public void SendOrder(ref OrderField[] orders, out string[] OrderRefs)
{
int OrderField_size = Marshal.SizeOf(typeof(OrderField));
int OrderIDType_size = Marshal.SizeOf(typeof(OrderIDType));
IntPtr OrderField_Ptr = Marshal.AllocHGlobal(OrderField_size * orders.Length);
IntPtr OrderIDType_Ptr = Marshal.AllocHGlobal(OrderIDType_size * orders.Length);
// 将结构体写成内存块
for (int i = 0; i < orders.Length; ++i)
{
Marshal.StructureToPtr(orders[i], OrderField_Ptr + i * OrderField_size, false);
}
IntPtr ptr = proxy.XRequest((byte)RequestType.ReqOrderInsert, Handle, IntPtr.Zero,
0, 0,
OrderField_Ptr, orders.Length, OrderIDType_Ptr, 0, IntPtr.Zero, 0);
OrderRefs = new string[orders.Length];
for (int i = 0; i < orders.Length; ++i)
{
// 这里定义一个ID占64字节
OrderIDType output = (OrderIDType)Marshal.PtrToStructure(OrderIDType_Ptr + i * OrderIDType_size, typeof(OrderIDType));
OrderRefs[i] = output.ID;
}
Marshal.FreeHGlobal(OrderField_Ptr);
Marshal.FreeHGlobal(OrderIDType_Ptr);
}
public void CancelOrder(string[] szId,out string[] errs)
{
int OrderIDType_size = Marshal.SizeOf(typeof(OrderIDType));
IntPtr Input_Ptr = Marshal.AllocHGlobal(OrderIDType_size * szId.Length);
IntPtr Output_Ptr = Marshal.AllocHGlobal(OrderIDType_size * szId.Length);
// 将结构体写成内存块
for (int i = 0; i < szId.Length; ++i)
{
OrderIDType _szId = new OrderIDType();
_szId.ID = szId[i];
Marshal.StructureToPtr(_szId, new IntPtr(Input_Ptr.ToInt64() + i * OrderIDType_size), false);
}
IntPtr ptr = proxy.XRequest((byte)RequestType.ReqOrderAction, Handle, IntPtr.Zero, 0, 0,
Input_Ptr, szId.Length, Output_Ptr, 0, IntPtr.Zero, 0);
errs = new string[szId.Length];
for (int i = 0; i < szId.Length; ++i)
{
// 这里定义一个ID占64字节
OrderIDType output = (OrderIDType)Marshal.PtrToStructure(new IntPtr(Output_Ptr.ToInt64() + i * OrderIDType_size), typeof(OrderIDType));
errs[i] = output.ID;
}
Marshal.FreeHGlobal(Input_Ptr);
Marshal.FreeHGlobal(Output_Ptr);
}
public void SendQuote(ref QuoteField quote, out string AskRef, out string BidRef)
{
int QuoteField_size = Marshal.SizeOf(typeof(QuoteField));
int OrderIDType_size = Marshal.SizeOf(typeof(OrderIDType));
IntPtr QuoteField_Ptr = Marshal.AllocHGlobal(QuoteField_size);
IntPtr AskRef_Ptr = Marshal.AllocHGlobal(OrderIDType_size);
IntPtr BidRef_Ptr = Marshal.AllocHGlobal(OrderIDType_size);
// 将结构体写成内存块
for (int i = 0; i < 1; ++i)
{
Marshal.StructureToPtr(quote, QuoteField_Ptr + i * QuoteField_size, false);
}
IntPtr ptr = proxy.XRequest((byte)RequestType.ReqQuoteInsert, Handle, IntPtr.Zero,
0, 0,
QuoteField_Ptr, 1, AskRef_Ptr, 0, BidRef_Ptr, 0);
AskRef = string.Empty;
BidRef = string.Empty;
for (int i = 0; i < 1; ++i)
{
// 这里定义一个ID占64字节
OrderIDType output = (OrderIDType)Marshal.PtrToStructure(AskRef_Ptr + i * OrderIDType_size, typeof(OrderIDType));
AskRef = output.ID;
output = (OrderIDType)Marshal.PtrToStructure(BidRef_Ptr + i * OrderIDType_size, typeof(OrderIDType));
BidRef = output.ID;
}
Marshal.FreeHGlobal(QuoteField_Ptr);
Marshal.FreeHGlobal(AskRef_Ptr);
Marshal.FreeHGlobal(BidRef_Ptr);
}
public void CancelOrder(string[] szId, out string[] errs)
{
int OrderIDType_size = Marshal.SizeOf(typeof(OrderIDType));
IntPtr Input_Ptr = Marshal.AllocHGlobal(OrderIDType_size * szId.Length);
IntPtr Output_Ptr = Marshal.AllocHGlobal(OrderIDType_size * szId.Length);
// 将结构体写成内存块
for (int i = 0; i < szId.Length; ++i)
{
OrderIDType _szId = new OrderIDType();
_szId.ID = szId[i];
Marshal.StructureToPtr(_szId, Input_Ptr + i * OrderIDType_size, false);
}
IntPtr ptr = proxy.XRequest((byte)RequestType.ReqOrderAction, Handle, IntPtr.Zero, 0, 0,
Input_Ptr, szId.Length, Output_Ptr, 0, IntPtr.Zero, 0);
errs = new string[szId.Length];
for (int i = 0; i < szId.Length; ++i)
{
// 这里定义一个ID占64字节
OrderIDType output = (OrderIDType)Marshal.PtrToStructure(Output_Ptr + i * OrderIDType_size, typeof(OrderIDType));
errs[i] = output.ID;
}
Marshal.FreeHGlobal(Input_Ptr);
Marshal.FreeHGlobal(Output_Ptr);
}
public string CancelOrder(string[] szIds)
{
int OrderIDType_size = Marshal.SizeOf(typeof(OrderIDType));
IntPtr Input_Ptr = Marshal.AllocHGlobal(OrderIDType_size * szIds.Length);
IntPtr Output_Ptr = Marshal.AllocHGlobal(OrderIDType_size * szIds.Length);
// 将结构体写成内存块
for (int i = 0; i < szIds.Length; ++i)
{
OrderIDType _szId = new OrderIDType();
_szId.ID = szIds[i];
Marshal.StructureToPtr(_szId, new IntPtr(Input_Ptr.ToInt64() + i * OrderIDType_size), false);
}
IntPtr ptr = proxy.XRequest((byte)RequestType.ReqOrderAction, Handle, IntPtr.Zero, 0, 0,
Input_Ptr, szIds.Length, Output_Ptr, 0, IntPtr.Zero, 0);
string ret = Marshal.PtrToStringAnsi(ptr);
Marshal.FreeHGlobal(Input_Ptr);
Marshal.FreeHGlobal(Output_Ptr);
return ret;
}
public string CancelOrder(string[] szIds)
{
int OrderIDType_size = Marshal.SizeOf(typeof(OrderIDType));
IntPtr Input_Ptr = Marshal.AllocHGlobal(OrderIDType_size * szIds.Length);
IntPtr Output_Ptr = Marshal.AllocHGlobal(OrderIDType_size * szIds.Length);
// 将结构体写成内存块
for (int i = 0; i < szIds.Length; ++i)
{
OrderIDType _szId = new OrderIDType();
_szId.ID = szIds[i];
Marshal.StructureToPtr(_szId, new IntPtr(Input_Ptr.ToInt64() + i * OrderIDType_size), false);
}
IntPtr ptr = proxy.XRequest((byte)RequestType.ReqOrderAction, Handle, IntPtr.Zero, 0, 0,
Input_Ptr, szIds.Length, Output_Ptr, 0, IntPtr.Zero, 0);
string ret = Marshal.PtrToStringAnsi(ptr);
Marshal.FreeHGlobal(Input_Ptr);
Marshal.FreeHGlobal(Output_Ptr);
return(ret);
}
public void CancelQuote(string szId, out string err)
{
IntPtr szIdPtr = Marshal.StringToHGlobalAnsi(szId);
int OrderIDType_size = Marshal.SizeOf(typeof(OrderIDType));
IntPtr OrderIDType_Ptr = Marshal.AllocHGlobal(OrderIDType_size);
IntPtr ptr = proxy.XRequest((byte)RequestType.ReqQuoteAction, Handle, IntPtr.Zero, 0, 0,
szIdPtr, 0, OrderIDType_Ptr, 0, IntPtr.Zero, 0);
err = string.Empty;
for (int i = 0; i < 1; ++i)
{
// 这里定义一个ID占64字节
OrderIDType output = (OrderIDType)Marshal.PtrToStructure(OrderIDType_Ptr + i * OrderIDType_size, typeof(OrderIDType));
err = output.ID;
}
Marshal.FreeHGlobal(szIdPtr);
Marshal.FreeHGlobal(OrderIDType_Ptr);
}
