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);
}
/// <summary>
/// 退订行情
/// </summary>
/// <param name="instruments">合约列表，传空退订所有</param>
public void UnsubscribeMarket(params string[] instruments)
{
_api.UnsubscribeMarketData(instruments);
}