private void InitNativeCallback()
{
_cbOnFrontConnected = NativeOnFrontConnected;
CtpMdNative.SetOnFrontConnected(_instance, _cbOnFrontConnected);
_cbOnFrontDisconnected = NativeOnFrontDisconnected;
CtpMdNative.SetOnFrontDisconnected(_instance, _cbOnFrontDisconnected);
_cbOnHeartBeatWarning = NativeOnHeartBeatWarning;
CtpMdNative.SetOnHeartBeatWarning(_instance, _cbOnHeartBeatWarning);
_cbOnRspUserLogin = NativeOnRspUserLogin;
CtpMdNative.SetOnRspUserLogin(_instance, _cbOnRspUserLogin);
_cbOnRspUserLogout = NativeOnRspUserLogout;
CtpMdNative.SetOnRspUserLogout(_instance, _cbOnRspUserLogout);
_cbOnRspError = NativeOnRspError;
CtpMdNative.SetOnRspError(_instance, _cbOnRspError);
_cbOnRspSubMarketData = NativeOnRspSubMarketData;
CtpMdNative.SetOnRspSubMarketData(_instance, _cbOnRspSubMarketData);
_cbOnRspUnSubMarketData = NativeOnRspUnSubMarketData;
CtpMdNative.SetOnRspUnSubMarketData(_instance, _cbOnRspUnSubMarketData);
_cbOnRspSubForQuoteRsp = NativeOnRspSubForQuoteRsp;
CtpMdNative.SetOnRspSubForQuoteRsp(_instance, _cbOnRspSubForQuoteRsp);
_cbOnRspUnSubForQuoteRsp = NativeOnRspUnSubForQuoteRsp;
CtpMdNative.SetOnRspUnSubForQuoteRsp(_instance, _cbOnRspUnSubForQuoteRsp);
_cbOnRtnDepthMarketData = NativeOnRtnDepthMarketData;
CtpMdNative.SetOnRtnDepthMarketData(_instance, _cbOnRtnDepthMarketData);
_cbOnRtnForQuoteRsp = NativeOnRtnForQuoteRsp;
CtpMdNative.SetOnRtnForQuoteRsp(_instance, _cbOnRtnForQuoteRsp);
}
public void Release()
{
if (_instance == IntPtr.Zero)
{
return;
}
CtpMdNative.Release(_instance);
_instance = IntPtr.Zero;
}
private void InitApi(string flowPath)
{
_instance = CtpMdNative.Create(flowPath);
}
///登出请求
public int ReqUserLogout(CtpUserLogout userLogout, int requestId)
{
return(CtpMdNative.ReqUserLogout(_instance, userLogout, requestId));
}
///用户登录请求
public int ReqUserLogin(CtpReqUserLogin reqUserLoginField, int requestId)
{
return(CtpMdNative.ReqUserLogin(_instance, reqUserLoginField, requestId));
}
///退订询价。
///@param ppInstrumentID 合约ID
///@param nCount 要订阅/退订行情的合约个数
///@remark
public int UnSubscribeForQuoteRsp(string[] instrumentID, int count)
{
return(CtpMdNative.UnSubscribeForQuoteRsp(_instance, instrumentID, count));
}
///退订行情。
///@param ppInstrumentID 合约ID
///@param nCount 要订阅/退订行情的合约个数
///@remark
public int UnSubscribeMarketData(string[] instrumentID, int count)
{
return(CtpMdNative.UnSubscribeMarketData(_instance, instrumentID, count));
}
///注册名字服务器网络地址
///@param pszNsAddress：名字服务器网络地址。
///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。
///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”12001”代表服务器端口号。
///@remark RegisterNameServer优先于RegisterFront
public void RegisterNameServer(string nsAddress)
{
CtpMdNative.RegisterNameServer(_instance, nsAddress);
}
///注册前置机网络地址
///@param pszFrontAddress：前置机网络地址。
///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
public void RegisterFront(string frontAddress)
{
CtpMdNative.RegisterFront(_instance, frontAddress);
}
///获取当前交易日
///@retrun 获取到的交易日
///@remark 只有登录成功后,才能得到正确的交易日
public string GetTradingDay()
{
return(CtpMdNative.GetTradingDay(_instance));
}
public int Join()
{
return(CtpMdNative.Join(_instance));
}
public void Init()
{
CtpMdNative.Init(_instance);
}
private int DoReqUserLogout(ref CtpRequest req)
{
var data = req.Args.AsUserLogout;
return(CtpMdNative.ReqUserLogout(_instance, data, req.RequestID));
}
private int DoUnSubscribeForQuoteRsp(ref CtpRequest req)
{
var data = req.Args.AsStringArray;
return(CtpMdNative.UnSubscribeForQuoteRsp(_instance, data, data.Length));
}
private int DoSubscribeMarketData(ref CtpRequest req)
{
var data = req.Args.AsStringArray;
return(CtpMdNative.SubscribeMarketData(_instance, data, data.Length));
}
///注册名字服务器用户信息
///@param fensUserInfo：用户信息。
public void RegisterFensUserInfo(CtpFensUserInfo fensUserInfo)
{
CtpMdNative.RegisterFensUserInfo(_instance, fensUserInfo);
}