/// <summary>
/// 定时查询--保证金查询。
/// </summary>
/// <param name="queryInfo"></param>
private void OnQueryMarginExpired(CtpQueryMarginInfo queryInfo)
{
try
{
InstrumentMarginRateField field = QueryMarginFromCtp(queryInfo.InstrumentCode);
m_dataBuffer.UpdateInstrumentMagin(field);
}
catch (Exception ex)
{
Debug.WriteLine(string.Format("OnQueryExpired() query[{0}] margin failed,{1}", queryInfo.InstrumentCode, ex.Message));
m_logger.WriteError(string.Format("{0}.OnQueryExpired() query[{1}] margin failed,Error:{2}.",
ToString(), queryInfo.InstrumentCode, ex.Message));
}
}
/// <summary>
/// CTP InstrumentMarginRateField To USeMargin。
/// </summary>
/// <param name="field"></param>
/// <returns></returns>
private USeMargin CtpMarginRateFieldToUSeProductMarginInfo(InstrumentMarginRateField filed)
{
USeMargin margin = new USeMargin();
margin.Instrument = m_dataBuffer.GetInstrumnetByCode(filed.InstrumentID);
try
{
margin.BrokerLongMarginRatioByMoney = filed.LongMarginRatioByMoney == double.MaxValue ? 0m : Convert.ToDecimal(filed.LongMarginRatioByMoney);
margin.BrokerLongMarginRatioByVolume = filed.LongMarginRatioByVolume == double.MaxValue ? 0m : Convert.ToDecimal(filed.LongMarginRatioByVolume);
margin.BrokerShortMarginRatioByMoney = filed.ShortMarginRatioByMoney == double.MaxValue ? 0m : Convert.ToDecimal(filed.ShortMarginRatioByMoney);
margin.BrokerShortMarginRatioByVolume = filed.ShortMarginRatioByVolume == double.MaxValue ? 0m : Convert.ToDecimal(filed.ShortMarginRatioByVolume);
}
catch (Exception ex)
{
Debug.Assert(false, "InstrumentMarginRateFieldToFulcProductMarginInfo() convet failed," + ex.Message);
}
return(margin);
}
/// <summary>
/// 查询合约保证金。
/// </summary>
/// <param name="instrument"></param>
/// <returns></returns>
public override USeMargin QueryInstrumentMargin(USeInstrument instrument)
{
if (m_dataBuffer.ExistInstrument(instrument.InstrumentCode) == false)
{
throw new Exception(string.Format("Unsupport instrument[{0}]", instrument));
}
USeMargin margin = m_dataBuffer.GetMargin(instrument);
if (margin != null)
{
return(margin);
}
else
{
int index = 3;
while (index > 0)
{
index--;
try
{
InstrumentMarginRateField field = QueryMarginFromCtp(instrument.InstrumentCode);
m_dataBuffer.UpdateInstrumentMagin(field);
margin = m_dataBuffer.GetMargin(instrument);
Debug.Assert(margin != null, "QueryInstrumentMargin(),margin is null");
return(margin);
}
catch
{
}
Thread.Sleep(1200);
}
Debug.Assert(false, "QueryInstrumentMargin(),margin is null");
// 如果还查不到则抛出异常
throw new Exception(string.Format("Query instrument[{0}] margin failed", instrument));
}
}
/// <summary>
/// 从Ctp查询保证金。
/// </summary>
/// <param name="instrumentCode"></param>
/// <returns></returns>
private InstrumentMarginRateField QueryMarginFromCtp(string instrumentCode)
{
List <InstrumentMarginRateField> marginFields = new List <InstrumentMarginRateField>();
int requestID = m_requetSeqIDCreator.Next();
try
{
USeResetEvent queryEvent = new USeResetEvent(requestID);
queryEvent.Tag = marginFields;
m_eventDic.Add(queryEvent.EventID, queryEvent);
QryInstrumentMarginRateField requestField = new QryInstrumentMarginRateField();
requestField.BrokerID = m_brokerID;
requestField.InvestorID = m_investorID;
requestField.InstrumentID = instrumentCode;
requestField.HedgeFlag = HedgeFlagType.Speculation;
m_ctpUser.ReqQryInstrumentMarginRate(ref requestField, 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 oute"));
}
}
}
catch (Exception ex)
{
m_logger.WriteError(string.Format("{0}.QueryMarginFromCtp() failed,Error:{1}.",
ToString(), ex.Message));
throw new Exception(string.Format("Query [{0}]margin failed,Error:{1}.", instrumentCode, ex.Message));
}
finally
{
m_eventDic.Remove(requestID);
}
if (marginFields.Count > 0)
{
Debug.Assert(marginFields.Count == 1);
return(marginFields[0]);
}
else
{
//查询有应答但无值,构造一个空的保证金
InstrumentMarginRateField marginField = new InstrumentMarginRateField();
marginField.BrokerID = m_brokerID;
marginField.HedgeFlag = HedgeFlagType.Speculation;
marginField.InstrumentID = instrumentCode;
marginField.InvestorID = m_investorID;
marginField.InvestorRange = InvestorRangeType.All;
marginField.IsRelative = IntBoolType.Yes;
marginField.LongMarginRatioByMoney = 0d;
marginField.LongMarginRatioByVolume = 0d;
marginField.ShortMarginRatioByMoney = 0d;
marginField.ShortMarginRatioByVolume = 0d;
return(marginField);
}
}