3204 lines
95 KiB
C++
3204 lines
95 KiB
C++
// MdApi.cpp : 定义 DLL 应用程序的导出函数。
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//
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#include "stdafx.h"
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#include "vnltstd.h"
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///-------------------------------------------------------------------------------------
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///从Python对象到C++类型转换用的函数
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///-------------------------------------------------------------------------------------
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void getInt(dict d, string key, int *value)
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{
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if (d.has_key(key)) //检查字典中是否存在该键值
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{
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object o = d[key]; //获取该键值
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extract<int> x(o); //创建提取器
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if (x.check()) //如果可以提取
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{
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*value = x(); //对目标整数指针赋值
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}
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}
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}
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void getDouble(dict d, string key, double *value)
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{
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if (d.has_key(key))
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{
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object o = d[key];
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extract<double> x(o);
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if (x.check())
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{
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*value = x();
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}
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}
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}
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void getChar(dict d, string key, char *value)
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{
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if (d.has_key(key))
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{
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object o = d[key];
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extract<string> x(o);
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if (x.check())
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{
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string s = x();
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const char *buffer = s.c_str();
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//对字符串指针赋值必须使用strcpy_s, vs2013使用strcpy编译通不过
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//+1应该是因为C++字符串的结尾符号?不是特别确定,不加这个1会出错
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strcpy_s(value, strlen(buffer) + 1, buffer);
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}
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}
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}
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///-------------------------------------------------------------------------------------
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///C++的回调函数将数据保存到队列中
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///-------------------------------------------------------------------------------------
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void TdApi::OnFrontConnected()
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{
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Task task = Task();
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task.task_name = ONFRONTCONNECTED;
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this->task_queue.push(task);
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};
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void TdApi::OnFrontDisconnected(int nReason)
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{
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Task task = Task();
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task.task_name = ONFRONTDISCONNECTED;
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task.task_id = nReason;
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this->task_queue.push(task);
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};
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void TdApi::OnHeartBeatWarning(int nTimeLapse)
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{
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Task task = Task();
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task.task_name = ONHEARTBEATWARNING;
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task.task_id = nTimeLapse;
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this->task_queue.push(task);
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};
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void TdApi::OnRspError(CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPERROR;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspUserLogin(CSecurityFtdcRspUserLoginField *pRspUserLogin, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPUSERLOGIN;
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task.task_data = *pRspUserLogin;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspUserLogout(CSecurityFtdcUserLogoutField *pUserLogout, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPUSERLOGOUT;
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task.task_data = *pUserLogout;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPORDERINSERT;
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task.task_data = *pInputOrder;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspOrderAction(CSecurityFtdcInputOrderActionField *pInputOrderAction, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPORDERACTION;
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task.task_data = *pInputOrderAction;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspUserPasswordUpdate(CSecurityFtdcUserPasswordUpdateField *pUserPasswordUpdate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPUSERPASSWORDUPDATE;
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task.task_data = *pUserPasswordUpdate;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspTradingAccountPasswordUpdate(CSecurityFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPTRADINGACCOUNTPASSWORDUPDATE;
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task.task_data = *pTradingAccountPasswordUpdate;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspQryExchange(CSecurityFtdcExchangeField *pExchange, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPQRYEXCHANGE;
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task.task_data = *pExchange;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspQryInstrument(CSecurityFtdcInstrumentField *pInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPQRYINSTRUMENT;
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task.task_data = *pInstrument;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspQryInvestor(CSecurityFtdcInvestorField *pInvestor, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPQRYINVESTOR;
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task.task_data = *pInvestor;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspQryTradingCode(CSecurityFtdcTradingCodeField *pTradingCode, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPQRYTRADINGCODE;
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task.task_data = *pTradingCode;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspQryTradingAccount(CSecurityFtdcTradingAccountField *pTradingAccount, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPQRYTRADINGACCOUNT;
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task.task_data = *pTradingAccount;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspQryDepthMarketData(CSecurityFtdcDepthMarketDataField *pDepthMarketData, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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if (pDepthMarketData) //手动修改,因为有可能出现pDepthMarketData为空指针的情况
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{
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Task task = Task();
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task.task_name = ONRSPQRYDEPTHMARKETDATA;
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task.task_data = *pDepthMarketData;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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}
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};
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void TdApi::OnRspQryBondInterest(CSecurityFtdcBondInterestField *pBondInterest, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPQRYBONDINTEREST;
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task.task_data = *pBondInterest;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspQryMarketRationInfo(CSecurityFtdcMarketRationInfoField *pMarketRationInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPQRYMARKETRATIONINFO;
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task.task_data = *pMarketRationInfo;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspQryInstrumentCommissionRate(CSecurityFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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if (pInstrumentCommissionRate) //手动修改,因为有可能出现空指针的情况
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{
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Task task = Task();
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task.task_name = ONRSPQRYINSTRUMENTCOMMISSIONRATE;
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task.task_data = *pInstrumentCommissionRate;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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}
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};
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void TdApi::OnRspQryETFInstrument(CSecurityFtdcETFInstrumentField *pETFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPQRYETFINSTRUMENT;
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task.task_data = *pETFInstrument;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
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}
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else
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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}
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task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspQryETFBasket(CSecurityFtdcETFBasketField *pETFBasket, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPQRYETFBASKET;
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task.task_data = *pETFBasket;
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if (pRspInfo)
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{
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task.task_error = *pRspInfo;
|
||
}
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else
|
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{
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CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
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memset(&empty_error, 0, sizeof(empty_error));
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task.task_error = empty_error;
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||
}
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||
task.task_id = nRequestID;
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task.task_last = bIsLast;
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this->task_queue.push(task);
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};
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void TdApi::OnRspQryOFInstrument(CSecurityFtdcOFInstrumentField *pOFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPQRYOFINSTRUMENT;
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task.task_data = *pOFInstrument;
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||
if (pRspInfo)
|
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{
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task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
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||
}
|
||
task.task_id = nRequestID;
|
||
task.task_last = bIsLast;
|
||
this->task_queue.push(task);
|
||
};
|
||
|
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void TdApi::OnRspQrySFInstrument(CSecurityFtdcSFInstrumentField *pSFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
|
||
{
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||
Task task = Task();
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||
task.task_name = ONRSPQRYSFINSTRUMENT;
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||
task.task_data = *pSFInstrument;
|
||
if (pRspInfo)
|
||
{
|
||
task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
|
||
}
|
||
task.task_id = nRequestID;
|
||
task.task_last = bIsLast;
|
||
this->task_queue.push(task);
|
||
};
|
||
|
||
void TdApi::OnRspQryOrder(CSecurityFtdcOrderField *pOrder, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
|
||
{
|
||
if (pOrder) //手动修改,因为有可能出现pOrder为空指针的情况
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONRSPQRYORDER;
|
||
task.task_data = *pOrder;
|
||
if (pRspInfo)
|
||
{
|
||
task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
|
||
}
|
||
task.task_id = nRequestID;
|
||
task.task_last = bIsLast;
|
||
this->task_queue.push(task);
|
||
}
|
||
};
|
||
|
||
void TdApi::OnRspQryTrade(CSecurityFtdcTradeField *pTrade, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
|
||
{
|
||
if (pTrade) //手动修改,因为有可能出现pTrade为空指针的情况
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONRSPQRYTRADE;
|
||
task.task_data = *pTrade;
|
||
if (pRspInfo)
|
||
{
|
||
task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
|
||
}
|
||
task.task_id = nRequestID;
|
||
task.task_last = bIsLast;
|
||
this->task_queue.push(task);
|
||
}
|
||
};
|
||
|
||
void TdApi::OnRspQryInvestorPosition(CSecurityFtdcInvestorPositionField *pInvestorPosition, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
|
||
{
|
||
if (pInvestorPosition) //手动修改,防止空指针
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONRSPQRYINVESTORPOSITION;
|
||
task.task_data = *pInvestorPosition;
|
||
if (pRspInfo)
|
||
{
|
||
task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
|
||
}
|
||
task.task_id = nRequestID;
|
||
task.task_last = bIsLast;
|
||
this->task_queue.push(task);
|
||
}
|
||
};
|
||
|
||
void TdApi::OnRtnOrder(CSecurityFtdcOrderField *pOrder)
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONRTNORDER;
|
||
task.task_data = *pOrder;
|
||
this->task_queue.push(task);
|
||
};
|
||
|
||
void TdApi::OnRtnTrade(CSecurityFtdcTradeField *pTrade)
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONRTNTRADE;
|
||
task.task_data = *pTrade;
|
||
this->task_queue.push(task);
|
||
};
|
||
|
||
void TdApi::OnErrRtnOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurityFtdcRspInfoField *pRspInfo)
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONERRRTNORDERINSERT;
|
||
task.task_data = *pInputOrder;
|
||
if (pRspInfo)
|
||
{
|
||
task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
|
||
}
|
||
this->task_queue.push(task);
|
||
};
|
||
|
||
void TdApi::OnErrRtnOrderAction(CSecurityFtdcOrderActionField *pOrderAction, CSecurityFtdcRspInfoField *pRspInfo)
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONERRRTNORDERACTION;
|
||
task.task_data = *pOrderAction;
|
||
if (pRspInfo)
|
||
{
|
||
task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
|
||
}
|
||
this->task_queue.push(task);
|
||
};
|
||
|
||
void TdApi::OnRspFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONRSPFUNDOUTBYLIBER;
|
||
task.task_data = *pInputFundTransfer;
|
||
if (pRspInfo)
|
||
{
|
||
task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
|
||
}
|
||
task.task_id = nRequestID;
|
||
task.task_last = bIsLast;
|
||
this->task_queue.push(task);
|
||
};
|
||
|
||
void TdApi::OnRtnFundOutByLiber(CSecurityFtdcFundTransferField *pFundTransfer)
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONRTNFUNDOUTBYLIBER;
|
||
task.task_data = *pFundTransfer;
|
||
this->task_queue.push(task);
|
||
};
|
||
|
||
void TdApi::OnErrRtnFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundTransfer, CSecurityFtdcRspInfoField *pRspInfo)
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONERRRTNFUNDOUTBYLIBER;
|
||
task.task_data = *pInputFundTransfer;
|
||
if (pRspInfo)
|
||
{
|
||
task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
|
||
}
|
||
this->task_queue.push(task);
|
||
};
|
||
|
||
void TdApi::OnRtnFundInByBank(CSecurityFtdcFundTransferField *pFundTransfer)
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONRTNFUNDINBYBANK;
|
||
task.task_data = *pFundTransfer;
|
||
this->task_queue.push(task);
|
||
};
|
||
|
||
void TdApi::OnRspQryFundTransferSerial(CSecurityFtdcFundTransferField *pFundTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
|
||
{
|
||
if (pFundTransfer) //手动修改,防止空指针
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONRSPQRYFUNDTRANSFERSERIAL;
|
||
task.task_data = *pFundTransfer;
|
||
if (pRspInfo)
|
||
{
|
||
task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
|
||
}
|
||
task.task_id = nRequestID;
|
||
task.task_last = bIsLast;
|
||
this->task_queue.push(task);
|
||
}
|
||
};
|
||
|
||
void TdApi::OnRspFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONRSPFUNDINTERTRANSFER;
|
||
task.task_data = *pFundInterTransfer;
|
||
if (pRspInfo)
|
||
{
|
||
task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
|
||
}
|
||
task.task_id = nRequestID;
|
||
task.task_last = bIsLast;
|
||
this->task_queue.push(task);
|
||
};
|
||
|
||
void TdApi::OnRspQryFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialField *pFundInterTransferSerial, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
|
||
{
|
||
if (pFundInterTransferSerial) //手动修改,防止空指针
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONRSPQRYFUNDINTERTRANSFERSERIAL;
|
||
task.task_data = *pFundInterTransferSerial;
|
||
if (pRspInfo)
|
||
{
|
||
task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
|
||
}
|
||
task.task_id = nRequestID;
|
||
task.task_last = bIsLast;
|
||
this->task_queue.push(task);
|
||
}
|
||
};
|
||
|
||
void TdApi::OnRtnFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialField *pFundInterTransferSerial)
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONRTNFUNDINTERTRANSFERSERIAL;
|
||
task.task_data = *pFundInterTransferSerial;
|
||
this->task_queue.push(task);
|
||
};
|
||
|
||
void TdApi::OnErrRtnFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, CSecurityFtdcRspInfoField *pRspInfo)
|
||
{
|
||
Task task = Task();
|
||
task.task_name = ONERRRTNFUNDINTERTRANSFER;
|
||
task.task_data = *pFundInterTransfer;
|
||
if (pRspInfo)
|
||
{
|
||
task.task_error = *pRspInfo;
|
||
}
|
||
else
|
||
{
|
||
CSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();
|
||
memset(&empty_error, 0, sizeof(empty_error));
|
||
task.task_error = empty_error;
|
||
}
|
||
this->task_queue.push(task);
|
||
};
|
||
|
||
|
||
|
||
|
||
|
||
|
||
///-------------------------------------------------------------------------------------
|
||
///工作线程从队列中取出数据,转化为python对象后,进行推送
|
||
///-------------------------------------------------------------------------------------
|
||
|
||
void TdApi::processTask()
|
||
{
|
||
while (1)
|
||
{
|
||
Task task = this->task_queue.wait_and_pop();
|
||
|
||
switch (task.task_name)
|
||
{
|
||
case ONFRONTCONNECTED:
|
||
{
|
||
this->processFrontConnected(task);
|
||
break;
|
||
}
|
||
|
||
case ONFRONTDISCONNECTED:
|
||
{
|
||
this->processFrontDisconnected(task);
|
||
break;
|
||
}
|
||
|
||
case ONHEARTBEATWARNING:
|
||
{
|
||
this->processHeartBeatWarning(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPERROR:
|
||
{
|
||
this->processRspError(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPUSERLOGIN:
|
||
{
|
||
this->processRspUserLogin(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPUSERLOGOUT:
|
||
{
|
||
this->processRspUserLogout(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPORDERINSERT:
|
||
{
|
||
this->processRspOrderInsert(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPORDERACTION:
|
||
{
|
||
this->processRspOrderAction(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPUSERPASSWORDUPDATE:
|
||
{
|
||
this->processRspUserPasswordUpdate(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPTRADINGACCOUNTPASSWORDUPDATE:
|
||
{
|
||
this->processRspTradingAccountPasswordUpdate(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYEXCHANGE:
|
||
{
|
||
this->processRspQryExchange(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYINSTRUMENT:
|
||
{
|
||
this->processRspQryInstrument(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYINVESTOR:
|
||
{
|
||
this->processRspQryInvestor(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYTRADINGCODE:
|
||
{
|
||
this->processRspQryTradingCode(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYTRADINGACCOUNT:
|
||
{
|
||
this->processRspQryTradingAccount(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYDEPTHMARKETDATA:
|
||
{
|
||
this->processRspQryDepthMarketData(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYBONDINTEREST:
|
||
{
|
||
this->processRspQryBondInterest(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYMARKETRATIONINFO:
|
||
{
|
||
this->processRspQryMarketRationInfo(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYINSTRUMENTCOMMISSIONRATE:
|
||
{
|
||
this->processRspQryInstrumentCommissionRate(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYETFINSTRUMENT:
|
||
{
|
||
this->processRspQryETFInstrument(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYETFBASKET:
|
||
{
|
||
this->processRspQryETFBasket(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYOFINSTRUMENT:
|
||
{
|
||
this->processRspQryOFInstrument(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYSFINSTRUMENT:
|
||
{
|
||
this->processRspQrySFInstrument(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYORDER:
|
||
{
|
||
this->processRspQryOrder(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYTRADE:
|
||
{
|
||
this->processRspQryTrade(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYINVESTORPOSITION:
|
||
{
|
||
this->processRspQryInvestorPosition(task);
|
||
break;
|
||
}
|
||
|
||
case ONRTNORDER:
|
||
{
|
||
this->processRtnOrder(task);
|
||
break;
|
||
}
|
||
|
||
case ONRTNTRADE:
|
||
{
|
||
this->processRtnTrade(task);
|
||
break;
|
||
}
|
||
|
||
case ONERRRTNORDERINSERT:
|
||
{
|
||
this->processErrRtnOrderInsert(task);
|
||
break;
|
||
}
|
||
|
||
case ONERRRTNORDERACTION:
|
||
{
|
||
this->processErrRtnOrderAction(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPFUNDOUTBYLIBER:
|
||
{
|
||
this->processRspFundOutByLiber(task);
|
||
break;
|
||
}
|
||
|
||
case ONRTNFUNDOUTBYLIBER:
|
||
{
|
||
this->processRtnFundOutByLiber(task);
|
||
break;
|
||
}
|
||
|
||
case ONERRRTNFUNDOUTBYLIBER:
|
||
{
|
||
this->processErrRtnFundOutByLiber(task);
|
||
break;
|
||
}
|
||
|
||
case ONRTNFUNDINBYBANK:
|
||
{
|
||
this->processRtnFundInByBank(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYFUNDTRANSFERSERIAL:
|
||
{
|
||
this->processRspQryFundTransferSerial(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPFUNDINTERTRANSFER:
|
||
{
|
||
this->processRspFundInterTransfer(task);
|
||
break;
|
||
}
|
||
|
||
case ONRSPQRYFUNDINTERTRANSFERSERIAL:
|
||
{
|
||
this->processRspQryFundInterTransferSerial(task);
|
||
break;
|
||
}
|
||
|
||
case ONRTNFUNDINTERTRANSFERSERIAL:
|
||
{
|
||
this->processRtnFundInterTransferSerial(task);
|
||
break;
|
||
}
|
||
|
||
case ONERRRTNFUNDINTERTRANSFER:
|
||
{
|
||
this->processErrRtnFundInterTransfer(task);
|
||
break;
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
void TdApi::processFrontConnected(Task task)
|
||
{
|
||
this->onFrontConnected();
|
||
};
|
||
|
||
void TdApi::processFrontDisconnected(Task task)
|
||
{
|
||
this->onFrontDisconnected(task.task_id);
|
||
};
|
||
|
||
void TdApi::processHeartBeatWarning(Task task)
|
||
{
|
||
this->onHeartBeatWarning(task.task_id);
|
||
};
|
||
|
||
void TdApi::processRspError(Task task)
|
||
{
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspError(error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspUserLogin(Task task)
|
||
{
|
||
CSecurityFtdcRspUserLoginField task_data = any_cast<CSecurityFtdcRspUserLoginField>(task.task_data);
|
||
dict data;
|
||
data["MaxOrderRef"] = task_data.MaxOrderRef;
|
||
data["UserID"] = task_data.UserID;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["SessionID"] = task_data.SessionID;
|
||
data["SystemName"] = task_data.SystemName;
|
||
data["FrontID"] = task_data.FrontID;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["LoginTime"] = task_data.LoginTime;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspUserLogin(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspUserLogout(Task task)
|
||
{
|
||
CSecurityFtdcUserLogoutField task_data = any_cast<CSecurityFtdcUserLogoutField>(task.task_data);
|
||
dict data;
|
||
data["UserID"] = task_data.UserID;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspUserLogout(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspOrderInsert(Task task)
|
||
{
|
||
CSecurityFtdcInputOrderField task_data = any_cast<CSecurityFtdcInputOrderField>(task.task_data);
|
||
dict data;
|
||
data["ContingentCondition"] = task_data.ContingentCondition;
|
||
data["CombOffsetFlag"] = task_data.CombOffsetFlag;
|
||
data["UserID"] = task_data.UserID;
|
||
data["LimitPrice"] = task_data.LimitPrice;
|
||
data["UserForceClose"] = task_data.UserForceClose;
|
||
data["Direction"] = task_data.Direction;
|
||
data["VolumeTotalOriginal"] = task_data.VolumeTotalOriginal;
|
||
data["OrderPriceType"] = task_data.OrderPriceType;
|
||
data["TimeCondition"] = task_data.TimeCondition;
|
||
data["IsAutoSuspend"] = task_data.IsAutoSuspend;
|
||
data["StopPrice"] = task_data.StopPrice;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["MinVolume"] = task_data.MinVolume;
|
||
data["ForceCloseReason"] = task_data.ForceCloseReason;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["CombHedgeFlag"] = task_data.CombHedgeFlag;
|
||
data["GTDDate"] = task_data.GTDDate;
|
||
data["BusinessUnit"] = task_data.BusinessUnit;
|
||
data["OrderRef"] = task_data.OrderRef;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["VolumeCondition"] = task_data.VolumeCondition;
|
||
data["RequestID"] = task_data.RequestID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspOrderInsert(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspOrderAction(Task task)
|
||
{
|
||
CSecurityFtdcInputOrderActionField task_data = any_cast<CSecurityFtdcInputOrderActionField>(task.task_data);
|
||
dict data;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["OrderLocalID"] = task_data.OrderLocalID;
|
||
data["OrderActionRef"] = task_data.OrderActionRef;
|
||
data["UserID"] = task_data.UserID;
|
||
data["LimitPrice"] = task_data.LimitPrice;
|
||
data["OrderRef"] = task_data.OrderRef;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["SessionID"] = task_data.SessionID;
|
||
data["VolumeChange"] = task_data.VolumeChange;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["RequestID"] = task_data.RequestID;
|
||
data["ActionFlag"] = task_data.ActionFlag;
|
||
data["FrontID"] = task_data.FrontID;
|
||
data["BranchPBU"] = task_data.BranchPBU;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspOrderAction(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspUserPasswordUpdate(Task task)
|
||
{
|
||
CSecurityFtdcUserPasswordUpdateField task_data = any_cast<CSecurityFtdcUserPasswordUpdateField>(task.task_data);
|
||
dict data;
|
||
data["UserID"] = task_data.UserID;
|
||
data["NewPassword"] = task_data.NewPassword;
|
||
data["OldPassword"] = task_data.OldPassword;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspUserPasswordUpdate(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspTradingAccountPasswordUpdate(Task task)
|
||
{
|
||
CSecurityFtdcTradingAccountPasswordUpdateField task_data = any_cast<CSecurityFtdcTradingAccountPasswordUpdateField>(task.task_data);
|
||
dict data;
|
||
data["NewPassword"] = task_data.NewPassword;
|
||
data["OldPassword"] = task_data.OldPassword;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["AccountID"] = task_data.AccountID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspTradingAccountPasswordUpdate(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryExchange(Task task)
|
||
{
|
||
CSecurityFtdcExchangeField task_data = any_cast<CSecurityFtdcExchangeField>(task.task_data);
|
||
dict data;
|
||
data["ExchangeProperty"] = task_data.ExchangeProperty;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["ExchangeName"] = task_data.ExchangeName;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryExchange(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryInstrument(Task task)
|
||
{
|
||
CSecurityFtdcInstrumentField task_data = any_cast<CSecurityFtdcInstrumentField>(task.task_data);
|
||
dict data;
|
||
data["IsTrading"] = task_data.IsTrading;
|
||
data["ExpireDate"] = task_data.ExpireDate;
|
||
data["UnitMargin"] = task_data.UnitMargin;
|
||
data["OrderCanBeWithdraw"] = task_data.OrderCanBeWithdraw;
|
||
data["PositionType"] = task_data.PositionType;
|
||
data["ProductClass"] = task_data.ProductClass;
|
||
data["MinSellVolume"] = task_data.MinSellVolume;
|
||
data["InstrumentName"] = task_data.InstrumentName;
|
||
data["ExecPrice"] = task_data.ExecPrice;
|
||
data["RightModelID"] = task_data.RightModelID;
|
||
data["VolumeMultiple"] = task_data.VolumeMultiple;
|
||
data["DeliveryYear"] = task_data.DeliveryYear;
|
||
data["OptionsMarginParam2"] = task_data.OptionsMarginParam2;
|
||
data["OptionsMarginParam1"] = task_data.OptionsMarginParam1;
|
||
data["PosTradeType"] = task_data.PosTradeType;
|
||
data["CreateDate"] = task_data.CreateDate;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["MaxLimitOrderVolume"] = task_data.MaxLimitOrderVolume;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["MinLimitOrderVolume"] = task_data.MinLimitOrderVolume;
|
||
data["MaxMarketOrderVolume"] = task_data.MaxMarketOrderVolume;
|
||
data["StartDelivDate"] = task_data.StartDelivDate;
|
||
data["InstrumentType"] = task_data.InstrumentType;
|
||
data["DeliveryMonth"] = task_data.DeliveryMonth;
|
||
data["MinBuyVolume"] = task_data.MinBuyVolume;
|
||
data["PriceTick"] = task_data.PriceTick;
|
||
data["InstLifePhase"] = task_data.InstLifePhase;
|
||
data["MarketID"] = task_data.MarketID;
|
||
data["ExchangeInstID"] = task_data.ExchangeInstID;
|
||
data["MinMarketOrderVolume"] = task_data.MinMarketOrderVolume;
|
||
data["EndDelivDate"] = task_data.EndDelivDate;
|
||
data["OpenDate"] = task_data.OpenDate;
|
||
data["ProductID"] = task_data.ProductID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryInstrument(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryInvestor(Task task)
|
||
{
|
||
CSecurityFtdcInvestorField task_data = any_cast<CSecurityFtdcInvestorField>(task.task_data);
|
||
dict data;
|
||
data["SZBranchID"] = task_data.SZBranchID;
|
||
data["InvestorName"] = task_data.InvestorName;
|
||
data["SHBranchID"] = task_data.SHBranchID;
|
||
data["IdentifiedCardNo"] = task_data.IdentifiedCardNo;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["InvestorGroupID"] = task_data.InvestorGroupID;
|
||
data["SettleSystemType"] = task_data.SettleSystemType;
|
||
data["InvestorLevel"] = task_data.InvestorLevel;
|
||
data["IsActive"] = task_data.IsActive;
|
||
data["IdentifiedCardType"] = task_data.IdentifiedCardType;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryInvestor(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryTradingCode(Task task)
|
||
{
|
||
CSecurityFtdcTradingCodeField task_data = any_cast<CSecurityFtdcTradingCodeField>(task.task_data);
|
||
dict data;
|
||
data["PBU"] = task_data.PBU;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["ClientType"] = task_data.ClientType;
|
||
data["ClientID"] = task_data.ClientID;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["IsActive"] = task_data.IsActive;
|
||
data["AccountID"] = task_data.AccountID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryTradingCode(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryTradingAccount(Task task)
|
||
{
|
||
CSecurityFtdcTradingAccountField task_data = any_cast<CSecurityFtdcTradingAccountField>(task.task_data);
|
||
dict data;
|
||
data["MarginTradeAmount"] = task_data.MarginTradeAmount;
|
||
data["FrozenTransferFee"] = task_data.FrozenTransferFee;
|
||
data["Mortgage"] = task_data.Mortgage;
|
||
data["ExchangeDeliveryMargin"] = task_data.ExchangeDeliveryMargin;
|
||
data["FrozenMargin"] = task_data.FrozenMargin;
|
||
data["WithdrawQuota"] = task_data.WithdrawQuota;
|
||
data["TransferFee"] = task_data.TransferFee;
|
||
data["Commission"] = task_data.Commission;
|
||
data["Interest"] = task_data.Interest;
|
||
data["ShortSellProfit"] = task_data.ShortSellProfit;
|
||
data["FrozenExecCash"] = task_data.FrozenExecCash;
|
||
data["CashIn"] = task_data.CashIn;
|
||
data["AccountID"] = task_data.AccountID;
|
||
data["Available"] = task_data.Available;
|
||
data["PreCredit"] = task_data.PreCredit;
|
||
data["PreMortgage"] = task_data.PreMortgage;
|
||
data["CreditRatio"] = task_data.CreditRatio;
|
||
data["CreditAmount"] = task_data.CreditAmount;
|
||
data["InterestBase"] = task_data.InterestBase;
|
||
data["ExchangeMargin"] = task_data.ExchangeMargin;
|
||
data["ConversionAmount"] = task_data.ConversionAmount;
|
||
data["SSStockValue"] = task_data.SSStockValue;
|
||
data["ShortSellAmount"] = task_data.ShortSellAmount;
|
||
data["PreMargin"] = task_data.PreMargin;
|
||
data["CurrencyCode"] = task_data.CurrencyCode;
|
||
data["DeliveryMargin"] = task_data.DeliveryMargin;
|
||
data["BondRepurchaseAmount"] = task_data.BondRepurchaseAmount;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["FrozenCash"] = task_data.FrozenCash;
|
||
data["Withdraw"] = task_data.Withdraw;
|
||
data["ReverseRepurchaseAmount"] = task_data.ReverseRepurchaseAmount;
|
||
data["StampTax"] = task_data.StampTax;
|
||
data["Balance"] = task_data.Balance;
|
||
data["FrozenStampTax"] = task_data.FrozenStampTax;
|
||
data["Reserve"] = task_data.Reserve;
|
||
data["PreDeposit"] = task_data.PreDeposit;
|
||
data["MarginTradeProfit"] = task_data.MarginTradeProfit;
|
||
data["Credit"] = task_data.Credit;
|
||
data["PreBalance"] = task_data.PreBalance;
|
||
data["CurrMargin"] = task_data.CurrMargin;
|
||
data["FrozenCommission"] = task_data.FrozenCommission;
|
||
data["AccountType"] = task_data.AccountType;
|
||
data["StockValue"] = task_data.StockValue;
|
||
data["Deposit"] = task_data.Deposit;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryTradingAccount(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryDepthMarketData(Task task)
|
||
{
|
||
CSecurityFtdcDepthMarketDataField task_data = any_cast<CSecurityFtdcDepthMarketDataField>(task.task_data);
|
||
dict data;
|
||
data["HighestPrice"] = task_data.HighestPrice;
|
||
data["BidPrice5"] = task_data.BidPrice5;
|
||
data["BidPrice4"] = task_data.BidPrice4;
|
||
data["BidPrice1"] = task_data.BidPrice1;
|
||
data["BidPrice3"] = task_data.BidPrice3;
|
||
data["BidPrice2"] = task_data.BidPrice2;
|
||
data["LowerLimitPrice"] = task_data.LowerLimitPrice;
|
||
data["OpenPrice"] = task_data.OpenPrice;
|
||
data["AskPrice5"] = task_data.AskPrice5;
|
||
data["AskPrice4"] = task_data.AskPrice4;
|
||
data["AskPrice3"] = task_data.AskPrice3;
|
||
data["PreClosePrice"] = task_data.PreClosePrice;
|
||
data["AskPrice1"] = task_data.AskPrice1;
|
||
data["PreSettlementPrice"] = task_data.PreSettlementPrice;
|
||
data["AskVolume1"] = task_data.AskVolume1;
|
||
data["UpdateTime"] = task_data.UpdateTime;
|
||
data["UpdateMillisec"] = task_data.UpdateMillisec;
|
||
data["AveragePrice"] = task_data.AveragePrice;
|
||
data["BidVolume5"] = task_data.BidVolume5;
|
||
data["BidVolume4"] = task_data.BidVolume4;
|
||
data["BidVolume3"] = task_data.BidVolume3;
|
||
data["BidVolume2"] = task_data.BidVolume2;
|
||
data["PreOpenInterest"] = task_data.PreOpenInterest;
|
||
data["AskPrice2"] = task_data.AskPrice2;
|
||
data["Volume"] = task_data.Volume;
|
||
data["AskVolume3"] = task_data.AskVolume3;
|
||
data["AskVolume2"] = task_data.AskVolume2;
|
||
data["AskVolume5"] = task_data.AskVolume5;
|
||
data["AskVolume4"] = task_data.AskVolume4;
|
||
data["UpperLimitPrice"] = task_data.UpperLimitPrice;
|
||
data["BidVolume1"] = task_data.BidVolume1;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ClosePrice"] = task_data.ClosePrice;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["PreDelta"] = task_data.PreDelta;
|
||
data["OpenInterest"] = task_data.OpenInterest;
|
||
data["CurrDelta"] = task_data.CurrDelta;
|
||
data["Turnover"] = task_data.Turnover;
|
||
data["LastPrice"] = task_data.LastPrice;
|
||
data["SettlementPrice"] = task_data.SettlementPrice;
|
||
data["ExchangeInstID"] = task_data.ExchangeInstID;
|
||
data["LowestPrice"] = task_data.LowestPrice;
|
||
data["ActionDay"] = task_data.ActionDay;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryDepthMarketData(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryBondInterest(Task task)
|
||
{
|
||
CSecurityFtdcBondInterestField task_data = any_cast<CSecurityFtdcBondInterestField>(task.task_data);
|
||
dict data;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["Interest"] = task_data.Interest;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryBondInterest(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryMarketRationInfo(Task task)
|
||
{
|
||
CSecurityFtdcMarketRationInfoField task_data = any_cast<CSecurityFtdcMarketRationInfoField>(task.task_data);
|
||
dict data;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["RationVolume"] = task_data.RationVolume;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryMarketRationInfo(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryInstrumentCommissionRate(Task task)
|
||
{
|
||
CSecurityFtdcInstrumentCommissionRateField task_data = any_cast<CSecurityFtdcInstrumentCommissionRateField>(task.task_data);
|
||
dict data;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["TradeFeeByMoney"] = task_data.TradeFeeByMoney;
|
||
data["Direction"] = task_data.Direction;
|
||
data["MinTradeFee"] = task_data.MinTradeFee;
|
||
data["StampTaxRateByMoney"] = task_data.StampTaxRateByMoney;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["MarginByMoney"] = task_data.MarginByMoney;
|
||
data["StampTaxRateByVolume"] = task_data.StampTaxRateByVolume;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["InvestorRange"] = task_data.InvestorRange;
|
||
data["TransferFeeRateByVolume"] = task_data.TransferFeeRateByVolume;
|
||
data["TransferFeeRateByMoney"] = task_data.TransferFeeRateByMoney;
|
||
data["TradeFeeByVolume"] = task_data.TradeFeeByVolume;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryInstrumentCommissionRate(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryETFInstrument(Task task)
|
||
{
|
||
CSecurityFtdcETFInstrumentField task_data = any_cast<CSecurityFtdcETFInstrumentField>(task.task_data);
|
||
dict data;
|
||
data["ETFInstrumentID"] = task_data.ETFInstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["ETFPurRedInstrumentID"] = task_data.ETFPurRedInstrumentID;
|
||
data["EstimateCashComponent"] = task_data.EstimateCashComponent;
|
||
data["CreationRedemptionUnit"] = task_data.CreationRedemptionUnit;
|
||
data["Maxcashratio"] = task_data.Maxcashratio;
|
||
data["Creationredemption"] = task_data.Creationredemption;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryETFInstrument(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryETFBasket(Task task)
|
||
{
|
||
CSecurityFtdcETFBasketField task_data = any_cast<CSecurityFtdcETFBasketField>(task.task_data);
|
||
dict data;
|
||
data["ETFInstrumentID"] = task_data.ETFInstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["Premium"] = task_data.Premium;
|
||
data["StockInstrumentName"] = task_data.StockInstrumentName;
|
||
data["CurrenceReplaceStatus"] = task_data.CurrenceReplaceStatus;
|
||
data["Volume"] = task_data.Volume;
|
||
data["Amount"] = task_data.Amount;
|
||
data["StockInstrumentID"] = task_data.StockInstrumentID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryETFBasket(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryOFInstrument(Task task)
|
||
{
|
||
CSecurityFtdcOFInstrumentField task_data = any_cast<CSecurityFtdcOFInstrumentField>(task.task_data);
|
||
dict data;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["NetPrice"] = task_data.NetPrice;
|
||
data["Creationredemption"] = task_data.Creationredemption;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryOFInstrument(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQrySFInstrument(Task task)
|
||
{
|
||
CSecurityFtdcSFInstrumentField task_data = any_cast<CSecurityFtdcSFInstrumentField>(task.task_data);
|
||
dict data;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["NetPrice"] = task_data.NetPrice;
|
||
data["MinMergeVolume"] = task_data.MinMergeVolume;
|
||
data["SFInstrumentID"] = task_data.SFInstrumentID;
|
||
data["MinSplitVolume"] = task_data.MinSplitVolume;
|
||
data["VolumeRatio"] = task_data.VolumeRatio;
|
||
data["SplitMergeStatus"] = task_data.SplitMergeStatus;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQrySFInstrument(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryOrder(Task task)
|
||
{
|
||
CSecurityFtdcOrderField task_data = any_cast<CSecurityFtdcOrderField>(task.task_data);
|
||
dict data;
|
||
data["ContingentCondition"] = task_data.ContingentCondition;
|
||
data["NotifySequence"] = task_data.NotifySequence;
|
||
data["ActiveUserID"] = task_data.ActiveUserID;
|
||
data["VolumeTraded"] = task_data.VolumeTraded;
|
||
data["UserProductInfo"] = task_data.UserProductInfo;
|
||
data["CombOffsetFlag"] = task_data.CombOffsetFlag;
|
||
data["UserID"] = task_data.UserID;
|
||
data["LimitPrice"] = task_data.LimitPrice;
|
||
data["UserForceClose"] = task_data.UserForceClose;
|
||
data["RelativeOrderSysID"] = task_data.RelativeOrderSysID;
|
||
data["AccountID"] = task_data.AccountID;
|
||
data["Direction"] = task_data.Direction;
|
||
data["InstallID"] = task_data.InstallID;
|
||
data["ParticipantID"] = task_data.ParticipantID;
|
||
data["VolumeTotalOriginal"] = task_data.VolumeTotalOriginal;
|
||
data["ExchangeInstID"] = task_data.ExchangeInstID;
|
||
data["ClientID"] = task_data.ClientID;
|
||
data["VolumeTotal"] = task_data.VolumeTotal;
|
||
data["OrderPriceType"] = task_data.OrderPriceType;
|
||
data["SessionID"] = task_data.SessionID;
|
||
data["TimeCondition"] = task_data.TimeCondition;
|
||
data["OrderStatus"] = task_data.OrderStatus;
|
||
data["OrderSysID"] = task_data.OrderSysID;
|
||
data["OrderSubmitStatus"] = task_data.OrderSubmitStatus;
|
||
data["IsETF"] = task_data.IsETF;
|
||
data["IsAutoSuspend"] = task_data.IsAutoSuspend;
|
||
data["StopPrice"] = task_data.StopPrice;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["MinVolume"] = task_data.MinVolume;
|
||
data["StatusMsg"] = task_data.StatusMsg;
|
||
data["ForceCloseReason"] = task_data.ForceCloseReason;
|
||
data["OrderType"] = task_data.OrderType;
|
||
data["UpdateTime"] = task_data.UpdateTime;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["ActiveTime"] = task_data.ActiveTime;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["InsertTime"] = task_data.InsertTime;
|
||
data["FrontID"] = task_data.FrontID;
|
||
data["SuspendTime"] = task_data.SuspendTime;
|
||
data["InstrumentType"] = task_data.InstrumentType;
|
||
data["ClearingPartID"] = task_data.ClearingPartID;
|
||
data["CombHedgeFlag"] = task_data.CombHedgeFlag;
|
||
data["CancelTime"] = task_data.CancelTime;
|
||
data["GTDDate"] = task_data.GTDDate;
|
||
data["OrderLocalID"] = task_data.OrderLocalID;
|
||
data["BranchID"] = task_data.BranchID;
|
||
data["BusinessUnit"] = task_data.BusinessUnit;
|
||
data["InsertDate"] = task_data.InsertDate;
|
||
data["SequenceNo"] = task_data.SequenceNo;
|
||
data["OrderRef"] = task_data.OrderRef;
|
||
data["BrokerOrderSeq"] = task_data.BrokerOrderSeq;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["VolumeCondition"] = task_data.VolumeCondition;
|
||
data["RequestID"] = task_data.RequestID;
|
||
data["OrderSource"] = task_data.OrderSource;
|
||
data["BranchPBU"] = task_data.BranchPBU;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
data["ActiveTraderID"] = task_data.ActiveTraderID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryOrder(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryTrade(Task task)
|
||
{
|
||
CSecurityFtdcTradeField task_data = any_cast<CSecurityFtdcTradeField>(task.task_data);
|
||
dict data;
|
||
data["TradeType"] = task_data.TradeType;
|
||
data["HedgeFlag"] = task_data.HedgeFlag;
|
||
data["TradeTime"] = task_data.TradeTime;
|
||
data["Direction"] = task_data.Direction;
|
||
data["ParticipantID"] = task_data.ParticipantID;
|
||
data["Price"] = task_data.Price;
|
||
data["ClientID"] = task_data.ClientID;
|
||
data["Volume"] = task_data.Volume;
|
||
data["OrderSysID"] = task_data.OrderSysID;
|
||
data["ClearingPartID"] = task_data.ClearingPartID;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["UserID"] = task_data.UserID;
|
||
data["TradeIndex"] = task_data.TradeIndex;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["TradeSource"] = task_data.TradeSource;
|
||
data["OffsetFlag"] = task_data.OffsetFlag;
|
||
data["OrderLocalID"] = task_data.OrderLocalID;
|
||
data["TradeID"] = task_data.TradeID;
|
||
data["TradeDate"] = task_data.TradeDate;
|
||
data["BusinessUnit"] = task_data.BusinessUnit;
|
||
data["SequenceNo"] = task_data.SequenceNo;
|
||
data["OrderRef"] = task_data.OrderRef;
|
||
data["BrokerOrderSeq"] = task_data.BrokerOrderSeq;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["ExchangeInstID"] = task_data.ExchangeInstID;
|
||
data["BranchPBU"] = task_data.BranchPBU;
|
||
data["PriceSource"] = task_data.PriceSource;
|
||
data["TradingRole"] = task_data.TradingRole;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryTrade(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryInvestorPosition(Task task)
|
||
{
|
||
CSecurityFtdcInvestorPositionField task_data = any_cast<CSecurityFtdcInvestorPositionField>(task.task_data);
|
||
dict data;
|
||
data["LockPosition"] = task_data.LockPosition;
|
||
data["MarginTradeAmount"] = task_data.MarginTradeAmount;
|
||
data["ShortFrozenAmount"] = task_data.ShortFrozenAmount;
|
||
data["ShortSellAmount"] = task_data.ShortSellAmount;
|
||
data["TodaySSPosition"] = task_data.TodaySSPosition;
|
||
data["HedgeFlag"] = task_data.HedgeFlag;
|
||
data["TransferFee"] = task_data.TransferFee;
|
||
data["Commission"] = task_data.Commission;
|
||
data["ShortSellVolume"] = task_data.ShortSellVolume;
|
||
data["CoverFrozenPosition"] = task_data.CoverFrozenPosition;
|
||
data["TodayPurRedVolume"] = task_data.TodayPurRedVolume;
|
||
data["PurRedShortFrozen"] = task_data.PurRedShortFrozen;
|
||
data["CashIn"] = task_data.CashIn;
|
||
data["PreSettlementPrice"] = task_data.PreSettlementPrice;
|
||
data["ShortSellFrozenAmount"] = task_data.ShortSellFrozenAmount;
|
||
data["CloseAmount"] = task_data.CloseAmount;
|
||
data["PosiDirection"] = task_data.PosiDirection;
|
||
data["LockFrozenPosition"] = task_data.LockFrozenPosition;
|
||
data["RepurchasePosition"] = task_data.RepurchasePosition;
|
||
data["MarginTradeVolume"] = task_data.MarginTradeVolume;
|
||
data["YdPosition"] = task_data.YdPosition;
|
||
data["MarginTradeFrozenVolume"] = task_data.MarginTradeFrozenVolume;
|
||
data["ConversionRate"] = task_data.ConversionRate;
|
||
data["ShortSellFrozenVolume"] = task_data.ShortSellFrozenVolume;
|
||
data["OpenVolume"] = task_data.OpenVolume;
|
||
data["TodayMTPosition"] = task_data.TodayMTPosition;
|
||
data["CoverPosition"] = task_data.CoverPosition;
|
||
data["CloseVolume"] = task_data.CloseVolume;
|
||
data["AccountID"] = task_data.AccountID;
|
||
data["ConversionAmount"] = task_data.ConversionAmount;
|
||
data["ShortSellConversionProfit"] = task_data.ShortSellConversionProfit;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["PositionDate"] = task_data.PositionDate;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["MarginTradeFrozenAmount"] = task_data.MarginTradeFrozenAmount;
|
||
data["ShortFrozen"] = task_data.ShortFrozen;
|
||
data["LongFrozen"] = task_data.LongFrozen;
|
||
data["TodayPosition"] = task_data.TodayPosition;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["PositionCost"] = task_data.PositionCost;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["FrozenCash"] = task_data.FrozenCash;
|
||
data["OpenAmount"] = task_data.OpenAmount;
|
||
data["OpenCost"] = task_data.OpenCost;
|
||
data["StampTax"] = task_data.StampTax;
|
||
data["Position"] = task_data.Position;
|
||
data["ExecFrozenPosition"] = task_data.ExecFrozenPosition;
|
||
data["ExchangeMargin"] = task_data.ExchangeMargin;
|
||
data["PledgeInPosition"] = task_data.PledgeInPosition;
|
||
data["SettlementPrice"] = task_data.SettlementPrice;
|
||
data["LongFrozenAmount"] = task_data.LongFrozenAmount;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["UnlockFrozenPosition"] = task_data.UnlockFrozenPosition;
|
||
data["YdOpenCost"] = task_data.YdOpenCost;
|
||
data["MarginTradeConversionProfit"] = task_data.MarginTradeConversionProfit;
|
||
data["SSStockValue"] = task_data.SSStockValue;
|
||
data["StockValue"] = task_data.StockValue;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryInvestorPosition(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRtnOrder(Task task)
|
||
{
|
||
CSecurityFtdcOrderField task_data = any_cast<CSecurityFtdcOrderField>(task.task_data);
|
||
dict data;
|
||
data["ContingentCondition"] = task_data.ContingentCondition;
|
||
data["NotifySequence"] = task_data.NotifySequence;
|
||
data["ActiveUserID"] = task_data.ActiveUserID;
|
||
data["VolumeTraded"] = task_data.VolumeTraded;
|
||
data["UserProductInfo"] = task_data.UserProductInfo;
|
||
data["CombOffsetFlag"] = task_data.CombOffsetFlag;
|
||
data["UserID"] = task_data.UserID;
|
||
data["LimitPrice"] = task_data.LimitPrice;
|
||
data["UserForceClose"] = task_data.UserForceClose;
|
||
data["RelativeOrderSysID"] = task_data.RelativeOrderSysID;
|
||
data["AccountID"] = task_data.AccountID;
|
||
data["Direction"] = task_data.Direction;
|
||
data["InstallID"] = task_data.InstallID;
|
||
data["ParticipantID"] = task_data.ParticipantID;
|
||
data["VolumeTotalOriginal"] = task_data.VolumeTotalOriginal;
|
||
data["ExchangeInstID"] = task_data.ExchangeInstID;
|
||
data["ClientID"] = task_data.ClientID;
|
||
data["VolumeTotal"] = task_data.VolumeTotal;
|
||
data["OrderPriceType"] = task_data.OrderPriceType;
|
||
data["SessionID"] = task_data.SessionID;
|
||
data["TimeCondition"] = task_data.TimeCondition;
|
||
data["OrderStatus"] = task_data.OrderStatus;
|
||
data["OrderSysID"] = task_data.OrderSysID;
|
||
data["OrderSubmitStatus"] = task_data.OrderSubmitStatus;
|
||
data["IsETF"] = task_data.IsETF;
|
||
data["IsAutoSuspend"] = task_data.IsAutoSuspend;
|
||
data["StopPrice"] = task_data.StopPrice;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["MinVolume"] = task_data.MinVolume;
|
||
data["StatusMsg"] = task_data.StatusMsg;
|
||
data["ForceCloseReason"] = task_data.ForceCloseReason;
|
||
data["OrderType"] = task_data.OrderType;
|
||
data["UpdateTime"] = task_data.UpdateTime;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["ActiveTime"] = task_data.ActiveTime;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["InsertTime"] = task_data.InsertTime;
|
||
data["FrontID"] = task_data.FrontID;
|
||
data["SuspendTime"] = task_data.SuspendTime;
|
||
data["InstrumentType"] = task_data.InstrumentType;
|
||
data["ClearingPartID"] = task_data.ClearingPartID;
|
||
data["CombHedgeFlag"] = task_data.CombHedgeFlag;
|
||
data["CancelTime"] = task_data.CancelTime;
|
||
data["GTDDate"] = task_data.GTDDate;
|
||
data["OrderLocalID"] = task_data.OrderLocalID;
|
||
data["BranchID"] = task_data.BranchID;
|
||
data["BusinessUnit"] = task_data.BusinessUnit;
|
||
data["InsertDate"] = task_data.InsertDate;
|
||
data["SequenceNo"] = task_data.SequenceNo;
|
||
data["OrderRef"] = task_data.OrderRef;
|
||
data["BrokerOrderSeq"] = task_data.BrokerOrderSeq;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["VolumeCondition"] = task_data.VolumeCondition;
|
||
data["RequestID"] = task_data.RequestID;
|
||
data["OrderSource"] = task_data.OrderSource;
|
||
data["BranchPBU"] = task_data.BranchPBU;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
data["ActiveTraderID"] = task_data.ActiveTraderID;
|
||
|
||
this->onRtnOrder(data);
|
||
};
|
||
|
||
void TdApi::processRtnTrade(Task task)
|
||
{
|
||
CSecurityFtdcTradeField task_data = any_cast<CSecurityFtdcTradeField>(task.task_data);
|
||
dict data;
|
||
data["TradeType"] = task_data.TradeType;
|
||
data["HedgeFlag"] = task_data.HedgeFlag;
|
||
data["TradeTime"] = task_data.TradeTime;
|
||
data["Direction"] = task_data.Direction;
|
||
data["ParticipantID"] = task_data.ParticipantID;
|
||
data["Price"] = task_data.Price;
|
||
data["ClientID"] = task_data.ClientID;
|
||
data["Volume"] = task_data.Volume;
|
||
data["OrderSysID"] = task_data.OrderSysID;
|
||
data["ClearingPartID"] = task_data.ClearingPartID;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["UserID"] = task_data.UserID;
|
||
data["TradeIndex"] = task_data.TradeIndex;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["TradeSource"] = task_data.TradeSource;
|
||
data["OffsetFlag"] = task_data.OffsetFlag;
|
||
data["OrderLocalID"] = task_data.OrderLocalID;
|
||
data["TradeID"] = task_data.TradeID;
|
||
data["TradeDate"] = task_data.TradeDate;
|
||
data["BusinessUnit"] = task_data.BusinessUnit;
|
||
data["SequenceNo"] = task_data.SequenceNo;
|
||
data["OrderRef"] = task_data.OrderRef;
|
||
data["BrokerOrderSeq"] = task_data.BrokerOrderSeq;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["ExchangeInstID"] = task_data.ExchangeInstID;
|
||
data["BranchPBU"] = task_data.BranchPBU;
|
||
data["PriceSource"] = task_data.PriceSource;
|
||
data["TradingRole"] = task_data.TradingRole;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
|
||
this->onRtnTrade(data);
|
||
};
|
||
|
||
void TdApi::processErrRtnOrderInsert(Task task)
|
||
{
|
||
CSecurityFtdcInputOrderField task_data = any_cast<CSecurityFtdcInputOrderField>(task.task_data);
|
||
dict data;
|
||
data["ContingentCondition"] = task_data.ContingentCondition;
|
||
data["CombOffsetFlag"] = task_data.CombOffsetFlag;
|
||
data["UserID"] = task_data.UserID;
|
||
data["LimitPrice"] = task_data.LimitPrice;
|
||
data["UserForceClose"] = task_data.UserForceClose;
|
||
data["Direction"] = task_data.Direction;
|
||
data["VolumeTotalOriginal"] = task_data.VolumeTotalOriginal;
|
||
data["OrderPriceType"] = task_data.OrderPriceType;
|
||
data["TimeCondition"] = task_data.TimeCondition;
|
||
data["IsAutoSuspend"] = task_data.IsAutoSuspend;
|
||
data["StopPrice"] = task_data.StopPrice;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["MinVolume"] = task_data.MinVolume;
|
||
data["ForceCloseReason"] = task_data.ForceCloseReason;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["CombHedgeFlag"] = task_data.CombHedgeFlag;
|
||
data["GTDDate"] = task_data.GTDDate;
|
||
data["BusinessUnit"] = task_data.BusinessUnit;
|
||
data["OrderRef"] = task_data.OrderRef;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["VolumeCondition"] = task_data.VolumeCondition;
|
||
data["RequestID"] = task_data.RequestID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onErrRtnOrderInsert(data, error);
|
||
};
|
||
|
||
void TdApi::processErrRtnOrderAction(Task task)
|
||
{
|
||
CSecurityFtdcOrderActionField task_data = any_cast<CSecurityFtdcOrderActionField>(task.task_data);
|
||
dict data;
|
||
data["ActionTime"] = task_data.ActionTime;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["UserID"] = task_data.UserID;
|
||
data["LimitPrice"] = task_data.LimitPrice;
|
||
data["ClientID"] = task_data.ClientID;
|
||
data["InstallID"] = task_data.InstallID;
|
||
data["ParticipantID"] = task_data.ParticipantID;
|
||
data["OrderActionRef"] = task_data.OrderActionRef;
|
||
data["VolumeChange"] = task_data.VolumeChange;
|
||
data["SessionID"] = task_data.SessionID;
|
||
data["ActionFlag"] = task_data.ActionFlag;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["StatusMsg"] = task_data.StatusMsg;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["InstrumentType"] = task_data.InstrumentType;
|
||
data["ActionDate"] = task_data.ActionDate;
|
||
data["OrderLocalID"] = task_data.OrderLocalID;
|
||
data["BranchID"] = task_data.BranchID;
|
||
data["BusinessUnit"] = task_data.BusinessUnit;
|
||
data["OrderRef"] = task_data.OrderRef;
|
||
data["ActionLocalID"] = task_data.ActionLocalID;
|
||
data["RequestID"] = task_data.RequestID;
|
||
data["FrontID"] = task_data.FrontID;
|
||
data["BranchPBU"] = task_data.BranchPBU;
|
||
data["OrderActionStatus"] = task_data.OrderActionStatus;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onErrRtnOrderAction(data, error);
|
||
};
|
||
|
||
void TdApi::processRspFundOutByLiber(Task task)
|
||
{
|
||
CSecurityFtdcInputFundTransferField task_data = any_cast<CSecurityFtdcInputFundTransferField>(task.task_data);
|
||
dict data;
|
||
data["UserID"] = task_data.UserID;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["AccountType"] = task_data.AccountType;
|
||
data["Password"] = task_data.Password;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
data["Digest"] = task_data.Digest;
|
||
data["AccountID"] = task_data.AccountID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspFundOutByLiber(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRtnFundOutByLiber(Task task)
|
||
{
|
||
CSecurityFtdcFundTransferField task_data = any_cast<CSecurityFtdcFundTransferField>(task.task_data);
|
||
dict data;
|
||
data["PlateSerial"] = task_data.PlateSerial;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["ErrorMsg"] = task_data.ErrorMsg;
|
||
data["ErrorID"] = task_data.ErrorID;
|
||
data["UserID"] = task_data.UserID;
|
||
data["TransferSerial"] = task_data.TransferSerial;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["SessionID"] = task_data.SessionID;
|
||
data["LiberSerial"] = task_data.LiberSerial;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["FundDirection"] = task_data.FundDirection;
|
||
data["TradeTime"] = task_data.TradeTime;
|
||
data["Password"] = task_data.Password;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
data["Digest"] = task_data.Digest;
|
||
data["AccountID"] = task_data.AccountID;
|
||
|
||
this->onRtnFundOutByLiber(data);
|
||
};
|
||
|
||
void TdApi::processErrRtnFundOutByLiber(Task task)
|
||
{
|
||
CSecurityFtdcInputFundTransferField task_data = any_cast<CSecurityFtdcInputFundTransferField>(task.task_data);
|
||
dict data;
|
||
data["UserID"] = task_data.UserID;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["AccountType"] = task_data.AccountType;
|
||
data["Password"] = task_data.Password;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
data["Digest"] = task_data.Digest;
|
||
data["AccountID"] = task_data.AccountID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onErrRtnFundOutByLiber(data, error);
|
||
};
|
||
|
||
void TdApi::processRtnFundInByBank(Task task)
|
||
{
|
||
CSecurityFtdcFundTransferField task_data = any_cast<CSecurityFtdcFundTransferField>(task.task_data);
|
||
dict data;
|
||
data["PlateSerial"] = task_data.PlateSerial;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["ErrorMsg"] = task_data.ErrorMsg;
|
||
data["ErrorID"] = task_data.ErrorID;
|
||
data["UserID"] = task_data.UserID;
|
||
data["TransferSerial"] = task_data.TransferSerial;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["SessionID"] = task_data.SessionID;
|
||
data["LiberSerial"] = task_data.LiberSerial;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["FundDirection"] = task_data.FundDirection;
|
||
data["TradeTime"] = task_data.TradeTime;
|
||
data["Password"] = task_data.Password;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
data["Digest"] = task_data.Digest;
|
||
data["AccountID"] = task_data.AccountID;
|
||
|
||
this->onRtnFundInByBank(data);
|
||
};
|
||
|
||
void TdApi::processRspQryFundTransferSerial(Task task)
|
||
{
|
||
CSecurityFtdcFundTransferField task_data = any_cast<CSecurityFtdcFundTransferField>(task.task_data);
|
||
dict data;
|
||
data["PlateSerial"] = task_data.PlateSerial;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["ErrorMsg"] = task_data.ErrorMsg;
|
||
data["ErrorID"] = task_data.ErrorID;
|
||
data["UserID"] = task_data.UserID;
|
||
data["TransferSerial"] = task_data.TransferSerial;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["SessionID"] = task_data.SessionID;
|
||
data["LiberSerial"] = task_data.LiberSerial;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["FundDirection"] = task_data.FundDirection;
|
||
data["TradeTime"] = task_data.TradeTime;
|
||
data["Password"] = task_data.Password;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
data["Digest"] = task_data.Digest;
|
||
data["AccountID"] = task_data.AccountID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryFundTransferSerial(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspFundInterTransfer(Task task)
|
||
{
|
||
CSecurityFtdcFundInterTransferField task_data = any_cast<CSecurityFtdcFundInterTransferField>(task.task_data);
|
||
dict data;
|
||
data["SerialID"] = task_data.SerialID;
|
||
data["TransferType"] = task_data.TransferType;
|
||
data["UserID"] = task_data.UserID;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["Password"] = task_data.Password;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
data["AccountID"] = task_data.AccountID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspFundInterTransfer(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRspQryFundInterTransferSerial(Task task)
|
||
{
|
||
CSecurityFtdcFundInterTransferSerialField task_data = any_cast<CSecurityFtdcFundInterTransferSerialField>(task.task_data);
|
||
dict data;
|
||
data["SerialID"] = task_data.SerialID;
|
||
data["TransferType"] = task_data.TransferType;
|
||
data["ErrorMsg"] = task_data.ErrorMsg;
|
||
data["UserID"] = task_data.UserID;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["TransferTime"] = task_data.TransferTime;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["Password"] = task_data.Password;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
data["ErrorID"] = task_data.ErrorID;
|
||
data["AccountID"] = task_data.AccountID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onRspQryFundInterTransferSerial(data, error, task.task_id, task.task_last);
|
||
};
|
||
|
||
void TdApi::processRtnFundInterTransferSerial(Task task)
|
||
{
|
||
CSecurityFtdcFundInterTransferSerialField task_data = any_cast<CSecurityFtdcFundInterTransferSerialField>(task.task_data);
|
||
dict data;
|
||
data["SerialID"] = task_data.SerialID;
|
||
data["TransferType"] = task_data.TransferType;
|
||
data["ErrorMsg"] = task_data.ErrorMsg;
|
||
data["UserID"] = task_data.UserID;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["TransferTime"] = task_data.TransferTime;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["Password"] = task_data.Password;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
data["ErrorID"] = task_data.ErrorID;
|
||
data["AccountID"] = task_data.AccountID;
|
||
|
||
this->onRtnFundInterTransferSerial(data);
|
||
};
|
||
|
||
void TdApi::processErrRtnFundInterTransfer(Task task)
|
||
{
|
||
CSecurityFtdcFundInterTransferField task_data = any_cast<CSecurityFtdcFundInterTransferField>(task.task_data);
|
||
dict data;
|
||
data["SerialID"] = task_data.SerialID;
|
||
data["TransferType"] = task_data.TransferType;
|
||
data["UserID"] = task_data.UserID;
|
||
data["InvestorID"] = task_data.InvestorID;
|
||
data["BrokerID"] = task_data.BrokerID;
|
||
data["Password"] = task_data.Password;
|
||
data["TradeAmount"] = task_data.TradeAmount;
|
||
data["AccountID"] = task_data.AccountID;
|
||
|
||
CSecurityFtdcRspInfoField task_error = any_cast<CSecurityFtdcRspInfoField>(task.task_error);
|
||
dict error;
|
||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||
error["ErrorID"] = task_error.ErrorID;
|
||
|
||
this->onErrRtnFundInterTransfer(data, error);
|
||
};
|
||
|
||
|
||
///-------------------------------------------------------------------------------------
|
||
///主动函数
|
||
///-------------------------------------------------------------------------------------
|
||
|
||
void TdApi::createFtdcTraderApi(string pszFlowPath)
|
||
{
|
||
this->api = CSecurityFtdcTraderApi::CreateFtdcTraderApi(pszFlowPath.c_str());
|
||
this->api->RegisterSpi(this);
|
||
};
|
||
|
||
void TdApi::release()
|
||
{
|
||
this->api->Release();
|
||
};
|
||
|
||
void TdApi::init()
|
||
{
|
||
this->api->Init();
|
||
};
|
||
|
||
int TdApi::join()
|
||
{
|
||
int i = this->api->Join();
|
||
return i;
|
||
};
|
||
|
||
string TdApi::getTradingDay()
|
||
{
|
||
string day = this->api->GetTradingDay();
|
||
return day;
|
||
};
|
||
|
||
void TdApi::registerFront(string pszFrontAddress)
|
||
{
|
||
this->api->RegisterFront((char*)pszFrontAddress.c_str());
|
||
};
|
||
|
||
void TdApi::subscribePrivateTopic(int nType)
|
||
{
|
||
//该函数为手动编写
|
||
SECURITY_TE_RESUME_TYPE type;
|
||
|
||
switch (nType)
|
||
{
|
||
case 0:
|
||
{
|
||
type = SECURITY_TERT_RESTART;
|
||
break;
|
||
};
|
||
|
||
case 1:
|
||
{
|
||
type = SECURITY_TERT_RESUME;
|
||
break;
|
||
};
|
||
|
||
case 2:
|
||
{
|
||
type = SECURITY_TERT_QUICK;
|
||
break;
|
||
};
|
||
}
|
||
|
||
this->api->SubscribePrivateTopic(type);
|
||
|
||
|
||
};
|
||
|
||
void TdApi::subscribePublicTopic(int nType)
|
||
{
|
||
//该函数为手动编写
|
||
SECURITY_TE_RESUME_TYPE type;
|
||
|
||
switch (nType)
|
||
{
|
||
case 0:
|
||
{
|
||
type = SECURITY_TERT_RESTART;
|
||
break;
|
||
};
|
||
|
||
case 1:
|
||
{
|
||
type = SECURITY_TERT_RESUME;
|
||
break;
|
||
};
|
||
|
||
case 2:
|
||
{
|
||
type = SECURITY_TERT_QUICK;
|
||
break;
|
||
};
|
||
}
|
||
|
||
this->api->SubscribePublicTopic(type);
|
||
};
|
||
|
||
int TdApi::reqUserLogin(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcReqUserLoginField myreq = CSecurityFtdcReqUserLoginField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "MacAddress", myreq.MacAddress);
|
||
getChar(req, "UserProductInfo", myreq.UserProductInfo);
|
||
getChar(req, "UserID", myreq.UserID);
|
||
getChar(req, "AuthCode", myreq.AuthCode);
|
||
getChar(req, "TradingDay", myreq.TradingDay);
|
||
getChar(req, "InterfaceProductInfo", myreq.InterfaceProductInfo);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
getChar(req, "ClientIPAddress", myreq.ClientIPAddress);
|
||
getChar(req, "OneTimePassword", myreq.OneTimePassword);
|
||
getChar(req, "ProtocolInfo", myreq.ProtocolInfo);
|
||
getChar(req, "Password", myreq.Password);
|
||
int i = this->api->ReqUserLogin(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqUserLogout(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcUserLogoutField myreq = CSecurityFtdcUserLogoutField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "UserID", myreq.UserID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
int i = this->api->ReqUserLogout(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqOrderInsert(dict req, int nRequestID)
|
||
{
|
||
//该函数进行了手动编辑,主要因为Direction和CombOffsetFlag两个字段的特殊性
|
||
CSecurityFtdcInputOrderField myreq = CSecurityFtdcInputOrderField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "ContingentCondition", &myreq.ContingentCondition);
|
||
getChar(req, "UserID", myreq.UserID);
|
||
getChar(req, "LimitPrice", myreq.LimitPrice);
|
||
getInt(req, "UserForceClose", &myreq.UserForceClose);
|
||
getInt(req, "VolumeTotalOriginal", &myreq.VolumeTotalOriginal);
|
||
getChar(req, "OrderPriceType", &myreq.OrderPriceType);
|
||
getChar(req, "TimeCondition", &myreq.TimeCondition);
|
||
getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend);
|
||
getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend);
|
||
getChar(req, "InstrumentID", myreq.InstrumentID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
getInt(req, "MinVolume", &myreq.MinVolume);
|
||
getChar(req, "ForceCloseReason", &myreq.ForceCloseReason);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
getChar(req, "CombHedgeFlag", myreq.CombHedgeFlag);
|
||
getChar(req, "GTDDate", myreq.GTDDate);
|
||
getChar(req, "BusinessUnit", myreq.BusinessUnit);
|
||
getChar(req, "OrderRef", myreq.OrderRef);
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getChar(req, "VolumeCondition", &myreq.VolumeCondition);
|
||
getInt(req, "RequestID", &myreq.RequestID);
|
||
|
||
//处理Direction
|
||
if (req.has_key("Direction"))
|
||
{
|
||
object o1 = req["Direction"];
|
||
extract<string> x1(o1);
|
||
if (x1.check())
|
||
{
|
||
string s1 = x1();
|
||
const char *buffer1 = s1.c_str();
|
||
myreq.Direction = *buffer1;
|
||
}
|
||
}
|
||
|
||
//处理CombOffsetFlag
|
||
if (req.has_key("CombOffsetFlag"))
|
||
{
|
||
object o2 = req["CombOffsetFlag"];
|
||
extract<string> x2(o2);
|
||
if (x2.check())
|
||
{
|
||
string s2 = x2();
|
||
const char *buffer2 = s2.c_str();
|
||
myreq.CombOffsetFlag[0] = *buffer2;
|
||
}
|
||
}
|
||
|
||
int i = this->api->ReqOrderInsert(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqOrderAction(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcInputOrderActionField myreq = CSecurityFtdcInputOrderActionField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InstrumentID", myreq.InstrumentID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
getChar(req, "OrderLocalID", myreq.OrderLocalID);
|
||
getInt(req, "OrderActionRef", &myreq.OrderActionRef);
|
||
getChar(req, "UserID", myreq.UserID);
|
||
getChar(req, "UserID", myreq.UserID);
|
||
getChar(req, "OrderRef", myreq.OrderRef);
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getInt(req, "SessionID", &myreq.SessionID);
|
||
getInt(req, "VolumeChange", &myreq.VolumeChange);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
getInt(req, "RequestID", &myreq.RequestID);
|
||
getChar(req, "ActionFlag", &myreq.ActionFlag);
|
||
getInt(req, "FrontID", &myreq.FrontID);
|
||
getChar(req, "BranchPBU", myreq.BranchPBU);
|
||
int i = this->api->ReqOrderAction(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqUserPasswordUpdate(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcUserPasswordUpdateField myreq = CSecurityFtdcUserPasswordUpdateField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "UserID", myreq.UserID);
|
||
getChar(req, "NewPassword", myreq.NewPassword);
|
||
getChar(req, "OldPassword", myreq.OldPassword);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
int i = this->api->ReqUserPasswordUpdate(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqTradingAccountPasswordUpdate(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcTradingAccountPasswordUpdateField myreq = CSecurityFtdcTradingAccountPasswordUpdateField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "NewPassword", myreq.NewPassword);
|
||
getChar(req, "OldPassword", myreq.OldPassword);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
getChar(req, "AccountID", myreq.AccountID);
|
||
int i = this->api->ReqTradingAccountPasswordUpdate(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryExchange(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryExchangeField myreq = CSecurityFtdcQryExchangeField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
int i = this->api->ReqQryExchange(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryInstrument(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryInstrumentField myreq = CSecurityFtdcQryInstrumentField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InstrumentID", myreq.InstrumentID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
getChar(req, "ExchangeInstID", myreq.ExchangeInstID);
|
||
getChar(req, "ProductID", myreq.ProductID);
|
||
int i = this->api->ReqQryInstrument(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryInvestor(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryInvestorField myreq = CSecurityFtdcQryInvestorField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
int i = this->api->ReqQryInvestor(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryTradingCode(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryTradingCodeField myreq = CSecurityFtdcQryTradingCodeField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
getChar(req, "ClientID", myreq.ClientID);
|
||
int i = this->api->ReqQryTradingCode(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryTradingAccount(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryTradingAccountField myreq = CSecurityFtdcQryTradingAccountField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
int i = this->api->ReqQryTradingAccount(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryDepthMarketData(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryDepthMarketDataField myreq = CSecurityFtdcQryDepthMarketDataField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InstrumentID", myreq.InstrumentID);
|
||
int i = this->api->ReqQryDepthMarketData(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryBondInterest(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryBondInterestField myreq = CSecurityFtdcQryBondInterestField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InstrumentID", myreq.InstrumentID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
int i = this->api->ReqQryBondInterest(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryMarketRationInfo(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryMarketRationInfoField myreq = CSecurityFtdcQryMarketRationInfoField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
int i = this->api->ReqQryMarketRationInfo(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryInstrumentCommissionRate(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryInstrumentCommissionRateField myreq = CSecurityFtdcQryInstrumentCommissionRateField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InstrumentID", myreq.InstrumentID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
getChar(req, "OffsetFlag", &myreq.OffsetFlag);
|
||
getChar(req, "Direction", &myreq.Direction);
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
int i = this->api->ReqQryInstrumentCommissionRate(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryETFInstrument(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryETFInstrumentField myreq = CSecurityFtdcQryETFInstrumentField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "ETFInstrumentID", myreq.ETFInstrumentID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
int i = this->api->ReqQryETFInstrument(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryETFBasket(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryETFBasketField myreq = CSecurityFtdcQryETFBasketField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "ETFInstrumentID", myreq.ETFInstrumentID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
int i = this->api->ReqQryETFBasket(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryOFInstrument(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryOFInstrumentField myreq = CSecurityFtdcQryOFInstrumentField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
getChar(req, "OFInstrumentID", myreq.OFInstrumentID);
|
||
int i = this->api->ReqQryOFInstrument(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQrySFInstrument(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQrySFInstrumentField myreq = CSecurityFtdcQrySFInstrumentField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "SFInstrumentID", myreq.SFInstrumentID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
int i = this->api->ReqQrySFInstrument(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryOrder(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryOrderField myreq = CSecurityFtdcQryOrderField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InstrumentID", myreq.InstrumentID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
getChar(req, "InsertTimeStart", myreq.InsertTimeStart);
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
getChar(req, "OrderSysID", myreq.OrderSysID);
|
||
getChar(req, "InsertTimeEnd", myreq.InsertTimeEnd);
|
||
int i = this->api->ReqQryOrder(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryTrade(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryTradeField myreq = CSecurityFtdcQryTradeField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InstrumentID", myreq.InstrumentID);
|
||
getChar(req, "TradeTimeStart", myreq.TradeTimeStart);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
getChar(req, "TradeID", myreq.TradeID);
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
getChar(req, "TradeTimeEnd", myreq.TradeTimeEnd);
|
||
int i = this->api->ReqQryTrade(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryInvestorPosition(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryInvestorPositionField myreq = CSecurityFtdcQryInvestorPositionField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InstrumentID", myreq.InstrumentID);
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
int i = this->api->ReqQryInvestorPosition(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqFundOutByLiber(dict req, int nRequestID)
|
||
{
|
||
//手动修改,结构体生成错误
|
||
CSecurityFtdcInputFundTransferField myreq = CSecurityFtdcInputFundTransferField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "UserID", myreq.UserID);
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
getChar(req, "AccountType", &myreq.AccountType);
|
||
getChar(req, "Password", myreq.Password);
|
||
getDouble(req, "TradeAmount", &myreq.TradeAmount);
|
||
getChar(req, "Digest", myreq.Digest);
|
||
getChar(req, "AccountID", myreq.AccountID);
|
||
int i = this->api->ReqFundOutByLiber(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryFundTransferSerial(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryFundTransferSerialField myreq = CSecurityFtdcQryFundTransferSerialField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
getChar(req, "AccountType", &myreq.AccountType);
|
||
getChar(req, "AccountID", myreq.AccountID);
|
||
int i = this->api->ReqQryFundTransferSerial(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqFundInterTransfer(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcFundInterTransferField myreq = CSecurityFtdcFundInterTransferField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getInt(req, "SerialID", &myreq.SerialID);
|
||
getChar(req, "TransferType", &myreq.TransferType);
|
||
getChar(req, "UserID", myreq.UserID);
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
getChar(req, "Password", myreq.Password);
|
||
getChar(req, "Password", myreq.Password);
|
||
getChar(req, "AccountID", myreq.AccountID);
|
||
int i = this->api->ReqFundInterTransfer(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int TdApi::reqQryFundInterTransferSerial(dict req, int nRequestID)
|
||
{
|
||
CSecurityFtdcQryFundInterTransferSerialField myreq = CSecurityFtdcQryFundInterTransferSerialField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "InvestorID", myreq.InvestorID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
int i = this->api->ReqQryFundInterTransferSerial(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
|
||
///-------------------------------------------------------------------------------------
|
||
///Boost.Python封装
|
||
///-------------------------------------------------------------------------------------
|
||
|
||
struct TdApiWrap : TdApi, wrapper < TdApi >
|
||
{
|
||
virtual void onFrontConnected()
|
||
{
|
||
//在向python环境中调用回调函数推送数据前,需要先获取全局锁GIL,防止解释器崩溃
|
||
PyLock lock;
|
||
|
||
//以下的try...catch...可以实现捕捉python环境中错误的功能,防止C++直接出现原因未知的崩溃
|
||
try
|
||
{
|
||
this->get_override("onFrontConnected")();
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onFrontDisconnected(int i)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onFrontDisconnected")(i);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onHeartBeatWarning(int i)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onHeartBeatWarning")(i);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspError(dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspError")(error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspUserLogin(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspUserLogin")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspUserLogout(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspUserLogout")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspOrderInsert(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspOrderInsert")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspOrderAction(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspOrderAction")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspUserPasswordUpdate(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspUserPasswordUpdate")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspTradingAccountPasswordUpdate(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspTradingAccountPasswordUpdate")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryExchange(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryExchange")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryInstrument(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryInstrument")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryInvestor(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryInvestor")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryTradingCode(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryTradingCode")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryTradingAccount(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryTradingAccount")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryDepthMarketData(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryDepthMarketData")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryBondInterest(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryBondInterest")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryMarketRationInfo(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryMarketRationInfo")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryInstrumentCommissionRate(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryInstrumentCommissionRate")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryETFInstrument(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryETFInstrument")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryETFBasket(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryETFBasket")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryOFInstrument(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryOFInstrument")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQrySFInstrument(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQrySFInstrument")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryOrder(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryOrder")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryTrade(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryTrade")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryInvestorPosition(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryInvestorPosition")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRtnOrder(dict data)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRtnOrder")(data);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRtnTrade(dict data)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRtnTrade")(data);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onErrRtnOrderInsert(dict data, dict error)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onErrRtnOrderInsert")(data, error);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onErrRtnOrderAction(dict data, dict error)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onErrRtnOrderAction")(data, error);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspFundOutByLiber(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspFundOutByLiber")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRtnFundOutByLiber(dict data)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRtnFundOutByLiber")(data);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onErrRtnFundOutByLiber(dict data, dict error)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onErrRtnFundOutByLiber")(data, error);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRtnFundInByBank(dict data)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRtnFundInByBank")(data);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryFundTransferSerial(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryFundTransferSerial")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspFundInterTransfer(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspFundInterTransfer")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspQryFundInterTransferSerial(dict data, dict error, int id, bool last)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRspQryFundInterTransferSerial")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRtnFundInterTransferSerial(dict data)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onRtnFundInterTransferSerial")(data);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onErrRtnFundInterTransfer(dict data, dict error)
|
||
{
|
||
PyLock lock;
|
||
|
||
try
|
||
{
|
||
this->get_override("onErrRtnFundInterTransfer")(data, error);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
};
|
||
|
||
|
||
BOOST_PYTHON_MODULE(vnltstd)
|
||
{
|
||
PyEval_InitThreads(); //导入时运行,保证先创建GIL
|
||
|
||
class_<TdApiWrap, boost::noncopyable>("TdApi")
|
||
.def("createFtdcTraderApi", &TdApiWrap::createFtdcTraderApi)
|
||
.def("release", &TdApiWrap::release)
|
||
.def("init", &TdApiWrap::init)
|
||
.def("join", &TdApiWrap::join)
|
||
.def("getTradingDay", &TdApiWrap::getTradingDay)
|
||
.def("registerFront", &TdApiWrap::registerFront)
|
||
.def("subscribePrivateTopic", &TdApiWrap::subscribePrivateTopic)
|
||
.def("subscribePublicTopic", &TdApiWrap::subscribePublicTopic)
|
||
.def("reqUserLogin", &TdApiWrap::reqUserLogin)
|
||
.def("reqUserLogout", &TdApiWrap::reqUserLogout)
|
||
.def("reqOrderInsert", &TdApiWrap::reqOrderInsert)
|
||
.def("reqOrderAction", &TdApiWrap::reqOrderAction)
|
||
.def("reqUserPasswordUpdate", &TdApiWrap::reqUserPasswordUpdate)
|
||
.def("reqTradingAccountPasswordUpdate", &TdApiWrap::reqTradingAccountPasswordUpdate)
|
||
.def("reqQryExchange", &TdApiWrap::reqQryExchange)
|
||
.def("reqQryInstrument", &TdApiWrap::reqQryInstrument)
|
||
.def("reqQryInvestor", &TdApiWrap::reqQryInvestor)
|
||
.def("reqQryTradingCode", &TdApiWrap::reqQryTradingCode)
|
||
.def("reqQryTradingAccount", &TdApiWrap::reqQryTradingAccount)
|
||
.def("reqQryDepthMarketData", &TdApiWrap::reqQryDepthMarketData)
|
||
.def("reqQryBondInterest", &TdApiWrap::reqQryBondInterest)
|
||
.def("reqQryMarketRationInfo", &TdApiWrap::reqQryMarketRationInfo)
|
||
.def("reqQryInstrumentCommissionRate", &TdApiWrap::reqQryInstrumentCommissionRate)
|
||
.def("reqQryETFInstrument", &TdApiWrap::reqQryETFInstrument)
|
||
.def("reqQryETFBasket", &TdApiWrap::reqQryETFBasket)
|
||
.def("reqQryOFInstrument", &TdApiWrap::reqQryOFInstrument)
|
||
.def("reqQrySFInstrument", &TdApiWrap::reqQrySFInstrument)
|
||
.def("reqQryOrder", &TdApiWrap::reqQryOrder)
|
||
.def("reqQryTrade", &TdApiWrap::reqQryTrade)
|
||
.def("reqQryInvestorPosition", &TdApiWrap::reqQryInvestorPosition)
|
||
.def("reqFundOutByLiber", &TdApiWrap::reqFundOutByLiber)
|
||
.def("reqQryFundTransferSerial", &TdApiWrap::reqQryFundTransferSerial)
|
||
.def("reqFundInterTransfer", &TdApiWrap::reqFundInterTransfer)
|
||
.def("reqQryFundInterTransferSerial", &TdApiWrap::reqQryFundInterTransferSerial)
|
||
|
||
.def("onFrontConnected", pure_virtual(&TdApiWrap::onFrontConnected))
|
||
.def("onFrontDisconnected", pure_virtual(&TdApiWrap::onFrontDisconnected))
|
||
.def("onHeartBeatWarning", pure_virtual(&TdApiWrap::onHeartBeatWarning))
|
||
.def("onRspError", pure_virtual(&TdApiWrap::onRspError))
|
||
.def("onRspUserLogin", pure_virtual(&TdApiWrap::onRspUserLogin))
|
||
.def("onRspUserLogout", pure_virtual(&TdApiWrap::onRspUserLogout))
|
||
.def("onRspOrderInsert", pure_virtual(&TdApiWrap::onRspOrderInsert))
|
||
.def("onRspOrderAction", pure_virtual(&TdApiWrap::onRspOrderAction))
|
||
.def("onRspUserPasswordUpdate", pure_virtual(&TdApiWrap::onRspUserPasswordUpdate))
|
||
.def("onRspTradingAccountPasswordUpdate", pure_virtual(&TdApiWrap::onRspTradingAccountPasswordUpdate))
|
||
.def("onRspQryExchange", pure_virtual(&TdApiWrap::onRspQryExchange))
|
||
.def("onRspQryInstrument", pure_virtual(&TdApiWrap::onRspQryInstrument))
|
||
.def("onRspQryInvestor", pure_virtual(&TdApiWrap::onRspQryInvestor))
|
||
.def("onRspQryTradingCode", pure_virtual(&TdApiWrap::onRspQryTradingCode))
|
||
.def("onRspQryTradingAccount", pure_virtual(&TdApiWrap::onRspQryTradingAccount))
|
||
.def("onRspQryDepthMarketData", pure_virtual(&TdApiWrap::onRspQryDepthMarketData))
|
||
.def("onRspQryBondInterest", pure_virtual(&TdApiWrap::onRspQryBondInterest))
|
||
.def("onRspQryMarketRationInfo", pure_virtual(&TdApiWrap::onRspQryMarketRationInfo))
|
||
.def("onRspQryInstrumentCommissionRate", pure_virtual(&TdApiWrap::onRspQryInstrumentCommissionRate))
|
||
.def("onRspQryETFInstrument", pure_virtual(&TdApiWrap::onRspQryETFInstrument))
|
||
.def("onRspQryETFBasket", pure_virtual(&TdApiWrap::onRspQryETFBasket))
|
||
.def("onRspQryOFInstrument", pure_virtual(&TdApiWrap::onRspQryOFInstrument))
|
||
.def("onRspQrySFInstrument", pure_virtual(&TdApiWrap::onRspQrySFInstrument))
|
||
.def("onRspQryOrder", pure_virtual(&TdApiWrap::onRspQryOrder))
|
||
.def("onRspQryTrade", pure_virtual(&TdApiWrap::onRspQryTrade))
|
||
.def("onRspQryInvestorPosition", pure_virtual(&TdApiWrap::onRspQryInvestorPosition))
|
||
.def("onRtnOrder", pure_virtual(&TdApiWrap::onRtnOrder))
|
||
.def("onRtnTrade", pure_virtual(&TdApiWrap::onRtnTrade))
|
||
.def("onErrRtnOrderInsert", pure_virtual(&TdApiWrap::onErrRtnOrderInsert))
|
||
.def("onErrRtnOrderAction", pure_virtual(&TdApiWrap::onErrRtnOrderAction))
|
||
.def("onRspFundOutByLiber", pure_virtual(&TdApiWrap::onRspFundOutByLiber))
|
||
.def("onRtnFundOutByLiber", pure_virtual(&TdApiWrap::onRtnFundOutByLiber))
|
||
.def("onErrRtnFundOutByLiber", pure_virtual(&TdApiWrap::onErrRtnFundOutByLiber))
|
||
.def("onRtnFundInByBank", pure_virtual(&TdApiWrap::onRtnFundInByBank))
|
||
.def("onRspQryFundTransferSerial", pure_virtual(&TdApiWrap::onRspQryFundTransferSerial))
|
||
.def("onRspFundInterTransfer", pure_virtual(&TdApiWrap::onRspFundInterTransfer))
|
||
.def("onRspQryFundInterTransferSerial", pure_virtual(&TdApiWrap::onRspQryFundInterTransferSerial))
|
||
.def("onRtnFundInterTransferSerial", pure_virtual(&TdApiWrap::onRtnFundInterTransferSerial))
|
||
.def("onErrRtnFundInterTransfer", pure_virtual(&TdApiWrap::onErrRtnFundInterTransfer))
|
||
;
|
||
}
|