/// <summary>
/// 定时查询--手续费查询。
/// </summary>
/// <param name="queryInfo"></param>
private void OnQueryFeeExpired(CtpQueryFeeInfo queryInfo)
{
try
{
InstrumentCommissionRateField field = QueryCommissionRateFieldFromCtp(queryInfo.InstrumentCode);
m_dataBuffer.UpdateInstrumentFee(field, queryInfo.InstrumentCode);
}
catch (Exception ex)
{
Debug.WriteLine(string.Format("OnQueryExpired() query[{0}] fee failed,{1}", queryInfo.InstrumentCode, ex.Message));
m_logger.WriteError(string.Format("{0}.OnQueryExpired() query[{1}] fee failed,Error:{2}.",
ToString(), queryInfo.InstrumentCode, ex.Message));
return;
}
try
{
USeInstrument instrument = m_dataBuffer.GetInstrumnetByCode(queryInfo.InstrumentCode);
List <USeTradeBook> tradeBookList = m_dataBuffer.GetTradeBook(instrument);
List <USeOrderBook> orderBookList = m_dataBuffer.GetCheckedOrderBook(instrument);
if (tradeBookList != null && tradeBookList.Count > 0)
{
foreach (USeTradeBook tradeBook in tradeBookList)
{
FireTradeBookChanged(tradeBook, false);
}
}
if (orderBookList != null && orderBookList.Count > 0)
{
foreach (USeOrderBook orderBook in orderBookList)
{
FireOrderBookChanged(orderBook);
}
}
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
m_logger.WriteError(string.Format("{0}.OnQueryFeeExpired() failed,Error:{1}.", ToString(), ex.Message));
}
}
/// <summary>
/// CTP InstrumentCommissionRateField To USeFee。
/// </summary>
/// <param name="field"></param>
/// <returns></returns>
private USeFee CtpInstrumentCommissionRateFieldToUSeFeeInfo(InstrumentCommissionRateField filed)
{
USeFee fee = new USeFee();
try
{
fee.OpenRatioByMoney = filed.OpenRatioByMoney == double.MaxValue ? 0m : Convert.ToDecimal(filed.OpenRatioByMoney);
fee.CloseRatioByMoney = filed.CloseRatioByMoney == double.MaxValue ? 0m : Convert.ToDecimal(filed.CloseRatioByMoney);
fee.CloseTodayRatioByMoney = filed.CloseTodayRatioByMoney == double.MaxValue ? 0m : Convert.ToDecimal(filed.CloseTodayRatioByMoney);
fee.OpenRatioByVolume = filed.OpenRatioByVolume == double.MaxValue ? 0m : Convert.ToDecimal(filed.OpenRatioByVolume);
fee.CloseRatioByVolume = filed.CloseRatioByVolume == double.MaxValue ? 0m : Convert.ToDecimal(filed.CloseRatioByVolume);
fee.CloseTodayRatioByVolume = filed.CloseTodayRatioByVolume == double.MaxValue ? 0m : Convert.ToDecimal(filed.CloseTodayRatioByVolume);
}
catch (Exception ex)
{
Debug.Assert(false, "CtpInstrumentCommissionRateFieldToUSeFeeInfo() convet failed," + ex.Message);
}
return(fee);
}
/// <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="instrument">合约。</param>
/// <returns></returns>
public override USeFee QueryInstrumentFee(USeInstrument instrument)
{
if (m_dataBuffer.ExistInstrument(instrument.InstrumentCode) == false)
{
throw new Exception(string.Format("Unsupport instrument[{0}]", instrument));
}
USeFee fee = m_dataBuffer.GetFee(instrument);
if (fee != null)
{
return(fee);
}
else
{
m_queryTimer.Change(Timeout.Infinite, Timeout.Infinite); // 先暂停自动查询
try
{
int index = 3;
while (index > 0)
{
index--;
try
{
InstrumentCommissionRateField field = QueryCommissionRateFieldFromCtp(instrument.InstrumentCode);
m_dataBuffer.UpdateInstrumentFee(field, instrument.InstrumentCode);
List <USeTradeBook> tradeBookList = m_dataBuffer.GetTradeBook(instrument);
List <USeOrderBook> orderBookList = m_dataBuffer.GetCheckedOrderBook(instrument);
if (tradeBookList != null && tradeBookList.Count > 0)
{
foreach (USeTradeBook tradeBook in tradeBookList)
{
FireTradeBookChanged(tradeBook, false);
}
}
if (orderBookList != null && orderBookList.Count > 0)
{
foreach (USeOrderBook orderBook in orderBookList)
{
FireOrderBookChanged(orderBook);
}
}
fee = m_dataBuffer.GetFee(instrument);
Debug.Assert(fee != null, "QueryInstrumentFee(),fee is null");
return(fee);
}
catch (Exception ex)
{
m_logger.WriteError(string.Format("{0}.QueryInstrumentFee() failed,Error:{1}.", ToString(), ex.Message));
}
Thread.Sleep(1000);
}
Debug.Assert(false, "QueryInstrumentFee(),fee is null");
// 如果还查不到则抛出异常
throw new Exception(string.Format("Query instrument[{0}] fee failed", instrument));
}
catch (Exception ex)
{
throw ex;
}
finally
{
m_queryTimer.Change(1000, Timeout.Infinite); // 启动自动查询
}
}
}
