/// <summary>
/// 请求查询合约保证金响应。
/// </summary>
/// <param name="replyField">与请求对应的应答信息数据结构。</param>
/// <param name="resultField">请求的执行结果信息数据结构。</param>
/// <param name="requestId">标识请求的请求编号。</param>
/// <param name="isLast">最后一个应答标志。</param>
public override void OnRspQryInstrumentMarginRate(ref InstrumentMarginRateField?replyField, ref RspInfoField resultField, int requestId, bool isLast)
{
try
{
Debug.Assert(m_eventDic.ContainsKey(requestId), string.Format("RequestID({0}) didn't exist.", requestId));
if (m_eventDic.ContainsKey(requestId) == false)
{
return;
}
USeResetEvent resetEvent = m_eventDic[requestId];
if (resultField.ErrorID != 0)
{
resetEvent.Tag = resultField;
resetEvent.Set(true);
}
else
{
if (replyField.HasValue)
{
List <InstrumentMarginRateField> marginFields = resetEvent.Tag as List <InstrumentMarginRateField>;
Debug.Assert(marginFields != null);
marginFields.Add(replyField.Value);
}
resetEvent.IsFinish = isLast;
resetEvent.Set(false);
}
}
catch (Exception ex)
{
Debug.Assert(false, "OnRspQryInstrumentMarginRate(),Error:" + ex.Message);
}
}
/// <summary>
/// 行情变更通知
/// </summary>
/// <param name="reportField">回报信息数据结构。</param>
public void OnRtnDepthMarketData(ref DepthMarketDataField?reportField)
{
try
{
if (reportField.HasValue == false)
{
return;
}
string instrumentCode = reportField.Value.InstrumentID;
USeMarketData marketData = null;
lock (m_object)
{
marketData = DepthMarketDataFieldToUSeFuture(reportField.Value);
m_marketDataDic[instrumentCode] = marketData;
}
USeResetEvent resetEvent = GetResetEvent(instrumentCode);
if (resetEvent != null)
{
resetEvent.Set(false);
}
FireOnMarketDataChanged(marketData);
}
catch (Exception ex)
{
m_logger.WriteError(string.Format("{0}.OnRtnDepthMarketData failed ,Error:{1}.",
ToString(), ex.Message));
Debug.Assert(false, ex.Message);
}
}
/// <summary>
/// 登录CTP。
/// </summary>
/// <param name="account">交易帐号。</param>
/// <param name="password">交易密码(明文)。</param>
/// <param name="brokerID">所属经纪商ID。</param>
public void Login(string account, string password, string brokerID)
{
m_investorID = account;
m_brokerID = brokerID;
int requestID = m_requetSeqIDCreator.Next();
try
{
m_loginEvent = new USeResetEvent(requestID);
m_ctpUser.LoginAsync(m_brokerID, account, password, "", requestID);
if (m_loginEvent.WaitOne(5000) == false)
{
throw new Exception("登录超时");
}
else
{
if (m_loginEvent.IsError)
{
Debug.Assert(m_loginEvent.Tag != null);
RspInfoField rspInfo = (RspInfoField)m_loginEvent.Tag;
Debug.Assert(rspInfo.ErrorID != 0);
throw new Exception(string.Format("({0}){1}", rspInfo.ErrorID, rspInfo.ErrorMsg));
}
}
}
catch (Exception ex)
{
throw ex;
}
finally
{
m_loginEvent = null;
}
}
/// <summary>
/// 查询账户基本信息
/// </summary>
///<param name="error">查询结果信息。</param>
/// <returns>查询账户基本信息。</returns>
private InvestorField QueryInvestorBaseInfoFromCtp()
{
int requestID = m_requetSeqIDCreator.Next();
List <InvestorField> investorInfos = new List <InvestorField>();
try
{
USeResetEvent queryEvent = new USeResetEvent(requestID);
queryEvent.Tag = investorInfos;
m_eventDic.Add(queryEvent.EventID, queryEvent);
QryInvestorField requestField = new QryInvestorField();
requestField.BrokerID = m_brokerID;
requestField.InvestorID = m_investorID;
m_ctpUser.ReqQryInvestor(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 out"));
}
}
}
catch (Exception ex)
{
m_logger.WriteError(string.Format("{0}.QueryInvestorBaseInfoFromCtp() failed,Error:{1}.",
ToString(), ex.Message));
throw new Exception(string.Format("Query investor base info failed,Error:{0}.", ex.Message));
}
finally
{
m_eventDic.Remove(requestID);
}
if (investorInfos.Count > 0)
{
Debug.Assert(investorInfos.Count == 1);
return(investorInfos[0]);
}
else
{
throw new Exception(string.Format("Query investor base info failed,Error:{0}.", "no record"));
}
}
/// <summary>
/// 从Ctp查询是否需要投资者结算信息确认。
/// </summary>
/// <returns></returns>
private bool QueryNeedSettlementInfoConfirmFromCtp()
{
List <SettlementInfoConfirmField> replyFields = new List <SettlementInfoConfirmField>();
int requestID = m_requetSeqIDCreator.Next();
try
{
USeResetEvent queryEvent = new USeResetEvent(requestID);
queryEvent.Tag = replyFields;
m_eventDic.Add(queryEvent.EventID, queryEvent);
QrySettlementInfoConfirmField requestFields = new QrySettlementInfoConfirmField();
requestFields.BrokerID = m_brokerID;
requestFields.InvestorID = m_investorID;
m_ctpUser.ReqQrySettlementInfoConfirm(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}.QueryNeedSettlementInfoConfirmFromCtp() failed,Error:{1}.",
ToString(), ex.Message));
throw new Exception(string.Format("Query settlementInfo confirm failed,Error:{0}.", ex.Message));
}
finally
{
m_eventDic.Remove(requestID);
}
if (replyFields.Count <= 0)
{
return(true);
}
else
{
return(false);
}
}
/// <summary>
/// 期货公司认证
/// </summary>
public override void AuthorT(string brokerID, string userId, string authCode, string userProductInfo)
{
FireOrderDriverStateChanged(USeOrderDriverState.Authoring, "");
Debug.Assert(m_ctpUser != null, "m_ctpUser is null");
int requestID = m_requetSeqIDCreator.Next();
try
{
USeResetEvent resetEvent = new USeResetEvent(requestID);
m_eventDic.Add(resetEvent.EventID, resetEvent);
ReqAuthenticateField field = new ReqAuthenticateField()
{
BrokerID = brokerID,
UserID = userId,
AuthCode = authCode,
UserProductInfo = userProductInfo
};
m_ctpUser.ReqAuthenticate(ref field, requestID);
if (resetEvent.WaitOne(m_connectTimeOut) == false)
//if (resetEvent.WaitOne(50000) == false)
{
throw new Exception("AuthorT time out.");
}
else
{
if (resetEvent.IsError)
{
Debug.Assert(resetEvent.Tag != null);
ReqAuthenticateField rspInfo = (ReqAuthenticateField)resetEvent.Tag;
Debug.Assert(rspInfo.UserProductInfo != null && rspInfo.UserProductInfo != "");
throw new Exception(string.Format("({0}){1}", rspInfo.AuthCode, rspInfo.UserProductInfo));
}
}
}
catch (Exception ex)
{
FireOrderDriverStateChanged(USeOrderDriverState.AuthorFieldOut, ex.Message);
m_logger.WriteError(string.Format("{0} AuthorT failed,Error: {1}.", ToString(), ex.Message));
throw ex;
}
finally
{
m_eventDic.Remove(requestID);
}
FireOrderDriverStateChanged(USeOrderDriverState.AuthorSuccessOn, "");
}
/// <summary>
/// 查询账户持仓信息。
/// </summary>
///<param name="error">查询结果信息。</param>
/// <returns>查询持仓信息是否成功。</returns>
private List <InvestorPositionField> QueryInvestorPositionFromCtp()
{
List <InvestorPositionField> positionsFields = new List <InvestorPositionField>();
int requestID = m_requetSeqIDCreator.Next();
try
{
USeResetEvent queryEvent = new USeResetEvent(requestID);
queryEvent.Tag = positionsFields;
m_eventDic.Add(queryEvent.EventID, queryEvent);
QryInvestorPositionField requestField = new QryInvestorPositionField();
requestField.BrokerID = m_brokerID;
requestField.InvestorID = m_investorID;
requestField.InstrumentID = null;
m_ctpUser.ReqQryInvestorPosition(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 out"));
}
}
}
catch (Exception ex)
{
m_logger.WriteError(string.Format("{0}.QueryInvestorPositionFromCtp() failed,Error:{1}.",
ToString(), ex.Message));
throw new Exception(string.Format("Query position failed,Error:{0}.", ex.Message));
}
finally
{
m_eventDic.Remove(requestID);
}
return(positionsFields);
}
/// <summary>
/// 查询所有合约深度行情数据。
/// </summary>
/// <returns></returns>
public List <DepthMarketDataField> QueryDepthMarketData()
{
int requestID = m_requetSeqIDCreator.Next();
try
{
List <DepthMarketDataField> marketList = new List <DepthMarketDataField>();
USeResetEvent queryEvent = new USeResetEvent(requestID);
queryEvent.Tag = marketList;
m_eventDic.Add(queryEvent.EventID, queryEvent);
QryDepthMarketDataField field = new QryDepthMarketDataField();
m_ctpUser.ReqQryDepthMarketData(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", "time out"));
}
}
}
return(marketList);
}
catch (Exception ex)
{
throw ex;
}
finally
{
m_eventDic.Remove(requestID);
}
}
/// <summary>
/// 登录行情服务器
/// </summary>
/// <param name="account">账号</param>
/// <param name="password">密码</param>
public override void Login(string brokerId, string account, string password)
{
FireDriverStateChanged(USeQuoteDriverState.LoggingOn, "");
try
{
USeResetEvent loginEvent = new USeResetEvent();
m_eventDic.Add(LOGIN_EVENT_KEY, loginEvent);
m_ctpFeed.LoginAsync(brokerId, account, password, "", -1);
if (loginEvent.WaitOne(m_connectTimeOut) == false)
{
throw new Exception("login time out.");
}
else
{
if (loginEvent.IsError)
{
Debug.Assert(loginEvent.Tag != null);
RspInfoField rspInfo = (RspInfoField)loginEvent.Tag;
Debug.Assert(rspInfo.ErrorID != 0);
throw new Exception(string.Format("({0}){1}", rspInfo.ErrorID, rspInfo.ErrorMsg));
}
else
{
FireDriverStateChanged(USeQuoteDriverState.LoggedOn, "");
}
}
}
catch (Exception ex)
{
FireDriverStateChanged(USeQuoteDriverState.DisConnected, ex.Message);
m_logger.WriteError(string.Format("{0} login failed,Error: {1}.", ToString(), ex.Message));
throw ex;
}
finally
{
m_eventDic.Remove(LOGIN_EVENT_KEY);
}
m_brokerID = brokerId;
m_investorID = account;
m_password = password;
FireDriverStateChanged(USeQuoteDriverState.Ready, "");
}
/// <summary>
/// 与前置机连接成功时的回调方法。
/// </summary>
public void OnFrontConnect()
{
m_logger.WriteInformation(string.Format("{0}.OnFrontConnect ok.", ToString()));
USeResetEvent resetEvent = GetResetEvent(CONNECT_EVENT_KEY);
if (resetEvent != null)
{
resetEvent.Set(false);
}
else
{
if (string.IsNullOrEmpty(m_password) == false)
{
FireDriverStateChanged(USeQuoteDriverState.Connected, "Reconnect");
//1秒后重新登录
m_autoLoginTimer.Change(1000, Timeout.Infinite);
}
}
}
/// <summary>
/// 登录响应
/// </summary>
/// <param name="replyField">与请求对应的应答信息数据结构。</param>
/// <param name="resultField">请求的执行结果信息数据结构。</param>
/// <param name="requestId">标识请求的请求编号。</param>
/// <param name="isLast">最后一个应答标志。</param>
public void OnRspUserLogin(ref RspUserLoginField?replyField, ref RspInfoField resultField, int requestId, bool isLast)
{
m_logger.WriteInformation(string.Format("{0}.OnRspUserLogin ok.", ToString()));
USeResetEvent resetEvent = GetResetEvent(LOGIN_EVENT_KEY);
if (resetEvent == null)
{
return;
}
if (resultField.ErrorID != 0 || replyField.HasValue == false)
{
resetEvent.Tag = resultField;
resetEvent.Set(true);
}
else
{
resetEvent.Set(false);
}
}
/// <summary>
/// 连接行情服务器
/// </summary>
public override void ConnectServer()
{
if (m_eventDic.ContainsKey(CONNECT_EVENT_KEY))
{
throw new Exception(string.Format("{0} is connecting.", ToString()));
}
FireDriverStateChanged(USeQuoteDriverState.Connecting, "");
Debug.Assert(string.IsNullOrEmpty(m_ctpFeedStreamFilePath) == false);
m_ctpFeed = new CtpFeed(m_ctpFeedStreamFilePath);
m_ctpFeed.SetApplication(this);
Debug.Assert(m_ctpFeed != null, "m_ctpFeed is null");
try
{
USeResetEvent connectEvent = new USeResetEvent(0);
m_eventDic.Add(CONNECT_EVENT_KEY, connectEvent);
m_ctpFeed.ConnectAsync(string.Format(@"tcp://{0}:{1}", m_address, m_port));
if (connectEvent.WaitOne(m_connectTimeOut) == false)
{
throw new Exception("connect time out.");
}
FireDriverStateChanged(USeQuoteDriverState.Connected, "");
}
catch (Exception ex)
{
FireDriverStateChanged(USeQuoteDriverState.DisConnected, ex.Message);
m_logger.WriteError(string.Format("{0} connect failed,Error: {1}.", ToString(), ex.Message));
throw ex;
}
finally
{
m_eventDic.Remove(CONNECT_EVENT_KEY);
}
}
/// <summary>
/// 连接CTP交易服务器。
/// </summary>
/// <param name="address">交易服务器地址。</param>
/// <param name="port">交易服务器地址端口。</param>
public void Connect(string address, int port, int loginTimeout, int queryTimeout)
{
if (loginTimeout <= 0)
{
throw new ArgumentNullException("loginTimeout", "loginTimeout can not be null or empty.");
}
if (queryTimeout <= 0)
{
throw new ArgumentNullException("queryTimeout", "queryTimeout can not be null or empty.");
}
Debug.Assert(m_connectEvent == null, "ConnectEvent is not null.");
m_loginTimeOut = loginTimeout;
m_queryTimeOut = queryTimeout;
m_ctpUser = new CtpUser("");
m_ctpUser.SetApplication(this);
Debug.Assert(m_ctpUser != null);
try
{
m_connectEvent = new USeResetEvent();
m_ctpUser.ConnectAsync(string.Format(@"tcp://{0}:{1}", address, port));
if (m_connectEvent.WaitOne(m_loginTimeOut) == false)
{
throw new Exception("连接超时");
}
}
catch (Exception ex)
{
throw ex;
}
finally
{
m_connectEvent = null;
}
}
/// <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>
/// 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);
}
}
/// <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);
}
}
}
/// <summary>
/// 登录交易服务器。
/// </summary>
/// <param name="brokerId">经纪商ID。</param>
/// <param name="account">帐号。</param>
/// <param name="password">密码。</param>
public override void Login(string brokerId, string account, string password)
{
FireOrderDriverStateChanged(USeOrderDriverState.LoggingOn, "");
m_dataBuffer.Clear();
m_brokerID = brokerId;
m_investorID = account;
int requestID = m_requetSeqIDCreator.Next();
try
{
USeResetEvent resetEvent = new USeResetEvent(requestID);
m_eventDic.Add(resetEvent.EventID, resetEvent);
m_ctpUser.LoginAsync(m_brokerID, account, password, "", requestID);
if (resetEvent.WaitOne(m_connectTimeOut) == false)
//if (resetEvent.WaitOne(50000) == false)
{
throw new Exception("Login time out.");
}
else
{
if (resetEvent.IsError)
{
Debug.Assert(resetEvent.Tag != null);
RspInfoField rspInfo = (RspInfoField)resetEvent.Tag;
Debug.Assert(rspInfo.ErrorID != 0);
throw new Exception(string.Format("({0}){1}", rspInfo.ErrorID, rspInfo.ErrorMsg));
}
}
}
catch (Exception ex)
{
FireOrderDriverStateChanged(USeOrderDriverState.DisConnected, ex.Message);
m_logger.WriteError(string.Format("{0} login failed,Error: {1}.", ToString(), ex.Message));
throw ex;
}
finally
{
m_eventDic.Remove(requestID);
}
FireOrderDriverStateChanged(USeOrderDriverState.LoggingOn, "");
List <InstrumentField> instrumentList = null;
List <OrderField> orderBookList = null;
List <TradeField> tradeBookList = null;
List <InvestorPositionField> positionList = null;
TradingAccountField tradeAccountField;
InvestorField investorField;
try
{
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "正在查询投资者信息");
investorField = QueryInvestorBaseInfoFromCtp();
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "查询投资者信息完成");
Thread.Sleep(1000);
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "正在查询合约信息");
instrumentList = QueryAllInstrumentFromCtp();
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "查询合约信息完成");
Thread.Sleep(1000);
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "正在查询委托单信息");
orderBookList = QueryAllOrderFieldFromCtp();
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "查询委托单信息完成");
Thread.Sleep(1000);
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "正在查询成交回报信息");
tradeBookList = QueryAllTradeFieldFromCtp();
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "查询成交回报信息完成");
Thread.Sleep(1000);
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "正在查询持仓信息");
positionList = QueryInvestorPositionFromCtp();
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "查询持仓信息完成");
Thread.Sleep(1000);
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "正在查询资金帐号信息");
tradeAccountField = QueryTradingAccountFromCtp();
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "查询资金帐号信息完成");
Thread.Sleep(1000);
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "正在查询结算单信息");
m_needSettlementConfirm = QueryNeedSettlementInfoConfirmFromCtp();
FireOrderDriverStateChanged(USeOrderDriverState.Loading, "查询结算单信息完成");
Thread.Sleep(1000);
}
catch (Exception ex)
{
m_logger.WriteError(ex.Message);
FireOrderDriverStateChanged(USeOrderDriverState.DisConnected, ex.Message);
throw ex;
}
try
{
m_dataBuffer.InitializeInstrumentInfo(instrumentList);
m_dataBuffer.InitializeData(orderBookList, tradeBookList, positionList, tradeAccountField, investorField);
}
catch (Exception ex)
{
m_logger.WriteError(ex.Message);
m_dataBuffer.Clear();
FireOrderDriverStateChanged(USeOrderDriverState.DisConnected, ex.Message);
throw ex;
}
m_password = password;
FireOrderDriverStateChanged(USeOrderDriverState.Ready, "");
m_queryTimer.Change(2000, Timeout.Infinite); // 启动手续费保证金查询
m_queryAccountTimer.Change(QUERY_ACCOUNT_INFO_INTERVAL, Timeout.Infinite); // 启动帐号资金定时查询
}
