コード例 #1
0
ファイル: reqFlow.cs プロジェクト: rbarber8/historical_curve
        public static ConcurrentQueue<output> _queue = new ConcurrentQueue<output>();// dict store all surrounding Info
        public static void requestFlow(output x)
        {
            lock (reqFlow.locker0)
            {
                try
                {
                    _queue.Enqueue(x);
                    DepthOfBkHndlr dobkUnderhndlr = new MktSrvcAPI.DepthOfBkHndlr((_instr, _ts, _partid, _mod, _numbid, _numask, _bidexch, _askexch, _bidbk, _askbk) => respFlow.dobkUnderhndlr(_instr, _ts, _partid, _mod, _numbid, _numask, _bidexch, _askexch, _bidbk, _askbk));
                    Conn._dobkUnderClient.depofbkhndlr = dobkUnderhndlr;

                    Conn._dobkUnderClient.Subscribe(new InstrInfo
                    {
                        sym = x.under,
                        type = InstrInfo.EType.EQUITY,
                    });
                    //Console.WriteLine("request: " + x.under + x.callput);
                }
                catch (Exception e)
                {
                    Console.WriteLine(e.Message);
                }

                //Console.WriteLine("000 "+((ConcurrentQueue<output>)_Dict[0][6]).Count);
            }
        }
コード例 #2
0
ファイル: reqFlow2.cs プロジェクト: rbarber8/historical_curve
        //public static void requestFlow(output x)
        //{
        //    try
        //    {
        //        _queue.Enqueue(x);
        //        DepthOfBkHndlr depofbkhndlr0 = new MktSrvcAPI.DepthOfBkHndlr((_instr, _ts, _partid, _mod, _numbid, _numask, _bidexch, _askexch, _bidbk, _askbk) => respFlow2.depofbkhndlr(_instr, _ts, _partid, _mod, _numbid, _numask, _bidexch, _askexch, _bidbk, _askbk));
        //        Conn._DepthofBkClient.depofbkhndlr = depofbkhndlr0;
        //        Conn._DepthofBkClient.Subscribe(x.instr);
        //    }
        //    catch (Exception ex)
        //    {
        //        Console.WriteLine(ex.Message);
        //    }
        //}

        public static void requestFlow(output x1, output x2)
        {
            try
            {
                _queue.Enqueue(x1);
                _queue.Enqueue(x2);
                DepthOfBkHndlr depofbkhndlr0 = new MktSrvcAPI.DepthOfBkHndlr((_instr, _ts, _partid, _mod, _numbid, _numask, _bidexch, _askexch, _bidbk, _askbk) => respFlow2.depofbkhndlr(_instr, _ts, _partid, _mod, _numbid, _numask, _bidexch, _askexch, _bidbk, _askbk));
                Conn._DepthofBkClient.depofbkhndlr = depofbkhndlr0;
                Conn._DepthofBkClient.Subscribe(x1.instr);
                Conn._DepthofBkClient.Subscribe(x2.instr);
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Message);
            }
        }