///成交单查询应答 protected override void OnRspQryTrade(CLRCQdpFtdcTradeField Trade, CLRCQdpFtdcRspInfoField RspInfo, int nRequestID, bool bIsLast) { #if DEBUG Debug.WriteLine("Current ThreadID:{0},Thread called by TradeSpi->OnRspQryTrade", Thread.CurrentThread.ManagedThreadId); #endif /*if (null != ProgramTradeEvents.RspQryTradeHandler) * { * Parallel.ForEach(ProgramTradeEvents.RspQryTradeHandler.GetInvocationList(), handler => * { * (handler as EventHandler<RspQryTradeEventArgs>).BeginInvoke(this, new RspQryTradeEventArgs { Trade = Trade, RspInfo = RspInfo, RequestID = nRequestID, IsLast = bIsLast }, null, null); * }); * }*/ }
///成交回报 protected override void OnRtnTrade(CLRCQdpFtdcTradeField Trade) { #if DEBUG Debug.WriteLine("Current ThreadID:{0},Thread called by TradeSpi->OnRtnTrade", Thread.CurrentThread.ManagedThreadId); #endif /*if (null != ProgramTradeEvents.RtnTradeHandler) * { * Parallel.ForEach(ProgramTradeEvents.RtnTradeHandler.GetInvocationList(), handler => * { * (handler as EventHandler<RtnTradeEventArgs>).BeginInvoke(this, new RtnTradeEventArgs { Trade = Trade }, null, null); * }); * }*/ }