/// <summary>
/// query the instrument info
/// </summary>
/// <param name="symbol"></param>
/// <param name="product">limit the result to the specified product only, default value "UnknownType" means query all products</param>
/// <param name="exchange">limit the result to the specified exchange only, default value "NonExch" means query all exchanges</param>
/// <param name="maturityDate">limit the result to the specified maturity date YYYYMM only, default value "" means all maturity date</param>
/// <param name="broker">limit the result to the specified broker only, default value "Xceder" means all brokers</param>
/// <returns>ansyc task result for this request</returns>
public Task <Tuple <Request, Response> > queryInstrument(string symbol, Instrument.Types.PRODUCT product = Instrument.Types.PRODUCT.UnknownType, Exchange.Types.EXCHANGE exchange = Exchange.Types.EXCHANGE.NonExch, string maturityDate = "", BROKER broker = BROKER.Xceder)
{
Request request = createRequestMsg();
Tuple <uint, uint> epochPeriod = calPeriod(maturityDate);
var query = request.QueryRequest = new Query();
var conditions = query.Instruments = new QueryConditions();
conditions.Broker = broker;
conditions.Exchange = exchange;
conditions.Symbol = symbol;
conditions.Product = product;
return(send(request).ContinueWith(r =>
{
var result = r.Result;
if (epochPeriod != null)
{
var array = result.Item2.QueryResult.Instruments.Instrument;
var size = array.Count;
while (size-- > 0)
{
var instrument = array[size];
if (instrument.MaturityEpochDays < epochPeriod.Item1 || instrument.MaturityEpochDays > epochPeriod.Item2)
{
array.RemoveAt(size);
}
}
}
return result;
}));
}
private IList <Instrument> queryInstrument(Client client, string symbol, Instrument.Types.PRODUCT product = Instrument.Types.PRODUCT.Fut, Exchange.Types.EXCHANGE exch = Exchange.Types.EXCHANGE.NonExch, string targetMaturiyDate = "", BROKER broker = BROKER.Xceder)
{
var requestTask = client.queryInstrument(symbol, product, exch, targetMaturiyDate, broker);
setLastSentRequestExpectation(false, Request.RequestOneofCase.QueryRequest);
requestTask.Wait();
assertSendRequestResult(requestTask);
var instruments = requestTask.Result.Item2.QueryResult.Instruments.Instrument;
foreach (var i in instruments)
{
Assert.AreEqual(symbol, i.Identity.Symbol);
if (product != Instrument.Types.PRODUCT.UnknownType)
{
Assert.AreEqual(product, i.Product);
}
if (broker != BROKER.Xceder)
{
Assert.AreEqual(broker, i.Identity.Broker);
}
if (exch != Exchange.Types.EXCHANGE.NonExch)
{
Assert.AreEqual(exch, i.Identity.Exchange);
}
}
return(instruments);
}
