private void OnRtnQuoteRequest_callback(object sender, ref QuoteRequestField quoteRequest) { if (null != OnRtnQuoteRequest) { OnRtnQuoteRequest(this, new OnRtnQuoteRequestEventArgs(ref quoteRequest)); } }
private void _OnRtnQuoteRequest(IntPtr ptr1, int size1) { if (OnRtnQuoteRequest == null) { return; } QuoteRequestField obj = PInvokeUtility.GetObjectFromIntPtr <QuoteRequestField>(ptr1); OnRtnQuoteRequest(this, ref obj); }
private void _OnRtnQuoteRequest(IntPtr ptr1, int size1) { if (OnRtnQuoteRequest_ == null) { return; } //QuoteRequestField obj = PInvokeUtility.GetObjectFromIntPtr<QuoteRequestField>(ptr1); QuoteRequestField obj = (QuoteRequestField)Marshal.PtrToStructure(ptr1, typeof(QuoteRequestField)); OnRtnQuoteRequest_(this, ref obj); }
private void OnRtnQuoteRequest_callback(object sender, ref QuoteRequestField quoteRequest) { (sender as XApi).GetLog().Info("OnRtnQuoteRequest:" + quoteRequest.ToFormattedString()); MarketDataRecord record; if (!marketDataRecords.TryGetValue(quoteRequest.Symbol, out record)) { return; } NewsEx news = new NewsEx(DateTime.Now, this.id, record.Instrument.Id, NewsUrgency.Flash, "", "", quoteRequest.ToFormattedString()); news.ResponseType = XAPI.ResponseType.OnRtnQuoteRequest; news.UserData = quoteRequest; EmitData(news); }
public OnRtnQuoteRequestEventArgs(ref QuoteRequestField quoteRequest) { this.quoteRequest = quoteRequest; }