private void InitCallbacks()
{
//由于回调函数可能被GC回收，所以用成员变量将回调函数保存下来
_fnOnConnect_Holder = OnConnect;
_fnOnDisconnect_Holder = OnDisconnect;
_fnOnMarketData_Holder = OnMarketData;
//_fnOnErrRtnOrderAction_Holder = OnErrRtnOrderAction;
//_fnOnErrRtnOrderInsert_Holder = OnErrRtnOrderInsert;
_fnOnRspArbitrageInstrument_Holder = OnRspArbitrageInstrument;
_fnOnRspError_Holder = OnRspError;
_fnOnRspCancelOrder_Holder = OnRspCancelOrder;
_fnOnRspInsertOrder_Holder = OnRspInsertOrder;
_fnOnRspQryExchangeInstrument_Holder = OnRspQryExchangeInstrument;
//_fnOnRspQryDepthMarketData_Holder = OnRspQryDepthMarketData;
//_fnOnRspQryInstrument_Holder = OnRspQryInstrument;
//_fnOnRspQryInstrumentCommissionRate_Holder = OnRspQryInstrumentCommissionRate;
//_fnOnRspQryInstrumentMarginRate_Holder = OnRspQryInstrumentMarginRate;
//_fnOnRspQryInvestorPosition_Holder = OnRspQryInvestorPosition;
//_fnOnRspQryTradingAccount_Holder = OnRspQryTradingAccount;
_fnOnRtnCancelOrder_Holder = OnRtnCancelOrder;
_fnOnRtnExchangeStatus_Holder = OnRtnExchangeStatus;
//_fnOnRtnDepthMarketData_Holder = OnRtnDepthMarketData;
_fnOnRtnMatchedInfo_Holder = OnRtnMatchedInfo;
_fnOnRtnOrder_Holder = OnRtnOrder;
//_fnOnRtnTrade_Holder = OnRtnTrade;
_fnOnRspQuoteSubscribe_Holder = OnRspQuoteSubscribe;
_fnOnRtnQuoteSubscribe_Holder = OnRtnQuoteSubscribe;
}
private void InitCallbacks()
{
//由于回调函数可能被GC回收，所以用成员变量将回调函数保存下来
_fnOnConnect_Holder = OnConnect;
_fnOnDisconnect_Holder = OnDisconnect;
_fnOnMarketData_Holder = OnMarketData;
//_fnOnErrRtnOrderAction_Holder = OnErrRtnOrderAction;
//_fnOnErrRtnOrderInsert_Holder = OnErrRtnOrderInsert;
_fnOnRspArbitrageInstrument_Holder = OnRspArbitrageInstrument;
_fnOnRspError_Holder = OnRspError;
_fnOnRspCancelOrder_Holder = OnRspCancelOrder;
_fnOnRspInsertOrder_Holder = OnRspInsertOrder;
_fnOnRspQryExchangeInstrument_Holder = OnRspQryExchangeInstrument;
//_fnOnRspQryDepthMarketData_Holder = OnRspQryDepthMarketData;
//_fnOnRspQryInstrument_Holder = OnRspQryInstrument;
//_fnOnRspQryInstrumentCommissionRate_Holder = OnRspQryInstrumentCommissionRate;
//_fnOnRspQryInstrumentMarginRate_Holder = OnRspQryInstrumentMarginRate;
//_fnOnRspQryInvestorPosition_Holder = OnRspQryInvestorPosition;
//_fnOnRspQryTradingAccount_Holder = OnRspQryTradingAccount;
_fnOnRtnCancelOrder_Holder = OnRtnCancelOrder;
_fnOnRtnInstrumentStatus_Holder = OnRtnInstrumentStatus;
//_fnOnRtnDepthMarketData_Holder = OnRtnDepthMarketData;
_fnOnRtnMatchedInfo_Holder = OnRtnMatchedInfo;
_fnOnRtnOrder_Holder = OnRtnOrder;
//_fnOnRtnTrade_Holder = OnRtnTrade;
_fnOnRspQuoteSubscribe_Holder = OnRspQuoteSubscribe;
_fnOnRtnQuoteSubscribe_Holder = OnRtnQuoteSubscribe;
}
public static extern void XSpeed_RegOnMarketData(IntPtr pMsgQueue, fnOnMarketData pCallback);