public void TestSubscribeMarketData()
{
string instrumentID = "IF1709";
_api.OnRspSubMarketData += new MarketApi.RspSubMarketData((ref CThostFtdcSpecificInstrumentField pSpecificInstrument,
ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
Console.WriteLine("订阅{0}成功", instrumentID);
Assert.AreEqual(instrumentID, pSpecificInstrument.InstrumentID);
//退订行情
_api.UnsubscribeMarketData(instrumentID);
Thread.Sleep(50);
});
_api.OnRspUnSubMarketData += new MarketApi.RspUnSubMarketData((ref CThostFtdcSpecificInstrumentField pSpecificInstrument,
ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
Console.WriteLine("退订{0}成功", instrumentID);
Assert.AreEqual(instrumentID, pSpecificInstrument.InstrumentID);
});
_api.OnRtnDepthMarketData += new MarketApi.RtnDepthMarketData((ref CThostFtdcDepthMarketDataField pDepthMarketData) =>
{
Console.WriteLine("昨收价：{0}，现价：{1}", pDepthMarketData.PreClosePrice, pDepthMarketData.LastPrice);
Assert.AreEqual(instrumentID, pDepthMarketData.InstrumentID);
});
//订阅行情
_api.SubscribeMarketData(instrumentID);
Thread.Sleep(50);
}
private static void OnRspUserLogin(RspUserLoginField RspUserLogin, RspInfoField RspInfo, int RequestID, bool IsLast)
{
_mdapi.SubscribeMarketData(new[] { "rb2109" }, 1);
}
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");
}
//订阅行情
public void SubscribeFutureMarketData(string[] CodeList)
{
_api.SubscribeMarketData(CodeList);
}
/// <summary>
/// 订阅行情
/// </summary>
/// <param name="instruments">合约列表，传空订阅所有</param>
public void SubscribeMarket(params string[] instruments)
{
_api.SubscribeMarketData(instruments);
}