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[]) { // 创建实例 CThostFtdcMdApi* pUserApi = CThostFtdcMdApi::CreateFtdcMdApi(""); // 创建spi实例 CMdUserApiSample* pSpi = new CMdUserApiSample(pUserApi, "", "80002", "123456"); // 注册spi实例 pUserApi->RegisterSpi(pSpi); // 注册前置机 pUserApi->RegisterFront("tcp://10.253.117.107:13163"); //pUserApi->RegisterFront("udp://10.253.117.107:20518"); //CThostFtdcFensUserInfoField FensUserInfo = {0}; //strncpy(FensUserInfo.UserID, "201301", sizeof(FensUserInfo.UserID)-1); //FensUserInfo.LoginMode = 'E'; //pUserApi->RegisterFensUserInfo(&FensUserInfo); // 初始化 pUserApi->Init(); // 等待信号 //WaitForSingleObject(g_hEvent, INFINITE); printf ("\npress return to quit...\n"); getchar(); // 初始化 pUserApi->Release(); return 0; }
void reciveData(){ cout << "(线程用来订阅合约号接受数据)reciveData!!!!!!!: "<< endl; CThostFtdcMdApi* pUserApiMd = CThostFtdcMdApi::CreateFtdcMdApi("./outfile/",true); MyCTPMdSpi sh(pUserApiMd); pUserApiMd->RegisterSpi(&sh); pUserApiMd->RegisterFront(front_ip_md); pUserApiMd->Init(); sleep(2); sh.ReqUserLogin(broker_id,user_id,p_w); sleep(20); sh.dataRecive(); sleep(10); pUserApiMd->Join(); }
void CMdSpi::OnFrontConnected() { printf("Connected to the server!\n"); CThostFtdcReqUserLoginField reqUserLogin; strcpy_s(reqUserLogin.BrokerID, brokerId); strcpy_s(reqUserLogin.UserID, userId); strcpy_s(reqUserLogin.Password, passwd); m_pUserApi->ReqUserLogin(&reqUserLogin, 0); printf("Logining...\n"); }
int main(int argc, char *argv[]) { signal(SIGABRT, &sighandler); signal(SIGTERM, &sighandler); signal(SIGINT, &sighandler); ILog4zManager::GetInstance()->Start(); LOGI("MD Application Start..."); LOGI("Read params from config file"); Config cfg("trader.config",0); g_strFlowPath = cfg.pString("MD_FLOW_PATH"); g_strBrokerID = cfg.pString("BROKER_ID"); g_strUserID = cfg.pString("USER_ID"); g_strPassword = cfg.pString("PASSWORD"); g_strLogPath = cfg.pString("LOG_PATH"); g_strFrontURL = cfg.pString("MD_URL"); // create a CThostFtdcMdApi instance CThostFtdcMdApi *pUserApi = CThostFtdcMdApi::CreateFtdcMdApi(g_strFlowPath.c_str()); // create an event handler instance CSimpleHandler sh(pUserApi); try{ LOGI("register an event handler instance"); pUserApi->RegisterSpi(&sh); LOGI("register the CTP front address and port"); char ch_URL[100]; strcpy(ch_URL, g_strFrontURL.c_str()); pUserApi->RegisterFront(ch_URL); LOGFMTI("start to connect CTP server : %s", ch_URL); pUserApi->Init(); LOGI("waiting for the quotation data"); pthread_cond_wait(&cond, &mutex); LOGI("release API & SPI instance"); } catch(exception& e) { LOGE("exception caught:"<< e.what()); } if (pUserApi){ pUserApi->RegisterSpi(NULL); pUserApi->Release(); pUserApi = NULL; } if (&sh) { // delete &sh; sh = NULL; } LOGI("MD Application quit!"); return 0; }
virtual void CMdSpi::OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (pRspInfo->ErrorID != 0) { printf("Login Failed.%d,%s\n",pRspInfo->ErrorID,pRspInfo->ErrorMsg); system("pause"); exit(-1); } printf("Successfully login.\n"); char *Instrument[] = { "IF1409" }; printf("Subscribe %s Market Data...\n", Instrument[0]); m_pUserApi->SubscribeMarketData(Instrument, 1); //m_pUserApi->UnSubscribeMarketData(Instrument, 1); }
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); } } }