diff --git a/C-CTP/src/QuantBox.C2CTP/MdUserApi.cpp b/C-CTP/src/QuantBox.C2CTP/MdUserApi.cpp index b64802b..5d4b9ac 100644 --- a/C-CTP/src/QuantBox.C2CTP/MdUserApi.cpp +++ b/C-CTP/src/QuantBox.C2CTP/MdUserApi.cpp @@ -316,6 +316,19 @@ void CMdUserApi::OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecif //行情回调,得保证此函数尽快返回 void CMdUserApi::OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) { + static bool __isFilterData = true; + static int __recordhistorytick = 0; + + if (__isFilterData) { + __recordhistorytick++; + + if (__recordhistorytick == this->m_setInstrumentIDs.size()) { + __isFilterData = false; + } + } + else { + if(m_msgQueue) m_msgQueue->Input_OnRtnDepthMarketData(this,pDepthMarketData); + } } \ No newline at end of file diff --git a/C-CTP/src/QuantBox.C2CTP/TraderApi.cpp b/C-CTP/src/QuantBox.C2CTP/TraderApi.cpp index e7ad115..e24cfa5 100644 --- a/C-CTP/src/QuantBox.C2CTP/TraderApi.cpp +++ b/C-CTP/src/QuantBox.C2CTP/TraderApi.cpp @@ -523,7 +523,7 @@ int CTraderApi::ReqOrderInsert( body.TimeCondition = TimeCondition; body.ContingentCondition = ContingentCondition; body.StopPrice = StopPrice; - + int n; int nRet = 0; { //可能报单太快,m_nMaxOrderRef还没有改变就提交了 @@ -535,13 +535,13 @@ int CTraderApi::ReqOrderInsert( //不保存到队列,而是直接发送 long lRequest = InterlockedIncrement(&m_lRequestID); - int n = m_pApi->ReqOrderInsert(&pRequest->InputOrderField,lRequest); + n = m_pApi->ReqOrderInsert(&pRequest->InputOrderField,lRequest); } delete pRequest;//用完后直接删除 //如何定位报单,用报单引用实际上并不靠谱 //如重新开软件、条件单,同时别的软件下单三个可能性要处理 - return nRet; + return n >= 0 ? nRet: n; } void CTraderApi::OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) diff --git a/CSharp-CTP/README.md b/CSharp-CTP/README.md index 8a9da32..8319f92 100644 --- a/CSharp-CTP/README.md +++ b/CSharp-CTP/README.md @@ -1,5 +1,8 @@ # CTP鐨凜#鎺ュ彛 +## 璇存槑 +quantbox涓嬮潰鐨凜Sharp-CTP鏄负openquant 3.5鎻愪緵鐨刾rovider,鎴戣繖涓猣ork涓昏鏄负openquant 2.9 鎻愪緵provider.淇敼浜嗕竴浜泀uantbox閲岄潰涓嶉傚悎2.9鐗堟湰鐨勫唴瀹.杩欎簺浠g爜涓昏鏄秹鍙婂埌浜唎penquant 3.5涓竴浜涙柊鐨勫姛鑳. + ## 鐩殑 鎻愪緵C#鎺ュ彛渚涚▼搴忚皟鐢 @@ -49,4 +52,4 @@ while (true) ## 濡備綍寮鍙戞鎺ュ彛 1. 鎵撳紑QuantBox.CSharp2CTP.sln 2. TraderApi銆丮dApi銆丆ommApi鏄搴旀帴鍙g殑璋冪敤 -3. Callbacks.cs鏄洖璋冨嚱鏁板0鏄 \ No newline at end of file +3. Callbacks.cs鏄洖璋冨嚱鏁板0鏄