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profitdll-wrapper

API Surface

diogojrdev/profitdll-wrapper

API Surface — Function Inventory & Mapping¶

Inventory of the 83 native C functions exported by ProfitDLL, organized by domain and implementation status.

Priority & Status: - P0 — Core lifecycle & real-time trade streaming (Implemented) - P1 — Market data & price book depth (Implemented) - P2 — Order routing, cancellations & custody positions (Implemented) - P3 — Historical downloads, corporate actions & accounts (Implemented) - P4 — Future extensions and remaining V2 functions

1. Lifecycle and Configuration¶

DLL Function	Priority	Signature (Summary)	Description / Notes
`DLLInitializeLogin`	P0	`(activation, user, pwd, 13 callbacks) → NL`	Full order routing initialization
`DLLInitializeMarketLogin`	P0	`(activation, user, pwd, 8 callbacks) → NL`	Market data only initialization
`DLLFinalize`	P0	`() → NL`	Clean shutdown and memory cleanup
`SetServerAndPort`	P1	`(server, port) → NL`	Endpoint override
`GetServerClock`	P2	`() → Double`	Server timestamp
`SetDayTrade`	P2	`(bUseDayTrade: Integer) → NL`	Day-trade routing flag
`SetEnabledHistOrder`	P3	`(bEnabled: Integer) → NL`	Automatic order history download flag
`SetEnabledLogToDebug`	P3	`(bEnabled: Integer) → NL`	Native debug logging flag

2. Market Data Subscriptions¶

DLL Function	Priority	Signature	Description / Notes
`SubscribeTicker`	P0	`(pwcTicker, pwcBolsa) → NL`	Real-time trade streaming
`UnsubscribeTicker`	P0	`(pwcTicker, pwcBolsa) → NL`	Unsubscribe trades
`SubscribePriceBook`	P1	`(pwcTicker, pwcBolsa) → NL`	Price book depth stream
`UnsubscribePriceBook`	P1	`(pwcTicker, pwcBolsa) → NL`	Unsubscribe price depth
`SubscribeOfferBook`	P1	`(pwcTicker, pwcBolsa) → NL`	V2 offer book stream
`UnsubscribeOfferBook`	P1	`(pwcTicker, pwcBolsa) → NL`	Unsubscribe offer book
`RequestTickerInfo`	P1	`(pwcTicker, pwcBolsa) → NL`	Asset specification query
`SubscribeAdjustHistory`	P3	`(...) → NL`	Corporate actions / dividend adjustments
`UnsubscribeAdjustHistory`	P3	`(...) → NL`	Unsubscribe adjust history

3. Native Callback Handlers (`Set*Callback`)¶

In V1 initializations, initial callbacks are supplied to DLLInitialize*. The Set* functions configure or override callbacks dynamically.

System & State¶

DLL Function	Priority	Callback Signature	Description
`SetStateCallback`	P0	`TStateCallback`	Connection & login state changes
`SetAssetListCallback`	P1	`TAssetListCallback`	Full asset catalog enumeration
`SetAssetListInfoCallback` / `V2`	P1	`TAssetListInfoCallback`	Asset metadata callbacks
`SetInvalidTickerCallback`	P1	`TInvalidTickerCallback`	Notifications for unknown tickers
`SetChangeCotationCallback`	P1	`TChangeCotationCallback`	Quote variation updates
`SetChangeStateTickerCallback`	P1	`TChangeStateTickerCallback`	Ticker trading state / auction changes

Market Data¶

DLL Function	Priority	Callback Signature	Description
`SetTradeCallback` / `V2`	P0	`TConnectorTradeCallback`	Real-time trade stream (V2 uses `TranslateTrade`)
`SetHistoryTradeCallback` / `V2`	P3	`THistoryTradeCallback`	Historical trade stream
`SetDailyCallback`	P1	`TDailyCallback`	Daily candle data
`SetTheoreticalPriceCallback`	P2	`TTheoreticalPriceCallback`	Auction theoretical pricing
`SetTinyBookCallback`	P2	`TTinyBookCallback`	Top of book updates
`SetSerieProgressCallback`	P3	`TProgressCallback`	Historical request progress (0–100%)
`SetOfferBookCallback` / `V2`	P1	`TOfferBookCallback`	Offer book (L2) updates
`SetPriceBookCallback` / `V2`	P1	`TPriceBookCallback`	Price depth aggregation
`SetAdjustHistoryCallback` / `V2`	P3	`TAdjustHistoryCallback`	Corporate actions adjustments

Orders, Accounts & Custody¶

DLL Function	Priority	Callback Signature	Description
`SetAccountCallback`	P2	`TAccountCallback`	Account details & roster delivery
`SetHistoryCallback` / `V2`	P3	`THistoryCallback`	Order history stream
`SetOrderChangeCallback` / `V2`	P2	`TOrderChangeCallback`	Order lifecycle and fill updates
`SetOrderCallback`	P2	`TOrderCallback`	General order event notifications
`SetOrderHistoryCallback`	P3	`TOrderHistoryCallback`	Historical order query responses
`SetAssetPositionListCallback`	P2	`TAssetPositionListCallback`	Custody position updates

4. Order Routing¶

DLL Function	Priority	Signature (Summary)	Return Type	Description
`SendBuyOrder`	P2	`(account, broker, pwd, ticker, exchange, price, qty)`	`Int64`	Submits limit buy order
`SendSellOrder`	P2	`(account, broker, pwd, ticker, exchange, price, qty)`	`Int64`	Submits limit sell order
`SendMarketBuyOrder`	P2	`(account, broker, pwd, ticker, exchange, qty)`	`Int64`	Submits market buy order
`SendMarketSellOrder`	P2	`(account, broker, pwd, ticker, exchange, qty)`	`Int64`	Submits market sell order
`SendStopBuyOrder`	P3	`(account, broker, pwd, ticker, exchange, price, stopPrice, qty)`	`Int64`	Submits stop-buy order
`SendStopSellOrder`	P3	`(account, broker, pwd, ticker, exchange, price, stopPrice, qty)`	`Int64`	Submits stop-sell order
`SendChangeOrder` / `V2`	P3	Modifies price / quantity	`Int64`	Modifies active order
`SendCancelOrder` / `V2`	P2	Single order cancellation	`NL`	Cancels single order
`SendCancelOrders` / `V2`	P3	Multiple order cancellation	`NL`	Cancels order batch
`SendCancelAllOrders` / `V2`	P3	Account cancellation	`NL`	Cancels all open orders
`SendZeroPosition` / `V2`	P3	Position liquidation	`NL`	Closes asset position
`SendZeroPositionAtMarket`	P3	Market liquidation	`NL`	Closes position at market
`SendOrder`	P3	`(TConnectorSendOrder struct)`	`Int64`	Unified order submission

V1 vs V2 Structs: V1 structs use 32-bit fields; V2 structs use 64-bit integers (Int64) to prevent overflow in quantity and lot fields. The wrapper automatically selects V2 structs when available.

5. Queries & Accessors¶

DLL Function	Priority	Description
`GetOrders`	P2	Roster of active orders
`GetOrder`	P2	Query order by local ID
`GetOrderProfitID`	P2	Resolve native ProfitID for an order
`GetOrderDetails`	P2	Query detailed order record
`GetPosition` / `V2`	P2	Query custody position for an asset
`GetHistoryTrades`	P3	Asynchronous historical trade request
`GetLastDailyClose`	P3	Query last daily close price
`GetAccounts`	P3	Query trading accounts roster
`GetAccountDetails`	P3	Query account details
`GetSubAccountCount`	P3	Sub-account count
`GetSubAccounts`	P3	Query sub-account list
`HasOrdersInInterval`	P3	Check for orders within time range
`EnumerateOrdersByInterval`	P3	Enumerate orders via callback in range
`EnumerateAllOrders`	P3	Enumerate all orders via callback

6. Helpers & Memory Management¶

DLL Function	Priority	Description
`TranslateTrade`	P0	Decodes opaque pointer to `TConnectorTrade`. Must execute synchronously within the callback.
`GetAgentNameByID`	P3	Broker name by ID (returns heap-allocated `PWideChar` requiring `DLLFreeMemory`).
`GetAgentShortNameByID`	P3	Broker abbreviation by ID
`GetAgentNameLength`	P3	String length of broker name
`GetAgentName`	P3	Broker name copied into caller-allocated buffer

7. Error Codes (`NL_*`)¶

Critical error codes returned by the native DLL and their Python exception mappings:

Code	Hex	Description	Python Exception
`NL_OK`	`0`	Success	None (normal return)
`NL_INTERNAL_ERROR`	`0x80000001`	Internal DLL error	`ProfitAPIError`
`NL_NOT_INITIALIZED`	`0x80000002`	Lifecycle not initialized	`RuntimeError`
`NL_INVALID_ARGS`	`0x80000003`	Invalid argument(s)	`InvalidArgumentError` / `ValueError`
`NL_WAITING_SERVER`	`0x80000004`	Waiting for server response	Retried or warning logged
`NL_NO_LOGIN`	`0x80000005`	Invalid login / credentials	`AuthError`
`NL_NO_LICENSE`	`0x80000006`	Missing or invalid license	`LicenseError`
`NL_INVALID_TICKER`	`0x8000001F`	Unknown or invalid ticker	`ValueError` / skipped
`NL_HISTORY_PERIOD_LIMIT`	`0x8000002E`	History request > 30 days	`HistoryPeriodLimitError`

Exception Hierarchy¶

ProfitError
├── ProfitAPIError (NL_* error codes)
│   ├── AuthError (login / license rejection)
│   ├── InvalidArgumentError
│   │   └── HistoryPeriodLimitError (start date > 30 days)
│   └── ServerStateError
├── ProfitConnectionError
└── PlatformNotSupportedError