/// <summary>
/// 退订行情
/// </summary>
/// <param name="symbols"></param>
public void UnSubscribeMarketData(string exchangeID, string[] symbols)
{
if (symbols == null || symbols.Length == 0)
{
return;
}
IntPtr[] handlers = new IntPtr[symbols.Length];
for (int i = 0; i < symbols.Length; i++)
{
handlers[i] = Marshal.StringToHGlobalAnsi(symbols[i]);
}
CTPWrapper.StockUnSubscribe(this._instance, handlers, symbols.Length, exchangeID);
}
/// <summary>
/// 订阅行情
/// </summary>
/// <param name="symbols"></param>
public void SubscribeMarketData(string exchangeID, string[] symbols)
{
IntPtr[] handlers = new IntPtr[symbols.Length];
for (int i = 0; i < symbols.Length; i++)
{
handlers[i] = Marshal.StringToHGlobalAnsi(symbols[i]);
}
CTPWrapper.StockSubscribe(this._instance, handlers, symbols.Length, exchangeID);
//StringBuilder buffer = new StringBuilder();
//foreach (var item in symbols)
//{
// buffer.Append(item).Append('\0');
//}
//CTPWrapper.Process(this._instance, (int)CTPRequestAction.MarketDataSubscribeMarketData, symbols.Length, buffer);
}
protected override int Process(IntPtr handle, int type, int p1, StringBuilder p2)
{
return(CTPWrapper.CTPStockProcess(handle, type, p1, p2));
}
protected override unsafe int ProcessRequest(void *hTrader, int type, void *pReqData, int requestID)
{
return(CTPWrapper.CTPStockProcessRequest(hTrader, type, pReqData, requestID));
}