static void Main(string[] args) { MdApi.CTP_ReadConfigFile("F:\\CTP-MATLAB\\bin\\ConfigFile.xml"); MdApi.CTP_RegMDOnConnect(OnConnect); MdApi.CTP_RegOnRtnDepthMarketData_Tick(OnRtnDepthMarketData_Tick); MdApi.MD_Connect(); TdApi.TD_Connect(); while (true) { } }