protected override void OnMarketData(CLRDFITCDepthMarketDataField MarketDataField)
{
if (ProgramTradeEvents.RspEventHandler.ContainsKey(RspSpiModules.RtnMarket) && null != ProgramTradeEvents.RspEventHandler[RspSpiModules.RtnMarket])
{
TypedRspEventArgs <CLRDFITCDepthMarketDataField, object> evt = new TypedRspEventArgs <CLRDFITCDepthMarketDataField, object> {
RequestID = 0, ErrorID = 0, Message = MarketDataField.instrumentID, Data = MarketDataField, Error = null, IsLast = true
};
Parallel.ForEach(ProgramTradeEvents.RspEventHandler[RspSpiModules.RtnMarket].GetInvocationList(), handler =>
{
(handler as EventHandler <RspEventArgs>).BeginInvoke(this, evt, null, null);
});
}
}
public static MarketDetail CreateMarketDetail(CLRDFITCDepthMarketDataField market)
{
MarketDetail result = new MarketDetail();
switch (market.exchangeID)
{
case "DCE":
result.ExchangeID = ExchangeID.DCE;
break;
case "CZCE":
result.ExchangeID = ExchangeID.CZCE;
break;
case "SHFE":
result.ExchangeID = ExchangeID.SHFE;
break;
case "CFFEX":
result.ExchangeID = ExchangeID.CFFEX;
break;
case "INE":
result.ExchangeID = ExchangeID.INE;
break;
}
result.InstrumentID = market.instrumentID;
result.LatestPrice = market.lastPrice;
result.OpenPrice = market.openPrice;
result.HighestPrice = market.highestPrice;
result.LowestPrice = market.lowestPrice;
result.ClosePrice = market.closePrice;
result.Volume = market.Volume;
result.TopLimitPrice = market.upperLimitPrice;
result.BottomLimitPrice = market.lowerLimitPrice;
return(result);
}
protected override void OnRspQryDepthMarketData(CLRDFITCDepthMarketDataField DepthMarketData, CLRDFITCErrorRtnField ErrorInfo, bool bIsLast)
{
throw new NotImplementedException();
}
