/// <summary>
/// 从Ctp查询手续费。
/// </summary>
/// <param name="instrumentCode">合约代码。</param>
/// <returns></returns>
private InstrumentCommissionRateField QueryCommissionRateFieldFromCtp(string instrumentCode)
{
List <InstrumentCommissionRateField> commissionFields = new List <InstrumentCommissionRateField>();
int requestID = m_requetSeqIDCreator.Next();
try
{
USeResetEvent queryEvent = new USeResetEvent(requestID);
queryEvent.Tag = commissionFields;
m_eventDic.Add(queryEvent.EventID, queryEvent);
QryInstrumentCommissionRateField requestFields = new QryInstrumentCommissionRateField();
requestFields.BrokerID = m_brokerID;
requestFields.InvestorID = m_investorID;
requestFields.InstrumentID = instrumentCode;
m_ctpUser.ReqQryInstrumentCommissionRate(ref requestFields, requestID);
while (true)
{
if (queryEvent.IsError)
{
Debug.Assert(queryEvent.Tag != null);
RspInfoField rspInfo = (RspInfoField)queryEvent.Tag;
throw new Exception(string.Format("({0}){1}", rspInfo.ErrorID, rspInfo.ErrorMsg));
}
if (queryEvent.IsFinish)
{
break;
}
if (queryEvent.WaitOne(m_queryTimeOut) == false)
{
throw new Exception(string.Format("({0}){1}", "99", "time out"));
}
}
}
catch (Exception ex)
{
m_logger.WriteError(string.Format("{0}.QueryCommissionRateFieldFromCtp() failed,Error:{1}.",
ToString(), ex.Message));
throw new Exception(string.Format("Query [{0}] commission rate failed,Error:{1}.", instrumentCode, ex.Message));
}
finally
{
m_eventDic.Remove(requestID);
}
if (commissionFields.Count > 0)
{
Debug.Assert(commissionFields.Count == 1);
return(commissionFields[0]);
}
else
{
//查询有应答但无值,构造一个空的手续费
USeInstrumentDetail instrumentDetail = m_dataBuffer.GetInstrumentDetail(instrumentCode);
Debug.Assert(instrumentDetail != null);
InstrumentCommissionRateField rateField = new InstrumentCommissionRateField();
rateField.BrokerID = m_brokerID;
rateField.CloseRatioByMoney = 0d;
rateField.CloseRatioByVolume = 0d;
rateField.CloseTodayRatioByMoney = 0d;
rateField.CloseTodayRatioByVolume = 0d;
rateField.InstrumentID = instrumentDetail.Varieties;
rateField.InvestorID = m_investorID;
rateField.InvestorRange = InvestorRangeType.All;
rateField.OpenRatioByMoney = 0d;
rateField.OpenRatioByVolume = 0d;
return(rateField);
}
}
/// <summary>
/// 查询合约手续费。
/// </summary>
/// <param name="instrumentCode"></param>
/// <returns></returns>
public InstrumentCommissionRateField?QueryInstrumentFee(string instrumentCode)
{
int requestID = m_requetSeqIDCreator.Next();
try
{
List <InstrumentCommissionRateField> feeList = new List <InstrumentCommissionRateField>();
USeResetEvent queryEvent = new USeResetEvent(requestID);
queryEvent.Tag = feeList;
m_eventDic.Add(queryEvent.EventID, queryEvent);
QryInstrumentCommissionRateField field = new QryInstrumentCommissionRateField();
field.BrokerID = m_brokerID;
field.InvestorID = m_investorID;
field.InstrumentID = instrumentCode;
m_ctpUser.ReqQryInstrumentCommissionRate(ref field, requestID);
if (queryEvent.WaitOne(m_queryTimeOut) == false)
{
throw new Exception("查询超时");
}
else
{
if (queryEvent.IsError)
{
Debug.Assert(queryEvent.Tag != null);
RspInfoField rspInfo = (RspInfoField)queryEvent.Tag;
throw new Exception(string.Format("({0}){1}", rspInfo.ErrorID, rspInfo.ErrorMsg));
}
while (true)
{
if (queryEvent.IsFinish)
{
break;
}
// 继续等待应答结果
if (queryEvent.WaitOne(m_queryTimeOut) == false)
{
throw new Exception(string.Format("({0}){1}", "99", "超时"));
}
}
}
if (feeList.Count > 0)
{
Debug.Assert(feeList.Count == 1);
return(feeList[0]);
}
else
{
return(null);
}
}
catch (Exception ex)
{
throw ex;
}
finally
{
m_eventDic.Remove(requestID);
}
}
