С++ API using NtDirect.dll doesn`t work

June 18th, 2018, 04:25 PM

Good day!
I`m trying to make an application in C++ something like API, working with 8, using NtDirect.dll, where all c++ functions are realised.
I wrote code, which is very similar with code of API in C#.

To work with functions from NtDirect.dll i explicit link it and get all functions i need.
But something isn`t working.

For example, i made a function, which is called MarketData (it`s supposed to get the last price of the instrument). But when i try to use it, it returns 0 but not the prize.

Everything is fine, everything compile, no it doesn`t throw any exception, but the program still doesn`t give me right numbers.

Please, help me to make this code work (return right numbers).

Code

/* Fields in my class:
typedef  int(*command_func)(string command, string account, string instrument,  string action, int quantity, string orderType, double limitPrice, double  stopPrice,
        string timeInForce, string oco, string orderId, string strategy, string strategyId);
    typedef int(*connected_func)(int showMessage);
    typedef int(*subscribe_market_data_func)(string instrument);
    typedef int(*unsubscribe_market_data_func)(string instrument);
    typedef double(*market_data_func)(string instrument, int zero);
    typedef int(*tear_down_func)();


    tear_down_func TearDown;
    connected_func Connected;
    command_func Command;
    subscribe_market_data_func SubscribeMarketData;
    unsubscribe_market_data_func UnsubscribeMarketData;
    market_data_func MarketData;
*/

void ClientClass::LoadDLL()
{
    HMODULE nt_lib;


    nt_lib = LoadLibrary(L"NtDirect.dll");
    if (nt_lib == NULL)
    {
        throw exception("Couldn`t load dll. Error code : ");
    }


    Command = (command_func)GetProcAddress(nt_lib, "Command");
    if (!Command)
    {
        throw exception("Couldn`t load dll`s function (Command). Error code :");
    }


    Connected = (connected_func)GetProcAddress(nt_lib, "Connected");
    if (!Connected)
    {
        throw exception("Couldn`t load dll`s function (Connected). Error code : ");
    }


    SubscribeMarketData = (subscribe_market_data_func)GetProcAddress(nt_lib, "SubscribeMarketData");
    if (!SubscribeMarketData)
    {
        throw exception("Couldn`t load dll`s function (SubscribeMarketData). Error code : ");
    }


    MarketData = (market_data_func)GetProcAddress(nt_lib, "MarketData");
    if (!MarketData)
    {
        throw exception("Couldn`t load dll`s function (MarketData). Error code : ");
    }


    UnsubscribeMarketData = (unsubscribe_market_data_func)GetProcAddress(nt_lib, "UnsubscribeMarketData");
    if (!SubscribeMarketData)
    {
        throw exception("Couldn`t load dll`s function (UnSubscribeMarketData). Error code : ");
    }


    TearDown = (tear_down_func)GetProcAddress(nt_lib, "TearDown");
    if (!TearDown)
    {
        throw exception("Couldn`t load dll`s function (TearDown). Error code : ");
    }


    int connected = Connected(1);
    if (connected)
        throw exception("Error with function Connected. Error code :");
}
.....
//This function must return the last prize

double ClientClass::GetInstrument(string instrument)
{
    int connect = Connected(1);
    if(connect)
        throw exception("Error with function Connected. Error code :");
    int subscribe = SubscribeMarketData(instrument);
    if    (subscribe)
        throw exception("Error with function SubscribeMarketData. Error code :");


    /* Отладочная печать, она не нужна.
    printf("Connected %d \n", connected);
    printf("Subscribe %d \n", subscribe);
    printf("Unsubscribe %d \n", unsubscribe);
    */
    double lastPrice = MarketData(instrument, 0);


    int unsubscribe = UnsubscribeMarketData(instrument);
    if (unsubscribe)
        throw exception("Error with function UnsubscribeMarketData. Error code :");
  
    return lastPrice;
}

June 18th, 2018, 05:42 PM