增加飞鼠柜台的交易接口，支持期货和金交所的黄金T+D，主要针对高频交易

vn.sgit/pyscript/SgitFtdcMdApi.h

@@ -0,0 +1,118 @@
+/////////////////////////////////////////////////////////////////////////
+
+/////////////////////////////////////////////////////////////////////////
+
+#if !defined(Sgit_FTDCMDAPI_H)
+#define Sgit_FTDCMDAPI_H
+
+#if _MSC_VER > 1000
+#pragma once
+#endif // _MSC_VER > 1000
+
+#include "SgitFtdcUserApiStruct.h"
+
+#if defined(ISLIB) && defined(WIN32)
+#ifdef LIB_MD_API_EXPORT
+#define MD_API_EXPORT __declspec(dllexport)
+#else
+#define MD_API_EXPORT __declspec(dllimport)
+#endif
+#else
+#define MD_API_EXPORT 
+#endif
+
+class CSgitFtdcMdSpi
+{
+public:
+	///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 pErrMsg 错误原因
+	virtual void OnFrontDisconnected(char *pErrMsg){};	
+
+	///登录请求响应
+	virtual void OnRspUserLogin(CSgitFtdcRspUserLoginField *pRspUserLogin, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///登出请求响应
+	virtual void OnRspUserLogout(CSgitFtdcUserLogoutField *pUserLogout, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///深度行情通知
+	virtual void OnRtnDepthMarketData(CSgitFtdcDepthMarketDataField *pDepthMarketData) {};
+};
+
+class MD_API_EXPORT CSgitFtdcMdApi
+{
+public:
+	///创建MdApi
+	///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
+	///@return 创建出的UserApi
+	static CSgitFtdcMdApi *CreateFtdcMdApi(const char *pszFlowPath = "");
+	
+	///删除接口对象本身
+	///@remark 不再使用本接口对象时,调用该函数删除接口对象
+	virtual void Release() = 0;
+	
+	///初始化
+	///@remark 初始化运行环境,只有调用后,接口才开始工作
+	///isLogged 开发调试时使用true，可以打印出收到的消息包内容
+	virtual void Init(bool isLogged) = 0;
+	
+	///等待接口线程结束运行
+	///@return 线程退出代码
+	virtual int Join() = 0;
+	
+	///获取当前交易日
+	///@retrun 获取到的交易日
+	///@remark 只有登录成功后,才能得到正确的交易日
+	virtual const char *GetTradingDay() = 0;
+	
+	///注册前置机网络地址
+	///@param pszFrontAddress：前置机网络地址。
+	///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 
+	///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
+	virtual void RegisterFront(char *pszFrontAddress) = 0;
+
+	/**用多播时TCP配置也需要设置
+	*调用该函数，默认采用tcp模式发送行情
+	*设置多播的配置 MlCast://hostIP$multiaddress:port，
+	*如果只有一张网卡可以 MlCast://ANY$multiaddress:port	
+	* @param szMlCastAddr 本机ip地址、多播组及端口	
+	*/
+	virtual void SetMultiCastAddr(char *szMlCastAddr) = 0;
+	
+	///注册回调接口
+	///@param pSpi 派生自回调接口类的实例
+	virtual void RegisterSpi(CSgitFtdcMdSpi *pSpi) = 0;
+	///订阅市场流。
+	///@param nResumeType 公共流重传方式  
+	///        Sgit_TERT_RESTART:从本交易日开始重传
+	///        Sgit_TERT_RESUME:从上次收到的续传
+	///        Sgit_TERT_QUICK:只传送登录后公共流的内容
+	///@remark 该方法要在Init方法前调用。若不调用则不会收到公共流的数据。
+	virtual void SubscribeMarketTopic(Sgit_TE_RESUME_TYPE nResumeType) = 0;
+
+	///
+	/// 发送行情订阅
+	/// @param iRequestID 请求号
+	/// @param pMBLQuotReq 行情订阅请求域
+	/// @return 0表示成功
+	/// @return 其它表示失败
+	///
+	virtual int SubQuot(CSgitSubQuotField *pSgitSubQuotField)=0;
+	///发送就绪指令到前置,通知前置可以给自己发送私有流与公共流
+	/// @return 0表示成功
+	/// @return 其它参见错误码
+	///
+	virtual int Ready() = 0;
+
+	///用户登录请求
+	virtual int ReqUserLogin(CSgitFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
+
+	///登出请求
+	virtual int ReqUserLogout(CSgitFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
+protected:
+	~CSgitFtdcMdApi(){};
+};
+
+#endif

vn.sgit/pyscript/SgitFtdcTraderApi.h

@@ -0,0 +1,179 @@
+/////////////////////////////////////////////////////////////////////////
+
+/////////////////////////////////////////////////////////////////////////
+
+#if !defined(Sgit_FTDCTRADERAPI_H)
+#define Sgit_FTDCTRADERAPI_H
+
+#if _MSC_VER > 1000
+#pragma once
+#endif // _MSC_VER > 1000
+
+#include "SgitFtdcUserApiStruct.h"
+
+#if defined(ISLIB) && defined(WIN32)
+#ifdef LIB_TRADER_API_EXPORT
+#define TRADER_API_EXPORT __declspec(dllexport)
+#else
+#define TRADER_API_EXPORT __declspec(dllimport)
+#endif
+#else
+#define TRADER_API_EXPORT 
+#endif
+
+class CSgitFtdcTraderSpi
+{
+public:
+	///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 pErrMsg 错误原因
+	virtual void OnFrontDisconnected(char *pErrMsg){};
+		
+	///登录请求响应
+	virtual void OnRspUserLogin(CSgitFtdcRspUserLoginField *pRspUserLogin, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///登出请求响应
+	virtual void OnRspUserLogout(CSgitFtdcUserLogoutField *pUserLogout, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///用户口令更新请求响应
+	virtual void OnRspUserPasswordUpdate(CSgitFtdcUserPasswordUpdateField *pUserPasswordUpdate, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///报单录入请求响应
+	virtual void OnRspOrderInsert(CSgitFtdcInputOrderField *pInputOrder, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///报单操作请求响应
+	virtual void OnRspOrderAction(CSgitFtdcInputOrderActionField *pInputOrderAction, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///请求查询报单响应
+	virtual void OnRspQryOrder(CSgitFtdcOrderField *pOrder, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///请求查询资金账户响应
+	virtual void OnRspQryTradingAccount(CSgitFtdcTradingAccountField *pTradingAccount, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///请求查询投资者响应
+	virtual void OnRspQryInvestor(CSgitFtdcInvestorField *pInvestor, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///请求查询合约响应
+	virtual void OnRspQryInstrument(CSgitFtdcInstrumentField *pInstrument, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///报单通知
+	virtual void OnRtnOrder(CSgitFtdcOrderField *pOrder,CSgitFtdcRspInfoField *pRspInfo) {};
+
+	///成交通知
+	virtual void OnRtnTrade(CSgitFtdcTradeField *pTrade) {};
+
+	///合约交易状态通知
+	virtual void OnRtnInstrumentStatus(CSgitFtdcInstrumentStatusField *pInstrumentStatus) {};
+
+	///请求查询投资者持仓明细响应
+	virtual void OnRspQryInvestorPositionDetail(CSgitFtdcInvestorPositionDetailField *pInvestorPositionDetail, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///请求查询投资者持仓响应
+	virtual void OnRspQryInvestorPosition(CSgitFtdcInvestorPositionField *pInvestorPosition, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};		
+
+	/// 当收到合约价位查询应答时回调该函数
+	virtual void onRspMBLQuot(CSgitMBLQuotData *pMBLQuotData,CSgitFtdcRspInfoField *pRspMsg,int nRequestID,bool bIsLast){};
+
+};
+
+class TRADER_API_EXPORT CSgitFtdcTraderApi
+{
+public:
+	///创建TraderApi
+	///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
+	///@return 创建出的UserApi
+	static CSgitFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "");
+	
+	///删除接口对象本身
+	///@remark 不再使用本接口对象时,调用该函数删除接口对象
+	virtual void Release() = 0;
+	
+	///初始化
+	///@remark 初始化运行环境,只有调用后,接口才开始工作
+	///isLogged 开发调试时使用true，可以打印出收到的消息包内容
+	virtual void Init(bool isLogged) = 0;
+	
+	///等待接口线程结束运行
+	///@return 线程退出代码
+	virtual int Join() = 0;
+	
+	///获取当前交易日
+	///@retrun 获取到的交易日
+	///@remark 只有登录成功后,才能得到正确的交易日
+	virtual const char *GetTradingDay() = 0;
+	
+	///注册前置机网络地址
+	///@param pszFrontAddress：前置机网络地址。
+	///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 
+	///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
+	virtual void RegisterFront(char *pszFrontAddress) = 0;
+	
+	///注册回调接口
+	///@param pSpi 派生自回调接口类的实例
+	virtual void RegisterSpi(CSgitFtdcTraderSpi *pSpi) = 0;
+	
+	///订阅私有流。
+	///@param nResumeType 私有流重传方式  
+	///        Sgit_TERT_RESTART:从本交易日开始重传
+	///        Sgit_TERT_RESUME:从上次收到的续传
+	///        Sgit_TERT_QUICK:只传送登录后私有流的内容
+	///@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。
+	virtual void SubscribePrivateTopic(Sgit_TE_RESUME_TYPE nResumeType) = 0;
+	
+	///订阅公共流。
+	///@param nResumeType 公共流重传方式  
+	///        Sgit_TERT_RESTART:从本交易日开始重传
+	///        Sgit_TERT_RESUME:从上次收到的续传
+	///        Sgit_TERT_QUICK:只传送登录后公共流的内容
+	///@remark 该方法要在Init方法前调用。若不调用则不会收到公共流的数据。
+	virtual void SubscribePublicTopic(Sgit_TE_RESUME_TYPE nResumeType) = 0;
+
+	///发送就绪指令到前置,通知前置可以给自己发送私有流与公共流
+	/// @return 0表示成功
+	/// @return 其它参见错误码
+	///
+	virtual int Ready() = 0;
+
+	///用户登录请求
+	virtual int ReqUserLogin(CSgitFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
+
+	///登出请求
+	virtual int ReqUserLogout(CSgitFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
+
+	///用户口令更新请求
+	virtual int ReqUserPasswordUpdate(CSgitFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
+
+	///报单录入请求
+	virtual int ReqOrderInsert(CSgitFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
+
+	///报单操作请求
+	virtual int ReqOrderAction(CSgitFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
+
+	///请求查询报单
+	virtual int ReqQryOrder(CSgitFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
+
+	///请求查询资金账户
+	virtual int ReqQryTradingAccount(CSgitFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
+
+	///请求查询投资者
+	virtual int ReqQryInvestor(CSgitFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0;
+
+	///请求查询合约
+	virtual int ReqQryInstrument(CSgitFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
+
+	///请求查询投资者持仓明细
+	virtual int ReqQryInvestorPositionDetail(CSgitFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0;
+	
+	///请求查询投资者持仓
+	virtual int ReqQryInvestorPosition(CSgitFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
+
+	/// 发送合约价位查询请求
+	virtual int ReqMBLQuot(int iRequestID,CSgitMBLQuotReq *pMBLQuotReq) = 0;
+
+protected:
+	~CSgitFtdcTraderApi(){};
+};
+
+#endif

vn.sgit/pyscript/generate_data_type.py

@@ -0,0 +1,111 @@
+# encoding: UTF-8
+
+__author__ = 'CHENXY'
+
+# C++和python类型的映射字典
+type_dict = {
+    'int': 'int',
+    'char': 'string',
+    'double': 'float'
+}
+
+
+def process_line(line):
+    """处理每行"""
+    if '///' in line:           # 注释
+        py_line = process_comment(line)
+    elif 'typedef' in line:     # 类型申明
+        py_line = process_typedef(line)
+    elif '#define' in line:     # 定义常量
+        py_line = process_define(line)
+    elif line == '\n':          # 空行
+        py_line = line
+    else:
+        py_line = ''
+
+    return py_line
+
+
+def process_comment(line):
+    """处理注释"""
+    # if line[3] == '/':
+    #     py_line = ''
+    # else:
+    #     py_line = '#' + line[3:]
+    py_line = '#' + line[3:]
+    return py_line
+
+
+def process_typedef(line):
+    """处理类型申明"""
+    content = line.split(' ')
+    type_ = type_dict[content[1]]
+    
+    if content[1] != 'unsigned':
+        keyword = content[-1]
+    else:
+        keyword = content[-1]
+        keyword = keyword.replace(';\n', '')
+        print content, keyword
+
+    if '[' in keyword:
+        i = keyword.index('[')
+        keyword = keyword[:i]
+    else:
+        keyword = keyword.replace(';\n', '')  # 删除行末分号
+
+    if 'char' in line:
+        if '[' in line:
+            type_ = 'string'
+        else:
+            type_ = 'char'
+
+    py_line = 'typedefDict["%s"] = "%s"\n' % (keyword, type_)
+
+    return py_line
+
+
+def process_define(line):
+    """处理定义常量"""
+    content = line.split(' ')
+    constant = content[1]
+
+    if len(content)>2:
+        value = content[-1]
+        py_line = 'defineDict["%s"] = %s' % (constant, value)
+    else:
+        py_line = ''
+
+    return py_line
+
+
+def main():
+    """主函数"""
+    try:
+        fcpp = open('SgitFtdcUserApiDataType.h','r')
+        fpy = open('sgit_data_type.py', 'w')
+
+        fpy.write('# encoding: UTF-8\n')
+        fpy.write('\n')
+        fpy.write('defineDict = {}\n')
+        fpy.write('typedefDict = {}\n')
+        fpy.write('\n')
+
+        for n, line in enumerate(fcpp):
+            py_line = process_line(line)
+            if py_line:
+                fpy.write(py_line.decode('gbk').encode('utf-8'))
+                print n 
+
+        fcpp.close()
+        fpy.close()
+
+        print u'data_type.py生成过程完成'
+    except Exception, e:
+        print u'data_type.py生成过程出错'
+        print e
+
+
+if __name__ == '__main__':
+    main()
+

vn.sgit/pyscript/generate_md_functions.py

@@ -0,0 +1,310 @@
+# encoding: UTF-8
+
+__author__ = 'CHENXY'
+
+from string import join
+from sgit_struct import structDict
+
+
+
+def processCallBack(line):
+    orignalLine = line
+    line = line.replace('	virtual void ', '')      # 删除行首的无效内容
+    line = line.replace('{};\n', '')                # 删除行尾的无效内容
+
+    content = line.split('(')
+    cbName = content[0]                             # 回调函数名称
+
+    cbArgs = content[1]                             # 回调函数参数
+    if cbArgs[-1] == ' ':
+        cbArgs = cbArgs.replace(') ', '')
+    else:
+        cbArgs = cbArgs.replace(')', '')
+
+    cbArgsList = cbArgs.split(', ')                 # 将每个参数转化为列表
+
+    cbArgsTypeList = []
+    cbArgsValueList = []
+
+    for arg in cbArgsList:                          # 开始处理参数
+        content = arg.split(' ')
+        if len(content) > 1:
+            if 'struct' not in content:
+                cbArgsTypeList.append(content[0])           # 参数类型列表
+                cbArgsValueList.append(content[1])          # 参数数据列表
+            else:
+                print content
+                cbArgsTypeList.append(content[1])           # 参数类型列表
+                cbArgsValueList.append(content[2]+content[3])          # 参数数据列表
+
+    createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine)
+    createProcess(cbName, cbArgsTypeList, cbArgsValueList)
+    
+    # 生成.h文件中的process部分
+    process_line = 'void process' + cbName[2:] + '(Task task);\n'
+    fheaderprocess.write(process_line)
+    fheaderprocess.write('\n')
+
+    # 生成.h文件中的on部分
+    if 'OnRspError' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict error) {};\n'
+    elif 'OnRspQry' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last) {};\n'
+    elif 'OnRsp' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last) {};\n'
+    elif 'OnRtn' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data) {};\n'
+    elif 'OnErrRtn' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error) {};\n'
+    else:
+        on_line = ''
+    fheaderon.write(on_line)
+    fheaderon.write('\n')
+    
+    # 生成封装部分
+    createWrap(cbName)
+    
+
+#----------------------------------------------------------------------
+def createWrap(cbName):
+    """在Python封装段代码中进行处理"""
+    # 生成.h文件中的on部分
+    if 'OnRspError' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict error)\n'    
+        override_line = '("on' + cbName[2:] + '")(error);\n' 
+    elif 'OnRsp' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last)\n'
+        override_line = '("on' + cbName[2:] + '")(data, error, id, last);\n' 
+    elif 'OnRtn' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data)\n'
+        override_line = '("on' + cbName[2:] + '")(data);\n'
+    elif 'OnErrRtn' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error)\n'
+        override_line = '("on' + cbName[2:] + '")(data, error);\n'
+    else:
+        on_line = ''
+        
+    if on_line is not '':
+        fwrap.write(on_line)
+        fwrap.write('{\n')
+        fwrap.write('\ttry\n')
+        fwrap.write('\t{\n')
+        fwrap.write('\t\tthis->get_override'+override_line)
+        fwrap.write('\t}\n')
+        fwrap.write('\tcatch (error_already_set const &)\n')
+        fwrap.write('\t{\n')
+        fwrap.write('\t\tPyErr_Print();\n')
+        fwrap.write('\t}\n')
+        fwrap.write('};\n')
+        fwrap.write('\n')
+    
+    
+
+def createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine):
+    # 从回调函数生成任务对象，并放入队列
+    funcline = orignalLine.replace('	virtual void ', 'void ' + apiName + '::')
+    funcline = funcline.replace('{};', '')
+    funcline = funcline.replace(' {}', '')
+
+    ftask.write(funcline)
+    ftask.write('{\n')
+    ftask.write("\tTask task = Task();\n")
+
+    ftask.write("\ttask.task_name = " + cbName.upper() + ";\n")
+
+    # define常量
+    global define_count
+    fdefine.write("#define " + cbName.upper() + ' ' + str(define_count) + '\n')
+    define_count = define_count + 1
+
+    # switch段代码
+    fswitch.write("case " + cbName.upper() + ':\n')
+    fswitch.write("{\n")
+    fswitch.write("\tthis->" + cbName.replace('On', 'process') + '(task);\n')
+    fswitch.write("\tbreak;\n")
+    fswitch.write("}\n")
+    fswitch.write("\n")
+
+    for i, type_ in enumerate(cbArgsTypeList):
+        if type_ == 'int':
+            ftask.write("\ttask.task_id = " + cbArgsValueList[i] + ";\n")
+        elif type_ == 'bool':
+            ftask.write("\ttask.task_last = " + cbArgsValueList[i] + ";\n")
+        elif 'CSgitFtdcRspInfoField' in type_:
+            ftask.write("\n")
+            ftask.write("\tif (pRspInfo)\n")
+            ftask.write("\t{\n")
+            ftask.write("\t\ttask.task_error = " + cbArgsValueList[i] + ";\n")
+            ftask.write("\t}\n")
+            ftask.write("\telse\n")
+            ftask.write("\t{\n")
+            ftask.write("\t\tCSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();\n")
+            ftask.write("\t\tmemset(&empty_error, 0, sizeof(empty_error));\n")
+            ftask.write("\t\ttask.task_error = empty_error;\n")
+            ftask.write("\t}\n")
+        else:
+            ftask.write("\n")
+            ftask.write("\tif (" + cbArgsValueList[i][1:] + ")\n")
+            ftask.write("\t{\n")
+            ftask.write("\t\ttask.task_data = " + cbArgsValueList[i] + ";\n")
+            ftask.write("\t}\n")
+            ftask.write("\telse\n")
+            ftask.write("\t{\n")
+            ftask.write("\t\t" + type_ + " empty_data = " + type_ + "();\n")
+            ftask.write("\t\tmemset(&empty_data, 0, sizeof(empty_data));\n")
+            ftask.write("\t\ttask.task_data = empty_data;\n")
+            ftask.write("\t}\n")            
+
+    ftask.write("\tthis->task_queue.push(task);\n")
+    ftask.write("};\n")
+    ftask.write("\n")
+
+
+def createProcess(cbName, cbArgsTypeList, cbArgsValueList):
+    # 从队列中提取任务，并转化为python字典
+    fprocess.write("void " + apiName + '::' + cbName.replace('On', 'process') + '(Task task)' + "\n")
+    fprocess.write("{\n")
+    fprocess.write("\tPyLock lock;\n")
+
+    onArgsList = []
+
+    for i, type_ in enumerate(cbArgsTypeList):
+        if 'CSgitFtdcRspInfoField' in type_:
+            fprocess.write("\t"+ type_ + ' task_error = any_cast<' + type_ + '>(task.task_error);\n')
+            fprocess.write("\t"+ "dict error;\n")
+
+            struct = structDict[type_]
+            for key in struct.keys():
+                fprocess.write("\t"+ 'error["' + key + '"] = task_error.' + key + ';\n')
+
+            fprocess.write("\n")
+
+            onArgsList.append('error')
+
+        elif type_ in structDict:
+            fprocess.write("\t"+ type_ + ' task_data = any_cast<' + type_ + '>(task.task_data);\n')
+            fprocess.write("\t"+ "dict data;\n")
+
+            struct = structDict[type_]
+            for key in struct.keys():
+                fprocess.write("\t"+ 'data["' + key + '"] = task_data.' + key + ';\n')
+
+            fprocess.write("\n")
+
+            onArgsList.append('data')
+
+        elif type_ == 'bool':
+            onArgsList.append('task.task_last')
+
+        elif type_ == 'int':
+            onArgsList.append('task.task_id')
+
+    onArgs = join(onArgsList, ', ')
+    fprocess.write('\tthis->' + cbName.replace('On', 'on') + '(' + onArgs +');\n')
+
+    fprocess.write("};\n")
+    fprocess.write("\n")
+
+
+def processFunction(line):
+    line = line.replace('	virtual int ', '')       # 删除行首的无效内容
+    line = line.replace(') = 0;\n', '')                # 删除行尾的无效内容
+
+    content = line.split('(')
+    fcName = content[0]                             # 回调函数名称
+
+    fcArgs = content[1]                             # 回调函数参数
+    fcArgs = fcArgs.replace(')', '')
+
+    fcArgsList = fcArgs.split(',')                 # 将每个参数转化为列表
+
+    fcArgsTypeList = []
+    fcArgsValueList = []
+
+    for arg in fcArgsList:                          # 开始处理参数
+        content = arg.split(' ')
+        if len(content) >= 2:
+            fcArgsTypeList.append(content[0])           # 参数类型列表
+            fcArgsValueList.append(content[1])          # 参数数据列表
+
+    print line
+    print fcArgs
+    print fcArgsList
+    print fcArgsTypeList
+    if len(fcArgsTypeList)>0 and fcArgsTypeList[0] in structDict:
+        createFunction(fcName, fcArgsTypeList, fcArgsValueList)
+        
+    # 生成.h文件中的主动函数部分
+    if 'Req' in fcName:
+        req_line = 'int req' + fcName[3:] + '(dict req,  int nRequestID);\n'
+        fheaderfunction.write(req_line)
+        fheaderfunction.write('\n')
+
+
+def createFunction(fcName, fcArgsTypeList, fcArgsValueList):
+    type_ = fcArgsTypeList[0]
+    struct = structDict[type_]
+
+    ffunction.write('int ' + apiName + '::req' + fcName[3:] + '(dict req, int nRequestID)\n')
+    ffunction.write('{\n')
+    ffunction.write('\t' + type_ +' myreq = ' + type_ + '();\n')
+    ffunction.write('\tmemset(&myreq, 0, sizeof(myreq));\n')
+
+    for key, value in struct.items():
+        if value == 'string':
+            line = '\tgetString(req, "' + key + '", myreq.' + key + ');\n'
+        elif value == 'char':
+            line = '\tgetChar(req, "' + key + '", &myreq.' + key + ');\n'
+        elif value == 'int':
+            line = '\tgetInt(req, "' + key + '", &myreq.' + key + ');\n'
+        elif value == 'long':
+            line = '\tgetLong(req, "' + key + '", &myreq.' + key + ');\n'
+        elif value == 'short':
+            line = '\tgetShort(req, "' + key + '", &myreq.' + key + ');\n'
+        elif value == 'double':
+            line = '\tgetDouble(req, "' + key + '", &myreq.' + key + ');\n'
+        ffunction.write(line)
+
+    ffunction.write('\tint i = this->api->' + fcName + '(&myreq, nRequestID);\n')
+    ffunction.write('\treturn i;\n')
+
+    ffunction.write('};\n')
+    ffunction.write('\n')
+
+
+
+
+#########################################################
+apiName = 'MdApi'
+
+fcpp = open('SgitFtdcMdApi.h', 'r')
+ftask = open('sgit_md_task.cpp', 'w')
+fprocess = open('sgit_md_process.cpp', 'w')
+ffunction = open('sgit_md_function.cpp', 'w')
+fdefine = open('sgit_md_define.cpp', 'w')
+fswitch = open('sgit_md_switch.cpp', 'w')
+fheaderprocess = open('sgit_md_header_process.h', 'w')
+fheaderon = open('sgit_md_header_on.h', 'w')
+fheaderfunction = open('sgit_md_header_function.h', 'w')
+fwrap = open('sgit_md_wrap.cpp', 'w')
+
+define_count = 1
+
+for line in fcpp:
+    if "	virtual void On" in line:
+        print 'callback'
+        processCallBack(line)
+    elif "	virtual int" in line:
+        print 'function'
+        processFunction(line)
+
+fcpp.close()
+ftask.close()
+fprocess.close()
+ffunction.close()
+fswitch.close()
+fdefine.close()
+fheaderprocess.close()
+fheaderon.close()
+fheaderfunction.close()
+fwrap.close()

vn.sgit/pyscript/generate_struct.py

@@ -0,0 +1,78 @@
+# encoding: UTF-8
+
+__author__ = 'CHENXY'
+
+from sgit_data_type import *
+import re
+
+def main():
+    """主函数"""
+    fcpp = open('SgitFtdcUserApiStruct.h', 'r')
+    fpy = open('sgit_struct.py', 'w')
+
+    fpy.write('# encoding: UTF-8\n')
+    fpy.write('\n')
+    fpy.write('structDict = {}\n')
+    fpy.write('\n')
+
+    for no, line in enumerate(fcpp):
+        # 结构体申明注释
+        if '///' in line and '\t' not in line:
+            py_line = '#' + line[3:]
+
+        # 结构体变量注释
+        elif '\t///' in line:
+            py_line = '#' + line[4:]
+
+        # 结构体申明
+        elif 'struct' in line:
+            content = line.split(' ')
+            name = content[-1].replace('\n','')
+            py_line = '%s = {}\n' % name
+
+        # 结构体变量
+        elif '	' in line and '///' not in line and '{' not in line:
+            #content = line.split('\t')
+            
+            if ' ;' in line:
+                line = line.replace(' ;', ';')
+
+            if ' ' in line:
+                line = re.sub(' +', '\t', line)
+
+            if '\t\t' in line:
+                line = re.sub('\t+', '\t', line)
+
+            if '//' in line:
+                n = line.index('//')
+                line = line[:n]
+
+            print no, ':', line
+
+            content = line.split('\t')
+            print content
+
+            typedef = content[1]
+            type_ = typedefDict[typedef]
+            variable = content[2].replace(';\n', "")
+            if ';' in variable:
+                variable = variable.replace(';', '')
+            py_line = '%s["%s"] = "%s"\n' % (name, variable, type_)
+
+        # 结构体结束
+        elif '}' in line:
+            py_line = "structDict['%s'] = %s\n\n" % (name, name)
+
+        # 结构体开始
+        elif '{' in line:
+            py_line = ''
+
+        # 其他
+        else:
+            py_line = '\n'
+
+        fpy.write(py_line.decode('gbk').encode('utf-8'))
+
+
+if __name__ == '__main__':
+    main()

vn.sgit/pyscript/generate_td_functions.py

@@ -0,0 +1,310 @@
+# encoding: UTF-8
+
+__author__ = 'CHENXY'
+
+from string import join
+from sgit_struct import structDict
+
+
+
+def processCallBack(line):
+    orignalLine = line
+    line = line.replace('	virtual void ', '')      # 删除行首的无效内容
+    line = line.replace('{};\n', '')                # 删除行尾的无效内容
+
+    content = line.split('(')
+    cbName = content[0]                             # 回调函数名称
+
+    cbArgs = content[1]                             # 回调函数参数
+    if cbArgs[-1] == ' ':
+        cbArgs = cbArgs.replace(') ', '')
+    else:
+        cbArgs = cbArgs.replace(')', '')
+
+    cbArgsList = cbArgs.split(', ')                 # 将每个参数转化为列表
+
+    cbArgsTypeList = []
+    cbArgsValueList = []
+
+    for arg in cbArgsList:                          # 开始处理参数
+        content = arg.split(' ')
+        if len(content) > 1:
+            if 'struct' not in content:
+                cbArgsTypeList.append(content[0])           # 参数类型列表
+                cbArgsValueList.append(content[1])          # 参数数据列表
+            else:
+                print content
+                cbArgsTypeList.append(content[1])           # 参数类型列表
+                cbArgsValueList.append(content[2]+content[3])          # 参数数据列表
+
+    createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine)
+    createProcess(cbName, cbArgsTypeList, cbArgsValueList)
+    
+    # 生成.h文件中的process部分
+    process_line = 'void process' + cbName[2:] + '(Task task);\n'
+    fheaderprocess.write(process_line)
+    fheaderprocess.write('\n')
+
+    # 生成.h文件中的on部分
+    if 'OnRspError' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict error) {};\n'
+    elif 'OnRspQry' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last) {};\n'
+    elif 'OnRsp' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last) {};\n'
+    elif 'OnRtn' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data) {};\n'
+    elif 'OnErrRtn' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error) {};\n'
+    else:
+        on_line = ''
+    fheaderon.write(on_line)
+    fheaderon.write('\n')
+    
+    # 生成封装部分
+    createWrap(cbName)
+    
+
+#----------------------------------------------------------------------
+def createWrap(cbName):
+    """在Python封装段代码中进行处理"""
+    # 生成.h文件中的on部分
+    if 'OnRspError' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict error)\n'    
+        override_line = '("on' + cbName[2:] + '")(error);\n' 
+    elif 'OnRsp' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last)\n'
+        override_line = '("on' + cbName[2:] + '")(data, error, id, last);\n' 
+    elif 'OnRtn' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data)\n'
+        override_line = '("on' + cbName[2:] + '")(data);\n'
+    elif 'OnErrRtn' in cbName:
+        on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error)\n'
+        override_line = '("on' + cbName[2:] + '")(data, error);\n'
+    else:
+        on_line = ''
+        
+    if on_line is not '':
+        fwrap.write(on_line)
+        fwrap.write('{\n')
+        fwrap.write('\ttry\n')
+        fwrap.write('\t{\n')
+        fwrap.write('\t\tthis->get_override'+override_line)
+        fwrap.write('\t}\n')
+        fwrap.write('\tcatch (error_already_set const &)\n')
+        fwrap.write('\t{\n')
+        fwrap.write('\t\tPyErr_Print();\n')
+        fwrap.write('\t}\n')
+        fwrap.write('};\n')
+        fwrap.write('\n')
+    
+    
+
+def createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine):
+    # 从回调函数生成任务对象，并放入队列
+    funcline = orignalLine.replace('	virtual void ', 'void ' + apiName + '::')
+    funcline = funcline.replace('{};', '')
+    funcline = funcline.replace(' {}', '')
+
+    ftask.write(funcline)
+    ftask.write('{\n')
+    ftask.write("\tTask task = Task();\n")
+
+    ftask.write("\ttask.task_name = " + cbName.upper() + ";\n")
+
+    # define常量
+    global define_count
+    fdefine.write("#define " + cbName.upper() + ' ' + str(define_count) + '\n')
+    define_count = define_count + 1
+
+    # switch段代码
+    fswitch.write("case " + cbName.upper() + ':\n')
+    fswitch.write("{\n")
+    fswitch.write("\tthis->" + cbName.replace('On', 'process') + '(task);\n')
+    fswitch.write("\tbreak;\n")
+    fswitch.write("}\n")
+    fswitch.write("\n")
+
+    for i, type_ in enumerate(cbArgsTypeList):
+        if type_ == 'int':
+            ftask.write("\ttask.task_id = " + cbArgsValueList[i] + ";\n")
+        elif type_ == 'bool':
+            ftask.write("\ttask.task_last = " + cbArgsValueList[i] + ";\n")
+        elif 'CSgitFtdcRspInfoField' in type_:
+            ftask.write("\n")
+            ftask.write("\tif (pRspInfo)\n")
+            ftask.write("\t{\n")
+            ftask.write("\t\ttask.task_error = " + cbArgsValueList[i] + ";\n")
+            ftask.write("\t}\n")
+            ftask.write("\telse\n")
+            ftask.write("\t{\n")
+            ftask.write("\t\tCSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();\n")
+            ftask.write("\t\tmemset(&empty_error, 0, sizeof(empty_error));\n")
+            ftask.write("\t\ttask.task_error = empty_error;\n")
+            ftask.write("\t}\n")
+        else:
+            ftask.write("\n")
+            ftask.write("\tif (" + cbArgsValueList[i][1:] + ")\n")
+            ftask.write("\t{\n")
+            ftask.write("\t\ttask.task_data = " + cbArgsValueList[i] + ";\n")
+            ftask.write("\t}\n")
+            ftask.write("\telse\n")
+            ftask.write("\t{\n")
+            ftask.write("\t\t" + type_ + " empty_data = " + type_ + "();\n")
+            ftask.write("\t\tmemset(&empty_data, 0, sizeof(empty_data));\n")
+            ftask.write("\t\ttask.task_data = empty_data;\n")
+            ftask.write("\t}\n")            
+
+    ftask.write("\tthis->task_queue.push(task);\n")
+    ftask.write("};\n")
+    ftask.write("\n")
+
+
+def createProcess(cbName, cbArgsTypeList, cbArgsValueList):
+    # 从队列中提取任务，并转化为python字典
+    fprocess.write("void " + apiName + '::' + cbName.replace('On', 'process') + '(Task task)' + "\n")
+    fprocess.write("{\n")
+    fprocess.write("\tPyLock lock;\n")
+
+    onArgsList = []
+
+    for i, type_ in enumerate(cbArgsTypeList):
+        if 'CSgitFtdcRspInfoField' in type_:
+            fprocess.write("\t"+ type_ + ' task_error = any_cast<' + type_ + '>(task.task_error);\n')
+            fprocess.write("\t"+ "dict error;\n")
+
+            struct = structDict[type_]
+            for key in struct.keys():
+                fprocess.write("\t"+ 'error["' + key + '"] = task_error.' + key + ';\n')
+
+            fprocess.write("\n")
+
+            onArgsList.append('error')
+
+        elif type_ in structDict:
+            fprocess.write("\t"+ type_ + ' task_data = any_cast<' + type_ + '>(task.task_data);\n')
+            fprocess.write("\t"+ "dict data;\n")
+
+            struct = structDict[type_]
+            for key in struct.keys():
+                fprocess.write("\t"+ 'data["' + key + '"] = task_data.' + key + ';\n')
+
+            fprocess.write("\n")
+
+            onArgsList.append('data')
+
+        elif type_ == 'bool':
+            onArgsList.append('task.task_last')
+
+        elif type_ == 'int':
+            onArgsList.append('task.task_id')
+
+    onArgs = join(onArgsList, ', ')
+    fprocess.write('\tthis->' + cbName.replace('On', 'on') + '(' + onArgs +');\n')
+
+    fprocess.write("};\n")
+    fprocess.write("\n")
+
+
+def processFunction(line):
+    line = line.replace('	virtual int ', '')       # 删除行首的无效内容
+    line = line.replace(') = 0;\n', '')                # 删除行尾的无效内容
+
+    content = line.split('(')
+    fcName = content[0]                             # 回调函数名称
+
+    fcArgs = content[1]                             # 回调函数参数
+    fcArgs = fcArgs.replace(')', '')
+
+    fcArgsList = fcArgs.split(',')                 # 将每个参数转化为列表
+
+    fcArgsTypeList = []
+    fcArgsValueList = []
+
+    for arg in fcArgsList:                          # 开始处理参数
+        content = arg.split(' ')
+        if len(content) >= 2:
+            fcArgsTypeList.append(content[0])           # 参数类型列表
+            fcArgsValueList.append(content[1])          # 参数数据列表
+
+    print line
+    print fcArgs
+    print fcArgsList
+    print fcArgsTypeList
+    if len(fcArgsTypeList)>0 and fcArgsTypeList[0] in structDict:
+        createFunction(fcName, fcArgsTypeList, fcArgsValueList)
+        
+    # 生成.h文件中的主动函数部分
+    if 'Req' in fcName:
+        req_line = 'int req' + fcName[3:] + '(dict req,  int nRequestID);\n'
+        fheaderfunction.write(req_line)
+        fheaderfunction.write('\n')
+
+
+def createFunction(fcName, fcArgsTypeList, fcArgsValueList):
+    type_ = fcArgsTypeList[0]
+    struct = structDict[type_]
+
+    ffunction.write('int ' + apiName + '::req' + fcName[3:] + '(dict req, int nRequestID)\n')
+    ffunction.write('{\n')
+    ffunction.write('\t' + type_ +' myreq = ' + type_ + '();\n')
+    ffunction.write('\tmemset(&myreq, 0, sizeof(myreq));\n')
+
+    for key, value in struct.items():
+        if value == 'string':
+            line = '\tgetString(req, "' + key + '", myreq.' + key + ');\n'
+        elif value == 'char':
+            line = '\tgetChar(req, "' + key + '", &myreq.' + key + ');\n'
+        elif value == 'int':
+            line = '\tgetInt(req, "' + key + '", &myreq.' + key + ');\n'
+        elif value == 'long':
+            line = '\tgetLong(req, "' + key + '", &myreq.' + key + ');\n'
+        elif value == 'short':
+            line = '\tgetShort(req, "' + key + '", &myreq.' + key + ');\n'
+        elif value == 'float':
+            line = '\tgetDouble(req, "' + key + '", &myreq.' + key + ');\n'
+        ffunction.write(line)
+
+    ffunction.write('\tint i = this->api->' + fcName + '(&myreq, nRequestID);\n')
+    ffunction.write('\treturn i;\n')
+
+    ffunction.write('};\n')
+    ffunction.write('\n')
+
+
+
+
+#########################################################
+apiName = 'TdApi'
+
+fcpp = open('SgitFtdcTraderApi.h', 'r')
+ftask = open('sgit_td_task.cpp', 'w')
+fprocess = open('sgit_td_process.cpp', 'w')
+ffunction = open('sgit_td_function.cpp', 'w')
+fdefine = open('sgit_td_define.cpp', 'w')
+fswitch = open('sgit_td_switch.cpp', 'w')
+fheaderprocess = open('sgit_td_header_process.h', 'w')
+fheaderon = open('sgit_td_header_on.h', 'w')
+fheaderfunction = open('sgit_td_header_function.h', 'w')
+fwrap = open('sgit_td_wrap.cpp', 'w')
+
+define_count = 1
+
+for line in fcpp:
+    if "	virtual void On" in line:
+        print 'callback'
+        processCallBack(line)
+    elif "	virtual int" in line:
+        print 'function'
+        processFunction(line)
+
+fcpp.close()
+ftask.close()
+fprocess.close()
+ffunction.close()
+fswitch.close()
+fdefine.close()
+fheaderprocess.close()
+fheaderon.close()
+fheaderfunction.close()
+fwrap.close()

vn.sgit/pyscript/sgit_md_define.cpp

@@ -0,0 +1,5 @@
+#define ONFRONTCONNECTED 1
+#define ONFRONTDISCONNECTED 2
+#define ONRSPUSERLOGIN 3
+#define ONRSPUSERLOGOUT 4
+#define ONRTNDEPTHMARKETDATA 5

vn.sgit/pyscript/sgit_md_function.cpp

@@ -0,0 +1,37 @@
+int MdApi::reqQuot(dict req, int nRequestID)
+{
+	CSgitSubQuotField myreq = CSgitSubQuotField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "ContractID", myreq.ContractID);
+	int i = this->api->SubQuot(&myreq, nRequestID);
+	return i;
+};
+
+int MdApi::reqUserLogin(dict req, int nRequestID)
+{
+	CSgitFtdcReqUserLoginField myreq = CSgitFtdcReqUserLoginField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "MacAddress", myreq.MacAddress);
+	getString(req, "UserProductInfo", myreq.UserProductInfo);
+	getString(req, "UserID", myreq.UserID);
+	getString(req, "TradingDay", myreq.TradingDay);
+	getString(req, "InterfaceProductInfo", myreq.InterfaceProductInfo);
+	getString(req, "BrokerID", myreq.BrokerID);
+	getString(req, "ClientIPAddress", myreq.ClientIPAddress);
+	getString(req, "OneTimePassword", myreq.OneTimePassword);
+	getString(req, "ProtocolInfo", myreq.ProtocolInfo);
+	getString(req, "Password", myreq.Password);
+	int i = this->api->ReqUserLogin(&myreq, nRequestID);
+	return i;
+};
+
+int MdApi::reqUserLogout(dict req, int nRequestID)
+{
+	CSgitFtdcUserLogoutField myreq = CSgitFtdcUserLogoutField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "UserID", myreq.UserID);
+	getString(req, "BrokerID", myreq.BrokerID);
+	int i = this->api->ReqUserLogout(&myreq, nRequestID);
+	return i;
+};
+

vn.sgit/pyscript/sgit_md_header_function.h

@@ -0,0 +1,4 @@
+int reqUserLogin(dict req,  int nRequestID);
+
+int reqUserLogout(dict req,  int nRequestID);
+

vn.sgit/pyscript/sgit_md_header_on.h

@@ -0,0 +1,8 @@
+
+
+virtual void onRspUserLogin(dict data, dict error, int id, bool last) {};
+
+virtual void onRspUserLogout(dict data, dict error, int id, bool last) {};
+
+virtual void onRtnDepthMarketData(dict data) {};
+

vn.sgit/pyscript/sgit_md_header_process.h

@@ -0,0 +1,10 @@
+void processFrontConnected(Task task);
+
+void processFrontDisconnected(Task task);
+
+void processRspUserLogin(Task task);
+
+void processRspUserLogout(Task task);
+
+void processRtnDepthMarketData(Task task);
+

vn.sgit/pyscript/sgit_md_process.cpp

@@ -0,0 +1,106 @@
+void MdApi::processFrontConnected(Task task)
+{
+	PyLock lock;
+	this->onFrontConnected();
+};
+
+void MdApi::processFrontDisconnected(Task task)
+{
+	PyLock lock;
+	this->onFrontDisconnected();
+};
+
+void MdApi::processRspUserLogin(Task task)
+{
+	PyLock lock;
+	CSgitFtdcRspUserLoginField task_data = any_cast<CSgitFtdcRspUserLoginField>(task.task_data);
+	dict data;
+	data["CZCETime"] = task_data.CZCETime;
+	data["SHFETime"] = task_data.SHFETime;
+	data["MaxOrderRef"] = task_data.MaxOrderRef;
+	data["UserID"] = task_data.UserID;
+	data["TradingDay"] = task_data.TradingDay;
+	data["SessionID"] = task_data.SessionID;
+	data["SystemName"] = task_data.SystemName;
+	data["FrontID"] = task_data.FrontID;
+	data["FFEXTime"] = task_data.FFEXTime;
+	data["BrokerID"] = task_data.BrokerID;
+	data["DCETime"] = task_data.DCETime;
+	data["LoginTime"] = task_data.LoginTime;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspUserLogin(data, error, task.task_id, task.task_last);
+};
+
+void MdApi::processRspUserLogout(Task task)
+{
+	PyLock lock;
+	CSgitFtdcUserLogoutField task_data = any_cast<CSgitFtdcUserLogoutField>(task.task_data);
+	dict data;
+	data["UserID"] = task_data.UserID;
+	data["BrokerID"] = task_data.BrokerID;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspUserLogout(data, error, task.task_id, task.task_last);
+};
+
+void MdApi::processRtnDepthMarketData(Task task)
+{
+	PyLock lock;
+	CSgitFtdcDepthMarketDataField task_data = any_cast<CSgitFtdcDepthMarketDataField>(task.task_data);
+	dict data;
+	data["HighestPrice"] = task_data.HighestPrice;
+	data["BidPrice5"] = task_data.BidPrice5;
+	data["BidPrice4"] = task_data.BidPrice4;
+	data["BidPrice1"] = task_data.BidPrice1;
+	data["BidPrice3"] = task_data.BidPrice3;
+	data["BidPrice2"] = task_data.BidPrice2;
+	data["LowerLimitPrice"] = task_data.LowerLimitPrice;
+	data["OpenPrice"] = task_data.OpenPrice;
+	data["AskPrice5"] = task_data.AskPrice5;
+	data["AskPrice4"] = task_data.AskPrice4;
+	data["AskPrice3"] = task_data.AskPrice3;
+	data["PreClosePrice"] = task_data.PreClosePrice;
+	data["AskPrice1"] = task_data.AskPrice1;
+	data["PreSettlementPrice"] = task_data.PreSettlementPrice;
+	data["AskVolume1"] = task_data.AskVolume1;
+	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["PreOpenInterest"] = task_data.PreOpenInterest;
+	data["AskPrice2"] = task_data.AskPrice2;
+	data["Volume"] = task_data.Volume;
+	data["AskVolume3"] = task_data.AskVolume3;
+	data["AskVolume2"] = task_data.AskVolume2;
+	data["AskVolume5"] = task_data.AskVolume5;
+	data["AskVolume4"] = task_data.AskVolume4;
+	data["UpperLimitPrice"] = task_data.UpperLimitPrice;
+	data["BidVolume1"] = task_data.BidVolume1;
+	data["InstrumentID"] = task_data.InstrumentID;
+	data["ClosePrice"] = task_data.ClosePrice;
+	data["ExchangeID"] = task_data.ExchangeID;
+	data["TradingDay"] = task_data.TradingDay;
+	data["PreDelta"] = task_data.PreDelta;
+	data["OpenInterest"] = task_data.OpenInterest;
+	data["CurrDelta"] = task_data.CurrDelta;
+	data["Turnover"] = task_data.Turnover;
+	data["LastPrice"] = task_data.LastPrice;
+	data["SettlementPrice"] = task_data.SettlementPrice;
+	data["ExchangeInstID"] = task_data.ExchangeInstID;
+	data["LowestPrice"] = task_data.LowestPrice;
+
+	this->onRtnDepthMarketData(data);
+};
+

vn.sgit/pyscript/sgit_md_switch.cpp

@@ -0,0 +1,30 @@
+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 ONRTNDEPTHMARKETDATA:
+{
+	this->processRtnDepthMarketData(task);
+	break;
+}
+

vn.sgit/pyscript/sgit_md_task.cpp

@@ -0,0 +1,107 @@
+void MdApi::OnFrontConnected()
+{
+	Task task = Task();
+	task.task_name = ONFRONTCONNECTED;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnFrontDisconnected(char *pErrMsg)	
+{
+	Task task = Task();
+	task.task_name = ONFRONTDISCONNECTED;
+
+	if (pErrMsg{};	
+)
+	{
+		task.task_data = *pErrMsg{};	
+;
+	}
+	else
+	{
+		char empty_data = char();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRspUserLogin(CSgitFtdcRspUserLoginField *pRspUserLogin, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
+{
+	Task task = Task();
+	task.task_name = ONRSPUSERLOGIN;
+
+	if (pRspUserLogin)
+	{
+		task.task_data = *pRspUserLogin;
+	}
+	else
+	{
+		CSgitFtdcRspUserLoginField empty_data = CSgitFtdcRspUserLoginField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRspUserLogout(CSgitFtdcUserLogoutField *pUserLogout, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
+{
+	Task task = Task();
+	task.task_name = ONRSPUSERLOGOUT;
+
+	if (pUserLogout)
+	{
+		task.task_data = *pUserLogout;
+	}
+	else
+	{
+		CSgitFtdcUserLogoutField empty_data = CSgitFtdcUserLogoutField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRtnDepthMarketData(CSgitFtdcDepthMarketDataField *pDepthMarketData) 
+{
+	Task task = Task();
+	task.task_name = ONRTNDEPTHMARKETDATA;
+
+	if (pDepthMarketData)
+	{
+		task.task_data = *pDepthMarketData;
+	}
+	else
+	{
+		CSgitFtdcDepthMarketDataField empty_data = CSgitFtdcDepthMarketDataField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+	this->task_queue.push(task);
+};
+

vn.sgit/pyscript/sgit_md_wrap.cpp

@@ -0,0 +1,36 @@
+virtual void onRspUserLogin(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspUserLogin")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRspUserLogout(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspUserLogout")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRtnDepthMarketData(dict data)
+{
+	try
+	{
+		this->get_override("onRtnDepthMarketData")(data);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+

vn.sgit/pyscript/sgit_td_define.cpp

@@ -0,0 +1,16 @@
+#define ONFRONTCONNECTED 1
+#define ONFRONTDISCONNECTED 2
+#define ONRSPUSERLOGIN 3
+#define ONRSPUSERLOGOUT 4
+#define ONRSPUSERPASSWORDUPDATE 5
+#define ONRSPORDERINSERT 6
+#define ONRSPORDERACTION 7
+#define ONRSPQRYORDER 8
+#define ONRSPQRYTRADINGACCOUNT 9
+#define ONRSPQRYINVESTOR 10
+#define ONRSPQRYINSTRUMENT 11
+#define ONRTNORDER 12
+#define ONRTNTRADE 13
+#define ONRTNINSTRUMENTSTATUS 14
+#define ONRSPQRYINVESTORPOSITIONDETAIL 15
+#define ONRSPQRYINVESTORPOSITION 16

vn.sgit/pyscript/sgit_td_function.cpp

@@ -0,0 +1,161 @@
+int TdApi::reqUserLogin(dict req, int nRequestID)
+{
+	CSgitFtdcReqUserLoginField myreq = CSgitFtdcReqUserLoginField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "MacAddress", myreq.MacAddress);
+	getString(req, "UserProductInfo", myreq.UserProductInfo);
+	getString(req, "UserID", myreq.UserID);
+	getString(req, "TradingDay", myreq.TradingDay);
+	getString(req, "InterfaceProductInfo", myreq.InterfaceProductInfo);
+	getString(req, "BrokerID", myreq.BrokerID);
+	getString(req, "ClientIPAddress", myreq.ClientIPAddress);
+	getString(req, "OneTimePassword", myreq.OneTimePassword);
+	getString(req, "ProtocolInfo", myreq.ProtocolInfo);
+	getString(req, "Password", myreq.Password);
+	int i = this->api->ReqUserLogin(&myreq, nRequestID);
+	return i;
+};
+
+int TdApi::reqUserLogout(dict req, int nRequestID)
+{
+	CSgitFtdcUserLogoutField myreq = CSgitFtdcUserLogoutField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "UserID", myreq.UserID);
+	getString(req, "BrokerID", myreq.BrokerID);
+	int i = this->api->ReqUserLogout(&myreq, nRequestID);
+	return i;
+};
+
+int TdApi::reqUserPasswordUpdate(dict req, int nRequestID)
+{
+	CSgitFtdcUserPasswordUpdateField myreq = CSgitFtdcUserPasswordUpdateField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "UserID", myreq.UserID);
+	getString(req, "NewPassword", myreq.NewPassword);
+	getString(req, "OldPassword", myreq.OldPassword);
+	getString(req, "BrokerID", myreq.BrokerID);
+	int i = this->api->ReqUserPasswordUpdate(&myreq, nRequestID);
+	return i;
+};
+
+int TdApi::reqOrderInsert(dict req, int nRequestID)
+{
+	CSgitFtdcInputOrderField myreq = CSgitFtdcInputOrderField();
+	memset(&myreq, 0, sizeof(myreq));
+	getChar(req, "ContingentCondition", &myreq.ContingentCondition);
+	getString(req, "CombOffsetFlag", myreq.CombOffsetFlag);
+	getString(req, "UserID", myreq.UserID);
+	getDouble(req, "LimitPrice", &myreq.LimitPrice);
+	getInt(req, "UserForceClose", &myreq.UserForceClose);
+	getChar(req, "Direction", &myreq.Direction);
+	getInt(req, "VolumeTotalOriginal", &myreq.VolumeTotalOriginal);
+	getChar(req, "OrderPriceType", &myreq.OrderPriceType);
+	getChar(req, "TimeCondition", &myreq.TimeCondition);
+	getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend);
+	getDouble(req, "StopPrice", &myreq.StopPrice);
+	getString(req, "InstrumentID", myreq.InstrumentID);
+	getInt(req, "MinVolume", &myreq.MinVolume);
+	getChar(req, "ForceCloseReason", &myreq.ForceCloseReason);
+	getString(req, "BrokerID", myreq.BrokerID);
+	getString(req, "CombHedgeFlag", myreq.CombHedgeFlag);
+	getString(req, "GTDDate", myreq.GTDDate);
+	getString(req, "BusinessUnit", myreq.BusinessUnit);
+	getString(req, "OrderRef", myreq.OrderRef);
+	getString(req, "InvestorID", myreq.InvestorID);
+	getChar(req, "VolumeCondition", &myreq.VolumeCondition);
+	getInt(req, "RequestID", &myreq.RequestID);
+	int i = this->api->ReqOrderInsert(&myreq, nRequestID);
+	return i;
+};
+
+int TdApi::reqOrderAction(dict req, int nRequestID)
+{
+	CSgitFtdcInputOrderActionField myreq = CSgitFtdcInputOrderActionField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "InstrumentID", myreq.InstrumentID);
+	getString(req, "ExchangeID", myreq.ExchangeID);
+	getChar(req, "ActionFlag", &myreq.ActionFlag);
+	getInt(req, "OrderActionRef", &myreq.OrderActionRef);
+	getString(req, "UserID", myreq.UserID);
+	getDouble(req, "LimitPrice", &myreq.LimitPrice);
+	getString(req, "OrderRef", myreq.OrderRef);
+	getString(req, "InvestorID", myreq.InvestorID);
+	getInt(req, "SessionID", &myreq.SessionID);
+	getInt(req, "VolumeChange", &myreq.VolumeChange);
+	getString(req, "BrokerID", myreq.BrokerID);
+	getInt(req, "RequestID", &myreq.RequestID);
+	getString(req, "OrderSysID", myreq.OrderSysID);
+	getInt(req, "FrontID", &myreq.FrontID);
+	int i = this->api->ReqOrderAction(&myreq, nRequestID);
+	return i;
+};
+
+int TdApi::reqQryOrder(dict req, int nRequestID)
+{
+	CSgitFtdcQryOrderField myreq = CSgitFtdcQryOrderField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "InstrumentID", myreq.InstrumentID);
+	getString(req, "ExchangeID", myreq.ExchangeID);
+	getString(req, "InsertTimeStart", myreq.InsertTimeStart);
+	getString(req, "InvestorID", myreq.InvestorID);
+	getString(req, "BrokerID", myreq.BrokerID);
+	getString(req, "OrderSysID", myreq.OrderSysID);
+	getString(req, "InsertTimeEnd", myreq.InsertTimeEnd);
+	int i = this->api->ReqQryOrder(&myreq, nRequestID);
+	return i;
+};
+
+int TdApi::reqQryTradingAccount(dict req, int nRequestID)
+{
+	CSgitFtdcQryTradingAccountField myreq = CSgitFtdcQryTradingAccountField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "InvestorID", myreq.InvestorID);
+	getString(req, "BrokerID", myreq.BrokerID);
+	int i = this->api->ReqQryTradingAccount(&myreq, nRequestID);
+	return i;
+};
+
+int TdApi::reqQryInvestor(dict req, int nRequestID)
+{
+	CSgitFtdcQryInvestorField myreq = CSgitFtdcQryInvestorField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "InvestorID", myreq.InvestorID);
+	getString(req, "BrokerID", myreq.BrokerID);
+	int i = this->api->ReqQryInvestor(&myreq, nRequestID);
+	return i;
+};
+
+int TdApi::reqQryInstrument(dict req, int nRequestID)
+{
+	CSgitFtdcQryInstrumentField myreq = CSgitFtdcQryInstrumentField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "InstrumentID", myreq.InstrumentID);
+	getString(req, "ExchangeID", myreq.ExchangeID);
+	getString(req, "ExchangeInstID", myreq.ExchangeInstID);
+	getString(req, "ProductID", myreq.ProductID);
+	int i = this->api->ReqQryInstrument(&myreq, nRequestID);
+	return i;
+};
+
+int TdApi::reqQryInvestorPositionDetail(dict req, int nRequestID)
+{
+	CSgitFtdcQryInvestorPositionDetailField myreq = CSgitFtdcQryInvestorPositionDetailField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "InstrumentID", myreq.InstrumentID);
+	getString(req, "InvestorID", myreq.InvestorID);
+	getString(req, "BrokerID", myreq.BrokerID);
+	int i = this->api->ReqQryInvestorPositionDetail(&myreq, nRequestID);
+	return i;
+};
+
+int TdApi::reqQryInvestorPosition(dict req, int nRequestID)
+{
+	CSgitFtdcQryInvestorPositionField myreq = CSgitFtdcQryInvestorPositionField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "InstrumentID", myreq.InstrumentID);
+	getString(req, "InvestorID", myreq.InvestorID);
+	getString(req, "BrokerID", myreq.BrokerID);
+	int i = this->api->ReqQryInvestorPosition(&myreq, nRequestID);
+	return i;
+};
+

vn.sgit/pyscript/sgit_td_header_function.h

@@ -0,0 +1,24 @@
+int reqUserLogin(dict req,  int nRequestID);
+
+int reqUserLogout(dict req,  int nRequestID);
+
+int reqUserPasswordUpdate(dict req,  int nRequestID);
+
+int reqOrderInsert(dict req,  int nRequestID);
+
+int reqOrderAction(dict req,  int nRequestID);
+
+int reqQryOrder(dict req,  int nRequestID);
+
+int reqQryTradingAccount(dict req,  int nRequestID);
+
+int reqQryInvestor(dict req,  int nRequestID);
+
+int reqQryInstrument(dict req,  int nRequestID);
+
+int reqQryInvestorPositionDetail(dict req,  int nRequestID);
+
+int reqQryInvestorPosition(dict req,  int nRequestID);
+
+int reqMBLQuot(dict req,  int nRequestID);
+

vn.sgit/pyscript/sgit_td_header_on.h

@@ -0,0 +1,30 @@
+
+
+virtual void onRspUserLogin(dict data, dict error, int id, bool last) {};
+
+virtual void onRspUserLogout(dict data, dict error, int id, bool last) {};
+
+virtual void onRspUserPasswordUpdate(dict data, dict error, int id, bool last) {};
+
+virtual void onRspOrderInsert(dict data, dict error, int id, bool last) {};
+
+virtual void onRspOrderAction(dict data, dict error, int id, bool last) {};
+
+virtual void onRspQryOrder(dict data, dict error, int id, bool last) {};
+
+virtual void onRspQryTradingAccount(dict data, dict error, int id, bool last) {};
+
+virtual void onRspQryInvestor(dict data, dict error, int id, bool last) {};
+
+virtual void onRspQryInstrument(dict data, dict error, int id, bool last) {};
+
+virtual void onRtnOrder(dict data) {};
+
+virtual void onRtnTrade(dict data) {};
+
+virtual void onRtnInstrumentStatus(dict data) {};
+
+virtual void onRspQryInvestorPositionDetail(dict data, dict error, int id, bool last) {};
+
+virtual void onRspQryInvestorPosition(dict data, dict error, int id, bool last) {};
+

vn.sgit/pyscript/sgit_td_header_process.h

@@ -0,0 +1,32 @@
+void processFrontConnected(Task task);
+
+void processFrontDisconnected(Task task);
+
+void processRspUserLogin(Task task);
+
+void processRspUserLogout(Task task);
+
+void processRspUserPasswordUpdate(Task task);
+
+void processRspOrderInsert(Task task);
+
+void processRspOrderAction(Task task);
+
+void processRspQryOrder(Task task);
+
+void processRspQryTradingAccount(Task task);
+
+void processRspQryInvestor(Task task);
+
+void processRspQryInstrument(Task task);
+
+void processRtnOrder(Task task);
+
+void processRtnTrade(Task task);
+
+void processRtnInstrumentStatus(Task task);
+
+void processRspQryInvestorPositionDetail(Task task);
+
+void processRspQryInvestorPosition(Task task);
+

vn.sgit/pyscript/sgit_td_process.cpp

@@ -0,0 +1,528 @@
+void TdApi::processFrontConnected(Task task)
+{
+	PyLock lock;
+	this->onFrontConnected();
+};
+
+void TdApi::processFrontDisconnected(Task task)
+{
+	PyLock lock;
+	this->onFrontDisconnected();
+};
+
+void TdApi::processRspUserLogin(Task task)
+{
+	PyLock lock;
+	CSgitFtdcRspUserLoginField task_data = any_cast<CSgitFtdcRspUserLoginField>(task.task_data);
+	dict data;
+	data["CZCETime"] = task_data.CZCETime;
+	data["SHFETime"] = task_data.SHFETime;
+	data["MaxOrderRef"] = task_data.MaxOrderRef;
+	data["UserID"] = task_data.UserID;
+	data["TradingDay"] = task_data.TradingDay;
+	data["SessionID"] = task_data.SessionID;
+	data["SystemName"] = task_data.SystemName;
+	data["FrontID"] = task_data.FrontID;
+	data["FFEXTime"] = task_data.FFEXTime;
+	data["BrokerID"] = task_data.BrokerID;
+	data["DCETime"] = task_data.DCETime;
+	data["LoginTime"] = task_data.LoginTime;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspUserLogin(data, error, task.task_id, task.task_last);
+};
+
+void TdApi::processRspUserLogout(Task task)
+{
+	PyLock lock;
+	CSgitFtdcUserLogoutField task_data = any_cast<CSgitFtdcUserLogoutField>(task.task_data);
+	dict data;
+	data["UserID"] = task_data.UserID;
+	data["BrokerID"] = task_data.BrokerID;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspUserLogout(data, error, task.task_id, task.task_last);
+};
+
+void TdApi::processRspUserPasswordUpdate(Task task)
+{
+	PyLock lock;
+	CSgitFtdcUserPasswordUpdateField task_data = any_cast<CSgitFtdcUserPasswordUpdateField>(task.task_data);
+	dict data;
+	data["UserID"] = task_data.UserID;
+	data["NewPassword"] = task_data.NewPassword;
+	data["OldPassword"] = task_data.OldPassword;
+	data["BrokerID"] = task_data.BrokerID;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspUserPasswordUpdate(data, error, task.task_id, task.task_last);
+};
+
+void TdApi::processRspOrderInsert(Task task)
+{
+	PyLock lock;
+	CSgitFtdcInputOrderField task_data = any_cast<CSgitFtdcInputOrderField>(task.task_data);
+	dict data;
+	data["ContingentCondition"] = task_data.ContingentCondition;
+	data["CombOffsetFlag"] = task_data.CombOffsetFlag;
+	data["UserID"] = task_data.UserID;
+	data["LimitPrice"] = task_data.LimitPrice;
+	data["UserForceClose"] = task_data.UserForceClose;
+	data["Direction"] = task_data.Direction;
+	data["VolumeTotalOriginal"] = task_data.VolumeTotalOriginal;
+	data["OrderPriceType"] = task_data.OrderPriceType;
+	data["TimeCondition"] = task_data.TimeCondition;
+	data["IsAutoSuspend"] = task_data.IsAutoSuspend;
+	data["StopPrice"] = task_data.StopPrice;
+	data["InstrumentID"] = task_data.InstrumentID;
+	data["MinVolume"] = task_data.MinVolume;
+	data["ForceCloseReason"] = task_data.ForceCloseReason;
+	data["BrokerID"] = task_data.BrokerID;
+	data["CombHedgeFlag"] = task_data.CombHedgeFlag;
+	data["GTDDate"] = task_data.GTDDate;
+	data["BusinessUnit"] = task_data.BusinessUnit;
+	data["OrderRef"] = task_data.OrderRef;
+	data["InvestorID"] = task_data.InvestorID;
+	data["VolumeCondition"] = task_data.VolumeCondition;
+	data["RequestID"] = task_data.RequestID;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspOrderInsert(data, error, task.task_id, task.task_last);
+};
+
+void TdApi::processRspOrderAction(Task task)
+{
+	PyLock lock;
+	CSgitFtdcInputOrderActionField task_data = any_cast<CSgitFtdcInputOrderActionField>(task.task_data);
+	dict data;
+	data["InstrumentID"] = task_data.InstrumentID;
+	data["ExchangeID"] = task_data.ExchangeID;
+	data["ActionFlag"] = task_data.ActionFlag;
+	data["OrderActionRef"] = task_data.OrderActionRef;
+	data["UserID"] = task_data.UserID;
+	data["LimitPrice"] = task_data.LimitPrice;
+	data["OrderRef"] = task_data.OrderRef;
+	data["InvestorID"] = task_data.InvestorID;
+	data["SessionID"] = task_data.SessionID;
+	data["VolumeChange"] = task_data.VolumeChange;
+	data["BrokerID"] = task_data.BrokerID;
+	data["RequestID"] = task_data.RequestID;
+	data["OrderSysID"] = task_data.OrderSysID;
+	data["FrontID"] = task_data.FrontID;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspOrderAction(data, error, task.task_id, task.task_last);
+};
+
+void TdApi::processRspQryOrder(Task task)
+{
+	PyLock lock;
+	CSgitFtdcOrderField task_data = any_cast<CSgitFtdcOrderField>(task.task_data);
+	dict data;
+	data["ContingentCondition"] = task_data.ContingentCondition;
+	data["NotifySequence"] = task_data.NotifySequence;
+	data["ActiveUserID"] = task_data.ActiveUserID;
+	data["VolumeTraded"] = task_data.VolumeTraded;
+	data["UserProductInfo"] = task_data.UserProductInfo;
+	data["CombOffsetFlag"] = task_data.CombOffsetFlag;
+	data["TraderID"] = task_data.TraderID;
+	data["UserID"] = task_data.UserID;
+	data["LimitPrice"] = task_data.LimitPrice;
+	data["UserForceClose"] = task_data.UserForceClose;
+	data["RelativeOrderSysID"] = task_data.RelativeOrderSysID;
+	data["Direction"] = task_data.Direction;
+	data["InstallID"] = task_data.InstallID;
+	data["ParticipantID"] = task_data.ParticipantID;
+	data["VolumeTotalOriginal"] = task_data.VolumeTotalOriginal;
+	data["ExchangeInstID"] = task_data.ExchangeInstID;
+	data["ClientID"] = task_data.ClientID;
+	data["VolumeTotal"] = task_data.VolumeTotal;
+	data["OrderPriceType"] = task_data.OrderPriceType;
+	data["SessionID"] = task_data.SessionID;
+	data["TimeCondition"] = task_data.TimeCondition;
+	data["OrderStatus"] = task_data.OrderStatus;
+	data["OrderSysID"] = task_data.OrderSysID;
+	data["OrderSubmitStatus"] = task_data.OrderSubmitStatus;
+	data["IsAutoSuspend"] = task_data.IsAutoSuspend;
+	data["StopPrice"] = task_data.StopPrice;
+	data["InstrumentID"] = task_data.InstrumentID;
+	data["ExchangeID"] = task_data.ExchangeID;
+	data["MinVolume"] = task_data.MinVolume;
+	data["StatusMsg"] = task_data.StatusMsg;
+	data["SettlementID"] = task_data.SettlementID;
+	data["ForceCloseReason"] = task_data.ForceCloseReason;
+	data["OrderType"] = task_data.OrderType;
+	data["UpdateTime"] = task_data.UpdateTime;
+	data["TradingDay"] = task_data.TradingDay;
+	data["ActiveTime"] = task_data.ActiveTime;
+	data["BrokerID"] = task_data.BrokerID;
+	data["InsertTime"] = task_data.InsertTime;
+	data["FrontID"] = task_data.FrontID;
+	data["SuspendTime"] = task_data.SuspendTime;
+	data["ClearingPartID"] = task_data.ClearingPartID;
+	data["CombHedgeFlag"] = task_data.CombHedgeFlag;
+	data["CancelTime"] = task_data.CancelTime;
+	data["GTDDate"] = task_data.GTDDate;
+	data["OrderLocalID"] = task_data.OrderLocalID;
+	data["BusinessUnit"] = task_data.BusinessUnit;
+	data["InsertDate"] = task_data.InsertDate;
+	data["SequenceNo"] = task_data.SequenceNo;
+	data["OrderRef"] = task_data.OrderRef;
+	data["BrokerOrderSeq"] = task_data.BrokerOrderSeq;
+	data["InvestorID"] = task_data.InvestorID;
+	data["VolumeCondition"] = task_data.VolumeCondition;
+	data["RequestID"] = task_data.RequestID;
+	data["OrderSource"] = task_data.OrderSource;
+	data["ActiveTraderID"] = task_data.ActiveTraderID;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspQryOrder(data, error, task.task_id, task.task_last);
+};
+
+void TdApi::processRspQryTradingAccount(Task task)
+{
+	PyLock lock;
+	CSgitFtdcTradingAccountField task_data = any_cast<CSgitFtdcTradingAccountField>(task.task_data);
+	dict data;
+	data["Mortgage"] = task_data.Mortgage;
+	data["ExchangeDeliveryMargin"] = task_data.ExchangeDeliveryMargin;
+	data["FrozenMargin"] = task_data.FrozenMargin;
+	data["WithdrawQuota"] = task_data.WithdrawQuota;
+	data["PositionProfit"] = task_data.PositionProfit;
+	data["Commission"] = task_data.Commission;
+	data["Interest"] = task_data.Interest;
+	data["CashIn"] = task_data.CashIn;
+	data["AccountID"] = task_data.AccountID;
+	data["Available"] = task_data.Available;
+	data["PreCredit"] = task_data.PreCredit;
+	data["PreMortgage"] = task_data.PreMortgage;
+	data["InterestBase"] = task_data.InterestBase;
+	data["ExchangeMargin"] = task_data.ExchangeMargin;
+	data["PreMargin"] = task_data.PreMargin;
+	data["SettlementID"] = task_data.SettlementID;
+	data["DeliveryMargin"] = task_data.DeliveryMargin;
+	data["TradingDay"] = task_data.TradingDay;
+	data["BrokerID"] = task_data.BrokerID;
+	data["FrozenCash"] = task_data.FrozenCash;
+	data["Withdraw"] = task_data.Withdraw;
+	data["Balance"] = task_data.Balance;
+	data["Reserve"] = task_data.Reserve;
+	data["PreDeposit"] = task_data.PreDeposit;
+	data["Credit"] = task_data.Credit;
+	data["PreBalance"] = task_data.PreBalance;
+	data["CurrMargin"] = task_data.CurrMargin;
+	data["FrozenCommission"] = task_data.FrozenCommission;
+	data["CloseProfit"] = task_data.CloseProfit;
+	data["Deposit"] = task_data.Deposit;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspQryTradingAccount(data, error, task.task_id, task.task_last);
+};
+
+void TdApi::processRspQryInvestor(Task task)
+{
+	PyLock lock;
+	CSgitFtdcInvestorField task_data = any_cast<CSgitFtdcInvestorField>(task.task_data);
+	dict data;
+	data["CommModelID"] = task_data.CommModelID;
+	data["InvestorName"] = task_data.InvestorName;
+	data["Mobile"] = task_data.Mobile;
+	data["IdentifiedCardNo"] = task_data.IdentifiedCardNo;
+	data["Telephone"] = task_data.Telephone;
+	data["InvestorID"] = task_data.InvestorID;
+	data["BrokerID"] = task_data.BrokerID;
+	data["Address"] = task_data.Address;
+	data["InvestorGroupID"] = task_data.InvestorGroupID;
+	data["OpenDate"] = task_data.OpenDate;
+	data["IsActive"] = task_data.IsActive;
+	data["IdentifiedCardType"] = task_data.IdentifiedCardType;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspQryInvestor(data, error, task.task_id, task.task_last);
+};
+
+void TdApi::processRspQryInstrument(Task task)
+{
+	PyLock lock;
+	CSgitFtdcInstrumentField task_data = any_cast<CSgitFtdcInstrumentField>(task.task_data);
+	dict data;
+	data["IsTrading"] = task_data.IsTrading;
+	data["ExpireDate"] = task_data.ExpireDate;
+	data["PositionDateType"] = task_data.PositionDateType;
+	data["LongMarginRatio"] = task_data.LongMarginRatio;
+	data["PositionType"] = task_data.PositionType;
+	data["ProductClass"] = task_data.ProductClass;
+	data["InstrumentName"] = task_data.InstrumentName;
+	data["ShortMarginRatio"] = task_data.ShortMarginRatio;
+	data["VolumeMultiple"] = task_data.VolumeMultiple;
+	data["DeliveryYear"] = task_data.DeliveryYear;
+	data["CreateDate"] = task_data.CreateDate;
+	data["InstrumentID"] = task_data.InstrumentID;
+	data["MaxLimitOrderVolume"] = task_data.MaxLimitOrderVolume;
+	data["ExchangeID"] = task_data.ExchangeID;
+	data["MinLimitOrderVolume"] = task_data.MinLimitOrderVolume;
+	data["MaxMarketOrderVolume"] = task_data.MaxMarketOrderVolume;
+	data["StartDelivDate"] = task_data.StartDelivDate;
+	data["DeliveryMonth"] = task_data.DeliveryMonth;
+	data["PriceTick"] = task_data.PriceTick;
+	data["InstLifePhase"] = task_data.InstLifePhase;
+	data["ExchangeInstID"] = task_data.ExchangeInstID;
+	data["MinMarketOrderVolume"] = task_data.MinMarketOrderVolume;
+	data["EndDelivDate"] = task_data.EndDelivDate;
+	data["OpenDate"] = task_data.OpenDate;
+	data["ProductID"] = task_data.ProductID;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspQryInstrument(data, error, task.task_id, task.task_last);
+};
+
+void TdApi::processRtnOrder(Task task)
+{
+	PyLock lock;
+	CSgitFtdcOrderField task_data = any_cast<CSgitFtdcOrderField>(task.task_data);
+	dict data;
+	data["ContingentCondition"] = task_data.ContingentCondition;
+	data["NotifySequence"] = task_data.NotifySequence;
+	data["ActiveUserID"] = task_data.ActiveUserID;
+	data["VolumeTraded"] = task_data.VolumeTraded;
+	data["UserProductInfo"] = task_data.UserProductInfo;
+	data["CombOffsetFlag"] = task_data.CombOffsetFlag;
+	data["TraderID"] = task_data.TraderID;
+	data["UserID"] = task_data.UserID;
+	data["LimitPrice"] = task_data.LimitPrice;
+	data["UserForceClose"] = task_data.UserForceClose;
+	data["RelativeOrderSysID"] = task_data.RelativeOrderSysID;
+	data["Direction"] = task_data.Direction;
+	data["InstallID"] = task_data.InstallID;
+	data["ParticipantID"] = task_data.ParticipantID;
+	data["VolumeTotalOriginal"] = task_data.VolumeTotalOriginal;
+	data["ExchangeInstID"] = task_data.ExchangeInstID;
+	data["ClientID"] = task_data.ClientID;
+	data["VolumeTotal"] = task_data.VolumeTotal;
+	data["OrderPriceType"] = task_data.OrderPriceType;
+	data["SessionID"] = task_data.SessionID;
+	data["TimeCondition"] = task_data.TimeCondition;
+	data["OrderStatus"] = task_data.OrderStatus;
+	data["OrderSysID"] = task_data.OrderSysID;
+	data["OrderSubmitStatus"] = task_data.OrderSubmitStatus;
+	data["IsAutoSuspend"] = task_data.IsAutoSuspend;
+	data["StopPrice"] = task_data.StopPrice;
+	data["InstrumentID"] = task_data.InstrumentID;
+	data["ExchangeID"] = task_data.ExchangeID;
+	data["MinVolume"] = task_data.MinVolume;
+	data["StatusMsg"] = task_data.StatusMsg;
+	data["SettlementID"] = task_data.SettlementID;
+	data["ForceCloseReason"] = task_data.ForceCloseReason;
+	data["OrderType"] = task_data.OrderType;
+	data["UpdateTime"] = task_data.UpdateTime;
+	data["TradingDay"] = task_data.TradingDay;
+	data["ActiveTime"] = task_data.ActiveTime;
+	data["BrokerID"] = task_data.BrokerID;
+	data["InsertTime"] = task_data.InsertTime;
+	data["FrontID"] = task_data.FrontID;
+	data["SuspendTime"] = task_data.SuspendTime;
+	data["ClearingPartID"] = task_data.ClearingPartID;
+	data["CombHedgeFlag"] = task_data.CombHedgeFlag;
+	data["CancelTime"] = task_data.CancelTime;
+	data["GTDDate"] = task_data.GTDDate;
+	data["OrderLocalID"] = task_data.OrderLocalID;
+	data["BusinessUnit"] = task_data.BusinessUnit;
+	data["InsertDate"] = task_data.InsertDate;
+	data["SequenceNo"] = task_data.SequenceNo;
+	data["OrderRef"] = task_data.OrderRef;
+	data["BrokerOrderSeq"] = task_data.BrokerOrderSeq;
+	data["InvestorID"] = task_data.InvestorID;
+	data["VolumeCondition"] = task_data.VolumeCondition;
+	data["RequestID"] = task_data.RequestID;
+	data["OrderSource"] = task_data.OrderSource;
+	data["ActiveTraderID"] = task_data.ActiveTraderID;
+
+	this->onRtnOrder(data);
+};
+
+void TdApi::processRtnTrade(Task task)
+{
+	PyLock lock;
+	CSgitFtdcTradeField task_data = any_cast<CSgitFtdcTradeField>(task.task_data);
+	dict data;
+	data["TradeType"] = task_data.TradeType;
+	data["TraderID"] = task_data.TraderID;
+	data["HedgeFlag"] = task_data.HedgeFlag;
+	data["TradeTime"] = task_data.TradeTime;
+	data["Direction"] = task_data.Direction;
+	data["ParticipantID"] = task_data.ParticipantID;
+	data["Price"] = task_data.Price;
+	data["ClientID"] = task_data.ClientID;
+	data["Volume"] = task_data.Volume;
+	data["OrderSysID"] = task_data.OrderSysID;
+	data["ClearingPartID"] = task_data.ClearingPartID;
+	data["InstrumentID"] = task_data.InstrumentID;
+	data["ExchangeID"] = task_data.ExchangeID;
+	data["SettlementID"] = task_data.SettlementID;
+	data["UserID"] = task_data.UserID;
+	data["TradingDay"] = task_data.TradingDay;
+	data["BrokerID"] = task_data.BrokerID;
+	data["OffsetFlag"] = task_data.OffsetFlag;
+	data["OrderLocalID"] = task_data.OrderLocalID;
+	data["TradeID"] = task_data.TradeID;
+	data["TradeDate"] = task_data.TradeDate;
+	data["BusinessUnit"] = task_data.BusinessUnit;
+	data["SequenceNo"] = task_data.SequenceNo;
+	data["OrderRef"] = task_data.OrderRef;
+	data["BrokerOrderSeq"] = task_data.BrokerOrderSeq;
+	data["InvestorID"] = task_data.InvestorID;
+	data["ExchangeInstID"] = task_data.ExchangeInstID;
+	data["TradeSource"] = task_data.TradeSource;
+	data["PriceSource"] = task_data.PriceSource;
+	data["TradingRole"] = task_data.TradingRole;
+
+	this->onRtnTrade(data);
+};
+
+void TdApi::processRtnInstrumentStatus(Task task)
+{
+	PyLock lock;
+	CSgitFtdcInstrumentStatusField task_data = any_cast<CSgitFtdcInstrumentStatusField>(task.task_data);
+	dict data;
+	data["InstrumentID"] = task_data.InstrumentID;
+	data["ExchangeID"] = task_data.ExchangeID;
+	data["EnterTime"] = task_data.EnterTime;
+	data["SettlementGroupID"] = task_data.SettlementGroupID;
+	data["TradingSegmentSN"] = task_data.TradingSegmentSN;
+	data["EnterReason"] = task_data.EnterReason;
+	data["InstrumentStatus"] = task_data.InstrumentStatus;
+	data["ExchangeInstID"] = task_data.ExchangeInstID;
+
+	this->onRtnInstrumentStatus(data);
+};
+
+void TdApi::processRspQryInvestorPositionDetail(Task task)
+{
+	PyLock lock;
+	CSgitFtdcInvestorPositionDetailField task_data = any_cast<CSgitFtdcInvestorPositionDetailField>(task.task_data);
+	dict data;
+	data["PositionProfitByDate"] = task_data.PositionProfitByDate;
+	data["ExchMargin"] = task_data.ExchMargin;
+	data["TradeType"] = task_data.TradeType;
+	data["MarginRateByMoney"] = task_data.MarginRateByMoney;
+	data["HedgeFlag"] = task_data.HedgeFlag;
+	data["MarginRateByVolume"] = task_data.MarginRateByVolume;
+	data["Direction"] = task_data.Direction;
+	data["CloseAmount"] = task_data.CloseAmount;
+	data["OpenPrice"] = task_data.OpenPrice;
+	data["Volume"] = task_data.Volume;
+	data["LastSettlementPrice"] = task_data.LastSettlementPrice;
+	data["CloseVolume"] = task_data.CloseVolume;
+	data["InstrumentID"] = task_data.InstrumentID;
+	data["ExchangeID"] = task_data.ExchangeID;
+	data["CloseProfitByTrade"] = task_data.CloseProfitByTrade;
+	data["SettlementID"] = task_data.SettlementID;
+	data["TradingDay"] = task_data.TradingDay;
+	data["BrokerID"] = task_data.BrokerID;
+	data["Margin"] = task_data.Margin;
+	data["TradeID"] = task_data.TradeID;
+	data["PositionProfitByTrade"] = task_data.PositionProfitByTrade;
+	data["CloseProfitByDate"] = task_data.CloseProfitByDate;
+	data["SettlementPrice"] = task_data.SettlementPrice;
+	data["InvestorID"] = task_data.InvestorID;
+	data["CombInstrumentID"] = task_data.CombInstrumentID;
+	data["OpenDate"] = task_data.OpenDate;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspQryInvestorPositionDetail(data, error, task.task_id, task.task_last);
+};
+
+void TdApi::processRspQryInvestorPosition(Task task)
+{
+	PyLock lock;
+	CSgitFtdcInvestorPositionField task_data = any_cast<CSgitFtdcInvestorPositionField>(task.task_data);
+	dict data;
+	data["ShortFrozenAmount"] = task_data.ShortFrozenAmount;
+	data["FrozenMargin"] = task_data.FrozenMargin;
+	data["HedgeFlag"] = task_data.HedgeFlag;
+	data["PositionProfit"] = task_data.PositionProfit;
+	data["Commission"] = task_data.Commission;
+	data["MarginRateByVolume"] = task_data.MarginRateByVolume;
+	data["CombPosition"] = task_data.CombPosition;
+	data["CashIn"] = task_data.CashIn;
+	data["PreSettlementPrice"] = task_data.PreSettlementPrice;
+	data["CombLongFrozen"] = task_data.CombLongFrozen;
+	data["CloseAmount"] = task_data.CloseAmount;
+	data["PosiDirection"] = task_data.PosiDirection;
+	data["YdPosition"] = task_data.YdPosition;
+	data["MarginRateByMoney"] = task_data.MarginRateByMoney;
+	data["OpenVolume"] = task_data.OpenVolume;
+	data["CloseVolume"] = task_data.CloseVolume;
+	data["ExchangeMargin"] = task_data.ExchangeMargin;
+	data["InstrumentID"] = task_data.InstrumentID;
+	data["PositionDate"] = task_data.PositionDate;
+	data["CloseProfitByTrade"] = task_data.CloseProfitByTrade;
+	data["PreMargin"] = task_data.PreMargin;
+	data["SettlementID"] = task_data.SettlementID;
+	data["ShortFrozen"] = task_data.ShortFrozen;
+	data["LongFrozen"] = task_data.LongFrozen;
+	data["TodayPosition"] = task_data.TodayPosition;
+	data["TradingDay"] = task_data.TradingDay;
+	data["PositionCost"] = task_data.PositionCost;
+	data["BrokerID"] = task_data.BrokerID;
+	data["FrozenCash"] = task_data.FrozenCash;
+	data["OpenAmount"] = task_data.OpenAmount;
+	data["OpenCost"] = task_data.OpenCost;
+	data["Position"] = task_data.Position;
+	data["FrozenCommission"] = task_data.FrozenCommission;
+	data["CombShortFrozen"] = task_data.CombShortFrozen;
+	data["CloseProfitByDate"] = task_data.CloseProfitByDate;
+	data["SettlementPrice"] = task_data.SettlementPrice;
+	data["LongFrozenAmount"] = task_data.LongFrozenAmount;
+	data["InvestorID"] = task_data.InvestorID;
+	data["CloseProfit"] = task_data.CloseProfit;
+	data["UseMargin"] = task_data.UseMargin;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspQryInvestorPosition(data, error, task.task_id, task.task_last);
+};
+

vn.sgit/pyscript/sgit_td_switch.cpp

@@ -0,0 +1,96 @@
+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 ONRSPUSERPASSWORDUPDATE:
+{
+	this->processRspUserPasswordUpdate(task);
+	break;
+}
+
+case ONRSPORDERINSERT:
+{
+	this->processRspOrderInsert(task);
+	break;
+}
+
+case ONRSPORDERACTION:
+{
+	this->processRspOrderAction(task);
+	break;
+}
+
+case ONRSPQRYORDER:
+{
+	this->processRspQryOrder(task);
+	break;
+}
+
+case ONRSPQRYTRADINGACCOUNT:
+{
+	this->processRspQryTradingAccount(task);
+	break;
+}
+
+case ONRSPQRYINVESTOR:
+{
+	this->processRspQryInvestor(task);
+	break;
+}
+
+case ONRSPQRYINSTRUMENT:
+{
+	this->processRspQryInstrument(task);
+	break;
+}
+
+case ONRTNORDER:
+{
+	this->processRtnOrder(task);
+	break;
+}
+
+case ONRTNTRADE:
+{
+	this->processRtnTrade(task);
+	break;
+}
+
+case ONRTNINSTRUMENTSTATUS:
+{
+	this->processRtnInstrumentStatus(task);
+	break;
+}
+
+case ONRSPQRYINVESTORPOSITIONDETAIL:
+{
+	this->processRspQryInvestorPositionDetail(task);
+	break;
+}
+
+case ONRSPQRYINVESTORPOSITION:
+{
+	this->processRspQryInvestorPosition(task);
+	break;
+}
+

vn.sgit/pyscript/sgit_td_task.cpp

@@ -0,0 +1,420 @@
+void TdApi::OnFrontConnected()
+{
+	Task task = Task();
+	task.task_name = ONFRONTCONNECTED;
+	this->task_queue.push(task);
+};
+
+void TdApi::OnFrontDisconnected(char *pErrMsg)
+{
+	Task task = Task();
+	task.task_name = ONFRONTDISCONNECTED;
+
+	if (pErrMsg)
+	{
+		task.task_data = *pErrMsg;
+	}
+	else
+	{
+		char empty_data = char();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRspUserLogin(CSgitFtdcRspUserLoginField *pRspUserLogin, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
+{
+	Task task = Task();
+	task.task_name = ONRSPUSERLOGIN;
+
+	if (pRspUserLogin)
+	{
+		task.task_data = *pRspUserLogin;
+	}
+	else
+	{
+		CSgitFtdcRspUserLoginField empty_data = CSgitFtdcRspUserLoginField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRspUserLogout(CSgitFtdcUserLogoutField *pUserLogout, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
+{
+	Task task = Task();
+	task.task_name = ONRSPUSERLOGOUT;
+
+	if (pUserLogout)
+	{
+		task.task_data = *pUserLogout;
+	}
+	else
+	{
+		CSgitFtdcUserLogoutField empty_data = CSgitFtdcUserLogoutField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRspUserPasswordUpdate(CSgitFtdcUserPasswordUpdateField *pUserPasswordUpdate, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
+{
+	Task task = Task();
+	task.task_name = ONRSPUSERPASSWORDUPDATE;
+
+	if (pUserPasswordUpdate)
+	{
+		task.task_data = *pUserPasswordUpdate;
+	}
+	else
+	{
+		CSgitFtdcUserPasswordUpdateField empty_data = CSgitFtdcUserPasswordUpdateField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRspOrderInsert(CSgitFtdcInputOrderField *pInputOrder, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
+{
+	Task task = Task();
+	task.task_name = ONRSPORDERINSERT;
+
+	if (pInputOrder)
+	{
+		task.task_data = *pInputOrder;
+	}
+	else
+	{
+		CSgitFtdcInputOrderField empty_data = CSgitFtdcInputOrderField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRspOrderAction(CSgitFtdcInputOrderActionField *pInputOrderAction, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
+{
+	Task task = Task();
+	task.task_name = ONRSPORDERACTION;
+
+	if (pInputOrderAction)
+	{
+		task.task_data = *pInputOrderAction;
+	}
+	else
+	{
+		CSgitFtdcInputOrderActionField empty_data = CSgitFtdcInputOrderActionField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRspQryOrder(CSgitFtdcOrderField *pOrder, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
+{
+	Task task = Task();
+	task.task_name = ONRSPQRYORDER;
+
+	if (pOrder)
+	{
+		task.task_data = *pOrder;
+	}
+	else
+	{
+		CSgitFtdcOrderField empty_data = CSgitFtdcOrderField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRspQryTradingAccount(CSgitFtdcTradingAccountField *pTradingAccount, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
+{
+	Task task = Task();
+	task.task_name = ONRSPQRYTRADINGACCOUNT;
+
+	if (pTradingAccount)
+	{
+		task.task_data = *pTradingAccount;
+	}
+	else
+	{
+		CSgitFtdcTradingAccountField empty_data = CSgitFtdcTradingAccountField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRspQryInvestor(CSgitFtdcInvestorField *pInvestor, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
+{
+	Task task = Task();
+	task.task_name = ONRSPQRYINVESTOR;
+
+	if (pInvestor)
+	{
+		task.task_data = *pInvestor;
+	}
+	else
+	{
+		CSgitFtdcInvestorField empty_data = CSgitFtdcInvestorField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRspQryInstrument(CSgitFtdcInstrumentField *pInstrument, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
+{
+	Task task = Task();
+	task.task_name = ONRSPQRYINSTRUMENT;
+
+	if (pInstrument)
+	{
+		task.task_data = *pInstrument;
+	}
+	else
+	{
+		CSgitFtdcInstrumentField empty_data = CSgitFtdcInstrumentField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRtnOrder(CSgitFtdcOrderField *pOrder,CSgitFtdcRspInfoField *pRspInfo) 
+{
+	Task task = Task();
+	task.task_name = ONRTNORDER;
+
+	if (pOrder,CSgitFtdcRspInfoField)
+	{
+		task.task_data = *pOrder,CSgitFtdcRspInfoField;
+	}
+	else
+	{
+		CSgitFtdcOrderField empty_data = CSgitFtdcOrderField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRtnTrade(CSgitFtdcTradeField *pTrade) 
+{
+	Task task = Task();
+	task.task_name = ONRTNTRADE;
+
+	if (pTrade)
+	{
+		task.task_data = *pTrade;
+	}
+	else
+	{
+		CSgitFtdcTradeField empty_data = CSgitFtdcTradeField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRtnInstrumentStatus(CSgitFtdcInstrumentStatusField *pInstrumentStatus) 
+{
+	Task task = Task();
+	task.task_name = ONRTNINSTRUMENTSTATUS;
+
+	if (pInstrumentStatus)
+	{
+		task.task_data = *pInstrumentStatus;
+	}
+	else
+	{
+		CSgitFtdcInstrumentStatusField empty_data = CSgitFtdcInstrumentStatusField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRspQryInvestorPositionDetail(CSgitFtdcInvestorPositionDetailField *pInvestorPositionDetail, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
+{
+	Task task = Task();
+	task.task_name = ONRSPQRYINVESTORPOSITIONDETAIL;
+
+	if (pInvestorPositionDetail)
+	{
+		task.task_data = *pInvestorPositionDetail;
+	}
+	else
+	{
+		CSgitFtdcInvestorPositionDetailField empty_data = CSgitFtdcInvestorPositionDetailField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void TdApi::OnRspQryInvestorPosition(CSgitFtdcInvestorPositionField *pInvestorPosition, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 		
+{
+	Task task = Task();
+	task.task_name = ONRSPQRYINVESTORPOSITION;
+
+	if (pInvestorPosition)
+	{
+		task.task_data = *pInvestorPosition;
+	}
+	else
+	{
+		CSgitFtdcInvestorPositionField empty_data = CSgitFtdcInvestorPositionField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+

vn.sgit/pyscript/sgit_td_wrap.cpp

@@ -0,0 +1,168 @@
+virtual void onRspUserLogin(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspUserLogin")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRspUserLogout(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspUserLogout")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRspUserPasswordUpdate(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspUserPasswordUpdate")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRspOrderInsert(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspOrderInsert")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRspOrderAction(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspOrderAction")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRspQryOrder(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspQryOrder")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRspQryTradingAccount(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspQryTradingAccount")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRspQryInvestor(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspQryInvestor")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRspQryInstrument(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspQryInstrument")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRtnOrder(dict data)
+{
+	try
+	{
+		this->get_override("onRtnOrder")(data);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRtnTrade(dict data)
+{
+	try
+	{
+		this->get_override("onRtnTrade")(data);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRtnInstrumentStatus(dict data)
+{
+	try
+	{
+		this->get_override("onRtnInstrumentStatus")(data);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRspQryInvestorPositionDetail(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspQryInvestorPositionDetail")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+
+virtual void onRspQryInvestorPosition(dict data, dict error, int id, bool last)
+{
+	try
+	{
+		this->get_override("onRspQryInvestorPosition")(data, error, id, last);
+	}
+	catch (error_already_set const &)
+	{
+		PyErr_Print();
+	}
+};
+

vn.sgit/sgitapi/SgitFtdcMdApi.h

@@ -0,0 +1,118 @@
+/////////////////////////////////////////////////////////////////////////
+
+/////////////////////////////////////////////////////////////////////////
+
+#if !defined(Sgit_FTDCMDAPI_H)
+#define Sgit_FTDCMDAPI_H
+
+#if _MSC_VER > 1000
+#pragma once
+#endif // _MSC_VER > 1000
+
+#include "SgitFtdcUserApiStruct.h"
+
+#if defined(ISLIB) && defined(WIN32)
+#ifdef LIB_MD_API_EXPORT
+#define MD_API_EXPORT __declspec(dllexport)
+#else
+#define MD_API_EXPORT __declspec(dllimport)
+#endif
+#else
+#define MD_API_EXPORT 
+#endif
+
+class CSgitFtdcMdSpi
+{
+public:
+	///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 pErrMsg 错误原因
+	virtual void OnFrontDisconnected(char *pErrMsg){};	
+
+	///登录请求响应
+	virtual void OnRspUserLogin(CSgitFtdcRspUserLoginField *pRspUserLogin, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///登出请求响应
+	virtual void OnRspUserLogout(CSgitFtdcUserLogoutField *pUserLogout, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///深度行情通知
+	virtual void OnRtnDepthMarketData(CSgitFtdcDepthMarketDataField *pDepthMarketData) {};
+};
+
+class MD_API_EXPORT CSgitFtdcMdApi
+{
+public:
+	///创建MdApi
+	///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
+	///@return 创建出的UserApi
+	static CSgitFtdcMdApi *CreateFtdcMdApi(const char *pszFlowPath = "");
+	
+	///删除接口对象本身
+	///@remark 不再使用本接口对象时,调用该函数删除接口对象
+	virtual void Release() = 0;
+	
+	///初始化
+	///@remark 初始化运行环境,只有调用后,接口才开始工作
+	///isLogged 开发调试时使用true，可以打印出收到的消息包内容
+	virtual void Init(bool isLogged) = 0;
+	
+	///等待接口线程结束运行
+	///@return 线程退出代码
+	virtual int Join() = 0;
+	
+	///获取当前交易日
+	///@retrun 获取到的交易日
+	///@remark 只有登录成功后,才能得到正确的交易日
+	virtual const char *GetTradingDay() = 0;
+	
+	///注册前置机网络地址
+	///@param pszFrontAddress：前置机网络地址。
+	///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 
+	///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
+	virtual void RegisterFront(char *pszFrontAddress) = 0;
+
+	/**用多播时TCP配置也需要设置
+	*调用该函数，默认采用tcp模式发送行情
+	*设置多播的配置 MlCast://hostIP$multiaddress:port，
+	*如果只有一张网卡可以 MlCast://ANY$multiaddress:port	
+	* @param szMlCastAddr 本机ip地址、多播组及端口	
+	*/
+	virtual void SetMultiCastAddr(char *szMlCastAddr) = 0;
+	
+	///注册回调接口
+	///@param pSpi 派生自回调接口类的实例
+	virtual void RegisterSpi(CSgitFtdcMdSpi *pSpi) = 0;
+	///订阅市场流。
+	///@param nResumeType 公共流重传方式  
+	///        Sgit_TERT_RESTART:从本交易日开始重传
+	///        Sgit_TERT_RESUME:从上次收到的续传
+	///        Sgit_TERT_QUICK:只传送登录后公共流的内容
+	///@remark 该方法要在Init方法前调用。若不调用则不会收到公共流的数据。
+	virtual void SubscribeMarketTopic(Sgit_TE_RESUME_TYPE nResumeType) = 0;
+
+	///
+	/// 发送行情订阅
+	/// @param iRequestID 请求号
+	/// @param pMBLQuotReq 行情订阅请求域
+	/// @return 0表示成功
+	/// @return 其它表示失败
+	///
+	virtual int SubQuot(CSgitSubQuotField *pSgitSubQuotField)=0;
+	///发送就绪指令到前置,通知前置可以给自己发送私有流与公共流
+	/// @return 0表示成功
+	/// @return 其它参见错误码
+	///
+	virtual int Ready() = 0;
+
+	///用户登录请求
+	virtual int ReqUserLogin(CSgitFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
+
+	///登出请求
+	virtual int ReqUserLogout(CSgitFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
+protected:
+	~CSgitFtdcMdApi(){};
+};
+
+#endif

vn.sgit/sgitapi/SgitFtdcTraderApi.h

@@ -0,0 +1,179 @@
+/////////////////////////////////////////////////////////////////////////
+
+/////////////////////////////////////////////////////////////////////////
+
+#if !defined(Sgit_FTDCTRADERAPI_H)
+#define Sgit_FTDCTRADERAPI_H
+
+#if _MSC_VER > 1000
+#pragma once
+#endif // _MSC_VER > 1000
+
+#include "SgitFtdcUserApiStruct.h"
+
+#if defined(ISLIB) && defined(WIN32)
+#ifdef LIB_TRADER_API_EXPORT
+#define TRADER_API_EXPORT __declspec(dllexport)
+#else
+#define TRADER_API_EXPORT __declspec(dllimport)
+#endif
+#else
+#define TRADER_API_EXPORT 
+#endif
+
+class CSgitFtdcTraderSpi
+{
+public:
+	///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 pErrMsg 错误原因
+	virtual void OnFrontDisconnected(char *pErrMsg){};
+		
+	///登录请求响应
+	virtual void OnRspUserLogin(CSgitFtdcRspUserLoginField *pRspUserLogin, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///登出请求响应
+	virtual void OnRspUserLogout(CSgitFtdcUserLogoutField *pUserLogout, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///用户口令更新请求响应
+	virtual void OnRspUserPasswordUpdate(CSgitFtdcUserPasswordUpdateField *pUserPasswordUpdate, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///报单录入请求响应
+	virtual void OnRspOrderInsert(CSgitFtdcInputOrderField *pInputOrder, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///报单操作请求响应
+	virtual void OnRspOrderAction(CSgitFtdcInputOrderActionField *pInputOrderAction, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///请求查询报单响应
+	virtual void OnRspQryOrder(CSgitFtdcOrderField *pOrder, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///请求查询资金账户响应
+	virtual void OnRspQryTradingAccount(CSgitFtdcTradingAccountField *pTradingAccount, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///请求查询投资者响应
+	virtual void OnRspQryInvestor(CSgitFtdcInvestorField *pInvestor, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///请求查询合约响应
+	virtual void OnRspQryInstrument(CSgitFtdcInstrumentField *pInstrument, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///报单通知
+	virtual void OnRtnOrder(CSgitFtdcOrderField *pOrder,CSgitFtdcRspInfoField *pRspInfo) {};
+
+	///成交通知
+	virtual void OnRtnTrade(CSgitFtdcTradeField *pTrade) {};
+
+	///合约交易状态通知
+	virtual void OnRtnInstrumentStatus(CSgitFtdcInstrumentStatusField *pInstrumentStatus) {};
+
+	///请求查询投资者持仓明细响应
+	virtual void OnRspQryInvestorPositionDetail(CSgitFtdcInvestorPositionDetailField *pInvestorPositionDetail, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///请求查询投资者持仓响应
+	virtual void OnRspQryInvestorPosition(CSgitFtdcInvestorPositionField *pInvestorPosition, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};		
+
+	/// 当收到合约价位查询应答时回调该函数
+	virtual void onRspMBLQuot(CSgitMBLQuotData *pMBLQuotData,CSgitFtdcRspInfoField *pRspMsg,int nRequestID,bool bIsLast){};
+
+};
+
+class TRADER_API_EXPORT CSgitFtdcTraderApi
+{
+public:
+	///创建TraderApi
+	///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
+	///@return 创建出的UserApi
+	static CSgitFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "");
+	
+	///删除接口对象本身
+	///@remark 不再使用本接口对象时,调用该函数删除接口对象
+	virtual void Release() = 0;
+	
+	///初始化
+	///@remark 初始化运行环境,只有调用后,接口才开始工作
+	///isLogged 开发调试时使用true，可以打印出收到的消息包内容
+	virtual void Init(bool isLogged) = 0;
+	
+	///等待接口线程结束运行
+	///@return 线程退出代码
+	virtual int Join() = 0;
+	
+	///获取当前交易日
+	///@retrun 获取到的交易日
+	///@remark 只有登录成功后,才能得到正确的交易日
+	virtual const char *GetTradingDay() = 0;
+	
+	///注册前置机网络地址
+	///@param pszFrontAddress：前置机网络地址。
+	///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 
+	///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
+	virtual void RegisterFront(char *pszFrontAddress) = 0;
+	
+	///注册回调接口
+	///@param pSpi 派生自回调接口类的实例
+	virtual void RegisterSpi(CSgitFtdcTraderSpi *pSpi) = 0;
+	
+	///订阅私有流。
+	///@param nResumeType 私有流重传方式  
+	///        Sgit_TERT_RESTART:从本交易日开始重传
+	///        Sgit_TERT_RESUME:从上次收到的续传
+	///        Sgit_TERT_QUICK:只传送登录后私有流的内容
+	///@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。
+	virtual void SubscribePrivateTopic(Sgit_TE_RESUME_TYPE nResumeType) = 0;
+	
+	///订阅公共流。
+	///@param nResumeType 公共流重传方式  
+	///        Sgit_TERT_RESTART:从本交易日开始重传
+	///        Sgit_TERT_RESUME:从上次收到的续传
+	///        Sgit_TERT_QUICK:只传送登录后公共流的内容
+	///@remark 该方法要在Init方法前调用。若不调用则不会收到公共流的数据。
+	virtual void SubscribePublicTopic(Sgit_TE_RESUME_TYPE nResumeType) = 0;
+
+	///发送就绪指令到前置,通知前置可以给自己发送私有流与公共流
+	/// @return 0表示成功
+	/// @return 其它参见错误码
+	///
+	virtual int Ready() = 0;
+
+	///用户登录请求
+	virtual int ReqUserLogin(CSgitFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
+
+	///登出请求
+	virtual int ReqUserLogout(CSgitFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
+
+	///用户口令更新请求
+	virtual int ReqUserPasswordUpdate(CSgitFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
+
+	///报单录入请求
+	virtual int ReqOrderInsert(CSgitFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
+
+	///报单操作请求
+	virtual int ReqOrderAction(CSgitFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
+
+	///请求查询报单
+	virtual int ReqQryOrder(CSgitFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
+
+	///请求查询资金账户
+	virtual int ReqQryTradingAccount(CSgitFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
+
+	///请求查询投资者
+	virtual int ReqQryInvestor(CSgitFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0;
+
+	///请求查询合约
+	virtual int ReqQryInstrument(CSgitFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
+
+	///请求查询投资者持仓明细
+	virtual int ReqQryInvestorPositionDetail(CSgitFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0;
+	
+	///请求查询投资者持仓
+	virtual int ReqQryInvestorPosition(CSgitFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
+
+	/// 发送合约价位查询请求
+	virtual int ReqMBLQuot(int iRequestID,CSgitMBLQuotReq *pMBLQuotReq) = 0;
+
+protected:
+	~CSgitFtdcTraderApi(){};
+};
+
+#endif

vn.sgit/vnsgitmd/vnsgitmd/ReadMe.txt

@@ -0,0 +1,48 @@
+========================================================================
+    DYNAMIC LINK LIBRARY : vnsgittd Project Overview
+========================================================================
+
+AppWizard has created this vnsgittd DLL for you.
+
+This file contains a summary of what you will find in each of the files that
+make up your vnsgittd application.
+
+
+vnsgittd.vcxproj
+    This is the main project file for VC++ projects generated using an Application Wizard.
+    It contains information about the version of Visual C++ that generated the file, and
+    information about the platforms, configurations, and project features selected with the
+    Application Wizard.
+
+vnsgittd.vcxproj.filters
+    This is the filters file for VC++ projects generated using an Application Wizard. 
+    It contains information about the association between the files in your project 
+    and the filters. This association is used in the IDE to show grouping of files with
+    similar extensions under a specific node (for e.g. ".cpp" files are associated with the
+    "Source Files" filter).
+
+vnsgittd.cpp
+    This is the main DLL source file.
+
+	When created, this DLL does not export any symbols. As a result, it
+	will not produce a .lib file when it is built. If you wish this project
+	to be a project dependency of some other project, you will either need to
+	add code to export some symbols from the DLL so that an export library
+	will be produced, or you can set the Ignore Input Library property to Yes
+	on the General propert page of the Linker folder in the project's Property
+	Pages dialog box.
+
+/////////////////////////////////////////////////////////////////////////////
+Other standard files:
+
+StdAfx.h, StdAfx.cpp
+    These files are used to build a precompiled header (PCH) file
+    named vnsgittd.pch and a precompiled types file named StdAfx.obj.
+
+/////////////////////////////////////////////////////////////////////////////
+Other notes:
+
+AppWizard uses "TODO:" comments to indicate parts of the source code you
+should add to or customize.
+
+/////////////////////////////////////////////////////////////////////////////

vn.sgit/vnsgitmd/vnsgitmd/dllmain.cpp

@@ -0,0 +1,19 @@
+// dllmain.cpp : Defines the entry point for the DLL application.
+#include "stdafx.h"
+
+BOOL APIENTRY DllMain( HMODULE hModule,
+                       DWORD  ul_reason_for_call,
+                       LPVOID lpReserved
+					 )
+{
+	switch (ul_reason_for_call)
+	{
+	case DLL_PROCESS_ATTACH:
+	case DLL_THREAD_ATTACH:
+	case DLL_THREAD_DETACH:
+	case DLL_PROCESS_DETACH:
+		break;
+	}
+	return TRUE;
+}
+

vn.sgit/vnsgitmd/vnsgitmd/stdafx.cpp

@@ -0,0 +1,8 @@
+// stdafx.cpp : source file that includes just the standard includes
+// vnsgittd.pch will be the pre-compiled header
+// stdafx.obj will contain the pre-compiled type information
+
+#include "stdafx.h"
+
+// TODO: reference any additional headers you need in STDAFX.H
+// and not in this file

vn.sgit/vnsgitmd/vnsgitmd/stdafx.h

@@ -0,0 +1,16 @@
+// stdafx.h : include file for standard system include files,
+// or project specific include files that are used frequently, but
+// are changed infrequently
+//
+
+#pragma once
+
+#include "targetver.h"
+
+#define WIN32_LEAN_AND_MEAN             // Exclude rarely-used stuff from Windows headers
+// Windows Header Files:
+#include <windows.h>
+
+
+
+// TODO: reference additional headers your program requires here

vn.sgit/vnsgitmd/vnsgitmd/targetver.h

@@ -0,0 +1,8 @@
+#pragma once
+
+// Including SDKDDKVer.h defines the highest available Windows platform.
+
+// If you wish to build your application for a previous Windows platform, include WinSDKVer.h and
+// set the _WIN32_WINNT macro to the platform you wish to support before including SDKDDKVer.h.
+
+#include <SDKDDKVer.h>

vn.sgit/vnsgitmd/vnsgitmd/vnsgitmd.cpp

@@ -0,0 +1,564 @@
+// MdApi.cpp : 定义 DLL 应用程序的导出函数。
+//
+
+#include "stdafx.h"
+#include "vnsgitmd.h"
+
+
+
+///-------------------------------------------------------------------------------------
+///从Python对象到C++类型转换用的函数
+///-------------------------------------------------------------------------------------
+
+void getInt(dict d, string key, int *value)
+{
+	if (d.has_key(key))		//检查字典中是否存在该键值
+	{
+		object o = d[key];	//获取该键值
+		extract<int> x(o);	//创建提取器
+		if (x.check())		//如果可以提取
+		{
+			*value = x();	//对目标整数指针赋值
+		}
+	}
+};
+
+void getLong(dict d, string key, long *value)
+{
+	if (d.has_key(key))		//检查字典中是否存在该键值
+	{
+		object o = d[key];	//获取该键值
+		extract<int> x(o);	//创建提取器
+		if (x.check())		//如果可以提取
+		{
+			*value = x();	//对目标整数指针赋值
+		}
+	}
+};
+
+void getShort(dict d, string key, short *value)
+{
+	if (d.has_key(key))		//检查字典中是否存在该键值
+	{
+		object o = d[key];	//获取该键值
+		extract<int> x(o);	//创建提取器
+		if (x.check())		//如果可以提取
+		{
+			*value = x();	//对目标整数指针赋值
+		}
+	}
+};
+
+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();
+			//对字符串指针赋值必须使用strcpy_s, vs2013使用strcpy编译通不过
+			//+1应该是因为C++字符串的结尾符号？不是特别确定，不加这个1会出错
+			strcpy_s(value, strlen(buffer) + 1, buffer);
+		}
+	}
+};
+
+
+
+///-------------------------------------------------------------------------------------
+///C++的回调函数将数据保存到队列中
+///-------------------------------------------------------------------------------------
+
+void MdApi::OnFrontConnected()
+{
+	Task task = Task();
+	task.task_name = ONFRONTCONNECTED;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnFrontDisconnected(char *pErrMsg)
+{
+	Task task = Task();
+	task.task_name = ONFRONTDISCONNECTED;
+
+	if (pErrMsg)
+	{
+		task.task_data = *pErrMsg;
+	}
+	else
+	{
+		char empty_data = char();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRspUserLogin(CSgitFtdcRspUserLoginField *pRspUserLogin, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
+{
+	Task task = Task();
+	task.task_name = ONRSPUSERLOGIN;
+
+	if (pRspUserLogin)
+	{
+		task.task_data = *pRspUserLogin;
+	}
+	else
+	{
+		CSgitFtdcRspUserLoginField empty_data = CSgitFtdcRspUserLoginField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRspUserLogout(CSgitFtdcUserLogoutField *pUserLogout, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
+{
+	Task task = Task();
+	task.task_name = ONRSPUSERLOGOUT;
+
+	if (pUserLogout)
+	{
+		task.task_data = *pUserLogout;
+	}
+	else
+	{
+		CSgitFtdcUserLogoutField empty_data = CSgitFtdcUserLogoutField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_data;
+	}
+
+	if (pRspInfo)
+	{
+		task.task_error = *pRspInfo;
+	}
+	else
+	{
+		CSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();
+		memset(&empty_error, 0, sizeof(empty_error));
+		task.task_error = empty_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRtnDepthMarketData(CSgitFtdcDepthMarketDataField *pDepthMarketData)
+{
+	Task task = Task();
+	task.task_name = ONRTNDEPTHMARKETDATA;
+
+	if (pDepthMarketData)
+	{
+		task.task_data = *pDepthMarketData;
+	}
+	else
+	{
+		CSgitFtdcDepthMarketDataField empty_data = CSgitFtdcDepthMarketDataField();
+		memset(&empty_data, 0, sizeof(empty_data));
+		task.task_data = empty_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()
+{
+	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 ONRTNDEPTHMARKETDATA:
+		{
+			this->processRtnDepthMarketData(task);
+			break;
+		}
+		};
+	}
+};
+
+void MdApi::processFrontConnected(Task task)
+{
+	PyLock lock;
+	this->onFrontConnected();
+};
+
+void MdApi::processFrontDisconnected(Task task)
+{
+	PyLock lock;
+	string msg = any_cast<string>(task.task_data);
+	this->onFrontDisconnected(msg);
+};
+
+void MdApi::processRspUserLogin(Task task)
+{
+	PyLock lock;
+	CSgitFtdcRspUserLoginField task_data = any_cast<CSgitFtdcRspUserLoginField>(task.task_data);
+	dict data;
+	data["CZCETime"] = task_data.CZCETime;
+	data["SHFETime"] = task_data.SHFETime;
+	data["MaxOrderRef"] = task_data.MaxOrderRef;
+	data["UserID"] = task_data.UserID;
+	data["TradingDay"] = task_data.TradingDay;
+	data["SessionID"] = task_data.SessionID;
+	data["SystemName"] = task_data.SystemName;
+	data["FrontID"] = task_data.FrontID;
+	data["FFEXTime"] = task_data.FFEXTime;
+	data["BrokerID"] = task_data.BrokerID;
+	data["DCETime"] = task_data.DCETime;
+	data["LoginTime"] = task_data.LoginTime;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspUserLogin(data, error, task.task_id, task.task_last);
+};
+
+void MdApi::processRspUserLogout(Task task)
+{
+	PyLock lock;
+	CSgitFtdcUserLogoutField task_data = any_cast<CSgitFtdcUserLogoutField>(task.task_data);
+	dict data;
+	data["UserID"] = task_data.UserID;
+	data["BrokerID"] = task_data.BrokerID;
+
+	CSgitFtdcRspInfoField task_error = any_cast<CSgitFtdcRspInfoField>(task.task_error);
+	dict error;
+	error["ErrorMsg"] = task_error.ErrorMsg;
+	error["ErrorID"] = task_error.ErrorID;
+
+	this->onRspUserLogout(data, error, task.task_id, task.task_last);
+};
+
+void MdApi::processRtnDepthMarketData(Task task)
+{
+	PyLock lock;
+	CSgitFtdcDepthMarketDataField task_data = any_cast<CSgitFtdcDepthMarketDataField>(task.task_data);
+	dict data;
+	data["HighestPrice"] = task_data.HighestPrice;
+	data["BidPrice5"] = task_data.BidPrice5;
+	data["BidPrice4"] = task_data.BidPrice4;
+	data["BidPrice1"] = task_data.BidPrice1;
+	data["BidPrice3"] = task_data.BidPrice3;
+	data["BidPrice2"] = task_data.BidPrice2;
+	data["LowerLimitPrice"] = task_data.LowerLimitPrice;
+	data["OpenPrice"] = task_data.OpenPrice;
+	data["AskPrice5"] = task_data.AskPrice5;
+	data["AskPrice4"] = task_data.AskPrice4;
+	data["AskPrice3"] = task_data.AskPrice3;
+	data["PreClosePrice"] = task_data.PreClosePrice;
+	data["AskPrice1"] = task_data.AskPrice1;
+	data["PreSettlementPrice"] = task_data.PreSettlementPrice;
+	data["AskVolume1"] = task_data.AskVolume1;
+	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["PreOpenInterest"] = task_data.PreOpenInterest;
+	data["AskPrice2"] = task_data.AskPrice2;
+	data["Volume"] = task_data.Volume;
+	data["AskVolume3"] = task_data.AskVolume3;
+	data["AskVolume2"] = task_data.AskVolume2;
+	data["AskVolume5"] = task_data.AskVolume5;
+	data["AskVolume4"] = task_data.AskVolume4;
+	data["UpperLimitPrice"] = task_data.UpperLimitPrice;
+	data["BidVolume1"] = task_data.BidVolume1;
+	data["InstrumentID"] = task_data.InstrumentID;
+	data["ClosePrice"] = task_data.ClosePrice;
+	data["ExchangeID"] = task_data.ExchangeID;
+	data["TradingDay"] = task_data.TradingDay;
+	data["PreDelta"] = task_data.PreDelta;
+	data["OpenInterest"] = task_data.OpenInterest;
+	data["CurrDelta"] = task_data.CurrDelta;
+	data["Turnover"] = task_data.Turnover;
+	data["LastPrice"] = task_data.LastPrice;
+	data["SettlementPrice"] = task_data.SettlementPrice;
+	data["ExchangeInstID"] = task_data.ExchangeInstID;
+	data["LowestPrice"] = task_data.LowestPrice;
+
+	this->onRtnDepthMarketData(data);
+};
+
+
+///-------------------------------------------------------------------------------------
+///主动函数
+///-------------------------------------------------------------------------------------
+
+void MdApi::createFtdcMdApi(string pszFlowPath)
+{
+	//该函数为手动编写
+	this->api = CSgitFtdcMdApi::CreateFtdcMdApi(pszFlowPath.c_str());
+	this->api->RegisterSpi(this);
+};
+
+void MdApi::release()
+{
+	//该函数为手动编写
+	this->api->Release();
+};
+
+void MdApi::init(bool isLogged)
+{
+	//该函数为手动编写
+	this->api->Init(isLogged);
+};
+
+int MdApi::exit()
+{
+	//该函数为手动编写
+	this->api->Release();
+	this->api = NULL;
+	return 1;
+};
+
+int MdApi::join()
+{
+	int i = this->api->Join();
+	return i;
+}
+
+string MdApi::getTradingDay()
+{
+	//该函数为手动编写
+	string day = this->api->GetTradingDay();
+	return day;
+};
+
+void MdApi::registerFront(string pszFrontAddress)
+{
+	//该函数为手动编写
+	this->api->RegisterFront((char*)pszFrontAddress.c_str());
+};
+
+void MdApi::setMultiCastAddr(string address)
+{
+	//该函数为手动编写
+	this->api->SetMultiCastAddr((char*)address.c_str());
+};
+
+void MdApi::subscribeMarketTopic(int nType)
+{
+	//该函数为手动编写
+	Sgit_TE_RESUME_TYPE type = Sgit_TE_RESUME_TYPE(nType);
+	this->api->SubscribeMarketTopic(type);
+};
+
+int MdApi::ready()
+{
+	//该函数为手动编写
+	int i = this->api->Ready();
+	return i;
+}
+
+int MdApi::subQuot(dict req)
+{
+	CSgitSubQuotField myreq = CSgitSubQuotField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "ContractID", myreq.ContractID);
+	int i = this->api->SubQuot(&myreq);
+	return i;
+};
+
+int MdApi::reqUserLogin(dict req, int nRequestID)
+{
+	CSgitFtdcReqUserLoginField myreq = CSgitFtdcReqUserLoginField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "MacAddress", myreq.MacAddress);
+	getString(req, "UserProductInfo", myreq.UserProductInfo);
+	getString(req, "UserID", myreq.UserID);
+	getString(req, "TradingDay", myreq.TradingDay);
+	getString(req, "InterfaceProductInfo", myreq.InterfaceProductInfo);
+	getString(req, "BrokerID", myreq.BrokerID);
+	getString(req, "ClientIPAddress", myreq.ClientIPAddress);
+	getString(req, "OneTimePassword", myreq.OneTimePassword);
+	getString(req, "ProtocolInfo", myreq.ProtocolInfo);
+	getString(req, "Password", myreq.Password);
+	int i = this->api->ReqUserLogin(&myreq, nRequestID);
+	return i;
+};
+
+int MdApi::reqUserLogout(dict req, int nRequestID)
+{
+	CSgitFtdcUserLogoutField myreq = CSgitFtdcUserLogoutField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "UserID", myreq.UserID);
+	getString(req, "BrokerID", myreq.BrokerID);
+	int i = this->api->ReqUserLogout(&myreq, nRequestID);
+	return i;
+};
+
+
+///-------------------------------------------------------------------------------------
+///Boost.Python封装
+///-------------------------------------------------------------------------------------
+
+struct MdApiWrap : MdApi, wrapper < MdApi >
+{
+	virtual void onFrontConnected()
+	{
+		//以下的try...catch...可以实现捕捉python环境中错误的功能，防止C++直接出现原因未知的崩溃
+		try
+		{
+			this->get_override("onFrontConnected")();
+		}
+		catch (error_already_set const &)
+		{
+			PyErr_Print();
+		}
+	};
+
+	virtual void onFrontDisconnected(string msg)
+	{
+		try
+		{
+			this->get_override("onFrontDisconnected")(msg);
+		}
+		catch (error_already_set const &)
+		{
+			PyErr_Print();
+		}
+	};
+
+	virtual void onRspUserLogin(dict data, dict error, int id, bool last)
+	{
+		try
+		{
+			this->get_override("onRspUserLogin")(data, error, id, last);
+		}
+		catch (error_already_set const &)
+		{
+			PyErr_Print();
+		}
+	};
+
+	virtual void onRspUserLogout(dict data, dict error, int id, bool last)
+	{
+		try
+		{
+			this->get_override("onRspUserLogout")(data, error, id, last);
+		}
+		catch (error_already_set const &)
+		{
+			PyErr_Print();
+		}
+	};
+
+	virtual void onRtnDepthMarketData(dict data)
+	{
+		try
+		{
+			this->get_override("onRtnDepthMarketData")(data);
+		}
+		catch (error_already_set const &)
+		{
+			PyErr_Print();
+		}
+	};
+};
+
+
+BOOST_PYTHON_MODULE(vnsgitmd)
+{
+	PyEval_InitThreads();	//导入时运行，保证先创建GIL
+
+	class_<MdApiWrap, boost::noncopyable>("MdApi")
+		.def("createFtdcMdApi", &MdApiWrap::createFtdcMdApi)
+		.def("release", &MdApiWrap::release)
+		.def("init", &MdApiWrap::init)
+		.def("join", &MdApiWrap::join)
+		.def("exit", &MdApiWrap::exit)
+		.def("getTradingDay", &MdApiWrap::getTradingDay)
+		.def("registerFront", &MdApiWrap::registerFront)
+		.def("setMultiCastAddr", &MdApiWrap::setMultiCastAddr)
+		.def("subscribeMarketTopic", &MdApiWrap::subscribeMarketTopic)
+		.def("subQuot", &MdApiWrap::subQuot)
+		.def("ready", &MdApiWrap::ready)
+		.def("reqUserLogin", &MdApiWrap::reqUserLogin)
+		.def("reqUserLogout", &MdApiWrap::reqUserLogout)
+
+		.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("onRtnDepthMarketData", pure_virtual(&MdApiWrap::onRtnDepthMarketData))
+		;
+};

vn.sgit/vnsgitmd/vnsgitmd/vnsgitmd.h

@@ -0,0 +1,248 @@
+//说明部分
+
+//系统
+#include "stdafx.h"
+#include <string>
+#include <queue>
+
+//Boost
+#define BOOST_PYTHON_STATIC_LIB
+#include <boost/python/module.hpp>	//python封装
+#include <boost/python/def.hpp>		//python封装
+#include <boost/python/dict.hpp>	//python封装
+#include <boost/python/object.hpp>	//python封装
+#include <boost/python.hpp>			//python封装
+#include <boost/thread.hpp>			//任务队列的线程功能
+#include <boost/bind.hpp>			//任务队列的线程功能
+#include <boost/any.hpp>			//任务队列的任务实现
+
+//API
+#include "SgitFtdcMdApi.h"
+
+//命名空间
+using namespace std;
+using namespace boost::python;
+using namespace boost;
+
+//常量
+#define ONFRONTCONNECTED 1
+#define ONFRONTDISCONNECTED 2
+#define ONRSPUSERLOGIN 3
+#define ONRSPUSERLOGOUT 4
+#define ONRTNDEPTHMARKETDATA 5
+
+
+///-------------------------------------------------------------------------------------
+///API中的部分组件
+///-------------------------------------------------------------------------------------
+
+//GIL全局锁简化获取用，
+//用于帮助C++线程获得GIL锁，从而防止python崩溃
+class PyLock
+{
+private:
+	PyGILState_STATE gil_state;
+
+public:
+	//在某个函数方法中创建该对象时，获得GIL锁
+	PyLock()
+	{
+		gil_state = PyGILState_Ensure();
+	}
+
+	//在某个函数完成后销毁该对象时，解放GIL锁
+	~PyLock()
+	{
+		PyGILState_Release(gil_state);
+	}
+};
+
+
+//任务结构体
+struct Task
+{
+	int task_name;		//回调函数名称对应的常量
+	any task_data;		//数据结构体
+	any task_error;		//错误结构体
+	int task_id;		//请求id
+	bool task_last;		//是否为最后返回
+};
+
+
+///线程安全的队列
+template<typename Data>
+
+class ConcurrentQueue
+{
+private:
+	queue<Data> the_queue;								//标准库队列
+	mutable mutex the_mutex;							//boost互斥锁
+	condition_variable the_condition_variable;			//boost条件变量
+
+public:
+
+	//存入新的任务
+	void push(Data const& data)
+	{
+		mutex::scoped_lock lock(the_mutex);				//获取互斥锁
+		the_queue.push(data);							//向队列中存入数据
+		lock.unlock();									//释放锁
+		the_condition_variable.notify_one();			//通知正在阻塞等待的线程
+	}
+
+	//检查队列是否为空
+	bool empty() const
+	{
+		mutex::scoped_lock lock(the_mutex);
+		return the_queue.empty();
+	}
+
+	//取出
+	Data wait_and_pop()
+	{
+		mutex::scoped_lock lock(the_mutex);
+
+		while (the_queue.empty())						//当队列为空时
+		{
+			the_condition_variable.wait(lock);			//等待条件变量通知
+		}
+
+		Data popped_value = the_queue.front();			//获取队列中的最后一个任务
+		the_queue.pop();								//删除该任务
+		return popped_value;							//返回该任务
+	}
+
+};
+
+
+//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
+void getInt(dict d, string key, int* value);
+
+//从字典中获取某个建值对应的长整数，并赋值到请求结构体对象的值上
+void getLong(dict d, string key, long* value);
+
+//从字典中获取某个建值对应的短整数，并赋值到请求结构体对象的值上
+void getShort(dict d, string key, short* value);
+
+
+//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
+void getDouble(dict d, string key, double* value);
+
+
+//从字典中获取某个建值对应的单字符，并赋值到请求结构体对象的值上
+void getChar(dict d, string key, char* value);
+
+
+//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
+void getString(dict d, string key, char* value);
+
+
+///-------------------------------------------------------------------------------------
+///C++ SPI的回调函数方法实现
+///-------------------------------------------------------------------------------------
+
+//API的继承实现
+class MdApi : public CSgitFtdcMdSpi
+{
+private:
+	CSgitFtdcMdApi* api;			//API对象
+	thread *task_thread;				//工作线程指针（向python中推送数据）
+	ConcurrentQueue<Task> task_queue;	//任务队列
+
+public:
+	MdApi()
+	{
+		function0<void> f = boost::bind(&MdApi::processTask, this);
+		thread t(f);
+		this->task_thread = &t;
+	};
+
+	~MdApi()
+	{
+	};
+
+	//-------------------------------------------------------------------------------------
+	//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 pErrMsg 错误原因
+	virtual void OnFrontDisconnected(char *pErrMsg);
+
+	///登录请求响应
+	virtual void OnRspUserLogin(CSgitFtdcRspUserLoginField *pRspUserLogin, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///登出请求响应
+	virtual void OnRspUserLogout(CSgitFtdcUserLogoutField *pUserLogout, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///深度行情通知
+	virtual void OnRtnDepthMarketData(CSgitFtdcDepthMarketDataField *pDepthMarketData) ;
+
+	//-------------------------------------------------------------------------------------
+	//task：任务
+	//-------------------------------------------------------------------------------------
+
+	void processTask();
+
+	void processFrontConnected(Task task);
+
+	void processFrontDisconnected(Task task);
+
+	void processRspUserLogin(Task task);
+
+	void processRspUserLogout(Task task);
+
+	void processRtnDepthMarketData(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(string msg) {};
+
+	virtual void onRspUserLogin(dict data, dict error, int id, bool last) {};
+
+	virtual void onRspUserLogout(dict data, dict error, int id, bool last) {};
+
+	virtual void onRtnDepthMarketData(dict data) {};
+
+
+	//-------------------------------------------------------------------------------------
+	//req:主动函数的请求字典
+	//-------------------------------------------------------------------------------------
+
+	void createFtdcMdApi(string pszFlowPath);
+
+	void release();
+
+	void init(bool isLogged);
+
+	int join();
+
+	int exit();
+
+	string getTradingDay();
+
+	void registerFront(string pszFrontAddress);
+
+	void setMultiCastAddr(string address);
+
+	void subscribeMarketTopic(int type);
+
+	int subQuot(dict req);
+
+	int ready();
+
+	int reqUserLogin(dict req, int nRequestID);
+
+	int reqUserLogout(dict req, int nRequestID);
+
+};

vn.sgit/vnsgittd/vnsgittd/ReadMe.txt

@@ -0,0 +1,48 @@
+========================================================================
+    DYNAMIC LINK LIBRARY : vnsgittd Project Overview
+========================================================================
+
+AppWizard has created this vnsgittd DLL for you.
+
+This file contains a summary of what you will find in each of the files that
+make up your vnsgittd application.
+
+
+vnsgittd.vcxproj
+    This is the main project file for VC++ projects generated using an Application Wizard.
+    It contains information about the version of Visual C++ that generated the file, and
+    information about the platforms, configurations, and project features selected with the
+    Application Wizard.
+
+vnsgittd.vcxproj.filters
+    This is the filters file for VC++ projects generated using an Application Wizard. 
+    It contains information about the association between the files in your project 
+    and the filters. This association is used in the IDE to show grouping of files with
+    similar extensions under a specific node (for e.g. ".cpp" files are associated with the
+    "Source Files" filter).
+
+vnsgittd.cpp
+    This is the main DLL source file.
+
+	When created, this DLL does not export any symbols. As a result, it
+	will not produce a .lib file when it is built. If you wish this project
+	to be a project dependency of some other project, you will either need to
+	add code to export some symbols from the DLL so that an export library
+	will be produced, or you can set the Ignore Input Library property to Yes
+	on the General propert page of the Linker folder in the project's Property
+	Pages dialog box.
+
+/////////////////////////////////////////////////////////////////////////////
+Other standard files:
+
+StdAfx.h, StdAfx.cpp
+    These files are used to build a precompiled header (PCH) file
+    named vnsgittd.pch and a precompiled types file named StdAfx.obj.
+
+/////////////////////////////////////////////////////////////////////////////
+Other notes:
+
+AppWizard uses "TODO:" comments to indicate parts of the source code you
+should add to or customize.
+
+/////////////////////////////////////////////////////////////////////////////

vn.sgit/vnsgittd/vnsgittd/dllmain.cpp

@@ -0,0 +1,19 @@
+// dllmain.cpp : Defines the entry point for the DLL application.
+#include "stdafx.h"
+
+BOOL APIENTRY DllMain( HMODULE hModule,
+                       DWORD  ul_reason_for_call,
+                       LPVOID lpReserved
+					 )
+{
+	switch (ul_reason_for_call)
+	{
+	case DLL_PROCESS_ATTACH:
+	case DLL_THREAD_ATTACH:
+	case DLL_THREAD_DETACH:
+	case DLL_PROCESS_DETACH:
+		break;
+	}
+	return TRUE;
+}
+

vn.sgit/vnsgittd/vnsgittd/stdafx.cpp

@@ -0,0 +1,8 @@
+// stdafx.cpp : source file that includes just the standard includes
+// vnsgittd.pch will be the pre-compiled header
+// stdafx.obj will contain the pre-compiled type information
+
+#include "stdafx.h"
+
+// TODO: reference any additional headers you need in STDAFX.H
+// and not in this file

vn.sgit/vnsgittd/vnsgittd/stdafx.h

@@ -0,0 +1,16 @@
+// stdafx.h : include file for standard system include files,
+// or project specific include files that are used frequently, but
+// are changed infrequently
+//
+
+#pragma once
+
+#include "targetver.h"
+
+#define WIN32_LEAN_AND_MEAN             // Exclude rarely-used stuff from Windows headers
+// Windows Header Files:
+#include <windows.h>
+
+
+
+// TODO: reference additional headers your program requires here

vn.sgit/vnsgittd/vnsgittd/targetver.h

@@ -0,0 +1,8 @@
+#pragma once
+
+// Including SDKDDKVer.h defines the highest available Windows platform.
+
+// If you wish to build your application for a previous Windows platform, include WinSDKVer.h and
+// set the _WIN32_WINNT macro to the platform you wish to support before including SDKDDKVer.h.
+
+#include <SDKDDKVer.h>

vn.sgit/vnsgittd/vnsgittd/vnsgittd.h

@@ -0,0 +1,356 @@
+//说明部分
+
+//系统
+#include "stdafx.h"
+#include <string>
+#include <queue>
+
+//Boost
+#define BOOST_PYTHON_STATIC_LIB
+#include <boost/python/module.hpp>	//python封装
+#include <boost/python/def.hpp>		//python封装
+#include <boost/python/dict.hpp>	//python封装
+#include <boost/python/object.hpp>	//python封装
+#include <boost/python.hpp>			//python封装
+#include <boost/thread.hpp>			//任务队列的线程功能
+#include <boost/bind.hpp>			//任务队列的线程功能
+#include <boost/any.hpp>			//任务队列的任务实现
+
+//API
+#include "SgitFtdcTraderApi.h"
+
+//命名空间
+using namespace std;
+using namespace boost::python;
+using namespace boost;
+
+//常量
+#define ONFRONTCONNECTED 1
+#define ONFRONTDISCONNECTED 2
+#define ONRSPUSERLOGIN 3
+#define ONRSPUSERLOGOUT 4
+#define ONRSPUSERPASSWORDUPDATE 5
+#define ONRSPORDERINSERT 6
+#define ONRSPORDERACTION 7
+#define ONRSPQRYORDER 8
+#define ONRSPQRYTRADINGACCOUNT 9
+#define ONRSPQRYINVESTOR 10
+#define ONRSPQRYINSTRUMENT 11
+#define ONRTNORDER 12
+#define ONRTNTRADE 13
+#define ONRTNINSTRUMENTSTATUS 14
+#define ONRSPQRYINVESTORPOSITIONDETAIL 15
+#define ONRSPQRYINVESTORPOSITION 16
+
+
+///-------------------------------------------------------------------------------------
+///API中的部分组件
+///-------------------------------------------------------------------------------------
+
+//GIL全局锁简化获取用，
+//用于帮助C++线程获得GIL锁，从而防止python崩溃
+class PyLock
+{
+private:
+	PyGILState_STATE gil_state;
+
+public:
+	//在某个函数方法中创建该对象时，获得GIL锁
+	PyLock()
+	{
+		gil_state = PyGILState_Ensure();
+	}
+
+	//在某个函数完成后销毁该对象时，解放GIL锁
+	~PyLock()
+	{
+		PyGILState_Release(gil_state);
+	}
+};
+
+
+//任务结构体
+struct Task
+{
+	int task_name;		//回调函数名称对应的常量
+	any task_data;		//数据结构体
+	any task_error;		//错误结构体
+	int task_id;		//请求id
+	bool task_last;		//是否为最后返回
+};
+
+
+///线程安全的队列
+template<typename Data>
+
+class ConcurrentQueue
+{
+private:
+	queue<Data> the_queue;								//标准库队列
+	mutable mutex the_mutex;							//boost互斥锁
+	condition_variable the_condition_variable;			//boost条件变量
+
+public:
+
+	//存入新的任务
+	void push(Data const& data)
+	{
+		mutex::scoped_lock lock(the_mutex);				//获取互斥锁
+		the_queue.push(data);							//向队列中存入数据
+		lock.unlock();									//释放锁
+		the_condition_variable.notify_one();			//通知正在阻塞等待的线程
+	}
+
+	//检查队列是否为空
+	bool empty() const
+	{
+		mutex::scoped_lock lock(the_mutex);
+		return the_queue.empty();
+	}
+
+	//取出
+	Data wait_and_pop()
+	{
+		mutex::scoped_lock lock(the_mutex);
+
+		while (the_queue.empty())						//当队列为空时
+		{
+			the_condition_variable.wait(lock);			//等待条件变量通知
+		}
+
+		Data popped_value = the_queue.front();			//获取队列中的最后一个任务
+		the_queue.pop();								//删除该任务
+		return popped_value;							//返回该任务
+	}
+
+};
+
+
+//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
+void getInt(dict d, string key, int* value);
+
+//从字典中获取某个建值对应的长整数，并赋值到请求结构体对象的值上
+void getLong(dict d, string key, long* value);
+
+//从字典中获取某个建值对应的短整数，并赋值到请求结构体对象的值上
+void getShort(dict d, string key, short* value);
+
+
+//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
+void getDouble(dict d, string key, double* value);
+
+
+//从字典中获取某个建值对应的单字符，并赋值到请求结构体对象的值上
+void getChar(dict d, string key, char* value);
+
+
+//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
+void getString(dict d, string key, char* value);
+
+
+///-------------------------------------------------------------------------------------
+///C++ SPI的回调函数方法实现
+///-------------------------------------------------------------------------------------
+
+//API的继承实现
+class TdApi : public CSgitFtdcTraderSpi
+{
+private:
+	CSgitFtdcTraderApi* api;			//API对象
+	thread *task_thread;				//工作线程指针（向python中推送数据）
+	ConcurrentQueue<Task> task_queue;	//任务队列
+
+public:
+	TdApi()
+	{
+		function0<void> f = boost::bind(&TdApi::processTask, this);
+		thread t(f);
+		this->task_thread = &t;
+	};
+
+	~TdApi()
+	{
+	};
+
+	//-------------------------------------------------------------------------------------
+	//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 pErrMsg 错误原因
+	virtual void OnFrontDisconnected(char *pErrMsg);
+
+	///登录请求响应
+	virtual void OnRspUserLogin(CSgitFtdcRspUserLoginField *pRspUserLogin, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///登出请求响应
+	virtual void OnRspUserLogout(CSgitFtdcUserLogoutField *pUserLogout, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///用户口令更新请求响应
+	virtual void OnRspUserPasswordUpdate(CSgitFtdcUserPasswordUpdateField *pUserPasswordUpdate, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///报单录入请求响应
+	virtual void OnRspOrderInsert(CSgitFtdcInputOrderField *pInputOrder, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///报单操作请求响应
+	virtual void OnRspOrderAction(CSgitFtdcInputOrderActionField *pInputOrderAction, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///请求查询报单响应
+	virtual void OnRspQryOrder(CSgitFtdcOrderField *pOrder, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///请求查询资金账户响应
+	virtual void OnRspQryTradingAccount(CSgitFtdcTradingAccountField *pTradingAccount, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///请求查询投资者响应
+	virtual void OnRspQryInvestor(CSgitFtdcInvestorField *pInvestor, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///请求查询合约响应
+	virtual void OnRspQryInstrument(CSgitFtdcInstrumentField *pInstrument, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///报单通知
+	virtual void OnRtnOrder(CSgitFtdcOrderField *pOrder, CSgitFtdcRspInfoField *pRspInfo) ;
+
+	///成交通知
+	virtual void OnRtnTrade(CSgitFtdcTradeField *pTrade) ;
+
+	///合约交易状态通知
+	virtual void OnRtnInstrumentStatus(CSgitFtdcInstrumentStatusField *pInstrumentStatus) ;
+
+	///请求查询投资者持仓明细响应
+	virtual void OnRspQryInvestorPositionDetail(CSgitFtdcInvestorPositionDetailField *pInvestorPositionDetail, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///请求查询投资者持仓响应
+	virtual void OnRspQryInvestorPosition(CSgitFtdcInvestorPositionField *pInvestorPosition, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	/// 当收到合约价位查询应答时回调该函数
+	virtual void onRspMBLQuot(CSgitMBLQuotData *pMBLQuotData, CSgitFtdcRspInfoField *pRspMsg, int nRequestID, bool bIsLast){};
+
+	//-------------------------------------------------------------------------------------
+	//task：任务
+	//-------------------------------------------------------------------------------------
+
+	void processTask();
+
+	void processFrontConnected(Task task);
+
+	void processFrontDisconnected(Task task);
+
+	void processRspUserLogin(Task task);
+
+	void processRspUserLogout(Task task);
+
+	void processRspUserPasswordUpdate(Task task);
+
+	void processRspOrderInsert(Task task);
+
+	void processRspOrderAction(Task task);
+
+	void processRspQryOrder(Task task);
+
+	void processRspQryTradingAccount(Task task);
+
+	void processRspQryInvestor(Task task);
+
+	void processRspQryInstrument(Task task);
+
+	void processRtnOrder(Task task);
+
+	void processRtnTrade(Task task);
+
+	void processRtnInstrumentStatus(Task task);
+
+	void processRspQryInvestorPositionDetail(Task task);
+
+	void processRspQryInvestorPosition(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(string msg){};
+
+	virtual void onRspUserLogin(dict data, dict error, int id, bool last) {};
+
+	virtual void onRspUserLogout(dict data, dict error, int id, bool last) {};
+
+	virtual void onRspUserPasswordUpdate(dict data, dict error, int id, bool last) {};
+
+	virtual void onRspOrderInsert(dict data, dict error, int id, bool last) {};
+
+	virtual void onRspOrderAction(dict data, dict error, int id, bool last) {};
+
+	virtual void onRspQryOrder(dict data, dict error, int id, bool last) {};
+
+	virtual void onRspQryTradingAccount(dict data, dict error, int id, bool last) {};
+
+	virtual void onRspQryInvestor(dict data, dict error, int id, bool last) {};
+
+	virtual void onRspQryInstrument(dict data, dict error, int id, bool last) {};
+
+	virtual void onRtnOrder(dict data, dict error) {};
+
+	virtual void onRtnTrade(dict data) {};
+
+	virtual void onRtnInstrumentStatus(dict data) {};
+
+	virtual void onRspQryInvestorPositionDetail(dict data, dict error, int id, bool last) {};
+
+	virtual void onRspQryInvestorPosition(dict data, dict error, int id, bool last) {};
+
+
+	//-------------------------------------------------------------------------------------
+	//req:主动函数的请求字典
+	//-------------------------------------------------------------------------------------
+
+	void createFtdcTraderApi(string pszFlowPath);
+
+	void release();
+
+	void init(bool isLogged);
+
+	int join();
+
+	int exit();
+
+	string getTradingDay();
+
+	void registerFront(string pszFrontAddress);
+
+	void subscribePrivateTopic(int type);
+
+	void subscribePublicTopic(int type);
+
+	int ready();
+
+	int reqUserLogin(dict req, int nRequestID);
+
+	int reqUserLogout(dict req, int nRequestID);
+
+	int reqUserPasswordUpdate(dict req, int nRequestID);
+
+	int reqOrderInsert(dict req, int nRequestID);
+
+	int reqOrderAction(dict req, int nRequestID);
+
+	int reqQryOrder(dict req, int nRequestID);
+
+	int reqQryTradingAccount(dict req, int nRequestID);
+
+	int reqQryInvestor(dict req, int nRequestID);
+
+	int reqQryInstrument(dict req, int nRequestID);
+
+	int reqQryInvestorPositionDetail(dict req, int nRequestID);
+
+	int reqQryInvestorPosition(dict req, int nRequestID);
+
+	//int reqMBLQuot(dict req, int nRequestID);
+};