@Override
public void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField pDepthMarketData) {
// 直接在这里赋值，省去跳转的过程，优化
DepthMarketDataField md_row;
int md_index = myhandler.getInstrumentMap().get(pDepthMarketData.getInstrumentID());
md_row = (DepthMarketDataField) MainActivity.mdList.get(md_index);
md_row.setLastPrice(pDepthMarketData.getLastPrice());
md_row.setUp_down(pDepthMarketData.getLastPrice() - pDepthMarketData.getPreSettlementPrice());
md_row.setOpenInterest(pDepthMarketData.getOpenInterest());
md_row.setAskPrice1(pDepthMarketData.getAskPrice1());
md_row.setAskVolume1(pDepthMarketData.getAskVolume1());
md_row.setBidPrice1(pDepthMarketData.getBidPrice1());
md_row.setBidVolume1(pDepthMarketData.getBidVolume1());
md_row.setUpperLimitPrice(pDepthMarketData.getUpperLimitPrice());
Message msg = myhandler.obtainMessage(myhandler.getMD_SUB(), 1, 1, 0);
myhandler.sendMessage(msg); // 发送消息
if (TraderSpi.positionIndexMap.size() != 0) {
String longPosition = (md_row.getInstrumentID() + "0").toString();
String shortPosition = (md_row.getInstrumentID() + "1").toString();
// 多头持仓合约的行情来了
if (TraderSpi.positionIndexMap.get(longPosition) != null) {
int positioIndex = TraderSpi.positionIndexMap.get(longPosition);
PositionDetailField positionDetail = TraderSpi.positionsDetails_show.get(positioIndex);
InstrumentField instrumentField = TraderSpi.pInstrumentMap.get(md_row.getInstrumentID());
double positionProfitByTrade =
(md_row.getLastPrice() - positionDetail.getOpenPrice())
* positionDetail.getVolume()
* instrumentField.getVolumeMultiple();
positionDetail.setPositionProfitByTrade(positionProfitByTrade);
Message msg1 = myhandler.obtainMessage(myhandler.getTRADE_UPDATE_POSITION_BY_MD(), 1, 1, 0);
myhandler.sendMessage(msg1); // 发送消息
}
// 空头持仓合约的行情来了
if (TraderSpi.positionIndexMap.get(shortPosition) != null) {
int positioIndex_short = TraderSpi.positionIndexMap.get(shortPosition);
PositionDetailField positionDetail_short =
TraderSpi.positionsDetails_show.get(positioIndex_short);
InstrumentField instrumentField_short =
TraderSpi.pInstrumentMap.get(md_row.getInstrumentID());
double positionProfitByTrade =
(positionDetail_short.getOpenPrice() - md_row.getLastPrice())
* positionDetail_short.getVolume()
* instrumentField_short.getVolumeMultiple();
positionDetail_short.setPositionProfitByTrade(positionProfitByTrade);
Message msg2 = myhandler.obtainMessage(myhandler.getTRADE_UPDATE_POSITION_BY_MD(), 1, 1, 0);
myhandler.sendMessage(msg2); // 发送消息
}
}
}
