[Del] dulpicate vnctp code
This commit is contained in:
vn.py
parent
87f2f8141e
commit
07b51393dd
@ -1,146 +0,0 @@
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#include <string>
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#include <queue>
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#include <thread>
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#include <mutex>
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#include <iostream>
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#include <codecvt>
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#include <condition_variable>
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#include <locale>
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#include "pybind11/pybind11.h"
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using namespace std;
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using namespace pybind11;
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//任务结构体
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struct Task
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{
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int task_name; //回调函数名称对应的常量
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void *task_data; //数据指针
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void *task_error; //错误指针
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int task_id; //请求id
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bool task_last; //是否为最后返回
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};
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class TerminatedError : std::exception
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{};
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class TaskQueue
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{
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private:
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queue<Task> queue_; //标准库队列
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mutex mutex_; //互斥锁
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condition_variable cond_; //条件变量
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bool _terminate = false;
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public:
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//存入新的任务
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void push(const Task &task)
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{
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unique_lock<mutex > mlock(mutex_);
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queue_.push(task); //向队列中存入数据
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mlock.unlock(); //释放锁
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cond_.notify_one(); //通知正在阻塞等待的线程
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}
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//取出老的任务
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Task pop()
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{
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unique_lock<mutex> mlock(mutex_);
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cond_.wait(mlock, [&]() {
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return !queue_.empty() || _terminate;
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}); //等待条件变量通知
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if (_terminate)
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throw TerminatedError();
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Task task = queue_.front(); //获取队列中的最后一个任务
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queue_.pop(); //删除该任务
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return task; //返回该任务
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}
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void terminate()
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{
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_terminate = true;
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cond_.notify_all(); //通知正在阻塞等待的线程
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}
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};
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//从字典中获取某个建值对应的整数，并赋值到请求结构体对象的值上
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void getInt(const dict &d, const char *key, int *value)
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{
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if (d.contains(key)) //检查字典中是否存在该键值
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{
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object o = d[key]; //获取该键值
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*value = o.cast<int>();
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}
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};
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//从字典中获取某个建值对应的浮点数，并赋值到请求结构体对象的值上
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void getDouble(const dict &d, const char *key, double *value)
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{
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if (d.contains(key))
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{
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object o = d[key];
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*value = o.cast<double>();
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}
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};
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//从字典中获取某个建值对应的字符，并赋值到请求结构体对象的值上
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void getChar(const dict &d, const char *key, char *value)
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{
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if (d.contains(key))
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{
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object o = d[key];
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*value = o.cast<char>();
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}
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};
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template <size_t size>
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using string_literal = char[size];
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//从字典中获取某个建值对应的字符串，并赋值到请求结构体对象的值上
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template <size_t size>
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void getString(const pybind11::dict &d, const char *key, string_literal<size> &value)
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{
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if (d.contains(key))
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{
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object o = d[key];
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string s = o.cast<string>();
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const char *buf = s.c_str();
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strcpy(value, buf);
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}
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};
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//将GBK编码的字符串转换为UTF8
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inline string toUtf(const string &gb2312)
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{
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#ifdef _MSC_VER
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const static locale loc("zh-CN");
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#else
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const static locale loc("zh_CN.GB18030");
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#endif
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vector<wchar_t> wstr(gb2312.size());
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wchar_t* wstrEnd = nullptr;
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const char* gbEnd = nullptr;
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mbstate_t state = {};
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int res = use_facet<codecvt<wchar_t, char, mbstate_t> >
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(loc).in(state,
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gb2312.data(), gb2312.data() + gb2312.size(), gbEnd,
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wstr.data(), wstr.data() + wstr.size(), wstrEnd);
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if (codecvt_base::ok == res)
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{
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wstring_convert<codecvt_utf8<wchar_t>> cutf8;
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return cutf8.to_bytes(wstring(wstr.data(), wstrEnd));
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}
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return string();
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}
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@ -1,41 +0,0 @@
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Microsoft Visual Studio Solution File, Format Version 12.00
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# Visual Studio 15
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VisualStudioVersion = 15.0.28307.329
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MinimumVisualStudioVersion = 10.0.40219.1
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Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vnctptd", "vnctptd\vnctptd.vcxproj", "{016732E6-5789-4F7C-9A1C-C46A249080CF}"
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EndProject
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Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vnctpmd", "vnctpmd\vnctpmd.vcxproj", "{F00054FF-282F-4826-848E-D58BFB9E9D9F}"
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EndProject
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Global
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GlobalSection(SolutionConfigurationPlatforms) = preSolution
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Debug|x64 = Debug|x64
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Debug|x86 = Debug|x86
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Release|x64 = Release|x64
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Release|x86 = Release|x86
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EndGlobalSection
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GlobalSection(ProjectConfigurationPlatforms) = postSolution
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{016732E6-5789-4F7C-9A1C-C46A249080CF}.Debug|x64.ActiveCfg = Debug|x64
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{016732E6-5789-4F7C-9A1C-C46A249080CF}.Debug|x64.Build.0 = Debug|x64
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{016732E6-5789-4F7C-9A1C-C46A249080CF}.Debug|x86.ActiveCfg = Debug|Win32
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{016732E6-5789-4F7C-9A1C-C46A249080CF}.Debug|x86.Build.0 = Debug|Win32
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{016732E6-5789-4F7C-9A1C-C46A249080CF}.Release|x64.ActiveCfg = Release|x64
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{016732E6-5789-4F7C-9A1C-C46A249080CF}.Release|x64.Build.0 = Release|x64
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{016732E6-5789-4F7C-9A1C-C46A249080CF}.Release|x86.ActiveCfg = Release|Win32
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{016732E6-5789-4F7C-9A1C-C46A249080CF}.Release|x86.Build.0 = Release|Win32
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{F00054FF-282F-4826-848E-D58BFB9E9D9F}.Debug|x64.ActiveCfg = Debug|x64
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{F00054FF-282F-4826-848E-D58BFB9E9D9F}.Debug|x64.Build.0 = Debug|x64
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{F00054FF-282F-4826-848E-D58BFB9E9D9F}.Debug|x86.ActiveCfg = Debug|Win32
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{F00054FF-282F-4826-848E-D58BFB9E9D9F}.Debug|x86.Build.0 = Debug|Win32
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{F00054FF-282F-4826-848E-D58BFB9E9D9F}.Release|x64.ActiveCfg = Release|x64
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{F00054FF-282F-4826-848E-D58BFB9E9D9F}.Release|x64.Build.0 = Release|x64
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{F00054FF-282F-4826-848E-D58BFB9E9D9F}.Release|x86.ActiveCfg = Release|Win32
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{F00054FF-282F-4826-848E-D58BFB9E9D9F}.Release|x86.Build.0 = Release|Win32
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EndGlobalSection
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GlobalSection(SolutionProperties) = preSolution
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HideSolutionNode = FALSE
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EndGlobalSection
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GlobalSection(ExtensibilityGlobals) = postSolution
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SolutionGuid = {C24EA8F8-8E45-4556-A1D8-AF8DEE29D09F}
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EndGlobalSection
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EndGlobal
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@ -1,19 +0,0 @@
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// dllmain.cpp : 定义 DLL 应用程序的入口点。
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#include "stdafx.h"
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BOOL APIENTRY DllMain( HMODULE hModule,
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DWORD ul_reason_for_call,
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LPVOID lpReserved
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)
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{
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switch (ul_reason_for_call)
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{
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case DLL_PROCESS_ATTACH:
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case DLL_THREAD_ATTACH:
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case DLL_THREAD_DETACH:
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case DLL_PROCESS_DETACH:
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break;
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}
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return TRUE;
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}
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@ -1 +0,0 @@
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#include "stdafx.h"
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// stdafx.h: 标准系统包含文件的包含文件，
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// 或是经常使用但不常更改的
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// 项目特定的包含文件
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//
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#pragma once
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#include "targetver.h"
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#define WIN32_LEAN_AND_MEAN // 从 Windows 头文件中排除极少使用的内容
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// Windows 头文件
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#include <windows.h>
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// 在此处引用程序需要的其他标头
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#pragma once
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// 包括 SDKDDKVer.h 将定义可用的最高版本的 Windows 平台。
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// 如果要为以前的 Windows 平台生成应用程序，请包括 WinSDKVer.h，并
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// 将 _WIN32_WINNT 宏设置为要支持的平台，然后再包括 SDKDDKVer.h。
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#include <SDKDDKVer.h>
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@ -1,842 +0,0 @@
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// vnctpmd.cpp : 定义 DLL 应用程序的导出函数。
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//
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#include "vnctpmd.h"
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///-------------------------------------------------------------------------------------
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///C++的回调函数将数据保存到队列中
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///-------------------------------------------------------------------------------------
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void MdApi::OnFrontConnected()
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{
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Task task = Task();
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task.task_name = ONFRONTCONNECTED;
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this->task_queue.push(task);
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};
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void MdApi::OnFrontDisconnected(int nReason)
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{
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Task task = Task();
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task.task_name = ONFRONTDISCONNECTED;
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task.task_id = nReason;
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this->task_queue.push(task);
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};
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void MdApi::OnHeartBeatWarning(int nTimeLapse)
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{
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Task task = Task();
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task.task_name = ONHEARTBEATWARNING;
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task.task_id = nTimeLapse;
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this->task_queue.push(task);
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};
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void MdApi::OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPUSERLOGIN;
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if (pRspUserLogin)
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{
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CThostFtdcRspUserLoginField *task_data = new CThostFtdcRspUserLoginField();
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*task_data = *pRspUserLogin;
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task.task_data = task_data;
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}
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if (pRspInfo)
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{
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CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
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*task_error = *pRspInfo;
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task.task_error = task_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void MdApi::OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPUSERLOGOUT;
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if (pUserLogout)
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{
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CThostFtdcUserLogoutField *task_data = new CThostFtdcUserLogoutField();
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*task_data = *pUserLogout;
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task.task_data = task_data;
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}
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if (pRspInfo)
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{
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CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
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*task_error = *pRspInfo;
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task.task_error = task_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void MdApi::OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPERROR;
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if (pRspInfo)
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{
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CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
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*task_error = *pRspInfo;
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task.task_error = task_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void MdApi::OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPSUBMARKETDATA;
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if (pSpecificInstrument)
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{
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CThostFtdcSpecificInstrumentField *task_data = new CThostFtdcSpecificInstrumentField();
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*task_data = *pSpecificInstrument;
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task.task_data = task_data;
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}
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if (pRspInfo)
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{
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CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
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*task_error = *pRspInfo;
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task.task_error = task_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void MdApi::OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPUNSUBMARKETDATA;
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if (pSpecificInstrument)
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{
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CThostFtdcSpecificInstrumentField *task_data = new CThostFtdcSpecificInstrumentField();
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*task_data = *pSpecificInstrument;
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task.task_data = task_data;
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}
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if (pRspInfo)
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{
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CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
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*task_error = *pRspInfo;
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task.task_error = task_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void MdApi::OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPSUBFORQUOTERSP;
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if (pSpecificInstrument)
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{
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CThostFtdcSpecificInstrumentField *task_data = new CThostFtdcSpecificInstrumentField();
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*task_data = *pSpecificInstrument;
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task.task_data = task_data;
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}
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if (pRspInfo)
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{
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CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
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*task_error = *pRspInfo;
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task.task_error = task_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void MdApi::OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPUNSUBFORQUOTERSP;
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if (pSpecificInstrument)
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{
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CThostFtdcSpecificInstrumentField *task_data = new CThostFtdcSpecificInstrumentField();
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*task_data = *pSpecificInstrument;
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task.task_data = task_data;
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}
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if (pRspInfo)
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{
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CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
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*task_error = *pRspInfo;
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task.task_error = task_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void MdApi::OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData)
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{
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Task task = Task();
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task.task_name = ONRTNDEPTHMARKETDATA;
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if (pDepthMarketData)
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{
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CThostFtdcDepthMarketDataField *task_data = new CThostFtdcDepthMarketDataField();
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*task_data = *pDepthMarketData;
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task.task_data = task_data;
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}
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this->task_queue.push(task);
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};
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void MdApi::OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp)
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{
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Task task = Task();
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task.task_name = ONRTNFORQUOTERSP;
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if (pForQuoteRsp)
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{
|
||||
CThostFtdcForQuoteRspField *task_data = new CThostFtdcForQuoteRspField();
|
||||
*task_data = *pForQuoteRsp;
|
||||
task.task_data = task_data;
|
||||
}
|
||||
this->task_queue.push(task);
|
||||
};
|
||||
|
||||
|
||||
|
||||
///-------------------------------------------------------------------------------------
|
||||
///工作线程从队列中取出数据，转化为python对象后，进行推送
|
||||
///-------------------------------------------------------------------------------------
|
||||
|
||||
void MdApi::processTask()
|
||||
{
|
||||
try
|
||||
{
|
||||
while (this->active)
|
||||
{
|
||||
Task task = this->task_queue.pop();
|
||||
|
||||
switch (task.task_name)
|
||||
{
|
||||
case ONFRONTCONNECTED:
|
||||
{
|
||||
this->processFrontConnected(&task);
|
||||
break;
|
||||
}
|
||||
|
||||
case ONFRONTDISCONNECTED:
|
||||
{
|
||||
this->processFrontDisconnected(&task);
|
||||
break;
|
||||
}
|
||||
|
||||
case ONHEARTBEATWARNING:
|
||||
{
|
||||
this->processHeartBeatWarning(&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 ONRTNDEPTHMARKETDATA:
|
||||
{
|
||||
this->processRtnDepthMarketData(&task);
|
||||
break;
|
||||
}
|
||||
|
||||
case ONRTNFORQUOTERSP:
|
||||
{
|
||||
this->processRtnForQuoteRsp(&task);
|
||||
break;
|
||||
}
|
||||
};
|
||||
}
|
||||
}
|
||||
catch (const TerminatedError&)
|
||||
{
|
||||
}
|
||||
};
|
||||
|
||||
void MdApi::processFrontConnected(Task *task)
|
||||
{
|
||||
gil_scoped_acquire acquire;
|
||||
this->onFrontConnected();
|
||||
};
|
||||
|
||||
void MdApi::processFrontDisconnected(Task *task)
|
||||
{
|
||||
gil_scoped_acquire acquire;
|
||||
this->onFrontDisconnected(task->task_id);
|
||||
};
|
||||
|
||||
void MdApi::processHeartBeatWarning(Task *task)
|
||||
{
|
||||
gil_scoped_acquire acquire;
|
||||
this->onHeartBeatWarning(task->task_id);
|
||||
};
|
||||
|
||||
void MdApi::processRspUserLogin(Task *task)
|
||||
{
|
||||
gil_scoped_acquire acquire;
|
||||
dict data;
|
||||
if (task->task_data)
|
||||
{
|
||||
CThostFtdcRspUserLoginField *task_data = (CThostFtdcRspUserLoginField*)task->task_data;
|
||||
data["TradingDay"] = toUtf(task_data->TradingDay);
|
||||
data["LoginTime"] = toUtf(task_data->LoginTime);
|
||||
data["BrokerID"] = toUtf(task_data->BrokerID);
|
||||
data["UserID"] = toUtf(task_data->UserID);
|
||||
data["SystemName"] = toUtf(task_data->SystemName);
|
||||
data["FrontID"] = task_data->FrontID;
|
||||
data["SessionID"] = task_data->SessionID;
|
||||
data["MaxOrderRef"] = toUtf(task_data->MaxOrderRef);
|
||||
data["SHFETime"] = toUtf(task_data->SHFETime);
|
||||
data["DCETime"] = toUtf(task_data->DCETime);
|
||||
data["CZCETime"] = toUtf(task_data->CZCETime);
|
||||
data["FFEXTime"] = toUtf(task_data->FFEXTime);
|
||||
data["INETime"] = toUtf(task_data->INETime);
|
||||
delete task->task_data;
|
||||
}
|
||||
dict error;
|
||||
if (task->task_error)
|
||||
{
|
||||
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
||||
error["ErrorID"] = task_error->ErrorID;
|
||||
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
||||
delete task->task_error;
|
||||
}
|
||||
this->onRspUserLogin(data, error, task->task_id, task->task_last);
|
||||
};
|
||||
|
||||
void MdApi::processRspUserLogout(Task *task)
|
||||
{
|
||||
gil_scoped_acquire acquire;
|
||||
dict data;
|
||||
if (task->task_data)
|
||||
{
|
||||
CThostFtdcUserLogoutField *task_data = (CThostFtdcUserLogoutField*)task->task_data;
|
||||
data["BrokerID"] = toUtf(task_data->BrokerID);
|
||||
data["UserID"] = toUtf(task_data->UserID);
|
||||
delete task->task_data;
|
||||
}
|
||||
dict error;
|
||||
if (task->task_error)
|
||||
{
|
||||
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
||||
error["ErrorID"] = task_error->ErrorID;
|
||||
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
||||
delete task->task_error;
|
||||
}
|
||||
this->onRspUserLogout(data, error, task->task_id, task->task_last);
|
||||
};
|
||||
|
||||
void MdApi::processRspError(Task *task)
|
||||
{
|
||||
gil_scoped_acquire acquire;
|
||||
dict error;
|
||||
if (task->task_error)
|
||||
{
|
||||
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
||||
error["ErrorID"] = task_error->ErrorID;
|
||||
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
||||
delete task->task_error;
|
||||
}
|
||||
this->onRspError(error, task->task_id, task->task_last);
|
||||
};
|
||||
|
||||
void MdApi::processRspSubMarketData(Task *task)
|
||||
{
|
||||
gil_scoped_acquire acquire;
|
||||
dict data;
|
||||
if (task->task_data)
|
||||
{
|
||||
CThostFtdcSpecificInstrumentField *task_data = (CThostFtdcSpecificInstrumentField*)task->task_data;
|
||||
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
||||
delete task->task_data;
|
||||
}
|
||||
dict error;
|
||||
if (task->task_error)
|
||||
{
|
||||
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
||||
error["ErrorID"] = task_error->ErrorID;
|
||||
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
||||
delete task->task_error;
|
||||
}
|
||||
this->onRspSubMarketData(data, error, task->task_id, task->task_last);
|
||||
};
|
||||
|
||||
void MdApi::processRspUnSubMarketData(Task *task)
|
||||
{
|
||||
gil_scoped_acquire acquire;
|
||||
dict data;
|
||||
if (task->task_data)
|
||||
{
|
||||
CThostFtdcSpecificInstrumentField *task_data = (CThostFtdcSpecificInstrumentField*)task->task_data;
|
||||
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
||||
delete task->task_data;
|
||||
}
|
||||
dict error;
|
||||
if (task->task_error)
|
||||
{
|
||||
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
||||
error["ErrorID"] = task_error->ErrorID;
|
||||
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
||||
delete task->task_error;
|
||||
}
|
||||
this->onRspUnSubMarketData(data, error, task->task_id, task->task_last);
|
||||
};
|
||||
|
||||
void MdApi::processRspSubForQuoteRsp(Task *task)
|
||||
{
|
||||
gil_scoped_acquire acquire;
|
||||
dict data;
|
||||
if (task->task_data)
|
||||
{
|
||||
CThostFtdcSpecificInstrumentField *task_data = (CThostFtdcSpecificInstrumentField*)task->task_data;
|
||||
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
||||
delete task->task_data;
|
||||
}
|
||||
dict error;
|
||||
if (task->task_error)
|
||||
{
|
||||
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
||||
error["ErrorID"] = task_error->ErrorID;
|
||||
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
||||
delete task->task_error;
|
||||
}
|
||||
this->onRspSubForQuoteRsp(data, error, task->task_id, task->task_last);
|
||||
};
|
||||
|
||||
void MdApi::processRspUnSubForQuoteRsp(Task *task)
|
||||
{
|
||||
gil_scoped_acquire acquire;
|
||||
dict data;
|
||||
if (task->task_data)
|
||||
{
|
||||
CThostFtdcSpecificInstrumentField *task_data = (CThostFtdcSpecificInstrumentField*)task->task_data;
|
||||
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
||||
delete task->task_data;
|
||||
}
|
||||
dict error;
|
||||
if (task->task_error)
|
||||
{
|
||||
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
|
||||
error["ErrorID"] = task_error->ErrorID;
|
||||
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
|
||||
delete task->task_error;
|
||||
}
|
||||
this->onRspUnSubForQuoteRsp(data, error, task->task_id, task->task_last);
|
||||
};
|
||||
|
||||
void MdApi::processRtnDepthMarketData(Task *task)
|
||||
{
|
||||
gil_scoped_acquire acquire;
|
||||
dict data;
|
||||
if (task->task_data)
|
||||
{
|
||||
CThostFtdcDepthMarketDataField *task_data = (CThostFtdcDepthMarketDataField*)task->task_data;
|
||||
data["TradingDay"] = toUtf(task_data->TradingDay);
|
||||
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
||||
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
||||
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
|
||||
data["LastPrice"] = task_data->LastPrice;
|
||||
data["PreSettlementPrice"] = task_data->PreSettlementPrice;
|
||||
data["PreClosePrice"] = task_data->PreClosePrice;
|
||||
data["PreOpenInterest"] = task_data->PreOpenInterest;
|
||||
data["OpenPrice"] = task_data->OpenPrice;
|
||||
data["HighestPrice"] = task_data->HighestPrice;
|
||||
data["LowestPrice"] = task_data->LowestPrice;
|
||||
data["Volume"] = task_data->Volume;
|
||||
data["Turnover"] = task_data->Turnover;
|
||||
data["OpenInterest"] = task_data->OpenInterest;
|
||||
data["ClosePrice"] = task_data->ClosePrice;
|
||||
data["SettlementPrice"] = task_data->SettlementPrice;
|
||||
data["UpperLimitPrice"] = task_data->UpperLimitPrice;
|
||||
data["LowerLimitPrice"] = task_data->LowerLimitPrice;
|
||||
data["PreDelta"] = task_data->PreDelta;
|
||||
data["CurrDelta"] = task_data->CurrDelta;
|
||||
data["UpdateTime"] = toUtf(task_data->UpdateTime);
|
||||
data["UpdateMillisec"] = task_data->UpdateMillisec;
|
||||
data["BidPrice1"] = task_data->BidPrice1;
|
||||
data["BidVolume1"] = task_data->BidVolume1;
|
||||
data["AskPrice1"] = task_data->AskPrice1;
|
||||
data["AskVolume1"] = task_data->AskVolume1;
|
||||
data["BidPrice2"] = task_data->BidPrice2;
|
||||
data["BidVolume2"] = task_data->BidVolume2;
|
||||
data["AskPrice2"] = task_data->AskPrice2;
|
||||
data["AskVolume2"] = task_data->AskVolume2;
|
||||
data["BidPrice3"] = task_data->BidPrice3;
|
||||
data["BidVolume3"] = task_data->BidVolume3;
|
||||
data["AskPrice3"] = task_data->AskPrice3;
|
||||
data["AskVolume3"] = task_data->AskVolume3;
|
||||
data["BidPrice4"] = task_data->BidPrice4;
|
||||
data["BidVolume4"] = task_data->BidVolume4;
|
||||
data["AskPrice4"] = task_data->AskPrice4;
|
||||
data["AskVolume4"] = task_data->AskVolume4;
|
||||
data["BidPrice5"] = task_data->BidPrice5;
|
||||
data["BidVolume5"] = task_data->BidVolume5;
|
||||
data["AskPrice5"] = task_data->AskPrice5;
|
||||
data["AskVolume5"] = task_data->AskVolume5;
|
||||
data["AveragePrice"] = task_data->AveragePrice;
|
||||
data["ActionDay"] = toUtf(task_data->ActionDay);
|
||||
delete task->task_data;
|
||||
}
|
||||
this->onRtnDepthMarketData(data);
|
||||
};
|
||||
|
||||
void MdApi::processRtnForQuoteRsp(Task *task)
|
||||
{
|
||||
gil_scoped_acquire acquire;
|
||||
dict data;
|
||||
if (task->task_data)
|
||||
{
|
||||
CThostFtdcForQuoteRspField *task_data = (CThostFtdcForQuoteRspField*)task->task_data;
|
||||
data["TradingDay"] = toUtf(task_data->TradingDay);
|
||||
data["InstrumentID"] = toUtf(task_data->InstrumentID);
|
||||
data["ForQuoteSysID"] = toUtf(task_data->ForQuoteSysID);
|
||||
data["ForQuoteTime"] = toUtf(task_data->ForQuoteTime);
|
||||
data["ActionDay"] = toUtf(task_data->ActionDay);
|
||||
data["ExchangeID"] = toUtf(task_data->ExchangeID);
|
||||
delete task->task_data;
|
||||
}
|
||||
this->onRtnForQuoteRsp(data);
|
||||
};
|
||||
|
||||
///-------------------------------------------------------------------------------------
|
||||
///主动函数
|
||||
///-------------------------------------------------------------------------------------
|
||||
|
||||
void MdApi::createFtdcMdApi(string pszFlowPath)
|
||||
{
|
||||
this->api = CThostFtdcMdApi::CreateFtdcMdApi(pszFlowPath.c_str());
|
||||
this->api->RegisterSpi(this);
|
||||
};
|
||||
|
||||
void MdApi::release()
|
||||
{
|
||||
this->api->Release();
|
||||
};
|
||||
|
||||
void MdApi::init()
|
||||
{
|
||||
this->active = true;
|
||||
this->task_thread = thread(&MdApi::processTask, this);
|
||||
|
||||
this->api->Init();
|
||||
};
|
||||
|
||||
int MdApi::join()
|
||||
{
|
||||
int i = this->api->Join();
|
||||
return i;
|
||||
};
|
||||
|
||||
int MdApi::exit()
|
||||
{
|
||||
this->active = false;
|
||||
this->task_queue.terminate();
|
||||
this->task_thread.join();
|
||||
|
||||
this->api->RegisterSpi(NULL);
|
||||
this->api->Release();
|
||||
this->api = NULL;
|
||||
return 1;
|
||||
};
|
||||
|
||||
string MdApi::getTradingDay()
|
||||
{
|
||||
string day = this->api->GetTradingDay();
|
||||
return day;
|
||||
};
|
||||
|
||||
void MdApi::registerFront(string pszFrontAddress)
|
||||
{
|
||||
this->api->RegisterFront((char*)pszFrontAddress.c_str());
|
||||
};
|
||||
|
||||
int MdApi::subscribeMarketData(string instrumentID)
|
||||
{
|
||||
char* buffer = (char*) instrumentID.c_str();
|
||||
char* myreq[1] = { buffer };
|
||||
int i = this->api->SubscribeMarketData(myreq, 1);
|
||||
return i;
|
||||
};
|
||||
|
||||
int MdApi::unSubscribeMarketData(string instrumentID)
|
||||
{
|
||||
char* buffer = (char*)instrumentID.c_str();
|
||||
char* myreq[1] = { buffer };;
|
||||
int i = this->api->UnSubscribeMarketData(myreq, 1);
|
||||
return i;
|
||||
};
|
||||
|
||||
int MdApi::subscribeForQuoteRsp(string instrumentID)
|
||||
{
|
||||
char* buffer = (char*)instrumentID.c_str();
|
||||
char* myreq[1] = { buffer };
|
||||
int i = this->api->SubscribeForQuoteRsp(myreq, 1);
|
||||
return i;
|
||||
};
|
||||
|
||||
int MdApi::unSubscribeForQuoteRsp(string instrumentID)
|
||||
{
|
||||
char* buffer = (char*)instrumentID.c_str();
|
||||
char* myreq[1] = { buffer };;
|
||||
int i = this->api->UnSubscribeForQuoteRsp(myreq, 1);
|
||||
return i;
|
||||
};
|
||||
|
||||
int MdApi::reqUserLogin(const dict &req, int reqid)
|
||||
{
|
||||
CThostFtdcReqUserLoginField myreq = CThostFtdcReqUserLoginField();
|
||||
memset(&myreq, 0, sizeof(myreq));
|
||||
getString(req, "TradingDay", myreq.TradingDay);
|
||||
getString(req, "BrokerID", myreq.BrokerID);
|
||||
getString(req, "UserID", myreq.UserID);
|
||||
getString(req, "Password", myreq.Password);
|
||||
getString(req, "UserProductInfo", myreq.UserProductInfo);
|
||||
getString(req, "InterfaceProductInfo", myreq.InterfaceProductInfo);
|
||||
getString(req, "ProtocolInfo", myreq.ProtocolInfo);
|
||||
getString(req, "MacAddress", myreq.MacAddress);
|
||||
getString(req, "OneTimePassword", myreq.OneTimePassword);
|
||||
getString(req, "ClientIPAddress", myreq.ClientIPAddress);
|
||||
getString(req, "LoginRemark", myreq.LoginRemark);
|
||||
int i = this->api->ReqUserLogin(&myreq, reqid);
|
||||
return i;
|
||||
};
|
||||
|
||||
int MdApi::reqUserLogout(const dict &req, int reqid)
|
||||
{
|
||||
CThostFtdcUserLogoutField myreq = CThostFtdcUserLogoutField();
|
||||
memset(&myreq, 0, sizeof(myreq));
|
||||
getString(req, "BrokerID", myreq.BrokerID);
|
||||
getString(req, "UserID", myreq.UserID);
|
||||
int i = this->api->ReqUserLogout(&myreq, reqid);
|
||||
return i;
|
||||
};
|
||||
|
||||
|
||||
///-------------------------------------------------------------------------------------
|
||||
///Boost.Python封装
|
||||
///-------------------------------------------------------------------------------------
|
||||
|
||||
class PyMdApi: public MdApi
|
||||
{
|
||||
public:
|
||||
using MdApi::MdApi;
|
||||
|
||||
void onFrontConnected() override
|
||||
{
|
||||
try
|
||||
{
|
||||
PYBIND11_OVERLOAD(void, MdApi, onFrontConnected);
|
||||
}
|
||||
catch (const error_already_set &e)
|
||||
{
|
||||
cout << e.what() << endl;
|
||||
}
|
||||
};
|
||||
|
||||
void onFrontDisconnected(int reqid) override
|
||||
{
|
||||
try
|
||||
{
|
||||
PYBIND11_OVERLOAD(void, MdApi, onFrontDisconnected, reqid);
|
||||
}
|
||||
catch (const error_already_set &e)
|
||||
{
|
||||
cout << e.what() << endl;
|
||||
}
|
||||
};
|
||||
|
||||
void onHeartBeatWarning(int reqid) override
|
||||
{
|
||||
try
|
||||
{
|
||||
PYBIND11_OVERLOAD(void, MdApi, onHeartBeatWarning, reqid);
|
||||
}
|
||||
catch (const error_already_set &e)
|
||||
{
|
||||
cout << e.what() << endl;
|
||||
}
|
||||
};
|
||||
|
||||
void onRspUserLogin(const dict &data, const dict &error, int reqid, bool last) override
|
||||
{
|
||||
try
|
||||
{
|
||||
PYBIND11_OVERLOAD(void, MdApi, onRspUserLogin, data, error, reqid, last);
|
||||
}
|
||||
catch (const error_already_set &e)
|
||||
{
|
||||
cout << e.what() << endl;
|
||||
}
|
||||
};
|
||||
|
||||
void onRspUserLogout(const dict &data, const dict &error, int reqid, bool last) override
|
||||
{
|
||||
try
|
||||
{
|
||||
PYBIND11_OVERLOAD(void, MdApi, onRspUserLogout, data, error, reqid, last);
|
||||
}
|
||||
catch (const error_already_set &e)
|
||||
{
|
||||
cout << e.what() << endl;
|
||||
}
|
||||
};
|
||||
|
||||
void onRspError(const dict &error, int reqid, bool last) override
|
||||
{
|
||||
try
|
||||
{
|
||||
PYBIND11_OVERLOAD(void, MdApi, onRspError, error, reqid, last);
|
||||
}
|
||||
catch (const error_already_set &e)
|
||||
{
|
||||
cout << e.what() << endl;
|
||||
}
|
||||
};
|
||||
|
||||
void onRspSubMarketData(const dict &data, const dict &error, int reqid, bool last) override
|
||||
{
|
||||
try
|
||||
{
|
||||
PYBIND11_OVERLOAD(void, MdApi, onRspSubMarketData, data, error, reqid, last);
|
||||
}
|
||||
catch (const error_already_set &e)
|
||||
{
|
||||
cout << e.what() << endl;
|
||||
}
|
||||
};
|
||||
|
||||
void onRspUnSubMarketData(const dict &data, const dict &error, int reqid, bool last) override
|
||||
{
|
||||
try
|
||||
{
|
||||
PYBIND11_OVERLOAD(void, MdApi, onRspUnSubMarketData, data, error, reqid, last);
|
||||
}
|
||||
catch (const error_already_set &e)
|
||||
{
|
||||
cout << e.what() << endl;
|
||||
}
|
||||
};
|
||||
|
||||
void onRspSubForQuoteRsp(const dict &data, const dict &error, int reqid, bool last) override
|
||||
{
|
||||
try
|
||||
{
|
||||
PYBIND11_OVERLOAD(void, MdApi, onRspSubForQuoteRsp, data, error, reqid, last);
|
||||
}
|
||||
catch (const error_already_set &e)
|
||||
{
|
||||
cout << e.what() << endl;
|
||||
}
|
||||
};
|
||||
|
||||
void onRspUnSubForQuoteRsp(const dict &data, const dict &error, int reqid, bool last) override
|
||||
{
|
||||
try
|
||||
{
|
||||
PYBIND11_OVERLOAD(void, MdApi, onRspUnSubForQuoteRsp, data, error, reqid, last);
|
||||
}
|
||||
catch (const error_already_set &e)
|
||||
{
|
||||
cout << e.what() << endl;
|
||||
}
|
||||
};
|
||||
|
||||
void onRtnDepthMarketData(const dict &data) override
|
||||
{
|
||||
try
|
||||
{
|
||||
PYBIND11_OVERLOAD(void, MdApi, onRtnDepthMarketData, data);
|
||||
}
|
||||
catch (const error_already_set &e)
|
||||
{
|
||||
cout << e.what() << endl;
|
||||
}
|
||||
};
|
||||
|
||||
void onRtnForQuoteRsp(const dict &data) override
|
||||
{
|
||||
try
|
||||
{
|
||||
PYBIND11_OVERLOAD(void, MdApi, onRtnForQuoteRsp, data);
|
||||
}
|
||||
catch (const error_already_set &e)
|
||||
{
|
||||
cout << e.what() << endl;
|
||||
}
|
||||
};
|
||||
};
|
||||
|
||||
|
||||
PYBIND11_MODULE(vnctpmd, m)
|
||||
{
|
||||
class_<MdApi, PyMdApi> mdapi(m, "MdApi", module_local());
|
||||
mdapi
|
||||
.def(init<>())
|
||||
.def("createFtdcMdApi", &MdApi::createFtdcMdApi)
|
||||
.def("release", &MdApi::release)
|
||||
.def("init", &MdApi::init)
|
||||
.def("join", &MdApi::join)
|
||||
.def("exit", &MdApi::exit)
|
||||
.def("getTradingDay", &MdApi::getTradingDay)
|
||||
.def("registerFront", &MdApi::registerFront)
|
||||
.def("subscribeMarketData", &MdApi::subscribeMarketData)
|
||||
.def("unSubscribeMarketData", &MdApi::unSubscribeMarketData)
|
||||
.def("subscribeForQuoteRsp", &MdApi::subscribeForQuoteRsp)
|
||||
.def("unSubscribeForQuoteRsp", &MdApi::unSubscribeForQuoteRsp)
|
||||
.def("reqUserLogin", &MdApi::reqUserLogin)
|
||||
.def("reqUserLogout", &MdApi::reqUserLogout)
|
||||
|
||||
.def("onFrontConnected", &MdApi::onFrontConnected)
|
||||
.def("onFrontDisconnected", &MdApi::onFrontDisconnected)
|
||||
.def("onHeartBeatWarning", &MdApi::onHeartBeatWarning)
|
||||
.def("onRspUserLogin", &MdApi::onRspUserLogin)
|
||||
.def("onRspUserLogout", &MdApi::onRspUserLogout)
|
||||
.def("onRspError", &MdApi::onRspError)
|
||||
.def("onRspSubMarketData", &MdApi::onRspSubMarketData)
|
||||
.def("onRspUnSubMarketData", &MdApi::onRspUnSubMarketData)
|
||||
.def("onRspSubForQuoteRsp", &MdApi::onRspSubForQuoteRsp)
|
||||
.def("onRspUnSubForQuoteRsp", &MdApi::onRspUnSubForQuoteRsp)
|
||||
.def("onRtnDepthMarketData", &MdApi::onRtnDepthMarketData)
|
||||
.def("onRtnForQuoteRsp", &MdApi::onRtnForQuoteRsp)
|
||||
;
|
||||
}
|
||||
@ -1,194 +0,0 @@
|
||||
//系统
|
||||
#ifdef WIN32
|
||||
#include "stdafx.h"
|
||||
#endif
|
||||
|
||||
#include "vnctp.h"
|
||||
#include "pybind11/pybind11.h"
|
||||
#include "ctp/ThostFtdcMdApi.h"
|
||||
|
||||
|
||||
using namespace pybind11;
|
||||
|
||||
//常量
|
||||
#define ONFRONTCONNECTED 0
|
||||
#define ONFRONTDISCONNECTED 1
|
||||
#define ONHEARTBEATWARNING 2
|
||||
#define ONRSPUSERLOGIN 3
|
||||
#define ONRSPUSERLOGOUT 4
|
||||
#define ONRSPERROR 5
|
||||
#define ONRSPSUBMARKETDATA 6
|
||||
#define ONRSPUNSUBMARKETDATA 7
|
||||
#define ONRSPSUBFORQUOTERSP 8
|
||||
#define ONRSPUNSUBFORQUOTERSP 9
|
||||
#define ONRTNDEPTHMARKETDATA 10
|
||||
#define ONRTNFORQUOTERSP 11
|
||||
|
||||
|
||||
///-------------------------------------------------------------------------------------
|
||||
///C++ SPI的回调函数方法实现
|
||||
///-------------------------------------------------------------------------------------
|
||||
|
||||
//API的继承实现
|
||||
class MdApi : public CThostFtdcMdSpi
|
||||
{
|
||||
private:
|
||||
CThostFtdcMdApi* api; //API对象
|
||||
thread task_thread; //工作线程指针（向python中推送数据）
|
||||
TaskQueue task_queue; //任务队列
|
||||
bool active = false; //工作状态
|
||||
|
||||
public:
|
||||
MdApi()
|
||||
{
|
||||
};
|
||||
|
||||
~MdApi()
|
||||
{
|
||||
if (this->active)
|
||||
{
|
||||
this->exit();
|
||||
}
|
||||
};
|
||||
|
||||
//-------------------------------------------------------------------------------------
|
||||
//API回调函数
|
||||
//-------------------------------------------------------------------------------------
|
||||
|
||||
///当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
|
||||
virtual void OnFrontConnected() ;
|
||||
|
||||
///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
|
||||
///@param nReason 错误原因
|
||||
/// 0x1001 网络读失败
|
||||
/// 0x1002 网络写失败
|
||||
/// 0x2001 接收心跳超时
|
||||
/// 0x2002 发送心跳失败
|
||||
/// 0x2003 收到错误报文
|
||||
virtual void OnFrontDisconnected(int nReason) ;
|
||||
|
||||
///心跳超时警告。当长时间未收到报文时，该方法被调用。
|
||||
///@param nTimeLapse 距离上次接收报文的时间
|
||||
virtual void OnHeartBeatWarning(int nTimeLapse) ;
|
||||
|
||||
|
||||
///登录请求响应
|
||||
virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///登出请求响应
|
||||
virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///错误应答
|
||||
virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///订阅行情应答
|
||||
virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///取消订阅行情应答
|
||||
virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///订阅询价应答
|
||||
virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///取消订阅询价应答
|
||||
virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///深度行情通知
|
||||
virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) ;
|
||||
|
||||
///询价通知
|
||||
virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) ;
|
||||
|
||||
//-------------------------------------------------------------------------------------
|
||||
//task：任务
|
||||
//-------------------------------------------------------------------------------------
|
||||
|
||||
void processTask();
|
||||
|
||||
void processFrontConnected(Task *task);
|
||||
|
||||
void processFrontDisconnected(Task *task);
|
||||
|
||||
void processHeartBeatWarning(Task *task);
|
||||
|
||||
void processRspUserLogin(Task *task);
|
||||
|
||||
void processRspUserLogout(Task *task);
|
||||
|
||||
void processRspError(Task *task);
|
||||
|
||||
void processRspSubMarketData(Task *task);
|
||||
|
||||
void processRspUnSubMarketData(Task *task);
|
||||
|
||||
void processRspSubForQuoteRsp(Task *task);
|
||||
|
||||
void processRspUnSubForQuoteRsp(Task *task);
|
||||
|
||||
void processRtnDepthMarketData(Task *task);
|
||||
|
||||
void processRtnForQuoteRsp(Task *task);
|
||||
|
||||
|
||||
//-------------------------------------------------------------------------------------
|
||||
//data：回调函数的数据字典
|
||||
//error：回调函数的错误字典
|
||||
//id：请求id
|
||||
//last：是否为最后返回
|
||||
//i：整数
|
||||
//-------------------------------------------------------------------------------------
|
||||
|
||||
virtual void onFrontConnected() {};
|
||||
|
||||
virtual void onFrontDisconnected(int reqid) {};
|
||||
|
||||
virtual void onHeartBeatWarning(int reqid) {};
|
||||
|
||||
virtual void onRspUserLogin(const dict &data, const dict &error, int reqid, bool last) {};
|
||||
|
||||
virtual void onRspUserLogout(const dict &data, const dict &error, int reqid, bool last) {};
|
||||
|
||||
virtual void onRspError(const dict &error, int reqid, bool last) {};
|
||||
|
||||
virtual void onRspSubMarketData(const dict &data, const dict &error, int reqid, bool last) {};
|
||||
|
||||
virtual void onRspUnSubMarketData(const dict &data, const dict &error, int reqid, bool last) {};
|
||||
|
||||
virtual void onRspSubForQuoteRsp(const dict &data, const dict &error, int reqid, bool last) {};
|
||||
|
||||
virtual void onRspUnSubForQuoteRsp(const dict &data, const dict &error, int reqid, bool last) {};
|
||||
|
||||
virtual void onRtnDepthMarketData(const dict &data) {};
|
||||
|
||||
virtual void onRtnForQuoteRsp(const dict &data) {};
|
||||
|
||||
//-------------------------------------------------------------------------------------
|
||||
//req:主动函数的请求字典
|
||||
//-------------------------------------------------------------------------------------
|
||||
|
||||
void createFtdcMdApi(string pszFlowPath = "");
|
||||
|
||||
void release();
|
||||
|
||||
void init();
|
||||
|
||||
int join();
|
||||
|
||||
int exit();
|
||||
|
||||
string getTradingDay();
|
||||
|
||||
void registerFront(string pszFrontAddress);
|
||||
|
||||
int subscribeMarketData(string instrumentID);
|
||||
|
||||
int unSubscribeMarketData(string instrumentID);
|
||||
|
||||
int subscribeForQuoteRsp(string instrumentID);
|
||||
|
||||
int unSubscribeForQuoteRsp(string instrumentID);
|
||||
|
||||
int reqUserLogin(const dict &req, int reqid);
|
||||
|
||||
int reqUserLogout(const dict &req, int reqid);
|
||||
};
|
||||
@ -1,200 +0,0 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project DefaultTargets="Build" ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<ItemGroup Label="ProjectConfigurations">
|
||||
<ProjectConfiguration Include="Debug|Win32">
|
||||
<Configuration>Debug</Configuration>
|
||||
<Platform>Win32</Platform>
|
||||
</ProjectConfiguration>
|
||||
<ProjectConfiguration Include="Release|Win32">
|
||||
<Configuration>Release</Configuration>
|
||||
<Platform>Win32</Platform>
|
||||
</ProjectConfiguration>
|
||||
<ProjectConfiguration Include="Debug|x64">
|
||||
<Configuration>Debug</Configuration>
|
||||
<Platform>x64</Platform>
|
||||
</ProjectConfiguration>
|
||||
<ProjectConfiguration Include="Release|x64">
|
||||
<Configuration>Release</Configuration>
|
||||
<Platform>x64</Platform>
|
||||
</ProjectConfiguration>
|
||||
</ItemGroup>
|
||||
<PropertyGroup Label="Globals">
|
||||
<VCProjectVersion>15.0</VCProjectVersion>
|
||||
<ProjectGuid>{F00054FF-282F-4826-848E-D58BFB9E9D9F}</ProjectGuid>
|
||||
<Keyword>Win32Proj</Keyword>
|
||||
<RootNamespace>vnctpmd</RootNamespace>
|
||||
<WindowsTargetPlatformVersion>10.0.17134.0</WindowsTargetPlatformVersion>
|
||||
</PropertyGroup>
|
||||
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
|
||||
<ConfigurationType>DynamicLibrary</ConfigurationType>
|
||||
<UseDebugLibraries>true</UseDebugLibraries>
|
||||
<PlatformToolset>v141</PlatformToolset>
|
||||
<CharacterSet>Unicode</CharacterSet>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration">
|
||||
<ConfigurationType>DynamicLibrary</ConfigurationType>
|
||||
<UseDebugLibraries>false</UseDebugLibraries>
|
||||
<PlatformToolset>v141</PlatformToolset>
|
||||
<WholeProgramOptimization>true</WholeProgramOptimization>
|
||||
<CharacterSet>Unicode</CharacterSet>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'" Label="Configuration">
|
||||
<ConfigurationType>DynamicLibrary</ConfigurationType>
|
||||
<UseDebugLibraries>true</UseDebugLibraries>
|
||||
<PlatformToolset>v141</PlatformToolset>
|
||||
<CharacterSet>Unicode</CharacterSet>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'" Label="Configuration">
|
||||
<ConfigurationType>DynamicLibrary</ConfigurationType>
|
||||
<UseDebugLibraries>false</UseDebugLibraries>
|
||||
<PlatformToolset>v141</PlatformToolset>
|
||||
<WholeProgramOptimization>true</WholeProgramOptimization>
|
||||
<CharacterSet>Unicode</CharacterSet>
|
||||
</PropertyGroup>
|
||||
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
|
||||
<ImportGroup Label="ExtensionSettings">
|
||||
</ImportGroup>
|
||||
<ImportGroup Label="Shared">
|
||||
</ImportGroup>
|
||||
<ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
|
||||
<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
|
||||
</ImportGroup>
|
||||
<ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
|
||||
<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
|
||||
</ImportGroup>
|
||||
<ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
|
||||
<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
|
||||
</ImportGroup>
|
||||
<ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
|
||||
<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
|
||||
</ImportGroup>
|
||||
<PropertyGroup Label="UserMacros" />
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
|
||||
<LinkIncremental>true</LinkIncremental>
|
||||
<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
|
||||
<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
|
||||
<TargetExt>.pyd</TargetExt>
|
||||
<OutDir>$(SolutionDir)..\</OutDir>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
|
||||
<LinkIncremental>true</LinkIncremental>
|
||||
<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
|
||||
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||||
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|
||||
|
||||
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||||
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||||
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||||
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||||
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|
||||
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||||
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|
||||
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||||
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|
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||||
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||||
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||||
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||||
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|
||||
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|
||||
|
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|
||||
|
||||
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|
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||||
|
||||
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||||
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@ -1,8 +0,0 @@
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||||
|
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File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
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||||
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||||
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||||
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||||
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||||
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|
||||
<FunctionLevelLinking>true</FunctionLevelLinking>
|
||||
<IntrinsicFunctions>true</IntrinsicFunctions>
|
||||
<SDLCheck>true</SDLCheck>
|
||||
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NDEBUG;VNCTPTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
|
||||
<ConformanceMode>true</ConformanceMode>
|
||||
<AdditionalIncludeDirectories>
|
||||
</AdditionalIncludeDirectories>
|
||||
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
|
||||
<RuntimeLibrary>MultiThreaded</RuntimeLibrary>
|
||||
</ClCompile>
|
||||
<Link>
|
||||
<SubSystem>Console</SubSystem>
|
||||
<EnableCOMDATFolding>true</EnableCOMDATFolding>
|
||||
<OptimizeReferences>true</OptimizeReferences>
|
||||
<GenerateDebugInformation>true</GenerateDebugInformation>
|
||||
<AdditionalLibraryDirectories>C:\Miniconda3\libs;C:\GitHub\vnpy\vnpy\api\ctp\libs;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
|
||||
<AdditionalDependencies>thostmduserapi_se.lib;thosttraderapi_se.lib;%(AdditionalDependencies)</AdditionalDependencies>
|
||||
</Link>
|
||||
</ItemDefinitionGroup>
|
||||
<ItemGroup>
|
||||
<ClInclude Include="..\..\include\ctp\ThostFtdcMdApi.h" />
|
||||
<ClInclude Include="..\..\include\ctp\ThostFtdcTraderApi.h" />
|
||||
<ClInclude Include="..\..\include\ctp\ThostFtdcUserApiDataType.h" />
|
||||
<ClInclude Include="..\..\include\ctp\ThostFtdcUserApiStruct.h" />
|
||||
<ClInclude Include="..\vnctp.h" />
|
||||
<ClInclude Include="stdafx.h" />
|
||||
<ClInclude Include="targetver.h" />
|
||||
<ClInclude Include="vnctptd.h" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<ClCompile Include="dllmain.cpp" />
|
||||
<ClCompile Include="stdafx.cpp">
|
||||
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">Create</PrecompiledHeader>
|
||||
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">Create</PrecompiledHeader>
|
||||
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">Create</PrecompiledHeader>
|
||||
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|x64'">Create</PrecompiledHeader>
|
||||
</ClCompile>
|
||||
<ClCompile Include="vnctptd.cpp" />
|
||||
</ItemGroup>
|
||||
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
|
||||
<ImportGroup Label="ExtensionTargets">
|
||||
</ImportGroup>
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||||
</Project>
|
||||
@ -1,54 +0,0 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
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||||
<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<ItemGroup>
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||||
<Filter Include="源文件">
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||||
<UniqueIdentifier>{4FC737F1-C7A5-4376-A066-2A32D752A2FF}</UniqueIdentifier>
|
||||
<Extensions>cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx</Extensions>
|
||||
</Filter>
|
||||
<Filter Include="头文件">
|
||||
<UniqueIdentifier>{93995380-89BD-4b04-88EB-625FBE52EBFB}</UniqueIdentifier>
|
||||
<Extensions>h;hh;hpp;hxx;hm;inl;inc;ipp;xsd</Extensions>
|
||||
</Filter>
|
||||
<Filter Include="资源文件">
|
||||
<UniqueIdentifier>{67DA6AB6-F800-4c08-8B7A-83BB121AAD01}</UniqueIdentifier>
|
||||
<Extensions>rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms</Extensions>
|
||||
</Filter>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<ClInclude Include="stdafx.h">
|
||||
<Filter>头文件</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="targetver.h">
|
||||
<Filter>头文件</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="vnctptd.h">
|
||||
<Filter>头文件</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\..\include\ctp\ThostFtdcMdApi.h">
|
||||
<Filter>头文件</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\..\include\ctp\ThostFtdcTraderApi.h">
|
||||
<Filter>头文件</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\..\include\ctp\ThostFtdcUserApiDataType.h">
|
||||
<Filter>头文件</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\..\include\ctp\ThostFtdcUserApiStruct.h">
|
||||
<Filter>头文件</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\vnctp.h">
|
||||
<Filter>头文件</Filter>
|
||||
</ClInclude>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<ClCompile Include="stdafx.cpp">
|
||||
<Filter>源文件</Filter>
|
||||
</ClCompile>
|
||||
<ClCompile Include="vnctptd.cpp">
|
||||
<Filter>源文件</Filter>
|
||||
</ClCompile>
|
||||
<ClCompile Include="dllmain.cpp">
|
||||
<Filter>源文件</Filter>
|
||||
</ClCompile>
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
@ -1,4 +0,0 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<PropertyGroup />
|
||||
</Project>
|
||||
Loading…
Reference in New Issue
Block a user