public static void OnQuote(IntPtr AContex, IntPtr pRtn)
{
int num = MDDict.Count;
tagCThostMyDepthMarketDataFieldEx Data = new tagCThostMyDepthMarketDataFieldEx();
Data = (tagCThostMyDepthMarketDataFieldEx)Marshal.PtrToStructure(pRtn, typeof(tagCThostMyDepthMarketDataFieldEx));
//Marshal.PtrToStructure(pRtn, Data);
if (pRtn != IntPtr.Zero)
{
//Console.WriteLine(Data.ExchangeInstID + " " + Data.TradingDay + " " + Data.UpdateTime + " " + Data.ExchangeID + " " + Data.InstrumentID + " " + Data.InstrumentName + " " + Data.LastPrice.ToString() + "(" + Data.Volume.ToString() + ")");
//MDStruct ms = new MDStruct();
//ms.InstrumentID = Data.InstrumentID;
//ms.LastPrice = Data.LastPrice;
//MDList.Add(ms);
/*string str = Data.InstrumentID;
* if (MDList.ContainsKey(str))
* {
* for (int i = 0; i < 5; i++)
* {
* if (str == target[i])
* {
* presentValue -= 1000 * MDList[str].LastPrice;
* MDList[str] = Data;
* presentValue += 1000 * Data.LastPrice;
* break;
* }
* }
* }
* else
* {
* for (int i = 0; i < 5; i++)
* {
* if (str == target[i])
* {
* presentValue -= 1000 * MDList[str].LastPrice;
* try
* {
* MDList.Add(str, Data);
* }
* catch { }
* presentValue += 1000 * Data.LastPrice;
* break;
* }
* }
* }*/
if (!MDDict.TryAdd(Data.InstrumentID, Data))
{
tagCThostMyDepthMarketDataFieldEx temp = MDDict[Data.InstrumentID];
MDDict.TryUpdate(Data.InstrumentID, Data, temp);
//HoldingValue -=
}
}
}
public static void OnHistQuote(IntPtr AContex, IntPtr pRtn, int nCount)
{
tagCThostMyDepthMarketDataFieldEx[] Data = new tagCThostMyDepthMarketDataFieldEx[nCount];
if (pRtn == IntPtr.Zero)
{
Console.WriteLine("Error");
}
if (nCount == 0)
{
Console.WriteLine("error");
}
if (pRtn != IntPtr.Zero && nCount > 0)
{
for (int i = 0; i < nCount; i++)
{
IntPtr pdata = (IntPtr)((UInt32)pRtn + i * Marshal.SizeOf(typeof(tagCThostMyDepthMarketDataFieldEx)));
Data[i] = (tagCThostMyDepthMarketDataFieldEx)Marshal.PtrToStructure(pdata, typeof(tagCThostMyDepthMarketDataFieldEx));
Console.WriteLine(Data[i].TradingDay + " " + Data[i].UpdateTime + " " + Data[i].ExchangeID + "s." + Data[i].InstrumentID + "s " + Data[i].InstrumentName + "s " + Data[i].LastPrice.ToString() + "(" + Data[i].Volume.ToString() + ")");
}
}
}
