private void OnRtnQuoteSubscribe(IntPtr pTraderApi, ref DFITCQuoteSubscribeRtnField pRtnQuoteSubscribeData) { tdlog.Info("报价通知订阅回报:{0},{1},{2},{3},{4},{5}", pRtnQuoteSubscribeData.quoteID, pRtnQuoteSubscribeData.ExchangeID, pRtnQuoteSubscribeData.InstrumentID, pRtnQuoteSubscribeData.instrumentType, pRtnQuoteSubscribeData.buySellType, pRtnQuoteSubscribeData.source); XSpeedAPI.GetInstance().FireOnRtnQuoteSubscribe(pRtnQuoteSubscribeData); }
public void FireOnRtnQuoteSubscribe(DFITCQuoteSubscribeRtnField pRtnQuoteSubscribeData) { if (null != OnRtnQuoteSubscribe) { OnRtnQuoteSubscribe(pRtnQuoteSubscribeData); } }