public static void MDCreate() { onquote = new lpRtn(OnQuote); onhistquote = new lpRtnEx(OnInstrument); oninstrument = new lpRtnEx(OnInstrument); CreateFtdcMdApi(); SetMarketApiCallback(IntPtr.Zero, null, null, null, null, null, null, onquote, null, null, onhistquote, oninstrument); }
public extern static void SetMarketApiCallback(IntPtr AContex, lpNoParam AOnFrontConnected, lpIntParam AOnFrontDisconnected, lpIntParam AOnHeartBeatWarning, lpRspError AOnRspError, lpRsp AOnRspUserLogin, lpRsp AOnRspUserLogout, lpRtn AOnRtnDepthMarketData, lpRsp AOnRspSubMarketData, lpRsp AOnRspUnSubMarketData, lpRtnEx AOnRspQryHistQuote, lpRtnEx AOnRspQryInstrument);