C# (CSharp) fnOnRspQuoteInsert примеры использования

Пример #1

Файл: APIProvider.CTP.cs Проект: zjtan1992/OpenQuant-CTP

        private void InitCallbacks()
        {
            //由于回调函数可能被GC回收，所以用成员变量将回调函数保存下来
            _fnOnConnect_Holder                        = OnConnect;
            _fnOnDisconnect_Holder                     = OnDisconnect;
            _fnOnErrRtnOrderAction_Holder              = OnErrRtnOrderAction;
            _fnOnErrRtnOrderInsert_Holder              = OnErrRtnOrderInsert;
            _fnOnRspError_Holder                       = OnRspError;
            _fnOnRspOrderAction_Holder                 = OnRspOrderAction;
            _fnOnRspOrderInsert_Holder                 = OnRspOrderInsert;
            _fnOnRspQryDepthMarketData_Holder          = OnRspQryDepthMarketData;
            _fnOnRspQryInstrument_Holder               = OnRspQryInstrument;
            _fnOnRspQryInstrumentCommissionRate_Holder = OnRspQryInstrumentCommissionRate;
            _fnOnRspQryInvestorPosition_Holder         = OnRspQryInvestorPosition;
            _fnOnRspQryTradingAccount_Holder           = OnRspQryTradingAccount;
            _fnOnRtnInstrumentStatus_Holder            = OnRtnInstrumentStatus;
            _fnOnRtnDepthMarketData_Holder             = OnRtnDepthMarketData;
            _fnOnRtnOrder_Holder                       = OnRtnOrder;
            _fnOnRtnTrade_Holder                       = OnRtnTrade;

#if CTP
            _fnOnRspQryInstrumentMarginRate_Holder = OnRspQryInstrumentMarginRate;
#endif

            _fnOnRtnForQuoteRsp_Holder    = OnRtnForQuoteRsp;
            _fnOnErrRtnQuoteAction_Holder = OnErrRtnQuoteAction;
            _fnOnErrRtnQuoteInsert_Holder = OnErrRtnQuoteInsert;
            _fnOnRspQuoteAction_Holder    = OnRspQuoteAction;
            _fnOnRspQuoteInsert_Holder    = OnRspQuoteInsert;
            _fnOnRtnQuote_Holder          = OnRtnQuote;
        }

Пример #2

Файл: TraderApi.cs Проект: shtanm/CTP

 public static extern void CTP_RegOnRspQuoteInsert(IntPtr pMsgQueue, fnOnRspQuoteInsert pCallback);

Пример #3

Файл: TraderApi.cs Проект: kaotul/autotrade

 public static extern void CTP_RegOnRspQuoteInsert(IntPtr pMsgQueue, fnOnRspQuoteInsert pCallback);

Пример #4

 public static extern void CTP_RegOnRspQuoteInsert(fnOnRspQuoteInsert pCallback);

Пример #5

Файл: APIProvider.CTP.cs Проект: Jicheng-Yan/OpenQuant-CTP

        private void InitCallbacks()
        {
            //由于回调函数可能被GC回收，所以用成员变量将回调函数保存下来
            _fnOnConnect_Holder = OnConnect;
            _fnOnDisconnect_Holder = OnDisconnect;
            _fnOnErrRtnOrderAction_Holder = OnErrRtnOrderAction;
            _fnOnErrRtnOrderInsert_Holder = OnErrRtnOrderInsert;
            _fnOnRspError_Holder = OnRspError;
            _fnOnRspOrderAction_Holder = OnRspOrderAction;
            _fnOnRspOrderInsert_Holder = OnRspOrderInsert;
            _fnOnRspQryDepthMarketData_Holder = OnRspQryDepthMarketData;
            _fnOnRspQryInstrument_Holder = OnRspQryInstrument;
            _fnOnRspQryInstrumentCommissionRate_Holder = OnRspQryInstrumentCommissionRate;
            _fnOnRspQryInvestorPosition_Holder = OnRspQryInvestorPosition;
            _fnOnRspQryTradingAccount_Holder = OnRspQryTradingAccount;
            _fnOnRtnInstrumentStatus_Holder = OnRtnInstrumentStatus;
            _fnOnRtnDepthMarketData_Holder = OnRtnDepthMarketData;
            _fnOnRtnOrder_Holder = OnRtnOrder;
            _fnOnRtnTrade_Holder = OnRtnTrade;

#if CTP
            _fnOnRspQryInstrumentMarginRate_Holder = OnRspQryInstrumentMarginRate;
#endif
            
            _fnOnRtnForQuoteRsp_Holder = OnRtnForQuoteRsp;
            _fnOnErrRtnQuoteAction_Holder = OnErrRtnQuoteAction;
            _fnOnErrRtnQuoteInsert_Holder = OnErrRtnQuoteInsert;
            _fnOnRspQuoteAction_Holder = OnRspQuoteAction;
            _fnOnRspQuoteInsert_Holder = OnRspQuoteInsert;
            _fnOnRtnQuote_Holder = OnRtnQuote;
        }