public void TestSubscribeMarketData() { string instrumentID = "IF1709"; _api.OnRspSubMarketData += new MarketApi.RspSubMarketData((ref CThostFtdcSpecificInstrumentField pSpecificInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) => { Console.WriteLine("订阅{0}成功", instrumentID); Assert.AreEqual(instrumentID, pSpecificInstrument.InstrumentID); //退订行情 _api.UnsubscribeMarketData(instrumentID); Thread.Sleep(50); }); _api.OnRspUnSubMarketData += new MarketApi.RspUnSubMarketData((ref CThostFtdcSpecificInstrumentField pSpecificInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) => { Console.WriteLine("退订{0}成功", instrumentID); Assert.AreEqual(instrumentID, pSpecificInstrument.InstrumentID); }); _api.OnRtnDepthMarketData += new MarketApi.RtnDepthMarketData((ref CThostFtdcDepthMarketDataField pDepthMarketData) => { Console.WriteLine("昨收价:{0},现价:{1}", pDepthMarketData.PreClosePrice, pDepthMarketData.LastPrice); Assert.AreEqual(instrumentID, pDepthMarketData.InstrumentID); }); //订阅行情 _api.SubscribeMarketData(instrumentID); Thread.Sleep(50); }
/// <summary> /// 退订行情 /// </summary> /// <param name="instruments">合约列表,传空退订所有</param> public void UnsubscribeMarket(params string[] instruments) { _api.UnsubscribeMarketData(instruments); }