/// <summary>
/// 行情数据回调函数，同时引发_OnTick多播事件。
/// </summary>
/// <param name="pDepthMarketData"></param>
private void CMdApi_OnRtnDepthMarketData(ref CThostFtdcDepthMarketDataField pDepthMarketData)
{
//添加到字典中
string instrumentIDKey = pDepthMarketData.InstrumentID;
DepthMarketData dmd = this._DictDepthMarketData[instrumentIDKey];
dmd.CThostFtdcMarketDepthDataFieldInstance = pDepthMarketData;
this._OnRtnDMD?.Invoke(dmd);
//后台线程调用OnTick多播委托
//Task.Run(() =>
//{
Tick tick = new Tick();
tick.AskPrice = dmd.AskPrice1;
tick.BidPrice = dmd.BidPrice1;
tick.AskVolume = dmd.AskVolume1;
tick.BidVolume = dmd.BidVolume1;
tick.InstrumentID = dmd.InstrumentID;
tick.LastPrice = dmd.LastPrice;
tick.OpenInt = dmd.OpenInterest;
tick.UpdateTime = dmd.TradingDay + " " + dmd.UpdateTime;
tick.UpdateMillisec = dmd.UpdateMillisec;
tick.Volume = dmd.Volume;
_OnRtnTick?.Invoke(tick);
//}
//);
//引发更新事件
//this._queueDepthMarketDataField.Enqueue(pDepthMarketData);
//Task.Run(() => TaskProcessor(this._queueDepthMarketDataField, _cts.Token));
}
/// <summary>
/// 启动，绑定OnRtnDMD
/// </summary>
public void Run(DepthMarketData dmd)
{
lock (_lock)
{
if (!this._isOrderSent && dmd.InstrumentID == this.InstrumentID &&
this._isPriceConditionSatisfied != null && this._isRunning &&
this._isPriceConditionSatisfied(dmd) &&
this._conditionOrderExecutionStatus == ConditionOrderExecutionStatus.Running)
{
this._isRunning = false;
this._conditionOrderExecutionTrigger?.Invoke(this);
this._isOrderSent = true;
this._conditionOrderExecutionStatus = ConditionOrderExecutionStatus.Complete;
Notify("");
}
}
}