public void Initialize()
{
_api = new TradeApi(_brokerID, _frontAddr);
_api.OnRspError += new TradeApi.RspError((ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
Console.WriteLine("ErrorID: {0}, ErrorMsg: {1}", pRspInfo.ErrorID, pRspInfo.ErrorMsg);
});
_api.OnFrontConnect += new TradeApi.FrontConnect(() =>
{
_isConnected = true;
_api.UserLogin(-3, _investorID, _password);
});
_api.OnRspUserLogin += new TradeApi.RspUserLogin((ref CThostFtdcRspUserLoginField pRspUserLogin,
ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
_isLogin = true;
_api.SettlementInfoConfirm(-4);
});
_api.OnDisconnected += new TradeApi.Disconnected((int nReasion) =>
{
_isConnected = false;
});
_api.OnRspUserLogout += new TradeApi.RspUserLogout((ref CThostFtdcUserLogoutField pUserLogout,
ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
_isLogin = false;
_api.Disconnect();
});
_api.Connect();
Thread.Sleep(200);
}
//建立行情
private void Connect_TD()
{
m_Api.OnConnect = OnConnect_callback;
m_Api.OnDisconnect = OnDisconnect_callback;
m_Api.OnRspError = OnRspError_callback;
m_Api.OnErrRtnOrderAction = OnErrRtnOrderAction_callback;
m_Api.OnErrRtnOrderInsert = OnErrRtnOrderInsert_callback;
m_Api.OnRspOrderAction = OnRspOrderAction_callback;
m_Api.OnRspOrderInsert = OnRspOrderInsert_callback;
m_Api.OnRspQryDepthMarketData = OnRspQryDepthMarketData_callback;
m_Api.OnRspQryInstrument = OnRspQryInstrument_callback;
m_Api.OnRspQryInstrumentCommissionRate = OnRspQryInstrumentCommissionRate_callback;
//m_Api.OnRspQryInstrumentMarginRate = OnRspQryInstrumentMarginRate_callback;
m_Api.OnRspQryInvestorPosition = OnRspQryInvestorPosition_callback;
m_Api.OnRspQryInvestorPositionDetail = OnRspQryInvestorPositionDetail_callback;
m_Api.OnRspQryOrder = OnRspQryOrder_callback;
m_Api.OnRspQryTrade = OnRspQryTrade_callback;
m_Api.OnRspQryTradingAccount = OnRspQryTradingAccount_callback;
m_Api.OnRtnInstrumentStatus = OnRtnInstrumentStatus_callback;
m_Api.OnRtnOrder = OnRtnOrder_callback;
m_Api.OnRtnTrade = OnRtnTrade_callback;
m_Api.Connect();
}
public void Connect()
{
m_Api.Connect();
}