F# how to rewrite C# event subscribe functions

zydjohn on Wed, 18 Oct 2017 21:18:18

Hello:

I try to port some C# code into F#.  Someone has shown the following C# code to subscribe a stock price data service.  But the details are buried in a DLL file.  The following is the code:

using System;

using System.Collections.Generic;

using System.Linq;

using System.Text;

using STOCKSDK;

using System.Runtime.InteropServices;

namespace test_md

{

    class Program

    {

        static void on_tick( Tick tick)

        {

            System.Console.WriteLine(string.Format("{0}  {1}.{2} {3}", tick.strtime, tick.exchange , tick.sec_id , tick.last_price));

        }

        static void on_bar(Bar bar)

        {

            System.Console.WriteLine(string.Format("{0}  {1}.{2} {3}", bar.strtime, bar.exchange , bar.sec_id , bar.close));

        }

        static void Main(string[] args)

        {

            MdApi md = MdApi.Instance;

            md.TickEvent += Program.on_tick;

            md.BarEvent += Program.on_bar;

            string v = md.Version();

            string e = md.StrError(1004);

            int ret = md.Init("UserID", "Password", MODE_PLAYBACK, "StockA.bar.daily", "2017-02-01 09:30:00", "2017-02-28 10:00:00");

            if(ret != 0)

            {

               System.Console.WriteLine("Login Failed");

                return;

            }

            md.Run();

            System.Console.Read();

        }

    }

}

From object viewer for STOCKSDK, I can see public class MdApi has one property: public static STOCKSDK.MdApi Instance { get; }; this class has 5 different events:

public event STOCKSDK.MDBarCallback BarEvent  Member of STOCKSDK.MdApi

public event STOCKSDK.MDErrorCallback ErrorEvent Member of STOCKSDK.MdApi

public event STOCKSDK.MDLoginCallback LoginEvent Member of STOCKSDK.MdApi

public event STOCKSDK.MDEventCallback MdEvent Member of STOCKSDK.MdApi

public event STOCKSDK.MDTickCallback TickEvent Member of STOCKSDK.MdApi

The Bar has the following definition in Object viewer: public Bar() Member of STOCKSDK.Bar

Bar has some members, like:

public string strtime Member of STOCKSDK.Bar

public string exchange Member of STOCKSDK.Bar

public string sec_id Member of STOCKSDK.Bar

public float close Member of STOCKSDK.Bar

The Tick has the following definition in Object viewer: public Tick() Member of STOCKSDK.Tick

Tick has some members, like:

public string strtime Member of STOCKSDK.Tick

public string exchange Member of STOCKSDK.Tick

public string sec_id Member of STOCKSDK.Tick

public float last_price Member of STOCKSDK.Tick

The Run method has the following signature: public int Run() Member of SOTCKSDK.MdApi

I understand the logical is like this: it first create an instance of MdApi, then subscribe to the Bar and Tick event, as long as the Bar and Tick event fires, call the event handler to print the necessary price information.

However, I can’t figure out how to rewrite the above C# code in F#, the following is my code:

#light

open STOCKSDK

open System

open System.Collections.Generic

open System.Linq

open System.Text

open System.Threading

open System.Runtime.InteropServices

let on_tick(tick: Tick) =

printfn "%s %s %s %1.2f" tick.strtime tick.exchange tick.sec_id tick.last_price

let on_bar(bar: Bar) =

printfn "%s %s %s %1.2f" bar.strtime bar.exchange bar.sec_id bar.close

[<EntryPoint>]

let main args =

    let md = MdApi.Instance

    md.add_TickEvent += on_tick

    md.add_BarEvent += on_bar

    let v = md.Version()

    let e = md.StrError(1004)

let ret = md.Init("UserID", "Password", MODE_PLAYBACK, "StockA.bar.daily", "2017-02-01 09:30:00", "2017-02-28 10:00:00")

if (ret <> 0) then

       printfn "Login failed!"

    md.Run()

    printfn "Done!"

    0

The error messages are for the 2 lines:

    md.add_TickEvent += on_tick

    md.add_BarEvent += on_bar

Error FS0043 Expecting a type supporting the operator '+=' but given a function type. You may be missing an argument to a function.

In F#, when I typed md. I can see it has add_TickEvent; add_BarEvent; add_ErrorEvent; add_LoginEvent; add_MdEvent.  But I have no idea how to rewrite the code in C# for this two lines:

            md.TickEvent += Program.on_tick;

            md.BarEvent += Program.on_bar;

Thanks for your advices.