我使用asp.net和C#实现了quickfix引擎。 我正在调用quickfix_net.dll,它是用非托管C ++编写的。 但是我在调用quickfix_net.dll时遇到“无法通过AppDomains传递GCHandle”的错误。
但同样的事情是在控制台应用程序中运行但不在IIS下运行,即asp.net
请任何人调查此事。 提前谢谢以下是我的代码:
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();
网站参考是:http://www.quickfixengine.org/quickfix/doc/html/index.html