public MdApiWrapper() { _fnOnConnect_Holder = OnConnect_callback; _fnOnDisconnect_Holder = OnDisconnect_callback; _fnOnRspError_Holder = OnRspError_callback; _fnOnRtnDepthMarketData_Holder = OnRtnDepthMarketData_callback; }
private void InitCallbacks() { //由于回调函数可能被GC回收,所以用成员变量将回调函数保存下来 _fnOnConnect_Holder = OnConnect; _fnOnDisconnect_Holder = OnDisconnect; _fnOnErrRtnOrderAction_Holder = OnErrRtnOrderAction; _fnOnErrRtnOrderInsert_Holder = OnErrRtnOrderInsert; _fnOnRspError_Holder = OnRspError; _fnOnRspOrderAction_Holder = OnRspOrderAction; _fnOnRspOrderInsert_Holder = OnRspOrderInsert; _fnOnRspQryDepthMarketData_Holder = OnRspQryDepthMarketData; _fnOnRspQryInstrument_Holder = OnRspQryInstrument; _fnOnRspQryInstrumentCommissionRate_Holder = OnRspQryInstrumentCommissionRate; _fnOnRspQryInvestorPosition_Holder = OnRspQryInvestorPosition; _fnOnRspQryTradingAccount_Holder = OnRspQryTradingAccount; _fnOnRtnInstrumentStatus_Holder = OnRtnInstrumentStatus; _fnOnRtnDepthMarketData_Holder = OnRtnDepthMarketData; _fnOnRtnOrder_Holder = OnRtnOrder; _fnOnRtnTrade_Holder = OnRtnTrade; #if CTP _fnOnRspQryInstrumentMarginRate_Holder = OnRspQryInstrumentMarginRate; #endif _fnOnRtnForQuoteRsp_Holder = OnRtnForQuoteRsp; _fnOnErrRtnQuoteAction_Holder = OnErrRtnQuoteAction; _fnOnErrRtnQuoteInsert_Holder = OnErrRtnQuoteInsert; _fnOnRspQuoteAction_Holder = OnRspQuoteAction; _fnOnRspQuoteInsert_Holder = OnRspQuoteInsert; _fnOnRtnQuote_Holder = OnRtnQuote; }
private void InitCallbacks() { //由于回调函数可能被GC回收,所以用成员变量将回调函数保存下来 _fnOnConnect_Holder = OnConnect; _fnOnDisconnect_Holder = OnDisconnect; _fnOnErrRtnOrderAction_Holder = OnErrRtnOrderAction; _fnOnErrRtnOrderInsert_Holder = OnErrRtnOrderInsert; _fnOnRspError_Holder = OnRspError; _fnOnRspOrderAction_Holder = OnRspOrderAction; _fnOnRspOrderInsert_Holder = OnRspOrderInsert; _fnOnRspQryInstrument_Holder = OnRspQryInstrument; _fnOnRspQryInvestorPosition_Holder = OnRspQryInvestorPosition; _fnOnRspQryTradingAccount_Holder = OnRspQryTradingAccount; _fnOnRtnDepthMarketData_Holder = OnRtnDepthMarketData; _fnOnRtnOrder_Holder = OnRtnOrder; _fnOnRtnTrade_Holder = OnRtnTrade; }
public static extern void CTP_RegOnRtnDepthMarketData(IntPtr pMdApi, fnOnRtnDepthMarketData pCallback);
public static extern void CTP_RegOnRtnDepthMarketData(IntPtr pMsgQueue, fnOnRtnDepthMarketData pCallback);