C# (CSharp) QuantBox.CSharp2XSpeed DFITCQuoteSubscribeRtnField Examples

Example #1

File: XSpeedProvider.XSpeed.cs Project: jimmyhuo/OpenQuant-XSpeed

        private void OnRtnQuoteSubscribe(IntPtr pTraderApi, ref DFITCQuoteSubscribeRtnField pRtnQuoteSubscribeData)
        {
            tdlog.Info("报价通知订阅回报：{0},{1},{2},{3},{4},{5}",
                pRtnQuoteSubscribeData.quoteID,
                pRtnQuoteSubscribeData.ExchangeID,
                pRtnQuoteSubscribeData.InstrumentID,
                pRtnQuoteSubscribeData.instrumentType,
                pRtnQuoteSubscribeData.buySellType,
                pRtnQuoteSubscribeData.source);

            XSpeedAPI.GetInstance().FireOnRtnQuoteSubscribe(pRtnQuoteSubscribeData);
        }

Example #2

File: XSpeedAPI.cs Project: kandsy/OpenQuant-XSpeed

 public void FireOnRtnQuoteSubscribe(DFITCQuoteSubscribeRtnField pRtnQuoteSubscribeData)
 {
     if (null != OnRtnQuoteSubscribe)
     {
         OnRtnQuoteSubscribe(pRtnQuoteSubscribeData);
     }
 }