//建立行情 private void Connect_MD() { lock (_lockMd) { if (_bWantMdConnect && (null == m_pMdApi || IntPtr.Zero == m_pMdApi)) { m_pMdApi = MdApi.MD_CreateMdApi(); MdApi.CTP_RegOnRtnDepthMarketData(m_pMsgQueue, _fnOnRtnDepthMarketData_Holder); MdApi.MD_RegMsgQueue2MdApi(m_pMdApi, m_pMsgQueue); MdApi.MD_Connect(m_pMdApi, _newTempPath, string.Join(";", server.MarketData.ToArray()), server.BrokerID, account.InvestorId, account.Password); //向单例对象中注入操作用句柄 CTPAPI.GetInstance().__RegMdApi(m_pMdApi); } } }