/// <summary> /// 查询委托回报。 /// </summary> /// <returns></returns> private List <OrderBookCalcItem> QueryOrderBooks() { USeOrderDriver orderDriver = USeManager.Instance.OrderDriver; List <USeOrderBook> orderBookList = orderDriver.QueryOrderBooks(); List <OrderBookCalcItem> list = new List <OrderBookCalcItem>(); if (orderBookList == null) { return(list); } foreach (USeOrderBook orderBookItem in orderBookList) { USeInstrumentDetail detail = orderDriver.QueryInstrumentDetail(orderBookItem.Instrument); USeMargin productMargin = orderDriver.QueryInstrumentMargin(orderBookItem.Instrument); USeFee productFee = orderDriver.QueryInstrumentFee(orderBookItem.Instrument); OrderBookCalcItem calcItem = new OrderBookCalcItem() { InstrumentDetail = detail, MarginRate = productMargin, FeeRate = productFee, OrderNum = orderBookItem.OrderNum, Account = orderBookItem.Account, Instrument = orderBookItem.Instrument, OrderQty = orderBookItem.OrderQty, OrderPrice = orderBookItem.OrderPrice, TradeQty = orderBookItem.TradeQty, TradeAmount = orderBookItem.TradeAmount, TradePrice = orderBookItem.TradePrice, TradeFee = orderBookItem.TradeFee, OrderStatus = orderBookItem.OrderStatus, CancelQty = orderBookItem.CancelQty, OrderSide = orderBookItem.OrderSide, OffsetType = orderBookItem.OffsetType, Memo = orderBookItem.Memo, OrderTime = orderBookItem.OrderTime }; list.Add(calcItem); } return(list); }