/// <summary>
/// 查询所有合约信息。
/// </summary>
/// <returns></returns>
public List <InstrumentField> QueryInstument()
{
int requestID = m_requetSeqIDCreator.Next();
try
{
List <InstrumentField> instrumentList = new List <InstrumentField>();
USeResetEvent queryEvent = new USeResetEvent(requestID);
queryEvent.Tag = instrumentList;
m_eventDic.Add(queryEvent.EventID, queryEvent);
QryInstrumentField qryField = new QryInstrumentField();
m_ctpUser.ReqQryInstrument(ref qryField, requestID);
if (queryEvent.WaitOne(m_queryTimeOut) == false)
{
throw new Exception("Query time out.");
}
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", "查询超时"));
}
}
}
return(instrumentList);
}
catch (Exception ex)
{
throw ex;
}
finally
{
m_eventDic.Remove(requestID);
}
}
/// <summary>
/// 查询所有合约代码。
/// </summary>
/// <param name="error"></param>
/// <returns></returns>
private List <InstrumentField> QueryAllInstrumentFromCtp()
{
List <InstrumentField> instrumentFields = new List <InstrumentField>();
int requestID = m_requetSeqIDCreator.Next();
try
{
USeResetEvent queryEvent = new USeResetEvent(requestID);
queryEvent.Tag = instrumentFields;
m_eventDic.Add(requestID, queryEvent);
QryInstrumentField qryField = new QryInstrumentField();
m_ctpUser.ReqQryInstrument(ref qryField, 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}.QueryAllInstrumentFromCtp() failed,Error:{1}.",
ToString(), ex.Message));
throw new Exception(string.Format("Query instrument failed,Error:{0}.", ex.Message));
}
finally
{
m_eventDic.Remove(requestID);
}
return(instrumentFields);
}