问题
I have RTD server in Excel, which pull data from thinkorswim application. I would like to pull data into C# instead. I have limited programming experience and therefore read multiple tutorials on RTD server implementation in C#, but most of the them are two advanced for me. So I wonder if anybody could suggest some introductory reading materials. Here is sample code that I am trying to implement:
http://awkwardcoder.com/2014/01/24/excel-rtd-client-in-c/
I copied and pasted it into Visual Studio (VS) and called class RtdClient.cs. VS immediately highlighted the following line:
ComImport, TypeLibType((short)0x1040)
MarshalAs
MethodImpl
and wrote the type and namespace could not be found.
Am I missing any references? I added reference on COM type Tos.RTD, but it did not help.
Also in registry I found folder with Tos.RTD and CLSID. I assume that CSLID points to COM type?
In VS Tos.RTD has a couple of interfaces. In the above link, I don't see implementation of the methods of these interfaces. What is wrong?
I also read following RTD through reflection I understand that second link relies on reflection. What are benefits/drawbacks of both approaches? Which one is conceptually more meaningful?
As you can seem I am lost, so any suggestions would be greatly appreciated.
回答1:
An RTD Server is explicitly for Excel and won't help you in C#. You could decompile it I suppose and look to see how it gets it data from ThinkOrSwim, but I would imagine they have an API you could use already if you look around more.
回答2:
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();
}
}
}
来源：https://stackoverflow.com/questions/28390099/rtd-server-in-c-sharp-where-to-start