unsafe private static extern FFIResult PlaceOrder(IntPtr client, string market,
string qty,
bool limit,
string price,
Side side,
TimeInForce tif,
ulong tifDuration,
bool postOnly,
out FFIOrder order
);
unsafe public IEnumerable <Order> GetAllOpenOrders()
{
var orders = new FFIOrder[256];
var ordersLen = orders.Length;
var ordersList = new List <Order>();
fixed(FFIOrder *orderBuff = orders.AsSpan())
{
handleResult(ExchangeClient.GetAllOpenOrders(
_client_handle,
(IntPtr)orderBuff, (UIntPtr)ordersLen, out var actualCandleLen
));
for (int i = 0; i < (int)actualCandleLen; i++)
{
ordersList.Add(orderBuff[i].ToOrder());
orderBuff[i].Dispose();
}
}
return(ordersList);
}
unsafe public IEnumerable <Order> GetOrderHistory(GetOrderHistoryRequest req)
{
var limit = req.paginator == null ? 0 : req.paginator.limit;
var orders = new FFIOrder[Math.Max(limit, 256)];
var ordersLen = orders.Length;
var ordersList = new List <Order>();
fixed(FFIOrder *orderBuff = orders.AsSpan())
{
handleResult(ExchangeClient.GetOrderHistory(
_client_handle,
req.market, req.paginator,
(IntPtr)orderBuff, (UIntPtr)ordersLen, out var actualCandleLen
));
for (int i = 0; i < (int)actualCandleLen; i++)
{
ordersList.Add(orderBuff[i].ToOrder());
orderBuff[i].Dispose();
}
}
return(ordersList);
}
unsafe private static extern FFIResult GetOrder(IntPtr client, string orderId, string market, out FFIOrder result);