C#中的RTD服务器-从何处开始
我在Excel中有RTD服务器，它从thinkorswim应用程序中提取数据。我想将数据拉入C#。我的编程经验有限，所以阅读了多篇关于RTD服务器在C#中实现的教程，但其中大多数对我来说都是高级的。所以我想知道是否有人能推荐一些介绍性的阅读材料。下面是我尝试实现的示例代码： 我将其复制并粘贴到Visual Studio（VS）中，并调用类RtdClient.cs。VS立即突出显示了以下行：C#中的RTD服务器-从何处开始,c#,excel,rtd,C#,Excel,Rtd,我在Excel中有RTD服务器，它从thinkorswim应用程序中提取数据。我想将数据拉入C#。我的编程经验有限，所以阅读了多篇关于RTD服务器在C#中实现的教程，但其中大多数对我来说都是高级的。所以我想知道是否有人能推荐一些介绍性的阅读材料。下面是我尝试实现的示例代码： 我将其复制并粘贴到Visual Studio（VS）中，并调用类RtdClient.cs。VS立即突出显示了以下行： ComImport, TypeLibType((short)0x1040) MarshalAs Meth
ComImport, TypeLibType((short)0x1040)
MarshalAs
MethodImpl
你可能会觉得我迷路了，所以任何建议都将不胜感激。RTD服务器是专门为Excel设计的，在C#中对你没有帮助。我想你可以对它进行反编译，看看它是如何从ThinkOrSwim获取数据的，但如果你多看看，我想他们已经有了一个API，你可以使用它了；
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Diagnostics;
using System.Threading;
using System.Runtime.InteropServices;
using System.Runtime.CompilerServices;
namespace MyRTD
{
class Program
{
static void Main(string[] args)
{
//Based off of http://awkwardcoder.com/2014/01/24/excel-rtd-client-in-c/
//and http://stackoverflow.com/questions/26726430/r6025-pure-virtual-function-call
//var tosClassId = new Guid(Registry.GetValue(@"HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Tos.RTD\CLSID", "", null).ToString());
var tosClassId=new Guid("{1B415BA9-E543-41BD-8EB1-CB12A5B7678F}");
var rtdClient = new RtdClient(tosClassId);
var date = DateTime.Now.Date;
List<string> tos_sym = new List<string>();
tos_sym.Add(".AAPL160819C106");
tos_sym.Add(".AAPL160819C107");
tos_sym.Add(".AAPL160819C108");
tos_sym.Add(".AAPL160819C109");
foreach (var optSym in tos_sym)
{
var optBid = GetDouble(rtdClient, optSym, "BID");
var optAsk = GetDouble(rtdClient, optSym, "ASK");
var optDelt = GetDouble(rtdClient, optSym, "DELTA");
Console.WriteLine(optSym + " BID: " + optBid + " ASK: " + optAsk + " DELTA: " + optDelt);
}
}
static double GetDouble(IRtdClient client, string symbol, string topic) {
object value;
if (client.GetValue2(TimeSpan.FromSeconds(3), out value, topic, symbol)) {
try { return double.Parse(value.ToString()); } catch { return 0; }
}
return 0;
}
public interface IRtdClient
{
bool GetValue2(TimeSpan timeout, out object value, params object[] args);
}
public class RtdClient : IRtdClient
{
readonly Guid ServerId;
static readonly Dictionary<Guid, IRtdServer> servers = new Dictionary<Guid, IRtdServer>();
static readonly Dictionary<Guid, int> topicIds = new Dictionary<Guid, int>();
public RtdClient(Guid serverId)
{
ServerId = serverId;
}
public bool GetValue2(TimeSpan timeout, out object value, params object[] args)
{
value = null;
var server = GetRtdServer();
var topicId = GetTopicId();
var sw = Stopwatch.StartNew();
var delay = 200;
try
{
server.ConnectData(topicId, args, true);
while (sw.Elapsed < timeout)
{
Thread.Sleep(delay);
delay *= 2;
var alive = server.Heartbeat();
if (alive != 1)
{
// TODO: What should be done here?
return false;
}
var refresh = server.RefreshData(1);
if (refresh.Length > 0)
{
if (refresh[0, 0].ToString() == topicId.ToString())
{
value = refresh[1, 0];
return true;
}
}
}
}
catch (Exception ex)
{
// TODO: Log exception
return false;
}
finally
{
server.DisconnectData(topicId);
sw.Stop();
}
return false;
}
IRtdServer GetRtdServer()
{
IRtdServer server;
if (!servers.TryGetValue(ServerId, out server))
{
Type rtd = Type.GetTypeFromCLSID(ServerId);
server = (IRtdServer)Activator.CreateInstance(rtd);
servers[ServerId] = server;
}
return server;
}
int GetTopicId()
{
int topicId = 0;
if (topicIds.TryGetValue(ServerId, out topicId))
{
topicId++;
}
topicIds[ServerId] = topicId;
return topicId;
}
}
[ComImport, TypeLibType((short)0x1040), Guid("EC0E6191-DB51-11D3-8F3E-00C04F3651B8")]
public interface IRtdServer
{
[MethodImpl(MethodImplOptions.InternalCall, MethodCodeType = MethodCodeType.Runtime), DispId(10)]
int ServerStart([In, MarshalAs(UnmanagedType.Interface)] IRTDUpdateEvent callback);
[return: MarshalAs(UnmanagedType.Struct)]
[MethodImpl(MethodImplOptions.InternalCall, MethodCodeType = MethodCodeType.Runtime), DispId(11)]
object ConnectData([In] int topicId, [In, MarshalAs(UnmanagedType.SafeArray, SafeArraySubType = VarEnum.VT_VARIANT)] ref object[] parameters, [In, Out] ref bool newValue);
[return: MarshalAs(UnmanagedType.SafeArray, SafeArraySubType = VarEnum.VT_VARIANT)]
[MethodImpl(MethodImplOptions.InternalCall, MethodCodeType = MethodCodeType.Runtime), DispId(12)]
object[,] RefreshData([In, Out] ref int topicCount);
[MethodImpl(MethodImplOptions.InternalCall, MethodCodeType = MethodCodeType.Runtime), DispId(13)]
void DisconnectData([In] int topicId);
[MethodImpl(MethodImplOptions.InternalCall, MethodCodeType = MethodCodeType.Runtime), DispId(14)]
int Heartbeat();
[MethodImpl(MethodImplOptions.InternalCall, MethodCodeType = MethodCodeType.Runtime), DispId(15)]
void ServerTerminate();
}
[ComImport, TypeLibType((short)0x1040), Guid("A43788C1-D91B-11D3-8F39-00C04F3651B8")]
public interface IRTDUpdateEvent
{
[MethodImpl(MethodImplOptions.InternalCall, MethodCodeType = MethodCodeType.Runtime), DispId(10), PreserveSig]
void UpdateNotify();
[DispId(11)]
int HeartbeatInterval
{
[MethodImpl(MethodImplOptions.InternalCall, MethodCodeType = MethodCodeType.Runtime), DispId(11)]
get;
[param: In]
[MethodImpl(MethodImplOptions.InternalCall, MethodCodeType = MethodCodeType.Runtime), DispId(11)]
set;
}
[MethodImpl(MethodImplOptions.InternalCall, MethodCodeType = MethodCodeType.Runtime), DispId(12)]
void Disconnect();
}
}
}