1044 lines
26 KiB
C++
1044 lines
26 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 "vnxspeedmd.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 getLong(dict d, string key, long *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 getShort(dict d, string key, short *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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*value = *buffer;
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}
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}
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};
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void getString(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 MdApi::OnFrontConnected()
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{
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Task task = Task();
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task.task_name = ONFRONTCONNECTED;
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this->task_queue.push(task);
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};
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void MdApi::OnFrontDisconnected(int nReason)
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{
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Task task = Task();
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task.task_name = ONFRONTDISCONNECTED;
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task.task_id = nReason;
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this->task_queue.push(task);
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};
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void MdApi::OnRspUserLogin(struct DFITCUserLoginInfoRtnField * pRspUserLogin, struct DFITCErrorRtnField * pRspInfo)
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{
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Task task = Task();
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task.task_name = ONRSPUSERLOGIN;
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if (pRspUserLogin)
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{
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task.task_data = *pRspUserLogin;
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}
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else
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{
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DFITCUserLoginInfoRtnField empty_data = DFITCUserLoginInfoRtnField();
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memset(&empty_data, 0, sizeof(empty_data));
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task.task_data = empty_data;
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}
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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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DFITCErrorRtnField empty_error = DFITCErrorRtnField();
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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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this->task_queue.push(task);
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};
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void MdApi::OnRspUserLogout(struct DFITCUserLogoutInfoRtnField * pRspUsrLogout, struct DFITCErrorRtnField * pRspInfo)
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{
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Task task = Task();
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task.task_name = ONRSPUSERLOGOUT;
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if (pRspUsrLogout)
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{
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task.task_data = *pRspUsrLogout;
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}
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else
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{
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DFITCUserLogoutInfoRtnField empty_data = DFITCUserLogoutInfoRtnField();
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memset(&empty_data, 0, sizeof(empty_data));
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task.task_data = empty_data;
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}
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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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DFITCErrorRtnField empty_error = DFITCErrorRtnField();
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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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this->task_queue.push(task);
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};
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void MdApi::OnRspError(struct DFITCErrorRtnField *pRspInfo)
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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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DFITCErrorRtnField empty_error = DFITCErrorRtnField();
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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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this->task_queue.push(task);
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};
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void MdApi::OnRspSubMarketData(struct DFITCSpecificInstrumentField * pSpecificInstrument, struct DFITCErrorRtnField * pRspInfo)
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{
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Task task = Task();
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task.task_name = ONRSPSUBMARKETDATA;
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if (pSpecificInstrument)
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{
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task.task_data = *pSpecificInstrument;
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}
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else
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{
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DFITCSpecificInstrumentField empty_data = DFITCSpecificInstrumentField();
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memset(&empty_data, 0, sizeof(empty_data));
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task.task_data = empty_data;
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}
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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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DFITCErrorRtnField empty_error = DFITCErrorRtnField();
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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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this->task_queue.push(task);
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};
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void MdApi::OnRspUnSubMarketData(struct DFITCSpecificInstrumentField * pSpecificInstrument, struct DFITCErrorRtnField * pRspInfo)
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{
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Task task = Task();
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task.task_name = ONRSPUNSUBMARKETDATA;
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if (pSpecificInstrument)
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{
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task.task_data = *pSpecificInstrument;
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}
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else
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{
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DFITCSpecificInstrumentField empty_data = DFITCSpecificInstrumentField();
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memset(&empty_data, 0, sizeof(empty_data));
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task.task_data = empty_data;
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}
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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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DFITCErrorRtnField empty_error = DFITCErrorRtnField();
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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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this->task_queue.push(task);
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};
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void MdApi::OnRspSubForQuoteRsp(struct DFITCSpecificInstrumentField * pSpecificInstrument, struct DFITCErrorRtnField * pRspInfo)
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{
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Task task = Task();
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task.task_name = ONRSPSUBFORQUOTERSP;
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if (pSpecificInstrument)
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{
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task.task_data = *pSpecificInstrument;
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}
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else
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{
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DFITCSpecificInstrumentField empty_data = DFITCSpecificInstrumentField();
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memset(&empty_data, 0, sizeof(empty_data));
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task.task_data = empty_data;
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}
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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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DFITCErrorRtnField empty_error = DFITCErrorRtnField();
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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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this->task_queue.push(task);
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};
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void MdApi::OnRspUnSubForQuoteRsp(struct DFITCSpecificInstrumentField * pSpecificInstrument, struct DFITCErrorRtnField * pRspInfo)
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{
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Task task = Task();
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task.task_name = ONRSPUNSUBFORQUOTERSP;
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if (pSpecificInstrument)
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{
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task.task_data = *pSpecificInstrument;
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}
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else
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{
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DFITCSpecificInstrumentField empty_data = DFITCSpecificInstrumentField();
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memset(&empty_data, 0, sizeof(empty_data));
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task.task_data = empty_data;
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}
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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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DFITCErrorRtnField empty_error = DFITCErrorRtnField();
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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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this->task_queue.push(task);
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};
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void MdApi::OnMarketData(struct DFITCDepthMarketDataField * pMarketDataField)
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{
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Task task = Task();
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task.task_name = ONMARKETDATA;
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if (pMarketDataField)
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{
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task.task_data = *pMarketDataField;
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}
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else
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{
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DFITCDepthMarketDataField empty_data = DFITCDepthMarketDataField();
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memset(&empty_data, 0, sizeof(empty_data));
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task.task_data = empty_data;
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}
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this->task_queue.push(task);
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};
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void MdApi::OnCustomMarketData(struct DFITCCustomMarketDataField * pMarketDataField)
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{
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Task task = Task();
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task.task_name = ONCUSTOMMARKETDATA;
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if (pMarketDataField)
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{
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task.task_data = *pMarketDataField;
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}
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else
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{
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DFITCCustomMarketDataField empty_data = DFITCCustomMarketDataField();
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memset(&empty_data, 0, sizeof(empty_data));
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task.task_data = empty_data;
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}
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this->task_queue.push(task);
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};
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void MdApi::OnRtnForQuoteRsp(struct DFITCQuoteSubscribeRtnField * pForQuoteField)
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{
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Task task = Task();
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task.task_name = ONRTNFORQUOTERSP;
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if (pForQuoteField)
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{
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task.task_data = *pForQuoteField;
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}
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else
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{
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DFITCQuoteSubscribeRtnField empty_data = DFITCQuoteSubscribeRtnField();
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memset(&empty_data, 0, sizeof(empty_data));
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task.task_data = empty_data;
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}
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this->task_queue.push(task);
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};
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void MdApi::OnRspTradingDay(struct DFITCTradingDayRtnField * pTradingDayRtnData)
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{
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Task task = Task();
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task.task_name = ONRSPTRADINGDAY;
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if (pTradingDayRtnData)
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{
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task.task_data = *pTradingDayRtnData;
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}
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else
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{
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DFITCTradingDayRtnField empty_data = DFITCTradingDayRtnField();
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memset(&empty_data, 0, sizeof(empty_data));
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task.task_data = empty_data;
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}
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this->task_queue.push(task);
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};
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///-------------------------------------------------------------------------------------
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///工作线程从队列中取出数据，转化为python对象后，进行推送
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///-------------------------------------------------------------------------------------
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void MdApi::processTask()
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{
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while (1)
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{
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Task task = this->task_queue.wait_and_pop();
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switch (task.task_name)
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{
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case ONFRONTCONNECTED:
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{
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this->processFrontConnected(task);
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break;
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}
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case ONFRONTDISCONNECTED:
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{
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this->processFrontDisconnected(task);
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break;
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}
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case ONRSPUSERLOGIN:
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{
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this->processRspUserLogin(task);
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break;
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}
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case ONRSPUSERLOGOUT:
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{
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this->processRspUserLogout(task);
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break;
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}
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case ONRSPERROR:
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{
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this->processRspError(task);
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break;
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}
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case ONRSPSUBMARKETDATA:
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{
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this->processRspSubMarketData(task);
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break;
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}
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case ONRSPUNSUBMARKETDATA:
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{
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this->processRspUnSubMarketData(task);
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break;
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}
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case ONRSPSUBFORQUOTERSP:
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{
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this->processRspSubForQuoteRsp(task);
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break;
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}
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case ONRSPUNSUBFORQUOTERSP:
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{
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this->processRspUnSubForQuoteRsp(task);
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break;
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}
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case ONMARKETDATA:
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{
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this->processMarketData(task);
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break;
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}
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case ONCUSTOMMARKETDATA:
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{
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this->processCustomMarketData(task);
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break;
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}
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case ONRTNFORQUOTERSP:
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{
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this->processRtnForQuoteRsp(task);
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break;
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}
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case ONRSPTRADINGDAY:
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{
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this->processRspTradingDay(task);
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break;
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}
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};
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}
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};
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void MdApi::processFrontConnected(Task task)
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{
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PyLock lock;
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this->onFrontConnected();
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};
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void MdApi::processFrontDisconnected(Task task)
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{
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PyLock lock;
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this->onFrontDisconnected(task.task_id);
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};
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void MdApi::processRspUserLogin(Task task)
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{
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PyLock lock;
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DFITCUserLoginInfoRtnField task_data = any_cast<DFITCUserLoginInfoRtnField>(task.task_data);
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dict data;
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data["CZCETime"] = task_data.CZCETime;
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data["initLocalOrderID"] = task_data.initLocalOrderID;
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data["SHFETime"] = task_data.SHFETime;
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data["errorMsg"] = task_data.errorMsg;
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data["INETime"] = task_data.INETime;
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data["lRequestID"] = task_data.lRequestID;
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data["loginResult"] = task_data.loginResult;
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data["sessionID"] = task_data.sessionID;
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data["nErrorID"] = task_data.nErrorID;
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data["CFFEXTime"] = task_data.CFFEXTime;
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data["DCEtime"] = task_data.DCEtime;
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data["accountID"] = task_data.accountID;
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DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
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dict error;
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error["instrumentID"] = task_error.instrumentID;
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error["localOrderID"] = task_error.localOrderID;
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error["errorMsg"] = task_error.errorMsg;
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error["sessionID"] = task_error.sessionID;
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error["nErrorID"] = task_error.nErrorID;
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error["requestID"] = task_error.requestID;
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error["spdOrderID"] = task_error.spdOrderID;
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error["accountID"] = task_error.accountID;
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this->onRspUserLogin(data, error);
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};
|
||
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void MdApi::processRspUserLogout(Task task)
|
||
{
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PyLock lock;
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DFITCUserLogoutInfoRtnField task_data = any_cast<DFITCUserLogoutInfoRtnField>(task.task_data);
|
||
dict data;
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data["logoutResult"] = task_data.logoutResult;
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data["lRequestID"] = task_data.lRequestID;
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data["nErrorID"] = task_data.nErrorID;
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data["errorMsg"] = task_data.errorMsg;
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data["accountID"] = task_data.accountID;
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DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
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||
dict error;
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||
error["instrumentID"] = task_error.instrumentID;
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||
error["localOrderID"] = task_error.localOrderID;
|
||
error["errorMsg"] = task_error.errorMsg;
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||
error["sessionID"] = task_error.sessionID;
|
||
error["nErrorID"] = task_error.nErrorID;
|
||
error["requestID"] = task_error.requestID;
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||
error["spdOrderID"] = task_error.spdOrderID;
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||
error["accountID"] = task_error.accountID;
|
||
|
||
this->onRspUserLogout(data, error);
|
||
};
|
||
|
||
void MdApi::processRspError(Task task)
|
||
{
|
||
PyLock lock;
|
||
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
|
||
dict error;
|
||
error["instrumentID"] = task_error.instrumentID;
|
||
error["localOrderID"] = task_error.localOrderID;
|
||
error["errorMsg"] = task_error.errorMsg;
|
||
error["sessionID"] = task_error.sessionID;
|
||
error["nErrorID"] = task_error.nErrorID;
|
||
error["requestID"] = task_error.requestID;
|
||
error["spdOrderID"] = task_error.spdOrderID;
|
||
error["accountID"] = task_error.accountID;
|
||
|
||
this->onRspError(error);
|
||
};
|
||
|
||
void MdApi::processRspSubMarketData(Task task)
|
||
{
|
||
PyLock lock;
|
||
DFITCSpecificInstrumentField task_data = any_cast<DFITCSpecificInstrumentField>(task.task_data);
|
||
dict data;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["instrumentType"] = task_data.instrumentType;
|
||
data["lRequestID"] = task_data.lRequestID;
|
||
data["exchangeID"] = task_data.exchangeID;
|
||
data["accountID"] = task_data.accountID;
|
||
|
||
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
|
||
dict error;
|
||
error["instrumentID"] = task_error.instrumentID;
|
||
error["localOrderID"] = task_error.localOrderID;
|
||
error["errorMsg"] = task_error.errorMsg;
|
||
error["sessionID"] = task_error.sessionID;
|
||
error["nErrorID"] = task_error.nErrorID;
|
||
error["requestID"] = task_error.requestID;
|
||
error["spdOrderID"] = task_error.spdOrderID;
|
||
error["accountID"] = task_error.accountID;
|
||
|
||
this->onRspSubMarketData(data, error);
|
||
};
|
||
|
||
void MdApi::processRspUnSubMarketData(Task task)
|
||
{
|
||
PyLock lock;
|
||
DFITCSpecificInstrumentField task_data = any_cast<DFITCSpecificInstrumentField>(task.task_data);
|
||
dict data;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["instrumentType"] = task_data.instrumentType;
|
||
data["lRequestID"] = task_data.lRequestID;
|
||
data["exchangeID"] = task_data.exchangeID;
|
||
data["accountID"] = task_data.accountID;
|
||
|
||
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
|
||
dict error;
|
||
error["instrumentID"] = task_error.instrumentID;
|
||
error["localOrderID"] = task_error.localOrderID;
|
||
error["errorMsg"] = task_error.errorMsg;
|
||
error["sessionID"] = task_error.sessionID;
|
||
error["nErrorID"] = task_error.nErrorID;
|
||
error["requestID"] = task_error.requestID;
|
||
error["spdOrderID"] = task_error.spdOrderID;
|
||
error["accountID"] = task_error.accountID;
|
||
|
||
this->onRspUnSubMarketData(data, error);
|
||
};
|
||
|
||
void MdApi::processRspSubForQuoteRsp(Task task)
|
||
{
|
||
PyLock lock;
|
||
DFITCSpecificInstrumentField task_data = any_cast<DFITCSpecificInstrumentField>(task.task_data);
|
||
dict data;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["instrumentType"] = task_data.instrumentType;
|
||
data["lRequestID"] = task_data.lRequestID;
|
||
data["exchangeID"] = task_data.exchangeID;
|
||
data["accountID"] = task_data.accountID;
|
||
|
||
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
|
||
dict error;
|
||
error["instrumentID"] = task_error.instrumentID;
|
||
error["localOrderID"] = task_error.localOrderID;
|
||
error["errorMsg"] = task_error.errorMsg;
|
||
error["sessionID"] = task_error.sessionID;
|
||
error["nErrorID"] = task_error.nErrorID;
|
||
error["requestID"] = task_error.requestID;
|
||
error["spdOrderID"] = task_error.spdOrderID;
|
||
error["accountID"] = task_error.accountID;
|
||
|
||
this->onRspSubForQuoteRsp(data, error);
|
||
};
|
||
|
||
void MdApi::processRspUnSubForQuoteRsp(Task task)
|
||
{
|
||
PyLock lock;
|
||
DFITCSpecificInstrumentField task_data = any_cast<DFITCSpecificInstrumentField>(task.task_data);
|
||
dict data;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["instrumentType"] = task_data.instrumentType;
|
||
data["lRequestID"] = task_data.lRequestID;
|
||
data["exchangeID"] = task_data.exchangeID;
|
||
data["accountID"] = task_data.accountID;
|
||
|
||
DFITCErrorRtnField task_error = any_cast<DFITCErrorRtnField>(task.task_error);
|
||
dict error;
|
||
error["instrumentID"] = task_error.instrumentID;
|
||
error["localOrderID"] = task_error.localOrderID;
|
||
error["errorMsg"] = task_error.errorMsg;
|
||
error["sessionID"] = task_error.sessionID;
|
||
error["nErrorID"] = task_error.nErrorID;
|
||
error["requestID"] = task_error.requestID;
|
||
error["spdOrderID"] = task_error.spdOrderID;
|
||
error["accountID"] = task_error.accountID;
|
||
|
||
this->onRspUnSubForQuoteRsp(data, error);
|
||
};
|
||
|
||
void MdApi::processMarketData(Task task)
|
||
{
|
||
PyLock lock;
|
||
DFITCDepthMarketDataField task_data = any_cast<DFITCDepthMarketDataField>(task.task_data);
|
||
dict data;
|
||
data["BidPrice5"] = task_data.BidPrice5;
|
||
data["BidPrice4"] = task_data.BidPrice4;
|
||
data["BidPrice1"] = task_data.BidPrice1;
|
||
data["openPrice"] = task_data.openPrice;
|
||
data["BidPrice2"] = task_data.BidPrice2;
|
||
data["AskPrice5"] = task_data.AskPrice5;
|
||
data["AskPrice4"] = task_data.AskPrice4;
|
||
data["AskPrice3"] = task_data.AskPrice3;
|
||
data["AskPrice2"] = task_data.AskPrice2;
|
||
data["AskPrice1"] = task_data.AskPrice1;
|
||
data["closePrice"] = task_data.closePrice;
|
||
data["UpdateTime"] = task_data.UpdateTime;
|
||
data["UpdateMillisec"] = task_data.UpdateMillisec;
|
||
data["AveragePrice"] = task_data.AveragePrice;
|
||
data["BidVolume5"] = task_data.BidVolume5;
|
||
data["BidVolume4"] = task_data.BidVolume4;
|
||
data["BidVolume3"] = task_data.BidVolume3;
|
||
data["BidVolume2"] = task_data.BidVolume2;
|
||
data["BidVolume1"] = task_data.BidVolume1;
|
||
data["Volume"] = task_data.Volume;
|
||
data["tradingDay"] = task_data.tradingDay;
|
||
data["AskVolume3"] = task_data.AskVolume3;
|
||
data["AskVolume2"] = task_data.AskVolume2;
|
||
data["lowerLimitPrice"] = task_data.lowerLimitPrice;
|
||
data["AskVolume4"] = task_data.AskVolume4;
|
||
data["preDelta"] = task_data.preDelta;
|
||
data["AskVolume5"] = task_data.AskVolume5;
|
||
data["openInterest"] = task_data.openInterest;
|
||
data["currDelta"] = task_data.currDelta;
|
||
data["preClosePrice"] = task_data.preClosePrice;
|
||
data["preSettlementPrice"] = task_data.preSettlementPrice;
|
||
data["lastPrice"] = task_data.lastPrice;
|
||
data["AskVolume1"] = task_data.AskVolume1;
|
||
data["settlementPrice"] = task_data.settlementPrice;
|
||
data["preOpenInterest"] = task_data.preOpenInterest;
|
||
data["exchangeInstID"] = task_data.exchangeInstID;
|
||
data["XSpeedTime"] = task_data.XSpeedTime;
|
||
data["BidPrice3"] = task_data.BidPrice3;
|
||
data["upperLimitPrice"] = task_data.upperLimitPrice;
|
||
data["lowestPrice"] = task_data.lowestPrice;
|
||
data["instrumentID"] = task_data.instrumentID;
|
||
data["exchangeID"] = task_data.exchangeID;
|
||
data["highestPrice"] = task_data.highestPrice;
|
||
data["turnover"] = task_data.turnover;
|
||
|
||
this->onMarketData(data);
|
||
};
|
||
|
||
void MdApi::processCustomMarketData(Task task)
|
||
{
|
||
PyLock lock;
|
||
DFITCCustomMarketDataField task_data = any_cast<DFITCCustomMarketDataField>(task.task_data);
|
||
dict data;
|
||
data["instrumentID"] = task_data.instrumentID;
|
||
data["exchangeID"] = task_data.exchangeID;
|
||
data["lastPrice"] = task_data.lastPrice;
|
||
data["bidPrice1"] = task_data.bidPrice1;
|
||
data["bidVolume1"] = task_data.bidVolume1;
|
||
data["askVolume1"] = task_data.askVolume1;
|
||
data["askPrice1"] = task_data.askPrice1;
|
||
|
||
this->onCustomMarketData(data);
|
||
};
|
||
|
||
void MdApi::processRtnForQuoteRsp(Task task)
|
||
{
|
||
PyLock lock;
|
||
DFITCQuoteSubscribeRtnField task_data = any_cast<DFITCQuoteSubscribeRtnField>(task.task_data);
|
||
dict data;
|
||
data["instrumentID"] = task_data.instrumentID;
|
||
data["source"] = task_data.source;
|
||
data["exchangeID"] = task_data.exchangeID;
|
||
data["quoteID"] = task_data.quoteID;
|
||
data["quoteTime"] = task_data.quoteTime;
|
||
|
||
this->onRtnForQuoteRsp(data);
|
||
};
|
||
|
||
void MdApi::processRspTradingDay(Task task)
|
||
{
|
||
PyLock lock;
|
||
DFITCTradingDayRtnField task_data = any_cast<DFITCTradingDayRtnField>(task.task_data);
|
||
dict data;
|
||
data["date"] = task_data.date;
|
||
data["lRequestID"] = task_data.lRequestID;
|
||
|
||
this->onRspTradingDay(data);
|
||
};
|
||
|
||
|
||
///-------------------------------------------------------------------------------------
|
||
///主动函数
|
||
///-------------------------------------------------------------------------------------
|
||
|
||
void MdApi::createDFITCMdApi()
|
||
{
|
||
this->api = DFITCMdApi::CreateDFITCMdApi();
|
||
};
|
||
|
||
void MdApi::release()
|
||
{
|
||
this->api->Release();
|
||
};
|
||
|
||
void MdApi::init(string pszSvrAddr)
|
||
{
|
||
this->api->Init((char*)pszSvrAddr.c_str(), this);
|
||
};
|
||
|
||
int MdApi::exit()
|
||
{
|
||
this->api->Release();
|
||
this->api = NULL;
|
||
return 1;
|
||
};
|
||
|
||
int MdApi::subscribeMarketData(string instrumentID, int nRequestID)
|
||
{
|
||
char* buffer = (char*)instrumentID.c_str();
|
||
char* myreq[1] = { buffer };
|
||
int i = this->api->SubscribeMarketData(myreq, 1, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int MdApi::unSubscribeMarketData(string instrumentID, int nRequestID)
|
||
{
|
||
char* buffer = (char*)instrumentID.c_str();
|
||
char* myreq[1] = { buffer };
|
||
int i = this->api->UnSubscribeMarketData(myreq, 1, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int MdApi::subscribeForQuoteRsp(string instrumentID, int nRequestID)
|
||
{
|
||
char* buffer = (char*)instrumentID.c_str();
|
||
char* myreq[1] = { buffer };
|
||
int i = this->api->SubscribeForQuoteRsp(myreq, 1, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int MdApi::unSubscribeForQuoteRsp(string instrumentID, int nRequestID)
|
||
{
|
||
char* buffer = (char*)instrumentID.c_str();
|
||
char* myreq[1] = { buffer };
|
||
int i = this->api->UnSubscribeForQuoteRsp(myreq, 1, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int MdApi::reqUserLogin(dict req)
|
||
{
|
||
DFITCUserLoginField myreq = DFITCUserLoginField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getString(req, "passwd", myreq.passwd);
|
||
getLong(req, "lRequestID", &myreq.lRequestID);
|
||
getShort(req, "companyID", &myreq.companyID);
|
||
getString(req, "accountID", myreq.accountID);
|
||
int i = this->api->ReqUserLogin(&myreq);
|
||
return i;
|
||
};
|
||
|
||
int MdApi::reqUserLogout(dict req)
|
||
{
|
||
DFITCUserLogoutField myreq = DFITCUserLogoutField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getLong(req, "lRequestID", &myreq.lRequestID);
|
||
getLong(req, "sessionID", &myreq.sessionID);
|
||
getString(req, "accountID", myreq.accountID);
|
||
int i = this->api->ReqUserLogout(&myreq);
|
||
return i;
|
||
};
|
||
|
||
int MdApi::reqTradingDay(dict req)
|
||
{
|
||
DFITCTradingDayField myreq = DFITCTradingDayField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getLong(req, "lRequestID", &myreq.lRequestID);
|
||
int i = this->api->ReqTradingDay(&myreq);
|
||
return i;
|
||
};
|
||
|
||
|
||
///-------------------------------------------------------------------------------------
|
||
///Boost.Python封装
|
||
///-------------------------------------------------------------------------------------
|
||
|
||
struct MdApiWrap : MdApi, wrapper < MdApi >
|
||
{
|
||
virtual void onFrontConnected()
|
||
{
|
||
//以下的try...catch...可以实现捕捉python环境中错误的功能，防止C++直接出现原因未知的崩溃
|
||
try
|
||
{
|
||
this->get_override("onFrontConnected")();
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onFrontDisconnected(int i)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onFrontDisconnected")(i);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspUserLogin(dict data, dict error)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspUserLogin")(data, error);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspUserLogout(dict data, dict error)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspUserLogout")(data, error);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspError(dict error)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspError")(error);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspSubMarketData(dict data, dict error)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspSubMarketData")(data, error);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspUnSubMarketData(dict data, dict error)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspUnSubMarketData")(data, error);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspSubForQuoteRsp(dict data, dict error)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspSubForQuoteRsp")(data, error);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspUnSubForQuoteRsp(dict data, dict error)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspUnSubForQuoteRsp")(data, error);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRtnForQuoteRsp(dict data)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRtnForQuoteRsp")(data);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onMarketData(dict data)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onMarketData")(data);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onCustomMarketData(dict data)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onCustomMarketData")(data);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspTradingDay(dict data, dict error)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspTradingDay")(data);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
};
|
||
|
||
|
||
BOOST_PYTHON_MODULE(vnxspeedmd)
|
||
{
|
||
PyEval_InitThreads(); //导入时运行，保证先创建GIL
|
||
|
||
class_<MdApiWrap, boost::noncopyable>("MdApi")
|
||
.def("createDFITCMdApi", &MdApiWrap::createDFITCMdApi)
|
||
.def("release", &MdApiWrap::release)
|
||
.def("init", &MdApiWrap::init)
|
||
.def("exit", &MdApiWrap::exit)
|
||
.def("subscribeMarketData", &MdApiWrap::subscribeMarketData)
|
||
.def("unSubscribeMarketData", &MdApiWrap::unSubscribeMarketData)
|
||
.def("subscribeForQuoteRsp", &MdApiWrap::subscribeForQuoteRsp)
|
||
.def("unSubscribeForQuoteRsp", &MdApiWrap::unSubscribeForQuoteRsp)
|
||
.def("reqUserLogin", &MdApiWrap::reqUserLogin)
|
||
.def("reqUserLogout", &MdApiWrap::reqUserLogout)
|
||
.def("reqTradingDay", &MdApiWrap::reqTradingDay)
|
||
|
||
.def("onFrontConnected", pure_virtual(&MdApiWrap::onFrontConnected))
|
||
.def("onFrontDisconnected", pure_virtual(&MdApiWrap::onFrontDisconnected))
|
||
.def("onRspUserLogin", pure_virtual(&MdApiWrap::onRspUserLogin))
|
||
.def("onRspUserLogout", pure_virtual(&MdApiWrap::onRspUserLogout))
|
||
.def("onRspError", pure_virtual(&MdApiWrap::onRspError))
|
||
.def("onRspSubMarketData", pure_virtual(&MdApiWrap::onRspSubMarketData))
|
||
.def("onRspUnSubMarketData", pure_virtual(&MdApiWrap::onRspUnSubMarketData))
|
||
.def("onRspSubForQuoteRsp", pure_virtual(&MdApiWrap::onRspSubForQuoteRsp))
|
||
.def("onRspUnSubForQuoteRsp", pure_virtual(&MdApiWrap::onRspUnSubForQuoteRsp))
|
||
.def("onMarketData", pure_virtual(&MdApiWrap::onMarketData))
|
||
.def("onCustomMarketData", pure_virtual(&MdApiWrap::onCustomMarketData))
|
||
.def("onRtnForQuoteRsp", pure_virtual(&MdApiWrap::onRtnForQuoteRsp))
|
||
.def("onRspTradingDay", pure_virtual(&MdApiWrap::onRspTradingDay))
|
||
;
|
||
}; |