//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);
}