private void CTPOnRspSubMarketData(ref CThostFtdcSpecificInstrumentField pSpecificInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
String ID = pSpecificInstrument.InstrumentID;
String ERROR = pRspInfo.ErrorMsg;
int R_ID = nRequestID;
bool IsL = bIsLast;
HaiFeng.MarketData tick = DicTick.GetOrAdd(ID, new HaiFeng.MarketData
{
InstrumentID = ID,
});
if (_OnRtnTick == null)
{
return;
}
_OnRtnTick(this, new TickEventArgs
{
Tick = tick
});
}
/// <summary>
/// 对于订阅市场深度信息查询的回报
/// </summary>
/// <param name="pSpecificInstrument"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
private void CMdApi_OnRspSubMarketData(ref CThostFtdcSpecificInstrumentField pSpecificInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
//添加未重复的订阅过的合约代码
if (pRspInfo.ErrorID == 0 && !this._ListSubscribedInstrumentIDs.Contains(pSpecificInstrument.InstrumentID))
{
this._ListSubscribedInstrumentIDs.Add(pSpecificInstrument.InstrumentID);
}
}
public virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField pSpecificInstrument, CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (SwigDerivedClassHasMethod("OnRspUnSubForQuoteRsp", swigMethodTypes9))
{
thostmdapiPINVOKE.CThostFtdcMdSpi_OnRspUnSubForQuoteRspSwigExplicitCThostFtdcMdSpi(swigCPtr, CThostFtdcSpecificInstrumentField.getCPtr(pSpecificInstrument), CThostFtdcRspInfoField.getCPtr(pRspInfo), nRequestID, bIsLast);
}
else
{
thostmdapiPINVOKE.CThostFtdcMdSpi_OnRspUnSubForQuoteRsp(swigCPtr, CThostFtdcSpecificInstrumentField.getCPtr(pSpecificInstrument), CThostFtdcRspInfoField.getCPtr(pRspInfo), nRequestID, bIsLast);
}
}
public virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField pSpecificInstrument, CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (SwigDerivedClassHasMethod("OnRspUnSubMarketData", swigMethodTypes7))
{
CTPMarketCppWrapperPINVOKE.CThostFtdcMdSpi_OnRspUnSubMarketDataSwigExplicitCThostFtdcMdSpi(swigCPtr, CThostFtdcSpecificInstrumentField.getCPtr(pSpecificInstrument), CThostFtdcRspInfoField.getCPtr(pRspInfo), nRequestID, bIsLast);
}
else
{
CTPMarketCppWrapperPINVOKE.CThostFtdcMdSpi_OnRspUnSubMarketData(swigCPtr, CThostFtdcSpecificInstrumentField.getCPtr(pSpecificInstrument), CThostFtdcRspInfoField.getCPtr(pRspInfo), nRequestID, bIsLast);
}
}
public override void OnRspSubMarketData(CThostFtdcSpecificInstrumentField pSpecificInstrument, CThostFtdcRspInfoField pRspInfo,
int nRequestID, bool bIsLast)
{
if (pRspInfo.ErrorID != 0)
{
Console.WriteLine("OnRspSubMarketData Error: {0}", pRspInfo.ErrorMsg);
}
else
{
Console.WriteLine("OnRspSubMarketData");
}
}
private void CMdApi_OnRspSubMarketData(ref CThostFtdcSpecificInstrumentField pSpecificInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (bIsLast)
{//【注】由于效率问题，我最后决定不使用固定数量的处理任务线程!
//使用默认数量处理任务来处理行情数据队列。
//Task[] taskProcessors = new Task[_processorNumber];
//for (int i = 0; i < _processorNumber; i++)
//{
// string processorId = i.ToString();
// taskProcessors[i] = Task.Run(() => TaskProcessor(this._queueDepthMarketDataField, _cts.Token));
//}
}
}
public override void OnRspUnSubscribeQuote(uint sessionID, int errorCode, char isLast, TapAPIContract info)
{
var field = new CThostFtdcSpecificInstrumentField()
{
InstrumentID = info.Commodity.CommodityNo + info.ContractNo1
};
var rspInfoField = new CThostFtdcRspInfoField()
{
ErrorID = errorCode
};
_callbackApi.OnRspUnSubMarketData(field, rspInfoField, 0, true);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(CThostFtdcSpecificInstrumentField obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
private void CTPOnRspSubMarketData(ref CThostFtdcSpecificInstrumentField pSpecificInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
}
/// <summary>
/// 订阅行情应答
/// </summary>
internal void OnSubMarketData(IntPtr pSpecificInstrument, IntPtr pRspInfo, int nRequestID, bool bIsLast)
{
CThostFtdcSpecificInstrumentField instrument = PInvokeUtility.GetObjectFromIntPtr <CThostFtdcSpecificInstrumentField>(pSpecificInstrument);
}
static void onRspSubMarketDataCallback(ref CThostFtdcSpecificInstrumentField pSpecificInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
Console.WriteLine(pRspInfo.ErrorID.ToString(), pRspInfo.ErrorMsg.ToString());
}
public void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField pSpecificInstrument, CThostFtdcRspInfoField pRspInfo,
int nRequestID, bool bIsLast)
{
Console.WriteLine("OnRspUnSubForQuoteRsp");
}
private void CTPOnRspSubForQuoteRsp(ref CThostFtdcSpecificInstrumentField pSpecificInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
String a = pSpecificInstrument.InstrumentID;
}
public override void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField pSpecificInstrument, CThostFtdcRspInfoField pRspInfo,
int nRequestID, bool bIsLast)
{
_callbackApi.OnRspUnSubMarketData(pSpecificInstrument, pRspInfo, nRequestID, bIsLast);
}
public override void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField pSpecificInstrument, CThostFtdcRspInfoField pRspInfo,
int nRequestID, bool bIsLast)
{
_callbackApi.OnRspSubForQuoteRsp(pSpecificInstrument, pRspInfo, nRequestID, bIsLast);
}
/// <summary>
/// 退订行情响应
/// </summary>
/// <param name="pSpecificInstrument"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
public virtual void OnRspUnSubMarketData(ref CThostFtdcSpecificInstrumentField pSpecificInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
}
public void OnRspSubMarketData(CThostFtdcSpecificInstrumentField pSpecificInstrument, CThostFtdcRspInfoField pRspInfo,
int nRequestID, bool bIsLast)
{
Console.WriteLine("OnRspSubMarketData");
}
