//建立交易
private void Connect_TD()
{
lock (_lockTd)
{
if (_bWantTdConnect &&
(null == m_pTdApi || IntPtr.Zero == m_pTdApi))
{
m_pTdApi = TraderApi.TD_CreateTdApi();
TraderApi.XSpeed_RegOnRspCancelOrder(m_pMsgQueue, _fnOnRspCancelOrder_Holder);
TraderApi.XSpeed_RegOnRspInsertOrder(m_pMsgQueue, _fnOnRspInsertOrder_Holder);
TraderApi.XSpeed_RegOnRspArbitrageInstrument(m_pMsgQueue, _fnOnRspArbitrageInstrument_Holder);
TraderApi.XSpeed_RegOnRspQryExchangeInstrument(m_pMsgQueue, _fnOnRspQryExchangeInstrument_Holder);
TraderApi.XSpeed_RegOnRtnCancelOrder(m_pMsgQueue, _fnOnRtnCancelOrder_Holder);
TraderApi.XSpeed_RegOnRtnInstrumentStatus(m_pMsgQueue, _fnOnRtnInstrumentStatus_Holder);
TraderApi.XSpeed_RegOnRtnMatchedInfo(m_pMsgQueue, _fnOnRtnMatchedInfo_Holder);
TraderApi.XSpeed_RegOnRtnOrder(m_pMsgQueue, _fnOnRtnOrder_Holder);
TraderApi.XSpeed_RegOnRspQuoteSubscribe(m_pMsgQueue, _fnOnRspQuoteSubscribe_Holder);
TraderApi.XSpeed_RegOnRtnQuoteSubscribe(m_pMsgQueue, _fnOnRtnQuoteSubscribe_Holder);
TraderApi.TD_RegMsgQueue2TdApi(m_pTdApi, m_pMsgQueue);
TraderApi.TD_Connect(m_pTdApi, string.Join(";", server.Trading.ToArray()), account.InvestorId, account.Password, 0);
//向单例对象中注入操作用句柄
XSpeedAPI.GetInstance().__RegTdApi(m_pTdApi);
}
}
}
private void OnRtnQuoteSubscribe(IntPtr pTraderApi, ref DFITCQuoteSubscribeRtnField pRtnQuoteSubscribeData)
{
tdlog.Info("报价通知订阅回报：{0},{1},{2},{3},{4}",
pRtnQuoteSubscribeData.quoteID,
pRtnQuoteSubscribeData.ExchangeID,
pRtnQuoteSubscribeData.InstrumentID,
pRtnQuoteSubscribeData.buySellType,
pRtnQuoteSubscribeData.source);
XSpeedAPI.GetInstance().FireOnRtnQuoteSubscribe(pRtnQuoteSubscribeData);
}
private void Disconnect_TD()
{
lock (_lockTd)
{
if (null != m_pTdApi && IntPtr.Zero != m_pTdApi)
{
TraderApi.TD_RegMsgQueue2TdApi(m_pTdApi, IntPtr.Zero);
TraderApi.TD_ReleaseTdApi(m_pTdApi);
m_pTdApi = IntPtr.Zero;
XSpeedAPI.GetInstance().__RegTdApi(m_pTdApi);
}
_bTdConnected = false;
}
}
private void Disconnect_MD()
{
lock (_lockMd)
{
if (null != m_pMdApi && IntPtr.Zero != m_pMdApi)
{
MdApi.MD_RegMsgQueue2MdApi(m_pMdApi, IntPtr.Zero);
MdApi.MD_ReleaseMdApi(m_pMdApi);
m_pMdApi = IntPtr.Zero;
XSpeedAPI.GetInstance().__RegMdApi(m_pMdApi);
}
_bMdConnected = false;
}
}
//建立行情
private void Connect_MD()
{
lock (_lockMd)
{
if (_bWantMdConnect &&
(null == m_pMdApi || IntPtr.Zero == m_pMdApi))
{
m_pMdApi = MdApi.MD_CreateMdApi();
MdApi.XSpeed_RegOnMarketData(m_pMsgQueue, _fnOnMarketData_Holder);
MdApi.MD_RegMsgQueue2MdApi(m_pMdApi, m_pMsgQueue);
MdApi.MD_Connect(m_pMdApi, string.Join(";", server.MarketData.ToArray()), account.InvestorId, account.Password, 0);
//向单例对象中注入操作用句柄
XSpeedAPI.GetInstance().__RegMdApi(m_pMdApi);
}
}
}
