增加vn.rpc模块
This commit is contained in:
chenxy123
parent
19bc8ce4fe
commit
d7d6ecf840
@ -1,5 +1,5 @@
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<?xml version="1.0"?>
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<SubscriptionDataContainer xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="urn:Microsoft.VisualStudio.WindowsAzure.CommonAzureTools.Authentication.CacheManagement">
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<Items />
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<TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAhuIZgFnYcU6wvp5DI4FozAAAAAACAAAAAAAQZgAAAAEAACAAAAAEnSq6DlHvPj2amWbgMtqa1m2ELpAnBlEJyoRyDjDxsgAAAAAOgAAAAAIAACAAAACrX89865S5WWunExh6aF71QHKHa87uVQVvsnn0+riPcRAAAABDBs23sQKZAf7wk26UVETjQAAAAEpIyMmA+AvwZxOZekWx/EcDwGZ23fzLHsoD0smvLK34lZolgZJP/DdmHnM7XHV5qUeUY/Ujmea+emXzxQ8R5Wo=</TokenCache>
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<TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAhuIZgFnYcU6wvp5DI4FozAAAAAACAAAAAAAQZgAAAAEAACAAAADbHX9MGY1db5F4b+OyG6c/B78GOMBlEj6iQbaFcLZJCAAAAAAOgAAAAAIAACAAAADn7kKZgsW4pBHXuVEmex+oXTGG5hNRZGiXkpNGYXsFPBAAAACHqHiPVtiM03bftyY0V78iQAAAACpQVRyEMAhwGyl6Ekto5M6tZRU4Nu9lGQ6I+0d85GOVYFPsld6n8j1heCXRQ5facD4R4R9fqjq858G/Iyjl0vQ=</TokenCache>
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</SubscriptionDataContainer>
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33
vn.rpc/testClient.py
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33
vn.rpc/testClient.py
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@ -0,0 +1,33 @@
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# encoding: UTF-8
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from time import sleep
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from vnrpc import RpcClient
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########################################################################
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class TestClient(RpcClient):
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""""""
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#----------------------------------------------------------------------
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def __init__(self, reqAddress, subAddress):
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"""Constructor"""
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super(TestClient, self).__init__(reqAddress, subAddress)
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#----------------------------------------------------------------------
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def callback(self, data):
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"""回调函数实现"""
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print 'client received:', data
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if __name__ == '__main__':
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reqAddress = 'tcp://localhost:2014'
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subAddress = 'tcp://localhost:0602'
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tc = TestClient(reqAddress, subAddress)
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tc.start()
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while 1:
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print tc.add(1, 3)
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sleep(2)
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37
vn.rpc/testServer.py
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37
vn.rpc/testServer.py
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@ -0,0 +1,37 @@
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# encoding: UTF-8
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from time import sleep, time
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from vnrpc import RpcServer
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########################################################################
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class TestServer(RpcServer):
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"""测试服务器"""
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#----------------------------------------------------------------------
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def __init__(self, repAddress, pubAddress):
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"""Constructor"""
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super(TestServer, self).__init__(repAddress, pubAddress)
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self.register(self.add)
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#----------------------------------------------------------------------
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def add(self, a, b):
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"""测试函数"""
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print 'receiving: %s, %s' % (a,b)
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return a + b
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if __name__ == '__main__':
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repAddress = 'tcp://*:2014'
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pubAddress = 'tcp://*:0602'
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ts = TestServer(repAddress, pubAddress)
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ts.start()
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while 1:
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content = 'current server time is %s' % time()
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print content
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ts.publish(content)
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sleep(2)
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190
vn.rpc/vnrpc.py
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190
vn.rpc/vnrpc.py
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# encoding: UTF-8
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import threading
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import traceback
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import zmq
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from msgpack import packb, unpackb
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########################################################################
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class RpcServer(object):
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"""RPC服务器"""
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#----------------------------------------------------------------------
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def __init__(self, repAddress, pubAddress):
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"""Constructor"""
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# 保存功能函数的字典，key是函数名，value是函数对象
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self.__functions = {}
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# zmq端口相关
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self.__context = zmq.Context()
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self.__socketREP = self.__context.socket(zmq.REP) # 请求回应socket
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self.__socketREP.bind(repAddress)
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self.__socketPUB = self.__context.socket(zmq.PUB) # 数据广播socket
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self.__socketPUB.bind(pubAddress)
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# 工作线程相关
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self.__active = False # 服务器的工作状态
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self.__thread = threading.Thread(target=self.__run) # 服务器的工作线程
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#----------------------------------------------------------------------
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def start(self):
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"""启动服务器"""
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# 将服务器设为启动
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self.__active = True
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# 启动工作线程
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self.__thread.start()
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#----------------------------------------------------------------------
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def stop(self):
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"""停止服务器"""
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# 将服务器设为停止
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self.__active = False
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# 等待工作线程退出
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self.__thread.join()
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#----------------------------------------------------------------------
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def __run(self):
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"""连续运行函数"""
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while self.__active:
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# 从请求响应socket收取请求数据
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reqb = self.__socketREP.recv()
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# 用msgpack解包
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req = unpackb(reqb)
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# 获取函数名和参数
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name, args, kwargs = req
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# 获取引擎中对应的函数对象，并执行调用，如果有异常则捕捉后返回
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try:
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func = self.__functions[name]
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r = func(*args, **kwargs)
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rep = [True, r]
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except Exception as e:
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rep = [False, traceback.format_exc()]
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# 用msgpack打包
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repb = packb(rep)
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# 通过请求响应socket返回调用结果
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self.__socketREP.send(repb)
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#----------------------------------------------------------------------
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def publish(self, data):
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"""广播推送数据"""
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# 使用msgpack序列化数据
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datab = packb(data)
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# 通过广播socket发送数据
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self.__socketPUB.send(datab)
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#----------------------------------------------------------------------
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def register(self, func):
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"""注册函数"""
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self.__functions[func.__name__] = func
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########################################################################
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class RpcClient(object):
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"""RPC客户端"""
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#----------------------------------------------------------------------
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def __init__(self, reqAddress, subAddress):
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"""Constructor"""
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# zmq端口相关
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self.__reqAddress = reqAddress
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self.__subAddress = subAddress
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self.__context = zmq.Context()
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self.__socketREQ = self.__context.socket(zmq.REQ) # 请求发出socket
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self.__socketSUB = self.__context.socket(zmq.SUB) # 广播订阅socket
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# 工作线程相关，用于处理服务器推送的数据
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self.__active = False # 客户端的工作状态
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self.__thread = threading.Thread(target=self.__run) # 客户端的工作线程
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#----------------------------------------------------------------------
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def __getattr__(self, name):
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"""实现远程调用功能"""
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# 执行远程调用任务
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def dorpc(*args, **kwargs):
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# 生成请求
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req = [name, args, kwargs]
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# 用msgpack打包请求
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reqb = packb(req)
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# 发送请求并等待回应
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self.__socketREQ.send(reqb)
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repb = self.__socketREQ.recv()
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# 用msgpack解包回应
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rep = unpackb(repb)
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# 若正常则返回结果，调用失败则触发异常
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if rep[0]:
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return rep[1]
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else:
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raise RemoteException, rep[1]
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return dorpc
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#----------------------------------------------------------------------
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def start(self):
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"""启动客户端"""
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# 连接端口
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self.__socketREQ.connect(self.__reqAddress)
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self.__socketSUB.connect(self.__subAddress)
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self.__socketSUB.setsockopt(zmq.SUBSCRIBE, '') # 订阅全部数据，不做过滤
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# 将服务器设为启动
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self.__active = True
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# 启动工作线程
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self.__thread.start()
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#----------------------------------------------------------------------
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def stop(self):
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"""停止客户端"""
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# 将客户端设为停止
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self.__active = False
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# 等待工作线程退出
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self.__thread.join()
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#----------------------------------------------------------------------
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def __run(self):
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"""连续运行函数"""
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while self.__active:
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# 从订阅socket收取广播数据
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datab = self.__socketSUB.recv()
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# 用msgpack解包
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data = unpackb(datab)
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# 调用回调函数处理
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self.callback(data)
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#----------------------------------------------------------------------
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def callback(self, data):
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"""回调函数，必须由用户实现"""
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raise NotImplementedError
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########################################################################
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class RemoteException(Exception):
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"""RPC远程异常"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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pass
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@ -65,6 +65,9 @@ class MainWindow(QtGui.QMainWindow):
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connectLtsAction = QtGui.QAction(u'连接LTS', self)
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connectLtsAction.triggered.connect(self.connectLts)
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connectXtpAction = QtGui.QAction(u'连接XTP', self)
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connectXtpAction.triggered.connect(self.connectXtp)
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connectKsotpAction = QtGui.QAction(u'连接金仕达期权', self)
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connectKsotpAction.triggered.connect(self.connectKsotp)
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@ -125,6 +128,8 @@ class MainWindow(QtGui.QMainWindow):
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sysMenu.addAction(connectCtpAction)
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if 'LTS' in self.mainEngine.gatewayDict:
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sysMenu.addAction(connectLtsAction)
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if 'XTP' in self.mainEngine.gatewayDict:
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sysMenu.addAction(connectXtpAction)
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if 'FEMAS' in self.mainEngine.gatewayDict:
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sysMenu.addAction(connectFemasAction)
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if 'XSPEED' in self.mainEngine.gatewayDict:
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@ -204,6 +209,11 @@ class MainWindow(QtGui.QMainWindow):
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"""连接LTS接口"""
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self.mainEngine.connect('LTS')
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#----------------------------------------------------------------------
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def connectXtp(self):
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"""连接XTP接口"""
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self.mainEngine.connect('XTP')
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#----------------------------------------------------------------------
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def connectKsotp(self):
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"""连接金仕达期权接口"""
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@ -61,6 +61,13 @@ class MainEngine(object):
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except Exception, e:
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print e
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try:
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from xtpGateway.xtpGateway import XtpGateway
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self.addGateway(XtpGateway, 'XTP')
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self.gatewayDict['XTP'].setQryEnabled(True)
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except Exception, e:
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print e
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try:
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from ksotpGateway.ksotpGateway import KsotpGateway
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self.addGateway(KsotpGateway, 'KSOTP')
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@ -1,128 +0,0 @@
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# encoding: UTF-8
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__author__ = u'用Python的交易员'
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# C++和python类型的映射字典
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type_dict = {
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'int': 'int',
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'char': 'string',
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'double': 'float',
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'short': 'int',
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'XTP_EXCHANGE_TYPE': 'int'
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}
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#----------------------------------------------------------------------
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def process_line(line):
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"""处理每行"""
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# 注释
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if line[:3] == '///': # 注释
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py_line = process_comment(line)
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# 枚举
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elif 'enum' in line:
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py_line = process_enum(line)
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# 常量
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elif '#define' in line:
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py_line = process_define(line)
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# 类型定义
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elif 'typedef' in line:
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py_line = process_typedef(line)
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# 空行
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elif line == '\n':
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py_line = line
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# 其他忽略
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else:
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py_line = ''
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return py_line
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#----------------------------------------------------------------------
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def process_enum(line):
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"""处理枚举"""
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content = line.replace('\n', '').split(' ')
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type_ = 'int'
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keyword = content[1]
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py_line = 'typedefDict["%s"] = "%s"\n' % (keyword, type_)
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return py_line
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#----------------------------------------------------------------------
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def process_comment(line):
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"""处理注释"""
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py_line = line.replace('/', '#')
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return py_line
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#----------------------------------------------------------------------
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def process_typedef(line):
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"""处理类型定义"""
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content = line.split(' ')
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type_ = type_dict[content[1]]
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keyword = content[2]
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if '[' in keyword:
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i = keyword.index('[')
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keyword = keyword[:i]
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else:
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keyword = keyword.replace(';\n', '') # 删除行末分号
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if 'char' in line:
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if '[' in line:
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type_ = 'string'
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else:
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type_ = 'char'
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py_line = 'typedefDict["%s"] = "%s"\n' % (keyword, type_)
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return py_line
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#----------------------------------------------------------------------
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def process_define(line):
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"""处理常量"""
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content = line.split(' ')
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constant = content[1]
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if len(content)>2:
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value = content[-1]
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#py_line = 'defineDict["%s"] = %s' % (constant, value)
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py_line = '%s = %s' %(constant, value)
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else:
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py_line = ''
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return py_line
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#----------------------------------------------------------------------
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def replaceTabs(f):
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"""把Tab用4个空格替代"""
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l = []
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for line in f:
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line.replace('\t', ' ')
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l.append(line)
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return l
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#----------------------------------------------------------------------
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def main():
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"""主函数"""
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fcpp = open('xtp_api_data_type.h','r')
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fpy = open('xtp_data_type.py', 'w')
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fpy.write('# encoding: UTF-8\n')
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fpy.write('\n')
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fpy.write('typedefDict = {}\n')
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fpy.write('\n')
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lcpp = replaceTabs(fcpp)
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for n, line in enumerate(lcpp):
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py_line = process_line(line)
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if py_line:
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fpy.write(py_line.decode('gbk').encode('utf-8'))
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fcpp.close()
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fpy.close()
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print u'data_type.py生成过程完成'
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if __name__ == '__main__':
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main()
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@ -1,295 +0,0 @@
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# encoding: UTF-8
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__author__ = 'CHENXY'
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from string import join
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from lts_struct import structDict
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def processCallBack(line):
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orignalLine = line
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line = line.replace('\tvirtual void ', '') # 删除行首的无效内容
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line = line.replace('{};\n', '') # 删除行尾的无效内容
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content = line.split('(')
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cbName = content[0] # 回调函数名称
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cbArgs = content[1] # 回调函数参数
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if cbArgs[-1] == ' ':
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cbArgs = cbArgs.replace(') ', '')
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else:
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cbArgs = cbArgs.replace(')', '')
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cbArgsList = cbArgs.split(', ') # 将每个参数转化为列表
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cbArgsTypeList = []
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cbArgsValueList = []
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for arg in cbArgsList: # 开始处理参数
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content = arg.split(' ')
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if len(content) > 1:
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cbArgsTypeList.append(content[0]) # 参数类型列表
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cbArgsValueList.append(content[1]) # 参数数据列表
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createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine)
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createProcess(cbName, cbArgsTypeList, cbArgsValueList)
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# 生成.h文件中的process部分
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process_line = 'void process' + cbName[2:] + '(Task *task);\n'
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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, 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, int id, bool last)\n'
|
||||
override_line = '("on' + cbName[2:] + '")(error, id, last);\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('\tvirtual void ', 'void ' + apiName + '::')
|
||||
funcline = funcline.replace('{};', '')
|
||||
|
||||
ftask.write(funcline)
|
||||
ftask.write('{\n')
|
||||
ftask.write("\tTask* task = new 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 'RspInfoField' in type_:
|
||||
ftask.write("\n")
|
||||
ftask.write("\tif (pRspInfo)\n")
|
||||
ftask.write("\t{\n")
|
||||
ftask.write("\t\t" + type_ + ' *task_error = new ' + type_ + '();\n')
|
||||
ftask.write("\t\t" + '*task_error = ' + cbArgsValueList[i] + ';\n')
|
||||
ftask.write("\t\ttask->task_error = task_error;\n")
|
||||
ftask.write("\t}\n")
|
||||
ftask.write("\n")
|
||||
else:
|
||||
ftask.write("\n")
|
||||
ftask.write("\tif (" + cbArgsValueList[i][1:] + ")\n")
|
||||
ftask.write("\t{\n")
|
||||
|
||||
ftask.write("\t\t" + type_ + ' *task_data = new ' + type_ + '();\n')
|
||||
ftask.write("\t\t" + '*task_data = ' + cbArgsValueList[i] + ';\n')
|
||||
ftask.write("\t\ttask->task_data = task_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 'RspInfoField' in type_:
|
||||
fprocess.write("\t"+ "dict error;\n")
|
||||
fprocess.write("\tif (task->task_error)\n")
|
||||
fprocess.write("\t{\n")
|
||||
fprocess.write("\t\t"+ type_ + ' *task_error = (' + type_ + '*) task->task_error;\n')
|
||||
|
||||
struct = structDict[type_]
|
||||
for key in struct.keys():
|
||||
fprocess.write("\t\t"+ 'error["' + key + '"] = task_error->' + key + ';\n')
|
||||
|
||||
fprocess.write("\t\tdelete task->task_error;\n")
|
||||
fprocess.write("\t}\n")
|
||||
fprocess.write("\n")
|
||||
|
||||
onArgsList.append('error')
|
||||
|
||||
elif type_ in structDict:
|
||||
fprocess.write("\t"+ "dict data;\n")
|
||||
fprocess.write("\tif (task->task_data)\n")
|
||||
fprocess.write("\t{\n")
|
||||
fprocess.write("\t\t"+ type_ + ' *task_data = (' + type_ + '*) task->task_data;\n')
|
||||
|
||||
struct = structDict[type_]
|
||||
for key in struct.keys():
|
||||
fprocess.write("\t\t"+ 'data["' + key + '"] = task_data->' + key + ';\n')
|
||||
|
||||
fprocess.write("\t\tdelete task->task_data;\n")
|
||||
fprocess.write("\t}\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('\tdelete task;\n')
|
||||
|
||||
fprocess.write("};\n")
|
||||
fprocess.write("\n")
|
||||
|
||||
|
||||
def processFunction(line):
|
||||
line = line.replace('\tvirtual 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) > 1:
|
||||
fcArgsTypeList.append(content[0]) # 参数类型列表
|
||||
fcArgsValueList.append(content[1]) # 参数数据列表
|
||||
|
||||
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 MdApi::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 == '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('SecurityFtdcMdApi.h', 'r')
|
||||
ftask = open('lts_md_task.cpp', 'w')
|
||||
fprocess = open('lts_md_process.cpp', 'w')
|
||||
ffunction = open('lts_md_function.cpp', 'w')
|
||||
fdefine = open('lts_md_define.cpp', 'w')
|
||||
fswitch = open('lts_md_switch.cpp', 'w')
|
||||
fheaderprocess = open('lts_md_header_process.h', 'w')
|
||||
fheaderon = open('lts_md_header_on.h', 'w')
|
||||
fheaderfunction = open('lts_md_header_function.h', 'w')
|
||||
fwrap = open('lts_md_wrap.cpp', 'w')
|
||||
|
||||
define_count = 1
|
||||
|
||||
for line in fcpp:
|
||||
if "\tvirtual void On" in line:
|
||||
processCallBack(line)
|
||||
elif "\tvirtual int" in line:
|
||||
processFunction(line)
|
||||
|
||||
fcpp.close()
|
||||
ftask.close()
|
||||
fprocess.close()
|
||||
ffunction.close()
|
||||
fswitch.close()
|
||||
fdefine.close()
|
||||
fheaderprocess.close()
|
||||
fheaderon.close()
|
||||
fheaderfunction.close()
|
||||
fwrap.close()
|
||||
@ -1,295 +0,0 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
__author__ = 'CHENXY'
|
||||
|
||||
from string import join
|
||||
from lts_struct import structDict
|
||||
|
||||
|
||||
|
||||
def processCallBack(line):
|
||||
orignalLine = line
|
||||
line = line.replace('\tvirtual 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:
|
||||
cbArgsTypeList.append(content[0]) # 参数类型列表
|
||||
cbArgsValueList.append(content[1]) # 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, 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, int id, bool last)\n'
|
||||
override_line = '("on' + cbName[2:] + '")(error, id, last);\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('\tvirtual void ', 'void ' + apiName + '::')
|
||||
funcline = funcline.replace('{};', '')
|
||||
|
||||
ftask.write(funcline)
|
||||
ftask.write('{\n')
|
||||
ftask.write("\tTask* task = new 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 'RspInfoField' in type_:
|
||||
ftask.write("\n")
|
||||
ftask.write("\tif (pRspInfo)\n")
|
||||
ftask.write("\t{\n")
|
||||
ftask.write("\t\t" + type_ + ' *task_error = new ' + type_ + '();\n')
|
||||
ftask.write("\t\t" + '*task_error = ' + cbArgsValueList[i] + ';\n')
|
||||
ftask.write("\t\ttask->task_error = task_error;\n")
|
||||
ftask.write("\t}\n")
|
||||
ftask.write("\n")
|
||||
else:
|
||||
ftask.write("\n")
|
||||
ftask.write("\tif (" + cbArgsValueList[i][1:] + ")\n")
|
||||
ftask.write("\t{\n")
|
||||
|
||||
ftask.write("\t\t" + type_ + ' *task_data = new ' + type_ + '();\n')
|
||||
ftask.write("\t\t" + '*task_data = ' + cbArgsValueList[i] + ';\n')
|
||||
ftask.write("\t\ttask->task_data = task_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 'RspInfoField' in type_:
|
||||
fprocess.write("\t"+ "dict error;\n")
|
||||
fprocess.write("\tif (task->task_error)\n")
|
||||
fprocess.write("\t{\n")
|
||||
fprocess.write("\t\t"+ type_ + ' *task_error = (' + type_ + '*) task->task_error;\n')
|
||||
|
||||
struct = structDict[type_]
|
||||
for key in struct.keys():
|
||||
fprocess.write("\t\t"+ 'error["' + key + '"] = task_error->' + key + ';\n')
|
||||
|
||||
fprocess.write("\t\tdelete task->task_error;\n")
|
||||
fprocess.write("\t}\n")
|
||||
fprocess.write("\n")
|
||||
|
||||
onArgsList.append('error')
|
||||
|
||||
elif type_ in structDict:
|
||||
fprocess.write("\t"+ "dict data;\n")
|
||||
fprocess.write("\tif (task->task_data)\n")
|
||||
fprocess.write("\t{\n")
|
||||
fprocess.write("\t\t"+ type_ + ' *task_data = (' + type_ + '*) task->task_data;\n')
|
||||
|
||||
struct = structDict[type_]
|
||||
for key in struct.keys():
|
||||
fprocess.write("\t\t"+ 'data["' + key + '"] = task_data->' + key + ';\n')
|
||||
|
||||
fprocess.write("\t\tdelete task->task_data;\n")
|
||||
fprocess.write("\t}\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('\tdelete task;\n')
|
||||
|
||||
fprocess.write("};\n")
|
||||
fprocess.write("\n")
|
||||
|
||||
|
||||
def processFunction(line):
|
||||
line = line.replace('\tvirtual 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) > 1:
|
||||
fcArgsTypeList.append(content[0]) # 参数类型列表
|
||||
fcArgsValueList.append(content[1]) # 参数数据列表
|
||||
|
||||
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 QryApi::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 == '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 = 'QryApi'
|
||||
|
||||
fcpp = open('SecurityFtdcQueryApi.h', 'r')
|
||||
ftask = open('lts_qry_task.cpp', 'w')
|
||||
fprocess = open('lts_qry_process.cpp', 'w')
|
||||
ffunction = open('lts_qry_function.cpp', 'w')
|
||||
fdefine = open('lts_qry_define.cpp', 'w')
|
||||
fswitch = open('lts_qry_switch.cpp', 'w')
|
||||
fheaderprocess = open('lts_qry_header_process.h', 'w')
|
||||
fheaderon = open('lts_qry_header_on.h', 'w')
|
||||
fheaderfunction = open('lts_qry_header_function.h', 'w')
|
||||
fwrap = open('lts_qry_wrap.cpp', 'w')
|
||||
|
||||
define_count = 1
|
||||
|
||||
for line in fcpp:
|
||||
if "\tvirtual void On" in line:
|
||||
processCallBack(line)
|
||||
elif "\tvirtual int" in line:
|
||||
processFunction(line)
|
||||
|
||||
fcpp.close()
|
||||
ftask.close()
|
||||
fprocess.close()
|
||||
ffunction.close()
|
||||
fswitch.close()
|
||||
fdefine.close()
|
||||
fheaderprocess.close()
|
||||
fheaderon.close()
|
||||
fheaderfunction.close()
|
||||
fwrap.close()
|
||||
@ -1,76 +0,0 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
__author__ = 'CHENXY'
|
||||
|
||||
from xtp_data_type import *
|
||||
|
||||
type_dict = {
|
||||
'uint64_t': 'int',
|
||||
'uint32_t': 'int',
|
||||
'int64_t': 'int',
|
||||
'char': 'string',
|
||||
'double': 'float'
|
||||
}
|
||||
|
||||
typedefDict.update(type_dict)
|
||||
|
||||
|
||||
def main():
|
||||
"""主函数"""
|
||||
fcpp = open('xoms_api_struct.h', 'r')
|
||||
fpy = open('xtp_struct_oms.py', 'w')
|
||||
|
||||
fpy.write('# encoding: UTF-8\n')
|
||||
fpy.write('\n')
|
||||
fpy.write('structDict = {}\n')
|
||||
fpy.write('\n')
|
||||
|
||||
for line in 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 ' ' == line[0:4] or '\t' == line[0]:
|
||||
content = line.split(' ')
|
||||
content = [k for k in content if k]
|
||||
print content
|
||||
typedef = content[0].replace('\t', '')
|
||||
type_ = typedefDict[typedef]
|
||||
|
||||
variable = content[1]
|
||||
variable = variable.replace(';', "")
|
||||
variable = variable.replace('\n', "")
|
||||
if '[' in variable:
|
||||
k = variable.index('[')
|
||||
variable = variable[0:k]
|
||||
|
||||
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()
|
||||
@ -1,76 +0,0 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
__author__ = 'CHENXY'
|
||||
|
||||
from xtp_data_type import *
|
||||
|
||||
type_dict = {
|
||||
'uint64_t': 'int',
|
||||
'uint32_t': 'int',
|
||||
'int64_t': 'int',
|
||||
'char': 'string',
|
||||
'double': 'float'
|
||||
}
|
||||
|
||||
typedefDict.update(type_dict)
|
||||
|
||||
|
||||
def main():
|
||||
"""主函数"""
|
||||
fcpp = open('xquote_api_struct.h', 'r')
|
||||
fpy = open('xtp_struct_quote.py', 'w')
|
||||
|
||||
fpy.write('# encoding: UTF-8\n')
|
||||
fpy.write('\n')
|
||||
fpy.write('structDict = {}\n')
|
||||
fpy.write('\n')
|
||||
|
||||
for line in 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 ' ' == line[0:4] or '\t' == line[0]:
|
||||
content = line.split(' ')
|
||||
content = [k for k in content if k]
|
||||
print content
|
||||
typedef = content[0].replace('\t', '')
|
||||
type_ = typedefDict[typedef]
|
||||
|
||||
variable = content[1]
|
||||
variable = variable.replace(';', "")
|
||||
variable = variable.replace('\n', "")
|
||||
if '[' in variable:
|
||||
k = variable.index('[')
|
||||
variable = variable[0:k]
|
||||
|
||||
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()
|
||||
@ -1,295 +0,0 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
__author__ = 'CHENXY'
|
||||
|
||||
from string import join
|
||||
from lts_struct import structDict
|
||||
|
||||
|
||||
|
||||
def processCallBack(line):
|
||||
orignalLine = line
|
||||
line = line.replace('\tvirtual 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:
|
||||
cbArgsTypeList.append(content[0]) # 参数类型列表
|
||||
cbArgsValueList.append(content[1]) # 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, 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, int id, bool last)\n'
|
||||
override_line = '("on' + cbName[2:] + '")(error, id, last);\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('\tvirtual void ', 'void ' + apiName + '::')
|
||||
funcline = funcline.replace('{};', '')
|
||||
|
||||
ftask.write(funcline)
|
||||
ftask.write('{\n')
|
||||
ftask.write("\tTask* task = new 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 'RspInfoField' in type_:
|
||||
ftask.write("\n")
|
||||
ftask.write("\tif (pRspInfo)\n")
|
||||
ftask.write("\t{\n")
|
||||
ftask.write("\t\t" + type_ + ' *task_error = new ' + type_ + '();\n')
|
||||
ftask.write("\t\t" + '*task_error = ' + cbArgsValueList[i] + ';\n')
|
||||
ftask.write("\t\ttask->task_error = task_error;\n")
|
||||
ftask.write("\t}\n")
|
||||
ftask.write("\n")
|
||||
else:
|
||||
ftask.write("\n")
|
||||
ftask.write("\tif (" + cbArgsValueList[i][1:] + ")\n")
|
||||
ftask.write("\t{\n")
|
||||
|
||||
ftask.write("\t\t" + type_ + ' *task_data = new ' + type_ + '();\n')
|
||||
ftask.write("\t\t" + '*task_data = ' + cbArgsValueList[i] + ';\n')
|
||||
ftask.write("\t\ttask->task_data = task_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 'RspInfoField' in type_:
|
||||
fprocess.write("\t"+ "dict error;\n")
|
||||
fprocess.write("\tif (task->task_error)\n")
|
||||
fprocess.write("\t{\n")
|
||||
fprocess.write("\t\t"+ type_ + ' *task_error = (' + type_ + '*) task->task_error;\n')
|
||||
|
||||
struct = structDict[type_]
|
||||
for key in struct.keys():
|
||||
fprocess.write("\t\t"+ 'error["' + key + '"] = task_error->' + key + ';\n')
|
||||
|
||||
fprocess.write("\t\tdelete task->task_error;\n")
|
||||
fprocess.write("\t}\n")
|
||||
fprocess.write("\n")
|
||||
|
||||
onArgsList.append('error')
|
||||
|
||||
elif type_ in structDict:
|
||||
fprocess.write("\t"+ "dict data;\n")
|
||||
fprocess.write("\tif (task->task_data)\n")
|
||||
fprocess.write("\t{\n")
|
||||
fprocess.write("\t\t"+ type_ + ' *task_data = (' + type_ + '*) task->task_data;\n')
|
||||
|
||||
struct = structDict[type_]
|
||||
for key in struct.keys():
|
||||
fprocess.write("\t\t"+ 'data["' + key + '"] = task_data->' + key + ';\n')
|
||||
|
||||
fprocess.write("\t\tdelete task->task_data;\n")
|
||||
fprocess.write("\t}\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('\tdelete task;\n')
|
||||
|
||||
fprocess.write("};\n")
|
||||
fprocess.write("\n")
|
||||
|
||||
|
||||
def processFunction(line):
|
||||
line = line.replace('\tvirtual 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) > 1:
|
||||
fcArgsTypeList.append(content[0]) # 参数类型列表
|
||||
fcArgsValueList.append(content[1]) # 参数数据列表
|
||||
|
||||
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 TdApi::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 == '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 = 'TdApi'
|
||||
|
||||
fcpp = open('SecurityFtdcTraderApi.h', 'r')
|
||||
ftask = open('lts_td_task.cpp', 'w')
|
||||
fprocess = open('lts_td_process.cpp', 'w')
|
||||
ffunction = open('lts_td_function.cpp', 'w')
|
||||
fdefine = open('lts_td_define.cpp', 'w')
|
||||
fswitch = open('lts_td_switch.cpp', 'w')
|
||||
fheaderprocess = open('lts_td_header_process.h', 'w')
|
||||
fheaderon = open('lts_td_header_on.h', 'w')
|
||||
fheaderfunction = open('lts_td_header_function.h', 'w')
|
||||
fwrap = open('lts_td_wrap.cpp', 'w')
|
||||
|
||||
define_count = 1
|
||||
|
||||
for line in fcpp:
|
||||
if "\tvirtual void On" in line:
|
||||
processCallBack(line)
|
||||
elif "\tvirtual int" in line:
|
||||
processFunction(line)
|
||||
|
||||
fcpp.close()
|
||||
ftask.close()
|
||||
fprocess.close()
|
||||
ffunction.close()
|
||||
fswitch.close()
|
||||
fdefine.close()
|
||||
fheaderprocess.close()
|
||||
fheaderon.close()
|
||||
fheaderfunction.close()
|
||||
fwrap.close()
|
||||
File diff suppressed because it is too large
Load Diff
@ -1,161 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@author 中泰证券股份有限公司
|
||||
///@file xtp_quote_api_compatible.h
|
||||
///@brief 定义行情订阅客户端兼容接口
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
#ifndef _XTP_QUOTE_API_COMPATIBLE_H_
|
||||
#define _XTP_QUOTE_API_COMPATIBLE_H_
|
||||
|
||||
#if _MSC_VER > 1000
|
||||
#pragma once
|
||||
#endif // _MSC_VER > 1000
|
||||
|
||||
#include "xtp_api_struct.h"
|
||||
#include "xtp_api_struct_compatible.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 XTP::API::QuoteCompatibleSpi
|
||||
*
|
||||
* \brief 行情回调兼容类
|
||||
*
|
||||
* \author 中泰证券股份有限公司
|
||||
* \date 十月 2015
|
||||
*/
|
||||
namespace XTP {
|
||||
namespace API {
|
||||
class QuoteCompatibleSpi
|
||||
{
|
||||
public:
|
||||
///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
|
||||
///@param nReason 错误原因
|
||||
/// 0x1001 网络读失败
|
||||
/// 0x1002 网络写失败
|
||||
/// 0x2001 接收心跳超时
|
||||
/// 0x2002 发送心跳失败
|
||||
/// 0x2003 收到错误报文
|
||||
virtual void OnFrontDisconnected(int nReason) {};
|
||||
|
||||
|
||||
///错误应答
|
||||
///@param pRspInfo 错误信息
|
||||
///@param nRequestID 请求的ID
|
||||
///@param bIsLast 是否最后一个
|
||||
virtual void OnRspError(CXTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///登出请求响应
|
||||
///@param pUserLogout 用户登出的参数
|
||||
///@param pRspInfo 错误信息
|
||||
///@param nRequestID 请求的ID
|
||||
///@param bIsLast 是否最后一个
|
||||
virtual void OnRspUserLogout(CXTPUserLogoutField *pUserLogout, CXTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///订阅行情应答
|
||||
///@param pSpecificInstrument 详细的合约订阅情况
|
||||
///@param pRspInfo 错误信息
|
||||
///@param nRequestID 请求的ID
|
||||
///@param bIsLast 是否最后一个
|
||||
virtual void OnRspSubMarketData(CXTPSpecificInstrumentField *pSpecificInstrument, CXTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///取消订阅行情应答
|
||||
///@param pSpecificInstrument 详细的合约取消订阅情况
|
||||
///@param pRspInfo 错误信息
|
||||
///@param nRequestID 请求的ID
|
||||
///@param bIsLast 是否最后一个
|
||||
virtual void OnRspUnSubMarketData(CXTPSpecificInstrumentField *pSpecificInstrument, CXTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///深度行情通知
|
||||
///@param pDepthMarketData 行情数据
|
||||
virtual void OnRtnDepthMarketData(CXTPDepthMarketDataField *pDepthMarketData) {};
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
/*!
|
||||
* \class XTP::API::QuoteCompatibleApi
|
||||
*
|
||||
* \brief 行情订阅兼容接口类
|
||||
*
|
||||
* \author 中泰证券股份有限公司
|
||||
* \date 十月 2015
|
||||
*/
|
||||
namespace XTP {
|
||||
namespace API {
|
||||
class MD_API_EXPORT QuoteCompatibleApi
|
||||
{
|
||||
public:
|
||||
///创建QuoteApi
|
||||
///@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
|
||||
///modify for udp marketdata
|
||||
static QuoteCompatibleApi *CreateQuoteApi(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;
|
||||
|
||||
|
||||
///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
|
||||
///@return 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(QuoteCompatibleSpi *pSpi) = 0;
|
||||
|
||||
///订阅行情。
|
||||
///@param ppInstrumentID 合约ID
|
||||
///@param nCount 要订阅/退订行情的合约个数
|
||||
///@param pExchageID 交易所代码
|
||||
///@remark 可以一次性订阅同一证券交易所的多个合约
|
||||
virtual int SubscribeMarketData(char *ppInstrumentID[], int nCount, XTP_EXCHANGE_TYPE pExchageID) = 0;
|
||||
|
||||
///退订行情。
|
||||
///@param ppInstrumentID 合约ID
|
||||
///@param nCount 要订阅/退订行情的合约个数
|
||||
///@param pExchageID 交易所代码
|
||||
///@remark 可以一次性取消订阅同一证券交易所的多个合约
|
||||
virtual int UnSubscribeMarketData(char *ppInstrumentID[], int nCount, XTP_EXCHANGE_TYPE pExchageID) = 0;
|
||||
|
||||
///用户登录请求
|
||||
///@return 登录是否成功，“0”表示登录成功，非“0”表示登录出错
|
||||
///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作
|
||||
virtual int ReqUserLogin(CXTPReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
|
||||
|
||||
|
||||
///登出请求
|
||||
///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错
|
||||
virtual int ReqUserLogout(CXTPUserLogoutField *pUserLogout, int nRequestID) = 0;
|
||||
|
||||
protected:
|
||||
~QuoteCompatibleApi() {};
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
#endif
|
||||
@ -1,258 +0,0 @@
|
||||
/*!
|
||||
* \file xoms_api_struct.h
|
||||
* \date 2015/10/23 16:45
|
||||
*
|
||||
* \author howellxu
|
||||
* Contact: user@company.com
|
||||
*
|
||||
* \brief 定义订单管理系统外部交互接口数据结构
|
||||
*
|
||||
* TODO: long description
|
||||
*
|
||||
* \note
|
||||
*/
|
||||
#ifndef _XOMS_API_STRUCT_H_
|
||||
#define _XOMS_API_STRUCT_H_
|
||||
|
||||
#include "xtp_api_data_type.h"
|
||||
|
||||
#define XTP_API_TICKER_LEN 13
|
||||
#define XTP_API_TICKER_NAME_LEN 48
|
||||
#define XTP_LOCAL_ORDER_LEN 11
|
||||
#define XTP_ORDER_EXCH_LEN 17
|
||||
#define XTP_ORDER_RES_LEN 4
|
||||
#define XTP_SUBPBUID_LEN 7
|
||||
#define XTP_BRANCH_PBU_LEN 7
|
||||
#define XTP_SYS_INSTRUMENT_LEN 24
|
||||
|
||||
|
||||
//=====================客户端接口定义=================================
|
||||
///新订单请求
|
||||
struct XTPOrderInsertInfo
|
||||
{
|
||||
///XTP系统订单ID
|
||||
uint64_t order_xtp_id;
|
||||
///报单引用,由客户自定义
|
||||
uint32_t order_client_id;
|
||||
///合约代码 客户端请求不带空格
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///交易市场
|
||||
XTP_MARKET_TYPE market;
|
||||
///价格
|
||||
double price;
|
||||
///止损价（保留字段）
|
||||
double stop_price;
|
||||
///数量
|
||||
int64_t quantity;
|
||||
///报单价格
|
||||
XTP_PRICE_TYPE price_type;
|
||||
///买卖方向
|
||||
XTP_SIDE_TYPE side;
|
||||
};
|
||||
|
||||
///撤单
|
||||
struct XTPOrderCancel
|
||||
{
|
||||
///XTP系统订单ID
|
||||
uint64_t order_cancel_xtp_id;
|
||||
///报单操作引用
|
||||
uint32_t order_cancel_client_id;
|
||||
///合约代码
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///交易市场
|
||||
XTP_MARKET_TYPE market;
|
||||
///操作时间
|
||||
int64_t action_time;
|
||||
///报单引用
|
||||
uint32_t order_client_id;
|
||||
///操作对象订单的序号
|
||||
uint64_t order_xtp_id;
|
||||
};
|
||||
|
||||
|
||||
///撤单失败响应消息
|
||||
struct XTPOrderCancelInfo
|
||||
{
|
||||
///撤单XTPID
|
||||
uint64_t order_cancel_xtp_id;
|
||||
///原始订单XTPID
|
||||
uint64_t order_xtp_id;
|
||||
};
|
||||
|
||||
|
||||
///报单响应结构体
|
||||
struct XTPOrderInfo
|
||||
{
|
||||
///XTP系统订单ID
|
||||
uint64_t order_xtp_id;
|
||||
///报单引用，用户自定义
|
||||
uint32_t order_client_id;
|
||||
///报单操作引用，用户自定义
|
||||
uint32_t order_cancel_client_id;
|
||||
///撤单在XTP系统中的id
|
||||
uint64_t order_cancel_xtp_id;
|
||||
///合约代码
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///交易市场
|
||||
XTP_MARKET_TYPE market;
|
||||
///价格
|
||||
double price;
|
||||
///数量
|
||||
int64_t quantity;
|
||||
///报单价格条件
|
||||
XTP_PRICE_TYPE price_type;
|
||||
///买卖方向
|
||||
XTP_SIDE_TYPE side;
|
||||
///今成交数量
|
||||
int64_t qty_traded;
|
||||
///剩余数量
|
||||
int64_t qty_left;
|
||||
///委托时间
|
||||
int64_t insert_time;
|
||||
///最后修改时间
|
||||
int64_t update_time;
|
||||
///撤销时间
|
||||
int64_t cancel_time;
|
||||
///成交金额
|
||||
double trade_amount;
|
||||
///本地报单编号 OMS生成的单号
|
||||
char order_local_id[XTP_LOCAL_ORDER_LEN];
|
||||
///报单状态
|
||||
XTP_ORDER_STATUS_TYPE order_status;
|
||||
///报单提交状态
|
||||
XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status;
|
||||
///报单类型
|
||||
TXTPOrderTypeType order_type;
|
||||
};
|
||||
|
||||
|
||||
|
||||
///报单成交结构体
|
||||
struct XTPTradeReport
|
||||
{
|
||||
///XTP系统订单ID
|
||||
uint64_t order_xtp_id;
|
||||
///报单引用
|
||||
uint32_t order_client_id;
|
||||
///合约代码
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///交易市场
|
||||
XTP_MARKET_TYPE market;
|
||||
///订单号
|
||||
uint64_t local_order_id;
|
||||
///成交编号
|
||||
uint64_t exec_id;
|
||||
///价格
|
||||
double price;
|
||||
///数量
|
||||
int64_t quantity;
|
||||
///成交时间
|
||||
int64_t trade_time;
|
||||
///成交金额
|
||||
double trade_amount;
|
||||
///成交序号 --回报记录号
|
||||
uint64_t report_index;
|
||||
///报单编号 --交易所单号
|
||||
char order_exch_id[XTP_ORDER_EXCH_LEN];
|
||||
///成交类型 --成交回报中的执行类型
|
||||
TXTPTradeTypeType trade_type;
|
||||
///买卖方向
|
||||
XTP_SIDE_TYPE side;
|
||||
///交易所交易员代码
|
||||
char branch_pbu[XTP_BRANCH_PBU_LEN];
|
||||
};
|
||||
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
///报单查询
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
///报单查询请求-条件查询
|
||||
struct XTPQueryOrderReq
|
||||
{
|
||||
///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点
|
||||
int64_t begin_time;
|
||||
///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间
|
||||
int64_t end_time;
|
||||
};
|
||||
|
||||
///报单查询响应结构体
|
||||
typedef XTPOrderInfo XTPQueryOrderRsp;
|
||||
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
///成交回报查询
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
///查询成交报告请求-根据执行编号查询（保留字段）
|
||||
struct XTPQueryReportByExecIdReq
|
||||
{
|
||||
///XTP订单系统ID
|
||||
uint64_t order_xtp_id;
|
||||
///成交执行编号
|
||||
uint64_t exec_id;
|
||||
};
|
||||
|
||||
///查询成交回报请求-查询条件
|
||||
struct XTPQueryTraderReq
|
||||
{
|
||||
///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点
|
||||
int64_t begin_time;
|
||||
///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间
|
||||
int64_t end_time;
|
||||
};
|
||||
|
||||
///成交回报查询响应结构体
|
||||
typedef XTPTradeReport XTPQueryTradeRsp;
|
||||
|
||||
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
///账户资金查询响应结构体
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
struct XTPQueryAssetRsp
|
||||
{
|
||||
///总资产
|
||||
double total_asset;
|
||||
///可用资金
|
||||
double buying_power;
|
||||
///证券资产
|
||||
double security_asset;
|
||||
///累计买入成交证券占用资金（保留字段）
|
||||
double fund_buy_amount;
|
||||
///累计买入成交交易费用（保留字段）
|
||||
double fund_buy_fee;
|
||||
///累计卖出成交证券所得资金（保留字段）
|
||||
double fund_sell_amount;
|
||||
///累计卖出成交交易费用（保留字段）
|
||||
double fund_sell_fee;
|
||||
};
|
||||
|
||||
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
///查询股票持仓情况
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
struct XTPQueryStkPositionRsp
|
||||
{
|
||||
///证券代码
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///证券名称
|
||||
char ticker_name[XTP_API_TICKER_NAME_LEN];
|
||||
///当前持仓
|
||||
int64_t total_qty;
|
||||
///可用股份数
|
||||
int64_t sellable_qty;
|
||||
///持仓成本
|
||||
double avg_price;
|
||||
///浮动盈亏
|
||||
double unrealized_pnl;
|
||||
};
|
||||
|
||||
|
||||
|
||||
|
||||
#endif //_XOMS_API_STRUCT_H_
|
||||
|
||||
@ -1,160 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@author 中泰证券股份有限公司
|
||||
///@file xquote_api_struct.h
|
||||
///@brief 定义行情类相关数据结构
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
#ifndef _XQUOTE_API_STRUCT_H_
|
||||
#define _XQUOTE_API_STRUCT_H_
|
||||
|
||||
#include <stdint.h>
|
||||
#include "xtp_api_data_type.h"
|
||||
|
||||
///指定的合约
|
||||
typedef struct XTPSpecificTickerStruct
|
||||
{
|
||||
///交易所代码
|
||||
XTP_EXCHANGE_TYPE exchange_id;
|
||||
///合约代码（不包含交易所信息）例如"600000 "
|
||||
char ticker[XTP_TICKER_LEN];
|
||||
} XTPST;
|
||||
|
||||
|
||||
///行情
|
||||
typedef struct XTPMarketDataStruct
|
||||
{
|
||||
// 代码
|
||||
///交易所代码
|
||||
XTP_EXCHANGE_TYPE exchange_id;
|
||||
///合约代码（不包含交易所信息）
|
||||
char ticker[XTP_TICKER_LEN];
|
||||
|
||||
// 股票等价格
|
||||
///最新价
|
||||
double last_price;
|
||||
///昨收盘
|
||||
double pre_close_price;
|
||||
///今开盘
|
||||
double open_price;
|
||||
///最高价
|
||||
double high_price;
|
||||
///最低价
|
||||
double low_price;
|
||||
///今收盘
|
||||
double close_price;
|
||||
|
||||
// 期货等数据
|
||||
///昨持仓量（目前未填写）
|
||||
double pre_open_interest;
|
||||
///持仓量（目前未填写）
|
||||
double open_interest;
|
||||
///上次结算价（目前未填写）
|
||||
double pre_settlement_price;
|
||||
///本次结算价（目前未填写）
|
||||
double settlement_price;
|
||||
|
||||
///涨停板价（目前未填写）
|
||||
double upper_limit_price;
|
||||
///跌停板价（目前未填写）
|
||||
double lower_limit_price;
|
||||
///昨虚实度（目前未填写）
|
||||
double pre_delta;
|
||||
///今虚实度（目前未填写）
|
||||
double curr_delta;
|
||||
|
||||
/// 时间类
|
||||
int64_t data_time;
|
||||
|
||||
// 量额数据
|
||||
///数量
|
||||
int32_t qty;
|
||||
///成交金额
|
||||
double turnover;
|
||||
///当日均价
|
||||
double avg_price;
|
||||
|
||||
// 买卖盘
|
||||
///十档申买价
|
||||
double bid[10];
|
||||
///十档申卖价
|
||||
double ask[10];
|
||||
///十档申买量
|
||||
int32_t bid_qty[10];
|
||||
///十档申卖量
|
||||
int32_t ask_qty[10];
|
||||
|
||||
// lts没有包含的数据（目前未填写）
|
||||
///成交笔数
|
||||
int32_t trades_count;
|
||||
///当前交易状态说明
|
||||
char ticker_status[8];
|
||||
///委托买入总量
|
||||
int32_t total_bid_qty;
|
||||
///委托卖出总量
|
||||
int32_t total_ask_qty;
|
||||
///加权平均委买价格
|
||||
double ma_bid_price;
|
||||
///加权平均委卖价格
|
||||
double ma_ask_price;
|
||||
///债券加权平均委买价格
|
||||
double ma_bond_bid_price;
|
||||
///债券加权平均委卖价格
|
||||
double ma_bond_ask_price;
|
||||
///债券到期收益率
|
||||
double yield_to_maturity;
|
||||
///ETF净值估值
|
||||
double iopv;
|
||||
///ETF申购笔数
|
||||
int32_t etf_buy_count;
|
||||
///ETF赎回笔数
|
||||
int32_t etf_sell_count;
|
||||
///ETF申购数量
|
||||
double etf_buy_qty;
|
||||
///ETF申购金额
|
||||
double etf_buy_money;
|
||||
///ETF赎回数量
|
||||
double etf_sell_qty;
|
||||
///ETF赎回金额
|
||||
double etf_sell_money;
|
||||
///权证执行的总数量
|
||||
double total_warrant_exec_qty;
|
||||
///权证跌停价格（元）
|
||||
double warrant_lower_price;
|
||||
///权证涨停价格（元）
|
||||
double warrant_upper_price;
|
||||
///买入撤单笔数
|
||||
int32_t cancel_buy_count;
|
||||
///卖出撤单笔数
|
||||
int32_t cancel_sell_count;
|
||||
///买入撤单数量
|
||||
double cancel_buy_qty;
|
||||
///卖出撤单数量
|
||||
double cancel_sell_qty;
|
||||
///买入撤单金额
|
||||
double cancel_buy_money;
|
||||
///卖出撤单金额
|
||||
double cancel_sell_money;
|
||||
///买入总笔数
|
||||
int32_t total_buy_count;
|
||||
///卖出总笔数
|
||||
int32_t total_sell_count;
|
||||
///买入委托成交最大等待时间
|
||||
int32_t duration_after_buy;
|
||||
///卖出委托成交最大等待时间
|
||||
int32_t duration_after_sell;
|
||||
///买方委托价位数
|
||||
int32_t num_bid_orders;
|
||||
///卖方委托价位数
|
||||
int32_t num_ask_orders;
|
||||
///成交时间（UA3113）
|
||||
int32_t exec_time;
|
||||
///闭市标志（UA103/UA104）
|
||||
char is_market_closed[4];
|
||||
///合约持仓量（UA103）
|
||||
double total_position;
|
||||
///市盈率1（UA103）
|
||||
double pe_ratio1;
|
||||
///市盈率2（UA103）
|
||||
double pe_ratio2;
|
||||
} XTPMD;
|
||||
|
||||
#endif
|
||||
File diff suppressed because it is too large
Load Diff
@ -1,15 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@author 中泰证券股份有限公司
|
||||
///@file xtp_api_struct.h
|
||||
///@brief 定义业务数据结构
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
#ifndef _XTP_API_STRUCT_H_
|
||||
#define _XTP_API_STRUCT_H_
|
||||
|
||||
#include "xtp_api_struct_common.h"
|
||||
#include "xquote_api_struct.h"
|
||||
#include "xoms_api_struct.h"
|
||||
|
||||
|
||||
#endif // !_XTP_API_STRUCT_H_
|
||||
|
||||
@ -1,23 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@author 中泰证券股份有限公司
|
||||
///@file xtp_api_struct_common.h
|
||||
///@brief 定义业务公共数据结构
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
#ifndef _XTP_API_STRUCT_COMMON_H_
|
||||
#define _XTP_API_STRUCT_COMMON_H_
|
||||
|
||||
#include <stdint.h>
|
||||
#include "xtp_api_data_type.h"
|
||||
|
||||
///响应信息
|
||||
#define XTP_ERR_MSG_LEN 76
|
||||
typedef struct XTPRspInfoStruct
|
||||
{
|
||||
///错误代码
|
||||
int32_t error_id;
|
||||
///错误信息
|
||||
char error_msg[XTP_ERR_MSG_LEN];
|
||||
} XTPRI;
|
||||
|
||||
#endif // !_XTP_API_STRUCT_COMMON_H_
|
||||
File diff suppressed because it is too large
Load Diff
@ -1,158 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@author 中泰证券股份有限公司
|
||||
///@file xtp_quote_api.h
|
||||
///@brief 定义行情订阅客户端接口
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
#ifndef _XTP_QUOTE_API_H_
|
||||
#define _XTP_QUOTE_API_H_
|
||||
|
||||
#if _MSC_VER > 1000
|
||||
#pragma once
|
||||
#endif // _MSC_VER > 1000
|
||||
|
||||
#include "xtp_api_struct.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 XTP::API::QuoteSpi
|
||||
*
|
||||
* \brief 行情回调类
|
||||
*
|
||||
* \author 中泰证券股份有限公司
|
||||
* \date 十月 2015
|
||||
*/
|
||||
namespace XTP {
|
||||
namespace API {
|
||||
class QuoteSpi
|
||||
{
|
||||
public:
|
||||
|
||||
///当客户端与交易后台通信连接断开时，该方法被调用。
|
||||
///@remark 保留函数，暂未支持
|
||||
///@param reason 错误原因
|
||||
virtual void OnDisconnected(int reason) {};
|
||||
|
||||
|
||||
///错误应答
|
||||
///@param error_info 错误信息
|
||||
virtual void OnError(XTPRI *error_info) {};
|
||||
|
||||
///订阅行情应答
|
||||
///@param ticker 详细的合约订阅情况
|
||||
///@param error_info 订阅合约发生错误时的错误信息
|
||||
///@param is_last 是否此次订阅的最后一个应答
|
||||
///@remark 每条订阅的合约均对应一条订阅应答
|
||||
virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {};
|
||||
|
||||
///取消订阅行情应答
|
||||
///@param ticker 详细的合约取消订阅情况
|
||||
///@param error_info 错误信息
|
||||
///@param is_last 是否此次取消订阅的最后一个应答
|
||||
///@remark 每条取消订阅的合约均对应一条取消订阅应答
|
||||
virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {};
|
||||
|
||||
///行情通知
|
||||
///@param market_data 行情数据
|
||||
virtual void OnMarketData(XTPMD *market_data) {};
|
||||
|
||||
|
||||
///查询可交易合约应答
|
||||
///@remark 保留函数，此函数暂未支持
|
||||
virtual void OnQueryAllTickers() {};
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
/*!
|
||||
* \class XTP::API::QuoteApi
|
||||
*
|
||||
* \brief 行情订阅接口类
|
||||
*
|
||||
* \author 中泰证券股份有限公司
|
||||
* \date 十月 2015
|
||||
*/
|
||||
namespace XTP {
|
||||
namespace API {
|
||||
class MD_API_EXPORT QuoteApi
|
||||
{
|
||||
public:
|
||||
///创建QuoteApi
|
||||
///@param save_file_path （保留字段）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 QuoteApi *CreateQuoteApi(const char *save_file_path = "");
|
||||
|
||||
///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;
|
||||
|
||||
|
||||
///获取当前交易日
|
||||
///@return 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;
|
||||
|
||||
|
||||
///注册回调接口
|
||||
///@param spi 派生自回调接口类的实例
|
||||
virtual void RegisterSpi(QuoteSpi *spi) = 0;
|
||||
|
||||
///订阅行情。
|
||||
///@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错
|
||||
///@param ticker 合约ID数组
|
||||
///@param count 要订阅/退订行情的合约个数
|
||||
///@param exchage_id 交易所代码
|
||||
///@remark 可以一次性订阅同一证券交易所的多个合约
|
||||
virtual int SubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchage_id) = 0;
|
||||
|
||||
///退订行情。
|
||||
///@return 取消订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错
|
||||
///@param ticker 合约ID数组
|
||||
///@param count 要订阅/退订行情的合约个数
|
||||
///@param exchage_id 交易所代码
|
||||
///@remark 可以一次性取消订阅同一证券交易所的多个合约
|
||||
virtual int UnSubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchage_id) = 0;
|
||||
|
||||
///用户登录请求
|
||||
///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误
|
||||
///@param ip 服务器地址
|
||||
///@param port 服务器端口号
|
||||
///@param user 登陆用户名
|
||||
///@param password 登陆密码
|
||||
///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP
|
||||
///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作
|
||||
virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0;
|
||||
|
||||
|
||||
///登出请求
|
||||
///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错
|
||||
///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作
|
||||
virtual int Logout() = 0;
|
||||
|
||||
///获取当前交易日可交易合约
|
||||
///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功
|
||||
///@param exchage_id 交易所代码
|
||||
///@remark 此函数暂未支持
|
||||
virtual int QueryAllTickers(XTP_EXCHANGE_TYPE exchage_id) = 0;
|
||||
|
||||
|
||||
protected:
|
||||
~QuoteApi() {};
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
#endif
|
||||
@ -1,262 +0,0 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
structDict = {}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
#新订单请求
|
||||
XTPOrderInsertInfo = {}
|
||||
# ///XTP系统订单ID
|
||||
XTPOrderInsertInfo["order_xtp_id"] = "int"
|
||||
# ///报单引用,由客户自定义
|
||||
XTPOrderInsertInfo["order_client_id"] = "int"
|
||||
# ///合约代码 客户端请求不带空格
|
||||
XTPOrderInsertInfo["ticker"] = "string"
|
||||
# ///交易市场
|
||||
XTPOrderInsertInfo["market"] = "int"
|
||||
# ///价格
|
||||
XTPOrderInsertInfo["price"] = "float"
|
||||
# ///止损价（保留字段）
|
||||
XTPOrderInsertInfo["stop_price"] = "float"
|
||||
# ///数量
|
||||
XTPOrderInsertInfo["quantity"] = "int"
|
||||
# ///报单价格
|
||||
XTPOrderInsertInfo["price_type"] = "int"
|
||||
# ///买卖方向
|
||||
XTPOrderInsertInfo["side"] = "int"
|
||||
structDict['XTPOrderInsertInfo'] = XTPOrderInsertInfo
|
||||
|
||||
|
||||
#撤单
|
||||
XTPOrderCancel = {}
|
||||
# ///XTP系统订单ID
|
||||
XTPOrderCancel["order_cancel_xtp_id"] = "int"
|
||||
# ///报单操作引用
|
||||
XTPOrderCancel["order_cancel_client_id"] = "int"
|
||||
# ///合约代码
|
||||
XTPOrderCancel["ticker"] = "string"
|
||||
# ///交易市场
|
||||
XTPOrderCancel["market"] = "int"
|
||||
# ///操作时间
|
||||
XTPOrderCancel["action_time"] = "int"
|
||||
# ///报单引用
|
||||
XTPOrderCancel["order_client_id"] = "int"
|
||||
# ///操作对象订单的序号
|
||||
XTPOrderCancel["order_xtp_id"] = "int"
|
||||
structDict['XTPOrderCancel'] = XTPOrderCancel
|
||||
|
||||
|
||||
|
||||
#撤单失败响应消息
|
||||
XTPOrderCancelInfo = {}
|
||||
# ///撤单XTPID
|
||||
XTPOrderCancelInfo["order_cancel_xtp_id"] = "int"
|
||||
# ///原始订单XTPID
|
||||
XTPOrderCancelInfo["order_xtp_id"] = "int"
|
||||
structDict['XTPOrderCancelInfo'] = XTPOrderCancelInfo
|
||||
|
||||
|
||||
|
||||
#报单响应结构体
|
||||
XTPOrderInfo = {}
|
||||
# ///XTP系统订单ID
|
||||
XTPOrderInfo["order_xtp_id"] = "int"
|
||||
#报单引用，用户自定义
|
||||
XTPOrderInfo["order_client_id"] = "int"
|
||||
# ///报单操作引用，用户自定义
|
||||
XTPOrderInfo["order_cancel_client_id"] = "int"
|
||||
# ///撤单在XTP系统中的id
|
||||
XTPOrderInfo["order_cancel_xtp_id"] = "int"
|
||||
#合约代码
|
||||
XTPOrderInfo["ticker"] = "string"
|
||||
#交易市场
|
||||
XTPOrderInfo["market"] = "int"
|
||||
#价格
|
||||
XTPOrderInfo["price"] = "float"
|
||||
#数量
|
||||
XTPOrderInfo["quantity"] = "int"
|
||||
#报单价格条件
|
||||
XTPOrderInfo["price_type"] = "int"
|
||||
#买卖方向
|
||||
XTPOrderInfo["side"] = "int"
|
||||
#今成交数量
|
||||
XTPOrderInfo["qty_traded"] = "int"
|
||||
#剩余数量
|
||||
XTPOrderInfo["qty_left"] = "int"
|
||||
#委托时间
|
||||
XTPOrderInfo["insert_time"] = "int"
|
||||
#最后修改时间
|
||||
XTPOrderInfo["update_time"] = "int"
|
||||
#撤销时间
|
||||
XTPOrderInfo["cancel_time"] = "int"
|
||||
#成交金额
|
||||
XTPOrderInfo["trade_amount"] = "float"
|
||||
#本地报单编号 OMS生成的单号
|
||||
XTPOrderInfo["order_local_id"] = "string"
|
||||
#报单状态
|
||||
XTPOrderInfo["order_status"] = "int"
|
||||
#报单提交状态
|
||||
XTPOrderInfo["order_submit_status"] = "int"
|
||||
#报单类型
|
||||
XTPOrderInfo["order_type"] = "char"
|
||||
structDict['XTPOrderInfo'] = XTPOrderInfo
|
||||
|
||||
|
||||
|
||||
|
||||
#报单成交结构体
|
||||
XTPTradeReport = {}
|
||||
# ///XTP系统订单ID
|
||||
XTPTradeReport["order_xtp_id"] = "int"
|
||||
# ///报单引用
|
||||
XTPTradeReport["order_client_id"] = "int"
|
||||
# ///合约代码
|
||||
XTPTradeReport["ticker"] = "string"
|
||||
# ///交易市场
|
||||
XTPTradeReport["market"] = "int"
|
||||
# ///订单号
|
||||
XTPTradeReport["local_order_id"] = "int"
|
||||
# ///成交编号
|
||||
XTPTradeReport["exec_id"] = "int"
|
||||
# ///价格
|
||||
XTPTradeReport["price"] = "float"
|
||||
# ///数量
|
||||
XTPTradeReport["quantity"] = "int"
|
||||
# ///成交时间
|
||||
XTPTradeReport["trade_time"] = "int"
|
||||
# ///成交金额
|
||||
XTPTradeReport["trade_amount"] = "float"
|
||||
# ///成交序号 --回报记录号
|
||||
XTPTradeReport["report_index"] = "int"
|
||||
# ///报单编号 --交易所单号
|
||||
XTPTradeReport["order_exch_id"] = "string"
|
||||
# ///成交类型 --成交回报中的执行类型
|
||||
XTPTradeReport["trade_type"] = "char"
|
||||
# ///买卖方向
|
||||
XTPTradeReport["side"] = "int"
|
||||
# ///交易所交易员代码
|
||||
XTPTradeReport["branch_pbu"] = "string"
|
||||
structDict['XTPTradeReport'] = XTPTradeReport
|
||||
|
||||
|
||||
|
||||
#///////////////////////////////////////////////////////////////////////
|
||||
#报单查询
|
||||
#///////////////////////////////////////////////////////////////////////
|
||||
#报单查询请求-条件查询
|
||||
XTPQueryOrderReq = {}
|
||||
# ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报
|
||||
XTPQueryOrderReq["ticker"] = "string"
|
||||
# ///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点
|
||||
XTPQueryOrderReq["begin_time"] = "int"
|
||||
# ///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间
|
||||
XTPQueryOrderReq["end_time"] = "int"
|
||||
structDict['XTPQueryOrderReq'] = XTPQueryOrderReq
|
||||
|
||||
|
||||
#报单查询响应结构体
|
||||
|
||||
|
||||
|
||||
#///////////////////////////////////////////////////////////////////////
|
||||
#成交回报查询
|
||||
#///////////////////////////////////////////////////////////////////////
|
||||
#查询成交报告请求-根据执行编号查询（保留字段）
|
||||
XTPQueryReportByExecIdReq = {}
|
||||
# ///XTP订单系统ID
|
||||
XTPQueryReportByExecIdReq["order_xtp_id"] = "int"
|
||||
# ///成交执行编号
|
||||
XTPQueryReportByExecIdReq["exec_id"] = "int"
|
||||
structDict['XTPQueryReportByExecIdReq'] = XTPQueryReportByExecIdReq
|
||||
|
||||
|
||||
#查询成交回报请求-查询条件
|
||||
XTPQueryTraderReq = {}
|
||||
# ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报
|
||||
XTPQueryTraderReq["ticker"] = "string"
|
||||
# ///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点
|
||||
XTPQueryTraderReq["begin_time"] = "int"
|
||||
# ///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间
|
||||
XTPQueryTraderReq["end_time"] = "int"
|
||||
structDict['XTPQueryTraderReq'] = XTPQueryTraderReq
|
||||
|
||||
|
||||
#成交回报查询响应结构体
|
||||
|
||||
|
||||
|
||||
|
||||
#///////////////////////////////////////////////////////////////////////
|
||||
#账户资金查询响应结构体
|
||||
#///////////////////////////////////////////////////////////////////////
|
||||
XTPQueryAssetRsp = {}
|
||||
#总资产
|
||||
XTPQueryAssetRsp["total_asset"] = "float"
|
||||
# ///可用资金
|
||||
XTPQueryAssetRsp["buying_power"] = "float"
|
||||
#证券资产
|
||||
XTPQueryAssetRsp["security_asset"] = "float"
|
||||
# ///累计买入成交证券占用资金（保留字段）
|
||||
XTPQueryAssetRsp["fund_buy_amount"] = "float"
|
||||
# ///累计买入成交交易费用（保留字段）
|
||||
XTPQueryAssetRsp["fund_buy_fee"] = "float"
|
||||
# ///累计卖出成交证券所得资金（保留字段）
|
||||
XTPQueryAssetRsp["fund_sell_amount"] = "float"
|
||||
# ///累计卖出成交交易费用（保留字段）
|
||||
XTPQueryAssetRsp["fund_sell_fee"] = "float"
|
||||
structDict['XTPQueryAssetRsp'] = XTPQueryAssetRsp
|
||||
|
||||
|
||||
|
||||
|
||||
#///////////////////////////////////////////////////////////////////////
|
||||
#查询股票持仓情况
|
||||
#///////////////////////////////////////////////////////////////////////
|
||||
XTPQueryStkPositionRsp = {}
|
||||
# ///证券代码
|
||||
XTPQueryStkPositionRsp["ticker"] = "string"
|
||||
# ///证券名称
|
||||
XTPQueryStkPositionRsp["ticker_name"] = "string"
|
||||
# ///当前持仓
|
||||
XTPQueryStkPositionRsp["total_qty"] = "int"
|
||||
# ///可用股份数
|
||||
XTPQueryStkPositionRsp["sellable_qty"] = "int"
|
||||
# ///持仓成本
|
||||
XTPQueryStkPositionRsp["avg_price"] = "float"
|
||||
# ///浮动盈亏
|
||||
XTPQueryStkPositionRsp["unrealized_pnl"] = "float"
|
||||
structDict['XTPQueryStkPositionRsp'] = XTPQueryStkPositionRsp
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@ -1,20 +0,0 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
structDict = {}
|
||||
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
#@author 中泰证券股份有限公司
|
||||
#@file xquote_api_struct.h
|
||||
#@brief 定义行情类相关数据结构
|
||||
#//////////////////////////////////////////////////////////////////////
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
#指定的合约
|
||||
struct = {}
|
||||
# ///交易所代码
|
||||
struct["exchange_id"] = "int"
|
||||
# ///合约代码（不包含交易所信息）例如"600000 "
|
||||
@ -1,206 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@author 中泰证券股份有限公司
|
||||
///@file xtp_trader_api.h
|
||||
///@brief 定义客户端交易接口
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
#ifndef _XTP_TRADER_API_H_
|
||||
#define _XTP_TRADER_API_H_
|
||||
|
||||
#if _MSC_VER > 1000
|
||||
#pragma once
|
||||
#endif // _MSC_VER > 1000
|
||||
|
||||
#include "xtp_api_struct.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 XTP::API::TraderSpi
|
||||
*
|
||||
* \brief 交易接口响应类
|
||||
*
|
||||
* \author 中泰证券股份有限公司
|
||||
* \date 十月 2015
|
||||
*/
|
||||
namespace XTP {
|
||||
namespace API {
|
||||
|
||||
class TraderSpi
|
||||
{
|
||||
public:
|
||||
|
||||
///当客户端与交易后台通信连接断开时，该方法被调用。
|
||||
///@remark 保留函数，暂未支持
|
||||
///@param reason 错误原因
|
||||
virtual void OnDisconnected(int reason) {};
|
||||
|
||||
///错误应答
|
||||
///@param error_info 具体的错误代码和错误信息
|
||||
virtual void OnError(XTPRI *error_info) {};
|
||||
|
||||
///报单通知
|
||||
///@param order_info 订单响应具体信息
|
||||
///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息
|
||||
///@remark 每次订单状态更新时，都会被调用
|
||||
virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info) {};
|
||||
|
||||
///成交通知
|
||||
///@param trade_info 成交回报的具体信息
|
||||
///@remark 订单有成交发生的时候，会被调用
|
||||
virtual void OnTradeEvent(XTPTradeReport *trade_info) {};
|
||||
|
||||
///撤单出错响应
|
||||
///@param cancel_info 撤单具体信息，包括撤单单和待撤单的order_xtp_id
|
||||
///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息
|
||||
virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info) {};
|
||||
|
||||
///请求查询报单响应
|
||||
///@param order_info 查询到的报单
|
||||
///@param error_info 错误信息
|
||||
///@param request_id 此消息响应函数对应的请求ID
|
||||
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应
|
||||
///@remark 由于支持分时段查询，一个查询请求可能对应多个响应
|
||||
virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last) {};
|
||||
|
||||
///请求查询成交响应
|
||||
///@param trade_info 查询到的成交回报
|
||||
///@param error_info 错误信息
|
||||
///@param request_id 此消息响应函数对应的请求ID
|
||||
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应
|
||||
///@remark 由于支持分时段查询，一个查询请求可能对应多个响应
|
||||
virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last) {};
|
||||
|
||||
///请求查询投资者持仓响应
|
||||
///@param position 查询到的持仓情况
|
||||
///@param error_info 错误信息
|
||||
///@param request_id 此消息响应函数对应的请求ID
|
||||
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应
|
||||
///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应
|
||||
virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last) {};
|
||||
|
||||
///请求查询资金账户响应
|
||||
virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last) {};
|
||||
|
||||
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
/*!
|
||||
* \class XTP::API::TraderApi
|
||||
*
|
||||
* \brief 交易接口类
|
||||
*
|
||||
* \author 中泰证券股份有限公司
|
||||
* \date 十月 2015
|
||||
*/
|
||||
namespace XTP {
|
||||
namespace API {
|
||||
|
||||
class TRADER_API_EXPORT TraderApi
|
||||
{
|
||||
public:
|
||||
///创建TraderApi
|
||||
///@param save_file_path （保留字段）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 TraderApi *CreateTraderApi(const char *save_file_path = "");
|
||||
|
||||
///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;
|
||||
|
||||
///获取当前交易日
|
||||
///@return 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;
|
||||
|
||||
///注册回调接口
|
||||
///@param spi 派生自回调接口类的实例
|
||||
virtual void RegisterSpi(TraderSpi *spi) = 0;
|
||||
|
||||
///用户登录请求
|
||||
///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout
|
||||
///@param ip 服务器地址
|
||||
///@param port 服务器端口号
|
||||
///@param user 登录用户名
|
||||
///@param password 登录密码
|
||||
///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP
|
||||
///@param client_id （保留字段）客户端id，用于区分同一用户的不同连接
|
||||
///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作
|
||||
virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, int client_id = 0) = 0;
|
||||
|
||||
|
||||
///登出请求
|
||||
///@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败
|
||||
virtual int Logout() = 0;
|
||||
|
||||
///报单录入请求
|
||||
///@return 报单在XTP系统中的ID,如果为‘0’表示报单失败，用户需要记录下返回的order_xtp_id
|
||||
///@param order 报单录入信息
|
||||
virtual uint64_t InsertOrder(XTPOrderInsertInfo *order) = 0;
|
||||
|
||||
///报单操作请求
|
||||
///@return 撤单单在XTP系统中的ID,如果为‘0’表示撤单失败，用户需要记录下返回的order_cancel_xtp_id
|
||||
///@param order_xtp_id 需要撤销的委托单在XTP系统中的ID
|
||||
virtual uint64_t CancelOrder(const uint64_t order_xtp_id) = 0;
|
||||
|
||||
///根据报单ID请求查询报单
|
||||
///@return 查询是否成功，“0”表示成功，非“0”表示出错
|
||||
///@param order_xtp_id 需要查询的报单在xtp系统中的ID
|
||||
///@param request_id 用于用户定位查询响应的ID，由用户自定义
|
||||
virtual int QueryOrderByXTPID(const uint64_t order_xtp_id, int request_id) = 0;
|
||||
|
||||
///请求查询报单
|
||||
///@return 查询是否成功，“0”表示成功，非“0”表示出错
|
||||
///@param query_param 需要查询的订单相关筛选条件
|
||||
///@param request_id 用于用户定位查询响应的ID，由用户自定义
|
||||
///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单
|
||||
virtual int QueryOrders(const XTPQueryOrderReq *query_param, int request_id) = 0;
|
||||
|
||||
///根据委托编号请求查询相关成交
|
||||
///@return 查询是否成功，“0”表示成功，非“0”表示出错
|
||||
///@param order_xtp_id 需要查询的委托编号
|
||||
///@param request_id 用于用户定位查询响应的ID，由用户自定义
|
||||
///@remark 此函数查询出的结果可能对应多个响应
|
||||
virtual int QueryTradesByXTPID(const uint64_t order_xtp_id, int request_id) = 0;
|
||||
|
||||
///请求查询已成交
|
||||
///@return 查询是否成功，“0”表示成功，非“0”表示出错
|
||||
///@param query_param 需要查询的成交回报筛选条件
|
||||
///@param request_id 用于用户定位查询响应的ID，由用户自定义
|
||||
///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报
|
||||
virtual int QueryTrades(XTPQueryTraderReq *query_param, int request_id) = 0;
|
||||
|
||||
///请求查询投资者持仓
|
||||
///@return 查询是否成功，“0”表示成功，非“0”表示出错
|
||||
///@param ticker 需要查询的持仓股票，可以为空
|
||||
///@param request_id 用于用户定位查询响应的ID，由用户自定义
|
||||
///@remark 该方法如果用户提供了股票代码，则会查询此股票的持仓信息，如果股票代码为空，则默认查询所有持仓信息
|
||||
virtual int QueryPosition(const char *ticker, int request_id) = 0;
|
||||
|
||||
///请求查询资产
|
||||
///@return 查询是否成功，“0”表示成功，非“0”表示出错
|
||||
///@param request_id 用于用户定位查询响应的ID，由用户自定义
|
||||
virtual int QueryAsset(int request_id) = 0;
|
||||
|
||||
protected:
|
||||
~TraderApi() {};
|
||||
};
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
#endif
|
||||
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@ -1,258 +0,0 @@
|
||||
/*!
|
||||
* \file xoms_api_struct.h
|
||||
* \date 2015/10/23 16:45
|
||||
*
|
||||
* \author howellxu
|
||||
* Contact: user@company.com
|
||||
*
|
||||
* \brief 定义订单管理系统外部交互接口数据结构
|
||||
*
|
||||
* TODO: long description
|
||||
*
|
||||
* \note
|
||||
*/
|
||||
#ifndef _XOMS_API_STRUCT_H_
|
||||
#define _XOMS_API_STRUCT_H_
|
||||
|
||||
#include "xtp_api_data_type.h"
|
||||
|
||||
#define XTP_API_TICKER_LEN 13
|
||||
#define XTP_API_TICKER_NAME_LEN 48
|
||||
#define XTP_LOCAL_ORDER_LEN 11
|
||||
#define XTP_ORDER_EXCH_LEN 17
|
||||
#define XTP_ORDER_RES_LEN 4
|
||||
#define XTP_SUBPBUID_LEN 7
|
||||
#define XTP_BRANCH_PBU_LEN 7
|
||||
#define XTP_SYS_INSTRUMENT_LEN 24
|
||||
|
||||
|
||||
//=====================客户端接口定义=================================
|
||||
///新订单请求
|
||||
struct XTPOrderInsertInfo
|
||||
{
|
||||
///XTP系统订单ID
|
||||
uint64_t order_xtp_id;
|
||||
///报单引用,由客户自定义
|
||||
uint32_t order_client_id;
|
||||
///合约代码 客户端请求不带空格
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///交易市场
|
||||
XTP_MARKET_TYPE market;
|
||||
///价格
|
||||
double price;
|
||||
///止损价（保留字段）
|
||||
double stop_price;
|
||||
///数量
|
||||
int64_t quantity;
|
||||
///报单价格
|
||||
XTP_PRICE_TYPE price_type;
|
||||
///买卖方向
|
||||
XTP_SIDE_TYPE side;
|
||||
};
|
||||
|
||||
///撤单
|
||||
struct XTPOrderCancel
|
||||
{
|
||||
///XTP系统订单ID
|
||||
uint64_t order_cancel_xtp_id;
|
||||
///报单操作引用
|
||||
uint32_t order_cancel_client_id;
|
||||
///合约代码
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///交易市场
|
||||
XTP_MARKET_TYPE market;
|
||||
///操作时间
|
||||
int64_t action_time;
|
||||
///报单引用
|
||||
uint32_t order_client_id;
|
||||
///操作对象订单的序号
|
||||
uint64_t order_xtp_id;
|
||||
};
|
||||
|
||||
|
||||
///撤单失败响应消息
|
||||
struct XTPOrderCancelInfo
|
||||
{
|
||||
///撤单XTPID
|
||||
uint64_t order_cancel_xtp_id;
|
||||
///原始订单XTPID
|
||||
uint64_t order_xtp_id;
|
||||
};
|
||||
|
||||
|
||||
///报单响应结构体
|
||||
struct XTPOrderInfo
|
||||
{
|
||||
///XTP系统订单ID
|
||||
uint64_t order_xtp_id;
|
||||
///报单引用，用户自定义
|
||||
uint32_t order_client_id;
|
||||
///报单操作引用，用户自定义
|
||||
uint32_t order_cancel_client_id;
|
||||
///撤单在XTP系统中的id
|
||||
uint64_t order_cancel_xtp_id;
|
||||
///合约代码
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///交易市场
|
||||
XTP_MARKET_TYPE market;
|
||||
///价格
|
||||
double price;
|
||||
///数量
|
||||
int64_t quantity;
|
||||
///报单价格条件
|
||||
XTP_PRICE_TYPE price_type;
|
||||
///买卖方向
|
||||
XTP_SIDE_TYPE side;
|
||||
///今成交数量
|
||||
int64_t qty_traded;
|
||||
///剩余数量
|
||||
int64_t qty_left;
|
||||
///委托时间
|
||||
int64_t insert_time;
|
||||
///最后修改时间
|
||||
int64_t update_time;
|
||||
///撤销时间
|
||||
int64_t cancel_time;
|
||||
///成交金额
|
||||
double trade_amount;
|
||||
///本地报单编号 OMS生成的单号
|
||||
char order_local_id[XTP_LOCAL_ORDER_LEN];
|
||||
///报单状态
|
||||
XTP_ORDER_STATUS_TYPE order_status;
|
||||
///报单提交状态
|
||||
XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status;
|
||||
///报单类型
|
||||
TXTPOrderTypeType order_type;
|
||||
};
|
||||
|
||||
|
||||
|
||||
///报单成交结构体
|
||||
struct XTPTradeReport
|
||||
{
|
||||
///XTP系统订单ID
|
||||
uint64_t order_xtp_id;
|
||||
///报单引用
|
||||
uint32_t order_client_id;
|
||||
///合约代码
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///交易市场
|
||||
XTP_MARKET_TYPE market;
|
||||
///订单号
|
||||
uint64_t local_order_id;
|
||||
///成交编号
|
||||
uint64_t exec_id;
|
||||
///价格
|
||||
double price;
|
||||
///数量
|
||||
int64_t quantity;
|
||||
///成交时间
|
||||
int64_t trade_time;
|
||||
///成交金额
|
||||
double trade_amount;
|
||||
///成交序号 --回报记录号
|
||||
uint64_t report_index;
|
||||
///报单编号 --交易所单号
|
||||
char order_exch_id[XTP_ORDER_EXCH_LEN];
|
||||
///成交类型 --成交回报中的执行类型
|
||||
TXTPTradeTypeType trade_type;
|
||||
///买卖方向
|
||||
XTP_SIDE_TYPE side;
|
||||
///交易所交易员代码
|
||||
char branch_pbu[XTP_BRANCH_PBU_LEN];
|
||||
};
|
||||
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
///报单查询
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
///报单查询请求-条件查询
|
||||
struct XTPQueryOrderReq
|
||||
{
|
||||
///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点
|
||||
int64_t begin_time;
|
||||
///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间
|
||||
int64_t end_time;
|
||||
};
|
||||
|
||||
///报单查询响应结构体
|
||||
typedef XTPOrderInfo XTPQueryOrderRsp;
|
||||
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
///成交回报查询
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
///查询成交报告请求-根据执行编号查询（保留字段）
|
||||
struct XTPQueryReportByExecIdReq
|
||||
{
|
||||
///XTP订单系统ID
|
||||
uint64_t order_xtp_id;
|
||||
///成交执行编号
|
||||
uint64_t exec_id;
|
||||
};
|
||||
|
||||
///查询成交回报请求-查询条件
|
||||
struct XTPQueryTraderReq
|
||||
{
|
||||
///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点
|
||||
int64_t begin_time;
|
||||
///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间
|
||||
int64_t end_time;
|
||||
};
|
||||
|
||||
///成交回报查询响应结构体
|
||||
typedef XTPTradeReport XTPQueryTradeRsp;
|
||||
|
||||
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
///账户资金查询响应结构体
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
struct XTPQueryAssetRsp
|
||||
{
|
||||
///总资产
|
||||
double total_asset;
|
||||
///可用资金
|
||||
double buying_power;
|
||||
///证券资产
|
||||
double security_asset;
|
||||
///累计买入成交证券占用资金（保留字段）
|
||||
double fund_buy_amount;
|
||||
///累计买入成交交易费用（保留字段）
|
||||
double fund_buy_fee;
|
||||
///累计卖出成交证券所得资金（保留字段）
|
||||
double fund_sell_amount;
|
||||
///累计卖出成交交易费用（保留字段）
|
||||
double fund_sell_fee;
|
||||
};
|
||||
|
||||
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
///查询股票持仓情况
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
struct XTPQueryStkPositionRsp
|
||||
{
|
||||
///证券代码
|
||||
char ticker[XTP_API_TICKER_LEN];
|
||||
///证券名称
|
||||
char ticker_name[XTP_API_TICKER_NAME_LEN];
|
||||
///当前持仓
|
||||
int64_t total_qty;
|
||||
///可用股份数
|
||||
int64_t sellable_qty;
|
||||
///持仓成本
|
||||
double avg_price;
|
||||
///浮动盈亏
|
||||
double unrealized_pnl;
|
||||
};
|
||||
|
||||
|
||||
|
||||
|
||||
#endif //_XOMS_API_STRUCT_H_
|
||||
|
||||
@ -1,160 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@author 中泰证券股份有限公司
|
||||
///@file xquote_api_struct.h
|
||||
///@brief 定义行情类相关数据结构
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
#ifndef _XQUOTE_API_STRUCT_H_
|
||||
#define _XQUOTE_API_STRUCT_H_
|
||||
|
||||
#include <stdint.h>
|
||||
#include "xtp_api_data_type.h"
|
||||
|
||||
///指定的合约
|
||||
typedef struct XTPSpecificTickerStruct
|
||||
{
|
||||
///交易所代码
|
||||
XTP_EXCHANGE_TYPE exchange_id;
|
||||
///合约代码（不包含交易所信息）例如"600000 "
|
||||
char ticker[XTP_TICKER_LEN];
|
||||
} XTPST;
|
||||
|
||||
|
||||
///行情
|
||||
typedef struct XTPMarketDataStruct
|
||||
{
|
||||
// 代码
|
||||
///交易所代码
|
||||
XTP_EXCHANGE_TYPE exchange_id;
|
||||
///合约代码（不包含交易所信息）
|
||||
char ticker[XTP_TICKER_LEN];
|
||||
|
||||
// 股票等价格
|
||||
///最新价
|
||||
double last_price;
|
||||
///昨收盘
|
||||
double pre_close_price;
|
||||
///今开盘
|
||||
double open_price;
|
||||
///最高价
|
||||
double high_price;
|
||||
///最低价
|
||||
double low_price;
|
||||
///今收盘
|
||||
double close_price;
|
||||
|
||||
// 期货等数据
|
||||
///昨持仓量（目前未填写）
|
||||
double pre_open_interest;
|
||||
///持仓量（目前未填写）
|
||||
double open_interest;
|
||||
///上次结算价（目前未填写）
|
||||
double pre_settlement_price;
|
||||
///本次结算价（目前未填写）
|
||||
double settlement_price;
|
||||
|
||||
///涨停板价（目前未填写）
|
||||
double upper_limit_price;
|
||||
///跌停板价（目前未填写）
|
||||
double lower_limit_price;
|
||||
///昨虚实度（目前未填写）
|
||||
double pre_delta;
|
||||
///今虚实度（目前未填写）
|
||||
double curr_delta;
|
||||
|
||||
/// 时间类
|
||||
int64_t data_time;
|
||||
|
||||
// 量额数据
|
||||
///数量
|
||||
int32_t qty;
|
||||
///成交金额
|
||||
double turnover;
|
||||
///当日均价
|
||||
double avg_price;
|
||||
|
||||
// 买卖盘
|
||||
///十档申买价
|
||||
double bid[10];
|
||||
///十档申卖价
|
||||
double ask[10];
|
||||
///十档申买量
|
||||
int32_t bid_qty[10];
|
||||
///十档申卖量
|
||||
int32_t ask_qty[10];
|
||||
|
||||
// lts没有包含的数据（目前未填写）
|
||||
///成交笔数
|
||||
int32_t trades_count;
|
||||
///当前交易状态说明
|
||||
char ticker_status[8];
|
||||
///委托买入总量
|
||||
int32_t total_bid_qty;
|
||||
///委托卖出总量
|
||||
int32_t total_ask_qty;
|
||||
///加权平均委买价格
|
||||
double ma_bid_price;
|
||||
///加权平均委卖价格
|
||||
double ma_ask_price;
|
||||
///债券加权平均委买价格
|
||||
double ma_bond_bid_price;
|
||||
///债券加权平均委卖价格
|
||||
double ma_bond_ask_price;
|
||||
///债券到期收益率
|
||||
double yield_to_maturity;
|
||||
///ETF净值估值
|
||||
double iopv;
|
||||
///ETF申购笔数
|
||||
int32_t etf_buy_count;
|
||||
///ETF赎回笔数
|
||||
int32_t etf_sell_count;
|
||||
///ETF申购数量
|
||||
double etf_buy_qty;
|
||||
///ETF申购金额
|
||||
double etf_buy_money;
|
||||
///ETF赎回数量
|
||||
double etf_sell_qty;
|
||||
///ETF赎回金额
|
||||
double etf_sell_money;
|
||||
///权证执行的总数量
|
||||
double total_warrant_exec_qty;
|
||||
///权证跌停价格（元）
|
||||
double warrant_lower_price;
|
||||
///权证涨停价格（元）
|
||||
double warrant_upper_price;
|
||||
///买入撤单笔数
|
||||
int32_t cancel_buy_count;
|
||||
///卖出撤单笔数
|
||||
int32_t cancel_sell_count;
|
||||
///买入撤单数量
|
||||
double cancel_buy_qty;
|
||||
///卖出撤单数量
|
||||
double cancel_sell_qty;
|
||||
///买入撤单金额
|
||||
double cancel_buy_money;
|
||||
///卖出撤单金额
|
||||
double cancel_sell_money;
|
||||
///买入总笔数
|
||||
int32_t total_buy_count;
|
||||
///卖出总笔数
|
||||
int32_t total_sell_count;
|
||||
///买入委托成交最大等待时间
|
||||
int32_t duration_after_buy;
|
||||
///卖出委托成交最大等待时间
|
||||
int32_t duration_after_sell;
|
||||
///买方委托价位数
|
||||
int32_t num_bid_orders;
|
||||
///卖方委托价位数
|
||||
int32_t num_ask_orders;
|
||||
///成交时间（UA3113）
|
||||
int32_t exec_time;
|
||||
///闭市标志（UA103/UA104）
|
||||
char is_market_closed[4];
|
||||
///合约持仓量（UA103）
|
||||
double total_position;
|
||||
///市盈率1（UA103）
|
||||
double pe_ratio1;
|
||||
///市盈率2（UA103）
|
||||
double pe_ratio2;
|
||||
} XTPMD;
|
||||
|
||||
#endif
|
||||
File diff suppressed because it is too large
Load Diff
@ -1,15 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@author 中泰证券股份有限公司
|
||||
///@file xtp_api_struct.h
|
||||
///@brief 定义业务数据结构
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
#ifndef _XTP_API_STRUCT_H_
|
||||
#define _XTP_API_STRUCT_H_
|
||||
|
||||
#include "xtp_api_struct_common.h"
|
||||
#include "xquote_api_struct.h"
|
||||
#include "xoms_api_struct.h"
|
||||
|
||||
|
||||
#endif // !_XTP_API_STRUCT_H_
|
||||
|
||||
@ -1,23 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@author 中泰证券股份有限公司
|
||||
///@file xtp_api_struct_common.h
|
||||
///@brief 定义业务公共数据结构
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
#ifndef _XTP_API_STRUCT_COMMON_H_
|
||||
#define _XTP_API_STRUCT_COMMON_H_
|
||||
|
||||
#include <stdint.h>
|
||||
#include "xtp_api_data_type.h"
|
||||
|
||||
///响应信息
|
||||
#define XTP_ERR_MSG_LEN 76
|
||||
typedef struct XTPRspInfoStruct
|
||||
{
|
||||
///错误代码
|
||||
int32_t error_id;
|
||||
///错误信息
|
||||
char error_msg[XTP_ERR_MSG_LEN];
|
||||
} XTPRI;
|
||||
|
||||
#endif // !_XTP_API_STRUCT_COMMON_H_
|
||||
@ -1,158 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@author 中泰证券股份有限公司
|
||||
///@file xtp_quote_api.h
|
||||
///@brief 定义行情订阅客户端接口
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
#ifndef _XTP_QUOTE_API_H_
|
||||
#define _XTP_QUOTE_API_H_
|
||||
|
||||
#if _MSC_VER > 1000
|
||||
#pragma once
|
||||
#endif // _MSC_VER > 1000
|
||||
|
||||
#include "xtp_api_struct.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 XTP::API::QuoteSpi
|
||||
*
|
||||
* \brief 行情回调类
|
||||
*
|
||||
* \author 中泰证券股份有限公司
|
||||
* \date 十月 2015
|
||||
*/
|
||||
namespace XTP {
|
||||
namespace API {
|
||||
class QuoteSpi
|
||||
{
|
||||
public:
|
||||
|
||||
///当客户端与交易后台通信连接断开时，该方法被调用。
|
||||
///@remark 保留函数，暂未支持
|
||||
///@param reason 错误原因
|
||||
virtual void OnDisconnected(int reason) {};
|
||||
|
||||
|
||||
///错误应答
|
||||
///@param error_info 错误信息
|
||||
virtual void OnError(XTPRI *error_info) {};
|
||||
|
||||
///订阅行情应答
|
||||
///@param ticker 详细的合约订阅情况
|
||||
///@param error_info 订阅合约发生错误时的错误信息
|
||||
///@param is_last 是否此次订阅的最后一个应答
|
||||
///@remark 每条订阅的合约均对应一条订阅应答
|
||||
virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {};
|
||||
|
||||
///取消订阅行情应答
|
||||
///@param ticker 详细的合约取消订阅情况
|
||||
///@param error_info 错误信息
|
||||
///@param is_last 是否此次取消订阅的最后一个应答
|
||||
///@remark 每条取消订阅的合约均对应一条取消订阅应答
|
||||
virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {};
|
||||
|
||||
///行情通知
|
||||
///@param market_data 行情数据
|
||||
virtual void OnMarketData(XTPMD *market_data) {};
|
||||
|
||||
|
||||
///查询可交易合约应答
|
||||
///@remark 保留函数，此函数暂未支持
|
||||
virtual void OnQueryAllTickers() {};
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
/*!
|
||||
* \class XTP::API::QuoteApi
|
||||
*
|
||||
* \brief 行情订阅接口类
|
||||
*
|
||||
* \author 中泰证券股份有限公司
|
||||
* \date 十月 2015
|
||||
*/
|
||||
namespace XTP {
|
||||
namespace API {
|
||||
class MD_API_EXPORT QuoteApi
|
||||
{
|
||||
public:
|
||||
///创建QuoteApi
|
||||
///@param save_file_path （保留字段）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 QuoteApi *CreateQuoteApi(const char *save_file_path = "");
|
||||
|
||||
///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;
|
||||
|
||||
|
||||
///获取当前交易日
|
||||
///@return 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;
|
||||
|
||||
|
||||
///注册回调接口
|
||||
///@param spi 派生自回调接口类的实例
|
||||
virtual void RegisterSpi(QuoteSpi *spi) = 0;
|
||||
|
||||
///订阅行情。
|
||||
///@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错
|
||||
///@param ticker 合约ID数组
|
||||
///@param count 要订阅/退订行情的合约个数
|
||||
///@param exchage_id 交易所代码
|
||||
///@remark 可以一次性订阅同一证券交易所的多个合约
|
||||
virtual int SubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchage_id) = 0;
|
||||
|
||||
///退订行情。
|
||||
///@return 取消订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错
|
||||
///@param ticker 合约ID数组
|
||||
///@param count 要订阅/退订行情的合约个数
|
||||
///@param exchage_id 交易所代码
|
||||
///@remark 可以一次性取消订阅同一证券交易所的多个合约
|
||||
virtual int UnSubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchage_id) = 0;
|
||||
|
||||
///用户登录请求
|
||||
///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误
|
||||
///@param ip 服务器地址
|
||||
///@param port 服务器端口号
|
||||
///@param user 登陆用户名
|
||||
///@param password 登陆密码
|
||||
///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP
|
||||
///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作
|
||||
virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0;
|
||||
|
||||
|
||||
///登出请求
|
||||
///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错
|
||||
///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作
|
||||
virtual int Logout() = 0;
|
||||
|
||||
///获取当前交易日可交易合约
|
||||
///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功
|
||||
///@param exchage_id 交易所代码
|
||||
///@remark 此函数暂未支持
|
||||
virtual int QueryAllTickers(XTP_EXCHANGE_TYPE exchage_id) = 0;
|
||||
|
||||
|
||||
protected:
|
||||
~QuoteApi() {};
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
#endif
|
||||
@ -1,206 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@author 中泰证券股份有限公司
|
||||
///@file xtp_trader_api.h
|
||||
///@brief 定义客户端交易接口
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
#ifndef _XTP_TRADER_API_H_
|
||||
#define _XTP_TRADER_API_H_
|
||||
|
||||
#if _MSC_VER > 1000
|
||||
#pragma once
|
||||
#endif // _MSC_VER > 1000
|
||||
|
||||
#include "xtp_api_struct.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 XTP::API::TraderSpi
|
||||
*
|
||||
* \brief 交易接口响应类
|
||||
*
|
||||
* \author 中泰证券股份有限公司
|
||||
* \date 十月 2015
|
||||
*/
|
||||
namespace XTP {
|
||||
namespace API {
|
||||
|
||||
class TraderSpi
|
||||
{
|
||||
public:
|
||||
|
||||
///当客户端与交易后台通信连接断开时，该方法被调用。
|
||||
///@remark 保留函数，暂未支持
|
||||
///@param reason 错误原因
|
||||
virtual void OnDisconnected(int reason) {};
|
||||
|
||||
///错误应答
|
||||
///@param error_info 具体的错误代码和错误信息
|
||||
virtual void OnError(XTPRI *error_info) {};
|
||||
|
||||
///报单通知
|
||||
///@param order_info 订单响应具体信息
|
||||
///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息
|
||||
///@remark 每次订单状态更新时，都会被调用
|
||||
virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info) {};
|
||||
|
||||
///成交通知
|
||||
///@param trade_info 成交回报的具体信息
|
||||
///@remark 订单有成交发生的时候，会被调用
|
||||
virtual void OnTradeEvent(XTPTradeReport *trade_info) {};
|
||||
|
||||
///撤单出错响应
|
||||
///@param cancel_info 撤单具体信息，包括撤单单和待撤单的order_xtp_id
|
||||
///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息
|
||||
virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info) {};
|
||||
|
||||
///请求查询报单响应
|
||||
///@param order_info 查询到的报单
|
||||
///@param error_info 错误信息
|
||||
///@param request_id 此消息响应函数对应的请求ID
|
||||
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应
|
||||
///@remark 由于支持分时段查询，一个查询请求可能对应多个响应
|
||||
virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last) {};
|
||||
|
||||
///请求查询成交响应
|
||||
///@param trade_info 查询到的成交回报
|
||||
///@param error_info 错误信息
|
||||
///@param request_id 此消息响应函数对应的请求ID
|
||||
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应
|
||||
///@remark 由于支持分时段查询，一个查询请求可能对应多个响应
|
||||
virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last) {};
|
||||
|
||||
///请求查询投资者持仓响应
|
||||
///@param position 查询到的持仓情况
|
||||
///@param error_info 错误信息
|
||||
///@param request_id 此消息响应函数对应的请求ID
|
||||
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应
|
||||
///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应
|
||||
virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last) {};
|
||||
|
||||
///请求查询资金账户响应
|
||||
virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last) {};
|
||||
|
||||
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
/*!
|
||||
* \class XTP::API::TraderApi
|
||||
*
|
||||
* \brief 交易接口类
|
||||
*
|
||||
* \author 中泰证券股份有限公司
|
||||
* \date 十月 2015
|
||||
*/
|
||||
namespace XTP {
|
||||
namespace API {
|
||||
|
||||
class TRADER_API_EXPORT TraderApi
|
||||
{
|
||||
public:
|
||||
///创建TraderApi
|
||||
///@param save_file_path （保留字段）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 TraderApi *CreateTraderApi(const char *save_file_path = "");
|
||||
|
||||
///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;
|
||||
|
||||
///获取当前交易日
|
||||
///@return 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;
|
||||
|
||||
///注册回调接口
|
||||
///@param spi 派生自回调接口类的实例
|
||||
virtual void RegisterSpi(TraderSpi *spi) = 0;
|
||||
|
||||
///用户登录请求
|
||||
///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout
|
||||
///@param ip 服务器地址
|
||||
///@param port 服务器端口号
|
||||
///@param user 登录用户名
|
||||
///@param password 登录密码
|
||||
///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP
|
||||
///@param client_id （保留字段）客户端id，用于区分同一用户的不同连接
|
||||
///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作
|
||||
virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, int client_id = 0) = 0;
|
||||
|
||||
|
||||
///登出请求
|
||||
///@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败
|
||||
virtual int Logout() = 0;
|
||||
|
||||
///报单录入请求
|
||||
///@return 报单在XTP系统中的ID,如果为‘0’表示报单失败，用户需要记录下返回的order_xtp_id
|
||||
///@param order 报单录入信息
|
||||
virtual uint64_t InsertOrder(XTPOrderInsertInfo *order) = 0;
|
||||
|
||||
///报单操作请求
|
||||
///@return 撤单单在XTP系统中的ID,如果为‘0’表示撤单失败，用户需要记录下返回的order_cancel_xtp_id
|
||||
///@param order_xtp_id 需要撤销的委托单在XTP系统中的ID
|
||||
virtual uint64_t CancelOrder(const uint64_t order_xtp_id) = 0;
|
||||
|
||||
///根据报单ID请求查询报单
|
||||
///@return 查询是否成功，“0”表示成功，非“0”表示出错
|
||||
///@param order_xtp_id 需要查询的报单在xtp系统中的ID
|
||||
///@param request_id 用于用户定位查询响应的ID，由用户自定义
|
||||
virtual int QueryOrderByXTPID(const uint64_t order_xtp_id, int request_id) = 0;
|
||||
|
||||
///请求查询报单
|
||||
///@return 查询是否成功，“0”表示成功，非“0”表示出错
|
||||
///@param query_param 需要查询的订单相关筛选条件
|
||||
///@param request_id 用于用户定位查询响应的ID，由用户自定义
|
||||
///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单
|
||||
virtual int QueryOrders(const XTPQueryOrderReq *query_param, int request_id) = 0;
|
||||
|
||||
///根据委托编号请求查询相关成交
|
||||
///@return 查询是否成功，“0”表示成功，非“0”表示出错
|
||||
///@param order_xtp_id 需要查询的委托编号
|
||||
///@param request_id 用于用户定位查询响应的ID，由用户自定义
|
||||
///@remark 此函数查询出的结果可能对应多个响应
|
||||
virtual int QueryTradesByXTPID(const uint64_t order_xtp_id, int request_id) = 0;
|
||||
|
||||
///请求查询已成交
|
||||
///@return 查询是否成功，“0”表示成功，非“0”表示出错
|
||||
///@param query_param 需要查询的成交回报筛选条件
|
||||
///@param request_id 用于用户定位查询响应的ID，由用户自定义
|
||||
///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报
|
||||
virtual int QueryTrades(XTPQueryTraderReq *query_param, int request_id) = 0;
|
||||
|
||||
///请求查询投资者持仓
|
||||
///@return 查询是否成功，“0”表示成功，非“0”表示出错
|
||||
///@param ticker 需要查询的持仓股票，可以为空
|
||||
///@param request_id 用于用户定位查询响应的ID，由用户自定义
|
||||
///@remark 该方法如果用户提供了股票代码，则会查询此股票的持仓信息，如果股票代码为空，则默认查询所有持仓信息
|
||||
virtual int QueryPosition(const char *ticker, int request_id) = 0;
|
||||
|
||||
///请求查询资产
|
||||
///@return 查询是否成功，“0”表示成功，非“0”表示出错
|
||||
///@param request_id 用于用户定位查询响应的ID，由用户自定义
|
||||
virtual int QueryAsset(int request_id) = 0;
|
||||
|
||||
protected:
|
||||
~TraderApi() {};
|
||||
};
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
#endif
|
||||
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Reference in New Issue
Block a user