private static void QryInstrumentDepthMarketData(TraderAdapter trader)
{
try
{
foreach (var kv in Utils.InstrumentToInstrumentInfo)
{
Thread.Sleep(1000);
Utils.WriteLine(string.Format("查询{0}...", kv.Key));
var ins = new ThostFtdcQryDepthMarketDataField
{
InstrumentID = kv.Key
};
trader.ReqQryDepthMarketData(ins, TraderAdapter.RequestId++);
}
Utils.WriteLine("查询合约详情完毕！！！");
Thread.Sleep(1000);
}
catch (Exception ex)
{
Utils.WriteException(ex);
}
}
private Timer _timerOrder = new Timer(250); //报单回报有时候会有1-2秒的延迟
//private Timer _timerSaveStopLossPrices = new Timer(1000); //每隔一段时间保存当前的止损参考价，供下次启动时读取
public QuoteAdapter(TraderAdapter trader)
{
_timerOrder.Elapsed += timer_Elapsed;
//_timerSaveStopLossPrices.Elapsed += _timerSaveStopLossPrices_Elapsed;
_trader = trader;
OnFrontConnected += QuoteAdapter_OnFrontConnected;
OnRspUserLogin += QuoteAdapter_OnRspUserLogin;
OnFrontDisconnected += QuoteAdapter_OnFrontDisconnected;
OnRspError += QuoteAdapter_OnRspError;
OnRspSubMarketData += QuoteAdapter_OnRspSubMarketData;
OnRspUnSubMarketData += QuoteAdapter_OnRspUnSubMarketData;
OnRspUserLogout += QuoteAdapter_OnRspUserLogout;
OnRtnDepthMarketData += QuoteAdapter_OnRtnDepthMarketData;
}
