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 static IEnumerable <QueryStockResult> ExtractFrom(TabulateData data)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
QueryStockResult result = new QueryStockResult();
int index = 0;
result.SecurityCode = row[index++];
result.SecurityName = row[index++];
result.Volume = TradingHelper.SafeParseFloat(row[index++]);
result.SellableVolume = TradingHelper.SafeParseFloat(row[index++]);
result.ReferenceCost = TradingHelper.SafeParseFloat(row[index++]);
result.CurrentPrice = TradingHelper.SafeParseFloat(row[index++]);
result.LatestMarketValue = TradingHelper.SafeParseFloat(row[index++]);
result.ProfitPercentage = TradingHelper.SafeParseFloat(row[index++]);
yield return(result);
}
}
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 TabulateData GetSubColumns(IEnumerable <string> columns)
{
if (columns == null)
{
throw new ArgumentNullException();
}
if (columns.Count() == 0)
{
// we can't return a sub tabulate result with no column.
return(null);
}
var columnIndices = columns.Select(c => GetColumnIndex(c));
TabulateData subResult = new TabulateData(columns);
foreach (var row in _rows)
{
var subRow = columnIndices.Select(i => i < 0 ? string.Empty : row[i]);
subResult.AddRow(subRow);
}
return(subResult);
}
public static bool TryParse(string s, out TabulateData result)
{
if (string.IsNullOrEmpty(s))
{
throw new ArgumentNullException();
}
// split rows firstly.
string[] rows = s.Split('\n');
// row[0] is the header
string[] columns = rows[0].Split('\t');
result = new TabulateData(columns);
for (int i = 1; i < rows.Length; ++i)
{
string[] values = rows[i].Split('\t');
if (!result.AddRow(values))
{
return(false);
}
}
return(true);
}
public static IEnumerable <QueryShareholderRegistryResult> ExtractFrom(TabulateData data)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
QueryShareholderRegistryResult result = new QueryShareholderRegistryResult();
int index = 0;
result.ShareholderCode = row[index++];
result.Exchange = row[index] == "0" ? Exchange.ShenzhenExchange : (row[index] == "1" ? Exchange.ShanghaiExchange : null);
index++;
result.CapitalAccount = row[index++];
result.SeatCode = row[index++];;
result.Notes = row[index++];
yield return(result);
}
}
public static IEnumerable <QueryGeneralOrderResult> ExtractFrom(TabulateData data)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
QueryGeneralOrderResult result = new QueryGeneralOrderResult();
int index = 0;
result.OrderNo = int.Parse(row[index++]);
result.SubmissionTime = row[index++];
result.SecurityCode = row[index++];
result.SecurityName = row[index++];
result.BuySellFlag = row[index++];
result.StatusString = row[index++];
result.Status = TradingHelper.ConvertStringToOrderStatus(result.StatusString);
result.SubmissionPrice = TradingHelper.SafeParseFloat(row[index++]);
result.SubmissionVolume = TradingHelper.SafeParseInt(row[index++]);
result.DealPrice = TradingHelper.SafeParseFloat(row[index++]);
result.DealVolume = TradingHelper.SafeParseInt(row[index++]);
result.SubmissionType = row[index++];
result.PricingType = row[index++];
yield return(result);
}
}
public static IEnumerable <QuerySucceededOrderResult> ExtractFrom(TabulateData data)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
QuerySucceededOrderResult result = new QuerySucceededOrderResult();
int index = 0;
result.OrderNo = int.Parse(row[index++]);
result.DealNo = int.Parse(row[index++]);
result.DealTime = row[index++];
result.SecurityCode = row[index++];
result.SecurityName = row[index++];
result.BuySellFlag = row[index++];
result.DealPrice = TradingHelper.SafeParseFloat(row[index++]);
result.DealVolume = TradingHelper.SafeParseFloat(row[index++]);
result.DealAmount = TradingHelper.SafeParseFloat(row[index++]);
yield return(result);
}
}
public TabulateData GetSubColumns(IEnumerable <int> columnIndices)
{
if (columnIndices == null)
{
throw new ArgumentNullException();
}
if (columnIndices.Count() == 0)
{
// we can't return a sub tabulate result with no column.
return(null);
}
if (columnIndices.Any(i => i < 0 || i >= _columns.Length))
{
throw new ArgumentException("column index is out of range");
}
var columns = columnIndices.Select(i => _columns[i]);
TabulateData subResult = new TabulateData(columns);
foreach (var row in _rows)
{
var subRow = columnIndices.Select(i => row[i]);
subResult.AddRow(subRow);
}
return(subResult);
}
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[] 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 static IEnumerable <FiveLevelQuote> ExtractFrom(TabulateData data, DateTime timestamp)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
FiveLevelQuote quote = new FiveLevelQuote(timestamp);
int index = 0;
quote.SecurityCode = row[index++];
quote.SecurityName = row[index++];
quote.YesterdayClosePrice = TradingHelper.SafeParseFloat(row[index++]);
quote.TodayOpenPrice = TradingHelper.SafeParseFloat(row[index++]);
quote.CurrentPrice = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices = new float[5];
quote.BuyVolumesInHand = new int[5];
quote.SellPrices = new float[5];
quote.SellVolumesInHand = new int[5];
quote.BuyPrices[0] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices[1] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices[2] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices[3] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices[4] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyVolumesInHand[0] = TradingHelper.SafeParseInt(row[index++]);
quote.BuyVolumesInHand[1] = TradingHelper.SafeParseInt(row[index++]);
quote.BuyVolumesInHand[2] = TradingHelper.SafeParseInt(row[index++]);
quote.BuyVolumesInHand[3] = TradingHelper.SafeParseInt(row[index++]);
quote.BuyVolumesInHand[4] = TradingHelper.SafeParseInt(row[index++]);
quote.SellPrices[0] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellPrices[1] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellPrices[2] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellPrices[3] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellPrices[4] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellVolumesInHand[0] = TradingHelper.SafeParseInt(row[index++]);
quote.SellVolumesInHand[1] = TradingHelper.SafeParseInt(row[index++]);
quote.SellVolumesInHand[2] = TradingHelper.SafeParseInt(row[index++]);
quote.SellVolumesInHand[3] = TradingHelper.SafeParseInt(row[index++]);
quote.SellVolumesInHand[4] = TradingHelper.SafeParseInt(row[index++]);
yield return(quote);
}
}
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 TabulateData GetSubRows(IEnumerable <int> rowIndices)
{
if (rowIndices == null)
{
throw new ArgumentNullException();
}
var validRowIndices = rowIndices.Where(i => i >= 0 && i < RowCount);
// even if there is no valid row index, we still need to return a sub tabulate result
// with no row.
TabulateData subResult = new TabulateData(_columns);
foreach (var index in validRowIndices)
{
subResult.AddRow(_rows[index]);
}
return(subResult);
}
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 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 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 static IEnumerable <SendOrderResult> ExtractFrom(TabulateData data)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
SendOrderResult result = new SendOrderResult();
int index = 0;
result.OrderNo = int.Parse(row[index++]);
result.ReturnedInfo = row[index++];
result.CheckingRiskFlag = row[index++];
result.ReservedInfo = row[index++];
yield return(result);
}
}
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);
}
}
public static IEnumerable <QueryCapitalResult> ExtractFrom(TabulateData data)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
QueryCapitalResult result = new QueryCapitalResult();
int index = 0;
result.RemainingCapital = TradingHelper.SafeParseFloat(row[index++]);
result.UsableCapital = TradingHelper.SafeParseFloat(row[index++]);
result.FrozenCapital = TradingHelper.SafeParseFloat(row[index++]);
result.CashableCapital = TradingHelper.SafeParseFloat(row[index++]);
result.TotalEquity = TradingHelper.SafeParseFloat(row[index++]);
result.LatestMarketValue = TradingHelper.SafeParseFloat(row[index++]);
yield return(result);
}
}
public static IEnumerable <FiveLevelQuote> ExtractFrom(TabulateData data)
{
return(ExtractFrom(data, DateTime.Now));
}