public CallResult <string[]> UnSubscribe(string[] codes)
{
string str = "";
if (codes != null && codes.Length > 0)
{
foreach (var s in codes)
{
str += s + ",";
}
}
IntPtr r = TqapiDll.dapi_unsubscribe(handle, str);
var cr = Marshal.PtrToStructure <TqapiDll.CallResultWrap>(r);
CallResult <string[]> ret;
if (cr.value_type != 0)
{
ret = new CallResult <string[]>(TqapiDll.CopyArray <string>(cr));
}
else
{
ret = new CallResult <string[]>(cr.msg);
}
TqapiDll.destroy_callresult(r);
return(ret);
}
public DataApiImpl(IntPtr handle, bool is_owner)
{
this.is_owner = is_owner;
this.handle = handle;
on_quote = (quote) => { if (OnMarketQuote != null)
{
OnMarketQuote(quote);
}
};
on_bar = (cycle, bar) => { if (OnBar != null)
{
OnBar(cycle, bar);
}
};
TqapiDll.dapi_set_callback(this.handle, on_quote, on_bar);
}
public CallResult <MarketQuote[]> GetTick(string code, int trading_day, int number)
{
IntPtr r = TqapiDll.dapi_get_tick(handle, code, trading_day, number);
var cr = Marshal.PtrToStructure <TqapiDll.CallResultWrap>(r);
CallResult <MarketQuote[]> ret;
if (cr.value_type != 0)
{
ret = new CallResult <MarketQuote[]>(TqapiDll.CopyArray <MarketQuote>(cr));
}
else
{
ret = new CallResult <MarketQuote[]>(cr.msg);
}
TqapiDll.destroy_callresult(r);
return(ret);
}
public CallResult <Bar[]> GetBar(string code, string cycle, int trading_day, bool align)
{
IntPtr r = TqapiDll.dapi_get_bar(handle, code, cycle, trading_day, align);
var cr = Marshal.PtrToStructure <TqapiDll.CallResultWrap>(r);
CallResult <Bar[]> ret;
if (cr.value_type != 0)
{
ret = new CallResult <Bar[]>(TqapiDll.CopyArray <Bar>(cr));
}
else
{
ret = new CallResult <Bar[]>(cr.msg);
}
TqapiDll.destroy_callresult(r);
return(ret);
}
public CallResult <bool> CancelOrder(string account_id, string code, string entrust_no, int order_id = 0)
{
IntPtr r = TqapiDll.tapi_cancel_order1(this.handle, account_id, code, entrust_no, order_id);
var cr = Marshal.PtrToStructure <TqapiDll.CallResultWrap>(r);
CallResult <bool> ret;
if (cr.value != IntPtr.Zero)
{
ret = new CallResult <bool>(Marshal.ReadByte(cr.value) != 0);
}
else
{
ret = new CallResult <bool>(cr.msg);
}
TqapiDll.destroy_callresult(r);
return(ret);
}
public CallResult <MarketQuote> GetQuote(string code)
{
IntPtr r = TqapiDll.dapi_get_quote(handle, code);
var cr = Marshal.PtrToStructure <TqapiDll.CallResultWrap>(r);
CallResult <MarketQuote> ret;
if (cr.value != IntPtr.Zero)
{
ret = new CallResult <MarketQuote>(Marshal.PtrToStructure <MarketQuote>(cr.value));
}
else
{
ret = new CallResult <MarketQuote>(cr.msg);
}
TqapiDll.destroy_callresult(r);
return(ret);
}
public CallResult <DailyBar[]> GetDailyBar(string code, string price_adj, bool align, int number)
{
IntPtr r = TqapiDll.dapi_get_daily_bar(handle, code, price_adj, align, number);
var cr = Marshal.PtrToStructure <TqapiDll.CallResultWrap>(r);
CallResult <DailyBar[]> ret;
if (cr.value_type != 0)
{
ret = new CallResult <DailyBar[]>(TqapiDll.CopyArray <DailyBar>(cr));
}
else
{
ret = new CallResult <DailyBar[]>(cr.msg);
}
TqapiDll.destroy_callresult(r);
return(ret);
}
public CallResult <Trade[]> QueryTrades(string account_id, string[] codes)
{
IntPtr r = TqapiDll.tapi_query_trades(this.handle, account_id, codes_to_str(codes));
var cr = Marshal.PtrToStructure <TqapiDll.CallResultWrap>(r);
CallResult <Trade[]> ret;
if (cr.value_type != 0)
{
ret = new CallResult <Trade[]>(TqapiDll.CopyPointerArray <Trade>(cr));
}
else
{
ret = new CallResult <Trade[]>(cr.msg);
}
TqapiDll.destroy_callresult(r);
return(ret);
}
public CallResult <Balance> QueryBalance(string account_id)
{
IntPtr r = TqapiDll.tapi_query_balance(this.handle, account_id);
var cr = Marshal.PtrToStructure <TqapiDll.CallResultWrap>(r);
CallResult <Balance> ret;
if (cr.value_type != 0)
{
ret = new CallResult <Balance>(Marshal.PtrToStructure <Balance>(cr.value));
}
else
{
ret = new CallResult <Balance>(cr.msg);
}
TqapiDll.destroy_callresult(r);
return(ret);
}
public CallResult <AccountInfo[]> QueryAccountStatus()
{
IntPtr r = TqapiDll.tapi_query_account_status(this.handle);
var cr = Marshal.PtrToStructure <TqapiDll.CallResultWrap>(r);
CallResult <AccountInfo[]> ret;
if (cr.value_type != 0)
{
ret = new CallResult <AccountInfo[]>(TqapiDll.CopyArray <AccountInfo>(cr));
}
else
{
ret = new CallResult <AccountInfo[]>(cr.msg);
}
TqapiDll.destroy_callresult(r);
return(ret);
}
public CallResult <string> Query(string account_id, string command, string data)
{
IntPtr r = TqapiDll.tapi_query(this.handle, account_id, command, data);
var cr = Marshal.PtrToStructure <TqapiDll.CallResultWrap>(r);
CallResult <string> ret;
if (cr.value_type != 0)
{
ret = new CallResult <string>(Marshal.PtrToStringAuto(cr.value));
}
else
{
ret = new CallResult <string>(cr.msg);
}
TqapiDll.destroy_callresult(r);
return(ret);
}
public CallResult <Position[]> QueryPositions(string account_id)
{
IntPtr r = TqapiDll.tapi_query_positions(this.handle, account_id);
var cr = Marshal.PtrToStructure <TqapiDll.CallResultWrap>(r);
CallResult <Position[]> ret;
if (cr.value_type != 0)
{
ret = new CallResult <Position[]>(TqapiDll.CopyArray <Position>(cr));
}
else
{
ret = new CallResult <Position[]>(cr.msg);
}
TqapiDll.destroy_callresult(r);
return(ret);
}
public CallResult <OrderID> PlaceOrder(string account_id, string code, double price, long size, string action, string price_type, int order_id)
{
IntPtr r = TqapiDll.tapi_place_order(this.handle, account_id,
code, price, size, action, price_type, order_id);
var cr = Marshal.PtrToStructure <TqapiDll.CallResultWrap>(r);
CallResult <OrderID> ret;
if (cr.value_type != 0)
{
ret = new CallResult <OrderID>(Marshal.PtrToStructure <OrderID>(cr.value));
}
else
{
ret = new CallResult <OrderID>(cr.msg);
}
TqapiDll.destroy_callresult(r);
return(ret);
}
public TradeApiImpl(IntPtr handle, bool is_owner)
{
this.handle = handle;
this.is_owner = is_owner;
on_order_status = (order) => { if (OnOrderStatus != null)
{
OnOrderStatus(order);
}
};
on_order_trade = (trade) => { if (OnOrderTrade != null)
{
OnOrderTrade(trade);
}
};
on_account_status = (account) => { if (OnAccountStatus != null)
{
OnAccountStatus(account);
}
};
TqapiDll.tapi_set_callback(this.handle, on_order_status, on_order_trade, on_account_status);
}
public static TradeApi CreateTradeApi(string addr)
{
var h = TqapiDll.tapi_create(addr);
return(h != IntPtr.Zero ? new TradeApiImpl(h, true) : null);
}
public static DataApi CreateDataApi(string addr)
{
var h = TqapiDll.dapi_create(addr);
return(h != IntPtr.Zero ? new DataApiImpl(h, true) : null);
}
public static void SetParams(string key, string value)
{
TqapiDll.tqapi_set_params(key, value);
}
