public bool ReqQuoteInsert(CustomQuote quote, out string errMsg)
{
ThostFtdcInputQuoteField req = new ThostFtdcInputQuoteField();
req.BrokerID = BROKER_ID;
req.InvestorID = INVESTOR_ID;
req.QuoteRef = QUOTE_REF;
req.InstrumentID = quote.InstrumentID;
req.AskPrice = quote.AskPrice;
req.BidPrice = quote.BidPrice;
req.AskVolume = quote.AskVolume;
req.BidVolume = quote.BidVolume;
req.AskOffsetFlag = quote.AskOffsetFlag;
req.BidOffsetFlag = quote.BidOffsetFlag;
req.AskHedgeFlag = quote.AskHedgeFlag;
req.BidHedgeFlag = quote.BidHedgeFlag;
int ret = trader.ReqQuoteInsert(req, iRequestID++);
errMsg = (ret == 0) ? "-" : "CTP询价回应录入失败,返回值:" + ret;
return(ret == 0);
}
