Esempi in C# (CSharp) per OpenQuant.API.Trade

Esempio n. 1

File: DataConvert.cs Progetto: zhuzhenping/OpenQuant-TongShi

        public static bool TryConvert(OpenQuant.API.Trade trade, ref StructRcvReport DepthMarketData)
        {
            if (tradeField == null)
            {
                tradeField = typeof(OpenQuant.API.Trade).GetField("trade", BindingFlags.NonPublic | BindingFlags.Instance);
            }

            TongShiTrade t = tradeField.GetValue(trade) as TongShiTrade;
            if (null != t)
            {
                DepthMarketData = t.DepthMarketData;
                return true;
            }
            return false;
        }

Esempio n. 2

        public static bool TryConvert(OpenQuant.API.Trade trade, ref CZQThostFtdcDepthMarketDataField DepthMarketData)
        {
            if (tradeField == null)
            {
                tradeField = typeof(OpenQuant.API.Trade).GetField("trade", BindingFlags.NonPublic | BindingFlags.Instance);
            }

            CTPZQTrade t = tradeField.GetValue(trade) as CTPZQTrade;

            if (null != t)
            {
                DepthMarketData = t.DepthMarketData;
                return(true);
            }
            return(false);
        }