JNIEXPORT void JNICALL Java_nativeinterfaces_DefaultNativeInterface_sendQuoteRequest
(JNIEnv *, jobject, jobjectArray){
// create a CThostFtdcMdApi instance
CThostFtdcMdApi *pUserApi = CThostFtdcMdApi::CreateFtdcMdApi();
CThostFtdcTraderApi *pTraderApi = CThostFtdcTraderApi::CreateFtdcTraderApi();
// create an event handler instance
quotationeventhandler sh(pUserApi);
TraderEventHandler th(pTraderApi);
// register an event handler instance
pTraderApi->RegisterSpi(&th);
// register the CTP front address and port
//pTraderApi ->RegisterFront("tcp://218.1.96.8:41205");
pTraderApi->SubscribePrivateTopic(THOST_TERT_RESUME);
pTraderApi->SubscribePublicTopic(THOST_TERT_RESUME);
// start the connection between client and CTP server
//pTraderApi->Init();
// waiting for the quotation data
//WaitForSingleObject(g_hEvent, INFINITE);
// release API instance
//pTraderApi -> Release();
pUserApi->RegisterSpi(&sh);
pUserApi->RegisterFront("tcp://218.1.96.8:41213");
pUserApi->Init();
WaitForSingleObject(g_hEvent, INFINITE);
pUserApi->Release();
}
int main(int argc, char* argv[])
{
// create a CThostFtdcTraderApi instance
CThostFtdcTraderApi *pUserApi = CThostFtdcTraderApi::CreateFtdcTraderApi();
// create an event handler instance
CSimpleHandler pSpi(pUserApi);
// register an event handler instance
pUserApi->RegisterSpi(&pSpi);
pUserApi->SubscribePrivateTopic(THOST_TERT_QUICK);
pUserApi->SubscribePublicTopic(THOST_TERT_QUICK);
pUserApi->RegisterFront("tcp://10.253.117.107:13153");
pUserApi->Init();
printf ("\npress return to release...\n");
getchar();
// release the API instance
pUserApi->Release();
printf ("\npress return to quit...\n");
getchar();
return 0;
}
//连接
TRADEAPI_API CThostFtdcTraderApi* Connect(char *frontAddr, char *pszFlowPath, CTraderSpi* pUserSpi)
{
// 初始化UserApi
CThostFtdcTraderApi* pUserApi = CThostFtdcTraderApi::CreateFtdcTraderApi(pszFlowPath); // 创建UserApi
//pUserSpi = new CTraderSpi();
pUserApi->RegisterSpi((CThostFtdcTraderSpi*)pUserSpi); // 注册事件类
pUserApi->SubscribePublicTopic(THOST_TERT_QUICK/*THOST_TERT_RESTART*/); // 注册公有流
pUserApi->SubscribePrivateTopic(THOST_TERT_QUICK/*THOST_TERT_RESTART*/); // 注册私有流
pUserApi->RegisterFront(frontAddr); // connect
pUserApi->Init();
//pUserApi->Join();
return pUserApi;
}
void test_order(void)
{
//初始化UserApi
CThostFtdcTraderApi* pUserApi = CThostFtdcTraderApi::CreateFtdcTraderApi();
CtpTraderSpi* pUserSpi = new CtpTraderSpi(pUserApi);
pUserApi->RegisterSpi((CThostFtdcTraderSpi*)pUserSpi); // 注册事件类
pUserApi->SubscribePublicTopic(THOST_TERT_RESTART); // 注册公有流
pUserApi->SubscribePrivateTopic(THOST_TERT_RESTART); // 注册私有流
pUserApi->RegisterFront(tradeFront); // 注册交易前置地址
pUserApi->Init();
ShowTraderCommand(pUserSpi,true);
pUserApi->Join();
//pUserApi->Release();
}
int main() {
// 初始化线程同步变量
sem_init(&sem,0,0);
// 从环境变量中读取登录信息
char * CTP_FrontAddress = getenv("CTP_FrontAddress");
if ( CTP_FrontAddress == NULL ) {
printf("环境变量CTP_FrontAddress没有设置\n");
return(0);
}
char * CTP_BrokerId = getenv("CTP_BrokerId");
if ( CTP_BrokerId == NULL ) {
printf("环境变量CTP_BrokerId没有设置\n");
return(0);
}
strcpy(userLoginField.BrokerID,CTP_BrokerId);
char * CTP_UserId = getenv("CTP_UserId");
if ( CTP_UserId == NULL ) {
printf("环境变量CTP_UserId没有设置\n");
return(0);
}
strcpy(userLoginField.UserID,CTP_UserId);
char * CTP_Password = getenv("CTP_Password");
if ( CTP_Password == NULL ) {
printf("环境变量CTP_Password没有设置\n");
return(0);
}
strcpy(userLoginField.Password,CTP_Password);
// 创建TraderAPI和回调响应控制器的实例
CThostFtdcTraderApi *pTraderApi = CThostFtdcTraderApi::CreateFtdcTraderApi();
CTraderHandler traderHandler = CTraderHandler();
CTraderHandler * pTraderHandler = &traderHandler;
pTraderApi->RegisterSpi(pTraderHandler);
// 订阅相关信息推送
//// THOST_TERT_RESTART:从本交易日开始重传
//// THOST_TERT_RESUME:从上次收到的续传
//// THOST_TERT_QUICK:只传送登录后私有流的内容
pTraderApi->SubscribePrivateTopic(THOST_TERT_RESUME);
// 订阅公共流
//// THOST_TERT_RESTART:从本交易日开始重传
//// THOST_TERT_RESUME:从上次收到的续传
//// THOST_TERT_QUICK:只传送登录后公共流的内容
pTraderApi->SubscribePublicTopic(THOST_TERT_RESUME);
// 设置服务器地址
pTraderApi->RegisterFront(CTP_FrontAddress);
// 链接交易系统
pTraderApi->Init();
// 等待服务器发出登录消息
sem_wait(&sem);
// 发出登陆请求
pTraderApi->ReqUserLogin(&userLoginField, requestID++);
// 等待登录成功消息
sem_wait(&sem);
////////////////////////////////////////////////////////////////////////////////////////////////
///报单录入请求
///////////////////////////////////////////////////////////////////////////////////////////////
// 定义调用API的数据结构
CThostFtdcInputOrderField requestData;
// 确保没有初始化的数据不会被访问
memset(&requestData,0,sizeof(requestData));
// 为调用结构题设置参数信息
///经纪公司代码 TThostFtdcBrokerIDType char[11]
strcpy(requestData.BrokerID,CTP_BrokerId);
//////////////////////////////////////////////////////////
///投资者代码 TThostFtdcInvestorIDType char[13]
strcpy(requestData.InvestorID,CTP_UserId);
//////////////////////////////////////////////////////////
///合约代码 TThostFtdcInstrumentIDType char[31]
strcpy(requestData.InstrumentID,"IF1504");
//////////////////////////////////////////////////////////
///报单引用 TThostFtdcOrderRefType char[13]
strcpy(requestData.OrderRef,"000000000001");
//////////////////////////////////////////////////////////
///用户代码 TThostFtdcUserIDType char[16]
strcpy(requestData.UserID,CTP_UserId);
//////////////////////////////////////////////////////////
///报单价格条件 TThostFtdcOrderPriceTypeType char
//// THOST_FTDC_OPT_AnyPrice '1' 任意价
//// THOST_FTDC_OPT_LimitPrice '2' 限价
//// THOST_FTDC_OPT_BestPrice '3' 最优价
//// THOST_FTDC_OPT_LastPrice '4' 最新价
//// THOST_FTDC_OPT_LastPricePlusOneTicks '5' 最新价浮动上浮1个ticks
//// THOST_FTDC_OPT_LastPricePlusTwoTicks '6' 最新价浮动上浮2个ticks
//// THOST_FTDC_OPT_LastPricePlusThreeTicks '7' 最新价浮动上浮3个ticks
//// THOST_FTDC_OPT_AskPrice1 '8' 卖一价
//// THOST_FTDC_OPT_AskPrice1PlusOneTicks '9' 卖一价浮动上浮1个ticks
//// THOST_FTDC_OPT_AskPrice1PlusTwoTicks 'A' 卖一价浮动上浮2个ticks
//// THOST_FTDC_OPT_AskPrice1PlusThreeTicks 'B' 卖一价浮动上浮3个ticks
//// THOST_FTDC_OPT_BidPrice1 'C' 买一价
//// THOST_FTDC_OPT_BidPrice1PlusOneTicks 'D' 买一价浮动上浮1个ticks
//// THOST_FTDC_OPT_BidPrice1PlusTwoTicks 'E' 买一价浮动上浮2个ticks
//// THOST_FTDC_OPT_BidPrice1PlusThreeTicks 'F' 买一价浮动上浮3个ticks
requestData.OrderPriceType = '1';
//////////////////////////////////////////////////////////
///买卖方向 TThostFtdcDirectionType char
//// THOST_FTDC_D_Buy '0' 买
//// THOST_FTDC_D_Sell '1' 卖
requestData.Direction = '0';
//////////////////////////////////////////////////////////
///组合开平标志 TThostFtdcCombOffsetFlagType char[5]
//// THOST_FTDC_OF_Open '0' 开仓
//// THOST_FTDC_OF_Close '1' 平仓
//// THOST_FTDC_OF_ForceClose '2' 强平
//// THOST_FTDC_OF_CloseToday '3' 平今
//// THOST_FTDC_OF_CloseYesterday '4' 平昨
//// THOST_FTDC_OF_ForceOff '5' 强减
//// THOST_FTDC_OF_LocalForceClose '6' 本地强平
strcpy(requestData.CombOffsetFlag,"0");
//////////////////////////////////////////////////////////
///组合投机套保标志 TThostFtdcCombHedgeFlagType char[5]
//// THOST_FTDC_HF_Speculation '1' 投机
//// THOST_FTDC_HF_Arbitrage '2' 套利
//// THOST_FTDC_HF_Hedge '3' 套保
strcpy(requestData.CombHedgeFlag,"1");
//////////////////////////////////////////////////////////
///价格 TThostFtdcPriceType double
requestData.LimitPrice = 0;
//////////////////////////////////////////////////////////
///数量 TThostFtdcVolumeType int
requestData.VolumeTotalOriginal = 1;
//////////////////////////////////////////////////////////
///有效期类型 TThostFtdcTimeConditionType char
//// THOST_FTDC_TC_IOC '1' 立即完成，否则撤销
//// THOST_FTDC_TC_GFS '2' 本节有效
//// THOST_FTDC_TC_GFD '3' 当日有效
//// THOST_FTDC_TC_GTD '4' 指定日期前有效
//// THOST_FTDC_TC_GTC '5' 撤销前有效
//// THOST_FTDC_TC_GFA '6' 集合竞价有效
requestData.TimeCondition = '1';
//////////////////////////////////////////////////////////
///GTD日期 TThostFtdcDateType char[9]
strcpy(requestData.GTDDate,"");
//////////////////////////////////////////////////////////
///成交量类型 TThostFtdcVolumeConditionType char
//// THOST_FTDC_VC_AV '1' 任何数量
//// THOST_FTDC_VC_MV '2' 最小数量
//// THOST_FTDC_VC_CV '3' 全部数量
requestData.VolumeCondition = '1';
//////////////////////////////////////////////////////////
///最小成交量 TThostFtdcVolumeType int
requestData.MinVolume = 1;
//////////////////////////////////////////////////////////
///触发条件 TThostFtdcContingentConditionType char
//// THOST_FTDC_CC_Immediately '1' 立即
//// THOST_FTDC_CC_Touch '2' 止损
//// THOST_FTDC_CC_TouchProfit '3' 止赢
//// THOST_FTDC_CC_ParkedOrder '4' 预埋单
//// THOST_FTDC_CC_LastPriceGreaterThanStopPrice '5' 最新价大于条件价
//// THOST_FTDC_CC_LastPriceGreaterEqualStopPrice '6' 最新价大于等于条件价
//// THOST_FTDC_CC_LastPriceLesserThanStopPrice '7' 最新价小于条件价
//// THOST_FTDC_CC_LastPriceLesserEqualStopPrice '8' 最新价小于等于条件价
//// THOST_FTDC_CC_AskPriceGreaterThanStopPrice '9' 卖一价大于条件价
//// THOST_FTDC_CC_AskPriceGreaterEqualStopPrice 'A' 卖一价大于等于条件价
//// THOST_FTDC_CC_AskPriceLesserThanStopPrice 'B' 卖一价小于条件价
//// THOST_FTDC_CC_AskPriceLesserEqualStopPrice 'C' 卖一价小于等于条件价
//// THOST_FTDC_CC_BidPriceGreaterThanStopPrice 'D' 买一价大于条件价
//// THOST_FTDC_CC_BidPriceGreaterEqualStopPrice 'E' 买一价大于等于条件价
//// THOST_FTDC_CC_BidPriceLesserThanStopPrice 'F' 买一价小于条件价
//// THOST_FTDC_CC_BidPriceLesserEqualStopPrice 'H' 买一价小于等于条件价
requestData.ContingentCondition = '1';
//////////////////////////////////////////////////////////
///止损价 TThostFtdcPriceType double
requestData.StopPrice = 0;
//////////////////////////////////////////////////////////
///强平原因 TThostFtdcForceCloseReasonType char
//// THOST_FTDC_FCC_NotForceClose '0' 非强平
//// THOST_FTDC_FCC_LackDeposit '1' 资金不足
//// THOST_FTDC_FCC_ClientOverPositionLimit '2' 客户超仓
//// THOST_FTDC_FCC_MemberOverPositionLimit '3' 会员超仓
//// THOST_FTDC_FCC_NotMultiple '4' 持仓非整数倍
//// THOST_FTDC_FCC_Violation '5' 违规
//// THOST_FTDC_FCC_Other '6' 其它
//// THOST_FTDC_FCC_PersonDeliv '7' 自然人临近交割
requestData.ForceCloseReason = '0';
//////////////////////////////////////////////////////////
///自动挂起标志 TThostFtdcBoolType int
requestData.IsAutoSuspend = 0;
//////////////////////////////////////////////////////////
///业务单元 TThostFtdcBusinessUnitType char[21]
strcpy(requestData.BusinessUnit,"");
//////////////////////////////////////////////////////////
///请求编号 TThostFtdcRequestIDType int
requestData.RequestID = ++requestID;
//////////////////////////////////////////////////////////
///用户强评标志 TThostFtdcBoolType int
requestData.UserForceClose = 0;
//////////////////////////////////////////////////////////
///互换单标志 TThostFtdcBoolType int
requestData.IsSwapOrder = 0;
//////////////////////////////////////////////////////////
// 调用API,并等待响应函数返回
int result = pTraderApi->ReqOrderInsert(&requestData,requestID);
sem_wait(&sem);
/////////////////////////////////////////////////////////////////////////////////////////////////
// 拷贝用户登录信息到登出信息
strcpy(userLogoutField.BrokerID,userLoginField.BrokerID);
strcpy(userLogoutField.UserID, userLoginField.UserID);
pTraderApi->ReqUserLogout(&userLogoutField, requestID++);
// 等待登出成功
sem_wait(&sem);
printf("主线程执行完毕!\n");
return(0);
}
CTPWRAPPER_API int Process(void *instance,CTP_REQUEST_TYPE type,int p1,char *p2)
{
printf("Process %s","Process");
switch(type)
{
case TraderApiCreate:
{
//C#回调函数
CTPResponseCallback callback = (CTPResponseCallback)instance;
//创建交易接口
CThostFtdcTraderApi* pTrader = CThostFtdcTraderApi::CreateFtdcTraderApi(p2);
//创建交易回调
CTPTraderSpi *spi = new CTPTraderSpi(callback);
//注册回调
pTrader->RegisterSpi((CThostFtdcTraderSpi*)spi);
//订阅流
pTrader->SubscribePublicTopic((THOST_TE_RESUME_TYPE)p1);
pTrader->SubscribePrivateTopic((THOST_TE_RESUME_TYPE)p1);
return (int)pTrader;
}
///删除接口对象本身
///@remark 不再使用本接口对象时,调用该函数删除接口对象
case TraderApiRelease:
{
CThostFtdcTraderApi* pTrader = (CThostFtdcTraderApi *)instance;
pTrader->RegisterSpi(NULL);
pTrader->Release();
//delete pTrader;
instance = NULL;
return 0;
}
///初始化
///@remark 初始化运行环境,只有调用后,接口才开始工作
case TraderApiInit:
{
((CThostFtdcTraderApi *)instance)->Init();
return 0;
}
///等待接口线程结束运行
///@return 线程退出代码
case TraderApiJoin:
{
return ((CThostFtdcTraderApi *)instance)->Join();
}
///获取当前交易日
///@retrun 获取到的交易日
///@remark 只有登录成功后,才能得到正确的交易日
case TraderApiGetTradingDay:
{
const char* date = ((CThostFtdcTraderApi *)instance)->GetTradingDay();
memcpy(p2,date,sizeof(date));
return 0;
}
///注册前置机网络地址
///@param pszFrontAddress：前置机网络地址。
///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
case TraderApiRegisterFront:
{
((CThostFtdcTraderApi *)instance)->RegisterFront(p2);
return 0;
}
///注册前置机网络地址
///@param pszFrontAddress：前置机网络地址。
///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
case TraderApiRegisterNameServer:
{
((CThostFtdcTraderApi *)instance)->RegisterNameServer(p2);
return 0;
}
///注册回调接口
///@param pSpi 派生自回调接口类的实例
case TraderApiRegisterSpi:
{
((CThostFtdcTraderApi *)instance)->RegisterSpi((CThostFtdcTraderSpi*)p1);
return 0;
}
///订阅私有流。
///@param nResumeType 私有流重传方式
/// THOST_TERT_RESTART:从本交易日开始重传
/// THOST_TERT_RESUME:从上次收到的续传
/// THOST_TERT_QUICK:只传送登录后私有流的内容
///@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。
case TraderApiSubscribePrivateTopic:
{
((CThostFtdcTraderApi *)instance)->SubscribePrivateTopic((THOST_TE_RESUME_TYPE)p1);
return 0;
}
///订阅公共流。
///@param nResumeType 公共流重传方式
/// THOST_TERT_RESTART:从本交易日开始重传
/// THOST_TERT_RESUME:从上次收到的续传
/// THOST_TERT_QUICK:只传送登录后公共流的内容
///@remark 该方法要在Init方法前调用。若不调用则不会收到公共流的数据。
case TraderApiSubscribePublicTopic:
{
((CThostFtdcTraderApi *)instance)->SubscribePublicTopic((THOST_TE_RESUME_TYPE)p1);
return 0;
}
case MarketDataCreate:
{
//C#回调函数
CTPResponseCallback callback = (CTPResponseCallback)instance;
//创建行情接口
CThostFtdcMdApi* pMdApi = CThostFtdcMdApi::CreateFtdcMdApi(p2);
//创建交易回调
CTPMarketDataSpi *spi = new CTPMarketDataSpi(callback);
//注册回调
pMdApi->RegisterSpi(spi);
//订阅流
//pMdApi->SubscribePublicTopic((THOST_TE_RESUME_TYPE)p1);
//pMdApi->SubscribePrivateTopic((THOST_TE_RESUME_TYPE)p1);
return (int)pMdApi;
}
case MarketDataRelease:
{
CThostFtdcMdApi* pMarketData = (CThostFtdcMdApi *)instance;
pMarketData->RegisterSpi(NULL);
pMarketData->Release();
//delete instance;
instance = NULL;
return 0;
}
case MarketDataInit:
{
((CThostFtdcMdApi *)instance)->Init();
return 0;
}
case MarketDataRegisterFront:
{
((CThostFtdcMdApi *)instance)->RegisterFront(p2);
return 0;
}
case MarketDataRegisterNameServer:
{
((CThostFtdcMdApi *)instance)->RegisterNameServer(p2);
return 0;
}
///订阅行情
case MarketDataSubscribeMarketData:
{
char** p = (char**)calloc(p1, sizeof(char*));
p = (char**)p2;
p[0] = *p;
for(int i=1;i<p1-1;i++)
{
p[i] = p[i-1] + strlen(p[i-1]) + 1;
}
return ((CThostFtdcMdApi*)instance)->SubscribeMarketData(p, p1);
}
///退订行情
case MarketDataUnSubscribeMarketData:
{
char** p = (char**)calloc(p1, sizeof(char*));
//p = (char**)p2;
OutputDebugStringA(p2);
p[0] = p2;
for(int i=1;i<p1-1;i++)
{
p[i] = p[i-1] + strlen(p[i-1]) + 1;
}
return ((CThostFtdcMdApi*)instance)->UnSubscribeMarketData(p, p1);
}
}
}