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Copy pathexample_ctp.cpp
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168 lines (147 loc) · 4.44 KB
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#if defined WINDOWS || _WIN32
#include <Windows.h>
#else
#include <unistd.h>
#endif
#include <stdio.h>
#include <time.h>
#include <string.h>
#include "../../../include/XApiCpp.h"
#ifndef USE_CMAKE
#ifdef _WIN64
#pragma comment(lib, "../../lib/XAPI_CPP_x64.lib")
#else
#pragma comment(lib, "../../lib/XAPI_CPP_x86.lib")
#endif
#endif
class CXSpiImpl :public CXSpi
{
public:
CXSpiImpl() :CXSpi()
{
count = 0;
}
virtual void OnConnectionStatus(CXApi* pApi, ConnectionStatus status, RspUserLoginField* pUserLogin, int size1)
{
printf("%d\r\n", status);
if (pUserLogin)
{
printf("%s\r\n", pUserLogin->Text);
}
if (status == ConnectionStatus::ConnectionStatus_Done)
{
if ((pApi->GetApiTypes() & ApiType::ApiType_MarketData) == ApiType::ApiType_MarketData)
{
// 得到当前的时间
time_t rawtime;
struct tm * timeinfo;
time(&rawtime);
timeinfo = localtime(&rawtime);
int mon = timeinfo->tm_mon;
char buf[64] = { 0 };
for (int i = 0; i < 12; ++i)
{
int x = mon + i;
int a = x / 12;
int b = x % 12;
sprintf(buf, "IF%d%02d", (1900 + timeinfo->tm_year + a) % 100, b + 1);
pApi->Subscribe(buf, "");
sprintf(buf, "TF%d%02d", (1900 + timeinfo->tm_year + a) % 100, b + 1);
pApi->Subscribe(buf, "");
}
}
}
}
virtual void OnRtnError(CXApi* pApi, ErrorField* pError) {};
virtual void OnRtnDepthMarketDataN(CXApi* pApi, DepthMarketDataNField* pMarketData)
{
printf("%s,%f,%d\r\n", pMarketData->Symbol, pMarketData->LastPrice, ++count);
int size = sizeof(DepthField);
char* pBid = ((char*)pMarketData) + sizeof(DepthMarketDataNField);
int AskCount = (pMarketData->Size - sizeof(DepthMarketDataNField)) / size - pMarketData->BidCount;
char* pAsk = ((char*)pMarketData) + sizeof(DepthMarketDataNField) + pMarketData->BidCount*size;
for (int i = 0; i < pMarketData->BidCount; ++i)
{
DepthField* pDF = (DepthField*)(pBid + i * size);
printf("%d,%f,%d,%d\r\n", i, pDF->Price, pDF->Size, pDF->Count);
}
for (int i = 0; i < AskCount; ++i)
{
DepthField* pDF = (DepthField*)(pAsk + i * size);
printf("%d,%f,%d,%d\r\n", i, pDF->Price, pDF->Size, pDF->Count);
}
}
virtual void OnRtnQuoteRequest(CXApi* pApi, QuoteRequestField* pQuoteRequest) {};
virtual void OnRspQryInstrument(CXApi* pApi, InstrumentField* pInstrument, int size1, bool bIsLast) {};
virtual void OnRspQryTradingAccount(CXApi* pApi, AccountField* pAccount, int size1, bool bIsLast) {};
virtual void OnRspQryInvestorPosition(CXApi* pApi, PositionField* pPosition, int size1, bool bIsLast)
{
printf("%s,%s\r\n", pPosition->InstrumentName, pPosition->InstrumentID);
}
virtual void OnRspQrySettlementInfo(CXApi* pApi, SettlementInfoField* pSettlementInfo, int size1, bool bIsLast) {};
virtual void OnRspQryInvestor(CXApi* pApi, InvestorField* pInvestor, int size1, bool bIsLast) {};
virtual void OnRtnOrder(CXApi* pApi, OrderField* pOrder)
{
printf("%d,%s\r\n", pOrder->RawErrorID, pOrder->Text);
}
virtual void OnRtnTrade(CXApi* pApi, TradeField* pTrade) {};
virtual void OnRtnQuote(CXApi* pApi, QuoteField* pQuote) {};
virtual void OnRspQryHistoricalTicks(CXApi* pApi, TickField* pTicks, int size1, HistoricalDataRequestField* pRequest, int size2, bool bIsLast) {};
virtual void OnRspQryHistoricalBars(CXApi* pApi, BarField* pBars, int size1, HistoricalDataRequestField* pRequest, int size2, bool bIsLast) {};
public:
//CXApi* m_pApi;
int count;
};
int main(int argc, char* argv[])
{
CXSpiImpl* p = new CXSpiImpl();
#if _WIN32
#if _WIN64
char DLLPath1[250] = "CTP_SE_Quote_x64.dll";
char DLLPath2[250] = "CTP_SE_Trade_x64.dll";
#else
char DLLPath1[250] = "CTP_SE_Quote_x86.dll";
char DLLPath2[250] = "CTP_SE_Trade_x86.dll";
#endif
#else
char DLLPath1[1024] = "libCTP_SE_Quote.so";
char DLLPath2[1024] = "libCTP_SE_Trade.so";
#endif
while (true)
{
CXApi* pApi1 = CXApi::CreateApi(DLLPath1);
CXApi* pApi2 = CXApi::CreateApi(DLLPath2);
if (!pApi1->Init())
{
printf("%s\r\n", pApi1->GetLastError());
pApi1->Disconnect();
break;
}
if (!pApi2->Init())
{
printf("%s\r\n", pApi2->GetLastError());
pApi2->Disconnect();
break;
}
pApi1->RegisterSpi(p);
pApi1->Connect(
"md.json",
"user.json",
"./"
);
printf("已经执行完Connect\n");
pApi2->RegisterSpi(p);
pApi2->Connect(
"td.json",
"user.json",
"./"
);
printf("已经执行完Connect\n");
getchar();
pApi1->Disconnect();
pApi2->Disconnect();
printf("已经执行完Disconnect");
//getchar();
}
return 0;
}