/// <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);
}
}
/// <summary>
/// 查询合约保证金。
/// </summary>
/// <param name="instrumentCode"></param>
/// <returns></returns>
public InstrumentMarginRateField?QueryInstrumentMargin(string instrumentCode)
{
int requestID = m_requetSeqIDCreator.Next();
try
{
List <InstrumentMarginRateField> marginList = new List <InstrumentMarginRateField>();
USeResetEvent queryEvent = new USeResetEvent(requestID);
queryEvent.Tag = marginList;
m_eventDic.Add(queryEvent.EventID, queryEvent);
QryInstrumentMarginRateField field = new QryInstrumentMarginRateField();
field.BrokerID = m_brokerID;
field.InvestorID = m_investorID;
field.InstrumentID = instrumentCode;
field.HedgeFlag = HedgeFlagType.Speculation;
m_ctpUser.ReqQryInstrumentMarginRate(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 (marginList.Count > 0)
{
Debug.Assert(marginList.Count == 1);
return(marginList[0]);
}
else
{
return(null);
}
}
catch (Exception ex)
{
throw ex;
}
finally
{
m_eventDic.Remove(requestID);
}
}
