private static void QryInstrumentDepthMarketData(TraderAdapter trader)
{
try
{
foreach (var kv in Utils.InstrumentToInstrumentInfo)
{
Thread.Sleep(1000);
Utils.WriteLine(string.Format("查询{0}...", kv.Key));
var ins = new ThostFtdcQryDepthMarketDataField
{
InstrumentID = kv.Key
};
trader.ReqQryDepthMarketData(ins, TraderAdapter.RequestId++);
}
Utils.WriteLine("查询合约详情完毕！！！");
Thread.Sleep(1000);
}
catch (Exception ex)
{
Utils.WriteException(ex);
}
}
private void btnQryMktData_Click(object sender, EventArgs e)
{
if (TraderApi != null && !string.IsNullOrEmpty(txtQryMktData.Text))
{
var req = new ThostFtdcQryDepthMarketDataField();
req.InstrumentID = txtQryMktData.Text;
req.ExchangeID = "";
TraderApi.ReqQryDepthMarketData(req, ++this.iRequestID);
}
}
/// <summary>
///请求查询行情
/// </summary>
public int ReqQryDepthMarketData(ThostFtdcQryDepthMarketDataField pQryDepthMarketData, int nRequestID)
{
return(Interop.TdReqQryDepthMarketData(Handle, pQryDepthMarketData, nRequestID));
}
public static extern int TdReqQryDepthMarketData(IntPtr pApi, ThostFtdcQryDepthMarketDataField pQryDepthMarketData, int nRequestID);
/// <summary>
/// 请求查询行情
/// </summary>
void ReqQryDepthMarketData()
{
ThostFtdcQryDepthMarketDataField req = new ThostFtdcQryDepthMarketDataField();
req.InstrumentID = INSTRUMENT_ID;
int iResult = api.ReqQryDepthMarketData(req, ++iRequestID);
Console.WriteLine("--->>> 请求查询行情: " + ((iResult == 0) ? "成功" : "失败"));
}