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CTPWrapper.cs
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CTPWrapper.cs
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using System;
using System.Collections.Generic;
using System.Text;
using System.Runtime.InteropServices;
using System.Diagnostics;
using System.Reflection.Emit;
using System.Reflection;
using System.IO;
namespace CalmBeltFund.Trading.CTP
{
internal class CTPWrapper
{
[DllImport("CTPWrapper.dll")]
internal unsafe static extern int ProcessRequest(void* hTrader, int type, void* pReqData, int requestID);
[DllImport("CTPWrapper.dll")]
internal static extern int Process(IntPtr handle, int type, int p1, StringBuilder p2);
/// <summary>
/// 订阅行情
/// </summary>
/// <param name="hMarketData"></param>
[DllImport("CTPWrapper.dll")]
internal static extern void SubscribeMarketData(IntPtr hMarketDatachar, IntPtr[] ppInstrumentID, int nCount);
/// <summary>
/// 退订行情
/// </summary>
/// <param name="hMarketData"></param>
[DllImport("CTPWrapper.dll")]
internal static extern void UnSubscribeMarketData(IntPtr hMarketData, IntPtr[] ppInstrumentID, int nCount);
[DllImport("CTPWrapper.dll")]
internal static extern void SetOutputCallback(IntPtr hSpi, OutputCallback cb);
public void OutputString(string msg)
{
Trace.WriteLine(msg);
Trace.Flush();
}
}
}