完善合约代码解析

Author: shixiongfei

src/index.test.ts

@@ -58,6 +58,17 @@ class Strategy implements hft.IStrategy, hft.ITickReceiver {
 
     console.log("Trading Day", this.engine.getTradingDay());
 
+    this.engine.queryInstrument(this.symbol, {
+      onInstrument: (instrument) => {
+        if (!instrument) {
+          console.error("Symbol", this.symbol, "error");
+          exit(1);
+        }
+
+        console.log("Instrument", instrument);
+      },
+    });
+
     this.engine.queryCommissionRate(this.symbol, {
       onCommissionRate: (rate) => {
         console.log("Commission Rate", rate);

src/market.ts

@@ -252,7 +252,7 @@ export class Market extends CTPProvider implements IMarketProvider {
     const instrumentIds = new Set<string>();
 
     symbols.forEach((symbol) => {
-      const instrumentId = this._symbolToInstrumentId(symbol);
+      const [instrumentId] = this._parseSymbol(symbol);
 
       if (this.recordings.has(instrumentId)) {
         return;
@@ -300,7 +300,7 @@ export class Market extends CTPProvider implements IMarketProvider {
     const instrumentIds = new Set<string>();
 
     symbols.forEach((symbol) => {
-      const instrumentId = this._symbolToInstrumentId(symbol);
+      const [instrumentId] = this._parseSymbol(symbol);
       const receivers = this.subscribers.get(instrumentId);
 
       if (receivers) {
@@ -328,7 +328,7 @@ export class Market extends CTPProvider implements IMarketProvider {
     const instrumentIds = new Set<string>();
 
     symbols.forEach((symbol) => {
-      const instrumentId = this._symbolToInstrumentId(symbol);
+      const [instrumentId] = this._parseSymbol(symbol);
       const receivers = this.subscribers.get(instrumentId);
 
       if (!receivers) {

src/provider.ts

@@ -59,8 +59,9 @@ export class CTPProvider {
     }
   }
 
-  protected _symbolToInstrumentId(symbol: string) {
-    return symbol.split(".")[0];
+  protected _parseSymbol(symbol: string): [string, string] {
+    const [instrumentId, exchangeId] = symbol.split(".");
+    return [instrumentId, exchangeId];
   }
 
   protected _isErrorResp(

src/trader.ts

@@ -627,7 +627,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
   }
 
   queryCommissionRate(symbol: string, receiver: ICommissionRateReceiver) {
-    const instrumentId = this._symbolToInstrumentId(symbol);
+    const [instrumentId] = this._parseSymbol(symbol);
     const commRate = this.commRates.get(instrumentId);
 
     if (commRate) {
@@ -648,7 +648,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
   }
 
   queryMarginRate(symbol: string, receiver: IMarginRateReceiver) {
-    const instrumentId = this._symbolToInstrumentId(symbol);
+    const [instrumentId] = this._parseSymbol(symbol);
     const marginRate = this.marginRates.get(instrumentId);
 
     if (marginRate) {
@@ -670,10 +670,12 @@ export class Trader extends CTPProvider implements ITraderProvider {
   }
 
   queryInstrument(symbol: string, receiver: IInstrumentReceiver) {
-    const instrumentId = this._symbolToInstrumentId(symbol);
+    const [instrumentId, exchangeId] = this._parseSymbol(symbol);
 
     const instrument = this.instruments.find(
-      (instrument) => instrument.InstrumentID === instrumentId,
+      (instrument) =>
+        instrument.InstrumentID === instrumentId &&
+        instrument.ExchangeID === exchangeId,
     );
 
     receiver.onInstrument(
@@ -689,7 +691,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
       return;
     }
 
-    const instrumentId = this._symbolToInstrumentId(symbol);
+    const [instrumentId] = this._parseSymbol(symbol);
 
     if (!this.symbols.has(instrumentId)) {
       receiver.onPosition(undefined);
@@ -820,7 +822,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
       return;
     }
 
-    const instrumentId = this._symbolToInstrumentId(symbol);
+    const [instrumentId] = this._parseSymbol(symbol);
 
     const instrument = this.instruments.find(
       (instrument) => instrument.InstrumentID === instrumentId,
@@ -1469,7 +1471,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
     while (!this.marginRatesQueue.isEmpty()) {
       const nextQuery = this.marginRatesQueue.peekFront()!;
 
-      const instrumentId = this._symbolToInstrumentId(nextQuery.symbol);
+      const [instrumentId] = this._parseSymbol(nextQuery.symbol);
       const marginRate = this.marginRates.get(instrumentId);
 
       if (marginRate) {
@@ -1494,7 +1496,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
     while (!this.commRatesQueue.isEmpty()) {
       const nextQuery = this.commRatesQueue.peekFront()!;
 
-      const instrumentId = this._symbolToInstrumentId(nextQuery.symbol);
+      const [instrumentId] = this._parseSymbol(nextQuery.symbol);
       const commRate = this.commRates.get(instrumentId);
 
       if (commRate) {