ctpbee-opt-api 0.1.0__cp310-cp310-win_amd64.whl

ctpbee_api/ctp_mini/generator/package/vnminimd.h

@@ -0,0 +1,205 @@
+//ϵͳ
+#ifdef WIN32
+#include "stdafx.h"
+#endif
+
+#include "vnmini.h"
+#include "pybind11/pybind11.h"
+#include "mini/ThostFtdcMdApi.h"
+
+
+using namespace pybind11;
+
+//����
+#define ONFRONTCONNECTED 0
+#define ONFRONTDISCONNECTED 1
+#define ONHEARTBEATWARNING 2
+#define ONRSPUSERLOGIN 3
+#define ONRSPUSERLOGOUT 4
+#define ONRSPERROR 5
+#define ONRSPSUBMARKETDATA 6
+#define ONRSPUNSUBMARKETDATA 7
+#define ONRSPSUBFORQUOTERSP 8
+#define ONRSPUNSUBFORQUOTERSP 9
+#define ONRTNDEPTHMARKETDATA 10
+#define ONRTNMBLMARKETDATA 11
+#define ONRTNFORQUOTERSP 12
+
+
+
+///-------------------------------------------------------------------------------------
+///C++ SPI�Ļص���������ʵ��
+///-------------------------------------------------------------------------------------
+
+//API�ļ̳�ʵ��
+class MdApi : public CThostFtdcMdSpi
+{
+private:
+	CThostFtdcMdApi* api;				//API����
+	thread task_thread;					//�����߳�ָ�루��python���������ݣ�
+	TaskQueue task_queue;			    //�������
+	bool active = false;				//����״̬
+
+public:
+	MdApi()
+	{
+	};
+
+	~MdApi()
+	{
+		if (this->active)
+		{
+			this->exit();
+		}
+	};
+
+	//-------------------------------------------------------------------------------------
+	//API�ص�����
+	//-------------------------------------------------------------------------------------
+
+	virtual void OnFrontConnected(){};
+
+	///���ͻ����뽻�׺�̨ͨ�����ӶϿ�ʱ���÷��������á���������������API���Զ��������ӣ��ͻ��˿ɲ���������
+	///@param nReason ����ԭ��
+	///        0x1001 �����ʧ��
+	///        0x1002 ����дʧ��
+	///        0x2001 ����������ʱ
+	///        0x2002 ��������ʧ��
+	///        0x2003 �յ�������
+	virtual void OnFrontDisconnected(int nReason);
+
+	///������ʱ���档����ʱ��δ�յ�����ʱ���÷��������á�
+	///@param nTimeLapse �����ϴν��ձ��ĵ�ʱ��
+	virtual void OnHeartBeatWarning(int nTimeLapse);
+
+	///��¼������Ӧ
+	virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
+
+	///�dz�������Ӧ
+	virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///����Ӧ��
+	virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///��������Ӧ��
+	virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///ȡ����������Ӧ��
+	virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///����ѯ��Ӧ��
+	virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///ȡ������ѯ��Ӧ��
+	virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�������֪ͨ
+	virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) ;
+
+	///�ּ۱�֪ͨ
+	virtual void OnRtnMBLMarketData(CThostFtdcMBLMarketDataField *pMBLMarketData) ;
+
+	///ѯ��֪ͨ
+	virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp);
+
+	//-------------------------------------------------------------------------------------
+	//task������
+	//-------------------------------------------------------------------------------------
+
+	void processTask();
+
+	void processFrontConnected(Task *task);
+
+    void processFrontDisconnected(Task *task);
+
+    void processHeartBeatWarning(Task *task);
+
+    void processRspUserLogin(Task *task);
+
+    void processRspUserLogout(Task *task);
+
+    void processRspError(Task *task);
+
+    void processRspSubMarketData(Task *task);
+
+    void processRspUnSubMarketData(Task *task);
+
+    void processRspSubForQuoteRsp(Task *task);
+
+    void processRspUnSubForQuoteRsp(Task *task);
+
+    void processRtnDepthMarketData(Task *task);
+
+    void processRtnMBLMarketData(Task *task);
+
+    void processRtnForQuoteRsp(Task *task);
+
+
+
+	//-------------------------------------------------------------------------------------
+	//data���ص������������ֵ�
+	//error���ص������Ĵ����ֵ�
+	//id������id
+	//last���Ƿ�Ϊ��󷵻�
+	//i������
+	//-------------------------------------------------------------------------------------
+
+	virtual void onFrontConnected() {};
+
+    virtual void onFrontDisconnected(int reqid) {};
+
+    virtual void onHeartBeatWarning(int reqid) {};
+
+    virtual void onRspUserLogin(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspUserLogout(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspError(const dict &error, int reqid, bool last) {};
+
+    virtual void onRspSubMarketData(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspUnSubMarketData(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspSubForQuoteRsp(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspUnSubForQuoteRsp(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRtnDepthMarketData(const dict &data) {};
+
+    virtual void onRtnMBLMarketData(const dict &data) {};
+
+    virtual void onRtnForQuoteRsp(const dict &data) {};
+
+
+
+	//-------------------------------------------------------------------------------------
+	//req:���������������ֵ�
+	//-------------------------------------------------------------------------------------
+
+	void createFtdcMdApi(string pszFlowPath = "");
+
+	void release();
+
+	void init();
+
+	int join();
+
+	int exit();
+
+	string getTradingDay();
+
+	void registerFront(string pszFrontAddress);
+
+	int subscribeMarketData(string instrumentID);
+
+	int unSubscribeMarketData(string instrumentID);
+
+	int subscribeForQuoteRsp(string instrumentID);
+
+	int unSubscribeForQuoteRsp(string instrumentID);
+
+    int reqUserLogin(const dict &req, int reqid);
+
+    int reqUserLogout(const dict &req, int reqid);
+
+};

ctpbee_api/ctp_mini/include/new/mini/ThostFtdcMdApi.h

@@ -0,0 +1,148 @@
+/////////////////////////////////////////////////////////////////////////
+///@system ��һ��������ϵͳ
+///@company �Ϻ��ڻ���Ϣ�������޹�˾
+///@file ThostFtdcMdApi.h
+///@brief �����˿ͻ��˽ӿ�
+///@history 
+///20150422	����		�������ļ�
+/////////////////////////////////////////////////////////////////////////
+
+#if !defined(THOST_FTDCMDAPI_H)
+#define THOST_FTDCMDAPI_H
+
+#include "ThostFtdcUserApiStruct.h"
+
+#ifdef MD_API_EXPORT
+	#ifdef WINDOWS
+		#define MD_API_DLL_EXPORT __declspec(dllexport)
+	#else
+		#define MD_API_DLL_EXPORT __attribute__ ((visibility("default")))
+	#endif
+#else
+	#define MD_API_DLL_EXPORT 
+#endif
+
+class CThostFtdcMdSpi
+{
+public:
+	///���ͻ����뽻�׺�̨������ͨ������ʱ����δ��¼ǰ�����÷��������á�
+	virtual void OnFrontConnected(){};
+	
+	///���ͻ����뽻�׺�̨ͨ�����ӶϿ�ʱ���÷��������á���������������API���Զ��������ӣ��ͻ��˿ɲ���������
+	///@param nReason ����ԭ��
+	///        0x1001 �����ʧ��
+	///        0x1002 ����дʧ��
+	///        0x2001 ����������ʱ
+	///        0x2002 ��������ʧ��
+	///        0x2003 �յ�������
+	virtual void OnFrontDisconnected(int nReason){};
+		
+	///������ʱ���档����ʱ��δ�յ�����ʱ���÷��������á�
+	///@param nTimeLapse �����ϴν��ձ��ĵ�ʱ��
+	virtual void OnHeartBeatWarning(int nTimeLapse){};
+	
+	///��¼������Ӧ
+	virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///�dz�������Ӧ
+	virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///����Ӧ��
+	virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///��������Ӧ��
+	virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///ȡ����������Ӧ��
+	virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///����ѯ��Ӧ��
+	virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///ȡ������ѯ��Ӧ��
+	virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///�������֪ͨ
+	virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) {};
+
+	///�ּ۱�֪ͨ
+	virtual void OnRtnMBLMarketData(CThostFtdcMBLMarketDataField *pMBLMarketData) {};
+
+	///ѯ��֪ͨ
+	virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {};
+};
+
+class MD_API_DLL_EXPORT CThostFtdcMdApi
+{
+public:
+	///����MdApi
+	///@param pszFlowPath ����������Ϣ�ļ���Ŀ¼��Ĭ��Ϊ��ǰĿ¼
+	///@param bIsUsingUdp �Ƿ�ʹ��udp,mini2�汾����ʹ��
+	///@param bIsMulticast �Ƿ�ʹ�öಥ,mini2�汾����ʹ�ã�api��������ӵĺ�̨�Զ������Ƿ�ʹ�öಥ
+	///@return ��������UserApi
+	///modify for udp marketdata
+	static CThostFtdcMdApi *CreateFtdcMdApi(const char *pszFlowPath = "", const bool bIsUsingUdp = false, const bool bIsMulticast = false);
+	
+	///��ȡAPI�İ汾��Ϣ
+	///@retrun ��ȡ���İ汾��
+	static const char *GetApiVersion();
+	
+	///ɾ���ӿڶ�����
+	///@remark ����ʹ�ñ��ӿڶ���ʱ,���øú���ɾ���ӿڶ���
+	virtual void Release() = 0;
+	
+	///��ʼ��
+	///@remark ��ʼ�����л���,ֻ�е��ú�,�ӿڲſ�ʼ����
+	virtual void Init(bool bContinuousm = false) = 0;
+	
+	///�ȴ��ӿ��߳̽�������
+	///@return �߳��˳�����
+	virtual int Join() = 0;
+	
+	///��ȡ��ǰ������
+	///@retrun ��ȡ���Ľ�����
+	///@remark ֻ�е�¼�ɹ���,���ܵõ���ȷ�Ľ�����
+	virtual const char *GetTradingDay() = 0;
+	
+	///ע��ǰ�û������ַ
+	///@param pszFrontAddress��ǰ�û������ַ��
+	///@remark �����ַ�ĸ�ʽΪ����protocol://ipaddress:port�����磺��tcp://127.0.0.1:17001���� 
+	///@remark ��tcp����������Э�飬��127.0.0.1��������������ַ����17001�������������˿ںš�
+	virtual void RegisterFront(char *pszFrontAddress) = 0;
+	
+	///ע��ص��ӿ�
+	///@param pSpi �����Իص��ӿ����ʵ��
+	virtual void RegisterSpi(CThostFtdcMdSpi *pSpi) = 0;
+	
+	///�������顣
+	///@param ppInstrumentID ��ԼID  
+	///@param nCount Ҫ����/�˶�����ĺ�Լ����
+	///@remark 
+	virtual int SubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
+
+	///ȡ���������顣
+	virtual int UnSubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
+
+	///����ѯ�ۡ�
+	///@param ppInstrumentID ��ԼID  
+	///@param nCount Ҫ����/�˶�����ĺ�Լ����
+	///@remark 
+	virtual int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
+
+	///�˶�ѯ�ۡ�
+	///@param ppInstrumentID ��ԼID  
+	///@param nCount Ҫ����/�˶�����ĺ�Լ����
+	///@remark 
+	virtual int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
+	
+	///�û���¼����
+	virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
+	
+	///�dz�����
+	virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
+	
+protected:
+	~CThostFtdcMdApi(){};
+};
+
+#endif