public void Initialize()
{
_api = new MarketApi(_brokerID, _frontAddr);
_api.OnRspError += new MarketApi.RspError((ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
Console.WriteLine("ErrorID: {0}, ErrorMsg: {1}", pRspInfo.ErrorID, pRspInfo.ErrorMsg);
});
_api.OnFrontConnected += new MarketApi.FrontConnected(() =>
{
_isConnected = true;
_api.UserLogin(-3, _investor, _password);
});
_api.OnRspUserLogin += new MarketApi.RspUserLogin((ref CThostFtdcRspUserLoginField pRspUserLogin,
ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
_isLogin = true;
});
_api.OnRspUserLogout += new MarketApi.RspUserLogout((ref CThostFtdcUserLogoutField pRspUserLogout,
ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
_isLogin = false;
_api.Disconnect();
});
_api.OnFrontDisconnected += new MarketApi.FrontDisconnected((int nReasion) =>
{
_isConnected = false;
});
_api.Connect();
Thread.Sleep(200);
}
public void Cleanup()
{
if (_isLogin)
{
_api.UserLogout(-4);
}
else if (_isConnected)
{
_api.Disconnect();
}
Thread.Sleep(100);
}
public void Initialize()
{
Console.WriteLine("CTP行情订阅初始化");
_api = new MarketApi(_brokerID, _frontAddr);
_api.OnRspError += new MarketApi.RspError((ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
Console.WriteLine("ErrorID: {0}, ErrorMsg: {1}", pRspInfo.ErrorID, pRspInfo.ErrorMsg);
});
_api.OnFrontConnected += new MarketApi.FrontConnected(() =>
{
Console.WriteLine("连接成功");
_api.UserLogin(-3, _investor, _password);
});
_api.OnRspUserLogin += new MarketApi.RspUserLogin((ref CThostFtdcRspUserLoginField pRspUserLogin,
ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
if (_isLogin == false)
{
_isLogin = true;
_api.SubscribeMarketData(this._codeList);
Console.WriteLine(" ");
Console.WriteLine("***********************************************");
Console.WriteLine("***** CTP行情接收中，请勿关闭窗口！！！ *****");
Console.WriteLine("***** CTP行情接收中，请勿关闭窗口！！！ *****");
Console.WriteLine("***** CTP行情接收中，请勿关闭窗口！！！ *****");
Console.WriteLine("***********************************************");
Console.WriteLine(" ");
}
});
_api.OnRspUserLogout += new MarketApi.RspUserLogout((ref CThostFtdcUserLogoutField pRspUserLogout,
ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
_isLogin = false;
_api.Disconnect();
});
_api.OnFrontDisconnected += new MarketApi.FrontDisconnected((int nReasion) =>
{
_isLogin = false;
});
_api.OnHeartBeatWarning += new MarketApi.HeartBeatWarning((int nTimeLapse) =>
{
Console.WriteLine(DateTime.Now.ToString());
_api.Connect();
});
_api.OnRspSubMarketData += new MarketApi.RspSubMarketData((ref CThostFtdcSpecificInstrumentField pSpecificInstrument,
ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
Console.WriteLine("订阅{0}成功", pSpecificInstrument.InstrumentID);
Thread.Sleep(10);
});
_api.OnRtnDepthMarketData += new MarketApi.RtnDepthMarketData((ref CThostFtdcDepthMarketDataField pDepthMarketData) =>
{
try
{
OnReceiveHQ(pDepthMarketData);
}
catch (Exception e)
{
Console.WriteLine(e.ToString());
}
});
_api.Connect();
Console.WriteLine("初始化完成");
}
/// <summary>
/// 断开连接
/// </summary>
/// <param name="callback">断开连接回调</param>
public void Disconnect(DataCallback callback)
{
AddCallback(callback, -2);
_isConnected = false;
_api.Disconnect();
}
/// <summary>
/// 断开连接
/// </summary>
/// <param name="callback">断开连接回调</param>
public void Disconnect(DataCallback callback)
{
AddCallback(callback, -2);
_api.Disconnect();
}