public void OnQuote(CTP.ThostFtdcDepthMarketDataField e)
{
if (e.InstrumentID == instrumentID)
{
lastQuote = e;
}
}
private void dataPrivoder_OnMarketDataReceived(object sender, CTP.ThostFtdcDepthMarketDataField e)
{
lock (subscription)
{
foreach (var item in subscription)
{
if (item.Value.Contains(e.InstrumentID))
{
item.Key.OnQuote(e);
}
}
}
}