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vnpy/vn.xspeed/vnxspeedmd/vnxspeedmd/vnxspeedmd.cpp

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合并版本前初始化vnpy
2016-07-02 03:12:44 +00:00
// MdApi.cpp : <20><><EFBFBD><EFBFBD> DLL Ӧ<>ó<EFBFBD><C3B3><EFBFBD><EFBFBD>ĵ<EFBFBD><C4B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
//
#include "stdafx.h"
#include "vnxspeedmd.h"
///-------------------------------------------------------------------------------------
///<2F><>Python<6F><6E><EFBFBD><EFBFBD><EFBFBD><EFBFBD>C++<2B><><EFBFBD><EFBFBD>ת<EFBFBD><D7AA><EFBFBD>õĺ<C3B5><C4BA><EFBFBD>
///-------------------------------------------------------------------------------------
void getInt(dict d, string key, int *value)
{
if (d.has_key(key)) //<2F><><EFBFBD><EFBFBD><EFBFBD>ֵ<EFBFBD><D6B5><EFBFBD><EFBFBD>Ƿ<EFBFBD><C7B7><EFBFBD><EFBFBD>ڸü<DAB8>ֵ
{
object o = d[key]; //<2F><>ȡ<EFBFBD>ü<EFBFBD>ֵ
extract<int> x(o); //<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ȡ<EFBFBD><C8A1>
if (x.check()) //<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ȡ
{
*value = x(); //<2F><>Ŀ<EFBFBD><C4BF><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ָ<EFBFBD>븳ֵ
}
}
};
void getLong(dict d, string key, long *value)
{
if (d.has_key(key)) //<2F><><EFBFBD><EFBFBD><EFBFBD>ֵ<EFBFBD><D6B5><EFBFBD><EFBFBD>Ƿ<EFBFBD><C7B7><EFBFBD><EFBFBD>ڸü<DAB8>ֵ
{
object o = d[key]; //<2F><>ȡ<EFBFBD>ü<EFBFBD>ֵ
extract<int> x(o); //<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ȡ<EFBFBD><C8A1>
if (x.check()) //<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ȡ
{
*value = x(); //<2F><>Ŀ<EFBFBD><C4BF><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ָ<EFBFBD>븳ֵ
}
}
};
void getShort(dict d, string key, short *value)
{
if (d.has_key(key)) //<2F><><EFBFBD><EFBFBD><EFBFBD>ֵ<EFBFBD><D6B5><EFBFBD><EFBFBD>Ƿ<EFBFBD><C7B7><EFBFBD><EFBFBD>ڸü<DAB8>ֵ
{
object o = d[key]; //<2F><>ȡ<EFBFBD>ü<EFBFBD>ֵ
extract<int> x(o); //<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ȡ<EFBFBD><C8A1>
if (x.check()) //<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ȡ
{
*value = x(); //<2F><>Ŀ<EFBFBD><C4BF><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ָ<EFBFBD>븳ֵ
}
}
};
void getDouble(dict d, string key, double *value)
{
if (d.has_key(key))
{
object o = d[key];
extract<double> x(o);
if (x.check())
{
*value = x();
}
}
};
void getChar(dict d, string key, char *value)
{
if (d.has_key(key))
{
object o = d[key];
extract<string> x(o);
if (x.check())
{
string s = x();
const char *buffer = s.c_str();
*value = *buffer;
}
}
};
void getString(dict d, string key, char *value)
{
if (d.has_key(key))
{
object o = d[key];
extract<string> x(o);
if (x.check())
{
string s = x();
const char *buffer = s.c_str();
//<2F><><EFBFBD>ַ<EFBFBD><D6B7><EFBFBD>ָ<EFBFBD>븳ֵ<EBB8B3><D6B5><EFBFBD><EFBFBD>ʹ<EFBFBD><CAB9>strcpy_s, vs2013ʹ<33><CAB9>strcpy<70><79><EFBFBD><EFBFBD>ͨ<EFBFBD><CDA8><EFBFBD><EFBFBD>
//+1Ӧ<31><D3A6><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ΪC++<2B>ַ<EFBFBD><D6B7><EFBFBD><EFBFBD>Ľ<EFBFBD>β<EFBFBD><CEB2><EFBFBD>ţ<EFBFBD><C5A3><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ر<EFBFBD>ȷ<EFBFBD><C8B7><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>1<EFBFBD><31><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
strcpy_s(value, strlen(buffer) + 1, buffer);
}
}
};
///-------------------------------------------------------------------------------------
///C++<2B>Ļص<C4BB><D8B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ݱ<EFBFBD><DDB1>浽<EFBFBD><E6B5BD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///-------------------------------------------------------------------------------------
void MdApi::OnFrontConnected()
{
Task task = Task();
task.task_name = ONFRONTCONNECTED;
this->task_queue.push(task);
};
void MdApi::OnFrontDisconnected(int nReason)
{
Task task = Task();
task.task_name = ONFRONTDISCONNECTED;
task.task_id = nReason;
this->task_queue.push(task);
};
void MdApi::OnRspUserLogin(struct DFITCUserLoginInfoRtnField * pRspUserLogin, struct DFITCErrorRtnField * pRspInfo)
{
Task task = Task();
task.task_name = ONRSPUSERLOGIN;
if (pRspUserLogin)
{
task.task_data = *pRspUserLogin;
}
else
{
DFITCUserLoginInfoRtnField empty_data = DFITCUserLoginInfoRtnField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
DFITCErrorRtnField empty_error = DFITCErrorRtnField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
this->task_queue.push(task);
};
void MdApi::OnRspUserLogout(struct DFITCUserLogoutInfoRtnField * pRspUsrLogout, struct DFITCErrorRtnField * pRspInfo)
{
Task task = Task();
task.task_name = ONRSPUSERLOGOUT;
if (pRspUsrLogout)
{
task.task_data = *pRspUsrLogout;
}
else
{
DFITCUserLogoutInfoRtnField empty_data = DFITCUserLogoutInfoRtnField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
DFITCErrorRtnField empty_error = DFITCErrorRtnField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
this->task_queue.push(task);
};
void MdApi::OnRspError(struct DFITCErrorRtnField *pRspInfo)
{
Task task = Task();
task.task_name = ONRSPERROR;
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
DFITCErrorRtnField empty_error = DFITCErrorRtnField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
this->task_queue.push(task);
};
void MdApi::OnRspSubMarketData(struct DFITCSpecificInstrumentField * pSpecificInstrument, struct DFITCErrorRtnField * pRspInfo)
{
Task task = Task();
task.task_name = ONRSPSUBMARKETDATA;
if (pSpecificInstrument)
{
task.task_data = *pSpecificInstrument;
}
else
{
DFITCSpecificInstrumentField empty_data = DFITCSpecificInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
DFITCErrorRtnField empty_error = DFITCErrorRtnField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
this->task_queue.push(task);
};
void MdApi::OnRspUnSubMarketData(struct DFITCSpecificInstrumentField * pSpecificInstrument, struct DFITCErrorRtnField * pRspInfo)
{
Task task = Task();
task.task_name = ONRSPUNSUBMARKETDATA;
if (pSpecificInstrument)
{
task.task_data = *pSpecificInstrument;
}
else
{
DFITCSpecificInstrumentField empty_data = DFITCSpecificInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
DFITCErrorRtnField empty_error = DFITCErrorRtnField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
this->task_queue.push(task);
};
void MdApi::OnRspSubForQuoteRsp(struct DFITCSpecificInstrumentField * pSpecificInstrument, struct DFITCErrorRtnField * pRspInfo)
{
Task task = Task();
task.task_name = ONRSPSUBFORQUOTERSP;
if (pSpecificInstrument)
{
task.task_data = *pSpecificInstrument;
}
else
{
DFITCSpecificInstrumentField empty_data = DFITCSpecificInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
DFITCErrorRtnField empty_error = DFITCErrorRtnField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
this->task_queue.push(task);
};
void MdApi::OnRspUnSubForQuoteRsp(struct DFITCSpecificInstrumentField * pSpecificInstrument, struct DFITCErrorRtnField * pRspInfo)
{
Task task = Task();
task.task_name = ONRSPUNSUBFORQUOTERSP;
if (pSpecificInstrument)
{
task.task_data = *pSpecificInstrument;
}
else
{
DFITCSpecificInstrumentField empty_data = DFITCSpecificInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
}
else
{
DFITCErrorRtnField empty_error = DFITCErrorRtnField();
memset(&empty_error, 0, sizeof(empty_error));
task.task_error = empty_error;
}
this->task_queue.push(task);
};
void MdApi::OnMarketData(struct DFITCDepthMarketDataField * pMarketDataField)
{
Task task = Task();
task.task_name = ONMARKETDATA;
if (pMarketDataField)
{
task.task_data = *pMarketDataField;
}
else
{
DFITCDepthMarketDataField empty_data = DFITCDepthMarketDataField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
void MdApi::OnCustomMarketData(struct DFITCCustomMarketDataField * pMarketDataField)
{
Task task = Task();
task.task_name = ONCUSTOMMARKETDATA;
if (pMarketDataField)
{
task.task_data = *pMarketDataField;
}
else
{
DFITCCustomMarketDataField empty_data = DFITCCustomMarketDataField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
void MdApi::OnRtnForQuoteRsp(struct DFITCQuoteSubscribeRtnField * pForQuoteField)
{
Task task = Task();
task.task_name = ONRTNFORQUOTERSP;
if (pForQuoteField)
{
task.task_data = *pForQuoteField;
}
else
{
DFITCQuoteSubscribeRtnField empty_data = DFITCQuoteSubscribeRtnField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
void MdApi::OnRspTradingDay(struct DFITCTradingDayRtnField * pTradingDayRtnData)
{
Task task = Task();
task.task_name = ONRSPTRADINGDAY;
if (pTradingDayRtnData)
{
task.task_data = *pTradingDayRtnData;
}
else
{
DFITCTradingDayRtnField empty_data = DFITCTradingDayRtnField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
///-------------------------------------------------------------------------------------
///<2F><><EFBFBD><EFBFBD><EFBFBD>̴߳Ӷ<CCB4><D3B6><EFBFBD><EFBFBD><EFBFBD>ȡ<EFBFBD><C8A1><EFBFBD><EFBFBD><EFBFBD>ݣ<EFBFBD>ת<EFBFBD><D7AA>Ϊpython<6F><6E><EFBFBD><EFBFBD><EFBFBD>󣬽<EFBFBD><F3A3ACBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///-------------------------------------------------------------------------------------
void MdApi::processTask()
{
while (1)
{
Task task = this->task_queue.wait_and_pop();
switch (task.task_name)
{
case ONFRONTCONNECTED:
{
this->processFrontConnected(task);
break;
}
case ONFRONTDISCONNECTED:
{
this->processFrontDisconnected(task);
break;
}
case ONRSPUSERLOGIN:
{
this->processRspUserLogin(task);
break;
}
case ONRSPUSERLOGOUT:
{
this->processRspUserLogout(task);
break;
}
case ONRSPERROR:
{
this->processRspError(task);
break;
}
case ONRSPSUBMARKETDATA:
{
this->processRspSubMarketData(task);
break;
}
case ONRSPUNSUBMARKETDATA:
{
this->processRspUnSubMarketData(task);
break;
}
case ONRSPSUBFORQUOTERSP:
{
this->processRspSubForQuoteRsp(task);
break;
}
case ONRSPUNSUBFORQUOTERSP:
{
this->processRspUnSubForQuoteRsp(task);
break;
}
case ONMARKETDATA:
{
this->processMarketData(task);
break;
}
case ONCUSTOMMARKETDATA:
{
this->processCustomMarketData(task);
break;
}
case ONRTNFORQUOTERSP:
{
this->processRtnForQuoteRsp(task);
break;
}
case ONRSPTRADINGDAY:
{
this->processRspTradingDay(task);
break;
}
};
}
};
void MdApi::processFrontConnected(Task task)
{
PyLock lock;
this->onFrontConnected();
};
void MdApi::processFrontDisconnected(Task task)
{
PyLock lock;
this->onFrontDisconnected(task.task_id);
};
void MdApi::processRspUserLogin(Task task)
{
PyLock lock;
DFITCUserLoginInfoRtnField task_data = any_cast<DFITCUserLoginInfoRtnField>(task.task_data);
dict data;
data["CZCETime"] = task_data.CZCETime;
data["initLocalOrderID"] = task_data.initLocalOrderID;
data["SHFETime"] = task_data.SHFETime;
data["errorMsg"] = task_data.errorMsg;
data["INETime"] = task_data.INETime;
data["lRequestID"] = task_data.lRequestID;
data["loginResult"] = task_data.loginResult;
data["sessionID"] = task_data.sessionID;
data["nErrorID"] = task_data.nErrorID;
data["CFFEXTime"] = task_data.CFFEXTime;
data["DCEtime"] = task_data.DCEtime;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspUserLogin(data, error);
};
void MdApi::processRspUserLogout(Task task)
{
PyLock lock;
DFITCUserLogoutInfoRtnField task_data = any_cast<DFITCUserLogoutInfoRtnField>(task.task_data);
dict data;
data["logoutResult"] = task_data.logoutResult;
data["lRequestID"] = task_data.lRequestID;
data["nErrorID"] = task_data.nErrorID;
data["errorMsg"] = task_data.errorMsg;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspUserLogout(data, error);
};
void MdApi::processRspError(Task task)
{
PyLock lock;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspError(error);
};
void MdApi::processRspSubMarketData(Task task)
{
PyLock lock;
DFITCSpecificInstrumentField task_data = any_cast<DFITCSpecificInstrumentField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["instrumentType"] = task_data.instrumentType;
data["lRequestID"] = task_data.lRequestID;
data["exchangeID"] = task_data.exchangeID;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspSubMarketData(data, error);
};
void MdApi::processRspUnSubMarketData(Task task)
{
PyLock lock;
DFITCSpecificInstrumentField task_data = any_cast<DFITCSpecificInstrumentField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["instrumentType"] = task_data.instrumentType;
data["lRequestID"] = task_data.lRequestID;
data["exchangeID"] = task_data.exchangeID;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspUnSubMarketData(data, error);
};
void MdApi::processRspSubForQuoteRsp(Task task)
{
PyLock lock;
DFITCSpecificInstrumentField task_data = any_cast<DFITCSpecificInstrumentField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["instrumentType"] = task_data.instrumentType;
data["lRequestID"] = task_data.lRequestID;
data["exchangeID"] = task_data.exchangeID;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspSubForQuoteRsp(data, error);
};
void MdApi::processRspUnSubForQuoteRsp(Task task)
{
PyLock lock;
DFITCSpecificInstrumentField task_data = any_cast<DFITCSpecificInstrumentField>(task.task_data);
dict data;
data["InstrumentID"] = task_data.InstrumentID;
data["instrumentType"] = task_data.instrumentType;
data["lRequestID"] = task_data.lRequestID;
data["exchangeID"] = task_data.exchangeID;
data["accountID"] = task_data.accountID;
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
dict error;
error["instrumentID"] = task_error.instrumentID;
error["localOrderID"] = task_error.localOrderID;
error["errorMsg"] = task_error.errorMsg;
error["sessionID"] = task_error.sessionID;
error["nErrorID"] = task_error.nErrorID;
error["requestID"] = task_error.requestID;
error["spdOrderID"] = task_error.spdOrderID;
error["accountID"] = task_error.accountID;
this->onRspUnSubForQuoteRsp(data, error);
};
void MdApi::processMarketData(Task task)
{
PyLock lock;
DFITCDepthMarketDataField task_data = any_cast<DFITCDepthMarketDataField>(task.task_data);
dict data;
data["BidPrice5"] = task_data.BidPrice5;
data["BidPrice4"] = task_data.BidPrice4;
data["BidPrice1"] = task_data.BidPrice1;
data["openPrice"] = task_data.openPrice;
data["BidPrice2"] = task_data.BidPrice2;
data["AskPrice5"] = task_data.AskPrice5;
data["AskPrice4"] = task_data.AskPrice4;
data["AskPrice3"] = task_data.AskPrice3;
data["AskPrice2"] = task_data.AskPrice2;
data["AskPrice1"] = task_data.AskPrice1;
data["closePrice"] = task_data.closePrice;
data["UpdateTime"] = task_data.UpdateTime;
data["UpdateMillisec"] = task_data.UpdateMillisec;
data["AveragePrice"] = task_data.AveragePrice;
data["BidVolume5"] = task_data.BidVolume5;
data["BidVolume4"] = task_data.BidVolume4;
data["BidVolume3"] = task_data.BidVolume3;
data["BidVolume2"] = task_data.BidVolume2;
data["BidVolume1"] = task_data.BidVolume1;
data["Volume"] = task_data.Volume;
data["tradingDay"] = task_data.tradingDay;
data["AskVolume3"] = task_data.AskVolume3;
data["AskVolume2"] = task_data.AskVolume2;
data["lowerLimitPrice"] = task_data.lowerLimitPrice;
data["AskVolume4"] = task_data.AskVolume4;
data["preDelta"] = task_data.preDelta;
data["AskVolume5"] = task_data.AskVolume5;
data["openInterest"] = task_data.openInterest;
data["currDelta"] = task_data.currDelta;
data["preClosePrice"] = task_data.preClosePrice;
data["preSettlementPrice"] = task_data.preSettlementPrice;
data["lastPrice"] = task_data.lastPrice;
data["AskVolume1"] = task_data.AskVolume1;
data["settlementPrice"] = task_data.settlementPrice;
data["preOpenInterest"] = task_data.preOpenInterest;
data["exchangeInstID"] = task_data.exchangeInstID;
data["XSpeedTime"] = task_data.XSpeedTime;
data["BidPrice3"] = task_data.BidPrice3;
data["upperLimitPrice"] = task_data.upperLimitPrice;
data["lowestPrice"] = task_data.lowestPrice;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["highestPrice"] = task_data.highestPrice;
data["turnover"] = task_data.turnover;
this->onMarketData(data);
};
void MdApi::processCustomMarketData(Task task)
{
PyLock lock;
DFITCCustomMarketDataField task_data = any_cast<DFITCCustomMarketDataField>(task.task_data);
dict data;
data["instrumentID"] = task_data.instrumentID;
data["exchangeID"] = task_data.exchangeID;
data["lastPrice"] = task_data.lastPrice;
data["bidPrice1"] = task_data.bidPrice1;
data["bidVolume1"] = task_data.bidVolume1;
data["askVolume1"] = task_data.askVolume1;
data["askPrice1"] = task_data.askPrice1;
this->onCustomMarketData(data);
};
void MdApi::processRtnForQuoteRsp(Task task)
{
PyLock lock;
DFITCQuoteSubscribeRtnField task_data = any_cast<DFITCQuoteSubscribeRtnField>(task.task_data);
dict data;
data["instrumentID"] = task_data.instrumentID;
data["source"] = task_data.source;
data["exchangeID"] = task_data.exchangeID;
data["quoteID"] = task_data.quoteID;
data["quoteTime"] = task_data.quoteTime;
this->onRtnForQuoteRsp(data);
};
void MdApi::processRspTradingDay(Task task)
{
PyLock lock;
DFITCTradingDayRtnField task_data = any_cast<DFITCTradingDayRtnField>(task.task_data);
dict data;
data["date"] = task_data.date;
data["lRequestID"] = task_data.lRequestID;
this->onRspTradingDay(data);
};
///-------------------------------------------------------------------------------------
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///-------------------------------------------------------------------------------------
void MdApi::createDFITCMdApi()
{
this->api = DFITCMdApi::CreateDFITCMdApi();
};
void MdApi::release()
{
this->api->Release();
};
void MdApi::init(string pszSvrAddr)
{
this->api->Init((char*)pszSvrAddr.c_str(), this);
};
int MdApi::exit()
{
this->api->Release();
this->api = NULL;
return 1;
};
int MdApi::subscribeMarketData(string instrumentID, int nRequestID)
{
char* buffer = (char*)instrumentID.c_str();
char* myreq[1] = { buffer };
int i = this->api->SubscribeMarketData(myreq, 1, nRequestID);
return i;
};
int MdApi::unSubscribeMarketData(string instrumentID, int nRequestID)
{
char* buffer = (char*)instrumentID.c_str();
char* myreq[1] = { buffer };
int i = this->api->UnSubscribeMarketData(myreq, 1, nRequestID);
return i;
};
int MdApi::subscribeForQuoteRsp(string instrumentID, int nRequestID)
{
char* buffer = (char*)instrumentID.c_str();
char* myreq[1] = { buffer };
int i = this->api->SubscribeForQuoteRsp(myreq, 1, nRequestID);
return i;
};
int MdApi::unSubscribeForQuoteRsp(string instrumentID, int nRequestID)
{
char* buffer = (char*)instrumentID.c_str();
char* myreq[1] = { buffer };
int i = this->api->UnSubscribeForQuoteRsp(myreq, 1, nRequestID);
return i;
};
int MdApi::reqUserLogin(dict req)
{
DFITCUserLoginField myreq = DFITCUserLoginField();
memset(&myreq, 0, sizeof(myreq));
getString(req, "passwd", myreq.passwd);
getLong(req, "lRequestID", &myreq.lRequestID);
getShort(req, "companyID", &myreq.companyID);
getString(req, "accountID", myreq.accountID);
int i = this->api->ReqUserLogin(&myreq);
return i;
};
int MdApi::reqUserLogout(dict req)
{
DFITCUserLogoutField myreq = DFITCUserLogoutField();
memset(&myreq, 0, sizeof(myreq));
getLong(req, "lRequestID", &myreq.lRequestID);
getLong(req, "sessionID", &myreq.sessionID);
getString(req, "accountID", myreq.accountID);
int i = this->api->ReqUserLogout(&myreq);
return i;
};
int MdApi::reqTradingDay(dict req)
{
DFITCTradingDayField myreq = DFITCTradingDayField();
memset(&myreq, 0, sizeof(myreq));
getLong(req, "lRequestID", &myreq.lRequestID);
int i = this->api->ReqTradingDay(&myreq);
return i;
};
///-------------------------------------------------------------------------------------
///Boost.Python<6F><6E>װ
///-------------------------------------------------------------------------------------
struct MdApiWrap : MdApi, wrapper < MdApi >
{
virtual void onFrontConnected()
{
//<2F><><EFBFBD>µ<EFBFBD>try...catch...<2E><><EFBFBD><EFBFBD>ʵ<EFBFBD>ֲ<EFBFBD>׽python<6F><6E><EFBFBD><EFBFBD><EFBFBD>д<EFBFBD><D0B4><EFBFBD><EFBFBD>Ĺ<EFBFBD><C4B9>ܣ<EFBFBD><DCA3><EFBFBD>ֹC++ֱ<>ӳ<EFBFBD><D3B3><EFBFBD>ԭ<EFBFBD><D4AD>δ֪<CEB4>ı<EFBFBD><C4B1><EFBFBD>
try
{
this->get_override("onFrontConnected")();
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onFrontDisconnected(int i)
{
try
{
this->get_override("onFrontDisconnected")(i);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspUserLogin(dict data, dict error)
{
try
{
this->get_override("onRspUserLogin")(data, error);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspUserLogout(dict data, dict error)
{
try
{
this->get_override("onRspUserLogout")(data, error);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspError(dict error)
{
try
{
this->get_override("onRspError")(error);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspSubMarketData(dict data, dict error)
{
try
{
this->get_override("onRspSubMarketData")(data, error);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspUnSubMarketData(dict data, dict error)
{
try
{
this->get_override("onRspUnSubMarketData")(data, error);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspSubForQuoteRsp(dict data, dict error)
{
try
{
this->get_override("onRspSubForQuoteRsp")(data, error);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspUnSubForQuoteRsp(dict data, dict error)
{
try
{
this->get_override("onRspUnSubForQuoteRsp")(data, error);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRtnForQuoteRsp(dict data)
{
try
{
this->get_override("onRtnForQuoteRsp")(data);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onMarketData(dict data)
{
try
{
this->get_override("onMarketData")(data);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onCustomMarketData(dict data)
{
try
{
this->get_override("onCustomMarketData")(data);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspTradingDay(dict data, dict error)
{
try
{
this->get_override("onRspTradingDay")(data);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
};
BOOST_PYTHON_MODULE(vnxspeedmd)
{
PyEval_InitThreads(); //<2F><><EFBFBD><EFBFBD>ʱ<EFBFBD><CAB1><EFBFBD>У<EFBFBD><D0A3><EFBFBD>֤<EFBFBD>ȴ<EFBFBD><C8B4><EFBFBD>GIL
class_<MdApiWrap, boost::noncopyable>("MdApi")
.def("createDFITCMdApi", &MdApiWrap::createDFITCMdApi)
.def("release", &MdApiWrap::release)
.def("init", &MdApiWrap::init)
.def("exit", &MdApiWrap::exit)
.def("subscribeMarketData", &MdApiWrap::subscribeMarketData)
.def("unSubscribeMarketData", &MdApiWrap::unSubscribeMarketData)
.def("subscribeForQuoteRsp", &MdApiWrap::subscribeForQuoteRsp)
.def("unSubscribeForQuoteRsp", &MdApiWrap::unSubscribeForQuoteRsp)
.def("reqUserLogin", &MdApiWrap::reqUserLogin)
.def("reqUserLogout", &MdApiWrap::reqUserLogout)
.def("reqTradingDay", &MdApiWrap::reqTradingDay)
.def("onFrontConnected", pure_virtual(&MdApiWrap::onFrontConnected))
.def("onFrontDisconnected", pure_virtual(&MdApiWrap::onFrontDisconnected))
.def("onRspUserLogin", pure_virtual(&MdApiWrap::onRspUserLogin))
.def("onRspUserLogout", pure_virtual(&MdApiWrap::onRspUserLogout))
.def("onRspError", pure_virtual(&MdApiWrap::onRspError))
.def("onRspSubMarketData", pure_virtual(&MdApiWrap::onRspSubMarketData))
.def("onRspUnSubMarketData", pure_virtual(&MdApiWrap::onRspUnSubMarketData))
.def("onRspSubForQuoteRsp", pure_virtual(&MdApiWrap::onRspSubForQuoteRsp))
.def("onRspUnSubForQuoteRsp", pure_virtual(&MdApiWrap::onRspUnSubForQuoteRsp))
.def("onMarketData", pure_virtual(&MdApiWrap::onMarketData))
.def("onCustomMarketData", pure_virtual(&MdApiWrap::onCustomMarketData))
.def("onRtnForQuoteRsp", pure_virtual(&MdApiWrap::onRtnForQuoteRsp))
.def("onRspTradingDay", pure_virtual(&MdApiWrap::onRspTradingDay))
;
};
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