示例#1
0
        public void CTP_RegMD()
        {
            MdApi.CTP_RegOnRtnDepthMarketData_Tick(OnRtnDepthMarketData_Tick_2);
            MdApi.CTP_RegOnRtnDepthMarketData_KLine(OnRtnDepthMarketData_KLine_2);
            MdApi.CTP_RegOnHistory_Tick(OnHistoryTick_2);
            MdApi.CTP_RegOnHistory_KLine(OnHistoryKLine_2);

            MdApi.CTP_RegOnRtnForQuoteRsp(OnRtnForQuoteRsp_2);

            CommApi.CTP_RegMDOnConnect(OnConnect_2);
            CommApi.CTP_RegMDOnDisconnect(OnDisconnect_2);
            CommApi.CTP_RegMDOnRspError(OnRspError_2);
        }
        //建立行情
        private void Connect_MD()
        {
            lock (_lockMd)
            {
                if (_bWantMdConnect &&
                    (null == m_pMdApi || IntPtr.Zero == m_pMdApi))
                {
                    m_pMdApi = MdApi.MD_CreateMdApi();
                    MdApi.CTP_RegOnRtnDepthMarketData(m_pMsgQueue, _fnOnRtnDepthMarketData_Holder);
                    MdApi.CTP_RegOnRtnForQuoteRsp(m_pMsgQueue, _fnOnRtnForQuoteRsp_Holder);

                    MdApi.MD_RegMsgQueue2MdApi(m_pMdApi, m_pMsgQueue);
                    MdApi.MD_Connect(m_pMdApi, _newTempPath, string.Join(";", server.MarketData.ToArray()), server.BrokerID, account.InvestorId, account.Password);

                    //向单例对象中注入操作用句柄
                    CTPAPI.GetInstance().__RegMdApi(m_pMdApi);
                }
            }
        }