public void TestQryDepthMarketData() { _api.OnRspQryDepthMarketData += new TradeApi.RspQryDepthMarketData((ref CThostFtdcDepthMarketDataField pDepthMarketData, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) => { if (pRspInfo.ErrorID == 0) { Console.WriteLine("行情查询成功, InstrumentID: {0}", pDepthMarketData.InstrumentID); } else { Console.WriteLine(pRspInfo.ErrorMsg); } Assert.IsTrue(pRspInfo.ErrorID == 0); }); _api.QueryMarketData(1, "bu1712"); Thread.Sleep(200); }