public static bool TryConvert(OpenQuant.API.Quote quote, ref StructRcvReport DepthMarketData)
{
if (quoteField == null)
{
quoteField = typeof(OpenQuant.API.Quote).GetField("quote", BindingFlags.NonPublic | BindingFlags.Instance);
}
TongShiQuote q = quoteField.GetValue(quote) as TongShiQuote;
if (null != q)
{
DepthMarketData = q.DepthMarketData;
return true;
}
return false;
}
public static bool TryConvert(OpenQuant.API.Quote quote, ref CZQThostFtdcDepthMarketDataField DepthMarketData)
{
if (quoteField == null)
{
quoteField = typeof(OpenQuant.API.Quote).GetField("quote", BindingFlags.NonPublic | BindingFlags.Instance);
}
CTPZQQuote q = quoteField.GetValue(quote) as CTPZQQuote;
if (null != q)
{
DepthMarketData = q.DepthMarketData;
return(true);
}
return(false);
}
