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435 lines
18 KiB
435 lines
18 KiB
9 years ago
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{-# LANGUAGE OverloadedStrings #-}
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module Broker.QuikBroker.Trans2QuikApi (
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Trans2QuikApi(..),
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loadQuikApi
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) where
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import Foreign
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import Foreign.C.Types
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import Foreign.C.String
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import Foreign.Marshal.Array
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import Control.Monad.Trans.Except
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import Control.Error.Util
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import Control.Monad.IO.Class
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import System.Win32.DLL
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import System.Win32.Types
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import qualified Data.Text as T
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type ConnectF = LPCSTR -> Ptr LONG -> LPSTR -> DWORD -> IO LONG
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foreign import ccall "dynamic"
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mkConnectFun :: FunPtr ConnectF -> ConnectF
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type DisconnectF = Ptr LONG -> LPSTR -> DWORD -> IO LONG
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foreign import ccall "dynamic"
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mkDisconnectFun :: FunPtr DisconnectF -> DisconnectF
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type IsQuikConnectedF = Ptr LONG -> LPSTR -> DWORD -> IO LONG
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foreign import ccall "dynamic"
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mkIsQuikConnectedFun :: FunPtr IsQuikConnectedF -> IsQuikConnectedF
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type IsDllConnectedF = Ptr LONG -> LPSTR -> DWORD -> IO LONG
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foreign import ccall "dynamic"
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mkIsDllConnectedFun :: FunPtr IsDllConnectedF -> IsDllConnectedF
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type SendSyncTransactionF = LPSTR -> Ptr LONG -> Ptr LONG -> Ptr CDouble -> LPSTR -> DWORD -> Ptr LONG -> LPSTR -> DWORD -> IO LONG
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foreign import ccall "dynamic"
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mkSendSyncTransactionFun :: FunPtr SendSyncTransactionF -> SendSyncTransactionF
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type SendAsyncTransactionF = LPSTR -> Ptr LONG -> LPSTR -> DWORD -> IO LONG
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foreign import ccall "dynamic"
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mkSendAsyncTransactionFun :: FunPtr SendAsyncTransactionF -> SendAsyncTransactionF
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type ConnectionStatusCallback = LONG -> LONG -> LPSTR -> IO ()
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foreign import ccall "wrapper"
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mkConnectionStatusCallback :: ConnectionStatusCallback -> IO (FunPtr ConnectionStatusCallback)
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type SetConnectionStatusCallbackF = FunPtr ConnectionStatusCallback -> Ptr LONG -> LPSTR -> DWORD -> LONG
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foreign import ccall "dynamic"
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mkSetConnectionStatusCallbackFun :: FunPtr SetConnectionStatusCallbackF -> SetConnectionStatusCallbackF
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type TransactionsReplyCallback = LONG -> LONG -> LONG -> DWORD -> CDouble -> LPSTR -> IO ()
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foreign import ccall "wrapper"
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mkTransactionsReplyCallback :: TransactionsReplyCallback -> IO (FunPtr TransactionsReplyCallback)
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type SetTransactionsReplyCallbackF = FunPtr TransactionsReplyCallback -> Ptr LONG -> LPSTR -> DWORD -> LONG
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foreign import ccall "dynamic"
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mkSetTransactionsReplyCallbackFun :: FunPtr SetTransactionsReplyCallbackF -> SetTransactionsReplyCallbackF
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type OrderStatusCallback = LONG -> DWORD -> CDouble -> LPSTR -> LPSTR -> CDouble -> LONG -> CDouble -> LONG -> LONG -> LONG -> IO ()
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foreign import ccall "wrapper"
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mkOrderStatusCallback :: OrderStatusCallback -> IO (FunPtr OrderStatusCallback)
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type TradeStatusCallback = LONG -> CDouble -> CDouble -> LPSTR -> LPSTR -> CDouble -> LONG -> CDouble -> LONG -> LONG -> IO ()
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foreign import ccall "wrapper"
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mkTradeStatusCallback :: TradeStatusCallback -> IO (FunPtr TradeStatusCallback)
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type SubscribeOrdersF = LPSTR -> LPSTR -> IO LONG
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foreign import ccall "dynamic"
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mkSubscribeOrdersFun :: FunPtr SubscribeOrdersF -> SubscribeOrdersF
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type SubscribeTradesF = LPSTR -> LPSTR -> IO LONG
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foreign import ccall "dynamic"
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mkSubscribeTradesFun :: FunPtr SubscribeTradesF -> SubscribeTradesF
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type StartOrdersF = FunPtr OrderStatusCallback -> IO ()
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foreign import ccall "dynamic"
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mkStartOrdersFun :: FunPtr StartOrdersF -> StartOrdersF
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type StartTradesF = FunPtr TradeStatusCallback -> IO ()
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foreign import ccall "dynamic"
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mkStartTradesFun :: FunPtr StartTradesF -> StartTradesF
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type UnsubscribeOrdersF = IO LONG
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foreign import ccall "dynamic"
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mkUnsubscribeOrdersFun :: FunPtr UnsubscribeOrdersF -> UnsubscribeOrdersF
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type UnsubscribeTradesF = IO LONG
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foreign import ccall "dynamic"
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mkUnsubscribeTradesFun :: FunPtr UnsubscribeTradesF -> UnsubscribeTradesF
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-- Order requests
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type OrderQtyF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkOrderQtyFun :: FunPtr OrderQtyF -> OrderQtyF
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type OrderDateF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkOrderDateFun :: FunPtr OrderDateF -> OrderDateF
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type OrderTimeF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkOrderTimeFun :: FunPtr OrderTimeF -> OrderTimeF
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type OrderActivationTimeF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkOrderActivationTimeFun :: FunPtr OrderActivationTimeF -> OrderActivationTimeF
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type OrderWithdrawTimeF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkOrderWithdrawTimeFun :: FunPtr OrderWithdrawTimeF -> OrderWithdrawTimeF
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type OrderExpiryF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkOrderExpiryFun :: FunPtr OrderExpiryF -> OrderExpiryF
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type OrderAccruedIntF = LONG -> IO CDouble
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foreign import ccall "dynamic"
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mkOrderAccruedIntFun :: FunPtr OrderAccruedIntF -> OrderAccruedIntF
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type OrderYieldF = LONG -> IO CDouble
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foreign import ccall "dynamic"
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mkOrderYieldFun :: FunPtr OrderYieldF -> OrderYieldF
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type OrderUserIdF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkOrderUserIdFun :: FunPtr OrderUserIdF -> OrderUserIdF
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type OrderUidF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkOrderUidFun :: FunPtr OrderUidF -> OrderUidF
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type OrderAccountF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkOrderAccountFun :: FunPtr OrderAccountF -> OrderAccountF
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type OrderBrokerRefF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkOrderBrokerRefFun :: FunPtr OrderBrokerRefF -> OrderBrokerRefF
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type OrderClientCodeF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkOrderClientCodeFun :: FunPtr OrderClientCodeF -> OrderClientCodeF
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type OrderFirmIdF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkOrderFirmIdFun :: FunPtr OrderFirmIdF -> OrderFirmIdF
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type OrderVisibleQtyF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkOrderVisibleQtyFun :: FunPtr OrderVisibleQtyF -> OrderVisibleQtyF
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type OrderPeriodF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkOrderPeriodFun :: FunPtr OrderPeriodF -> OrderPeriodF
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type OrderDateTimeF = LONG -> LONG -> IO LONG
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foreign import ccall "dynamic"
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mkOrderDateTimeFun :: FunPtr OrderDateTimeF -> OrderDateTimeF
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-- Trade requests
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type TradeDateF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkTradeDateFun :: FunPtr TradeDateF -> TradeDateF
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type TradeSettleDateF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkTradeSettleDateFun :: FunPtr TradeSettleDateF -> TradeSettleDateF
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type TradeTimeF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkTradeTimeFun :: FunPtr TradeTimeF -> TradeTimeF
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type TradeIsMarginalF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkTradeIsMarginalFun :: FunPtr TradeIsMarginalF -> TradeIsMarginalF
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type TradeCurrencyF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkTradeCurrencyFun :: FunPtr TradeCurrencyF -> TradeCurrencyF
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type TradeSettleCurrencyF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkTradeSettleCurrencyFun :: FunPtr TradeSettleCurrencyF -> TradeSettleCurrencyF
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type TradeSettleCodeF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkTradeSettleCodeFun :: FunPtr TradeSettleCodeF -> TradeSettleCodeF
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type TradeAccruedIntF = LONG -> IO CDouble
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foreign import ccall "dynamic"
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mkTradeAccruedIntFun :: FunPtr TradeAccruedIntF -> TradeAccruedIntF
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type TradeYieldF = LONG -> IO CDouble
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foreign import ccall "dynamic"
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mkTradeYieldFun :: FunPtr TradeYieldF -> TradeYieldF
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type TradeUserIdF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkTradeUserIdFun :: FunPtr TradeUserIdF -> TradeUserIdF
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type TradeAccountF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkTradeAccountFun :: FunPtr TradeAccountF -> TradeAccountF
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type TradeBrokerRefF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkTradeBrokerRefFun :: FunPtr TradeBrokerRefF -> TradeBrokerRefF
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type TradeClientCodeF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkTradeClientCodeFun :: FunPtr TradeClientCodeF -> TradeClientCodeF
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type TradeFirmIdF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkTradeFirmIdFun :: FunPtr TradeFirmIdF -> TradeFirmIdF
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type TradePartnerFirmIdF = LONG -> IO LPSTR
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foreign import ccall "dynamic"
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mkTradePartnerFirmIdFun :: FunPtr TradePartnerFirmIdF -> TradePartnerFirmIdF
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type TradeTsCommissionF = LONG -> IO CDouble
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foreign import ccall "dynamic"
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mkTradeTsCommissionFun :: FunPtr TradeTsCommissionF -> TradeTsCommissionF
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type TradeClearingCenterCommissionF = LONG -> IO CDouble
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foreign import ccall "dynamic"
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mkTradeClearingCenterCommissionFun :: FunPtr TradeClearingCenterCommissionF -> TradeClearingCenterCommissionF
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type TradeExchangeCommissionF = LONG -> IO CDouble
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foreign import ccall "dynamic"
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mkTradeExchangeCommissionFun :: FunPtr TradeExchangeCommissionF -> TradeExchangeCommissionF
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type TradeTradingSystemCommissionF = LONG -> IO CDouble
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foreign import ccall "dynamic"
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mkTradeTradingSystemCommissionFun :: FunPtr TradeTradingSystemCommissionF -> TradeTradingSystemCommissionF
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type TradePeriodF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkTradePeriodFun :: FunPtr TradePeriodF -> TradePeriodF
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type TradeDateTimeF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkTradeDateTimeFun :: FunPtr TradeDateTimeF -> TradeDateTimeF
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type TradeKindF = LONG -> IO LONG
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foreign import ccall "dynamic"
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mkTradeKindFun :: FunPtr TradeKindF -> TradeKindF
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data Trans2QuikApi = Trans2QuikApi {
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connect :: ConnectF,
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disconnect :: DisconnectF,
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isQuikConnected :: IsQuikConnectedF,
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isDllConnected :: IsDllConnectedF,
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sendSyncTransaction :: SendSyncTransactionF,
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sendAsyncTransaction :: SendAsyncTransactionF,
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setConnectionStatusCallback :: SetConnectionStatusCallbackF,
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setTransactionsReplyCallback :: SetTransactionsReplyCallbackF,
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subscribeOrders :: SubscribeOrdersF,
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subscribeTrades :: SubscribeTradesF,
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startOrders :: StartOrdersF,
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startTrades :: StartTradesF,
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unsubscribeOrders :: UnsubscribeOrdersF,
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unsubscribeTrades :: UnsubscribeTradesF,
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connectionStatusCallback :: Maybe (FunPtr ConnectionStatusCallback),
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transactionReplyCallback :: Maybe (FunPtr TransactionsReplyCallback),
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orderStatusCallback :: Maybe (FunPtr OrderStatusCallback),
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tradeStatusCallback :: Maybe (FunPtr TradeStatusCallback),
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orderQty :: OrderQtyF,
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orderDate :: OrderDateF,
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orderTime :: OrderTimeF,
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orderActivationTime :: OrderActivationTimeF,
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orderWithdrawTime :: OrderWithdrawTimeF,
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orderExpiry :: OrderExpiryF,
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orderAccruedInt :: OrderAccruedIntF,
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orderYield :: OrderYieldF,
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orderUserId :: OrderUserIdF,
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orderUid :: OrderUidF,
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orderAccount :: OrderAccountF,
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orderBrokerRef :: OrderBrokerRefF,
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orderClientCode :: OrderClientCodeF,
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orderFirmId :: OrderFirmIdF,
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orderVisibleQty :: OrderVisibleQtyF,
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orderPeriod :: OrderPeriodF,
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orderDateTime :: OrderDateTimeF,
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tradeDate :: TradeDateF,
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tradeSettleDate :: TradeSettleDateF,
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tradeTime :: TradeTimeF,
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tradeIsMarginal :: TradeIsMarginalF,
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tradeCurrency :: TradeCurrencyF,
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tradeSettleCurrency :: TradeSettleCurrencyF,
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tradeSettleCode :: TradeSettleCodeF,
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tradeAccruedInt :: TradeAccruedIntF,
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tradeYield :: TradeYieldF,
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tradeUserId :: TradeUserIdF,
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tradeAccount :: TradeAccountF,
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tradeBrokerRef :: TradeBrokerRefF,
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tradeClientCode :: TradeClientCodeF,
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tradeTsCommission :: TradeTsCommissionF,
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tradePeriod :: TradePeriodF,
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tradeDateTime :: TradeDateTimeF,
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tradeKind :: TradeKindF,
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dllHandle :: HMODULE
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}
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loadQuikApi :: FilePath -> ExceptT T.Text IO Trans2QuikApi
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loadQuikApi path = do
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dll <- castPtr <$> liftIO (loadLibrary path)
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dll `orFail` "Unable to load Trans2quik.dll"
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connectPtr <- mkConnectFun <$> tryLoad dll "_TRANS2QUIK_CONNECT@16"
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disconnectPtr <- mkDisconnectFun <$> tryLoad dll "_TRANS2QUIK_DISCONNECT@12"
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isQuikConnectedPtr <- mkIsQuikConnectedFun <$> tryLoad dll "_TRANS2QUIK_IS_QUIK_CONNECTED@12"
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isDllConnectedPtr <- mkIsDllConnectedFun <$> tryLoad dll "_TRANS2QUIK_IS_DLL_CONNECTED@12"
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sendSyncTransactionPtr <- mkSendSyncTransactionFun <$> tryLoad dll "_TRANS2QUIK_SEND_SYNC_TRANSACTION@36"
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sendAsyncTransactionPtr <- mkSendAsyncTransactionFun <$> tryLoad dll "_TRANS2QUIK_SEND_ASYNC_TRANSACTION@16"
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setConnectionStatusCallbackPtr <- mkSetConnectionStatusCallbackFun <$> tryLoad dll "_TRANS2QUIK_SET_CONNECTION_STATUS_CALLBACK@16"
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setTransactionsReplyCallbackPtr <- mkSetTransactionsReplyCallbackFun <$> tryLoad dll "_TRANS2QUIK_SET_TRANSACTIONS_REPLY_CALLBACK@16"
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subscribeOrdersPtr <- mkSubscribeOrdersFun <$> tryLoad dll "_TRANS2QUIK_SUBSCRIBE_ORDERS@8"
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subscribeTradesPtr <- mkSubscribeTradesFun <$> tryLoad dll "_TRANS2QUIK_SUBSCRIBE_TRADES@8"
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startOrdersPtr <- mkStartOrdersFun <$> tryLoad dll "_TRANS2QUIK_START_ORDERS@4"
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startTradesPtr <- mkStartTradesFun <$> tryLoad dll "_TRANS2QUIK_START_TRADES@4"
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unsubscribeOrdersPtr <- mkUnsubscribeOrdersFun <$> tryLoad dll "_TRANS2QUIK_UNSUBSCRIBE_ORDERS@0"
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unsubscribeTradesPtr <- mkUnsubscribeTradesFun <$> tryLoad dll "_TRANS2QUIK_UNSUBSCRIBE_TRADES@0"
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orderQtyPtr <- mkOrderQtyFun <$> tryLoad dll "_TRANS2QUIK_ORDER_QTY@4"
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orderDatePtr <- mkOrderDateFun <$> tryLoad dll "_TRANS2QUIK_ORDER_DATE@4"
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orderTimePtr <- mkOrderTimeFun <$> tryLoad dll "_TRANS2QUIK_ORDER_TIME@4"
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orderActivationTimePtr <- mkOrderActivationTimeFun <$> tryLoad dll "_TRANS2QUIK_ORDER_ACTIVATION_TIME@4"
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orderWithdrawTimePtr <- mkOrderWithdrawTimeFun <$> tryLoad dll "_TRANS2QUIK_ORDER_WITHDRAW_TIME@4"
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|
|
orderExpiryPtr <- mkOrderExpiryFun <$> tryLoad dll "_TRANS2QUIK_ORDER_EXPIRY@4"
|
||
|
|
orderAccruedIntPtr <- mkOrderAccruedIntFun <$> tryLoad dll "_TRANS2QUIK_ORDER_ACCRUED_INT@4"
|
||
|
|
orderYieldPtr <- mkOrderYieldFun <$> tryLoad dll "_TRANS2QUIK_ORDER_YIELD@4"
|
||
|
|
orderUserIdPtr <- mkOrderUserIdFun <$> tryLoad dll "_TRANS2QUIK_ORDER_USERID@4"
|
||
|
|
orderUidPtr <- mkOrderUidFun <$> tryLoad dll "_TRANS2QUIK_ORDER_UID@4"
|
||
|
|
orderAccountPtr <- mkOrderAccountFun <$> tryLoad dll "_TRANS2QUIK_ORDER_ACCOUNT@4"
|
||
|
|
orderBrokerRefPtr <- mkOrderBrokerRefFun <$> tryLoad dll "_TRANS2QUIK_ORDER_BROKERREF@4"
|
||
|
|
orderClientCodePtr <- mkOrderClientCodeFun <$> tryLoad dll "_TRANS2QUIK_ORDER_CLIENT_CODE@4"
|
||
|
|
orderFirmIdPtr <- mkOrderFirmIdFun <$> tryLoad dll "_TRANS2QUIK_ORDER_FIRMID@4"
|
||
|
|
orderVisibleQtyPtr <- mkOrderVisibleQtyFun <$> tryLoad dll "_TRANS2QUIK_ORDER_VISIBLE_QTY@4"
|
||
|
|
orderPeriodPtr <- mkOrderPeriodFun <$> tryLoad dll "_TRANS2QUIK_ORDER_PERIOD@4"
|
||
|
|
orderDateTimePtr <- mkOrderDateTimeFun <$> tryLoad dll "_TRANS2QUIK_ORDER_DATE_TIME@8"
|
||
|
|
|
||
|
|
tradeDatePtr <- mkTradeDateFun <$> tryLoad dll "_TRANS2QUIK_TRADE_DATE@4"
|
||
|
|
tradeSettleDatePtr <- mkTradeSettleDateFun <$> tryLoad dll "_TRANS2QUIK_TRADE_SETTLE_DATE@4"
|
||
|
|
tradeTimePtr <- mkTradeTimeFun <$> tryLoad dll "_TRANS2QUIK_TRADE_TIME@4"
|
||
|
|
tradeIsMarginalPtr <- mkTradeIsMarginalFun <$> tryLoad dll "_TRANS2QUIK_TRADE_IS_MARGINAL@4"
|
||
|
|
tradeCurrencyPtr <- mkTradeCurrencyFun <$> tryLoad dll "_TRANS2QUIK_TRADE_CURRENCY@4"
|
||
|
|
tradeSettleCurrencyPtr <- mkTradeSettleCurrencyFun <$> tryLoad dll "_TRANS2QUIK_TRADE_SETTLE_CURRENCY@4"
|
||
|
|
tradeSettleCodePtr <- mkTradeSettleCodeFun <$> tryLoad dll "_TRANS2QUIK_TRADE_SETTLE_CODE@4"
|
||
|
|
tradeAccruedIntPtr <- mkTradeAccruedIntFun <$> tryLoad dll "_TRANS2QUIK_TRADE_ACCRUED_INT@4"
|
||
|
|
tradeYieldPtr <- mkTradeYieldFun <$> tryLoad dll "_TRANS2QUIK_TRADE_YIELD@4"
|
||
|
|
tradeUserIdPtr <- mkTradeUserIdFun <$> tryLoad dll "_TRANS2QUIK_TRADE_USERID@4"
|
||
|
|
tradeAccountPtr <- mkTradeAccountFun <$> tryLoad dll "_TRANS2QUIK_TRADE_ACCOUNT@4"
|
||
|
|
tradeBrokerRefPtr <- mkTradeBrokerRefFun <$> tryLoad dll "_TRANS2QUIK_TRADE_BROKERREF@4"
|
||
|
|
tradeClientCodePtr <- mkTradeClientCodeFun <$> tryLoad dll "_TRANS2QUIK_TRADE_CLIENT_CODE@4"
|
||
|
|
tradeTsCommissionPtr <- mkTradeTsCommissionFun <$> tryLoad dll "_TRANS2QUIK_TRADE_TS_COMMISSION@4"
|
||
|
|
tradePeriodPtr <- mkTradePeriodFun <$> tryLoad dll "_TRANS2QUIK_TRADE_PERIOD@4"
|
||
|
|
tradeDateTimePtr <- mkTradeDateTimeFun <$> tryLoad dll "_TRANS2QUIK_TRADE_DATE_TIME@8"
|
||
|
|
tradeKindPtr <- mkTradeKindFun <$> tryLoad dll "_TRANS2QUIK_TRADE_KIND@4"
|
||
|
|
|
||
|
|
return Trans2QuikApi {
|
||
|
|
connect = connectPtr,
|
||
|
|
disconnect = disconnectPtr,
|
||
|
|
isQuikConnected = isQuikConnectedPtr,
|
||
|
|
isDllConnected = isDllConnectedPtr,
|
||
|
|
sendSyncTransaction = sendSyncTransactionPtr,
|
||
|
|
sendAsyncTransaction = sendAsyncTransactionPtr,
|
||
|
|
setConnectionStatusCallback = setConnectionStatusCallbackPtr,
|
||
|
|
setTransactionsReplyCallback = setTransactionsReplyCallbackPtr,
|
||
|
|
subscribeOrders = subscribeOrdersPtr,
|
||
|
|
subscribeTrades = subscribeTradesPtr,
|
||
|
|
startOrders = startOrdersPtr,
|
||
|
|
startTrades = startTradesPtr,
|
||
|
|
unsubscribeOrders = unsubscribeOrdersPtr,
|
||
|
|
unsubscribeTrades = unsubscribeTradesPtr,
|
||
|
|
|
||
|
|
orderQty = orderQtyPtr,
|
||
|
|
orderDate = orderDatePtr,
|
||
|
|
orderTime = orderTimePtr,
|
||
|
|
orderActivationTime = orderActivationTimePtr,
|
||
|
|
orderWithdrawTime = orderWithdrawTimePtr,
|
||
|
|
orderExpiry = orderExpiryPtr,
|
||
|
|
orderAccruedInt = orderAccruedIntPtr,
|
||
|
|
orderYield = orderYieldPtr,
|
||
|
|
orderUserId = orderUserIdPtr,
|
||
|
|
orderUid = orderUidPtr,
|
||
|
|
orderAccount = orderAccountPtr,
|
||
|
|
orderBrokerRef = orderBrokerRefPtr,
|
||
|
|
orderClientCode = orderClientCodePtr,
|
||
|
|
orderFirmId = orderFirmIdPtr,
|
||
|
|
orderVisibleQty = orderVisibleQtyPtr,
|
||
|
|
orderPeriod = orderPeriodPtr,
|
||
|
|
orderDateTime = orderDateTimePtr,
|
||
|
|
|
||
|
|
tradeDate = tradeDatePtr,
|
||
|
|
tradeSettleDate = tradeSettleDatePtr,
|
||
|
|
tradeTime = tradeTimePtr,
|
||
|
|
tradeIsMarginal = tradeIsMarginalPtr,
|
||
|
|
tradeCurrency = tradeCurrencyPtr,
|
||
|
|
tradeSettleCurrency = tradeSettleCurrencyPtr,
|
||
|
|
tradeSettleCode = tradeSettleCodePtr,
|
||
|
|
tradeAccruedInt = tradeAccruedIntPtr,
|
||
|
|
tradeYield = tradeYieldPtr,
|
||
|
|
tradeUserId = tradeUserIdPtr,
|
||
|
|
tradeAccount = tradeAccountPtr,
|
||
|
|
tradeBrokerRef = tradeBrokerRefPtr,
|
||
|
|
tradeClientCode = tradeClientCodePtr,
|
||
|
|
tradeTsCommission = tradeTsCommissionPtr,
|
||
|
|
tradePeriod = tradePeriodPtr,
|
||
|
|
tradeDateTime = tradeDateTimePtr,
|
||
|
|
tradeKind = tradeKindPtr,
|
||
|
|
|
||
|
|
dllHandle = dll
|
||
|
|
}
|
||
|
|
|
||
|
|
where
|
||
|
|
orFail :: Ptr p -> T.Text -> ExceptT T.Text IO (Ptr p)
|
||
|
|
orFail myPtr t = if nullPtr == myPtr
|
||
|
|
then throwE t
|
||
|
|
else return myPtr
|
||
|
|
|
||
|
|
tryLoad :: HMODULE -> String -> ExceptT T.Text IO (FunPtr a)
|
||
|
|
tryLoad dll proc = do
|
||
|
|
p <- liftIO (getProcAddress' dll proc)
|
||
|
|
p `orFail` ("Unable to load symbol: " `T.append` T.pack proc)
|
||
|
|
return $ castPtrToFunPtr p
|
||
|
|
|
||
|
|
getProcAddress' dll proc = withCAString proc (c_GetProcAddress dll . castPtr)
|
||
|
|
|