private void btn_start_fix_Click(object sender, EventArgs e) { BTCCFIXClientApp app = new BTCCFIXClientApp(); string sessionFile = Environment.CurrentDirectory + @"\session_client.txt"; SessionSettings settings = new SessionSettings(sessionFile); IMessageStoreFactory storeFactory = new FileStoreFactory(settings); ILogFactory logFactory = new FileLogFactory(settings); QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory); initiator.Start(); BTCCMarketDataRequest btccDataRequest = new BTCCMarketDataRequest(); System.Threading.Thread.Sleep(5000); //request full snapshot MarketDataRequest dataRequest = btccDataRequest.marketDataFullSnapRequest("BTCCNY"); bool ret = Session.SendToTarget(dataRequest, app.m_sessionID); Console.WriteLine("SendToTarget ret={0}", ret); // dataRequest = btccDataRequest.marketDataFullSnapRequest("LTCCNY"); // ret = Session.SendToTarget(dataRequest, app.m_sessionID); // Console.WriteLine("SendToTarget ret={0}", ret); // dataRequest = btccDataRequest.marketDataFullSnapRequest("LTCBTC"); // ret = Session.SendToTarget(dataRequest, app.m_sessionID); // Console.WriteLine("SendToTarget ret={0}", ret); System.Threading.Thread.Sleep(15000); //request incremental request dataRequest = btccDataRequest.marketDataIncrementalRequest("BTCCNY"); ret = Session.SendToTarget(dataRequest, app.m_sessionID); Console.WriteLine("SendToTarget ret={0}", ret); // dataRequest = btccDataRequest.marketDataIncrementalRequest("LTCCNY"); // ret = Session.SendToTarget(dataRequest, app.m_sessionID); // Console.WriteLine("SendToTarget ret={0}", ret); // dataRequest = btccDataRequest.marketDataIncrementalRequest("LTCBTC"); // ret = Session.SendToTarget(dataRequest, app.m_sessionID); // Console.WriteLine("SendToTarget ret={0}", ret); System.Threading.Thread.Sleep(40000); //unsubscribe incremental request dataRequest = btccDataRequest.unsubscribeIncrementalRequest("BTCCNY"); ret = Session.SendToTarget(dataRequest, app.m_sessionID); Console.WriteLine("SendToTarget ret={0}", ret); // dataRequest = btccDataRequest.unsubscribeIncrementalRequest("LTCCNY"); // ret = Session.SendToTarget(dataRequest, app.m_sessionID); // Console.WriteLine("SendToTarget ret={0}", ret); // dataRequest = btccDataRequest.unsubscribeIncrementalRequest("LTCBTC"); // ret = Session.SendToTarget(dataRequest, app.m_sessionID); // Console.WriteLine("SendToTarget ret={0}", ret); }