private static void Test_QueryTickData(RushQuantTradeClient client)
{
Console.WriteLine("******* QueryTickData BEGIN *********\n");
QueryTickDataInput input = new QueryTickDataInput
{
ExchangeId = ExchangeId.SSE,
InstrumentCode = "601288"
};
QueryTickDataOutput output = client.QueryTickData(input);
QueryTickDataOutput item = output;
Console.WriteLine(
$@"交易所名称:{item.ExchangeId}, 合约代码:{item.InstrumentCode}, 合约名称:{item.InstrumentName}
卖五: {item.AskPrice5.ToString("f2")} {item.AskVolume5}
卖四: {item.AskPrice4.ToString("f2")} {item.AskVolume4}
卖三: {item.AskPrice3.ToString("f2")} {item.AskVolume3}
卖二: {item.AskPrice2.ToString("f2")} {item.AskVolume2}
卖一: {item.AskPrice1.ToString("f2")} {item.AskVolume1}
买一: {item.BidPrice1.ToString("f2")} {item.BidVolume1}
买二: {item.BidPrice2.ToString("f2")} {item.BidVolume2}
买三: {item.BidPrice3.ToString("f2")} {item.BidVolume3}
买四: {item.BidPrice4.ToString("f2")} {item.BidVolume4}
买五: {item.BidPrice5.ToString("f2")} {item.BidVolume5}
");
Console.WriteLine("******* QueryTickData END *********");
Console.WriteLine();
}
public unsafe QueryTickDataOutput QueryTickData(QueryTickDataInput input)
{
if (input == null)
{
throw new ArgumentNullException(nameof(input));
}
byte *pInput = stackalloc byte[QueryTickDataInput.GetSize()];
byte *pOutput = null;
input.WriteTo(pInput);
int result = UnsafeNativeMethods.rushquant_trade_QueryTickData(this._accountId, pInput, ref pOutput);
QueryTickDataOutput output = new QueryTickDataOutput();
output.ReadFrom(pOutput);
UnsafeNativeMethods.rushquant_free(pOutput);
if (result != ErrorCode.Success)
{
throw new RushQuantClientException(result, output.ErrorMessage);
}
return(output);
}
