//建立交易
private void Connect_TD()
{
lock (_lockTd)
{
if (_bWantTdConnect &&
(null == m_pTdApi || IntPtr.Zero == m_pTdApi))
{
m_pTdApi = TraderApi.TD_CreateTdApi();
TraderApi.CTP_RegOnErrRtnOrderAction(m_pMsgQueue, _fnOnErrRtnOrderAction_Holder);
TraderApi.CTP_RegOnErrRtnOrderInsert(m_pMsgQueue, _fnOnErrRtnOrderInsert_Holder);
TraderApi.CTP_RegOnRspOrderAction(m_pMsgQueue, _fnOnRspOrderAction_Holder);
TraderApi.CTP_RegOnRspOrderInsert(m_pMsgQueue, _fnOnRspOrderInsert_Holder);
TraderApi.CTP_RegOnRspQryInstrument(m_pMsgQueue, _fnOnRspQryInstrument_Holder);
TraderApi.CTP_RegOnRspQryInvestorPosition(m_pMsgQueue, _fnOnRspQryInvestorPosition_Holder);
TraderApi.CTP_RegOnRspQryTradingAccount(m_pMsgQueue, _fnOnRspQryTradingAccount_Holder);
TraderApi.CTP_RegOnRtnOrder(m_pMsgQueue, _fnOnRtnOrder_Holder);
TraderApi.CTP_RegOnRtnTrade(m_pMsgQueue, _fnOnRtnTrade_Holder);
TraderApi.TD_RegMsgQueue2TdApi(m_pTdApi, m_pMsgQueue);
TraderApi.TD_Connect(m_pTdApi, _newTempPath, string.Join(";", server.Trading.ToArray()),
server.BrokerID, account.InvestorId, account.Password,
ResumeType,
server.UserProductInfo, server.AuthCode);
}
}
}
//建立交易
private void Connect_TD()
{
lock (_lockTd)
{
if (_bWantTdConnect &&
(null == m_pTdApi || IntPtr.Zero == m_pTdApi))
{
m_pTdApi = TraderApi.TD_CreateTdApi();
TraderApi.CTP_RegOnErrRtnOrderAction(m_pMsgQueue, _fnOnErrRtnOrderAction_Holder);
TraderApi.CTP_RegOnErrRtnOrderInsert(m_pMsgQueue, _fnOnErrRtnOrderInsert_Holder);
TraderApi.CTP_RegOnRspOrderAction(m_pMsgQueue, _fnOnRspOrderAction_Holder);
TraderApi.CTP_RegOnRspOrderInsert(m_pMsgQueue, _fnOnRspOrderInsert_Holder);
TraderApi.CTP_RegOnRspQryDepthMarketData(m_pMsgQueue, _fnOnRspQryDepthMarketData_Holder);
TraderApi.CTP_RegOnRspQryInstrument(m_pMsgQueue, _fnOnRspQryInstrument_Holder);
TraderApi.CTP_RegOnRspQryInstrumentCommissionRate(m_pMsgQueue, _fnOnRspQryInstrumentCommissionRate_Holder);
TraderApi.CTP_RegOnRspQryInstrumentMarginRate(m_pMsgQueue, _fnOnRspQryInstrumentMarginRate_Holder);
TraderApi.CTP_RegOnRspQryInvestorPosition(m_pMsgQueue, _fnOnRspQryInvestorPosition_Holder);
TraderApi.CTP_RegOnRspQryTradingAccount(m_pMsgQueue, _fnOnRspQryTradingAccount_Holder);
TraderApi.CTP_RegOnRtnInstrumentStatus(m_pMsgQueue, _fnOnRtnInstrumentStatus_Holder);
TraderApi.CTP_RegOnRtnOrder(m_pMsgQueue, _fnOnRtnOrder_Holder);
TraderApi.CTP_RegOnRtnTrade(m_pMsgQueue, _fnOnRtnTrade_Holder);
TraderApi.TD_RegMsgQueue2TdApi(m_pTdApi, m_pMsgQueue);
TraderApi.TD_Connect(m_pTdApi, _newTempPath, string.Join(";", server.Trading.ToArray()),
server.BrokerID, account.InvestorId, account.Password,
ResumeType,
server.UserProductInfo, server.AuthCode);
//向单例对象中注入操作用句柄
CTPAPI.GetInstance().__RegTdApi(m_pTdApi);
}
}
}
public void CTP_RegTD()
{
CommApi.CTP_RegTDOnConnect(OnConnect_2);
CommApi.CTP_RegTDOnDisconnect(OnDisconnect_2);
CommApi.CTP_RegTDOnRspError(OnRspError_2);
TraderApi.CTP_RegOnErrRtnOrderAction(OnErrRtnOrderAction_2);
TraderApi.CTP_RegOnErrRtnOrderInsert(OnErrRtnOrderInsert_2);
TraderApi.CTP_RegOnErrRtnQuoteAction(OnErrRtnQuoteAction_2);
TraderApi.CTP_RegOnErrRtnQuoteInsert(OnErrRtnQuoteInsert_2);
TraderApi.CTP_RegOnRspOrderAction(OnRspOrderAction_2);
TraderApi.CTP_RegOnRspOrderInsert(OnRspOrderInsert_2);
TraderApi.CTP_RegOnRspQuoteAction(OnRspQuoteAction_2);
TraderApi.CTP_RegOnRspQuoteInsert(OnRspQuoteInsert_2);
TraderApi.CTP_RegOnRspQryDepthMarketData(OnRspQryDepthMarketData_2);
TraderApi.CTP_RegOnRspQryInstrument(OnRspQryInstrument_2);
TraderApi.CTP_RegOnRspQryInstrumentCommissionRate(OnRspQryInstrumentCommissionRate_2);
TraderApi.CTP_RegOnRspQryInstrumentMarginRate(OnRspQryInstrumentMarginRate_2);
TraderApi.CTP_RegOnRspQryInvestorPosition(OnRspQryInvestorPosition_2);
TraderApi.CTP_RegOnRspQryInvestorPositionDetail(OnRspQryInvestorPositionDetail_2);
TraderApi.CTP_RegOnRspQryOrder(OnRspQryOrder_2);
TraderApi.CTP_RegOnRspQryTrade(OnRspQryTrade_2);
TraderApi.CTP_RegOnRspQrySettlementInfo(OnRspQrySettlementInfo_2);
TraderApi.CTP_RegOnRspQryTradingAccount(OnRspQryTradingAccount_2);
TraderApi.CTP_RegOnRtnInstrumentStatus(OnRtnInstrumentStatus_2);
TraderApi.CTP_RegOnRtnOrder(OnRtnOrder_2);
TraderApi.CTP_RegOnRtnQuote(OnRtnQuote_2);
TraderApi.CTP_RegOnRtnTrade(OnRtnTrade_2);
}