public OrderMarginSetting Clone()
{
OrderMarginSetting setting = new OrderMarginSetting();
setting.MaxUseRate = this.MaxUseRate;
return(setting);
}
// <summary>
/// 获取保证金设定。
/// </summary>
/// <returns></returns>
public OrderMarginSetting GetOrderMarginSetting()
{
Debug.Assert(m_systemSetting != null);
lock (m_syncObj)
{
OrderMarginSetting setting = m_systemSetting.OrderMargin.Clone();
return(setting);
}
}
/// <summary>
/// 校验保证金。
/// </summary>
/// <param name="errorMessage"></param>
/// <returns></returns>
private bool VerifyMargin(ArbitrageOpenArgument openArg, out string errorMessage)
{
errorMessage = string.Empty;
USeOrderDriver orderDriver = USeManager.Instance.OrderDriver;
try
{
OrderMarginSetting marginSetting = USeManager.Instance.SystemConfigManager.GetOrderMarginSetting();
USeFundDetail fundDetail = orderDriver.QueryFundDetailInfo();
if (fundDetail == null)
{
errorMessage = "查询资金信息失败";
return(false);
}
decimal evaluateMargin = EvaluateMargin(openArg); // 评估当前开仓参数可能占用保证金
decimal investorMaxUse = fundDetail.DynamicBenefit * marginSetting.MaxUseRate; // 账户最大占用保证金
decimal usedMargin = USeManager.Instance.AutoTraderManager.CalculatUseMargin(); // 当前套利单占用保证金
if (investorMaxUse < usedMargin + evaluateMargin)
{
errorMessage = string.Format("套利单预计占用{0}保证金,当前账户占用保证金超出设定预警阀值", evaluateMargin.ToString("#,0"));
return(false);
}
if (fundDetail.Available < evaluateMargin)
{
errorMessage = string.Format("套利单预计占用{0}保证金，当前账户可用余额不足", evaluateMargin.ToString("#,0"));
return(false);
}
return(true);
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
errorMessage = "校验保证金失败";
return(false);
}
}
