870 lines
21 KiB
C++
870 lines
21 KiB
C++
// vnctpmd.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 "vnksotpmd.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 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(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPUSERLOGIN;
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if (pRspUserLogin)
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{
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task.task_data = *pRspUserLogin;
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}
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else
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{
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CKSOTPRspUserLoginField empty_data = CKSOTPRspUserLoginField();
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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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CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
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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 MdApi::OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPUSERLOGOUT;
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if (pUserLogout)
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{
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task.task_data = *pUserLogout;
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}
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else
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{
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CKSOTPUserLogoutField empty_data = CKSOTPUserLogoutField();
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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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CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
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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 MdApi::OnRspError(CKSOTPRspInfoField *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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CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
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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 MdApi::OnRspSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPSUBMARKETDATA;
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if (pSpecificInstrument)
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{
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task.task_data = *pSpecificInstrument;
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}
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else
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{
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CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField();
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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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CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
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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 MdApi::OnRspUnSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPUNSUBMARKETDATA;
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if (pSpecificInstrument)
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{
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task.task_data = *pSpecificInstrument;
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}
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else
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{
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CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField();
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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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CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
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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 MdApi::OnRspSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPSUBFORQUOTERSP;
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if (pSpecificInstrument)
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{
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task.task_data = *pSpecificInstrument;
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}
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else
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{
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CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField();
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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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CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
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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 MdApi::OnRspUnSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
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{
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Task task = Task();
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task.task_name = ONRSPUNSUBFORQUOTERSP;
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if (pSpecificInstrument)
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{
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task.task_data = *pSpecificInstrument;
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}
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else
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{
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CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField();
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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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CKSOTPRspInfoField empty_error = CKSOTPRspInfoField();
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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 MdApi::OnRtnDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData)
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{
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Task task = Task();
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task.task_name = ONRTNDEPTHMARKETDATA;
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if (pDepthMarketData)
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{
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task.task_data = *pDepthMarketData;
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}
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else
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{
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CKSOTPDepthMarketDataField empty_data = CKSOTPDepthMarketDataField();
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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(CKSOTPForQuoteRspField *pForQuoteRsp)
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{
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Task task = Task();
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task.task_name = ONRTNFORQUOTERSP;
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if (pForQuoteRsp)
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{
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task.task_data = *pForQuoteRsp;
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}
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else
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{
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CKSOTPForQuoteRspField empty_data = CKSOTPForQuoteRspField();
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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 ONRTNDEPTHMARKETDATA:
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{
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this->processRtnDepthMarketData(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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};
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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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CKSOTPRspUserLoginField task_data = any_cast<CKSOTPRspUserLoginField>(task.task_data);
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dict data;
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data["MaxOrderRef"] = task_data.MaxOrderRef;
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data["UserID"] = task_data.UserID;
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data["TradingDay"] = task_data.TradingDay;
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data["SessionID"] = task_data.SessionID;
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data["SystemName"] = task_data.SystemName;
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data["FrontID"] = task_data.FrontID;
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data["BrokerID"] = task_data.BrokerID;
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data["LoginTime"] = task_data.LoginTime;
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data["SSETime"] = task_data.SSETime;
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CKSOTPRspInfoField task_error = any_cast<CKSOTPRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspUserLogin(data, error, task.task_id, task.task_last);
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};
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void MdApi::processRspUserLogout(Task task)
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{
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PyLock lock;
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CKSOTPUserLogoutField task_data = any_cast<CKSOTPUserLogoutField>(task.task_data);
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dict data;
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data["UserID"] = task_data.UserID;
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data["BrokerID"] = task_data.BrokerID;
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CKSOTPRspInfoField task_error = any_cast<CKSOTPRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspUserLogout(data, error, task.task_id, task.task_last);
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};
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void MdApi::processRspError(Task task)
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{
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PyLock lock;
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CKSOTPRspInfoField task_error = any_cast<CKSOTPRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspError(error, task.task_id, task.task_last);
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};
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void MdApi::processRspSubMarketData(Task task)
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{
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PyLock lock;
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CKSOTPSpecificInstrumentField task_data = any_cast<CKSOTPSpecificInstrumentField>(task.task_data);
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dict data;
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data["InstrumentID"] = task_data.InstrumentID;
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data["ExchangeID"] = task_data.ExchangeID;
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CKSOTPRspInfoField task_error = any_cast<CKSOTPRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspSubMarketData(data, error, task.task_id, task.task_last);
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};
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void MdApi::processRspUnSubMarketData(Task task)
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{
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PyLock lock;
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CKSOTPSpecificInstrumentField task_data = any_cast<CKSOTPSpecificInstrumentField>(task.task_data);
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dict data;
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data["InstrumentID"] = task_data.InstrumentID;
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data["ExchangeID"] = task_data.ExchangeID;
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CKSOTPRspInfoField task_error = any_cast<CKSOTPRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspUnSubMarketData(data, error, task.task_id, task.task_last);
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};
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void MdApi::processRspSubForQuoteRsp(Task task)
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{
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PyLock lock;
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CKSOTPSpecificInstrumentField task_data = any_cast<CKSOTPSpecificInstrumentField>(task.task_data);
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dict data;
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data["InstrumentID"] = task_data.InstrumentID;
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data["ExchangeID"] = task_data.ExchangeID;
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CKSOTPRspInfoField task_error = any_cast<CKSOTPRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspSubForQuoteRsp(data, error, task.task_id, task.task_last);
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};
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void MdApi::processRspUnSubForQuoteRsp(Task task)
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{
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PyLock lock;
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CKSOTPSpecificInstrumentField task_data = any_cast<CKSOTPSpecificInstrumentField>(task.task_data);
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dict data;
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data["InstrumentID"] = task_data.InstrumentID;
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data["ExchangeID"] = task_data.ExchangeID;
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CKSOTPRspInfoField task_error = any_cast<CKSOTPRspInfoField>(task.task_error);
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dict error;
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error["ErrorMsg"] = task_error.ErrorMsg;
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error["ErrorID"] = task_error.ErrorID;
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this->onRspUnSubForQuoteRsp(data, error, task.task_id, task.task_last);
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};
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void MdApi::processRtnDepthMarketData(Task task)
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{
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PyLock lock;
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CKSOTPDepthMarketDataField task_data = any_cast<CKSOTPDepthMarketDataField>(task.task_data);
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dict data;
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data["HighestPrice"] = task_data.HighestPrice;
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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;
|
||
|
||
this->onRtnDepthMarketData(data);
|
||
};
|
||
|
||
void MdApi::processRtnForQuoteRsp(Task task)
|
||
{
|
||
PyLock lock;
|
||
CKSOTPForQuoteRspField task_data = any_cast<CKSOTPForQuoteRspField>(task.task_data);
|
||
dict data;
|
||
data["InstrumentID"] = task_data.InstrumentID;
|
||
data["ActionDay"] = task_data.ActionDay;
|
||
data["ExchangeID"] = task_data.ExchangeID;
|
||
data["TradingDay"] = task_data.TradingDay;
|
||
data["ForQuoteSysID"] = task_data.ForQuoteSysID;
|
||
data["ForQuoteTime"] = task_data.ForQuoteTime;
|
||
|
||
this->onRtnForQuoteRsp(data);
|
||
};
|
||
|
||
|
||
///-------------------------------------------------------------------------------------
|
||
///主动函数
|
||
///-------------------------------------------------------------------------------------
|
||
|
||
void MdApi::createOTPMdApi(string pszFlowPath)
|
||
{
|
||
this->api = CKSOTPMdApi::CreateOTPMdApi(pszFlowPath.c_str());
|
||
this->api->RegisterSpi(this);
|
||
};
|
||
|
||
void MdApi::release()
|
||
{
|
||
this->api->Release();
|
||
};
|
||
|
||
void MdApi::init()
|
||
{
|
||
this->api->Init();
|
||
};
|
||
|
||
int MdApi::exit()
|
||
{
|
||
//该函数在原生API里没有，用于安全退出API用，原生的join似乎不太稳定
|
||
this->api->RegisterSpi(NULL);
|
||
this->api->Release();
|
||
this->api = NULL;
|
||
return 1;
|
||
};
|
||
|
||
string MdApi::getTradingDay()
|
||
{
|
||
string day = this->api->GetTradingDay();
|
||
return day;
|
||
};
|
||
|
||
void MdApi::registerFront(string pszFrontAddress)
|
||
{
|
||
this->api->RegisterFront((char*)pszFrontAddress.c_str());
|
||
};
|
||
|
||
int MdApi::subscribeMarketData(dict req)
|
||
{
|
||
//手写
|
||
CKSOTPSpecificInstrumentField myreq = CKSOTPSpecificInstrumentField();
|
||
getChar(req, "InstrumentID", myreq.InstrumentID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
CKSOTPSpecificInstrumentField* reqarray[1] = { &myreq };
|
||
int i = this->api->SubscribeMarketData(reqarray, 1);
|
||
return i;
|
||
};
|
||
|
||
int MdApi::unSubscribeMarketData(dict req)
|
||
{
|
||
//手写
|
||
CKSOTPSpecificInstrumentField myreq = CKSOTPSpecificInstrumentField();
|
||
getChar(req, "InstrumentID", myreq.InstrumentID);
|
||
getChar(req, "ExchangeID", myreq.ExchangeID);
|
||
CKSOTPSpecificInstrumentField* reqarray[1] = { &myreq };
|
||
int i = this->api->UnSubscribeMarketData(reqarray, 1);
|
||
return i;
|
||
};
|
||
|
||
int MdApi::subscribeForQuoteRsp(string instrumentID)
|
||
{
|
||
char* buffer = (char*)instrumentID.c_str();
|
||
char* myreq[1] = { buffer };
|
||
int i = this->api->SubscribeForQuoteRsp(myreq, 1);
|
||
return i;
|
||
};
|
||
|
||
int MdApi::unSubscribeForQuoteRsp(string instrumentID)
|
||
{
|
||
char* buffer = (char*)instrumentID.c_str();
|
||
char* myreq[1] = { buffer };;
|
||
int i = this->api->UnSubscribeForQuoteRsp(myreq, 1);
|
||
return i;
|
||
};
|
||
|
||
int MdApi::reqUserLogin(dict req, int nRequestID)
|
||
{
|
||
CKSOTPReqUserLoginField myreq = CKSOTPReqUserLoginField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "MacAddress", myreq.MacAddress);
|
||
getChar(req, "UserProductInfo", myreq.UserProductInfo);
|
||
getChar(req, "UserID", myreq.UserID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
getChar(req, "ClientIPAddress", myreq.ClientIPAddress);
|
||
getChar(req, "Password", myreq.Password);
|
||
int i = this->api->ReqUserLogin(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
int MdApi::reqUserLogout(dict req, int nRequestID)
|
||
{
|
||
CKSOTPUserLogoutField myreq = CKSOTPUserLogoutField();
|
||
memset(&myreq, 0, sizeof(myreq));
|
||
getChar(req, "UserID", myreq.UserID);
|
||
getChar(req, "BrokerID", myreq.BrokerID);
|
||
int i = this->api->ReqUserLogout(&myreq, nRequestID);
|
||
return i;
|
||
};
|
||
|
||
|
||
///-------------------------------------------------------------------------------------
|
||
///Boost.Python封装
|
||
///-------------------------------------------------------------------------------------
|
||
|
||
struct MdApiWrap : MdApi, wrapper < MdApi >
|
||
{
|
||
virtual void onFrontConnected()
|
||
{
|
||
//以下的try...catch...可以实现捕捉python环境中错误的功能，防止C++直接出现原因未知的崩溃
|
||
try
|
||
{
|
||
this->get_override("onFrontConnected")();
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onFrontDisconnected(int i)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onFrontDisconnected")(i);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspError(dict data, int id, bool last)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspError")(data, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspUserLogin(dict data, dict error, int id, bool last)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspUserLogin")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspUserLogout(dict data, dict error, int id, bool last)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspUserLogout")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspSubMarketData(dict data, dict error, int id, bool last)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspSubMarketData")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspUnSubMarketData(dict data, dict error, int id, bool last)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspUnSubMarketData")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspSubForQuoteRsp(dict data, dict error, int id, bool last)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspSubForQuoteRsp")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRspUnSubForQuoteRsp(dict data, dict error, int id, bool last)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRspUnSubForQuoteRsp")(data, error, id, last);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRtnDepthMarketData(dict data)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRtnDepthMarketData")(data);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
|
||
virtual void onRtnForQuoteRsp(dict data)
|
||
{
|
||
try
|
||
{
|
||
this->get_override("onRtnForQuoteRsp")(data);
|
||
}
|
||
catch (error_already_set const &)
|
||
{
|
||
PyErr_Print();
|
||
}
|
||
};
|
||
};
|
||
|
||
|
||
BOOST_PYTHON_MODULE(vnksotpmd)
|
||
{
|
||
PyEval_InitThreads(); //导入时运行，保证先创建GIL
|
||
|
||
class_<MdApiWrap, boost::noncopyable>("MdApi")
|
||
.def("createOTPMdApi", &MdApiWrap::createOTPMdApi)
|
||
.def("release", &MdApiWrap::release)
|
||
.def("init", &MdApiWrap::init)
|
||
.def("exit", &MdApiWrap::exit)
|
||
.def("getTradingDay", &MdApiWrap::getTradingDay)
|
||
.def("registerFront", &MdApiWrap::registerFront)
|
||
.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("onFrontConnected", pure_virtual(&MdApiWrap::onFrontConnected))
|
||
.def("onFrontDisconnected", pure_virtual(&MdApiWrap::onFrontDisconnected))
|
||
.def("onRspError", pure_virtual(&MdApiWrap::onRspError))
|
||
.def("onRspUserLogin", pure_virtual(&MdApiWrap::onRspUserLogin))
|
||
.def("onRspUserLogout", pure_virtual(&MdApiWrap::onRspUserLogout))
|
||
.def("onRspSubMarketData", pure_virtual(&MdApiWrap::onRspSubMarketData))
|
||
.def("onRspUnSubMarketData", pure_virtual(&MdApiWrap::onRspUnSubMarketData))
|
||
.def("onRtnDepthMarketData", pure_virtual(&MdApiWrap::onRtnDepthMarketData))
|
||
.def("onRspSubForQuoteRsp", pure_virtual(&MdApiWrap::onRspSubForQuoteRsp))
|
||
.def("onRspUnSubForQuoteRsp", pure_virtual(&MdApiWrap::onRspUnSubForQuoteRsp))
|
||
.def("onRtnForQuoteRsp", pure_virtual(&MdApiWrap::onRtnForQuoteRsp))
|
||
;
|
||
};
|