Communication Interface of Internet traffic

I can't understand the cross-View Interface of the Internet. I haven't found any suitable content on the Internet. I mainly use C # To Call stock. dll and then display the information. Anyone who has written similar source code or specific steps is appreciated. Specifications for internetscape interface:
**************************************** **************************************** ********
*
Based on the general view card specification, refer to the flying fox Transaction Division Interface Specification 3.0 for expansion, real-time market prices increase the price limit;
*
Internal and external disks; Fixed settlement price and current settlement price for futures; added support for adding 5-minute lines, 1-minute lines, and split data
**************************************** **************************************** ********/

/*************************************** **************************************** *********
*
DriverProgramAfter installation, you should register the following information in the system registry, and the analysis software starts the dynamic library through this registration information.
*
HKEY_LOCAL_MACHINE/software/stockdrv

*
Driver = "Driver DLL full path"
**************************************** **************************************** ********/

# Ifndef _ stockdrv_h __
# DEFINE _ stockdrv_h __

# If _ msc_ver> 1000
# Pragma once
# Endif

Typedef long time_t;

//////////////////////////////////////// //////////////////////////////////////// /////////

// Define the work type
# Define rcv_work_sendmsg
4
// Compatible with the standard text message processing mode
// Retain other work methods
//
Message Type
# Define rcv_report
0x3f001234
# Define rcv_filedata
0x3f001235

// ==================================================== Data Structure ========================================================== ==========
// Securities Market
# Define
Sh_market_ex
'Hs'
// Shanghai
# Define
Sz_market_ex
'Zs'
// Shenzhen
# Define
Hk_market_ex
'Kh'
// Hong Kong
# Define
Sq_market_ex
'Qs'
// Previous period
# Define
Dl_market_ex
'Ld'
// Dalian
# Define
Zz_market_ex
'Zz'
// Zhengzhou
# Define
Jz_market_ex
'Jz'
// Gold Institute
# Define
Wp_market_ex
'PW'
// External Disk
# Define
Id_market_ex
'Di'
// International Index
# Define
Wh_market_ex
'Wh'
// Foreign Currency

// File data type
# Define
File_history_min1_ex
0xa003
// Fill in the K-line data for 1 minute (extended)
# Define
File_history_ex
Zero X 0002
// Complement the daily data
# Define
File_history_min5_ex
Zero X 0051
// Fill in the K-line data (extended) for 5 minutes)
# Define
File_minute_ex
4
// Time-sharing line data
# Define
File_minute_ex
5
// Replenishment line data (extended)
# Define
File_power_ex
6
// Supplement the permission data
# Define
File_finance_ex
7
// Supplement financial data (extended)

# Define
File_base_ex
Zero X 1000
// Basic information file, m_szfilename only contains the file name
# Define
File_news_ex
Zero X 1002
// News class, which is determined by the m_szfilename sub-directory name
# Define
File_html_ex
Zero X 1004
// Html file, m_szfilename is URL

# Define
File_software_ex
Zero X 2000
// Upgrade the software

# Define
File_shazqdata_ex
Zero x 3000
// Shanghai bond net price transaction

# Define
File_type_res
-1
// Reserved

// Message subtype
# Define
News_sha_ex
2
// Shanghai Stock Exchange message
# Define
News_szn_ex
4
// Deep certificate message
# Define
News_sqn_ex
5
// Futures message
# Define
News_fin_ex
6
// Financial report
# Define
News_unknown_ex
-1
// Unknown provider

// Definition for ninfo of function getstockdrvinfo (INT ninfo, void * pbuf );
# Define
Ri_idstring
1
// Vendor name. The return value is the vendor name.
# Define
Ri_idcode
2
// Card number
# Define
Ri_version
3
// Driver version
# Define
Ri_supportexthq
6
// Whether JSJ format is supported

# Define
Stklabel_len
10
// TypeCodeLength
# Define
Stkname_len

32
// Length of the breed name

//////////////////////////////////////// //////////////////////////////////////// //
// Market data structure, supporting futures
Typedef struct tagrcv_report_structex
{

Word
M_cbsize;
// Structure size

Time_t
M_time;
// Transaction time (calendar time)

Word
M_wmarket;
// Stock Market Type

Char
M_szlabel [stklabel_len];
// Stock code, ending with '\ 0'

Char
M_szname [stkname_len];

// Stock name, ending with '\ 0'

Float
M_flastclose;

// Accept

Float
M_fopen;

// Available today

Float
M_fhigh;

// Maximum

Float
M_flow;

// Minimum

Float
M_fnewprice;

// Latest

Float
M_fvolume;

// Transaction volume

Float
M_famount;

// Transaction amount

Float
M_fbuyprice [3];
// Purchase price 1, 2, 3

Float
M_fbuyvolume [3];
// Purchase volume 1, 2, 3

Float
M_fsellprice [3];
// Apply for 1, 2, 3

Float
M_fsellvolume [3];
// Application quantity: 1, 2, 3

Float
M_fbuyprice4;
// Purchase price 4

Float
M_fbuyvolume4;
// Purchase volume 4

Float
M_fsellprice4;
// Sell price 4

Float
M_fsellvolume4;
// Purchase volume 4

Float
M_fbuyprice5;
// Purchase price 5

Float
M_fbuyvolume5;
// 6 purchases

Float
M_fsellprice5;
// Apply for 5

Float
M_fsellvolume5;
// Application quantity 5

Float
M_flastaverage;

// Futures settlement price (expansion)

Float
M_faverage;

// Current settlement price for Futures (expansion)
} Rcv_report_structex, * prcv_report_structex;

//////////////////////////////////////// //////////////////////////////////////// //
// Supplement the data Header
// Data header m_dwheadtag = eke_head_tag
# Define eke_head_tag
0 xffffffff

Typedef struct
Tagrcv_eke_headex
{

DWORD
M_dwheadtag;
// = Eke_head_tag

Word
M_wmarket;

// Market type

Char
M_szlabel [stklabel_len];
// Stock code
} Rcv_eke_headex, * prcv_eke_headex;

// Supplement the daily, 5-minute, and 1-minute data
Typedef Union tagrcv_history_structex
{

Struct

{

Time_t
M_time;
// Uct

Float
M_fopen;
// Opening

Float
M_fhigh;
// Maximum

Float
M_flow;
// Minimum

Float
M_fclose;
// Close

Float
M_fvolume;
// Quantity

Float
M_famount;
// Amount

Word
M_wadvance;
// Increase, effective only for the dashboard

Word
M_wdecline;
// Number of drops, effective only for the dashboard

};

Rcv_eke_headex
M_head;
} Rcv_history_structex, * prcv_history_structex;

// Supplement the time-sharing data
Typedef Union tagrcv_minute_structex
{

Struct {

Time_t
M_time;
// Uct

Float
M_fprice;

Float
M_fvolume;

Float
M_famount;

};

Rcv_eke_headex
M_head;
} Rcv_minute_structex, * prcv_minute_structex;

// Supplement the permission data
Typedef Union tagrcv_power_structex
{

Struct

{

Time_t
M_time;
// Uct

Float
M_fgive;
// Send per share

Float
M_fpei;
// Per share

Float
M_fpeiprice;
// Stock price, only for m_fpei! = 0.0f valid

Float
M_fprofit;
// Dividend per share

};

Rcv_eke_headex
M_head;
} Rcv_power_structex, * prcv_power_structex;

//////////////////////////////////////// //////////////////////////////////////// //
// File type data Header
// Note 1:
//
M_wdatatype = file_base_ex
//
M_dwattrib = stock market, m_szfilename only contains the file name
//
M_filetime = date when the basic data file was created
// M_wdatatype = file_news_ex
//
M_dwattrib = message source. m_szfilename contains the file name of the directory. The directory name is the message source.
//
M_dwserialno = serial number
//
For example: "Shanghai Stock Exchange message \ 0501z012. txt", "sinaland \ xld0001.txt"
// M_wdatatype = file_html_ex
//
M_dwattrib is retained, m_szfilename is URL
//
M_wdatatype
= File_software_ex
//
M_dwattrib Analysis Software type for preliminary judgment
//
M_szfilename Analysis Software ID feature string + '\' + file name
//
For example, "Tongshi \ ts \ receive. EXE ",
//
The ID feature string is "Tongshi", and "ts \ receive. EXE" is the file name.
//
Feature strings, file names, and their meanings are defined by the analysis software vendor.
// NOTE 2:
// Data files are repeatedly broadcasted. Each file has a unique serial number to avoid repeated reception.
Typedef struct tagrcv_file_headex
{

DWORD
M_dwattrib;
// File subtype

DWORD
M_dwlen;
// File length

DWORD
M_dwserialno;
// File serial number

Char
M_szfilename [max_path];
// File name or URL
} Rcv_file_headex, * prcv_file_headex;

//////////////////////////////////////// //////////////////////////////////////// //
// Data notification message
// Notification message in query mode
//
Wparam = msgpara_stkdata
Stock Data
//
Wparam = msgpara_file
File data files
// Direct data reference notification message
//
Wparam = rcv_wparam;
// Lparam points to the rcv_data structure;
//
The returned value is 1, and 0 is not processed or cannot be processed. The returned value is ignored.

// Note 1:
//
The number of records indicates the number of quotation data and supplementary data packets (including headers). For file type data, = 1
// NOTE 2:
//
If m_bdisk = false, m_pdata is the data buffer pointer.
//
* ******* Data sharing, and data cannot be modified **********
//
M_bdisk = true, m_pdata is the name of the file's storage file, generally only
//
Upgrade software and other large file storage methods
Typedef struct tagrcv_data
{

Int

M_wdatatype;
// File type

Int

M_npacketnum;
// Number of records, see note 1

Rcv_file_headex
M_file;
// File Interface

Bool
M_bdisk;
// Whether the file is saved to the disk

Union

{

Rcv_report_structex * m_preport;

Rcv_history_structex * m_pday;

Rcv_minute_structex * m_pminute;

Rcv_power_structex * m_ppower;

Void
* M_pdata;
// See Note 2

};
} Rcv_data, * prcv_data;

/* Message processing program demo (VC ++)
Long onstkdataok (uint wparam, long lparam)
{

Uint wfiletype = wparam;

Rcv_data *
Pheader;

Pheader = (rcv_data *) lparam;

Int nbufsize = pheader-> m_preport [0]. m_cbsize; // data structure size

Pbyte pbasebuf = (pbyte) & pheader-> m_preport [0]; // VC ++.

// Pbyte pbasebuf = (pbyte) & pheader-> m_preport [0]-2; // reduce BCB by 2.

Switch (wfiletype)

{

Case rcv_report:
// Real-time quotations

For (INT I = 0; I <pheader-> m_npacketnum; I ++)

{

Rcv_report_structex & Buf = * (prcv_report_structex) (pbasebuf + nbufsize * I );
If (BUF. m_flastclose * 1000 <= 0) continue; // The closing price is zero. There may be no real-time data for this type.
If (BUF. m_szname = "Shanghai index") {;}; // retrieve data from the interface shared memory for processing

// Buf. m_time/60;
// Buf. m_wmarket;
// Buf. m_szlabel;
// Buf. m_szname;
// Buf. m_flastclose;

}

Break;

Case rcv_filedata:
// Kill data

Switch (pheader-> m_wdatatype)

{

Case file_history_ex:
// Complement the daily data

For (I = 0; I <pheader-> m_npacketnum; I ++)

{

Pheader-> m_pday...

// Data Processing

// Compile a call example for the daily, 5-minute, and 1-minute line.

}

Break;

Case file_history_min5_ex:
// Fill in the K-line data (extended) for 5 minutes)

Break;

Case file_history_min1_ex:
// Fill in the K-line data for 1 minute (extended)

Break;

Case file_minute_ex:
// Time-sharing line data

Break;

Case file_power_ex:
// Supplement the permission data

Break;

Case file_base_ex:
// Qian Long is compatible with the basic data file. m_szfilename only contains the file name.

Break;

Case file_news_ex:
// News class, whose type is determined by the m_szfilename sub-directory name

Break;

Case file_html_ex:
// Html file, m_szfilename is URL

Break;

Case file_software_ex:
// Upgrade the software

Break;

}

Break;

Default:

Return 0;
// Unknown data

}

Return 1;
}
*/

/* Message processing program demo (bcb c ++ build)

Void _ fastcall onstkdataok (tmessage & MSG)
{

Uint wfiletype = msg. wparam;
Rcv_data * pheader;

Pheader = (rcv_data *) msg. lparam;

Int nbufsize = pheader-> m_preport [0]. m_cbsize; // data structure size

Pbyte pbasebuf = (pbyte) & pheader-> m_preport [0]-2; // BCB needs to be reduced by 2.

Switch (wfiletype)

{

Case rcv_report:
// Real-time quotations

For (INT I = 0; I <pheader-> m_npacketnum; I ++)

{

Rcv_report_structex & Buf = * (prcv_report_structex) (pbasebuf + nbufsize * I );
If (BUF. m_flastclose * 1000 <= 0) continue; // The closing price is zero. There may be no real-time data for this type.
If (ansistring (BUF. m_szname) = "Shanghai index") showmessage (ansistring (BUF. m_szlabel); // retrieve data from the interface shared memory for processing

Data processing ......

}

}
}

*/

//////////////////////////////////////// //////////////////////////////////////// //
// APIs
# Ifdef _ cplusplus
Extern "C "{
# Endif

//////////////////////////////////////// //////////////////////////////////////// //
// Register a function

// Stock Initialization
// Entry parameters:
//
Hwnd
Window handle for Message Processing
//
MSG
Custom message
//
Nworkmode
Interface working method, which must be equal to rcv_work_sendmsg
// Return parameters:
//
1
Successful

//
-1
Failed
Int winapi
Stock_init (hwnd, uint MSG, int nworkmode );

// Exit and stop sending messages
// Entry parameters:
//
Hwnd
The window handle for message processing, which is the same as the call entry parameter of stock_init.
//
Response parameters:
//
1
Successful

//
-1
Failed
Int winapi
Stock_quit (hwnd );

//////////////////////////////////////// //////////////////////////////////////// //
// Quote Interface

// Obtain the total number of received shares
Int winapi
Gettotalnumber ();

// Obtain stock data by serial number (extended)
// Entry parameters:

//
NNo
Serial number
//
Pbuf
Buffer zone for storing stock data
// Return parameters:
//
Nostockdata
No stock data

// Note:
//
This function provides the primary data of stock data. When the analysis software is just running, you can quickly establish a data framework.
Int winapi
Getstockbynoex (INT Nno, rcv_report_structex * pbuf );

// Obtain stock data by stock number (extended)
// Entry parameters:

//
Pszstockcode stock code

//
Nmarket
Securities Market
//
Pbuf
Buffer zone for storing stock data
// Return parameters:
//
Nostockdata
No stock data

// Note:
//
This function provides the primary data of stock data. When the analysis software is just running, you can quickly establish a data framework.
Int winapi
Getstockbycodeex (char * pszstockcode, int nmarket, rcv_report_structex * pbuf );

// Activate and set the receiver
// Entry parameters:
//
Bshowwindow
True
Display window, Set
//
False
Implicit window
// Return parameters:
//
1
Successful
//
-1
Failed
Int
Winapi setupreceiver (bool bshowwindow );

//
Obtain stock-driven information
//
Entry parameters:
//
Ninfo
Index
//
Pbuf
Buffer Zone
//
Exit parameters:
//
Ninfo = ri_idstring,
Returns the feature String Length. pbuf is the feature string.
//
For example:
"Tongshi_stockdrv_1.00"
//
Ninfo = ri_idcode,
The ID of the Information Card. pbuf is a string ID.
//
For example:
Zero X 78001234
"78001234"
//
Ninfo = ri_version,
Returns the information card version. pbuf is a string version.
//
Example: 1.00
"1.00"

//
Ninfo = ri_errrate,
Receiving channel error code,
//
Ninfo = ri_stknum,
Total number of listed stocks
DWORD winapi getstockdrvinfo (INT ninfo, void * pbuf );

# Ifdef _ cplusplus
}
# Endif

# Endif/_ stockdrv_h __