//获取逐笔成交
public TDBErrNo GetTransaction(TDBReq reqTransaction, out TDBTransaction[] tdbTransaction)
{
TDBErrNo nVerifyRet = SimpleVerifyReqInput(reqTransaction);
tdbTransaction = new TDBTransaction[0];
if (nVerifyRet != TDBErrNo.TDB_SUCCESS)
{
return(nVerifyRet);
}
LibTDBWrap.TDBDefine_ReqTransaction reqAPITransaction = reqTransaction.ToAPIReqTransaction();
IntPtr pUnmanagedReqAPITransaction = LibWrapHelper.CopyStructToGlobalMem(reqAPITransaction, typeof(LibTDBWrap.TDBDefine_ReqTransaction));
IntPtr ppTransaction = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(IntPtr)));
IntPtr pCount = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(Int32)));
int nRet = LibTDBWrap.TDB_GetTransaction(m_hTdb, pUnmanagedReqAPITransaction, ppTransaction, pCount);
IntPtr pTransaction = (IntPtr)Marshal.PtrToStructure(ppTransaction, typeof(IntPtr));
int nCount = (Int32)Marshal.PtrToStructure(pCount, typeof(Int32));
if ((UInt64)pTransaction != 0 && nCount > 0 && nRet == 0)
{
tdbTransaction = new TDBTransaction[nCount];
int nElemLen = Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_Transaction));
for (int i = 0; i < nCount; i++)
{
IntPtr pCurRecord = (IntPtr)((UInt64)pTransaction + (UInt64)(nElemLen * i));
LibTDBWrap.TDBDefine_Transaction apiFuture = (LibTDBWrap.TDBDefine_Transaction)Marshal.PtrToStructure(pCurRecord, typeof(LibTDBWrap.TDBDefine_Transaction));
tdbTransaction[i] = new TDBTransaction();
tdbTransaction[i].FromAPITransaction(ref apiFuture);
}
}
else
{
//如果网络连接断掉，则关闭连接
if (nRet == (int)TDBErrNo.TDB_NETWORK_ERROR)
{
DisConnect();
}
}
if ((UInt64)pTransaction != 0)
{
LibTDBWrap.TDB_Free(pTransaction);
}
Marshal.FreeHGlobal(pUnmanagedReqAPITransaction);
Marshal.FreeHGlobal(ppTransaction);
Marshal.FreeHGlobal(pCount);
return((TDBErrNo)nRet);
}
public int m_nBidOrder; //叫买序号
public void FromAPITransaction(ref LibTDBWrap.TDBDefine_Transaction apiTransaction)
{
m_strWindCode = LibWrapHelper.AnsiArr2String(apiTransaction.chWindCode, 0, apiTransaction.chWindCode.Length);
m_strCode = LibWrapHelper.AnsiArr2String(apiTransaction.chCode, 0, apiTransaction.chCode.Length);
m_nDate = apiTransaction.nDate;
m_nTime = apiTransaction.nTime;
m_nIndex = apiTransaction.nIndex;
m_chFunctionCode = (char)apiTransaction.chFunctionCode;
m_chOrderKind = (char)apiTransaction.chOrderKind;
m_chBSFlag = (char)apiTransaction.chBSFlag;
m_nTradePrice = apiTransaction.nTradePrice;
m_nTradeVolume = apiTransaction.nTradeVolume;
m_nAskOrder = apiTransaction.nAskOrder;
m_nBidOrder = apiTransaction.nBidOrder;
}
