//逐笔委托
public TDBErrNo GetOrder(TDBReq reqOrder, out TDBOrder[] tdbOrder)
{
TDBErrNo nVerifyRet = SimpleVerifyReqInput(reqOrder);
tdbOrder = new TDBOrder[0];
if (nVerifyRet != TDBErrNo.TDB_SUCCESS)
{
return(nVerifyRet);
}
LibTDBWrap.TDBDefine_ReqTransaction reqAPIOrder = reqOrder.ToAPIReqTransaction();
IntPtr pUnmanagedReqAPIOrder = LibWrapHelper.CopyStructToGlobalMem(reqAPIOrder, typeof(LibTDBWrap.TDBDefine_ReqTransaction));
IntPtr ppOrder = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(IntPtr)));
IntPtr pCount = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(Int32)));
int nRet = LibTDBWrap.TDB_GetOrder(m_hTdb, pUnmanagedReqAPIOrder, ppOrder, pCount);
IntPtr pOrder = (IntPtr)Marshal.PtrToStructure(ppOrder, typeof(IntPtr));
int nCount = (Int32)Marshal.PtrToStructure(pCount, typeof(Int32));
if ((UInt64)pOrder != 0 && nCount > 0 && nRet == 0)
{
tdbOrder = new TDBOrder[nCount];
int nElemLen = Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_Order));
for (int i = 0; i < nCount; i++)
{
IntPtr pCurRecord = (IntPtr)((UInt64)pOrder + (UInt64)(nElemLen * i));
LibTDBWrap.TDBDefine_Order apiOrder = (LibTDBWrap.TDBDefine_Order)Marshal.PtrToStructure(pCurRecord, typeof(LibTDBWrap.TDBDefine_Order));
tdbOrder[i] = new TDBOrder();
tdbOrder[i].FromAPIOrder(ref apiOrder);
}
}
else
{
//如果网络连接断掉，则关闭连接
if (nRet == (int)TDBErrNo.TDB_NETWORK_ERROR)
{
DisConnect();
}
}
if ((UInt64)pOrder != 0)
{
LibTDBWrap.TDB_Free(pOrder);
}
Marshal.FreeHGlobal(pUnmanagedReqAPIOrder);
Marshal.FreeHGlobal(ppOrder);
Marshal.FreeHGlobal(pCount);
return((TDBErrNo)nRet);
}
//获取普通股票的行情数据(不带买卖盘)，本接口不支持期货，对于期货（CF市场和商品期货），需要调用GetFuture或GetFutureAB
public TDBErrNo GetTick(TDBReq reqTick, out TDBTick[] tdbTick)
{
TDBErrNo nVerifyRet = SimpleVerifyReqInput(reqTick);
tdbTick = new TDBTick[0];
if (nVerifyRet != TDBErrNo.TDB_SUCCESS)
{
return(nVerifyRet);
}
LibTDBWrap.TDBDefine_ReqTick reqAPITick = reqTick.ToAPIReqTick();
IntPtr pUnmanagedReqAPITick = LibWrapHelper.CopyStructToGlobalMem(reqAPITick, typeof(LibTDBWrap.TDBDefine_ReqTick));
IntPtr ppTick = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(IntPtr)));
IntPtr pCount = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(Int32)));
int nRet = LibTDBWrap.TDB_GetTick(m_hTdb, pUnmanagedReqAPITick, ppTick, pCount);
IntPtr pTick = (IntPtr)Marshal.PtrToStructure(ppTick, typeof(IntPtr));
int nCount = (Int32)Marshal.PtrToStructure(pCount, typeof(Int32));
if ((UInt64)pTick != 0 && nCount > 0 && nRet == 0)
{
tdbTick = new TDBTick[nCount];
int nElemLen = Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_Tick));
for (int i = 0; i < nCount; i++)
{
IntPtr pCurRecord = (IntPtr)((UInt64)pTick + (UInt64)(nElemLen * i));
LibTDBWrap.TDBDefine_Tick apiTick = (LibTDBWrap.TDBDefine_Tick)Marshal.PtrToStructure(pCurRecord, typeof(LibTDBWrap.TDBDefine_Tick));
tdbTick[i] = new TDBTick();
tdbTick[i].FromAPITick(ref apiTick);
}
}
else
{
//如果网络连接断掉，则关闭连接
if (nRet == (int)TDBErrNo.TDB_NETWORK_ERROR)
{
DisConnect();
}
}
if ((UInt64)pTick != 0)
{
LibTDBWrap.TDB_Free(pTick);
}
Marshal.FreeHGlobal(pUnmanagedReqAPITick);
Marshal.FreeHGlobal(ppTick);
Marshal.FreeHGlobal(pCount);
return((TDBErrNo)nRet);
}
//获取K线
public TDBErrNo GetKLine(TDBReqKLine reqKLine, out TDBKLine[] tdbKLine)
{
TDBErrNo nVerifyRet = SimpleVerifyReqInput(reqKLine);
tdbKLine = new TDBKLine[0];
if (nVerifyRet != TDBErrNo.TDB_SUCCESS)
{
return(nVerifyRet);
}
LibTDBWrap.TDBDefine_ReqKLine reqKLineInner = reqKLine.ToAPIReqKLine();
IntPtr pUnmanagedAPIReqK = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_ReqKLine)));
Marshal.StructureToPtr(reqKLineInner, pUnmanagedAPIReqK, false);
IntPtr ppKLine = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(IntPtr)));
IntPtr pCount = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(Int32)));
int nRet = LibTDBWrap.TDB_GetKLine(m_hTdb, pUnmanagedAPIReqK, ppKLine, pCount);
IntPtr PKLine = (IntPtr)Marshal.PtrToStructure(ppKLine, typeof(IntPtr));
int nCount = (int)Marshal.PtrToStructure(pCount, typeof(Int32));
if ((UInt64)PKLine != 0 && nRet == 0 && nCount > 0)
{
tdbKLine = new TDBKLine[nCount];
int nElemLen = Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_KLine));
for (int i = 0; i < nCount; i++)
{
LibTDBWrap.TDBDefine_KLine apiKLine = (LibTDBWrap.TDBDefine_KLine)Marshal.PtrToStructure((IntPtr)((UInt64)PKLine + (UInt64)(nElemLen * i)), typeof(LibTDBWrap.TDBDefine_KLine));
tdbKLine[i] = new TDBKLine();
tdbKLine[i].FromAPIKLine(ref apiKLine);
}
}
else
{
//如果网络连接断掉，则关闭连接
if (nRet == (int)TDBErrNo.TDB_NETWORK_ERROR)
{
DisConnect();
}
}
if ((UInt64)PKLine != 0)
{
LibTDBWrap.TDB_Free(PKLine);
}
Marshal.FreeHGlobal(pUnmanagedAPIReqK);
Marshal.FreeHGlobal(ppKLine);
Marshal.FreeHGlobal(pCount);
return((TDBErrNo)nRet);
}
//获取某个市场或者全部市场的代码表。strMarket取值: "SH"、"SZ"、"CF"、"SHF"、"CZC"、"DCE"，全部市场：""
public TDBErrNo GetCodeTable(string strMarket, out TDBCode[] codeArr)
{
TDBErrNo nVerifyRet = SimpleVerifyReqInput(strMarket);
codeArr = new TDBCode[0];
if (nVerifyRet != TDBErrNo.TDB_SUCCESS)
{
return(nVerifyRet);
}
int nArrLen = 128;
byte[] btMarketArr = LibWrapHelper.String2AnsiArr(strMarket, nArrLen);
IntPtr pUnmanagedMarket = Marshal.AllocHGlobal(btMarketArr.Length);
Marshal.Copy(btMarketArr, 0, pUnmanagedMarket, nArrLen);
IntPtr ppCodeTable = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(IntPtr)));
IntPtr pCount = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(Int32)));
int nRet = LibTDBWrap.TDB_GetCodeTable(m_hTdb, pUnmanagedMarket, ppCodeTable, pCount);
IntPtr pCodeTable = (IntPtr)Marshal.PtrToStructure(ppCodeTable, typeof(IntPtr));
int nCount = (Int32)Marshal.PtrToStructure(pCount, typeof(Int32));
if (nRet == 0 && (UInt64)pCodeTable != 0 && nCount > 0)
{
codeArr = new TDBCode[nCount];
int nElemLen = Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_Code));
for (int i = 0; i < nCount; i++)
{
LibTDBWrap.TDBDefine_Code apiCode = (LibTDBWrap.TDBDefine_Code)Marshal.PtrToStructure((IntPtr)((UInt64)pCodeTable + (UInt64)(nElemLen * i)), typeof(LibTDBWrap.TDBDefine_Code));
codeArr[i] = new TDBCode();
codeArr[i].FromAPICode(ref apiCode);
}
}
else
{
//如果网络连接断掉，则关闭连接
if (nRet == (int)TDBErrNo.TDB_NETWORK_ERROR)
{
DisConnect();
}
}
if ((UInt16)pCodeTable != 0)
{
LibTDBWrap.TDB_Free(pCodeTable);
}
Marshal.FreeHGlobal(pUnmanagedMarket);
Marshal.FreeHGlobal(ppCodeTable);
Marshal.FreeHGlobal(pCount);
return((TDBErrNo)nRet);
}