大多數蜱精細下降蜱,但往往一些蜱缺少爲什麼是我的代碼在BLPAPI
僞代碼:
Foreach Message msg in myEvent
{
if (m.hasField(BID))
{
handlebid(m.getFieldasFloat64(BID);
}
if (m.hasField(BID_SIZE))
{
int bidsize=m.getFieldasInt(BID_SIZE);
if (bidsize==0)
{
return -1;
}
handlebidsize(bidsize);
}
if (m.hasField(ASK))
{
handleask(m.getFieldasFloat64(ASK);
}
if (m.hasField(ASK_SIZE))
{
int asksize=m.getFieldasInt(ASK_SIZE);
if (asksize==0)
{
return -1;
}
handleasksize(asksize);
}
}