public void FromAPILoginResult(LibTDBWrap.TDBDefine_ResLogin loginRes)
{
m_strInfo = LibWrapHelper.AnsiArr2String(loginRes.szInfo, 0, loginRes.szInfo.Length);
if (loginRes.nMarkets > 0)
{
m_nDynDates = new int[loginRes.nMarkets];
Debug.Assert(loginRes.nDynDate.Length >= loginRes.nMarkets);
System.Array.Copy(loginRes.nDynDate, m_nDynDates, loginRes.nMarkets);
m_strMarkets = new string[loginRes.nMarkets];
Debug.Assert(loginRes.szMarket.Length >= 24 * loginRes.nMarkets);
for (int i = 0; i < loginRes.nMarkets; i++)
{
m_strMarkets[i] = LibWrapHelper.AnsiArr2String(loginRes.szMarket, i * 24, 24);
}
}
else
{
m_nDynDates = new int[0];
m_strMarkets = new string[0];
}
}
//代理连接，返回值TDB_SUCCESS表示成功
public TDBErrNo ConnectProxy(out TDBLoginResult tdbLoginResult)
{
//重复登录处理
if ((UInt64)m_hTdb != 0)
{
tdbLoginResult = (TDBLoginResult)m_loginResult.Clone();
Console.WriteLine("已经登录，登录信息:{0}", tdbLoginResult.m_strInfo);
return(TDBErrNo.TDB_SUCCESS);
}
LibTDBWrap.OPEN_SETTINGS openSettings = new LibTDBWrap.OPEN_SETTINGS();
openSettings.szIP = LibWrapHelper.String2AnsiArr(m_strIP, 24);
openSettings.szPort = LibWrapHelper.String2AnsiArr(m_strPort, 8);
openSettings.szUser = LibWrapHelper.String2AnsiArr(m_strUser, 32);
openSettings.szPassword = LibWrapHelper.String2AnsiArr(m_strPassword, 32);
LibTDBWrap.TDB_Proxy_SETTINGS proxySetting = new LibTDBWrap.TDB_Proxy_SETTINGS();
proxySetting.szProxyHostIp = LibWrapHelper.String2AnsiArr(m_strProxyIp, 64);
proxySetting.szProxyPort = LibWrapHelper.String2AnsiArr(m_strProxyPort, 8);
proxySetting.szProxyUser = LibWrapHelper.String2AnsiArr(m_strProxyUser, 32);
proxySetting.szProxyPwd = LibWrapHelper.String2AnsiArr(m_strProxyPwd, 32);
proxySetting.nProxyType = m_nProxyType;
openSettings.nTimeOutVal = m_nTimeOutVal;
openSettings.nRetryCount = m_nRetryCount;
openSettings.nRetryGap = m_nRetryGap;
IntPtr pUnmanagedOpenSettings = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(LibTDBWrap.OPEN_SETTINGS)));
Marshal.StructureToPtr(openSettings, pUnmanagedOpenSettings, false);
IntPtr pUnmanagedProxySettings = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(LibTDBWrap.TDB_Proxy_SETTINGS)));
Marshal.StructureToPtr(proxySetting, pUnmanagedProxySettings, false);
IntPtr pUnmanagedLoginRes = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_ResLogin)));
m_hTdb = LibTDBWrap.TDB_OpenProxy(pUnmanagedOpenSettings, pUnmanagedProxySettings, pUnmanagedLoginRes);
LibTDBWrap.TDBDefine_ResLogin loginRes = (LibTDBWrap.TDBDefine_ResLogin)Marshal.PtrToStructure(pUnmanagedLoginRes, typeof(LibTDBWrap.TDBDefine_ResLogin));
Marshal.FreeHGlobal(pUnmanagedOpenSettings);
Marshal.FreeHGlobal(pUnmanagedProxySettings);
Marshal.FreeHGlobal(pUnmanagedLoginRes);
m_loginResult = new TDBLoginResult();
m_loginResult.FromAPILoginResult(loginRes);
tdbLoginResult = (TDBLoginResult)m_loginResult.Clone();
if ((UInt64)m_hTdb != 0)
{
return(TDBErrNo.TDB_SUCCESS);
}
else
{
return(TDBErrNo.TDB_OPEN_FAILED);
}
}
public int m_nType; //证券类型，参考tdf 3.0文档中的证券索引表nType 说明
public void FromAPICode(ref LibTDBWrap.TDBDefine_Code apiCode)
{
m_strWindCode = LibWrapHelper.AnsiArr2String(apiCode.chWindCode, 0, apiCode.chWindCode.Length);
m_strCode = LibWrapHelper.AnsiArr2String(apiCode.chCode, 0, apiCode.chCode.Length);
m_strMarket = LibWrapHelper.AnsiArr2String(apiCode.chMarket, 0, apiCode.chMarket.Length);
m_strCNName = LibWrapHelper.AnsiArr2String(apiCode.chCNName, 0, apiCode.chCNName.Length);
m_strENName = LibWrapHelper.AnsiArr2String(apiCode.chENName, 0, apiCode.chENName.Length);
m_nType = apiCode.nType;
}
public LibTDBWrap.TDBDefine_ReqTransaction ToAPIReqOrderQueue()
{
LibTDBWrap.TDBDefine_ReqTransaction reqOrderQueue = new LibTDBWrap.TDBDefine_ReqTransaction();
reqOrderQueue.chCode = LibWrapHelper.String2AnsiArr(m_strWindCode, 32);
reqOrderQueue.chMarketKey = LibWrapHelper.String2AnsiArr(m_strMarketKey, 24);
reqOrderQueue.nDate = m_nDate;
reqOrderQueue.nBeginTime = m_nBeginTime;
reqOrderQueue.nEndTime = m_nEndTime;
return(reqOrderQueue);
}
public LibTDBWrap.TDBDefine_ReqTick ToAPIReqTick()
{
LibTDBWrap.TDBDefine_ReqTick reqAPITick = new LibTDBWrap.TDBDefine_ReqTick();
reqAPITick.chCode = LibWrapHelper.String2AnsiArr(m_strWindCode, 32);
reqAPITick.chMarketKey = LibWrapHelper.String2AnsiArr(m_strMarketKey, 24);
reqAPITick.nDate = m_nDate;
reqAPITick.nBeginTime = m_nBeginTime;
reqAPITick.nEndTime = m_nEndTime;
reqAPITick.nAutoComplete = 0;
return(reqAPITick);
}
public int[] m_nABVolume; //订单明细
public void FromAPIOrderQueue(ref LibTDBWrap.TDBDefine_OrderQueue apiOrderQueue)
{
m_strWindCode = LibWrapHelper.AnsiArr2String(apiOrderQueue.chWindCode, 0, apiOrderQueue.chWindCode.Length);
m_strCode = LibWrapHelper.AnsiArr2String(apiOrderQueue.chCode, 0, apiOrderQueue.chCode.Length);
m_nDate = apiOrderQueue.nDate;
m_nTime = apiOrderQueue.nTime;
m_nSide = apiOrderQueue.nSide;
m_nPrice = apiOrderQueue.nPrice;
m_nOrderItems = apiOrderQueue.nOrderItems;
m_nABItems = apiOrderQueue.nABItems;
m_nABVolume = LibWrapHelper.CopyIntArr(apiOrderQueue.nABVolume);
}
//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);
}
public int m_nOrderVolume; //委托数量
public void FromAPIOrder(ref LibTDBWrap.TDBDefine_Order apiOrder)
{
m_strWindCode = LibWrapHelper.AnsiArr2String(apiOrder.chWindCode, 0, apiOrder.chWindCode.Length);
m_strCode = LibWrapHelper.AnsiArr2String(apiOrder.chCode, 0, apiOrder.chCode.Length);
m_nDate = apiOrder.nDate;
m_nTime = apiOrder.nTime;
m_nIndex = apiOrder.nIndex;
m_nOrder = apiOrder.nOrder;
m_chOrderKind = (char)apiOrder.chOrderKind;
m_chFunctionCode = (char)apiOrder.chFunctionCode;
m_nOrderPrice = apiOrder.nOrderPrice;
m_nOrderVolume = apiOrder.nOrderVolume;
}
public int m_nBidOrder; //叫买序号
public void FromAPITransaction(ref LibTDBWrap.TDBDefine_Transaction apiTransaction)
{
m_strWindCode = LibWrapHelper.AnsiArr2String(apiTransaction.chWindCode, 0, apiTransaction.chWindCode.Length);
m_strCode = LibWrapHelper.AnsiArr2String(apiTransaction.chCode, 0, apiTransaction.chCode.Length);
m_nDate = apiTransaction.nDate;
m_nTime = apiTransaction.nTime;
m_nIndex = apiTransaction.nIndex;
m_chFunctionCode = (char)apiTransaction.chFunctionCode;
m_chOrderKind = (char)apiTransaction.chOrderKind;
m_chBSFlag = (char)apiTransaction.chBSFlag;
m_nTradePrice = apiTransaction.nTradePrice;
m_nTradeVolume = apiTransaction.nTradeVolume;
m_nAskOrder = apiTransaction.nAskOrder;
m_nBidOrder = apiTransaction.nBidOrder;
}
public int m_nInterest; //持仓量(期货)、IOPV(基金)、利息(债券)
public void FromAPIKLine(ref LibTDBWrap.TDBDefine_KLine apiKLine)
{
m_strWindCode = LibWrapHelper.AnsiArr2String(apiKLine.chWindCode, 0, apiKLine.chWindCode.Length);
m_strCode = LibWrapHelper.AnsiArr2String(apiKLine.chCode, 0, apiKLine.chCode.Length);
m_nDate = apiKLine.nDate;
m_nTime = apiKLine.nTime;
m_nOpen = apiKLine.nOpen;
m_nHigh = apiKLine.nHigh;
m_nLow = apiKLine.nLow;
m_nClose = apiKLine.nClose;
m_iVolume = apiKLine.iVolume;
m_iTurover = apiKLine.iTurover;
m_nMatchItems = apiKLine.nMatchItems;
m_nInterest = apiKLine.nInterest;
}
public int m_nEndTime; //结束时间：
public LibTDBWrap.TDBDefine_ReqKLine ToAPIReqKLine()
{
LibTDBWrap.TDBDefine_ReqKLine reqAPIKLine = new LibTDBWrap.TDBDefine_ReqKLine();
reqAPIKLine.chCode = LibWrapHelper.String2AnsiArr(m_strWindCode, 32);
reqAPIKLine.chMarketKey = LibWrapHelper.String2AnsiArr(m_strMarketKey, 24);
reqAPIKLine.nCQFlag = (int)m_nCQFlag;
reqAPIKLine.nCQDate = m_nCQDate;
reqAPIKLine.nQJFlag = m_nQJFlag;
reqAPIKLine.nCycType = (int)m_nCycType;
reqAPIKLine.nCycDef = m_nCycDef;
reqAPIKLine.nAutoComplete = m_nAutoComplete;
reqAPIKLine.nBeginDate = m_nBeginDate;
reqAPIKLine.nBeginTime = m_nBeginTime;
reqAPIKLine.nEndDate = m_nEndDate;
reqAPIKLine.nEndTime = m_nEndTime;
return(reqAPIKLine);
}
public int m_nHoldLines; //持平品种数
public void FromAPITick(ref LibTDBWrap.TDBDefine_Tick apiTick)
{
m_strWindCode = LibWrapHelper.AnsiArr2String(apiTick.chWindCode, 0, apiTick.chWindCode.Length);
m_strCode = LibWrapHelper.AnsiArr2String(apiTick.chCode, 0, apiTick.chCode.Length);
m_nDate = apiTick.nDate;
m_nTime = apiTick.nTime;
m_nPrice = apiTick.nPrice;
m_iVolume = apiTick.iVolume;
m_iTurover = apiTick.iTurover;
m_nMatchItems = apiTick.nMatchItems;
m_nInterest = apiTick.nInterest;
m_chTradeFlag = (char)apiTick.chTradeFlag;
m_chBSFlag = (char)apiTick.chBSFlag;
m_iAccVolume = apiTick.iAccVolume;
m_iAccTurover = apiTick.iAccTurover;
m_nHigh = apiTick.nHigh;
m_nLow = apiTick.nLow;
m_nOpen = apiTick.nOpen;
m_nPreClose = apiTick.nPreClose;
//期货字段
m_nSettle = apiTick.nSettle;
m_nPosition = apiTick.nPosition;
m_nCurDelta = apiTick.nCurDelta;
m_nPreSettle = apiTick.nPreSettle;
m_nPrePosition = apiTick.nPrePosition;
//买卖盘字段
m_nAskPrice = LibWrapHelper.CopyIntArr(apiTick.nAskPrice);
m_nAskVolume = LibWrapHelper.CopyUIntArr(apiTick.nAskVolume);
m_nBidPrice = LibWrapHelper.CopyIntArr(apiTick.nBidPrice);
m_nBidVolume = LibWrapHelper.CopyUIntArr(apiTick.nBidVolume);
m_nAskAvPrice = apiTick.nAskAvPrice;
m_nBidAvPrice = apiTick.nBidAvPrice;
m_iTotalAskVolume = apiTick.iTotalAskVolume;
m_iTotalBidVolume = apiTick.iTotalBidVolume;
//指数字段
m_nIndex = apiTick.nIndex;
m_nStocks = apiTick.nStocks;
m_nUps = apiTick.nUps;
m_nDowns = apiTick.nDowns;
m_nHoldLines = apiTick.nHoldLines;
}
//如果查询的代码不存在，连接已经断掉、未连接，则返回null
public TDBCode GetCodeInfo(string strWindCode, string strMarketKey)
{
TDBErrNo nVerifyRet = SimpleVerifyReqInput(strWindCode);
if (nVerifyRet != TDBErrNo.TDB_SUCCESS)
{
return(null);
}
int nMaxWindCodeLen = 64;
int nMaxmarketLen = 48;
IntPtr pszWindCode = Marshal.AllocHGlobal(nMaxWindCodeLen);
byte[] btWindCode = LibWrapHelper.String2AnsiArr(strWindCode, nMaxWindCodeLen);
btWindCode[btWindCode.Length - 1] = 0;
Marshal.Copy(btWindCode, 0, pszWindCode, btWindCode.Length);
IntPtr pszMarket = Marshal.AllocHGlobal(nMaxmarketLen);
byte[] btMarket = LibWrapHelper.String2AnsiArr(strMarketKey, nMaxmarketLen);
btMarket[btMarket.Length - 1] = 0;
Marshal.Copy(btMarket, 0, pszMarket, btMarket.Length);
IntPtr pCode = LibTDBWrap.TDB_GetCodeInfo(m_hTdb, pszWindCode, pszMarket);
Marshal.FreeHGlobal(pszWindCode);
Marshal.FreeHGlobal(pszMarket);
if ((UInt64)pCode != 0)
{
LibTDBWrap.TDBDefine_Code apiCode = (LibTDBWrap.TDBDefine_Code)Marshal.PtrToStructure(pCode, typeof(LibTDBWrap.TDBDefine_Code));
TDBCode tdbCode = new TDBCode();
tdbCode.FromAPICode(ref apiCode);
return(tdbCode);
}
else
{
return(null);
}
}
