public bool CancelOrder(string code, int orderNo, out TabulateData result, out string error)
{
CheckDisposed();
CheckLoggedOn();
StringBuilder resultInfo = new StringBuilder(MaxResultStringSize);
StringBuilder errorInfo = new StringBuilder(MaxErrorStringSize);
Exchange exchange = Exchange.GetTradeableExchangeForSecurity(code);
if (exchange == null)
{
result = null;
error = "Invalid code";
return(false);
}
TdxWrapper.CancelOrder(ClientId, exchange.ExchangeId.ToString(), orderNo.ToString(), resultInfo, errorInfo);
error = errorInfo.ToString();
result = null;
bool succeeded = string.IsNullOrEmpty(error);
if (succeeded)
{
result = TabulateData.Parse(resultInfo.ToString());
}
return(succeeded);
}
public bool QueryHistoryData(
HistoryDataCategory category,
DateTime startDate,
DateTime endDate,
out TabulateData result,
out string error)
{
CheckDisposed();
CheckLoggedOn();
StringBuilder resultInfo = new StringBuilder(MaxResultStringSize);
StringBuilder errorInfo = new StringBuilder(MaxErrorStringSize);
TdxWrapper.QueryHistoryData(
ClientId,
(int)category,
startDate.ToString("yyyyMMdd"),
endDate.ToString("yyyyMMdd"),
resultInfo,
errorInfo);
error = errorInfo.ToString();
result = null;
bool succeeded = string.IsNullOrEmpty(error);
if (succeeded)
{
result = TabulateData.Parse(resultInfo.ToString());
}
return(succeeded);
}
public bool SendOrder(OrderRequest request, out TabulateData result, out string error)
{
CheckDisposed();
CheckLoggedOn();
result = null;
error = string.Empty;
string shareholderCode = GetShareholderCode(request.SecurityCode);
StringBuilder resultInfo = new StringBuilder(MaxResultStringSize);
StringBuilder errorInfo = new StringBuilder(MaxErrorStringSize);
TdxWrapper.SendOrder(
ClientId,
(int)request.Category,
(int)request.PricingType,
shareholderCode,
request.SecurityCode,
request.Price,
request.Volume,
resultInfo,
errorInfo);
error = errorInfo.ToString();
bool succeeded = string.IsNullOrEmpty(error);
if (succeeded)
{
result = TabulateData.Parse(resultInfo.ToString());
}
return(succeeded);
}
public bool[] SendOrder(OrderRequest[] requests, out TabulateData[] results, out string[] errors)
{
CheckDisposed();
CheckLoggedOn();
if (requests == null || requests.Length == 0)
{
throw new ArgumentNullException();
}
IntPtr[] resultInfos = AllocateStringBuffers(requests.Length, MaxResultStringSize);
IntPtr[] errorInfos = AllocateStringBuffers(requests.Length, MaxErrorStringSize);
try
{
var shareholderCodes = requests.Select(req => GetShareholderCode(req.SecurityCode)).ToArray();
var categories = requests.Select(req => (int)req.Category).ToArray();
var priceTypes = requests.Select(req => (int)req.PricingType).ToArray();
var securityCodes = requests.Select(req => req.SecurityCode).ToArray();
var prices = requests.Select(req => req.Price).ToArray();
var quantities = requests.Select(req => req.Volume).ToArray();
TdxWrapper.SendOrders(
ClientId,
categories,
priceTypes,
shareholderCodes,
securityCodes,
prices,
quantities,
requests.Count(),
resultInfos,
errorInfos);
string[] resultStrings = ConvertStringBufferToString(resultInfos);
errors = ConvertStringBufferToString(errorInfos);
bool[] succeeds = new bool[securityCodes.Length];
results = new TabulateData[securityCodes.Length];
for (int i = 0; i < results.Length; ++i)
{
succeeds[i] = string.IsNullOrEmpty(errors[i]);
results[i] = succeeds[i] ? TabulateData.Parse(resultStrings[i]) : null;
}
return(succeeds);
}
finally
{
FreeStringBuffers(resultInfos);
FreeStringBuffers(errorInfos);
}
}
public bool LogOn(
string address,
short port,
string protocolVersion,
short yybId,
string accountNo,
short accountType,
string tradeAccount,
string tradePassword,
string communicationPassword,
out string error)
{
CheckDisposed();
error = string.Empty;
if (IsLoggedOn())
{
throw new InvalidOperationException("Client has logged on");
}
StringBuilder errorInfo = new StringBuilder(MaxErrorStringSize);
int clientId = TdxWrapper.Logon(
address,
port,
protocolVersion,
yybId,
accountNo,
tradeAccount,
tradePassword,
communicationPassword,
errorInfo);
if (clientId < 0)
{
error = errorInfo.ToString();
}
else
{
ClientId = clientId;
if (!InitializeAfterLoggedOn(out error))
{
LogOff();
error = "Failed to initialize client after logged on. " + error;
}
}
return(IsLoggedOn());
}
public void LogOff()
{
CheckDisposed();
if (!IsLoggedOn())
{
return;
}
TdxWrapper.Logoff(ClientId);
ClientId = InvalidClientId;
}
public bool[] CancelOrder(string[] codes, int[] orderNos, out TabulateData[] results, out string[] errors)
{
CheckDisposed();
CheckLoggedOn();
if (codes == null || codes.Length == 0 || orderNos == null || orderNos.Length != codes.Length)
{
throw new ArgumentNullException();
}
IntPtr[] resultInfos = AllocateStringBuffers(codes.Length, MaxResultStringSize);
IntPtr[] errorInfos = AllocateStringBuffers(codes.Length, MaxErrorStringSize);
try
{
var exchangeIds = codes.Select(c => Exchange.GetTradeableExchangeForSecurity(c))
.Select(e => e == null ? string.Empty : e.ExchangeId.ToString())
.ToArray();
var orderNoStrings = orderNos.Select(id => id.ToString()).ToArray();
TdxWrapper.CancelOrders(
ClientId,
exchangeIds,
orderNoStrings,
codes.Length,
resultInfos,
errorInfos);
string[] resultStrings = ConvertStringBufferToString(resultInfos);
errors = ConvertStringBufferToString(errorInfos);
bool[] succeeds = new bool[codes.Length];
results = new TabulateData[codes.Length];
for (int i = 0; i < results.Length; ++i)
{
succeeds[i] = string.IsNullOrEmpty(errors[i]);
results[i] = succeeds[i] ? TabulateData.Parse(resultStrings[i]) : null;
}
return(succeeds);
}
finally
{
FreeStringBuffers(resultInfos);
FreeStringBuffers(errorInfos);
}
}
public static void UnInitialize()
{
lock (SyncObj)
{
if (InitializationCount <= 0)
{
throw new InvalidOperationException("can't uninitialize environment that has not been initialized");
}
--InitializationCount;
if (InitializationCount == 0)
{
TdxWrapper.CloseTdx();
}
}
}
public static void Initialize()
{
lock (SyncObj)
{
if (InitializationCount < 0)
{
throw new InvalidOperationException("unknown state");
}
if (InitializationCount == 0)
{
TdxWrapper.OpenTdx();
}
++InitializationCount;
}
}
public bool[] QueryData(DataCategory[] categories, out TabulateData[] results, out string[] errors)
{
CheckDisposed();
CheckLoggedOn();
if (categories == null || categories.Length == 0)
{
throw new ArgumentNullException();
}
IntPtr[] resultInfos = AllocateStringBuffers(categories.Length, MaxResultStringSize);
IntPtr[] errorInfos = AllocateStringBuffers(categories.Length, MaxErrorStringSize);
try
{
int[] categoryArray = categories.Select(c => (int)c).ToArray();
TdxWrapper.QueryDatas(ClientId, categoryArray, categoryArray.Length, resultInfos, errorInfos);
string[] resultStrings = ConvertStringBufferToString(resultInfos);
errors = ConvertStringBufferToString(errorInfos);
bool[] succeeds = new bool[categories.Length];
results = new TabulateData[categories.Length];
for (int i = 0; i < results.Length; ++i)
{
succeeds[i] = string.IsNullOrEmpty(errors[i]);
results[i] = succeeds[i] ? TabulateData.Parse(resultStrings[i]) : null;
}
return(succeeds);
}
finally
{
FreeStringBuffers(resultInfos);
FreeStringBuffers(errorInfos);
}
}
public bool Payback(float amount, out TabulateData result, out string error)
{
CheckDisposed();
CheckLoggedOn();
StringBuilder resultInfo = new StringBuilder(MaxResultStringSize);
StringBuilder errorInfo = new StringBuilder(MaxErrorStringSize);
TdxWrapper.Repay(ClientId, amount.ToString("0.00"), resultInfo, errorInfo);
error = errorInfo.ToString();
result = null;
bool succeeded = string.IsNullOrEmpty(error);
if (succeeded)
{
result = TabulateData.Parse(resultInfo.ToString());
}
return(succeeded);
}
public bool GetQuote(string securityCode, out TabulateData result, out string error)
{
CheckDisposed();
CheckLoggedOn();
StringBuilder resultInfo = new StringBuilder(MaxResultStringSize);
StringBuilder errorInfo = new StringBuilder(MaxErrorStringSize);
TdxWrapper.GetQuote(ClientId, securityCode, resultInfo, errorInfo);
error = errorInfo.ToString();
result = null;
bool succeeded = string.IsNullOrEmpty(error);
if (succeeded)
{
result = TabulateData.Parse(resultInfo.ToString());
}
return(succeeded);
}
public bool[] GetQuote(string[] securityCodes, out TabulateData[] results, out string[] errors)
{
CheckDisposed();
CheckLoggedOn();
if (securityCodes == null || securityCodes.Length == 0)
{
throw new ArgumentNullException();
}
IntPtr[] resultInfos = AllocateStringBuffers(securityCodes.Length, MaxResultStringSize);
IntPtr[] errorInfos = AllocateStringBuffers(securityCodes.Length, MaxErrorStringSize);
try
{
TdxWrapper.GetQuotes(ClientId, securityCodes, securityCodes.Length, resultInfos, errorInfos);
string[] resultStrings = ConvertStringBufferToString(resultInfos);
errors = ConvertStringBufferToString(errorInfos);
bool[] succeeds = new bool[securityCodes.Length];
results = new TabulateData[securityCodes.Length];
for (int i = 0; i < results.Length; ++i)
{
succeeds[i] = string.IsNullOrEmpty(errors[i]);
results[i] = succeeds[i] ? TabulateData.Parse(resultStrings[i]) : null;
}
return(succeeds);
}
finally
{
FreeStringBuffers(resultInfos);
FreeStringBuffers(errorInfos);
}
}
