/// <summary>
/// 查询产品行情
/// </summary>
/// <param name="product">被查询产品</param>
/// <returns>被查询产品行情信息</returns>
public override USeMarketData QuickQuery(USeInstrument product)
{
try
{
USeMarketData marketData = null;
lock (m_object)
{
m_marketDataDic.TryGetValue(product.InstrumentCode, out marketData);
}
if (marketData != null)
{
return(marketData.Clone());
}
else
{
USeMarketData nullMarketData = new USeMarketData();
nullMarketData.Instrument = product.Clone();
return(nullMarketData);
}
}
catch (Exception ex)
{
m_logger.WriteError(string.Format("{0} QuickQuery failed,Error: {1}.", ToString(), ex.Message));
USeMarketData nullMarketData = new USeMarketData();
nullMarketData.Instrument = product.Clone();
return(nullMarketData);
}
}
/// <summary>
/// 订阅行情
/// </summary>
/// <param name="products">订阅产品</param>
public override void Subscribe(USeInstrument instrument)
{
lock (m_object)
{
m_instrumentDic[instrument.InstrumentCode] = instrument.Clone();
}
}
/// <summary>
/// 查询合约保证金。
/// </summary>
/// <param name="instrument"></param>
/// <returns></returns>
public override USeMargin QueryInstrumentMargin(USeInstrument instrument)
{
USeMargin margin = new USeMargin()
{
Instrument = instrument.Clone(),
ExchangeLongMarginRatio = 0.09m,
ExchangeShortMarginRatio = 0.09m,
BrokerLongMarginRatioByMoney = 0.09m,
BrokerLongMarginRatioByVolume = 0,
BrokerShortMarginRatioByMoney = 0.09m,
BrokerShortMarginRatioByVolume = 0
};
return(margin);
}
/// <summary>
/// 查询合约手续费。
/// </summary>
/// <param name="instrument">合约。</param>
/// <returns></returns>
public override USeFee QueryInstrumentFee(USeInstrument instrument)
{
USeFee fee = new USeFee()
{
Instrument = instrument.Clone(),
OpenRatioByMoney = 0.00005m,
OpenRatioByVolume = 0m,
CloseRatioByMoney = 0.00005m,
CloseRatioByVolume = 0m,
CloseTodayRatioByMoney = 0.00005m,
CloseTodayRatioByVolume = 0m,
StrikeRatioByMoney = 0.00005m,
StrikeRatioByVolume = 0m
};
return(fee);
}
/// <summary>
/// 订阅行情
/// </summary>
/// <param name="products">订阅产品</param>
public override void Subscribe(USeInstrument instrument)
{
try
{
lock (m_object)
{
m_instrumentDic[instrument.InstrumentCode] = instrument.Clone();
}
string[] instruments = new string[] { instrument.InstrumentCode };
Debug.WriteLine(string.Format("Subscribe [{0}].", instrument.InstrumentCode));
m_ctpFeed.SubscribeMarketData(instruments);
}
catch (Exception ex)
{
m_logger.WriteError(string.Format("{0} subscribeMarketData failed,Error: {1}.", ToString(), ex.Message));
throw ex;
}
}
/// <summary>
/// 查询产品行情
/// </summary>
/// <param name="product">被查询产品</param>
/// <returns>被查询产品行情信息</returns>
public override USeMarketData Query(USeInstrument product)
{
try
{
if (m_marketDataDic.ContainsKey(product.InstrumentCode))
{
return(m_marketDataDic[product.InstrumentCode]);
}
else
{
USeResetEvent queryEvent = new USeResetEvent();
lock (m_object)
{
if (!m_eventDic.ContainsKey(product.InstrumentCode))
{
m_eventDic.Add(product.InstrumentCode, queryEvent);
}
}
m_ctpFeed.SubscribeMarketData(new string[] { product.InstrumentCode });
while (true)
{
if (queryEvent.WaitOne(m_queryTimeOut) == false)
{
USeMarketData nullMarketData = new USeMarketData();
nullMarketData.Instrument = product.Clone();
return(nullMarketData);
}
else
{
break;
}
}
if (m_marketDataDic.ContainsKey(product.InstrumentCode))
{
return(m_marketDataDic[product.InstrumentCode]);
}
else
{
USeMarketData nullMarketData = new USeMarketData();
nullMarketData.Instrument = product.Clone();
return(nullMarketData);
}
}
}
catch (Exception ex)
{
m_logger.WriteError(string.Format("{0} Query failed,Error: {1}.", ToString(), ex.Message));
USeMarketData nullMarketData = new USeMarketData();
nullMarketData.Instrument = product.Clone();
return(nullMarketData);
}
finally
{
lock (m_object)
{
m_eventDic.Remove(product.InstrumentCode);
}
}
}
