private void XApi_OnRtnOrder(object sender, ref OrderField order) { if (onReturnOrder != null) { OrderInfo orderInfo = StructTransfer.TransferOrderInfo(order); onReturnOrder(this, ref orderInfo); } }
private void XApi_OnRspQryTradingAccount(object sender, ref AccountField account, int size1, bool bIsLast) { if (onReturnAccount != null) { AccountInfo accountInfo = StructTransfer.TransferAccountInfo(account); onReturnAccount(this, ref accountInfo); } }
private void XApi_OnRtnTrade(object sender, ref TradeField trade) { if (onReturnTrade != null) { TradeInfo tradeInfo = StructTransfer.TransferTradeInfo(trade); onReturnTrade(this, ref tradeInfo); } }
private void XApi_OnConnectionStatus(object sender, XAPI.ConnectionStatus status, ref XAPI.RspUserLoginField userLogin, int size1) { if (onConnectionStatus == null) { return; } LoginInfo loginInfo = StructTransfer.TransferUserLogin(userLogin); onConnectionStatus(sender, EnumTransfer.TransferConnectionStatus(status), ref loginInfo); }
private void XApi_OnRtnDepthMarketData(object sender, ref XAPI.DepthMarketDataNClass marketData) { if (onReturnMarketData == null) { return; } if (!IsInOpenPeriod(marketData.UpdateTime)) { return; } ITickBar tickBar = StructTransfer.TransferTickBar(marketData); onReturnMarketData(sender, ref tickBar); }
private void XApi_OnRspQryInstrument(object sender, ref XAPI.InstrumentField instrument, int size1, bool bIsLast) { if (onReturnInstrument == null) { return; } //TODO 这里连续查询两次会有问题,暂不处理 instruments.Add(StructTransfer.TransferInstrumentInfo(instrument)); if (bIsLast)// || instruments.Count == size1) { onReturnInstrument(sender, ref instruments); instruments.Clear(); } }