//断开到数据源的连接
public void DisConnect()
{
if ((UInt64)m_hTdb != 0)
{
LibTDBWrap.TDB_Close(m_hTdb);
m_hTdb = (IntPtr)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);
}
}
//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K线
public TDBErrNo GetKLine(TDBReqKLine reqKLine, out TDBKLine[] tdbKLine)
{
TDBErrNo nVerifyRet = SimpleVerifyReqInput(reqKLine);
tdbKLine = new TDBKLine[0];
if (nVerifyRet != TDBErrNo.TDB_SUCCESS)
{
return(nVerifyRet);
}
LibTDBWrap.TDBDefine_ReqKLine reqKLineInner = reqKLine.ToAPIReqKLine();
IntPtr pUnmanagedAPIReqK = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_ReqKLine)));
Marshal.StructureToPtr(reqKLineInner, pUnmanagedAPIReqK, false);
IntPtr ppKLine = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(IntPtr)));
IntPtr pCount = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(Int32)));
int nRet = LibTDBWrap.TDB_GetKLine(m_hTdb, pUnmanagedAPIReqK, ppKLine, pCount);
IntPtr PKLine = (IntPtr)Marshal.PtrToStructure(ppKLine, typeof(IntPtr));
int nCount = (int)Marshal.PtrToStructure(pCount, typeof(Int32));
if ((UInt64)PKLine != 0 && nRet == 0 && nCount > 0)
{
tdbKLine = new TDBKLine[nCount];
int nElemLen = Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_KLine));
for (int i = 0; i < nCount; i++)
{
LibTDBWrap.TDBDefine_KLine apiKLine = (LibTDBWrap.TDBDefine_KLine)Marshal.PtrToStructure((IntPtr)((UInt64)PKLine + (UInt64)(nElemLen * i)), typeof(LibTDBWrap.TDBDefine_KLine));
tdbKLine[i] = new TDBKLine();
tdbKLine[i].FromAPIKLine(ref apiKLine);
}
}
else
{
//如果网络连接断掉，则关闭连接
if (nRet == (int)TDBErrNo.TDB_NETWORK_ERROR)
{
DisConnect();
}
}
if ((UInt64)PKLine != 0)
{
LibTDBWrap.TDB_Free(PKLine);
}
Marshal.FreeHGlobal(pUnmanagedAPIReqK);
Marshal.FreeHGlobal(ppKLine);
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);
}
//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);
}
}