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example_ctp.cpp
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211 lines (180 loc) · 5.86 KB
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#if defined WINDOWS || _WIN32
#include <Windows.h>
#else
#include <unistd.h>
#endif
#include <stdio.h>
#include <time.h>
#include <string.h>
#include "../../../include/XApiCpp.h"
#ifndef USE_CMAKE
#ifdef _WIN64
#pragma comment(lib, "../../lib/XAPI_CPP_x64.lib")
#else
#pragma comment(lib, "../../lib/XAPI_CPP_x86.lib")
#endif
#endif
class CXSpiImpl :public CXSpi
{
public:
CXSpiImpl() :CXSpi()
{
count = 0;
}
virtual void OnConnectionStatus(CXApi* pApi, ConnectionStatus status, RspUserLoginField* pUserLogin, int size1)
{
printf("%d\r\n", status);
if (pUserLogin)
{
printf("%s\r\n", pUserLogin->Text);
}
if (status == ConnectionStatus::ConnectionStatus_Done)
{
if ((pApi->GetApiTypes() & ApiType::ApiType_MarketData) == ApiType::ApiType_MarketData)
{
// 得到当前的时间
time_t rawtime;
struct tm * timeinfo;
time(&rawtime);
timeinfo = localtime(&rawtime);
int mon = timeinfo->tm_mon;
char buf[64] = { 0 };
for (int i = 0; i < 12; ++i)
{
int x = mon + i;
int a = x / 12;
int b = x % 12;
sprintf(buf, "IF%d%02d", (1900 + timeinfo->tm_year + a) % 100, b + 1);
pApi->Subscribe(buf, "");
sprintf(buf, "TF%d%02d", (1900 + timeinfo->tm_year + a) % 100, b + 1);
pApi->Subscribe(buf, "");
}
}
}
}
virtual void OnRtnError(CXApi* pApi, ErrorField* pError) {};
virtual void OnRtnDepthMarketDataN(CXApi* pApi, DepthMarketDataNField* pMarketData)
{
printf("%s,%f,%d\r\n", pMarketData->Symbol, pMarketData->LastPrice, ++count);
int size = sizeof(DepthField);
char* pBid = ((char*)pMarketData) + sizeof(DepthMarketDataNField);
int AskCount = (pMarketData->Size - sizeof(DepthMarketDataNField)) / size - pMarketData->BidCount;
char* pAsk = ((char*)pMarketData) + sizeof(DepthMarketDataNField) + pMarketData->BidCount*size;
for (int i = 0; i < pMarketData->BidCount; ++i)
{
DepthField* pDF = (DepthField*)(pBid + i * size);
printf("%d,%f,%d,%d\r\n", i, pDF->Price, pDF->Size, pDF->Count);
}
for (int i = 0; i < AskCount; ++i)
{
DepthField* pDF = (DepthField*)(pAsk + i * size);
printf("%d,%f,%d,%d\r\n", i, pDF->Price, pDF->Size, pDF->Count);
}
}
virtual void OnRtnQuoteRequest(CXApi* pApi, QuoteRequestField* pQuoteRequest) {};
virtual void OnRspQryInstrument(CXApi* pApi, InstrumentField* pInstrument, int size1, bool bIsLast) {};
virtual void OnRspQryTradingAccount(CXApi* pApi, AccountField* pAccount, int size1, bool bIsLast) {};
virtual void OnRspQryInvestorPosition(CXApi* pApi, PositionField* pPosition, int size1, bool bIsLast)
{
printf("%s,%s\r\n", pPosition->InstrumentName, pPosition->InstrumentID);
}
virtual void OnRspQrySettlementInfo(CXApi* pApi, SettlementInfoField* pSettlementInfo, int size1, bool bIsLast) {};
virtual void OnRspQryInvestor(CXApi* pApi, InvestorField* pInvestor, int size1, bool bIsLast) {};
virtual void OnRtnOrder(CXApi* pApi, OrderField* pOrder)
{
printf("%d,%s\r\n", pOrder->RawErrorID, pOrder->Text);
}
virtual void OnRtnTrade(CXApi* pApi, TradeField* pTrade) {};
virtual void OnRtnQuote(CXApi* pApi, QuoteField* pQuote) {};
virtual void OnRspQryHistoricalTicks(CXApi* pApi, TickField* pTicks, int size1, HistoricalDataRequestField* pRequest, int size2, bool bIsLast) {};
virtual void OnRspQryHistoricalBars(CXApi* pApi, BarField* pBars, int size1, HistoricalDataRequestField* pRequest, int size2, bool bIsLast) {};
virtual bool OnFilterSubscribe(CXApi* pApi, ExchangeType exchange, int instrument_part1, int instrument_part2, int instrument_part3, char* pInstrument)
{
// 当数字为0时，只判断交易所
// 当交易所为
if (instrument_part1 == 0)
// 只要上海与深圳，不处理三板
return exchange != ExchangeType::ExchangeType_NEEQ;
//type = ExchangeType::SZSE;
//double1 = 399300;
int prefix1 = instrument_part1 / 100000;
int prefix3 = instrument_part1 / 1000;
switch (exchange)
{
case ExchangeType::ExchangeType_SSE:
return (prefix1 == 6);
case ExchangeType::ExchangeType_SZSE:
return (prefix1 == 0) || (prefix3 == 300);
default:
break;
}
return true;
}
public:
//CXApi* m_pApi;
int count;
};
int main(int argc, char* argv[])
{
CXSpiImpl* p = new CXSpiImpl();
#if _WIN32
#if _WIN64
char DLLPath1[250] = "CTP_Quote_x64.dll";
char DLLPath2[250] = "CTP_Trade_x64.dll";
#else
char DLLPath1[250] = "CTP_Quote_x86.dll";
char DLLPath2[250] = "CTP_Trade_x86.dll";
#endif
#else
char DLLPath1[1024] = "libCTP_Quote.so";
char DLLPath2[1024] = "libCTP_Trade.so";
// char dir_path[512] = {0};
// char DLLPath1[1024] = {0};
// char DLLPath2[1024] = {0};
//
// if (getcwd(dir_path, sizeof(dir_path)) == NULL)
// {
// return 1;
// }
// snprintf(DLLPath1, sizeof(DLLPath1), "%s/libCTP_Quote.so", dir_path);
// snprintf(DLLPath2, sizeof(DLLPath2), "%s/libCTP_Trade.so", dir_path);
#endif
ServerInfoField m_ServerInfo1 = { 0 };
ServerInfoField m_ServerInfo2 = { 0 };
UserInfoField m_UserInfo = { 0 };
strcpy(m_ServerInfo1.BrokerID, "4040");
strcpy(m_ServerInfo1.Address, "tcp://yhzx-front1.yhqh.com:41213;tcp://yhzx-front3.yhqh.com:41213");
strcpy(m_ServerInfo2.BrokerID, "4040");
strcpy(m_ServerInfo2.Address, "tcp://yhzx-front1.yhqh.com:51205;tcp://yhzx-front3.yhqh.com:52205");
strcpy(m_UserInfo.UserID, "00000025");
strcpy(m_UserInfo.Password, "123456");
while (true)
{
CXApi* pApi1 = CXApi::CreateApi(DLLPath1);
CXApi* pApi2 = CXApi::CreateApi(DLLPath2);
if (!pApi1->Init())
{
printf("%s\r\n", pApi1->GetLastError());
pApi1->Disconnect();
break;
}
if (!pApi2->Init())
{
printf("%s\r\n", pApi2->GetLastError());
pApi2->Disconnect();
break;
}
pApi1->RegisterSpi(p);
pApi1->Connect("./", &m_ServerInfo1, &m_UserInfo, 1);
printf("已经执行完Connect\n");
pApi2->RegisterSpi(p);
pApi2->Connect("./", &m_ServerInfo2, &m_UserInfo, 1);
printf("已经执行完Connect\n");
getchar();
pApi1->Disconnect();
pApi2->Disconnect();
printf("已经执行完Disconnect");
//getchar();
}
return 0;
}