rohon/librohonbase.so +0 -0
- ctpbee_api/rohon/librohonbase.so.1.1 +0 -0
- ctpbee_api/rohon/librohonbase.so.1.1.0.1 +0 -0
- ctpbee_api/rohon/libs/thostmduserapi_se.lib +0 -0
- ctpbee_api/rohon/libs/thosttraderapi_se.lib +0 -0
- ctpbee_api/rohon/libthostmduserapi_se.so +0 -0
- ctpbee_api/rohon/libthosttraderapi_se.so +0 -0
- ctpbee_api/rohon/rohon_constant.py +1242 -0
- ctpbee_api/rohon/thostmduserapi_se.dll +0 -0
- ctpbee_api/rohon/thosttraderapi_se.dll +0 -0
- ctpbee_api/rohon/vnrohon/.vs/vnrohon/v15/.suo +0 -0
- ctpbee_api/rohon/vnrohon/.vs/vnrohon/v15/Browse.VC.db +0 -0
- ctpbee_api/rohon/vnrohon/.vs/vnrohon/v15/Solution.VC.db +0 -0
- ctpbee_api/rohon/vnrohon/vnrohon.h +147 -0
- ctpbee_api/rohon/vnrohon/vnrohon.sln +41 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/dllmain.cpp +19 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/framework.h +5 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/pch.cpp +5 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/pch.h +13 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/vnrohonmd.cpp +931 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/vnrohonmd.h +207 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/vnrohonmd.vcxproj +188 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/vnrohonmd.vcxproj.filters +54 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/vnrohonmd.vcxproj.user +4 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/dllmain.cpp +19 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/framework.h +5 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/pch.cpp +5 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/pch.h +13 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/vnrohontd.cpp +11395 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/vnrohontd.h +1259 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/vnrohontd.vcxproj +188 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/vnrohontd.vcxproj.filters +54 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/vnrohontd.vcxproj.user +4 -0
- ctpbee_api/rohon/vnrohonmd.cp38-win_amd64.pyd +0 -0
- ctpbee_api/rohon/vnrohontd.cp38-win_amd64.pyd +0 -0
- ctpbee_opt_api-0.1.0.dist-info/METADATA +38 -0
- ctpbee_opt_api-0.1.0.dist-info/RECORD +414 -0
- ctpbee_opt_api-0.1.0.dist-info/WHEEL +5 -0
- ctpbee_opt_api-0.1.0.dist-info/top_level.txt +1 -0
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void TdApi::processFrontConnected(Task *task)
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{
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gil_scoped_acquire acquire;
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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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gil_scoped_acquire acquire;
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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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gil_scoped_acquire acquire;
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this->onHeartBeatWarning(task->task_id);
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};
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void TdApi::processRspAuthenticate(Task *task)
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{
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gil_scoped_acquire acquire;
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dict data;
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if (task->task_data)
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{
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CThostFtdcRspAuthenticateField *task_data = (CThostFtdcRspAuthenticateField*)task->task_data;
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data["BrokerID"] = toUtf(task_data->BrokerID);
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data["UserID"] = toUtf(task_data->UserID);
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data["UserProductInfo"] = toUtf(task_data->UserProductInfo);
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data["AppID"] = toUtf(task_data->AppID);
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delete task_data;
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}
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dict error;
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if (task->task_error)
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{
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CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
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error["ErrorID"] = task_error->ErrorID;
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error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
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delete task_error;
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}
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this->onRspAuthenticate(data, 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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gil_scoped_acquire acquire;
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dict data;
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if (task->task_data)
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{
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CThostFtdcRspUserLoginField *task_data = (CThostFtdcRspUserLoginField*)task->task_data;
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data["TradingDay"] = toUtf(task_data->TradingDay);
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data["LoginTime"] = toUtf(task_data->LoginTime);
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data["BrokerID"] = toUtf(task_data->BrokerID);
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data["UserID"] = toUtf(task_data->UserID);
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data["SystemName"] = toUtf(task_data->SystemName);
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data["FrontID"] = task_data->FrontID;
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data["SessionID"] = task_data->SessionID;
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data["MaxOrderRef"] = toUtf(task_data->MaxOrderRef);
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data["SHFETime"] = toUtf(task_data->SHFETime);
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data["DCETime"] = toUtf(task_data->DCETime);
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data["CZCETime"] = toUtf(task_data->CZCETime);
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data["FFEXTime"] = toUtf(task_data->FFEXTime);
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data["INETime"] = toUtf(task_data->INETime);
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delete task_data;
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}
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dict error;
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if (task->task_error)
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{
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CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
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error["ErrorID"] = task_error->ErrorID;
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error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
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delete task_error;
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}
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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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gil_scoped_acquire acquire;
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dict data;
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if (task->task_data)
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{
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CThostFtdcUserLogoutField *task_data = (CThostFtdcUserLogoutField*)task->task_data;
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data["BrokerID"] = toUtf(task_data->BrokerID);
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data["UserID"] = toUtf(task_data->UserID);
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delete task_data;
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}
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dict error;
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if (task->task_error)
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{
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CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
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error["ErrorID"] = task_error->ErrorID;
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error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
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delete task_error;
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}
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this->onRspUserLogout(data, error, task->task_id, task->task_last);
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};
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98
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void TdApi::processRspOrderInsert(Task *task)
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{
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gil_scoped_acquire acquire;
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dict data;
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if (task->task_data)
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{
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CThostFtdcInputOrderField *task_data = (CThostFtdcInputOrderField*)task->task_data;
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105
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data["BrokerID"] = toUtf(task_data->BrokerID);
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data["InvestorID"] = toUtf(task_data->InvestorID);
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data["InstrumentID"] = toUtf(task_data->InstrumentID);
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data["OrderRef"] = toUtf(task_data->OrderRef);
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data["UserID"] = toUtf(task_data->UserID);
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data["OrderPriceType"] = task_data->OrderPriceType;
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111
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data["Direction"] = task_data->Direction;
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112
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data["CombOffsetFlag"] = toUtf(task_data->CombOffsetFlag);
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113
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data["CombHedgeFlag"] = toUtf(task_data->CombHedgeFlag);
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114
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data["LimitPrice"] = task_data->LimitPrice;
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115
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data["VolumeTotalOriginal"] = task_data->VolumeTotalOriginal;
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116
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data["TimeCondition"] = task_data->TimeCondition;
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117
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data["GTDDate"] = toUtf(task_data->GTDDate);
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118
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data["VolumeCondition"] = task_data->VolumeCondition;
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119
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data["MinVolume"] = task_data->MinVolume;
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120
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data["ContingentCondition"] = task_data->ContingentCondition;
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121
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data["StopPrice"] = task_data->StopPrice;
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122
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data["ForceCloseReason"] = task_data->ForceCloseReason;
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123
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data["IsAutoSuspend"] = task_data->IsAutoSuspend;
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124
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data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
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125
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data["RequestID"] = task_data->RequestID;
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126
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data["UserForceClose"] = task_data->UserForceClose;
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127
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data["IsSwapOrder"] = task_data->IsSwapOrder;
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128
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data["ExchangeID"] = toUtf(task_data->ExchangeID);
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129
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data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
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data["AccountID"] = toUtf(task_data->AccountID);
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data["CurrencyID"] = toUtf(task_data->CurrencyID);
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data["ClientID"] = toUtf(task_data->ClientID);
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133
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data["IPAddress"] = toUtf(task_data->IPAddress);
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data["MacAddress"] = toUtf(task_data->MacAddress);
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delete task_data;
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}
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dict error;
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138
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if (task->task_error)
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139
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{
|
|
140
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
141
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
142
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
143
|
+
delete task_error;
|
|
144
|
+
}
|
|
145
|
+
this->onRspOrderInsert(data, error, task->task_id, task->task_last);
|
|
146
|
+
};
|
|
147
|
+
|
|
148
|
+
void TdApi::processRspOrderAction(Task *task)
|
|
149
|
+
{
|
|
150
|
+
gil_scoped_acquire acquire;
|
|
151
|
+
dict data;
|
|
152
|
+
if (task->task_data)
|
|
153
|
+
{
|
|
154
|
+
CThostFtdcInputOrderActionField *task_data = (CThostFtdcInputOrderActionField*)task->task_data;
|
|
155
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
156
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
157
|
+
data["OrderActionRef"] = task_data->OrderActionRef;
|
|
158
|
+
data["OrderRef"] = toUtf(task_data->OrderRef);
|
|
159
|
+
data["RequestID"] = task_data->RequestID;
|
|
160
|
+
data["FrontID"] = task_data->FrontID;
|
|
161
|
+
data["SessionID"] = task_data->SessionID;
|
|
162
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
163
|
+
data["OrderSysID"] = toUtf(task_data->OrderSysID);
|
|
164
|
+
data["ActionFlag"] = task_data->ActionFlag;
|
|
165
|
+
data["LimitPrice"] = task_data->LimitPrice;
|
|
166
|
+
data["VolumeChange"] = task_data->VolumeChange;
|
|
167
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
168
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
169
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
170
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
171
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
172
|
+
delete task_data;
|
|
173
|
+
}
|
|
174
|
+
dict error;
|
|
175
|
+
if (task->task_error)
|
|
176
|
+
{
|
|
177
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
178
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
179
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
180
|
+
delete task_error;
|
|
181
|
+
}
|
|
182
|
+
this->onRspOrderAction(data, error, task->task_id, task->task_last);
|
|
183
|
+
};
|
|
184
|
+
|
|
185
|
+
void TdApi::processRspExecOrderInsert(Task *task)
|
|
186
|
+
{
|
|
187
|
+
gil_scoped_acquire acquire;
|
|
188
|
+
dict data;
|
|
189
|
+
if (task->task_data)
|
|
190
|
+
{
|
|
191
|
+
CThostFtdcInputExecOrderField *task_data = (CThostFtdcInputExecOrderField*)task->task_data;
|
|
192
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
193
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
194
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
195
|
+
data["ExecOrderRef"] = toUtf(task_data->ExecOrderRef);
|
|
196
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
197
|
+
data["Volume"] = task_data->Volume;
|
|
198
|
+
data["RequestID"] = task_data->RequestID;
|
|
199
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
200
|
+
data["OffsetFlag"] = task_data->OffsetFlag;
|
|
201
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
202
|
+
data["ActionType"] = task_data->ActionType;
|
|
203
|
+
data["PosiDirection"] = task_data->PosiDirection;
|
|
204
|
+
data["ReservePositionFlag"] = task_data->ReservePositionFlag;
|
|
205
|
+
data["CloseFlag"] = task_data->CloseFlag;
|
|
206
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
207
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
208
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
209
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
210
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
211
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
212
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
213
|
+
delete task_data;
|
|
214
|
+
}
|
|
215
|
+
dict error;
|
|
216
|
+
if (task->task_error)
|
|
217
|
+
{
|
|
218
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
219
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
220
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
221
|
+
delete task_error;
|
|
222
|
+
}
|
|
223
|
+
this->onRspExecOrderInsert(data, error, task->task_id, task->task_last);
|
|
224
|
+
};
|
|
225
|
+
|
|
226
|
+
void TdApi::processRspExecOrderAction(Task *task)
|
|
227
|
+
{
|
|
228
|
+
gil_scoped_acquire acquire;
|
|
229
|
+
dict data;
|
|
230
|
+
if (task->task_data)
|
|
231
|
+
{
|
|
232
|
+
CThostFtdcInputExecOrderActionField *task_data = (CThostFtdcInputExecOrderActionField*)task->task_data;
|
|
233
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
234
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
235
|
+
data["ExecOrderActionRef"] = task_data->ExecOrderActionRef;
|
|
236
|
+
data["ExecOrderRef"] = toUtf(task_data->ExecOrderRef);
|
|
237
|
+
data["RequestID"] = task_data->RequestID;
|
|
238
|
+
data["FrontID"] = task_data->FrontID;
|
|
239
|
+
data["SessionID"] = task_data->SessionID;
|
|
240
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
241
|
+
data["ExecOrderSysID"] = toUtf(task_data->ExecOrderSysID);
|
|
242
|
+
data["ActionFlag"] = task_data->ActionFlag;
|
|
243
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
244
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
245
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
246
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
247
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
248
|
+
delete task_data;
|
|
249
|
+
}
|
|
250
|
+
dict error;
|
|
251
|
+
if (task->task_error)
|
|
252
|
+
{
|
|
253
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
254
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
255
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
256
|
+
delete task_error;
|
|
257
|
+
}
|
|
258
|
+
this->onRspExecOrderAction(data, error, task->task_id, task->task_last);
|
|
259
|
+
};
|
|
260
|
+
|
|
261
|
+
void TdApi::processRspForQuoteInsert(Task *task)
|
|
262
|
+
{
|
|
263
|
+
gil_scoped_acquire acquire;
|
|
264
|
+
dict data;
|
|
265
|
+
if (task->task_data)
|
|
266
|
+
{
|
|
267
|
+
CThostFtdcInputForQuoteField *task_data = (CThostFtdcInputForQuoteField*)task->task_data;
|
|
268
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
269
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
270
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
271
|
+
data["ForQuoteRef"] = toUtf(task_data->ForQuoteRef);
|
|
272
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
273
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
274
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
275
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
276
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
277
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
278
|
+
delete task_data;
|
|
279
|
+
}
|
|
280
|
+
dict error;
|
|
281
|
+
if (task->task_error)
|
|
282
|
+
{
|
|
283
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
284
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
285
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
286
|
+
delete task_error;
|
|
287
|
+
}
|
|
288
|
+
this->onRspForQuoteInsert(data, error, task->task_id, task->task_last);
|
|
289
|
+
};
|
|
290
|
+
|
|
291
|
+
void TdApi::processRspQuoteInsert(Task *task)
|
|
292
|
+
{
|
|
293
|
+
gil_scoped_acquire acquire;
|
|
294
|
+
dict data;
|
|
295
|
+
if (task->task_data)
|
|
296
|
+
{
|
|
297
|
+
CThostFtdcInputQuoteField *task_data = (CThostFtdcInputQuoteField*)task->task_data;
|
|
298
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
299
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
300
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
301
|
+
data["QuoteRef"] = toUtf(task_data->QuoteRef);
|
|
302
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
303
|
+
data["AskPrice"] = task_data->AskPrice;
|
|
304
|
+
data["BidPrice"] = task_data->BidPrice;
|
|
305
|
+
data["AskVolume"] = task_data->AskVolume;
|
|
306
|
+
data["BidVolume"] = task_data->BidVolume;
|
|
307
|
+
data["RequestID"] = task_data->RequestID;
|
|
308
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
309
|
+
data["AskOffsetFlag"] = task_data->AskOffsetFlag;
|
|
310
|
+
data["BidOffsetFlag"] = task_data->BidOffsetFlag;
|
|
311
|
+
data["AskHedgeFlag"] = task_data->AskHedgeFlag;
|
|
312
|
+
data["BidHedgeFlag"] = task_data->BidHedgeFlag;
|
|
313
|
+
data["AskOrderRef"] = toUtf(task_data->AskOrderRef);
|
|
314
|
+
data["BidOrderRef"] = toUtf(task_data->BidOrderRef);
|
|
315
|
+
data["ForQuoteSysID"] = toUtf(task_data->ForQuoteSysID);
|
|
316
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
317
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
318
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
319
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
320
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
321
|
+
data["ReplaceSysID"] = toUtf(task_data->ReplaceSysID);
|
|
322
|
+
delete task_data;
|
|
323
|
+
}
|
|
324
|
+
dict error;
|
|
325
|
+
if (task->task_error)
|
|
326
|
+
{
|
|
327
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
328
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
329
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
330
|
+
delete task_error;
|
|
331
|
+
}
|
|
332
|
+
this->onRspQuoteInsert(data, error, task->task_id, task->task_last);
|
|
333
|
+
};
|
|
334
|
+
|
|
335
|
+
void TdApi::processRspQuoteAction(Task *task)
|
|
336
|
+
{
|
|
337
|
+
gil_scoped_acquire acquire;
|
|
338
|
+
dict data;
|
|
339
|
+
if (task->task_data)
|
|
340
|
+
{
|
|
341
|
+
CThostFtdcInputQuoteActionField *task_data = (CThostFtdcInputQuoteActionField*)task->task_data;
|
|
342
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
343
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
344
|
+
data["QuoteActionRef"] = task_data->QuoteActionRef;
|
|
345
|
+
data["QuoteRef"] = toUtf(task_data->QuoteRef);
|
|
346
|
+
data["RequestID"] = task_data->RequestID;
|
|
347
|
+
data["FrontID"] = task_data->FrontID;
|
|
348
|
+
data["SessionID"] = task_data->SessionID;
|
|
349
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
350
|
+
data["QuoteSysID"] = toUtf(task_data->QuoteSysID);
|
|
351
|
+
data["ActionFlag"] = task_data->ActionFlag;
|
|
352
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
353
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
354
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
355
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
356
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
357
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
358
|
+
delete task_data;
|
|
359
|
+
}
|
|
360
|
+
dict error;
|
|
361
|
+
if (task->task_error)
|
|
362
|
+
{
|
|
363
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
364
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
365
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
366
|
+
delete task_error;
|
|
367
|
+
}
|
|
368
|
+
this->onRspQuoteAction(data, error, task->task_id, task->task_last);
|
|
369
|
+
};
|
|
370
|
+
|
|
371
|
+
void TdApi::processRspBatchOrderAction(Task *task)
|
|
372
|
+
{
|
|
373
|
+
gil_scoped_acquire acquire;
|
|
374
|
+
dict data;
|
|
375
|
+
if (task->task_data)
|
|
376
|
+
{
|
|
377
|
+
CThostFtdcInputBatchOrderActionField *task_data = (CThostFtdcInputBatchOrderActionField*)task->task_data;
|
|
378
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
379
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
380
|
+
data["OrderActionRef"] = task_data->OrderActionRef;
|
|
381
|
+
data["RequestID"] = task_data->RequestID;
|
|
382
|
+
data["FrontID"] = task_data->FrontID;
|
|
383
|
+
data["SessionID"] = task_data->SessionID;
|
|
384
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
385
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
386
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
387
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
388
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
389
|
+
delete task_data;
|
|
390
|
+
}
|
|
391
|
+
dict error;
|
|
392
|
+
if (task->task_error)
|
|
393
|
+
{
|
|
394
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
395
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
396
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
397
|
+
delete task_error;
|
|
398
|
+
}
|
|
399
|
+
this->onRspBatchOrderAction(data, error, task->task_id, task->task_last);
|
|
400
|
+
};
|
|
401
|
+
|
|
402
|
+
void TdApi::processRspOptionSelfCloseInsert(Task *task)
|
|
403
|
+
{
|
|
404
|
+
gil_scoped_acquire acquire;
|
|
405
|
+
dict data;
|
|
406
|
+
if (task->task_data)
|
|
407
|
+
{
|
|
408
|
+
CThostFtdcInputOptionSelfCloseField *task_data = (CThostFtdcInputOptionSelfCloseField*)task->task_data;
|
|
409
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
410
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
411
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
412
|
+
data["OptionSelfCloseRef"] = toUtf(task_data->OptionSelfCloseRef);
|
|
413
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
414
|
+
data["Volume"] = task_data->Volume;
|
|
415
|
+
data["RequestID"] = task_data->RequestID;
|
|
416
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
417
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
418
|
+
data["OptSelfCloseFlag"] = task_data->OptSelfCloseFlag;
|
|
419
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
420
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
421
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
422
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
423
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
424
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
425
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
426
|
+
delete task_data;
|
|
427
|
+
}
|
|
428
|
+
dict error;
|
|
429
|
+
if (task->task_error)
|
|
430
|
+
{
|
|
431
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
432
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
433
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
434
|
+
delete task_error;
|
|
435
|
+
}
|
|
436
|
+
this->onRspOptionSelfCloseInsert(data, error, task->task_id, task->task_last);
|
|
437
|
+
};
|
|
438
|
+
|
|
439
|
+
void TdApi::processRspOptionSelfCloseAction(Task *task)
|
|
440
|
+
{
|
|
441
|
+
gil_scoped_acquire acquire;
|
|
442
|
+
dict data;
|
|
443
|
+
if (task->task_data)
|
|
444
|
+
{
|
|
445
|
+
CThostFtdcInputOptionSelfCloseActionField *task_data = (CThostFtdcInputOptionSelfCloseActionField*)task->task_data;
|
|
446
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
447
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
448
|
+
data["OptionSelfCloseActionRef"] = task_data->OptionSelfCloseActionRef;
|
|
449
|
+
data["OptionSelfCloseRef"] = toUtf(task_data->OptionSelfCloseRef);
|
|
450
|
+
data["RequestID"] = task_data->RequestID;
|
|
451
|
+
data["FrontID"] = task_data->FrontID;
|
|
452
|
+
data["SessionID"] = task_data->SessionID;
|
|
453
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
454
|
+
data["OptionSelfCloseSysID"] = toUtf(task_data->OptionSelfCloseSysID);
|
|
455
|
+
data["ActionFlag"] = task_data->ActionFlag;
|
|
456
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
457
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
458
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
459
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
460
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
461
|
+
delete task_data;
|
|
462
|
+
}
|
|
463
|
+
dict error;
|
|
464
|
+
if (task->task_error)
|
|
465
|
+
{
|
|
466
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
467
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
468
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
469
|
+
delete task_error;
|
|
470
|
+
}
|
|
471
|
+
this->onRspOptionSelfCloseAction(data, error, task->task_id, task->task_last);
|
|
472
|
+
};
|
|
473
|
+
|
|
474
|
+
void TdApi::processRspCombActionInsert(Task *task)
|
|
475
|
+
{
|
|
476
|
+
gil_scoped_acquire acquire;
|
|
477
|
+
dict data;
|
|
478
|
+
if (task->task_data)
|
|
479
|
+
{
|
|
480
|
+
CThostFtdcInputCombActionField *task_data = (CThostFtdcInputCombActionField*)task->task_data;
|
|
481
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
482
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
483
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
484
|
+
data["CombActionRef"] = toUtf(task_data->CombActionRef);
|
|
485
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
486
|
+
data["Direction"] = task_data->Direction;
|
|
487
|
+
data["Volume"] = task_data->Volume;
|
|
488
|
+
data["CombDirection"] = task_data->CombDirection;
|
|
489
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
490
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
491
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
492
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
493
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
494
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
495
|
+
data["FrontID"] = task_data->FrontID;
|
|
496
|
+
data["SessionID"] = task_data->SessionID;
|
|
497
|
+
delete task_data;
|
|
498
|
+
}
|
|
499
|
+
dict error;
|
|
500
|
+
if (task->task_error)
|
|
501
|
+
{
|
|
502
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
503
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
504
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
505
|
+
delete task_error;
|
|
506
|
+
}
|
|
507
|
+
this->onRspCombActionInsert(data, error, task->task_id, task->task_last);
|
|
508
|
+
};
|
|
509
|
+
|
|
510
|
+
void TdApi::processRspQryOrder(Task *task)
|
|
511
|
+
{
|
|
512
|
+
gil_scoped_acquire acquire;
|
|
513
|
+
dict data;
|
|
514
|
+
if (task->task_data)
|
|
515
|
+
{
|
|
516
|
+
CThostFtdcOrderField *task_data = (CThostFtdcOrderField*)task->task_data;
|
|
517
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
518
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
519
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
520
|
+
data["OrderRef"] = toUtf(task_data->OrderRef);
|
|
521
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
522
|
+
data["OrderPriceType"] = task_data->OrderPriceType;
|
|
523
|
+
data["Direction"] = task_data->Direction;
|
|
524
|
+
data["CombOffsetFlag"] = toUtf(task_data->CombOffsetFlag);
|
|
525
|
+
data["CombHedgeFlag"] = toUtf(task_data->CombHedgeFlag);
|
|
526
|
+
data["LimitPrice"] = task_data->LimitPrice;
|
|
527
|
+
data["VolumeTotalOriginal"] = task_data->VolumeTotalOriginal;
|
|
528
|
+
data["TimeCondition"] = task_data->TimeCondition;
|
|
529
|
+
data["GTDDate"] = toUtf(task_data->GTDDate);
|
|
530
|
+
data["VolumeCondition"] = task_data->VolumeCondition;
|
|
531
|
+
data["MinVolume"] = task_data->MinVolume;
|
|
532
|
+
data["ContingentCondition"] = task_data->ContingentCondition;
|
|
533
|
+
data["StopPrice"] = task_data->StopPrice;
|
|
534
|
+
data["ForceCloseReason"] = task_data->ForceCloseReason;
|
|
535
|
+
data["IsAutoSuspend"] = task_data->IsAutoSuspend;
|
|
536
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
537
|
+
data["RequestID"] = task_data->RequestID;
|
|
538
|
+
data["OrderLocalID"] = toUtf(task_data->OrderLocalID);
|
|
539
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
540
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
541
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
542
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
543
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
544
|
+
data["InstallID"] = task_data->InstallID;
|
|
545
|
+
data["OrderSubmitStatus"] = task_data->OrderSubmitStatus;
|
|
546
|
+
data["NotifySequence"] = task_data->NotifySequence;
|
|
547
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
548
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
549
|
+
data["OrderSysID"] = toUtf(task_data->OrderSysID);
|
|
550
|
+
data["OrderSource"] = task_data->OrderSource;
|
|
551
|
+
data["OrderStatus"] = task_data->OrderStatus;
|
|
552
|
+
data["OrderType"] = task_data->OrderType;
|
|
553
|
+
data["VolumeTraded"] = task_data->VolumeTraded;
|
|
554
|
+
data["VolumeTotal"] = task_data->VolumeTotal;
|
|
555
|
+
data["InsertDate"] = toUtf(task_data->InsertDate);
|
|
556
|
+
data["InsertTime"] = toUtf(task_data->InsertTime);
|
|
557
|
+
data["ActiveTime"] = toUtf(task_data->ActiveTime);
|
|
558
|
+
data["SuspendTime"] = toUtf(task_data->SuspendTime);
|
|
559
|
+
data["UpdateTime"] = toUtf(task_data->UpdateTime);
|
|
560
|
+
data["CancelTime"] = toUtf(task_data->CancelTime);
|
|
561
|
+
data["ActiveTraderID"] = toUtf(task_data->ActiveTraderID);
|
|
562
|
+
data["ClearingPartID"] = toUtf(task_data->ClearingPartID);
|
|
563
|
+
data["SequenceNo"] = task_data->SequenceNo;
|
|
564
|
+
data["FrontID"] = task_data->FrontID;
|
|
565
|
+
data["SessionID"] = task_data->SessionID;
|
|
566
|
+
data["UserProductInfo"] = toUtf(task_data->UserProductInfo);
|
|
567
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
568
|
+
data["UserForceClose"] = task_data->UserForceClose;
|
|
569
|
+
data["ActiveUserID"] = toUtf(task_data->ActiveUserID);
|
|
570
|
+
data["BrokerOrderSeq"] = task_data->BrokerOrderSeq;
|
|
571
|
+
data["RelativeOrderSysID"] = toUtf(task_data->RelativeOrderSysID);
|
|
572
|
+
data["ZCETotalTradedVolume"] = task_data->ZCETotalTradedVolume;
|
|
573
|
+
data["IsSwapOrder"] = task_data->IsSwapOrder;
|
|
574
|
+
data["BranchID"] = toUtf(task_data->BranchID);
|
|
575
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
576
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
577
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
578
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
579
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
580
|
+
delete task_data;
|
|
581
|
+
}
|
|
582
|
+
dict error;
|
|
583
|
+
if (task->task_error)
|
|
584
|
+
{
|
|
585
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
586
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
587
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
588
|
+
delete task_error;
|
|
589
|
+
}
|
|
590
|
+
this->onRspQryOrder(data, error, task->task_id, task->task_last);
|
|
591
|
+
};
|
|
592
|
+
|
|
593
|
+
void TdApi::processRspQryTrade(Task *task)
|
|
594
|
+
{
|
|
595
|
+
gil_scoped_acquire acquire;
|
|
596
|
+
dict data;
|
|
597
|
+
if (task->task_data)
|
|
598
|
+
{
|
|
599
|
+
CThostFtdcTradeField *task_data = (CThostFtdcTradeField*)task->task_data;
|
|
600
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
601
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
602
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
603
|
+
data["OrderRef"] = toUtf(task_data->OrderRef);
|
|
604
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
605
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
606
|
+
data["TradeID"] = toUtf(task_data->TradeID);
|
|
607
|
+
data["Direction"] = task_data->Direction;
|
|
608
|
+
data["OrderSysID"] = toUtf(task_data->OrderSysID);
|
|
609
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
610
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
611
|
+
data["TradingRole"] = task_data->TradingRole;
|
|
612
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
613
|
+
data["OffsetFlag"] = task_data->OffsetFlag;
|
|
614
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
615
|
+
data["Price"] = task_data->Price;
|
|
616
|
+
data["Volume"] = task_data->Volume;
|
|
617
|
+
data["TradeDate"] = toUtf(task_data->TradeDate);
|
|
618
|
+
data["TradeTime"] = toUtf(task_data->TradeTime);
|
|
619
|
+
data["TradeType"] = task_data->TradeType;
|
|
620
|
+
data["PriceSource"] = task_data->PriceSource;
|
|
621
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
622
|
+
data["OrderLocalID"] = toUtf(task_data->OrderLocalID);
|
|
623
|
+
data["ClearingPartID"] = toUtf(task_data->ClearingPartID);
|
|
624
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
625
|
+
data["SequenceNo"] = task_data->SequenceNo;
|
|
626
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
627
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
628
|
+
data["BrokerOrderSeq"] = task_data->BrokerOrderSeq;
|
|
629
|
+
data["TradeSource"] = task_data->TradeSource;
|
|
630
|
+
delete task_data;
|
|
631
|
+
}
|
|
632
|
+
dict error;
|
|
633
|
+
if (task->task_error)
|
|
634
|
+
{
|
|
635
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
636
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
637
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
638
|
+
delete task_error;
|
|
639
|
+
}
|
|
640
|
+
this->onRspQryTrade(data, error, task->task_id, task->task_last);
|
|
641
|
+
};
|
|
642
|
+
|
|
643
|
+
void TdApi::processRspQryInvestorPosition(Task *task)
|
|
644
|
+
{
|
|
645
|
+
gil_scoped_acquire acquire;
|
|
646
|
+
dict data;
|
|
647
|
+
if (task->task_data)
|
|
648
|
+
{
|
|
649
|
+
CThostFtdcInvestorPositionField *task_data = (CThostFtdcInvestorPositionField*)task->task_data;
|
|
650
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
651
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
652
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
653
|
+
data["PosiDirection"] = task_data->PosiDirection;
|
|
654
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
655
|
+
data["PositionDate"] = task_data->PositionDate;
|
|
656
|
+
data["YdPosition"] = task_data->YdPosition;
|
|
657
|
+
data["Position"] = task_data->Position;
|
|
658
|
+
data["LongFrozen"] = task_data->LongFrozen;
|
|
659
|
+
data["ShortFrozen"] = task_data->ShortFrozen;
|
|
660
|
+
data["LongFrozenAmount"] = task_data->LongFrozenAmount;
|
|
661
|
+
data["ShortFrozenAmount"] = task_data->ShortFrozenAmount;
|
|
662
|
+
data["OpenVolume"] = task_data->OpenVolume;
|
|
663
|
+
data["CloseVolume"] = task_data->CloseVolume;
|
|
664
|
+
data["OpenAmount"] = task_data->OpenAmount;
|
|
665
|
+
data["CloseAmount"] = task_data->CloseAmount;
|
|
666
|
+
data["PositionCost"] = task_data->PositionCost;
|
|
667
|
+
data["PreMargin"] = task_data->PreMargin;
|
|
668
|
+
data["UseMargin"] = task_data->UseMargin;
|
|
669
|
+
data["FrozenMargin"] = task_data->FrozenMargin;
|
|
670
|
+
data["FrozenCash"] = task_data->FrozenCash;
|
|
671
|
+
data["FrozenCommission"] = task_data->FrozenCommission;
|
|
672
|
+
data["CashIn"] = task_data->CashIn;
|
|
673
|
+
data["Commission"] = task_data->Commission;
|
|
674
|
+
data["CloseProfit"] = task_data->CloseProfit;
|
|
675
|
+
data["PositionProfit"] = task_data->PositionProfit;
|
|
676
|
+
data["PreSettlementPrice"] = task_data->PreSettlementPrice;
|
|
677
|
+
data["SettlementPrice"] = task_data->SettlementPrice;
|
|
678
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
679
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
680
|
+
data["OpenCost"] = task_data->OpenCost;
|
|
681
|
+
data["ExchangeMargin"] = task_data->ExchangeMargin;
|
|
682
|
+
data["CombPosition"] = task_data->CombPosition;
|
|
683
|
+
data["CombLongFrozen"] = task_data->CombLongFrozen;
|
|
684
|
+
data["CombShortFrozen"] = task_data->CombShortFrozen;
|
|
685
|
+
data["CloseProfitByDate"] = task_data->CloseProfitByDate;
|
|
686
|
+
data["CloseProfitByTrade"] = task_data->CloseProfitByTrade;
|
|
687
|
+
data["TodayPosition"] = task_data->TodayPosition;
|
|
688
|
+
data["MarginRateByMoney"] = task_data->MarginRateByMoney;
|
|
689
|
+
data["MarginRateByVolume"] = task_data->MarginRateByVolume;
|
|
690
|
+
data["StrikeFrozen"] = task_data->StrikeFrozen;
|
|
691
|
+
data["StrikeFrozenAmount"] = task_data->StrikeFrozenAmount;
|
|
692
|
+
data["AbandonFrozen"] = task_data->AbandonFrozen;
|
|
693
|
+
delete task_data;
|
|
694
|
+
}
|
|
695
|
+
dict error;
|
|
696
|
+
if (task->task_error)
|
|
697
|
+
{
|
|
698
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
699
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
700
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
701
|
+
delete task_error;
|
|
702
|
+
}
|
|
703
|
+
this->onRspQryInvestorPosition(data, error, task->task_id, task->task_last);
|
|
704
|
+
};
|
|
705
|
+
|
|
706
|
+
void TdApi::processRspQryTradingAccount(Task *task)
|
|
707
|
+
{
|
|
708
|
+
gil_scoped_acquire acquire;
|
|
709
|
+
dict data;
|
|
710
|
+
if (task->task_data)
|
|
711
|
+
{
|
|
712
|
+
CThostFtdcTradingAccountField *task_data = (CThostFtdcTradingAccountField*)task->task_data;
|
|
713
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
714
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
715
|
+
data["PreMortgage"] = task_data->PreMortgage;
|
|
716
|
+
data["PreCredit"] = task_data->PreCredit;
|
|
717
|
+
data["PreDeposit"] = task_data->PreDeposit;
|
|
718
|
+
data["PreBalance"] = task_data->PreBalance;
|
|
719
|
+
data["PreMargin"] = task_data->PreMargin;
|
|
720
|
+
data["InterestBase"] = task_data->InterestBase;
|
|
721
|
+
data["Interest"] = task_data->Interest;
|
|
722
|
+
data["Deposit"] = task_data->Deposit;
|
|
723
|
+
data["Withdraw"] = task_data->Withdraw;
|
|
724
|
+
data["FrozenMargin"] = task_data->FrozenMargin;
|
|
725
|
+
data["FrozenCash"] = task_data->FrozenCash;
|
|
726
|
+
data["FrozenCommission"] = task_data->FrozenCommission;
|
|
727
|
+
data["CurrMargin"] = task_data->CurrMargin;
|
|
728
|
+
data["CashIn"] = task_data->CashIn;
|
|
729
|
+
data["Commission"] = task_data->Commission;
|
|
730
|
+
data["CloseProfit"] = task_data->CloseProfit;
|
|
731
|
+
data["PositionProfit"] = task_data->PositionProfit;
|
|
732
|
+
data["Balance"] = task_data->Balance;
|
|
733
|
+
data["Available"] = task_data->Available;
|
|
734
|
+
data["WithdrawQuota"] = task_data->WithdrawQuota;
|
|
735
|
+
data["Reserve"] = task_data->Reserve;
|
|
736
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
737
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
738
|
+
data["Credit"] = task_data->Credit;
|
|
739
|
+
data["Mortgage"] = task_data->Mortgage;
|
|
740
|
+
data["ExchangeMargin"] = task_data->ExchangeMargin;
|
|
741
|
+
data["DeliveryMargin"] = task_data->DeliveryMargin;
|
|
742
|
+
data["ExchangeDeliveryMargin"] = task_data->ExchangeDeliveryMargin;
|
|
743
|
+
data["ReserveBalance"] = task_data->ReserveBalance;
|
|
744
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
745
|
+
data["PreFundMortgageIn"] = task_data->PreFundMortgageIn;
|
|
746
|
+
data["PreFundMortgageOut"] = task_data->PreFundMortgageOut;
|
|
747
|
+
data["FundMortgageIn"] = task_data->FundMortgageIn;
|
|
748
|
+
data["FundMortgageOut"] = task_data->FundMortgageOut;
|
|
749
|
+
data["FundMortgageAvailable"] = task_data->FundMortgageAvailable;
|
|
750
|
+
data["MortgageableFund"] = task_data->MortgageableFund;
|
|
751
|
+
data["SpecProductMargin"] = task_data->SpecProductMargin;
|
|
752
|
+
data["SpecProductFrozenMargin"] = task_data->SpecProductFrozenMargin;
|
|
753
|
+
data["SpecProductCommission"] = task_data->SpecProductCommission;
|
|
754
|
+
data["SpecProductFrozenCommission"] = task_data->SpecProductFrozenCommission;
|
|
755
|
+
data["SpecProductPositionProfit"] = task_data->SpecProductPositionProfit;
|
|
756
|
+
data["SpecProductCloseProfit"] = task_data->SpecProductCloseProfit;
|
|
757
|
+
data["SpecProductPositionProfitByAlg"] = task_data->SpecProductPositionProfitByAlg;
|
|
758
|
+
data["SpecProductExchangeMargin"] = task_data->SpecProductExchangeMargin;
|
|
759
|
+
data["FrozenPartition"] = task_data->FrozenPartition;
|
|
760
|
+
delete task_data;
|
|
761
|
+
}
|
|
762
|
+
dict error;
|
|
763
|
+
if (task->task_error)
|
|
764
|
+
{
|
|
765
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
766
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
767
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
768
|
+
delete task_error;
|
|
769
|
+
}
|
|
770
|
+
this->onRspQryTradingAccount(data, error, task->task_id, task->task_last);
|
|
771
|
+
};
|
|
772
|
+
|
|
773
|
+
void TdApi::processRspQryInvestor(Task *task)
|
|
774
|
+
{
|
|
775
|
+
gil_scoped_acquire acquire;
|
|
776
|
+
dict data;
|
|
777
|
+
if (task->task_data)
|
|
778
|
+
{
|
|
779
|
+
CThostFtdcInvestorField *task_data = (CThostFtdcInvestorField*)task->task_data;
|
|
780
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
781
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
782
|
+
data["InvestorGroupID"] = toUtf(task_data->InvestorGroupID);
|
|
783
|
+
data["InvestorName"] = toUtf(task_data->InvestorName);
|
|
784
|
+
data["IdentifiedCardType"] = task_data->IdentifiedCardType;
|
|
785
|
+
data["IdentifiedCardNo"] = toUtf(task_data->IdentifiedCardNo);
|
|
786
|
+
data["IsActive"] = task_data->IsActive;
|
|
787
|
+
data["Telephone"] = toUtf(task_data->Telephone);
|
|
788
|
+
data["Address"] = toUtf(task_data->Address);
|
|
789
|
+
data["OpenDate"] = toUtf(task_data->OpenDate);
|
|
790
|
+
data["Mobile"] = toUtf(task_data->Mobile);
|
|
791
|
+
data["CommModelID"] = toUtf(task_data->CommModelID);
|
|
792
|
+
data["MarginModelID"] = toUtf(task_data->MarginModelID);
|
|
793
|
+
delete task_data;
|
|
794
|
+
}
|
|
795
|
+
dict error;
|
|
796
|
+
if (task->task_error)
|
|
797
|
+
{
|
|
798
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
799
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
800
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
801
|
+
delete task_error;
|
|
802
|
+
}
|
|
803
|
+
this->onRspQryInvestor(data, error, task->task_id, task->task_last);
|
|
804
|
+
};
|
|
805
|
+
|
|
806
|
+
void TdApi::processRspQryTradingCode(Task *task)
|
|
807
|
+
{
|
|
808
|
+
gil_scoped_acquire acquire;
|
|
809
|
+
dict data;
|
|
810
|
+
if (task->task_data)
|
|
811
|
+
{
|
|
812
|
+
CThostFtdcTradingCodeField *task_data = (CThostFtdcTradingCodeField*)task->task_data;
|
|
813
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
814
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
815
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
816
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
817
|
+
data["IsActive"] = task_data->IsActive;
|
|
818
|
+
data["ClientIDType"] = task_data->ClientIDType;
|
|
819
|
+
delete task_data;
|
|
820
|
+
}
|
|
821
|
+
dict error;
|
|
822
|
+
if (task->task_error)
|
|
823
|
+
{
|
|
824
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
825
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
826
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
827
|
+
delete task_error;
|
|
828
|
+
}
|
|
829
|
+
this->onRspQryTradingCode(data, error, task->task_id, task->task_last);
|
|
830
|
+
};
|
|
831
|
+
|
|
832
|
+
void TdApi::processRspQryInstrumentMarginRate(Task *task)
|
|
833
|
+
{
|
|
834
|
+
gil_scoped_acquire acquire;
|
|
835
|
+
dict data;
|
|
836
|
+
if (task->task_data)
|
|
837
|
+
{
|
|
838
|
+
CThostFtdcInstrumentMarginRateField *task_data = (CThostFtdcInstrumentMarginRateField*)task->task_data;
|
|
839
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
840
|
+
data["InvestorRange"] = task_data->InvestorRange;
|
|
841
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
842
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
843
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
844
|
+
data["LongMarginRatioByMoney"] = task_data->LongMarginRatioByMoney;
|
|
845
|
+
data["LongMarginRatioByVolume"] = task_data->LongMarginRatioByVolume;
|
|
846
|
+
data["ShortMarginRatioByMoney"] = task_data->ShortMarginRatioByMoney;
|
|
847
|
+
data["ShortMarginRatioByVolume"] = task_data->ShortMarginRatioByVolume;
|
|
848
|
+
data["IsRelative"] = task_data->IsRelative;
|
|
849
|
+
delete task_data;
|
|
850
|
+
}
|
|
851
|
+
dict error;
|
|
852
|
+
if (task->task_error)
|
|
853
|
+
{
|
|
854
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
855
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
856
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
857
|
+
delete task_error;
|
|
858
|
+
}
|
|
859
|
+
this->onRspQryInstrumentMarginRate(data, error, task->task_id, task->task_last);
|
|
860
|
+
};
|
|
861
|
+
|
|
862
|
+
void TdApi::processRspQryInstrumentCommissionRate(Task *task)
|
|
863
|
+
{
|
|
864
|
+
gil_scoped_acquire acquire;
|
|
865
|
+
dict data;
|
|
866
|
+
if (task->task_data)
|
|
867
|
+
{
|
|
868
|
+
CThostFtdcInstrumentCommissionRateField *task_data = (CThostFtdcInstrumentCommissionRateField*)task->task_data;
|
|
869
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
870
|
+
data["InvestorRange"] = task_data->InvestorRange;
|
|
871
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
872
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
873
|
+
data["OpenRatioByMoney"] = task_data->OpenRatioByMoney;
|
|
874
|
+
data["OpenRatioByVolume"] = task_data->OpenRatioByVolume;
|
|
875
|
+
data["CloseRatioByMoney"] = task_data->CloseRatioByMoney;
|
|
876
|
+
data["CloseRatioByVolume"] = task_data->CloseRatioByVolume;
|
|
877
|
+
data["CloseTodayRatioByMoney"] = task_data->CloseTodayRatioByMoney;
|
|
878
|
+
data["CloseTodayRatioByVolume"] = task_data->CloseTodayRatioByVolume;
|
|
879
|
+
delete task_data;
|
|
880
|
+
}
|
|
881
|
+
dict error;
|
|
882
|
+
if (task->task_error)
|
|
883
|
+
{
|
|
884
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
885
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
886
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
887
|
+
delete task_error;
|
|
888
|
+
}
|
|
889
|
+
this->onRspQryInstrumentCommissionRate(data, error, task->task_id, task->task_last);
|
|
890
|
+
};
|
|
891
|
+
|
|
892
|
+
void TdApi::processRspQryExchange(Task *task)
|
|
893
|
+
{
|
|
894
|
+
gil_scoped_acquire acquire;
|
|
895
|
+
dict data;
|
|
896
|
+
if (task->task_data)
|
|
897
|
+
{
|
|
898
|
+
CThostFtdcExchangeField *task_data = (CThostFtdcExchangeField*)task->task_data;
|
|
899
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
900
|
+
data["ExchangeName"] = toUtf(task_data->ExchangeName);
|
|
901
|
+
data["ExchangeProperty"] = task_data->ExchangeProperty;
|
|
902
|
+
delete task_data;
|
|
903
|
+
}
|
|
904
|
+
dict error;
|
|
905
|
+
if (task->task_error)
|
|
906
|
+
{
|
|
907
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
908
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
909
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
910
|
+
delete task_error;
|
|
911
|
+
}
|
|
912
|
+
this->onRspQryExchange(data, error, task->task_id, task->task_last);
|
|
913
|
+
};
|
|
914
|
+
|
|
915
|
+
void TdApi::processRspQryProduct(Task *task)
|
|
916
|
+
{
|
|
917
|
+
gil_scoped_acquire acquire;
|
|
918
|
+
dict data;
|
|
919
|
+
if (task->task_data)
|
|
920
|
+
{
|
|
921
|
+
CThostFtdcProductField *task_data = (CThostFtdcProductField*)task->task_data;
|
|
922
|
+
data["ProductID"] = toUtf(task_data->ProductID);
|
|
923
|
+
data["ProductName"] = toUtf(task_data->ProductName);
|
|
924
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
925
|
+
data["ProductClass"] = task_data->ProductClass;
|
|
926
|
+
data["VolumeMultiple"] = task_data->VolumeMultiple;
|
|
927
|
+
data["PriceTick"] = task_data->PriceTick;
|
|
928
|
+
data["MaxMarketOrderVolume"] = task_data->MaxMarketOrderVolume;
|
|
929
|
+
data["MinMarketOrderVolume"] = task_data->MinMarketOrderVolume;
|
|
930
|
+
data["MaxLimitOrderVolume"] = task_data->MaxLimitOrderVolume;
|
|
931
|
+
data["MinLimitOrderVolume"] = task_data->MinLimitOrderVolume;
|
|
932
|
+
data["PositionType"] = task_data->PositionType;
|
|
933
|
+
data["PositionDateType"] = task_data->PositionDateType;
|
|
934
|
+
data["CloseDealType"] = task_data->CloseDealType;
|
|
935
|
+
data["TradeCurrencyID"] = toUtf(task_data->TradeCurrencyID);
|
|
936
|
+
data["MortgageFundUseRange"] = task_data->MortgageFundUseRange;
|
|
937
|
+
data["ExchangeProductID"] = toUtf(task_data->ExchangeProductID);
|
|
938
|
+
data["UnderlyingMultiple"] = task_data->UnderlyingMultiple;
|
|
939
|
+
delete task_data;
|
|
940
|
+
}
|
|
941
|
+
dict error;
|
|
942
|
+
if (task->task_error)
|
|
943
|
+
{
|
|
944
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
945
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
946
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
947
|
+
delete task_error;
|
|
948
|
+
}
|
|
949
|
+
this->onRspQryProduct(data, error, task->task_id, task->task_last);
|
|
950
|
+
};
|
|
951
|
+
|
|
952
|
+
void TdApi::processRspQryInstrument(Task *task)
|
|
953
|
+
{
|
|
954
|
+
gil_scoped_acquire acquire;
|
|
955
|
+
dict data;
|
|
956
|
+
if (task->task_data)
|
|
957
|
+
{
|
|
958
|
+
CThostFtdcInstrumentField *task_data = (CThostFtdcInstrumentField*)task->task_data;
|
|
959
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
960
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
961
|
+
data["InstrumentName"] = toUtf(task_data->InstrumentName);
|
|
962
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
963
|
+
data["ProductID"] = toUtf(task_data->ProductID);
|
|
964
|
+
data["ProductClass"] = task_data->ProductClass;
|
|
965
|
+
data["DeliveryYear"] = task_data->DeliveryYear;
|
|
966
|
+
data["DeliveryMonth"] = task_data->DeliveryMonth;
|
|
967
|
+
data["MaxMarketOrderVolume"] = task_data->MaxMarketOrderVolume;
|
|
968
|
+
data["MinMarketOrderVolume"] = task_data->MinMarketOrderVolume;
|
|
969
|
+
data["MaxLimitOrderVolume"] = task_data->MaxLimitOrderVolume;
|
|
970
|
+
data["MinLimitOrderVolume"] = task_data->MinLimitOrderVolume;
|
|
971
|
+
data["VolumeMultiple"] = task_data->VolumeMultiple;
|
|
972
|
+
data["PriceTick"] = task_data->PriceTick;
|
|
973
|
+
data["CreateDate"] = toUtf(task_data->CreateDate);
|
|
974
|
+
data["OpenDate"] = toUtf(task_data->OpenDate);
|
|
975
|
+
data["ExpireDate"] = toUtf(task_data->ExpireDate);
|
|
976
|
+
data["StartDelivDate"] = toUtf(task_data->StartDelivDate);
|
|
977
|
+
data["EndDelivDate"] = toUtf(task_data->EndDelivDate);
|
|
978
|
+
data["InstLifePhase"] = task_data->InstLifePhase;
|
|
979
|
+
data["IsTrading"] = task_data->IsTrading;
|
|
980
|
+
data["PositionType"] = task_data->PositionType;
|
|
981
|
+
data["PositionDateType"] = task_data->PositionDateType;
|
|
982
|
+
data["LongMarginRatio"] = task_data->LongMarginRatio;
|
|
983
|
+
data["ShortMarginRatio"] = task_data->ShortMarginRatio;
|
|
984
|
+
data["MaxMarginSideAlgorithm"] = task_data->MaxMarginSideAlgorithm;
|
|
985
|
+
data["UnderlyingInstrID"] = toUtf(task_data->UnderlyingInstrID);
|
|
986
|
+
data["StrikePrice"] = task_data->StrikePrice;
|
|
987
|
+
data["OptionsType"] = task_data->OptionsType;
|
|
988
|
+
data["UnderlyingMultiple"] = task_data->UnderlyingMultiple;
|
|
989
|
+
data["CombinationType"] = task_data->CombinationType;
|
|
990
|
+
delete task_data;
|
|
991
|
+
}
|
|
992
|
+
dict error;
|
|
993
|
+
if (task->task_error)
|
|
994
|
+
{
|
|
995
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
996
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
997
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
998
|
+
delete task_error;
|
|
999
|
+
}
|
|
1000
|
+
this->onRspQryInstrument(data, error, task->task_id, task->task_last);
|
|
1001
|
+
};
|
|
1002
|
+
|
|
1003
|
+
void TdApi::processRspQryCombInstrument(Task *task)
|
|
1004
|
+
{
|
|
1005
|
+
gil_scoped_acquire acquire;
|
|
1006
|
+
dict data;
|
|
1007
|
+
if (task->task_data)
|
|
1008
|
+
{
|
|
1009
|
+
CThostFtdcCombInstrumentField *task_data = (CThostFtdcCombInstrumentField*)task->task_data;
|
|
1010
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1011
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1012
|
+
data["CombinationType"] = task_data->CombinationType;
|
|
1013
|
+
data["ProductID"] = toUtf(task_data->ProductID);
|
|
1014
|
+
data["Xparameter"] = task_data->Xparameter;
|
|
1015
|
+
delete task_data;
|
|
1016
|
+
}
|
|
1017
|
+
dict error;
|
|
1018
|
+
if (task->task_error)
|
|
1019
|
+
{
|
|
1020
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1021
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1022
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1023
|
+
delete task_error;
|
|
1024
|
+
}
|
|
1025
|
+
this->onRspQryCombInstrument(data, error, task->task_id, task->task_last);
|
|
1026
|
+
};
|
|
1027
|
+
|
|
1028
|
+
void TdApi::processRspQryCombAction(Task *task)
|
|
1029
|
+
{
|
|
1030
|
+
gil_scoped_acquire acquire;
|
|
1031
|
+
dict data;
|
|
1032
|
+
if (task->task_data)
|
|
1033
|
+
{
|
|
1034
|
+
CThostFtdcCombActionField *task_data = (CThostFtdcCombActionField*)task->task_data;
|
|
1035
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1036
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1037
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1038
|
+
data["CombActionRef"] = toUtf(task_data->CombActionRef);
|
|
1039
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
1040
|
+
data["Direction"] = task_data->Direction;
|
|
1041
|
+
data["Volume"] = task_data->Volume;
|
|
1042
|
+
data["CombDirection"] = task_data->CombDirection;
|
|
1043
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
1044
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
1045
|
+
data["ActionLocalID"] = toUtf(task_data->ActionLocalID);
|
|
1046
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1047
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
1048
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
1049
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
1050
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
1051
|
+
data["InstallID"] = task_data->InstallID;
|
|
1052
|
+
data["ActionStatus"] = task_data->ActionStatus;
|
|
1053
|
+
data["NotifySequence"] = task_data->NotifySequence;
|
|
1054
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
1055
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
1056
|
+
data["SequenceNo"] = task_data->SequenceNo;
|
|
1057
|
+
data["FrontID"] = task_data->FrontID;
|
|
1058
|
+
data["SessionID"] = task_data->SessionID;
|
|
1059
|
+
data["UserProductInfo"] = toUtf(task_data->UserProductInfo);
|
|
1060
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
1061
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
1062
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
1063
|
+
data["ComTradeID"] = toUtf(task_data->ComTradeID);
|
|
1064
|
+
delete task_data;
|
|
1065
|
+
}
|
|
1066
|
+
dict error;
|
|
1067
|
+
if (task->task_error)
|
|
1068
|
+
{
|
|
1069
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1070
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1071
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1072
|
+
delete task_error;
|
|
1073
|
+
}
|
|
1074
|
+
this->onRspQryCombAction(data, error, task->task_id, task->task_last);
|
|
1075
|
+
};
|
|
1076
|
+
|
|
1077
|
+
void TdApi::processRspQryInvestorPositionForComb(Task *task)
|
|
1078
|
+
{
|
|
1079
|
+
gil_scoped_acquire acquire;
|
|
1080
|
+
dict data;
|
|
1081
|
+
if (task->task_data)
|
|
1082
|
+
{
|
|
1083
|
+
CThostFtdcInvestorPositionForCombField *task_data = (CThostFtdcInvestorPositionForCombField*)task->task_data;
|
|
1084
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1085
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1086
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1087
|
+
data["LegInstrumentID"] = toUtf(task_data->LegInstrumentID);
|
|
1088
|
+
data["LegHedgeFlag"] = task_data->LegHedgeFlag;
|
|
1089
|
+
data["LegDirection"] = task_data->LegDirection;
|
|
1090
|
+
data["TotalAmt"] = task_data->TotalAmt;
|
|
1091
|
+
data["LegID"] = task_data->LegID;
|
|
1092
|
+
data["TradeGroupID"] = task_data->TradeGroupID;
|
|
1093
|
+
data["CombInstrumentID"] = toUtf(task_data->CombInstrumentID);
|
|
1094
|
+
data["CombHedgeFlag"] = task_data->CombHedgeFlag;
|
|
1095
|
+
data["CombinationType"] = task_data->CombinationType;
|
|
1096
|
+
delete task_data;
|
|
1097
|
+
}
|
|
1098
|
+
dict error;
|
|
1099
|
+
if (task->task_error)
|
|
1100
|
+
{
|
|
1101
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1102
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1103
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1104
|
+
delete task_error;
|
|
1105
|
+
}
|
|
1106
|
+
this->onRspQryInvestorPositionForComb(data, error, task->task_id, task->task_last);
|
|
1107
|
+
};
|
|
1108
|
+
|
|
1109
|
+
void TdApi::processRspQryDepthMarketData(Task *task)
|
|
1110
|
+
{
|
|
1111
|
+
gil_scoped_acquire acquire;
|
|
1112
|
+
dict data;
|
|
1113
|
+
if (task->task_data)
|
|
1114
|
+
{
|
|
1115
|
+
CThostFtdcDepthMarketDataField *task_data = (CThostFtdcDepthMarketDataField*)task->task_data;
|
|
1116
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
1117
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1118
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1119
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
1120
|
+
data["LastPrice"] = task_data->LastPrice;
|
|
1121
|
+
data["PreSettlementPrice"] = task_data->PreSettlementPrice;
|
|
1122
|
+
data["PreClosePrice"] = task_data->PreClosePrice;
|
|
1123
|
+
data["PreOpenInterest"] = task_data->PreOpenInterest;
|
|
1124
|
+
data["OpenPrice"] = task_data->OpenPrice;
|
|
1125
|
+
data["HighestPrice"] = task_data->HighestPrice;
|
|
1126
|
+
data["LowestPrice"] = task_data->LowestPrice;
|
|
1127
|
+
data["Volume"] = task_data->Volume;
|
|
1128
|
+
data["Turnover"] = task_data->Turnover;
|
|
1129
|
+
data["OpenInterest"] = task_data->OpenInterest;
|
|
1130
|
+
data["ClosePrice"] = task_data->ClosePrice;
|
|
1131
|
+
data["SettlementPrice"] = task_data->SettlementPrice;
|
|
1132
|
+
data["UpperLimitPrice"] = task_data->UpperLimitPrice;
|
|
1133
|
+
data["LowerLimitPrice"] = task_data->LowerLimitPrice;
|
|
1134
|
+
data["PreDelta"] = task_data->PreDelta;
|
|
1135
|
+
data["CurrDelta"] = task_data->CurrDelta;
|
|
1136
|
+
data["UpdateTime"] = toUtf(task_data->UpdateTime);
|
|
1137
|
+
data["UpdateMillisec"] = task_data->UpdateMillisec;
|
|
1138
|
+
data["BidPrice1"] = task_data->BidPrice1;
|
|
1139
|
+
data["BidVolume1"] = task_data->BidVolume1;
|
|
1140
|
+
data["AskPrice1"] = task_data->AskPrice1;
|
|
1141
|
+
data["AskVolume1"] = task_data->AskVolume1;
|
|
1142
|
+
data["BidPrice2"] = task_data->BidPrice2;
|
|
1143
|
+
data["BidVolume2"] = task_data->BidVolume2;
|
|
1144
|
+
data["AskPrice2"] = task_data->AskPrice2;
|
|
1145
|
+
data["AskVolume2"] = task_data->AskVolume2;
|
|
1146
|
+
data["BidPrice3"] = task_data->BidPrice3;
|
|
1147
|
+
data["BidVolume3"] = task_data->BidVolume3;
|
|
1148
|
+
data["AskPrice3"] = task_data->AskPrice3;
|
|
1149
|
+
data["AskVolume3"] = task_data->AskVolume3;
|
|
1150
|
+
data["BidPrice4"] = task_data->BidPrice4;
|
|
1151
|
+
data["BidVolume4"] = task_data->BidVolume4;
|
|
1152
|
+
data["AskPrice4"] = task_data->AskPrice4;
|
|
1153
|
+
data["AskVolume4"] = task_data->AskVolume4;
|
|
1154
|
+
data["BidPrice5"] = task_data->BidPrice5;
|
|
1155
|
+
data["BidVolume5"] = task_data->BidVolume5;
|
|
1156
|
+
data["AskPrice5"] = task_data->AskPrice5;
|
|
1157
|
+
data["AskVolume5"] = task_data->AskVolume5;
|
|
1158
|
+
data["AveragePrice"] = task_data->AveragePrice;
|
|
1159
|
+
data["ActionDay"] = toUtf(task_data->ActionDay);
|
|
1160
|
+
data["BandingUpperPrice"] = task_data->BandingUpperPrice;
|
|
1161
|
+
data["BandingLowerPrice"] = task_data->BandingLowerPrice;
|
|
1162
|
+
delete task_data;
|
|
1163
|
+
}
|
|
1164
|
+
dict error;
|
|
1165
|
+
if (task->task_error)
|
|
1166
|
+
{
|
|
1167
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1168
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1169
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1170
|
+
delete task_error;
|
|
1171
|
+
}
|
|
1172
|
+
this->onRspQryDepthMarketData(data, error, task->task_id, task->task_last);
|
|
1173
|
+
};
|
|
1174
|
+
|
|
1175
|
+
void TdApi::processRspQryInstrumentStatus(Task *task)
|
|
1176
|
+
{
|
|
1177
|
+
gil_scoped_acquire acquire;
|
|
1178
|
+
dict data;
|
|
1179
|
+
if (task->task_data)
|
|
1180
|
+
{
|
|
1181
|
+
CThostFtdcInstrumentStatusField *task_data = (CThostFtdcInstrumentStatusField*)task->task_data;
|
|
1182
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1183
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
1184
|
+
data["SettlementGroupID"] = toUtf(task_data->SettlementGroupID);
|
|
1185
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1186
|
+
data["InstrumentStatus"] = task_data->InstrumentStatus;
|
|
1187
|
+
data["TradingSegmentSN"] = task_data->TradingSegmentSN;
|
|
1188
|
+
data["EnterTime"] = toUtf(task_data->EnterTime);
|
|
1189
|
+
data["EnterReason"] = task_data->EnterReason;
|
|
1190
|
+
delete task_data;
|
|
1191
|
+
}
|
|
1192
|
+
dict error;
|
|
1193
|
+
if (task->task_error)
|
|
1194
|
+
{
|
|
1195
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1196
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1197
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1198
|
+
delete task_error;
|
|
1199
|
+
}
|
|
1200
|
+
this->onRspQryInstrumentStatus(data, error, task->task_id, task->task_last);
|
|
1201
|
+
};
|
|
1202
|
+
|
|
1203
|
+
void TdApi::processRspQryInvestorPositionDetail(Task *task)
|
|
1204
|
+
{
|
|
1205
|
+
gil_scoped_acquire acquire;
|
|
1206
|
+
dict data;
|
|
1207
|
+
if (task->task_data)
|
|
1208
|
+
{
|
|
1209
|
+
CThostFtdcInvestorPositionDetailField *task_data = (CThostFtdcInvestorPositionDetailField*)task->task_data;
|
|
1210
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1211
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1212
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1213
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
1214
|
+
data["Direction"] = task_data->Direction;
|
|
1215
|
+
data["OpenDate"] = toUtf(task_data->OpenDate);
|
|
1216
|
+
data["TradeID"] = toUtf(task_data->TradeID);
|
|
1217
|
+
data["Volume"] = task_data->Volume;
|
|
1218
|
+
data["OpenPrice"] = task_data->OpenPrice;
|
|
1219
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
1220
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
1221
|
+
data["TradeType"] = task_data->TradeType;
|
|
1222
|
+
data["CombInstrumentID"] = toUtf(task_data->CombInstrumentID);
|
|
1223
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1224
|
+
data["CloseProfitByDate"] = task_data->CloseProfitByDate;
|
|
1225
|
+
data["CloseProfitByTrade"] = task_data->CloseProfitByTrade;
|
|
1226
|
+
data["PositionProfitByDate"] = task_data->PositionProfitByDate;
|
|
1227
|
+
data["PositionProfitByTrade"] = task_data->PositionProfitByTrade;
|
|
1228
|
+
data["Margin"] = task_data->Margin;
|
|
1229
|
+
data["ExchMargin"] = task_data->ExchMargin;
|
|
1230
|
+
data["MarginRateByMoney"] = task_data->MarginRateByMoney;
|
|
1231
|
+
data["MarginRateByVolume"] = task_data->MarginRateByVolume;
|
|
1232
|
+
data["LastSettlementPrice"] = task_data->LastSettlementPrice;
|
|
1233
|
+
data["SettlementPrice"] = task_data->SettlementPrice;
|
|
1234
|
+
data["CloseVolume"] = task_data->CloseVolume;
|
|
1235
|
+
data["CloseAmount"] = task_data->CloseAmount;
|
|
1236
|
+
delete task_data;
|
|
1237
|
+
}
|
|
1238
|
+
dict error;
|
|
1239
|
+
if (task->task_error)
|
|
1240
|
+
{
|
|
1241
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1242
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1243
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1244
|
+
delete task_error;
|
|
1245
|
+
}
|
|
1246
|
+
this->onRspQryInvestorPositionDetail(data, error, task->task_id, task->task_last);
|
|
1247
|
+
};
|
|
1248
|
+
|
|
1249
|
+
void TdApi::processRspQryInvestorPositionCombineDetail(Task *task)
|
|
1250
|
+
{
|
|
1251
|
+
gil_scoped_acquire acquire;
|
|
1252
|
+
dict data;
|
|
1253
|
+
if (task->task_data)
|
|
1254
|
+
{
|
|
1255
|
+
CThostFtdcInvestorPositionCombineDetailField *task_data = (CThostFtdcInvestorPositionCombineDetailField*)task->task_data;
|
|
1256
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
1257
|
+
data["OpenDate"] = toUtf(task_data->OpenDate);
|
|
1258
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1259
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
1260
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1261
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1262
|
+
data["ComTradeID"] = toUtf(task_data->ComTradeID);
|
|
1263
|
+
data["TradeID"] = toUtf(task_data->TradeID);
|
|
1264
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1265
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
1266
|
+
data["Direction"] = task_data->Direction;
|
|
1267
|
+
data["TotalAmt"] = task_data->TotalAmt;
|
|
1268
|
+
data["Margin"] = task_data->Margin;
|
|
1269
|
+
data["ExchMargin"] = task_data->ExchMargin;
|
|
1270
|
+
data["MarginRateByMoney"] = task_data->MarginRateByMoney;
|
|
1271
|
+
data["MarginRateByVolume"] = task_data->MarginRateByVolume;
|
|
1272
|
+
data["LegID"] = task_data->LegID;
|
|
1273
|
+
data["LegMultiple"] = task_data->LegMultiple;
|
|
1274
|
+
data["CombInstrumentID"] = toUtf(task_data->CombInstrumentID);
|
|
1275
|
+
data["TradeGroupID"] = task_data->TradeGroupID;
|
|
1276
|
+
delete task_data;
|
|
1277
|
+
}
|
|
1278
|
+
dict error;
|
|
1279
|
+
if (task->task_error)
|
|
1280
|
+
{
|
|
1281
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1282
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1283
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1284
|
+
delete task_error;
|
|
1285
|
+
}
|
|
1286
|
+
this->onRspQryInvestorPositionCombineDetail(data, error, task->task_id, task->task_last);
|
|
1287
|
+
};
|
|
1288
|
+
|
|
1289
|
+
void TdApi::processRspQryExchangeMarginRate(Task *task)
|
|
1290
|
+
{
|
|
1291
|
+
gil_scoped_acquire acquire;
|
|
1292
|
+
dict data;
|
|
1293
|
+
if (task->task_data)
|
|
1294
|
+
{
|
|
1295
|
+
CThostFtdcExchangeMarginRateField *task_data = (CThostFtdcExchangeMarginRateField*)task->task_data;
|
|
1296
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1297
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1298
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
1299
|
+
data["LongMarginRatioByMoney"] = task_data->LongMarginRatioByMoney;
|
|
1300
|
+
data["LongMarginRatioByVolume"] = task_data->LongMarginRatioByVolume;
|
|
1301
|
+
data["ShortMarginRatioByMoney"] = task_data->ShortMarginRatioByMoney;
|
|
1302
|
+
data["ShortMarginRatioByVolume"] = task_data->ShortMarginRatioByVolume;
|
|
1303
|
+
delete task_data;
|
|
1304
|
+
}
|
|
1305
|
+
dict error;
|
|
1306
|
+
if (task->task_error)
|
|
1307
|
+
{
|
|
1308
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1309
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1310
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1311
|
+
delete task_error;
|
|
1312
|
+
}
|
|
1313
|
+
this->onRspQryExchangeMarginRate(data, error, task->task_id, task->task_last);
|
|
1314
|
+
};
|
|
1315
|
+
|
|
1316
|
+
void TdApi::processRspQryExchangeMarginRateAdjust(Task *task)
|
|
1317
|
+
{
|
|
1318
|
+
gil_scoped_acquire acquire;
|
|
1319
|
+
dict data;
|
|
1320
|
+
if (task->task_data)
|
|
1321
|
+
{
|
|
1322
|
+
CThostFtdcExchangeMarginRateAdjustField *task_data = (CThostFtdcExchangeMarginRateAdjustField*)task->task_data;
|
|
1323
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1324
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1325
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
1326
|
+
data["LongMarginRatioByMoney"] = task_data->LongMarginRatioByMoney;
|
|
1327
|
+
data["LongMarginRatioByVolume"] = task_data->LongMarginRatioByVolume;
|
|
1328
|
+
data["ShortMarginRatioByMoney"] = task_data->ShortMarginRatioByMoney;
|
|
1329
|
+
data["ShortMarginRatioByVolume"] = task_data->ShortMarginRatioByVolume;
|
|
1330
|
+
data["ExchLongMarginRatioByMoney"] = task_data->ExchLongMarginRatioByMoney;
|
|
1331
|
+
data["ExchLongMarginRatioByVolume"] = task_data->ExchLongMarginRatioByVolume;
|
|
1332
|
+
data["ExchShortMarginRatioByMoney"] = task_data->ExchShortMarginRatioByMoney;
|
|
1333
|
+
data["ExchShortMarginRatioByVolume"] = task_data->ExchShortMarginRatioByVolume;
|
|
1334
|
+
data["NoLongMarginRatioByMoney"] = task_data->NoLongMarginRatioByMoney;
|
|
1335
|
+
data["NoLongMarginRatioByVolume"] = task_data->NoLongMarginRatioByVolume;
|
|
1336
|
+
data["NoShortMarginRatioByMoney"] = task_data->NoShortMarginRatioByMoney;
|
|
1337
|
+
data["NoShortMarginRatioByVolume"] = task_data->NoShortMarginRatioByVolume;
|
|
1338
|
+
delete task_data;
|
|
1339
|
+
}
|
|
1340
|
+
dict error;
|
|
1341
|
+
if (task->task_error)
|
|
1342
|
+
{
|
|
1343
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1344
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1345
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1346
|
+
delete task_error;
|
|
1347
|
+
}
|
|
1348
|
+
this->onRspQryExchangeMarginRateAdjust(data, error, task->task_id, task->task_last);
|
|
1349
|
+
};
|
|
1350
|
+
|
|
1351
|
+
void TdApi::processRspQryOptionInstrTradeCost(Task *task)
|
|
1352
|
+
{
|
|
1353
|
+
gil_scoped_acquire acquire;
|
|
1354
|
+
dict data;
|
|
1355
|
+
if (task->task_data)
|
|
1356
|
+
{
|
|
1357
|
+
CThostFtdcOptionInstrTradeCostField *task_data = (CThostFtdcOptionInstrTradeCostField*)task->task_data;
|
|
1358
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1359
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1360
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1361
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
1362
|
+
data["FixedMargin"] = task_data->FixedMargin;
|
|
1363
|
+
data["MiniMargin"] = task_data->MiniMargin;
|
|
1364
|
+
data["Royalty"] = task_data->Royalty;
|
|
1365
|
+
data["ExchFixedMargin"] = task_data->ExchFixedMargin;
|
|
1366
|
+
data["ExchMiniMargin"] = task_data->ExchMiniMargin;
|
|
1367
|
+
delete task_data;
|
|
1368
|
+
}
|
|
1369
|
+
dict error;
|
|
1370
|
+
if (task->task_error)
|
|
1371
|
+
{
|
|
1372
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1373
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1374
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1375
|
+
delete task_error;
|
|
1376
|
+
}
|
|
1377
|
+
this->onRspQryOptionInstrTradeCost(data, error, task->task_id, task->task_last);
|
|
1378
|
+
};
|
|
1379
|
+
|
|
1380
|
+
void TdApi::processRspQryOptionInstrCommRate(Task *task)
|
|
1381
|
+
{
|
|
1382
|
+
gil_scoped_acquire acquire;
|
|
1383
|
+
dict data;
|
|
1384
|
+
if (task->task_data)
|
|
1385
|
+
{
|
|
1386
|
+
CThostFtdcOptionInstrCommRateField *task_data = (CThostFtdcOptionInstrCommRateField*)task->task_data;
|
|
1387
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1388
|
+
data["InvestorRange"] = task_data->InvestorRange;
|
|
1389
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1390
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1391
|
+
data["OpenRatioByMoney"] = task_data->OpenRatioByMoney;
|
|
1392
|
+
data["OpenRatioByVolume"] = task_data->OpenRatioByVolume;
|
|
1393
|
+
data["CloseRatioByMoney"] = task_data->CloseRatioByMoney;
|
|
1394
|
+
data["CloseRatioByVolume"] = task_data->CloseRatioByVolume;
|
|
1395
|
+
data["CloseTodayRatioByMoney"] = task_data->CloseTodayRatioByMoney;
|
|
1396
|
+
data["CloseTodayRatioByVolume"] = task_data->CloseTodayRatioByVolume;
|
|
1397
|
+
data["StrikeRatioByMoney"] = task_data->StrikeRatioByMoney;
|
|
1398
|
+
data["StrikeRatioByVolume"] = task_data->StrikeRatioByVolume;
|
|
1399
|
+
delete task_data;
|
|
1400
|
+
}
|
|
1401
|
+
dict error;
|
|
1402
|
+
if (task->task_error)
|
|
1403
|
+
{
|
|
1404
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1405
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1406
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1407
|
+
delete task_error;
|
|
1408
|
+
}
|
|
1409
|
+
this->onRspQryOptionInstrCommRate(data, error, task->task_id, task->task_last);
|
|
1410
|
+
};
|
|
1411
|
+
|
|
1412
|
+
void TdApi::processRspQryExecOrder(Task *task)
|
|
1413
|
+
{
|
|
1414
|
+
gil_scoped_acquire acquire;
|
|
1415
|
+
dict data;
|
|
1416
|
+
if (task->task_data)
|
|
1417
|
+
{
|
|
1418
|
+
CThostFtdcExecOrderField *task_data = (CThostFtdcExecOrderField*)task->task_data;
|
|
1419
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1420
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1421
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1422
|
+
data["ExecOrderRef"] = toUtf(task_data->ExecOrderRef);
|
|
1423
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
1424
|
+
data["Volume"] = task_data->Volume;
|
|
1425
|
+
data["RequestID"] = task_data->RequestID;
|
|
1426
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
1427
|
+
data["OffsetFlag"] = task_data->OffsetFlag;
|
|
1428
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
1429
|
+
data["ActionType"] = task_data->ActionType;
|
|
1430
|
+
data["PosiDirection"] = task_data->PosiDirection;
|
|
1431
|
+
data["ReservePositionFlag"] = task_data->ReservePositionFlag;
|
|
1432
|
+
data["CloseFlag"] = task_data->CloseFlag;
|
|
1433
|
+
data["ExecOrderLocalID"] = toUtf(task_data->ExecOrderLocalID);
|
|
1434
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1435
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
1436
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
1437
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
1438
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
1439
|
+
data["InstallID"] = task_data->InstallID;
|
|
1440
|
+
data["OrderSubmitStatus"] = task_data->OrderSubmitStatus;
|
|
1441
|
+
data["NotifySequence"] = task_data->NotifySequence;
|
|
1442
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
1443
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
1444
|
+
data["ExecOrderSysID"] = toUtf(task_data->ExecOrderSysID);
|
|
1445
|
+
data["InsertDate"] = toUtf(task_data->InsertDate);
|
|
1446
|
+
data["InsertTime"] = toUtf(task_data->InsertTime);
|
|
1447
|
+
data["CancelTime"] = toUtf(task_data->CancelTime);
|
|
1448
|
+
data["ExecResult"] = task_data->ExecResult;
|
|
1449
|
+
data["ClearingPartID"] = toUtf(task_data->ClearingPartID);
|
|
1450
|
+
data["SequenceNo"] = task_data->SequenceNo;
|
|
1451
|
+
data["FrontID"] = task_data->FrontID;
|
|
1452
|
+
data["SessionID"] = task_data->SessionID;
|
|
1453
|
+
data["UserProductInfo"] = toUtf(task_data->UserProductInfo);
|
|
1454
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
1455
|
+
data["ActiveUserID"] = toUtf(task_data->ActiveUserID);
|
|
1456
|
+
data["BrokerExecOrderSeq"] = task_data->BrokerExecOrderSeq;
|
|
1457
|
+
data["BranchID"] = toUtf(task_data->BranchID);
|
|
1458
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
1459
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
1460
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
1461
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
1462
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
1463
|
+
delete task_data;
|
|
1464
|
+
}
|
|
1465
|
+
dict error;
|
|
1466
|
+
if (task->task_error)
|
|
1467
|
+
{
|
|
1468
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1469
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1470
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1471
|
+
delete task_error;
|
|
1472
|
+
}
|
|
1473
|
+
this->onRspQryExecOrder(data, error, task->task_id, task->task_last);
|
|
1474
|
+
};
|
|
1475
|
+
|
|
1476
|
+
void TdApi::processRspQryForQuote(Task *task)
|
|
1477
|
+
{
|
|
1478
|
+
gil_scoped_acquire acquire;
|
|
1479
|
+
dict data;
|
|
1480
|
+
if (task->task_data)
|
|
1481
|
+
{
|
|
1482
|
+
CThostFtdcForQuoteField *task_data = (CThostFtdcForQuoteField*)task->task_data;
|
|
1483
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1484
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1485
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1486
|
+
data["ForQuoteRef"] = toUtf(task_data->ForQuoteRef);
|
|
1487
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
1488
|
+
data["ForQuoteLocalID"] = toUtf(task_data->ForQuoteLocalID);
|
|
1489
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1490
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
1491
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
1492
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
1493
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
1494
|
+
data["InstallID"] = task_data->InstallID;
|
|
1495
|
+
data["InsertDate"] = toUtf(task_data->InsertDate);
|
|
1496
|
+
data["InsertTime"] = toUtf(task_data->InsertTime);
|
|
1497
|
+
data["ForQuoteStatus"] = task_data->ForQuoteStatus;
|
|
1498
|
+
data["FrontID"] = task_data->FrontID;
|
|
1499
|
+
data["SessionID"] = task_data->SessionID;
|
|
1500
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
1501
|
+
data["ActiveUserID"] = toUtf(task_data->ActiveUserID);
|
|
1502
|
+
data["BrokerForQutoSeq"] = task_data->BrokerForQutoSeq;
|
|
1503
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
1504
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
1505
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
1506
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
1507
|
+
delete task_data;
|
|
1508
|
+
}
|
|
1509
|
+
dict error;
|
|
1510
|
+
if (task->task_error)
|
|
1511
|
+
{
|
|
1512
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1513
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1514
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1515
|
+
delete task_error;
|
|
1516
|
+
}
|
|
1517
|
+
this->onRspQryForQuote(data, error, task->task_id, task->task_last);
|
|
1518
|
+
};
|
|
1519
|
+
|
|
1520
|
+
void TdApi::processRspQryQuote(Task *task)
|
|
1521
|
+
{
|
|
1522
|
+
gil_scoped_acquire acquire;
|
|
1523
|
+
dict data;
|
|
1524
|
+
if (task->task_data)
|
|
1525
|
+
{
|
|
1526
|
+
CThostFtdcQuoteField *task_data = (CThostFtdcQuoteField*)task->task_data;
|
|
1527
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1528
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1529
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1530
|
+
data["QuoteRef"] = toUtf(task_data->QuoteRef);
|
|
1531
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
1532
|
+
data["AskPrice"] = task_data->AskPrice;
|
|
1533
|
+
data["BidPrice"] = task_data->BidPrice;
|
|
1534
|
+
data["AskVolume"] = task_data->AskVolume;
|
|
1535
|
+
data["BidVolume"] = task_data->BidVolume;
|
|
1536
|
+
data["RequestID"] = task_data->RequestID;
|
|
1537
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
1538
|
+
data["AskOffsetFlag"] = task_data->AskOffsetFlag;
|
|
1539
|
+
data["BidOffsetFlag"] = task_data->BidOffsetFlag;
|
|
1540
|
+
data["AskHedgeFlag"] = task_data->AskHedgeFlag;
|
|
1541
|
+
data["BidHedgeFlag"] = task_data->BidHedgeFlag;
|
|
1542
|
+
data["QuoteLocalID"] = toUtf(task_data->QuoteLocalID);
|
|
1543
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1544
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
1545
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
1546
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
1547
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
1548
|
+
data["InstallID"] = task_data->InstallID;
|
|
1549
|
+
data["NotifySequence"] = task_data->NotifySequence;
|
|
1550
|
+
data["OrderSubmitStatus"] = task_data->OrderSubmitStatus;
|
|
1551
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
1552
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
1553
|
+
data["QuoteSysID"] = toUtf(task_data->QuoteSysID);
|
|
1554
|
+
data["InsertDate"] = toUtf(task_data->InsertDate);
|
|
1555
|
+
data["InsertTime"] = toUtf(task_data->InsertTime);
|
|
1556
|
+
data["CancelTime"] = toUtf(task_data->CancelTime);
|
|
1557
|
+
data["QuoteStatus"] = task_data->QuoteStatus;
|
|
1558
|
+
data["ClearingPartID"] = toUtf(task_data->ClearingPartID);
|
|
1559
|
+
data["SequenceNo"] = task_data->SequenceNo;
|
|
1560
|
+
data["AskOrderSysID"] = toUtf(task_data->AskOrderSysID);
|
|
1561
|
+
data["BidOrderSysID"] = toUtf(task_data->BidOrderSysID);
|
|
1562
|
+
data["FrontID"] = task_data->FrontID;
|
|
1563
|
+
data["SessionID"] = task_data->SessionID;
|
|
1564
|
+
data["UserProductInfo"] = toUtf(task_data->UserProductInfo);
|
|
1565
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
1566
|
+
data["ActiveUserID"] = toUtf(task_data->ActiveUserID);
|
|
1567
|
+
data["BrokerQuoteSeq"] = task_data->BrokerQuoteSeq;
|
|
1568
|
+
data["AskOrderRef"] = toUtf(task_data->AskOrderRef);
|
|
1569
|
+
data["BidOrderRef"] = toUtf(task_data->BidOrderRef);
|
|
1570
|
+
data["ForQuoteSysID"] = toUtf(task_data->ForQuoteSysID);
|
|
1571
|
+
data["BranchID"] = toUtf(task_data->BranchID);
|
|
1572
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
1573
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
1574
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
1575
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
1576
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
1577
|
+
data["ReplaceSysID"] = toUtf(task_data->ReplaceSysID);
|
|
1578
|
+
delete task_data;
|
|
1579
|
+
}
|
|
1580
|
+
dict error;
|
|
1581
|
+
if (task->task_error)
|
|
1582
|
+
{
|
|
1583
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1584
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1585
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1586
|
+
delete task_error;
|
|
1587
|
+
}
|
|
1588
|
+
this->onRspQryQuote(data, error, task->task_id, task->task_last);
|
|
1589
|
+
};
|
|
1590
|
+
|
|
1591
|
+
void TdApi::processRspQryOptionSelfClose(Task *task)
|
|
1592
|
+
{
|
|
1593
|
+
gil_scoped_acquire acquire;
|
|
1594
|
+
dict data;
|
|
1595
|
+
if (task->task_data)
|
|
1596
|
+
{
|
|
1597
|
+
CThostFtdcOptionSelfCloseField *task_data = (CThostFtdcOptionSelfCloseField*)task->task_data;
|
|
1598
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1599
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1600
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1601
|
+
data["OptionSelfCloseRef"] = toUtf(task_data->OptionSelfCloseRef);
|
|
1602
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
1603
|
+
data["Volume"] = task_data->Volume;
|
|
1604
|
+
data["RequestID"] = task_data->RequestID;
|
|
1605
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
1606
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
1607
|
+
data["OptSelfCloseFlag"] = task_data->OptSelfCloseFlag;
|
|
1608
|
+
data["OptionSelfCloseLocalID"] = toUtf(task_data->OptionSelfCloseLocalID);
|
|
1609
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1610
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
1611
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
1612
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
1613
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
1614
|
+
data["InstallID"] = task_data->InstallID;
|
|
1615
|
+
data["OrderSubmitStatus"] = task_data->OrderSubmitStatus;
|
|
1616
|
+
data["NotifySequence"] = task_data->NotifySequence;
|
|
1617
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
1618
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
1619
|
+
data["OptionSelfCloseSysID"] = toUtf(task_data->OptionSelfCloseSysID);
|
|
1620
|
+
data["InsertDate"] = toUtf(task_data->InsertDate);
|
|
1621
|
+
data["InsertTime"] = toUtf(task_data->InsertTime);
|
|
1622
|
+
data["CancelTime"] = toUtf(task_data->CancelTime);
|
|
1623
|
+
data["ExecResult"] = task_data->ExecResult;
|
|
1624
|
+
data["ClearingPartID"] = toUtf(task_data->ClearingPartID);
|
|
1625
|
+
data["SequenceNo"] = task_data->SequenceNo;
|
|
1626
|
+
data["FrontID"] = task_data->FrontID;
|
|
1627
|
+
data["SessionID"] = task_data->SessionID;
|
|
1628
|
+
data["UserProductInfo"] = toUtf(task_data->UserProductInfo);
|
|
1629
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
1630
|
+
data["ActiveUserID"] = toUtf(task_data->ActiveUserID);
|
|
1631
|
+
data["BrokerOptionSelfCloseSeq"] = task_data->BrokerOptionSelfCloseSeq;
|
|
1632
|
+
data["BranchID"] = toUtf(task_data->BranchID);
|
|
1633
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
1634
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
1635
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
1636
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
1637
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
1638
|
+
delete task_data;
|
|
1639
|
+
}
|
|
1640
|
+
dict error;
|
|
1641
|
+
if (task->task_error)
|
|
1642
|
+
{
|
|
1643
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1644
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1645
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1646
|
+
delete task_error;
|
|
1647
|
+
}
|
|
1648
|
+
this->onRspQryOptionSelfClose(data, error, task->task_id, task->task_last);
|
|
1649
|
+
};
|
|
1650
|
+
|
|
1651
|
+
void TdApi::processRspError(Task *task)
|
|
1652
|
+
{
|
|
1653
|
+
gil_scoped_acquire acquire;
|
|
1654
|
+
dict error;
|
|
1655
|
+
if (task->task_error)
|
|
1656
|
+
{
|
|
1657
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1658
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1659
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1660
|
+
delete task_error;
|
|
1661
|
+
}
|
|
1662
|
+
this->onRspError(error, task->task_id, task->task_last);
|
|
1663
|
+
};
|
|
1664
|
+
|
|
1665
|
+
void TdApi::processRtnOrder(Task *task)
|
|
1666
|
+
{
|
|
1667
|
+
gil_scoped_acquire acquire;
|
|
1668
|
+
dict data;
|
|
1669
|
+
if (task->task_data)
|
|
1670
|
+
{
|
|
1671
|
+
CThostFtdcOrderField *task_data = (CThostFtdcOrderField*)task->task_data;
|
|
1672
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1673
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1674
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1675
|
+
data["OrderRef"] = toUtf(task_data->OrderRef);
|
|
1676
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
1677
|
+
data["OrderPriceType"] = task_data->OrderPriceType;
|
|
1678
|
+
data["Direction"] = task_data->Direction;
|
|
1679
|
+
data["CombOffsetFlag"] = toUtf(task_data->CombOffsetFlag);
|
|
1680
|
+
data["CombHedgeFlag"] = toUtf(task_data->CombHedgeFlag);
|
|
1681
|
+
data["LimitPrice"] = task_data->LimitPrice;
|
|
1682
|
+
data["VolumeTotalOriginal"] = task_data->VolumeTotalOriginal;
|
|
1683
|
+
data["TimeCondition"] = task_data->TimeCondition;
|
|
1684
|
+
data["GTDDate"] = toUtf(task_data->GTDDate);
|
|
1685
|
+
data["VolumeCondition"] = task_data->VolumeCondition;
|
|
1686
|
+
data["MinVolume"] = task_data->MinVolume;
|
|
1687
|
+
data["ContingentCondition"] = task_data->ContingentCondition;
|
|
1688
|
+
data["StopPrice"] = task_data->StopPrice;
|
|
1689
|
+
data["ForceCloseReason"] = task_data->ForceCloseReason;
|
|
1690
|
+
data["IsAutoSuspend"] = task_data->IsAutoSuspend;
|
|
1691
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
1692
|
+
data["RequestID"] = task_data->RequestID;
|
|
1693
|
+
data["OrderLocalID"] = toUtf(task_data->OrderLocalID);
|
|
1694
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1695
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
1696
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
1697
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
1698
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
1699
|
+
data["InstallID"] = task_data->InstallID;
|
|
1700
|
+
data["OrderSubmitStatus"] = task_data->OrderSubmitStatus;
|
|
1701
|
+
data["NotifySequence"] = task_data->NotifySequence;
|
|
1702
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
1703
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
1704
|
+
data["OrderSysID"] = toUtf(task_data->OrderSysID);
|
|
1705
|
+
data["OrderSource"] = task_data->OrderSource;
|
|
1706
|
+
data["OrderStatus"] = task_data->OrderStatus;
|
|
1707
|
+
data["OrderType"] = task_data->OrderType;
|
|
1708
|
+
data["VolumeTraded"] = task_data->VolumeTraded;
|
|
1709
|
+
data["VolumeTotal"] = task_data->VolumeTotal;
|
|
1710
|
+
data["InsertDate"] = toUtf(task_data->InsertDate);
|
|
1711
|
+
data["InsertTime"] = toUtf(task_data->InsertTime);
|
|
1712
|
+
data["ActiveTime"] = toUtf(task_data->ActiveTime);
|
|
1713
|
+
data["SuspendTime"] = toUtf(task_data->SuspendTime);
|
|
1714
|
+
data["UpdateTime"] = toUtf(task_data->UpdateTime);
|
|
1715
|
+
data["CancelTime"] = toUtf(task_data->CancelTime);
|
|
1716
|
+
data["ActiveTraderID"] = toUtf(task_data->ActiveTraderID);
|
|
1717
|
+
data["ClearingPartID"] = toUtf(task_data->ClearingPartID);
|
|
1718
|
+
data["SequenceNo"] = task_data->SequenceNo;
|
|
1719
|
+
data["FrontID"] = task_data->FrontID;
|
|
1720
|
+
data["SessionID"] = task_data->SessionID;
|
|
1721
|
+
data["UserProductInfo"] = toUtf(task_data->UserProductInfo);
|
|
1722
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
1723
|
+
data["UserForceClose"] = task_data->UserForceClose;
|
|
1724
|
+
data["ActiveUserID"] = toUtf(task_data->ActiveUserID);
|
|
1725
|
+
data["BrokerOrderSeq"] = task_data->BrokerOrderSeq;
|
|
1726
|
+
data["RelativeOrderSysID"] = toUtf(task_data->RelativeOrderSysID);
|
|
1727
|
+
data["ZCETotalTradedVolume"] = task_data->ZCETotalTradedVolume;
|
|
1728
|
+
data["IsSwapOrder"] = task_data->IsSwapOrder;
|
|
1729
|
+
data["BranchID"] = toUtf(task_data->BranchID);
|
|
1730
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
1731
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
1732
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
1733
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
1734
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
1735
|
+
delete task_data;
|
|
1736
|
+
}
|
|
1737
|
+
this->onRtnOrder(data);
|
|
1738
|
+
};
|
|
1739
|
+
|
|
1740
|
+
void TdApi::processRtnTrade(Task *task)
|
|
1741
|
+
{
|
|
1742
|
+
gil_scoped_acquire acquire;
|
|
1743
|
+
dict data;
|
|
1744
|
+
if (task->task_data)
|
|
1745
|
+
{
|
|
1746
|
+
CThostFtdcTradeField *task_data = (CThostFtdcTradeField*)task->task_data;
|
|
1747
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1748
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1749
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1750
|
+
data["OrderRef"] = toUtf(task_data->OrderRef);
|
|
1751
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
1752
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1753
|
+
data["TradeID"] = toUtf(task_data->TradeID);
|
|
1754
|
+
data["Direction"] = task_data->Direction;
|
|
1755
|
+
data["OrderSysID"] = toUtf(task_data->OrderSysID);
|
|
1756
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
1757
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
1758
|
+
data["TradingRole"] = task_data->TradingRole;
|
|
1759
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
1760
|
+
data["OffsetFlag"] = task_data->OffsetFlag;
|
|
1761
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
1762
|
+
data["Price"] = task_data->Price;
|
|
1763
|
+
data["Volume"] = task_data->Volume;
|
|
1764
|
+
data["TradeDate"] = toUtf(task_data->TradeDate);
|
|
1765
|
+
data["TradeTime"] = toUtf(task_data->TradeTime);
|
|
1766
|
+
data["TradeType"] = task_data->TradeType;
|
|
1767
|
+
data["PriceSource"] = task_data->PriceSource;
|
|
1768
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
1769
|
+
data["OrderLocalID"] = toUtf(task_data->OrderLocalID);
|
|
1770
|
+
data["ClearingPartID"] = toUtf(task_data->ClearingPartID);
|
|
1771
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
1772
|
+
data["SequenceNo"] = task_data->SequenceNo;
|
|
1773
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
1774
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
1775
|
+
data["BrokerOrderSeq"] = task_data->BrokerOrderSeq;
|
|
1776
|
+
data["TradeSource"] = task_data->TradeSource;
|
|
1777
|
+
delete task_data;
|
|
1778
|
+
}
|
|
1779
|
+
this->onRtnTrade(data);
|
|
1780
|
+
};
|
|
1781
|
+
|
|
1782
|
+
void TdApi::processErrRtnOrderInsert(Task *task)
|
|
1783
|
+
{
|
|
1784
|
+
gil_scoped_acquire acquire;
|
|
1785
|
+
dict data;
|
|
1786
|
+
if (task->task_data)
|
|
1787
|
+
{
|
|
1788
|
+
CThostFtdcInputOrderField *task_data = (CThostFtdcInputOrderField*)task->task_data;
|
|
1789
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1790
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1791
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1792
|
+
data["OrderRef"] = toUtf(task_data->OrderRef);
|
|
1793
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
1794
|
+
data["OrderPriceType"] = task_data->OrderPriceType;
|
|
1795
|
+
data["Direction"] = task_data->Direction;
|
|
1796
|
+
data["CombOffsetFlag"] = toUtf(task_data->CombOffsetFlag);
|
|
1797
|
+
data["CombHedgeFlag"] = toUtf(task_data->CombHedgeFlag);
|
|
1798
|
+
data["LimitPrice"] = task_data->LimitPrice;
|
|
1799
|
+
data["VolumeTotalOriginal"] = task_data->VolumeTotalOriginal;
|
|
1800
|
+
data["TimeCondition"] = task_data->TimeCondition;
|
|
1801
|
+
data["GTDDate"] = toUtf(task_data->GTDDate);
|
|
1802
|
+
data["VolumeCondition"] = task_data->VolumeCondition;
|
|
1803
|
+
data["MinVolume"] = task_data->MinVolume;
|
|
1804
|
+
data["ContingentCondition"] = task_data->ContingentCondition;
|
|
1805
|
+
data["StopPrice"] = task_data->StopPrice;
|
|
1806
|
+
data["ForceCloseReason"] = task_data->ForceCloseReason;
|
|
1807
|
+
data["IsAutoSuspend"] = task_data->IsAutoSuspend;
|
|
1808
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
1809
|
+
data["RequestID"] = task_data->RequestID;
|
|
1810
|
+
data["UserForceClose"] = task_data->UserForceClose;
|
|
1811
|
+
data["IsSwapOrder"] = task_data->IsSwapOrder;
|
|
1812
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1813
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
1814
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
1815
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
1816
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
1817
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
1818
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
1819
|
+
delete task_data;
|
|
1820
|
+
}
|
|
1821
|
+
dict error;
|
|
1822
|
+
if (task->task_error)
|
|
1823
|
+
{
|
|
1824
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1825
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1826
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1827
|
+
delete task_error;
|
|
1828
|
+
}
|
|
1829
|
+
this->onErrRtnOrderInsert(data, error);
|
|
1830
|
+
};
|
|
1831
|
+
|
|
1832
|
+
void TdApi::processErrRtnOrderAction(Task *task)
|
|
1833
|
+
{
|
|
1834
|
+
gil_scoped_acquire acquire;
|
|
1835
|
+
dict data;
|
|
1836
|
+
if (task->task_data)
|
|
1837
|
+
{
|
|
1838
|
+
CThostFtdcOrderActionField *task_data = (CThostFtdcOrderActionField*)task->task_data;
|
|
1839
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1840
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1841
|
+
data["OrderActionRef"] = task_data->OrderActionRef;
|
|
1842
|
+
data["OrderRef"] = toUtf(task_data->OrderRef);
|
|
1843
|
+
data["RequestID"] = task_data->RequestID;
|
|
1844
|
+
data["FrontID"] = task_data->FrontID;
|
|
1845
|
+
data["SessionID"] = task_data->SessionID;
|
|
1846
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1847
|
+
data["OrderSysID"] = toUtf(task_data->OrderSysID);
|
|
1848
|
+
data["ActionFlag"] = task_data->ActionFlag;
|
|
1849
|
+
data["LimitPrice"] = task_data->LimitPrice;
|
|
1850
|
+
data["VolumeChange"] = task_data->VolumeChange;
|
|
1851
|
+
data["ActionDate"] = toUtf(task_data->ActionDate);
|
|
1852
|
+
data["ActionTime"] = toUtf(task_data->ActionTime);
|
|
1853
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
1854
|
+
data["InstallID"] = task_data->InstallID;
|
|
1855
|
+
data["OrderLocalID"] = toUtf(task_data->OrderLocalID);
|
|
1856
|
+
data["ActionLocalID"] = toUtf(task_data->ActionLocalID);
|
|
1857
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
1858
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
1859
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
1860
|
+
data["OrderActionStatus"] = task_data->OrderActionStatus;
|
|
1861
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
1862
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
1863
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1864
|
+
data["BranchID"] = toUtf(task_data->BranchID);
|
|
1865
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
1866
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
1867
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
1868
|
+
delete task_data;
|
|
1869
|
+
}
|
|
1870
|
+
dict error;
|
|
1871
|
+
if (task->task_error)
|
|
1872
|
+
{
|
|
1873
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1874
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1875
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1876
|
+
delete task_error;
|
|
1877
|
+
}
|
|
1878
|
+
this->onErrRtnOrderAction(data, error);
|
|
1879
|
+
};
|
|
1880
|
+
|
|
1881
|
+
void TdApi::processRtnInstrumentStatus(Task *task)
|
|
1882
|
+
{
|
|
1883
|
+
gil_scoped_acquire acquire;
|
|
1884
|
+
dict data;
|
|
1885
|
+
if (task->task_data)
|
|
1886
|
+
{
|
|
1887
|
+
CThostFtdcInstrumentStatusField *task_data = (CThostFtdcInstrumentStatusField*)task->task_data;
|
|
1888
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1889
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
1890
|
+
data["SettlementGroupID"] = toUtf(task_data->SettlementGroupID);
|
|
1891
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1892
|
+
data["InstrumentStatus"] = task_data->InstrumentStatus;
|
|
1893
|
+
data["TradingSegmentSN"] = task_data->TradingSegmentSN;
|
|
1894
|
+
data["EnterTime"] = toUtf(task_data->EnterTime);
|
|
1895
|
+
data["EnterReason"] = task_data->EnterReason;
|
|
1896
|
+
delete task_data;
|
|
1897
|
+
}
|
|
1898
|
+
this->onRtnInstrumentStatus(data);
|
|
1899
|
+
};
|
|
1900
|
+
|
|
1901
|
+
void TdApi::processRtnExecOrder(Task *task)
|
|
1902
|
+
{
|
|
1903
|
+
gil_scoped_acquire acquire;
|
|
1904
|
+
dict data;
|
|
1905
|
+
if (task->task_data)
|
|
1906
|
+
{
|
|
1907
|
+
CThostFtdcExecOrderField *task_data = (CThostFtdcExecOrderField*)task->task_data;
|
|
1908
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1909
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1910
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1911
|
+
data["ExecOrderRef"] = toUtf(task_data->ExecOrderRef);
|
|
1912
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
1913
|
+
data["Volume"] = task_data->Volume;
|
|
1914
|
+
data["RequestID"] = task_data->RequestID;
|
|
1915
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
1916
|
+
data["OffsetFlag"] = task_data->OffsetFlag;
|
|
1917
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
1918
|
+
data["ActionType"] = task_data->ActionType;
|
|
1919
|
+
data["PosiDirection"] = task_data->PosiDirection;
|
|
1920
|
+
data["ReservePositionFlag"] = task_data->ReservePositionFlag;
|
|
1921
|
+
data["CloseFlag"] = task_data->CloseFlag;
|
|
1922
|
+
data["ExecOrderLocalID"] = toUtf(task_data->ExecOrderLocalID);
|
|
1923
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1924
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
1925
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
1926
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
1927
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
1928
|
+
data["InstallID"] = task_data->InstallID;
|
|
1929
|
+
data["OrderSubmitStatus"] = task_data->OrderSubmitStatus;
|
|
1930
|
+
data["NotifySequence"] = task_data->NotifySequence;
|
|
1931
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
1932
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
1933
|
+
data["ExecOrderSysID"] = toUtf(task_data->ExecOrderSysID);
|
|
1934
|
+
data["InsertDate"] = toUtf(task_data->InsertDate);
|
|
1935
|
+
data["InsertTime"] = toUtf(task_data->InsertTime);
|
|
1936
|
+
data["CancelTime"] = toUtf(task_data->CancelTime);
|
|
1937
|
+
data["ExecResult"] = task_data->ExecResult;
|
|
1938
|
+
data["ClearingPartID"] = toUtf(task_data->ClearingPartID);
|
|
1939
|
+
data["SequenceNo"] = task_data->SequenceNo;
|
|
1940
|
+
data["FrontID"] = task_data->FrontID;
|
|
1941
|
+
data["SessionID"] = task_data->SessionID;
|
|
1942
|
+
data["UserProductInfo"] = toUtf(task_data->UserProductInfo);
|
|
1943
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
1944
|
+
data["ActiveUserID"] = toUtf(task_data->ActiveUserID);
|
|
1945
|
+
data["BrokerExecOrderSeq"] = task_data->BrokerExecOrderSeq;
|
|
1946
|
+
data["BranchID"] = toUtf(task_data->BranchID);
|
|
1947
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
1948
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
1949
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
1950
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
1951
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
1952
|
+
delete task_data;
|
|
1953
|
+
}
|
|
1954
|
+
this->onRtnExecOrder(data);
|
|
1955
|
+
};
|
|
1956
|
+
|
|
1957
|
+
void TdApi::processErrRtnExecOrderInsert(Task *task)
|
|
1958
|
+
{
|
|
1959
|
+
gil_scoped_acquire acquire;
|
|
1960
|
+
dict data;
|
|
1961
|
+
if (task->task_data)
|
|
1962
|
+
{
|
|
1963
|
+
CThostFtdcInputExecOrderField *task_data = (CThostFtdcInputExecOrderField*)task->task_data;
|
|
1964
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
1965
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
1966
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
1967
|
+
data["ExecOrderRef"] = toUtf(task_data->ExecOrderRef);
|
|
1968
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
1969
|
+
data["Volume"] = task_data->Volume;
|
|
1970
|
+
data["RequestID"] = task_data->RequestID;
|
|
1971
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
1972
|
+
data["OffsetFlag"] = task_data->OffsetFlag;
|
|
1973
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
1974
|
+
data["ActionType"] = task_data->ActionType;
|
|
1975
|
+
data["PosiDirection"] = task_data->PosiDirection;
|
|
1976
|
+
data["ReservePositionFlag"] = task_data->ReservePositionFlag;
|
|
1977
|
+
data["CloseFlag"] = task_data->CloseFlag;
|
|
1978
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
1979
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
1980
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
1981
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
1982
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
1983
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
1984
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
1985
|
+
delete task_data;
|
|
1986
|
+
}
|
|
1987
|
+
dict error;
|
|
1988
|
+
if (task->task_error)
|
|
1989
|
+
{
|
|
1990
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
1991
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
1992
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
1993
|
+
delete task_error;
|
|
1994
|
+
}
|
|
1995
|
+
this->onErrRtnExecOrderInsert(data, error);
|
|
1996
|
+
};
|
|
1997
|
+
|
|
1998
|
+
void TdApi::processErrRtnExecOrderAction(Task *task)
|
|
1999
|
+
{
|
|
2000
|
+
gil_scoped_acquire acquire;
|
|
2001
|
+
dict data;
|
|
2002
|
+
if (task->task_data)
|
|
2003
|
+
{
|
|
2004
|
+
CThostFtdcExecOrderActionField *task_data = (CThostFtdcExecOrderActionField*)task->task_data;
|
|
2005
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
2006
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
2007
|
+
data["ExecOrderActionRef"] = task_data->ExecOrderActionRef;
|
|
2008
|
+
data["ExecOrderRef"] = toUtf(task_data->ExecOrderRef);
|
|
2009
|
+
data["RequestID"] = task_data->RequestID;
|
|
2010
|
+
data["FrontID"] = task_data->FrontID;
|
|
2011
|
+
data["SessionID"] = task_data->SessionID;
|
|
2012
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
2013
|
+
data["ExecOrderSysID"] = toUtf(task_data->ExecOrderSysID);
|
|
2014
|
+
data["ActionFlag"] = task_data->ActionFlag;
|
|
2015
|
+
data["ActionDate"] = toUtf(task_data->ActionDate);
|
|
2016
|
+
data["ActionTime"] = toUtf(task_data->ActionTime);
|
|
2017
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
2018
|
+
data["InstallID"] = task_data->InstallID;
|
|
2019
|
+
data["ExecOrderLocalID"] = toUtf(task_data->ExecOrderLocalID);
|
|
2020
|
+
data["ActionLocalID"] = toUtf(task_data->ActionLocalID);
|
|
2021
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
2022
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
2023
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
2024
|
+
data["OrderActionStatus"] = task_data->OrderActionStatus;
|
|
2025
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
2026
|
+
data["ActionType"] = task_data->ActionType;
|
|
2027
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
2028
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
2029
|
+
data["BranchID"] = toUtf(task_data->BranchID);
|
|
2030
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
2031
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
2032
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
2033
|
+
delete task_data;
|
|
2034
|
+
}
|
|
2035
|
+
dict error;
|
|
2036
|
+
if (task->task_error)
|
|
2037
|
+
{
|
|
2038
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
2039
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
2040
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
2041
|
+
delete task_error;
|
|
2042
|
+
}
|
|
2043
|
+
this->onErrRtnExecOrderAction(data, error);
|
|
2044
|
+
};
|
|
2045
|
+
|
|
2046
|
+
void TdApi::processErrRtnForQuoteInsert(Task *task)
|
|
2047
|
+
{
|
|
2048
|
+
gil_scoped_acquire acquire;
|
|
2049
|
+
dict data;
|
|
2050
|
+
if (task->task_data)
|
|
2051
|
+
{
|
|
2052
|
+
CThostFtdcInputForQuoteField *task_data = (CThostFtdcInputForQuoteField*)task->task_data;
|
|
2053
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
2054
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
2055
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
2056
|
+
data["ForQuoteRef"] = toUtf(task_data->ForQuoteRef);
|
|
2057
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
2058
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
2059
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
2060
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
2061
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
2062
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
2063
|
+
delete task_data;
|
|
2064
|
+
}
|
|
2065
|
+
dict error;
|
|
2066
|
+
if (task->task_error)
|
|
2067
|
+
{
|
|
2068
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
2069
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
2070
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
2071
|
+
delete task_error;
|
|
2072
|
+
}
|
|
2073
|
+
this->onErrRtnForQuoteInsert(data, error);
|
|
2074
|
+
};
|
|
2075
|
+
|
|
2076
|
+
void TdApi::processRtnQuote(Task *task)
|
|
2077
|
+
{
|
|
2078
|
+
gil_scoped_acquire acquire;
|
|
2079
|
+
dict data;
|
|
2080
|
+
if (task->task_data)
|
|
2081
|
+
{
|
|
2082
|
+
CThostFtdcQuoteField *task_data = (CThostFtdcQuoteField*)task->task_data;
|
|
2083
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
2084
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
2085
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
2086
|
+
data["QuoteRef"] = toUtf(task_data->QuoteRef);
|
|
2087
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
2088
|
+
data["AskPrice"] = task_data->AskPrice;
|
|
2089
|
+
data["BidPrice"] = task_data->BidPrice;
|
|
2090
|
+
data["AskVolume"] = task_data->AskVolume;
|
|
2091
|
+
data["BidVolume"] = task_data->BidVolume;
|
|
2092
|
+
data["RequestID"] = task_data->RequestID;
|
|
2093
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
2094
|
+
data["AskOffsetFlag"] = task_data->AskOffsetFlag;
|
|
2095
|
+
data["BidOffsetFlag"] = task_data->BidOffsetFlag;
|
|
2096
|
+
data["AskHedgeFlag"] = task_data->AskHedgeFlag;
|
|
2097
|
+
data["BidHedgeFlag"] = task_data->BidHedgeFlag;
|
|
2098
|
+
data["QuoteLocalID"] = toUtf(task_data->QuoteLocalID);
|
|
2099
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
2100
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
2101
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
2102
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
2103
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
2104
|
+
data["InstallID"] = task_data->InstallID;
|
|
2105
|
+
data["NotifySequence"] = task_data->NotifySequence;
|
|
2106
|
+
data["OrderSubmitStatus"] = task_data->OrderSubmitStatus;
|
|
2107
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
2108
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
2109
|
+
data["QuoteSysID"] = toUtf(task_data->QuoteSysID);
|
|
2110
|
+
data["InsertDate"] = toUtf(task_data->InsertDate);
|
|
2111
|
+
data["InsertTime"] = toUtf(task_data->InsertTime);
|
|
2112
|
+
data["CancelTime"] = toUtf(task_data->CancelTime);
|
|
2113
|
+
data["QuoteStatus"] = task_data->QuoteStatus;
|
|
2114
|
+
data["ClearingPartID"] = toUtf(task_data->ClearingPartID);
|
|
2115
|
+
data["SequenceNo"] = task_data->SequenceNo;
|
|
2116
|
+
data["AskOrderSysID"] = toUtf(task_data->AskOrderSysID);
|
|
2117
|
+
data["BidOrderSysID"] = toUtf(task_data->BidOrderSysID);
|
|
2118
|
+
data["FrontID"] = task_data->FrontID;
|
|
2119
|
+
data["SessionID"] = task_data->SessionID;
|
|
2120
|
+
data["UserProductInfo"] = toUtf(task_data->UserProductInfo);
|
|
2121
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
2122
|
+
data["ActiveUserID"] = toUtf(task_data->ActiveUserID);
|
|
2123
|
+
data["BrokerQuoteSeq"] = task_data->BrokerQuoteSeq;
|
|
2124
|
+
data["AskOrderRef"] = toUtf(task_data->AskOrderRef);
|
|
2125
|
+
data["BidOrderRef"] = toUtf(task_data->BidOrderRef);
|
|
2126
|
+
data["ForQuoteSysID"] = toUtf(task_data->ForQuoteSysID);
|
|
2127
|
+
data["BranchID"] = toUtf(task_data->BranchID);
|
|
2128
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
2129
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
2130
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
2131
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
2132
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
2133
|
+
data["ReplaceSysID"] = toUtf(task_data->ReplaceSysID);
|
|
2134
|
+
delete task_data;
|
|
2135
|
+
}
|
|
2136
|
+
this->onRtnQuote(data);
|
|
2137
|
+
};
|
|
2138
|
+
|
|
2139
|
+
void TdApi::processErrRtnQuoteInsert(Task *task)
|
|
2140
|
+
{
|
|
2141
|
+
gil_scoped_acquire acquire;
|
|
2142
|
+
dict data;
|
|
2143
|
+
if (task->task_data)
|
|
2144
|
+
{
|
|
2145
|
+
CThostFtdcInputQuoteField *task_data = (CThostFtdcInputQuoteField*)task->task_data;
|
|
2146
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
2147
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
2148
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
2149
|
+
data["QuoteRef"] = toUtf(task_data->QuoteRef);
|
|
2150
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
2151
|
+
data["AskPrice"] = task_data->AskPrice;
|
|
2152
|
+
data["BidPrice"] = task_data->BidPrice;
|
|
2153
|
+
data["AskVolume"] = task_data->AskVolume;
|
|
2154
|
+
data["BidVolume"] = task_data->BidVolume;
|
|
2155
|
+
data["RequestID"] = task_data->RequestID;
|
|
2156
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
2157
|
+
data["AskOffsetFlag"] = task_data->AskOffsetFlag;
|
|
2158
|
+
data["BidOffsetFlag"] = task_data->BidOffsetFlag;
|
|
2159
|
+
data["AskHedgeFlag"] = task_data->AskHedgeFlag;
|
|
2160
|
+
data["BidHedgeFlag"] = task_data->BidHedgeFlag;
|
|
2161
|
+
data["AskOrderRef"] = toUtf(task_data->AskOrderRef);
|
|
2162
|
+
data["BidOrderRef"] = toUtf(task_data->BidOrderRef);
|
|
2163
|
+
data["ForQuoteSysID"] = toUtf(task_data->ForQuoteSysID);
|
|
2164
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
2165
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
2166
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
2167
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
2168
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
2169
|
+
data["ReplaceSysID"] = toUtf(task_data->ReplaceSysID);
|
|
2170
|
+
delete task_data;
|
|
2171
|
+
}
|
|
2172
|
+
dict error;
|
|
2173
|
+
if (task->task_error)
|
|
2174
|
+
{
|
|
2175
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
2176
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
2177
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
2178
|
+
delete task_error;
|
|
2179
|
+
}
|
|
2180
|
+
this->onErrRtnQuoteInsert(data, error);
|
|
2181
|
+
};
|
|
2182
|
+
|
|
2183
|
+
void TdApi::processErrRtnQuoteAction(Task *task)
|
|
2184
|
+
{
|
|
2185
|
+
gil_scoped_acquire acquire;
|
|
2186
|
+
dict data;
|
|
2187
|
+
if (task->task_data)
|
|
2188
|
+
{
|
|
2189
|
+
CThostFtdcQuoteActionField *task_data = (CThostFtdcQuoteActionField*)task->task_data;
|
|
2190
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
2191
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
2192
|
+
data["QuoteActionRef"] = task_data->QuoteActionRef;
|
|
2193
|
+
data["QuoteRef"] = toUtf(task_data->QuoteRef);
|
|
2194
|
+
data["RequestID"] = task_data->RequestID;
|
|
2195
|
+
data["FrontID"] = task_data->FrontID;
|
|
2196
|
+
data["SessionID"] = task_data->SessionID;
|
|
2197
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
2198
|
+
data["QuoteSysID"] = toUtf(task_data->QuoteSysID);
|
|
2199
|
+
data["ActionFlag"] = task_data->ActionFlag;
|
|
2200
|
+
data["ActionDate"] = toUtf(task_data->ActionDate);
|
|
2201
|
+
data["ActionTime"] = toUtf(task_data->ActionTime);
|
|
2202
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
2203
|
+
data["InstallID"] = task_data->InstallID;
|
|
2204
|
+
data["QuoteLocalID"] = toUtf(task_data->QuoteLocalID);
|
|
2205
|
+
data["ActionLocalID"] = toUtf(task_data->ActionLocalID);
|
|
2206
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
2207
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
2208
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
2209
|
+
data["OrderActionStatus"] = task_data->OrderActionStatus;
|
|
2210
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
2211
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
2212
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
2213
|
+
data["BranchID"] = toUtf(task_data->BranchID);
|
|
2214
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
2215
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
2216
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
2217
|
+
delete task_data;
|
|
2218
|
+
}
|
|
2219
|
+
dict error;
|
|
2220
|
+
if (task->task_error)
|
|
2221
|
+
{
|
|
2222
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
2223
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
2224
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
2225
|
+
delete task_error;
|
|
2226
|
+
}
|
|
2227
|
+
this->onErrRtnQuoteAction(data, error);
|
|
2228
|
+
};
|
|
2229
|
+
|
|
2230
|
+
void TdApi::processRtnForQuoteRsp(Task *task)
|
|
2231
|
+
{
|
|
2232
|
+
gil_scoped_acquire acquire;
|
|
2233
|
+
dict data;
|
|
2234
|
+
if (task->task_data)
|
|
2235
|
+
{
|
|
2236
|
+
CThostFtdcForQuoteRspField *task_data = (CThostFtdcForQuoteRspField*)task->task_data;
|
|
2237
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
2238
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
2239
|
+
data["ForQuoteSysID"] = toUtf(task_data->ForQuoteSysID);
|
|
2240
|
+
data["ForQuoteTime"] = toUtf(task_data->ForQuoteTime);
|
|
2241
|
+
data["ActionDay"] = toUtf(task_data->ActionDay);
|
|
2242
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
2243
|
+
delete task_data;
|
|
2244
|
+
}
|
|
2245
|
+
this->onRtnForQuoteRsp(data);
|
|
2246
|
+
};
|
|
2247
|
+
|
|
2248
|
+
void TdApi::processErrRtnBatchOrderAction(Task *task)
|
|
2249
|
+
{
|
|
2250
|
+
gil_scoped_acquire acquire;
|
|
2251
|
+
dict data;
|
|
2252
|
+
if (task->task_data)
|
|
2253
|
+
{
|
|
2254
|
+
CThostFtdcBatchOrderActionField *task_data = (CThostFtdcBatchOrderActionField*)task->task_data;
|
|
2255
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
2256
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
2257
|
+
data["OrderActionRef"] = task_data->OrderActionRef;
|
|
2258
|
+
data["RequestID"] = task_data->RequestID;
|
|
2259
|
+
data["FrontID"] = task_data->FrontID;
|
|
2260
|
+
data["SessionID"] = task_data->SessionID;
|
|
2261
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
2262
|
+
data["ActionDate"] = toUtf(task_data->ActionDate);
|
|
2263
|
+
data["ActionTime"] = toUtf(task_data->ActionTime);
|
|
2264
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
2265
|
+
data["InstallID"] = task_data->InstallID;
|
|
2266
|
+
data["ActionLocalID"] = toUtf(task_data->ActionLocalID);
|
|
2267
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
2268
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
2269
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
2270
|
+
data["OrderActionStatus"] = task_data->OrderActionStatus;
|
|
2271
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
2272
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
2273
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
2274
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
2275
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
2276
|
+
delete task_data;
|
|
2277
|
+
}
|
|
2278
|
+
dict error;
|
|
2279
|
+
if (task->task_error)
|
|
2280
|
+
{
|
|
2281
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
2282
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
2283
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
2284
|
+
delete task_error;
|
|
2285
|
+
}
|
|
2286
|
+
this->onErrRtnBatchOrderAction(data, error);
|
|
2287
|
+
};
|
|
2288
|
+
|
|
2289
|
+
void TdApi::processRtnOptionSelfClose(Task *task)
|
|
2290
|
+
{
|
|
2291
|
+
gil_scoped_acquire acquire;
|
|
2292
|
+
dict data;
|
|
2293
|
+
if (task->task_data)
|
|
2294
|
+
{
|
|
2295
|
+
CThostFtdcOptionSelfCloseField *task_data = (CThostFtdcOptionSelfCloseField*)task->task_data;
|
|
2296
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
2297
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
2298
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
2299
|
+
data["OptionSelfCloseRef"] = toUtf(task_data->OptionSelfCloseRef);
|
|
2300
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
2301
|
+
data["Volume"] = task_data->Volume;
|
|
2302
|
+
data["RequestID"] = task_data->RequestID;
|
|
2303
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
2304
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
2305
|
+
data["OptSelfCloseFlag"] = task_data->OptSelfCloseFlag;
|
|
2306
|
+
data["OptionSelfCloseLocalID"] = toUtf(task_data->OptionSelfCloseLocalID);
|
|
2307
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
2308
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
2309
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
2310
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
2311
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
2312
|
+
data["InstallID"] = task_data->InstallID;
|
|
2313
|
+
data["OrderSubmitStatus"] = task_data->OrderSubmitStatus;
|
|
2314
|
+
data["NotifySequence"] = task_data->NotifySequence;
|
|
2315
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
2316
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
2317
|
+
data["OptionSelfCloseSysID"] = toUtf(task_data->OptionSelfCloseSysID);
|
|
2318
|
+
data["InsertDate"] = toUtf(task_data->InsertDate);
|
|
2319
|
+
data["InsertTime"] = toUtf(task_data->InsertTime);
|
|
2320
|
+
data["CancelTime"] = toUtf(task_data->CancelTime);
|
|
2321
|
+
data["ExecResult"] = task_data->ExecResult;
|
|
2322
|
+
data["ClearingPartID"] = toUtf(task_data->ClearingPartID);
|
|
2323
|
+
data["SequenceNo"] = task_data->SequenceNo;
|
|
2324
|
+
data["FrontID"] = task_data->FrontID;
|
|
2325
|
+
data["SessionID"] = task_data->SessionID;
|
|
2326
|
+
data["UserProductInfo"] = toUtf(task_data->UserProductInfo);
|
|
2327
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
2328
|
+
data["ActiveUserID"] = toUtf(task_data->ActiveUserID);
|
|
2329
|
+
data["BrokerOptionSelfCloseSeq"] = task_data->BrokerOptionSelfCloseSeq;
|
|
2330
|
+
data["BranchID"] = toUtf(task_data->BranchID);
|
|
2331
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
2332
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
2333
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
2334
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
2335
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
2336
|
+
delete task_data;
|
|
2337
|
+
}
|
|
2338
|
+
this->onRtnOptionSelfClose(data);
|
|
2339
|
+
};
|
|
2340
|
+
|
|
2341
|
+
void TdApi::processErrRtnOptionSelfCloseInsert(Task *task)
|
|
2342
|
+
{
|
|
2343
|
+
gil_scoped_acquire acquire;
|
|
2344
|
+
dict data;
|
|
2345
|
+
if (task->task_data)
|
|
2346
|
+
{
|
|
2347
|
+
CThostFtdcInputOptionSelfCloseField *task_data = (CThostFtdcInputOptionSelfCloseField*)task->task_data;
|
|
2348
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
2349
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
2350
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
2351
|
+
data["OptionSelfCloseRef"] = toUtf(task_data->OptionSelfCloseRef);
|
|
2352
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
2353
|
+
data["Volume"] = task_data->Volume;
|
|
2354
|
+
data["RequestID"] = task_data->RequestID;
|
|
2355
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
2356
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
2357
|
+
data["OptSelfCloseFlag"] = task_data->OptSelfCloseFlag;
|
|
2358
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
2359
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
2360
|
+
data["AccountID"] = toUtf(task_data->AccountID);
|
|
2361
|
+
data["CurrencyID"] = toUtf(task_data->CurrencyID);
|
|
2362
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
2363
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
2364
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
2365
|
+
delete task_data;
|
|
2366
|
+
}
|
|
2367
|
+
dict error;
|
|
2368
|
+
if (task->task_error)
|
|
2369
|
+
{
|
|
2370
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
2371
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
2372
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
2373
|
+
delete task_error;
|
|
2374
|
+
}
|
|
2375
|
+
this->onErrRtnOptionSelfCloseInsert(data, error);
|
|
2376
|
+
};
|
|
2377
|
+
|
|
2378
|
+
void TdApi::processErrRtnOptionSelfCloseAction(Task *task)
|
|
2379
|
+
{
|
|
2380
|
+
gil_scoped_acquire acquire;
|
|
2381
|
+
dict data;
|
|
2382
|
+
if (task->task_data)
|
|
2383
|
+
{
|
|
2384
|
+
CThostFtdcOptionSelfCloseActionField *task_data = (CThostFtdcOptionSelfCloseActionField*)task->task_data;
|
|
2385
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
2386
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
2387
|
+
data["OptionSelfCloseActionRef"] = task_data->OptionSelfCloseActionRef;
|
|
2388
|
+
data["OptionSelfCloseRef"] = toUtf(task_data->OptionSelfCloseRef);
|
|
2389
|
+
data["RequestID"] = task_data->RequestID;
|
|
2390
|
+
data["FrontID"] = task_data->FrontID;
|
|
2391
|
+
data["SessionID"] = task_data->SessionID;
|
|
2392
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
2393
|
+
data["OptionSelfCloseSysID"] = toUtf(task_data->OptionSelfCloseSysID);
|
|
2394
|
+
data["ActionFlag"] = task_data->ActionFlag;
|
|
2395
|
+
data["ActionDate"] = toUtf(task_data->ActionDate);
|
|
2396
|
+
data["ActionTime"] = toUtf(task_data->ActionTime);
|
|
2397
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
2398
|
+
data["InstallID"] = task_data->InstallID;
|
|
2399
|
+
data["OptionSelfCloseLocalID"] = toUtf(task_data->OptionSelfCloseLocalID);
|
|
2400
|
+
data["ActionLocalID"] = toUtf(task_data->ActionLocalID);
|
|
2401
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
2402
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
2403
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
2404
|
+
data["OrderActionStatus"] = task_data->OrderActionStatus;
|
|
2405
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
2406
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
2407
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
2408
|
+
data["BranchID"] = toUtf(task_data->BranchID);
|
|
2409
|
+
data["InvestUnitID"] = toUtf(task_data->InvestUnitID);
|
|
2410
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
2411
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
2412
|
+
delete task_data;
|
|
2413
|
+
}
|
|
2414
|
+
dict error;
|
|
2415
|
+
if (task->task_error)
|
|
2416
|
+
{
|
|
2417
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
2418
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
2419
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
2420
|
+
delete task_error;
|
|
2421
|
+
}
|
|
2422
|
+
this->onErrRtnOptionSelfCloseAction(data, error);
|
|
2423
|
+
};
|
|
2424
|
+
|
|
2425
|
+
void TdApi::processRtnCombAction(Task *task)
|
|
2426
|
+
{
|
|
2427
|
+
gil_scoped_acquire acquire;
|
|
2428
|
+
dict data;
|
|
2429
|
+
if (task->task_data)
|
|
2430
|
+
{
|
|
2431
|
+
CThostFtdcCombActionField *task_data = (CThostFtdcCombActionField*)task->task_data;
|
|
2432
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
2433
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
2434
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
2435
|
+
data["CombActionRef"] = toUtf(task_data->CombActionRef);
|
|
2436
|
+
data["UserID"] = toUtf(task_data->UserID);
|
|
2437
|
+
data["Direction"] = task_data->Direction;
|
|
2438
|
+
data["Volume"] = task_data->Volume;
|
|
2439
|
+
data["CombDirection"] = task_data->CombDirection;
|
|
2440
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
2441
|
+
data["BusinessUnit"] = toUtf(task_data->BusinessUnit);
|
|
2442
|
+
data["ActionLocalID"] = toUtf(task_data->ActionLocalID);
|
|
2443
|
+
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
|
2444
|
+
data["ParticipantID"] = toUtf(task_data->ParticipantID);
|
|
2445
|
+
data["ClientID"] = toUtf(task_data->ClientID);
|
|
2446
|
+
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
|
2447
|
+
data["TraderID"] = toUtf(task_data->TraderID);
|
|
2448
|
+
data["InstallID"] = task_data->InstallID;
|
|
2449
|
+
data["ActionStatus"] = task_data->ActionStatus;
|
|
2450
|
+
data["NotifySequence"] = task_data->NotifySequence;
|
|
2451
|
+
data["TradingDay"] = toUtf(task_data->TradingDay);
|
|
2452
|
+
data["SettlementID"] = task_data->SettlementID;
|
|
2453
|
+
data["SequenceNo"] = task_data->SequenceNo;
|
|
2454
|
+
data["FrontID"] = task_data->FrontID;
|
|
2455
|
+
data["SessionID"] = task_data->SessionID;
|
|
2456
|
+
data["UserProductInfo"] = toUtf(task_data->UserProductInfo);
|
|
2457
|
+
data["StatusMsg"] = toUtf(task_data->StatusMsg);
|
|
2458
|
+
data["IPAddress"] = toUtf(task_data->IPAddress);
|
|
2459
|
+
data["MacAddress"] = toUtf(task_data->MacAddress);
|
|
2460
|
+
data["ComTradeID"] = toUtf(task_data->ComTradeID);
|
|
2461
|
+
delete task_data;
|
|
2462
|
+
}
|
|
2463
|
+
this->onRtnCombAction(data);
|
|
2464
|
+
};
|
|
2465
|
+
|
|
2466
|
+
void TdApi::processRspQryInstrumentOrderCommRate(Task *task)
|
|
2467
|
+
{
|
|
2468
|
+
gil_scoped_acquire acquire;
|
|
2469
|
+
dict data;
|
|
2470
|
+
if (task->task_data)
|
|
2471
|
+
{
|
|
2472
|
+
CThostFtdcInstrumentOrderCommRateField *task_data = (CThostFtdcInstrumentOrderCommRateField*)task->task_data;
|
|
2473
|
+
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
|
2474
|
+
data["InvestorRange"] = task_data->InvestorRange;
|
|
2475
|
+
data["BrokerID"] = toUtf(task_data->BrokerID);
|
|
2476
|
+
data["InvestorID"] = toUtf(task_data->InvestorID);
|
|
2477
|
+
data["HedgeFlag"] = task_data->HedgeFlag;
|
|
2478
|
+
data["OrderCommByVolume"] = task_data->OrderCommByVolume;
|
|
2479
|
+
data["OrderActionCommByVolume"] = task_data->OrderActionCommByVolume;
|
|
2480
|
+
delete task_data;
|
|
2481
|
+
}
|
|
2482
|
+
dict error;
|
|
2483
|
+
if (task->task_error)
|
|
2484
|
+
{
|
|
2485
|
+
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
|
2486
|
+
error["ErrorID"] = task_error->ErrorID;
|
|
2487
|
+
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
|
2488
|
+
delete task_error;
|
|
2489
|
+
}
|
|
2490
|
+
this->onRspQryInstrumentOrderCommRate(data, error, task->task_id, task->task_last);
|
|
2491
|
+
};
|
|
2492
|
+
|