我已经使用 asp.net 和 C# 实现了 quickfix 引擎。我正在调用用非托管 C++ 编写的 quickfix_net.dll。但我在调用 quickfix_net.dll 时收到类似“无法跨 AppDomains 传递 GCHandle”的错误。
但同样的事情正在控制台应用程序中运行,但不在 IIS 下,即 asp.net
请任何人调查此事。提前致谢
以下是我的代码:
SessionSettings settings = new SessionSettings(tradeClientPath);
ApplicationMessage application = new ApplicationMessage();
FileStoreFactory storeFactory = new FileStoreFactory(settings);
FileLogFactory logFactory = new FileLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
SocketInitiator initiator = new SocketInitiator
(application, storeFactory, settings, logFactory, messageFactory);
initiator.start();
Message message = new Message();
OrdType ordType = new OrdType(OrdType.MARKET);
QuickFix42.NewOrderSingle newOrderSingle = new QuickFix42.NewOrderSingle(new ClOrdID("1"), new HandlInst('1'), new Symbol("WAKEN\00110048=2")
, new Side(Side.BUY), new TransactTime(), new OrdType(OrdType.MARKET));
newOrderSingle.set(new OrderQty(10));
newOrderSingle.set(new TimeInForce(TimeInForce.DAY));
Message.Header header = newOrderSingle.getHeader();
header.setField(new SenderCompID("CLIENT1"));
header.setField(new TargetCompID("EXECUTOR"));
message = newOrderSingle;
**QuickFix.Session.sendToTarget(message);** // here i am getting exception
initiator.stop();
网址参考:http ://www.quickfixengine.org/quickfix/doc/html/index.html