예제 #1
0
        public String GenerateQList(String Symbol, Level2DataType DataType)
        {
            String QList = String.Empty;

            // 3秒一条的Level2 10档行情
            if ((DataType & Level2DataType.Quotation) != 0)
            {
                QList += "2cn_" + Symbol;
            }

            // 逐笔数据
            if ((DataType & Level2DataType.Transaction) != 0)
            {
                if (QList != String.Empty)
                {
                    QList += ",";
                }
                QList += "2cn_" + Symbol + "_0";
                QList += ",";
                QList += "2cn_" + Symbol + "_1";
            }

            // 挂单数据
            if ((DataType & Level2DataType.Orders) != 0)
            {
                if (QList != String.Empty)
                {
                    QList += ",";
                }
                QList += "2cn_" + Symbol + "_orders";
            }

            return(QList);
        }
예제 #2
0
 public void SetSubscriptionType(Level2DataType DataType)
 {
     mSubscriptionType = DataType;
 }
예제 #3
0
 public void SetSimulationType(Level2DataType DataType)
 {
     mDataType = DataType;
 }