public override void SubscribeBidAskBook(ASecurity s, int level)
{
try
{
string fields = "rt_time,rt_pre_settle,rt_pre_close,rt_open,rt_high,rt_low,rt_last";
for (int i = 1; i <= Math.Min(level, 5); i++)
{
fields += ",rt_bid?,rt_ask?,rt_bsize?,rt_asize?".Replace("?", i.ToString());
}
//注意：snaponly参数，false=持续更新
long reqid = this._windapi.WSQ(s.GetWindCode(), fields, false, this.callBackOnSubscribeBidAskBook);
if (reqid < 0)
{
string msg = this._windapi.WErr((eWQErr)reqid, eLang.eCHN);
MessageManager.GetInstance().Add(MessageType.Error, msg);
throw new Exception(msg);
}
//异步执行时，将s对象临时保存于htAsyncObject
this.htSubscribe.Add(reqid, s.bidaskbook);
}
catch (Exception ex)
{
throw ex;
}
}
public override List <Option> GetOptionSet(ASecurity underlying)
{
try
{
long reqid = this._windapi.WSET("OptionChain", "date=" + DateTime.Today.ToString("yyyyMMdd") + ";us_code=" + underlying.GetWindCode() + ";option_var=;month=全部;call_put=全部", this.callBackOnGetOptionSet);
if (reqid < 0)
{
string msg = this._windapi.WErr((eWQErr)reqid, eLang.eCHN);
MessageManager.GetInstance().Add(MessageType.Error, msg);
throw new Exception(msg);
}
//等待回报数据
this.waitCallBackData(reqid);
//读取数据
if (this.htOptionSets.Contains(underlying.code))
{
return((List <Option>) this.htOptionSets[underlying.code]);
}
else
{
return(null);
}
}
catch (Exception ex)
{
throw ex;
}
}