C# (CSharp) CTP ThostFtdcDepthMarketDataField Examples

Example #1

File: Trader.cs Project: jiangjihua/Trade

 public void OnQuote(CTP.ThostFtdcDepthMarketDataField e)
 {
     if (e.InstrumentID == instrumentID)
     {
         lastQuote = e;
     }
 }

Example #2

File: TradeFramework.cs Project: jiangjihua/Trade

 private void dataPrivoder_OnMarketDataReceived(object sender, CTP.ThostFtdcDepthMarketDataField e)
 {
     lock (subscription)
     {
         foreach (var item in subscription)
         {
             if (item.Value.Contains(e.InstrumentID))
             {
                 item.Key.OnQuote(e);
             }
         }
     }
 }