Merge branch 'master' of https://github.com/asakul/quik-connector

app/Main.hs

@@ -31,6 +31,9 @@ import qualified Data.HashMap.Strict as HM
 import qualified Data.Vector as V
 import qualified Data.Text as T
 
+import Control.Monad.Trans.Except
+import Broker.QuikBroker.Trans2QuikApi
+
 data TableConfig = TableConfig {
   parserId :: String,
   tableName :: String,
@@ -93,6 +96,12 @@ main = do
   updateGlobalLogger rootLoggerName (setLevel DEBUG)
   infoM "main" "Loading config"
   config <- readConfig "quik-connector.config.json"
+
+  api <- runExceptT $ loadQuikApi "C:\\Program Files\\Info\\Trans2Quik.dll"
+  case api of
+    Left err -> print err
+    Right a -> infoM "main" "Quik API DLL loaded"
+
   infoM "main" "Config loaded"
   chan <- newBoundedChan 1000
   infoM "main" "Starting data import server"
@@ -102,7 +111,7 @@ main = do
 
   broker <- mkPaperBroker c1 1000000 ["demo"]
   withContext (\ctx ->
-    bracket (startQuoteSourceServer c2 ctx (T.pack $ quotesourceEndpoint config)) stopQuoteSourceServer (\qsServer ->
+    bracket (startQuoteSourceServer c2 ctx (T.pack $ quotesourceEndpoint config)) stopQuoteSourceServer (\qsServer -> do
       bracket (startBrokerServer [broker] ctx (T.pack $ brokerserverEndpoint config)) stopBrokerServer (\broServer -> do
         void initGUI
         window <- windowNew
@@ -110,7 +119,9 @@ main = do
           liftIO mainQuit
           return False
         widgetShowAll window
-        mainGUI
+        mainGUI)
-        infoM "main" "Main thread done")))
+      infoM "main" "BRS down")
+    )
   killThread forkId
+  infoM "main" "Main thread done"
 

quik-connector.cabal

@@ -19,6 +19,7 @@ library
                      , QuoteSource.TableParser
                      , QuoteSource.TableParsers.AllParamsTableParser
                      , Broker.PaperBroker
+                     , Broker.QuikBroker.Trans2QuikApi
   ghc-options:         -Wincomplete-patterns
   build-depends:       base >= 4.7 && < 5
                      , Win32
@@ -32,6 +33,7 @@ library
                      , vector
                      , containers
                      , mtl
+                     , transformers
                      , datetime
                      , BoundedChan
                      , hslogger
@@ -44,11 +46,13 @@ library
                      , scientific
                      , libatrade
                      , deepseq
+                     , errors
   default-language:    Haskell2010
   extra-libraries:     "user32"
   other-modules:       System.Win32.XlParser
                      , System.Win32.DDE
                      
+
 executable quik-connector-exe
   hs-source-dirs:      app
   main-is:             Main.hs
@@ -66,6 +70,7 @@ executable quik-connector-exe
                      , text
                      , zeromq4-haskell
                      , libatrade
+                     , transformers
   default-language:    Haskell2010
   extra-libraries:     "user32"
 

src/Broker/QuikBroker/Trans2QuikApi.hs

@@ -0,0 +1,434 @@
+{-# LANGUAGE OverloadedStrings #-}
+
+module Broker.QuikBroker.Trans2QuikApi (
+  Trans2QuikApi(..),
+  loadQuikApi
+) where
+
+import Foreign
+import Foreign.C.Types
+import Foreign.C.String
+import Foreign.Marshal.Array
+import Control.Monad.Trans.Except
+import Control.Error.Util
+import Control.Monad.IO.Class
+import System.Win32.DLL
+import System.Win32.Types
+import qualified Data.Text as T
+
+type ConnectF = LPCSTR -> Ptr LONG -> LPSTR -> DWORD -> IO LONG
+foreign import ccall "dynamic"
+  mkConnectFun :: FunPtr ConnectF -> ConnectF
+
+type DisconnectF = Ptr LONG -> LPSTR -> DWORD -> IO LONG
+foreign import ccall "dynamic"
+  mkDisconnectFun :: FunPtr DisconnectF -> DisconnectF
+
+type IsQuikConnectedF = Ptr LONG -> LPSTR -> DWORD -> IO LONG
+foreign import ccall "dynamic"
+  mkIsQuikConnectedFun :: FunPtr IsQuikConnectedF -> IsQuikConnectedF
+
+type IsDllConnectedF = Ptr LONG -> LPSTR -> DWORD -> IO LONG
+foreign import ccall "dynamic"
+  mkIsDllConnectedFun :: FunPtr IsDllConnectedF -> IsDllConnectedF
+
+type SendSyncTransactionF = LPSTR -> Ptr LONG -> Ptr LONG -> Ptr CDouble -> LPSTR -> DWORD -> Ptr LONG -> LPSTR -> DWORD -> IO LONG
+foreign import ccall "dynamic"
+  mkSendSyncTransactionFun :: FunPtr SendSyncTransactionF -> SendSyncTransactionF
+
+type SendAsyncTransactionF = LPSTR -> Ptr LONG -> LPSTR -> DWORD -> IO LONG
+foreign import ccall "dynamic"
+  mkSendAsyncTransactionFun :: FunPtr SendAsyncTransactionF -> SendAsyncTransactionF
+
+type ConnectionStatusCallback = LONG -> LONG -> LPSTR -> IO ()
+foreign import ccall "wrapper"
+  mkConnectionStatusCallback :: ConnectionStatusCallback -> IO (FunPtr ConnectionStatusCallback)
+
+type SetConnectionStatusCallbackF = FunPtr ConnectionStatusCallback -> Ptr LONG -> LPSTR -> DWORD -> LONG
+foreign import ccall "dynamic"
+  mkSetConnectionStatusCallbackFun :: FunPtr SetConnectionStatusCallbackF -> SetConnectionStatusCallbackF
+
+type TransactionsReplyCallback = LONG -> LONG -> LONG -> DWORD -> CDouble -> LPSTR -> IO ()
+foreign import ccall "wrapper"
+  mkTransactionsReplyCallback :: TransactionsReplyCallback -> IO (FunPtr TransactionsReplyCallback)
+
+type SetTransactionsReplyCallbackF = FunPtr TransactionsReplyCallback -> Ptr LONG -> LPSTR -> DWORD -> LONG
+foreign import ccall "dynamic"
+  mkSetTransactionsReplyCallbackFun :: FunPtr SetTransactionsReplyCallbackF -> SetTransactionsReplyCallbackF
+
+type OrderStatusCallback = LONG -> DWORD -> CDouble -> LPSTR -> LPSTR -> CDouble -> LONG -> CDouble -> LONG -> LONG -> LONG -> IO ()
+foreign import ccall "wrapper"
+  mkOrderStatusCallback :: OrderStatusCallback -> IO (FunPtr OrderStatusCallback)
+
+type TradeStatusCallback = LONG -> CDouble -> CDouble -> LPSTR -> LPSTR -> CDouble -> LONG -> CDouble -> LONG -> LONG -> IO ()
+foreign import ccall "wrapper"
+  mkTradeStatusCallback :: TradeStatusCallback -> IO (FunPtr TradeStatusCallback)
+
+type SubscribeOrdersF = LPSTR -> LPSTR -> IO LONG
+foreign import ccall "dynamic"
+  mkSubscribeOrdersFun :: FunPtr SubscribeOrdersF -> SubscribeOrdersF
+
+type SubscribeTradesF = LPSTR -> LPSTR -> IO LONG
+foreign import ccall "dynamic"
+  mkSubscribeTradesFun :: FunPtr SubscribeTradesF -> SubscribeTradesF
+
+type StartOrdersF = FunPtr OrderStatusCallback -> IO ()
+foreign import ccall "dynamic"
+  mkStartOrdersFun :: FunPtr StartOrdersF -> StartOrdersF
+
+type StartTradesF = FunPtr TradeStatusCallback -> IO ()
+foreign import ccall "dynamic"
+  mkStartTradesFun :: FunPtr StartTradesF -> StartTradesF
+
+type UnsubscribeOrdersF = IO LONG
+foreign import ccall "dynamic"
+  mkUnsubscribeOrdersFun :: FunPtr UnsubscribeOrdersF -> UnsubscribeOrdersF
+
+type UnsubscribeTradesF = IO LONG
+foreign import ccall "dynamic"
+  mkUnsubscribeTradesFun :: FunPtr UnsubscribeTradesF -> UnsubscribeTradesF
+
+-- Order requests
+
+type OrderQtyF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkOrderQtyFun :: FunPtr OrderQtyF -> OrderQtyF
+
+type OrderDateF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkOrderDateFun :: FunPtr OrderDateF -> OrderDateF
+
+type OrderTimeF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkOrderTimeFun :: FunPtr OrderTimeF -> OrderTimeF
+
+type OrderActivationTimeF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkOrderActivationTimeFun :: FunPtr OrderActivationTimeF -> OrderActivationTimeF
+
+type OrderWithdrawTimeF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkOrderWithdrawTimeFun :: FunPtr OrderWithdrawTimeF -> OrderWithdrawTimeF
+
+type OrderExpiryF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkOrderExpiryFun :: FunPtr OrderExpiryF -> OrderExpiryF
+
+type OrderAccruedIntF = LONG -> IO CDouble
+foreign import ccall "dynamic"
+  mkOrderAccruedIntFun :: FunPtr OrderAccruedIntF -> OrderAccruedIntF
+
+type OrderYieldF = LONG -> IO CDouble
+foreign import ccall "dynamic"
+  mkOrderYieldFun :: FunPtr OrderYieldF -> OrderYieldF
+
+type OrderUserIdF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkOrderUserIdFun :: FunPtr OrderUserIdF -> OrderUserIdF
+
+type OrderUidF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkOrderUidFun :: FunPtr OrderUidF -> OrderUidF
+
+type OrderAccountF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkOrderAccountFun :: FunPtr OrderAccountF -> OrderAccountF
+
+type OrderBrokerRefF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkOrderBrokerRefFun :: FunPtr OrderBrokerRefF -> OrderBrokerRefF
+
+type OrderClientCodeF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkOrderClientCodeFun :: FunPtr OrderClientCodeF -> OrderClientCodeF
+
+type OrderFirmIdF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkOrderFirmIdFun :: FunPtr OrderFirmIdF -> OrderFirmIdF
+
+type OrderVisibleQtyF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkOrderVisibleQtyFun :: FunPtr OrderVisibleQtyF -> OrderVisibleQtyF
+
+type OrderPeriodF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkOrderPeriodFun :: FunPtr OrderPeriodF -> OrderPeriodF
+
+type OrderDateTimeF = LONG -> LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkOrderDateTimeFun :: FunPtr OrderDateTimeF -> OrderDateTimeF
+
+-- Trade requests
+
+type TradeDateF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkTradeDateFun :: FunPtr TradeDateF -> TradeDateF
+
+type TradeSettleDateF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkTradeSettleDateFun :: FunPtr TradeSettleDateF -> TradeSettleDateF
+
+type TradeTimeF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkTradeTimeFun :: FunPtr TradeTimeF -> TradeTimeF
+
+type TradeIsMarginalF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkTradeIsMarginalFun :: FunPtr TradeIsMarginalF -> TradeIsMarginalF
+
+type TradeCurrencyF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkTradeCurrencyFun :: FunPtr TradeCurrencyF -> TradeCurrencyF
+
+type TradeSettleCurrencyF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkTradeSettleCurrencyFun :: FunPtr TradeSettleCurrencyF -> TradeSettleCurrencyF
+
+type TradeSettleCodeF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkTradeSettleCodeFun :: FunPtr TradeSettleCodeF -> TradeSettleCodeF
+
+type TradeAccruedIntF = LONG -> IO CDouble
+foreign import ccall "dynamic"
+  mkTradeAccruedIntFun :: FunPtr TradeAccruedIntF -> TradeAccruedIntF
+
+type TradeYieldF = LONG -> IO CDouble
+foreign import ccall "dynamic"
+  mkTradeYieldFun :: FunPtr TradeYieldF -> TradeYieldF
+
+type TradeUserIdF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkTradeUserIdFun :: FunPtr TradeUserIdF -> TradeUserIdF
+
+type TradeAccountF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkTradeAccountFun :: FunPtr TradeAccountF -> TradeAccountF
+
+type TradeBrokerRefF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkTradeBrokerRefFun :: FunPtr TradeBrokerRefF -> TradeBrokerRefF
+
+type TradeClientCodeF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkTradeClientCodeFun :: FunPtr TradeClientCodeF -> TradeClientCodeF
+
+type TradeFirmIdF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkTradeFirmIdFun :: FunPtr TradeFirmIdF -> TradeFirmIdF
+
+type TradePartnerFirmIdF = LONG -> IO LPSTR
+foreign import ccall "dynamic"
+  mkTradePartnerFirmIdFun :: FunPtr TradePartnerFirmIdF -> TradePartnerFirmIdF
+
+type TradeTsCommissionF = LONG -> IO CDouble
+foreign import ccall "dynamic"
+  mkTradeTsCommissionFun :: FunPtr TradeTsCommissionF -> TradeTsCommissionF
+
+type TradeClearingCenterCommissionF = LONG -> IO CDouble
+foreign import ccall "dynamic"
+  mkTradeClearingCenterCommissionFun :: FunPtr TradeClearingCenterCommissionF -> TradeClearingCenterCommissionF
+
+type TradeExchangeCommissionF = LONG -> IO CDouble
+foreign import ccall "dynamic"
+  mkTradeExchangeCommissionFun :: FunPtr TradeExchangeCommissionF -> TradeExchangeCommissionF
+
+type TradeTradingSystemCommissionF = LONG -> IO CDouble
+foreign import ccall "dynamic"
+  mkTradeTradingSystemCommissionFun :: FunPtr TradeTradingSystemCommissionF -> TradeTradingSystemCommissionF
+
+type TradePeriodF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkTradePeriodFun :: FunPtr TradePeriodF -> TradePeriodF
+
+type TradeDateTimeF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkTradeDateTimeFun :: FunPtr TradeDateTimeF -> TradeDateTimeF
+
+type TradeKindF = LONG -> IO LONG
+foreign import ccall "dynamic"
+  mkTradeKindFun :: FunPtr TradeKindF -> TradeKindF
+
+data Trans2QuikApi = Trans2QuikApi {
+  connect :: ConnectF,
+  disconnect :: DisconnectF,
+  isQuikConnected :: IsQuikConnectedF,
+  isDllConnected :: IsDllConnectedF,
+  sendSyncTransaction :: SendSyncTransactionF,
+  sendAsyncTransaction :: SendAsyncTransactionF,
+  setConnectionStatusCallback :: SetConnectionStatusCallbackF,
+  setTransactionsReplyCallback :: SetTransactionsReplyCallbackF,
+  subscribeOrders :: SubscribeOrdersF,
+  subscribeTrades :: SubscribeTradesF,
+  startOrders :: StartOrdersF,
+  startTrades :: StartTradesF,
+  unsubscribeOrders :: UnsubscribeOrdersF,
+  unsubscribeTrades :: UnsubscribeTradesF,
+
+  connectionStatusCallback :: Maybe (FunPtr ConnectionStatusCallback),
+  transactionReplyCallback :: Maybe (FunPtr TransactionsReplyCallback),
+  orderStatusCallback :: Maybe (FunPtr OrderStatusCallback),
+  tradeStatusCallback :: Maybe (FunPtr TradeStatusCallback),
+
+  orderQty :: OrderQtyF,
+  orderDate :: OrderDateF,
+  orderTime :: OrderTimeF,
+  orderActivationTime :: OrderActivationTimeF,
+  orderWithdrawTime :: OrderWithdrawTimeF,
+  orderExpiry :: OrderExpiryF,
+  orderAccruedInt :: OrderAccruedIntF,
+  orderYield :: OrderYieldF,
+  orderUserId :: OrderUserIdF,
+  orderUid :: OrderUidF,
+  orderAccount :: OrderAccountF,
+  orderBrokerRef :: OrderBrokerRefF,
+  orderClientCode :: OrderClientCodeF,
+  orderFirmId :: OrderFirmIdF,
+  orderVisibleQty :: OrderVisibleQtyF,
+  orderPeriod :: OrderPeriodF,
+  orderDateTime :: OrderDateTimeF,
+
+  tradeDate :: TradeDateF,
+  tradeSettleDate :: TradeSettleDateF,
+  tradeTime :: TradeTimeF,
+  tradeIsMarginal :: TradeIsMarginalF,
+  tradeCurrency :: TradeCurrencyF,
+  tradeSettleCurrency :: TradeSettleCurrencyF,
+  tradeSettleCode :: TradeSettleCodeF,
+  tradeAccruedInt :: TradeAccruedIntF,
+  tradeYield :: TradeYieldF,
+  tradeUserId :: TradeUserIdF,
+  tradeAccount :: TradeAccountF,
+  tradeBrokerRef :: TradeBrokerRefF,
+  tradeClientCode :: TradeClientCodeF,
+  tradeTsCommission :: TradeTsCommissionF,
+  tradePeriod :: TradePeriodF,
+  tradeDateTime :: TradeDateTimeF,
+  tradeKind :: TradeKindF,
+
+  dllHandle :: HMODULE
+}
+
+loadQuikApi :: FilePath -> ExceptT T.Text IO Trans2QuikApi
+loadQuikApi path = do
+  dll <- castPtr <$> liftIO (loadLibrary path)
+  dll `orFail` "Unable to load Trans2quik.dll"
+  connectPtr <- mkConnectFun <$> tryLoad dll "_TRANS2QUIK_CONNECT@16"
+  disconnectPtr <- mkDisconnectFun <$> tryLoad dll "_TRANS2QUIK_DISCONNECT@12"
+  isQuikConnectedPtr <- mkIsQuikConnectedFun <$> tryLoad dll "_TRANS2QUIK_IS_QUIK_CONNECTED@12"
+  isDllConnectedPtr <- mkIsDllConnectedFun <$> tryLoad dll "_TRANS2QUIK_IS_DLL_CONNECTED@12"
+  sendSyncTransactionPtr <- mkSendSyncTransactionFun <$> tryLoad dll "_TRANS2QUIK_SEND_SYNC_TRANSACTION@36"
+  sendAsyncTransactionPtr <- mkSendAsyncTransactionFun <$> tryLoad dll "_TRANS2QUIK_SEND_ASYNC_TRANSACTION@16"
+  setConnectionStatusCallbackPtr <- mkSetConnectionStatusCallbackFun <$> tryLoad dll "_TRANS2QUIK_SET_CONNECTION_STATUS_CALLBACK@16"
+  setTransactionsReplyCallbackPtr <- mkSetTransactionsReplyCallbackFun <$> tryLoad dll "_TRANS2QUIK_SET_TRANSACTIONS_REPLY_CALLBACK@16"
+  subscribeOrdersPtr <- mkSubscribeOrdersFun <$> tryLoad dll "_TRANS2QUIK_SUBSCRIBE_ORDERS@8"
+  subscribeTradesPtr <- mkSubscribeTradesFun <$> tryLoad dll "_TRANS2QUIK_SUBSCRIBE_TRADES@8"
+  startOrdersPtr <- mkStartOrdersFun <$> tryLoad dll "_TRANS2QUIK_START_ORDERS@4"
+  startTradesPtr <- mkStartTradesFun <$> tryLoad dll "_TRANS2QUIK_START_TRADES@4"
+  unsubscribeOrdersPtr <- mkUnsubscribeOrdersFun <$> tryLoad dll "_TRANS2QUIK_UNSUBSCRIBE_ORDERS@0"
+  unsubscribeTradesPtr <- mkUnsubscribeTradesFun <$> tryLoad dll "_TRANS2QUIK_UNSUBSCRIBE_TRADES@0"
+
+  orderQtyPtr <- mkOrderQtyFun <$> tryLoad dll "_TRANS2QUIK_ORDER_QTY@4"
+  orderDatePtr <- mkOrderDateFun <$> tryLoad dll "_TRANS2QUIK_ORDER_DATE@4"
+  orderTimePtr <- mkOrderTimeFun <$> tryLoad dll "_TRANS2QUIK_ORDER_TIME@4"
+  orderActivationTimePtr <- mkOrderActivationTimeFun <$> tryLoad dll "_TRANS2QUIK_ORDER_ACTIVATION_TIME@4"
+  orderWithdrawTimePtr <- mkOrderWithdrawTimeFun <$> tryLoad dll "_TRANS2QUIK_ORDER_WITHDRAW_TIME@4"
+  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)
+