internal EsunnyTraderListener()
{
InitCallbackList();
//创建回调
_instance = (IntPtr)EsunnyWrapper.InvokeAPI(IntPtr.Zero, EsunnyWrapperAction.CreateTradeSpi, this.callbackStruct);
}
public void SubQuote(TEsQuoteReqField sub)
{
//TEsQuoteReqField sub = new TEsQuoteReqField();
//sub.CmbType = 0;
//sub.SubQuote = EsunnySubQuoteType.订阅;
//sub.Exchange = EsunnyExchangeType.CZCE;
//sub.Contract1 = symbolCode;
EsunnyWrapper.InvokeAPI(this._instance, EsunnyWrapperAction.SubQuote, sub);
}
void OnLogin(TEsRspField rsp)
{
if (rsp.ErrorCode == 0)
{
this.trader.isLogin = true;
StringBuilder s = new StringBuilder();
EsunnyWrapper.InvokeAPI(this.trader._instance, EsunnyWrapperAction.GetTradingDay, s);
Trace.WriteLine("交易日：" + s);
}
else
{
PInvokeUtility.GetUnicodeString(rsp.ErrorInfo);
this.trader.isLogin = false;
}
EventProcessor.BeginInvoke(this.trader.LoginResponse, this.trader, new EsunnyEventArgs <TEsRspField>(rsp));
}
//public TEsOrderInsertReqField InsertOrder(TradingOrderParameter parameter)
//{
// Symbol symbol = parameter.Symbol;
// TEsOrderInsertReqField req = new TEsOrderInsertReqField();
// if (symbol.IsCustomCombinSymbol)
// {
// }
// else
// {
// if (symbol.Market != null)
// {
// //交易所
// req.Exchange = EsunnyConvert.ConvertToEsunny(symbol.Market.MarketCode);
// }
// if (symbol.SymbolType == SymbolType.CommoditiesSpreadFutures)
// {
// CombinSymbol combinSymbol = symbol as CombinSymbol;
// if (combinSymbol.Items[0].SymbolBlock.BlockCode == combinSymbol.Items[1].SymbolBlock.BlockCode)
// {
// //跨期
// req.CmbType = EsunnyCombinOrderType.Spread;
// }
// else
// {
// //跨商品
// req.CmbType = EsunnyCombinOrderType.SpreadCommodity;
// }
// req.Contract1 = combinSymbol.Items[0].ExchangeSymbolCode.ToUpper();
// req.Contract2 = combinSymbol.Items[1].ExchangeSymbolCode.ToUpper();
// }
// else
// {
// //普通单
// req.CmbType = EsunnyCombinOrderType.Normal;
// req.Contract1 = symbol.ExchangeSymbolCode.ToUpper();
// }
// req.Direct = EsunnyConvert.ConvertToEsunny(parameter.Direction);
// req.Offset = EsunnyConvert.ConvertToEsunny(parameter.Offset);
// req.OrderPrice = Convert.ToDouble(parameter.Price);
// req.OrderVol = Convert.ToInt32(parameter.Volume);
// req.RequestID = this._requestID++;
// req.OrderType = EsunnyOrderType.LimitOrder;
// req.Hedge = EsunnyHedgeType.Speculation;
// InvokeAPI(EsunnyWrapperAction.OrderInsert, req);
// }
// return req;
//}
int InvokeAPI(EsunnyWrapperAction action, object req)
{
return(EsunnyWrapper.InvokeAPI(this._instance, action, req));
//IntPtr p = IntPtr.Zero;
//if (req != null)
//{
// p = Marshal.AllocHGlobal(Marshal.SizeOf(req));
// Marshal.StructureToPtr(req, p, true);
//}
//int result = EsunnyWrapper.Process(this._instance, action, p);
//if (req != null)
//{
// Marshal.DestroyStructure(p, req.GetType());
//}
}
public EsunnyTrader()
{
StringBuilder builder = new StringBuilder();
builder.Append("4A35B623174363F3A1BDD4D66D1F66AC7A368C423BB68CAFD0C78CDBA812DAAD9AAD1C1052E60447B35F0E2237A83160554F");
int cert = EsunnyWrapper.InvokeAPI(IntPtr.Zero, EsunnyWrapperAction.CertEsunnyApi, builder);
if (cert == 0)
{
throw new LicenseException(typeof(EsunnyTrader));
}
builder = new StringBuilder(50);
EsunnyWrapper.InvokeAPI(IntPtr.Zero, EsunnyWrapperAction.GetEsunnyApiVersion, builder);
string ver = builder.ToString();
Trace.WriteLine(ver);
}
public void Connect(string frontAddress, int port, string userID, string password)
{
this.userID = userID;
this.password = password;
//this._instance = EsunnyWrapper.CreateTradeApi();
this._instance = (IntPtr)EsunnyWrapper.InvokeAPI(IntPtr.Zero, EsunnyWrapperAction.CreateTradeApi, null);
//监听器
_listener = new EsunnyTraderListener();
_listener.trader = this;
EsunnyWrapper.InvokeAPI(this._instance, EsunnyWrapperAction.TradeSetSpi, this._listener.Instance);
TEsAddressField addr = new TEsAddressField();
addr.Ip = frontAddress;
addr.Port = port;
EsunnyWrapper.InvokeAPI(this._instance, EsunnyWrapperAction.TradeOpen, addr);
}
public void Connect(string frontAddress, int port)
{
this.frontAddress = frontAddress;
this.port = port;
//创建实例
this._instance = (IntPtr)EsunnyWrapper.InvokeAPI(IntPtr.Zero, EsunnyWrapperAction.CreateQuoteApi, null);
//创建监听器
_listener = new EsunnyQuoteListener();
_listener._esunnyQuote = this;
EsunnyWrapper.InvokeAPI(this._instance, EsunnyWrapperAction.QuoteSetSpi, this._listener.Instance);
//设置行情服务器地址
TEsAddressField addr = new TEsAddressField();
addr.Ip = frontAddress;
addr.Port = port;
//开始建立连接
EsunnyWrapper.InvokeAPI(this._instance, EsunnyWrapperAction.QuoteOpen, addr);
}
internal static int InvokeAPI(IntPtr handler, EsunnyWrapperAction action, object req)
{
IntPtr p = IntPtr.Zero;
int result = 0;
if (req != null)
{
if (req is IntPtr)
{
result = EsunnyWrapper.Process(handler, action, (IntPtr)req);
}
else if (req is int)
{
result = EsunnyWrapper.Process(handler, action, (IntPtr)(int)req);
}
else if (req is StringBuilder)
{
result = EsunnyWrapper.Process(handler, action, (StringBuilder)req);
}
else
{
p = Marshal.AllocHGlobal(Marshal.SizeOf(req));
Marshal.StructureToPtr(req, p, true);
result = EsunnyWrapper.Process(handler, action, p);
Marshal.DestroyStructure(p, req.GetType());
}
}
else
{
result = EsunnyWrapper.Process(handler, action, p);
}
return(result);
}
internal EsunnyQuoteListener()
{
InitCallbackList();
_instance = (IntPtr)EsunnyWrapper.InvokeAPI(IntPtr.Zero, EsunnyWrapperAction.CreateQuoteSpi, this.callbackStruct);
}