Beispiel #1
0
        public int[] m_nABVolume;          //订单明细

        public void FromAPIOrderQueue(ref LibTDBWrap.TDBDefine_OrderQueue apiOrderQueue)
        {
            m_strWindCode = LibWrapHelper.AnsiArr2String(apiOrderQueue.chWindCode, 0, apiOrderQueue.chWindCode.Length);
            m_strCode     = LibWrapHelper.AnsiArr2String(apiOrderQueue.chCode, 0, apiOrderQueue.chCode.Length);
            m_nDate       = apiOrderQueue.nDate;
            m_nTime       = apiOrderQueue.nTime;
            m_nSide       = apiOrderQueue.nSide;
            m_nPrice      = apiOrderQueue.nPrice;
            m_nOrderItems = apiOrderQueue.nOrderItems;
            m_nABItems    = apiOrderQueue.nABItems;
            m_nABVolume   = LibWrapHelper.CopyIntArr(apiOrderQueue.nABVolume);
        }
Beispiel #2
0
        public int m_nHoldLines;              //持平品种数

        public void FromAPITick(ref LibTDBWrap.TDBDefine_Tick apiTick)
        {
            m_strWindCode = LibWrapHelper.AnsiArr2String(apiTick.chWindCode, 0, apiTick.chWindCode.Length);
            m_strCode     = LibWrapHelper.AnsiArr2String(apiTick.chCode, 0, apiTick.chCode.Length);
            m_nDate       = apiTick.nDate;
            m_nTime       = apiTick.nTime;
            m_nPrice      = apiTick.nPrice;
            m_iVolume     = apiTick.iVolume;
            m_iTurover    = apiTick.iTurover;
            m_nMatchItems = apiTick.nMatchItems;
            m_nInterest   = apiTick.nInterest;
            m_chTradeFlag = (char)apiTick.chTradeFlag;
            m_chBSFlag    = (char)apiTick.chBSFlag;
            m_iAccVolume  = apiTick.iAccVolume;
            m_iAccTurover = apiTick.iAccTurover;
            m_nHigh       = apiTick.nHigh;
            m_nLow        = apiTick.nLow;
            m_nOpen       = apiTick.nOpen;
            m_nPreClose   = apiTick.nPreClose;

            //期货字段
            m_nSettle      = apiTick.nSettle;
            m_nPosition    = apiTick.nPosition;
            m_nCurDelta    = apiTick.nCurDelta;
            m_nPreSettle   = apiTick.nPreSettle;
            m_nPrePosition = apiTick.nPrePosition;

            //买卖盘字段
            m_nAskPrice       = LibWrapHelper.CopyIntArr(apiTick.nAskPrice);
            m_nAskVolume      = LibWrapHelper.CopyUIntArr(apiTick.nAskVolume);
            m_nBidPrice       = LibWrapHelper.CopyIntArr(apiTick.nBidPrice);
            m_nBidVolume      = LibWrapHelper.CopyUIntArr(apiTick.nBidVolume);
            m_nAskAvPrice     = apiTick.nAskAvPrice;
            m_nBidAvPrice     = apiTick.nBidAvPrice;
            m_iTotalAskVolume = apiTick.iTotalAskVolume;
            m_iTotalBidVolume = apiTick.iTotalBidVolume;

            //指数字段
            m_nIndex     = apiTick.nIndex;
            m_nStocks    = apiTick.nStocks;
            m_nUps       = apiTick.nUps;
            m_nDowns     = apiTick.nDowns;
            m_nHoldLines = apiTick.nHoldLines;
        }