//重载OnRecvDataMsg方法，接收行情数据
// 请注意：
// 1. 不要在这个函数里做耗时操作
// 2. 只在这个函数里做数据获取工作 -- 将数据复制到其它数据缓存区，由其它线程做业务逻辑处理
public override void OnRecvDataMsg(TDFMSG msg)
{
if (msg.MsgID == TDFMSGID.MSG_DATA_MARKET)
{
//行情消息
TDFMarketData[] marketDataArr = msg.Data as TDFMarketData[];
MarketDataCache.Enqueue(marketDataArr);
}
else if (msg.MsgID == TDFMSGID.MSG_DATA_TRANSACTION)
{
//逐笔成交
TDFTransaction[] transactionDataArr = msg.Data as TDFTransaction[];
TransactionCache.Enqueue(transactionDataArr);
}
else if (msg.MsgID == TDFMSGID.MSG_DATA_ORDER)
{
//逐笔委托
TDFOrder[] orderDataArr = msg.Data as TDFOrder[];
OrderCache.Enqueue(orderDataArr);
}
else if (msg.MsgID == TDFMSGID.MSG_DATA_ORDERQUEUE)
{
//委托队列
TDFOrderQueue[] orderQueueDataArr = msg.Data as TDFOrderQueue[];
OrderQueueCache.Enqueue(orderQueueDataArr);
}
}
public void ClearCache()
{
TDFMarketData[] tmp;
while (MarketDataCache.TryDequeue(out tmp) == true)
{
;
}
TDFTransaction[] tmp2;
while (TransactionCache.TryDequeue(out tmp2) == true)
{
;
}
TDFOrder[] tmp3;
while (OrderCache.TryDequeue(out tmp3) == true)
{
;
}
TDFOrderQueue[] tmp4;
while (OrderQueueCache.TryDequeue(out tmp4) == true)
{
;
}
}
