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

ctpbee_api/rohon/generator/rohon_md_header_define.h

@@ -0,0 +1,13 @@
+#define ONFRONTCONNECTED 0
+#define ONFRONTDISCONNECTED 1
+#define ONHEARTBEATWARNING 2
+#define ONRSPUSERLOGIN 3
+#define ONRSPUSERLOGOUT 4
+#define ONRSPQRYMULTICASTINSTRUMENT 5
+#define ONRSPERROR 6
+#define ONRSPSUBMARKETDATA 7
+#define ONRSPUNSUBMARKETDATA 8
+#define ONRSPSUBFORQUOTERSP 9
+#define ONRSPUNSUBFORQUOTERSP 10
+#define ONRTNDEPTHMARKETDATA 11
+#define ONRTNFORQUOTERSP 12

ctpbee_api/rohon/generator/rohon_md_header_function.h

@@ -0,0 +1,6 @@
+int reqUserLogin(const dict &req, int reqid);
+
+int reqUserLogout(const dict &req, int reqid);
+
+int reqQryMulticastInstrument(const dict &req, int reqid);
+

ctpbee_api/rohon/generator/rohon_md_header_on.h

@@ -0,0 +1,26 @@
+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 onRspQryMulticastInstrument(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 onRtnForQuoteRsp(const dict &data) {};
+

ctpbee_api/rohon/generator/rohon_md_header_process.h

@@ -0,0 +1,26 @@
+void processFrontConnected(Task *task);
+
+void processFrontDisconnected(Task *task);
+
+void processHeartBeatWarning(Task *task);
+
+void processRspUserLogin(Task *task);
+
+void processRspUserLogout(Task *task);
+
+void processRspQryMulticastInstrument(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 processRtnForQuoteRsp(Task *task);
+

ctpbee_api/rohon/generator/rohon_md_source_function.cpp

@@ -0,0 +1,40 @@
+int MdApi::reqUserLogin(const dict &req, int reqid)
+{
+	CThostFtdcReqUserLoginField myreq = CThostFtdcReqUserLoginField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "TradingDay", myreq.TradingDay);
+	getString(req, "BrokerID", myreq.BrokerID);
+	getString(req, "UserID", myreq.UserID);
+	getString(req, "Password", myreq.Password);
+	getString(req, "UserProductInfo", myreq.UserProductInfo);
+	getString(req, "InterfaceProductInfo", myreq.InterfaceProductInfo);
+	getString(req, "ProtocolInfo", myreq.ProtocolInfo);
+	getString(req, "MacAddress", myreq.MacAddress);
+	getString(req, "OneTimePassword", myreq.OneTimePassword);
+	getString(req, "ClientIPAddress", myreq.ClientIPAddress);
+	getString(req, "LoginRemark", myreq.LoginRemark);
+	getInt(req, "ClientIPPort", &myreq.ClientIPPort);
+	int i = this->api->ReqUserLogin(&myreq, reqid);
+	return i;
+};
+
+int MdApi::reqUserLogout(const dict &req, int reqid)
+{
+	CThostFtdcUserLogoutField myreq = CThostFtdcUserLogoutField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "BrokerID", myreq.BrokerID);
+	getString(req, "UserID", myreq.UserID);
+	int i = this->api->ReqUserLogout(&myreq, reqid);
+	return i;
+};
+
+int MdApi::reqQryMulticastInstrument(const dict &req, int reqid)
+{
+	CThostFtdcQryMulticastInstrumentField myreq = CThostFtdcQryMulticastInstrumentField();
+	memset(&myreq, 0, sizeof(myreq));
+	getInt(req, "TopicID", &myreq.TopicID);
+	getString(req, "InstrumentID", myreq.InstrumentID);
+	int i = this->api->ReqQryMulticastInstrument(&myreq, reqid);
+	return i;
+};
+

ctpbee_api/rohon/generator/rohon_md_source_module.cpp

@@ -0,0 +1,18 @@
+.def("reqUserLogin", &MdApi::reqUserLogin)
+.def("reqUserLogout", &MdApi::reqUserLogout)
+.def("reqQryMulticastInstrument", &MdApi::reqQryMulticastInstrument)
+
+.def("onFrontConnected", &MdApi::onFrontConnected)
+.def("onFrontDisconnected", &MdApi::onFrontDisconnected)
+.def("onHeartBeatWarning", &MdApi::onHeartBeatWarning)
+.def("onRspUserLogin", &MdApi::onRspUserLogin)
+.def("onRspUserLogout", &MdApi::onRspUserLogout)
+.def("onRspQryMulticastInstrument", &MdApi::onRspQryMulticastInstrument)
+.def("onRspError", &MdApi::onRspError)
+.def("onRspSubMarketData", &MdApi::onRspSubMarketData)
+.def("onRspUnSubMarketData", &MdApi::onRspUnSubMarketData)
+.def("onRspSubForQuoteRsp", &MdApi::onRspSubForQuoteRsp)
+.def("onRspUnSubForQuoteRsp", &MdApi::onRspUnSubForQuoteRsp)
+.def("onRtnDepthMarketData", &MdApi::onRtnDepthMarketData)
+.def("onRtnForQuoteRsp", &MdApi::onRtnForQuoteRsp)
+;

ctpbee_api/rohon/generator/rohon_md_source_on.cpp

@@ -0,0 +1,156 @@
+void onFrontConnected() override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onFrontConnected);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+
+void onFrontDisconnected(int reqid) override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onFrontDisconnected, reqid);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+
+void onHeartBeatWarning(int reqid) override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onHeartBeatWarning, reqid);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+
+void onRspUserLogin(const dict &data, const dict &error, int reqid, bool last) override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onRspUserLogin, data, error, reqid, last);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+
+void onRspUserLogout(const dict &data, const dict &error, int reqid, bool last) override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onRspUserLogout, data, error, reqid, last);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+
+void onRspQryMulticastInstrument(const dict &data, const dict &error, int reqid, bool last) override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onRspQryMulticastInstrument, data, error, reqid, last);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+
+void onRspError(const dict &error, int reqid, bool last) override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onRspError, error, reqid, last);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+
+void onRspSubMarketData(const dict &data, const dict &error, int reqid, bool last) override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onRspSubMarketData, data, error, reqid, last);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+
+void onRspUnSubMarketData(const dict &data, const dict &error, int reqid, bool last) override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onRspUnSubMarketData, data, error, reqid, last);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+
+void onRspSubForQuoteRsp(const dict &data, const dict &error, int reqid, bool last) override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onRspSubForQuoteRsp, data, error, reqid, last);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+
+void onRspUnSubForQuoteRsp(const dict &data, const dict &error, int reqid, bool last) override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onRspUnSubForQuoteRsp, data, error, reqid, last);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+
+void onRtnDepthMarketData(const dict &data) override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onRtnDepthMarketData, data);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+
+void onRtnForQuoteRsp(const dict &data) override
+{
+	try
+	{
+		PYBIND11_OVERLOAD(void, MdApi, onRtnForQuoteRsp, data);
+	}
+	catch (const error_already_set &e)
+	{
+		cout << e.what() << endl;
+	}
+};
+

ctpbee_api/rohon/generator/rohon_md_source_process.cpp

@@ -0,0 +1,271 @@
+void MdApi::processFrontConnected(Task *task)
+{
+	gil_scoped_acquire acquire;
+	this->onFrontConnected();
+};
+
+void MdApi::processFrontDisconnected(Task *task)
+{
+	gil_scoped_acquire acquire;
+	this->onFrontDisconnected(task->task_id);
+};
+
+void MdApi::processHeartBeatWarning(Task *task)
+{
+	gil_scoped_acquire acquire;
+	this->onHeartBeatWarning(task->task_id);
+};
+
+void MdApi::processRspUserLogin(Task *task)
+{
+	gil_scoped_acquire acquire;
+	dict data;
+	if (task->task_data)
+	{
+		CThostFtdcRspUserLoginField *task_data = (CThostFtdcRspUserLoginField*)task->task_data;
+		data["TradingDay"] = toUtf(task_data->TradingDay);
+		data["LoginTime"] = toUtf(task_data->LoginTime);
+		data["BrokerID"] = toUtf(task_data->BrokerID);
+		data["UserID"] = toUtf(task_data->UserID);
+		data["SystemName"] = toUtf(task_data->SystemName);
+		data["FrontID"] = task_data->FrontID;
+		data["SessionID"] = task_data->SessionID;
+		data["MaxOrderRef"] = toUtf(task_data->MaxOrderRef);
+		data["SHFETime"] = toUtf(task_data->SHFETime);
+		data["DCETime"] = toUtf(task_data->DCETime);
+		data["CZCETime"] = toUtf(task_data->CZCETime);
+		data["FFEXTime"] = toUtf(task_data->FFEXTime);
+		data["INETime"] = toUtf(task_data->INETime);
+		delete task_data;
+	}
+	dict error;
+	if (task->task_error)
+	{
+		CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
+		error["ErrorID"] = task_error->ErrorID;
+		error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
+		delete task_error;
+	}
+	this->onRspUserLogin(data, error, task->task_id, task->task_last);
+};
+
+void MdApi::processRspUserLogout(Task *task)
+{
+	gil_scoped_acquire acquire;
+	dict data;
+	if (task->task_data)
+	{
+		CThostFtdcUserLogoutField *task_data = (CThostFtdcUserLogoutField*)task->task_data;
+		data["BrokerID"] = toUtf(task_data->BrokerID);
+		data["UserID"] = toUtf(task_data->UserID);
+		delete task_data;
+	}
+	dict error;
+	if (task->task_error)
+	{
+		CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
+		error["ErrorID"] = task_error->ErrorID;
+		error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
+		delete task_error;
+	}
+	this->onRspUserLogout(data, error, task->task_id, task->task_last);
+};
+
+void MdApi::processRspQryMulticastInstrument(Task *task)
+{
+	gil_scoped_acquire acquire;
+	dict data;
+	if (task->task_data)
+	{
+		CThostFtdcMulticastInstrumentField *task_data = (CThostFtdcMulticastInstrumentField*)task->task_data;
+		data["TopicID"] = task_data->TopicID;
+		data["InstrumentID"] = toUtf(task_data->InstrumentID);
+		data["InstrumentNo"] = task_data->InstrumentNo;
+		data["CodePrice"] = task_data->CodePrice;
+		data["VolumeMultiple"] = task_data->VolumeMultiple;
+		data["PriceTick"] = task_data->PriceTick;
+		delete task_data;
+	}
+	dict error;
+	if (task->task_error)
+	{
+		CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
+		error["ErrorID"] = task_error->ErrorID;
+		error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
+		delete task_error;
+	}
+	this->onRspQryMulticastInstrument(data, error, task->task_id, task->task_last);
+};
+
+void MdApi::processRspError(Task *task)
+{
+	gil_scoped_acquire acquire;
+	dict error;
+	if (task->task_error)
+	{
+		CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
+		error["ErrorID"] = task_error->ErrorID;
+		error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
+		delete task_error;
+	}
+	this->onRspError(error, task->task_id, task->task_last);
+};
+
+void MdApi::processRspSubMarketData(Task *task)
+{
+	gil_scoped_acquire acquire;
+	dict data;
+	if (task->task_data)
+	{
+		CThostFtdcSpecificInstrumentField *task_data = (CThostFtdcSpecificInstrumentField*)task->task_data;
+		data["InstrumentID"] = toUtf(task_data->InstrumentID);
+		delete task_data;
+	}
+	dict error;
+	if (task->task_error)
+	{
+		CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
+		error["ErrorID"] = task_error->ErrorID;
+		error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
+		delete task_error;
+	}
+	this->onRspSubMarketData(data, error, task->task_id, task->task_last);
+};
+
+void MdApi::processRspUnSubMarketData(Task *task)
+{
+	gil_scoped_acquire acquire;
+	dict data;
+	if (task->task_data)
+	{
+		CThostFtdcSpecificInstrumentField *task_data = (CThostFtdcSpecificInstrumentField*)task->task_data;
+		data["InstrumentID"] = toUtf(task_data->InstrumentID);
+		delete task_data;
+	}
+	dict error;
+	if (task->task_error)
+	{
+		CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
+		error["ErrorID"] = task_error->ErrorID;
+		error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
+		delete task_error;
+	}
+	this->onRspUnSubMarketData(data, error, task->task_id, task->task_last);
+};
+
+void MdApi::processRspSubForQuoteRsp(Task *task)
+{
+	gil_scoped_acquire acquire;
+	dict data;
+	if (task->task_data)
+	{
+		CThostFtdcSpecificInstrumentField *task_data = (CThostFtdcSpecificInstrumentField*)task->task_data;
+		data["InstrumentID"] = toUtf(task_data->InstrumentID);
+		delete task_data;
+	}
+	dict error;
+	if (task->task_error)
+	{
+		CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
+		error["ErrorID"] = task_error->ErrorID;
+		error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
+		delete task_error;
+	}
+	this->onRspSubForQuoteRsp(data, error, task->task_id, task->task_last);
+};
+
+void MdApi::processRspUnSubForQuoteRsp(Task *task)
+{
+	gil_scoped_acquire acquire;
+	dict data;
+	if (task->task_data)
+	{
+		CThostFtdcSpecificInstrumentField *task_data = (CThostFtdcSpecificInstrumentField*)task->task_data;
+		data["InstrumentID"] = toUtf(task_data->InstrumentID);
+		delete task_data;
+	}
+	dict error;
+	if (task->task_error)
+	{
+		CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
+		error["ErrorID"] = task_error->ErrorID;
+		error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
+		delete task_error;
+	}
+	this->onRspUnSubForQuoteRsp(data, error, task->task_id, task->task_last);
+};
+
+void MdApi::processRtnDepthMarketData(Task *task)
+{
+	gil_scoped_acquire acquire;
+	dict data;
+	if (task->task_data)
+	{
+		CThostFtdcDepthMarketDataField *task_data = (CThostFtdcDepthMarketDataField*)task->task_data;
+		data["TradingDay"] = toUtf(task_data->TradingDay);
+		data["InstrumentID"] = toUtf(task_data->InstrumentID);
+		data["ExchangeID"] = toUtf(task_data->ExchangeID);
+		data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
+		data["LastPrice"] = task_data->LastPrice;
+		data["PreSettlementPrice"] = task_data->PreSettlementPrice;
+		data["PreClosePrice"] = task_data->PreClosePrice;
+		data["PreOpenInterest"] = task_data->PreOpenInterest;
+		data["OpenPrice"] = task_data->OpenPrice;
+		data["HighestPrice"] = task_data->HighestPrice;
+		data["LowestPrice"] = task_data->LowestPrice;
+		data["Volume"] = task_data->Volume;
+		data["Turnover"] = task_data->Turnover;
+		data["OpenInterest"] = task_data->OpenInterest;
+		data["ClosePrice"] = task_data->ClosePrice;
+		data["SettlementPrice"] = task_data->SettlementPrice;
+		data["UpperLimitPrice"] = task_data->UpperLimitPrice;
+		data["LowerLimitPrice"] = task_data->LowerLimitPrice;
+		data["PreDelta"] = task_data->PreDelta;
+		data["CurrDelta"] = task_data->CurrDelta;
+		data["UpdateTime"] = toUtf(task_data->UpdateTime);
+		data["UpdateMillisec"] = task_data->UpdateMillisec;
+		data["BidPrice1"] = task_data->BidPrice1;
+		data["BidVolume1"] = task_data->BidVolume1;
+		data["AskPrice1"] = task_data->AskPrice1;
+		data["AskVolume1"] = task_data->AskVolume1;
+		data["BidPrice2"] = task_data->BidPrice2;
+		data["BidVolume2"] = task_data->BidVolume2;
+		data["AskPrice2"] = task_data->AskPrice2;
+		data["AskVolume2"] = task_data->AskVolume2;
+		data["BidPrice3"] = task_data->BidPrice3;
+		data["BidVolume3"] = task_data->BidVolume3;
+		data["AskPrice3"] = task_data->AskPrice3;
+		data["AskVolume3"] = task_data->AskVolume3;
+		data["BidPrice4"] = task_data->BidPrice4;
+		data["BidVolume4"] = task_data->BidVolume4;
+		data["AskPrice4"] = task_data->AskPrice4;
+		data["AskVolume4"] = task_data->AskVolume4;
+		data["BidPrice5"] = task_data->BidPrice5;
+		data["BidVolume5"] = task_data->BidVolume5;
+		data["AskPrice5"] = task_data->AskPrice5;
+		data["AskVolume5"] = task_data->AskVolume5;
+		data["AveragePrice"] = task_data->AveragePrice;
+		data["ActionDay"] = toUtf(task_data->ActionDay);
+		delete task_data;
+	}
+	this->onRtnDepthMarketData(data);
+};
+
+void MdApi::processRtnForQuoteRsp(Task *task)
+{
+	gil_scoped_acquire acquire;
+	dict data;
+	if (task->task_data)
+	{
+		CThostFtdcForQuoteRspField *task_data = (CThostFtdcForQuoteRspField*)task->task_data;
+		data["TradingDay"] = toUtf(task_data->TradingDay);
+		data["InstrumentID"] = toUtf(task_data->InstrumentID);
+		data["ForQuoteSysID"] = toUtf(task_data->ForQuoteSysID);
+		data["ForQuoteTime"] = toUtf(task_data->ForQuoteTime);
+		data["ActionDay"] = toUtf(task_data->ActionDay);
+		data["ExchangeID"] = toUtf(task_data->ExchangeID);
+		delete task_data;
+	}
+	this->onRtnForQuoteRsp(data);
+};
+

ctpbee_api/rohon/generator/rohon_md_source_switch.cpp

@@ -0,0 +1,78 @@
+case ONFRONTCONNECTED:
+{
+	this->processFrontConnected(&task);
+	break;
+}
+
+case ONFRONTDISCONNECTED:
+{
+	this->processFrontDisconnected(&task);
+	break;
+}
+
+case ONHEARTBEATWARNING:
+{
+	this->processHeartBeatWarning(&task);
+	break;
+}
+
+case ONRSPUSERLOGIN:
+{
+	this->processRspUserLogin(&task);
+	break;
+}
+
+case ONRSPUSERLOGOUT:
+{
+	this->processRspUserLogout(&task);
+	break;
+}
+
+case ONRSPQRYMULTICASTINSTRUMENT:
+{
+	this->processRspQryMulticastInstrument(&task);
+	break;
+}
+
+case ONRSPERROR:
+{
+	this->processRspError(&task);
+	break;
+}
+
+case ONRSPSUBMARKETDATA:
+{
+	this->processRspSubMarketData(&task);
+	break;
+}
+
+case ONRSPUNSUBMARKETDATA:
+{
+	this->processRspUnSubMarketData(&task);
+	break;
+}
+
+case ONRSPSUBFORQUOTERSP:
+{
+	this->processRspSubForQuoteRsp(&task);
+	break;
+}
+
+case ONRSPUNSUBFORQUOTERSP:
+{
+	this->processRspUnSubForQuoteRsp(&task);
+	break;
+}
+
+case ONRTNDEPTHMARKETDATA:
+{
+	this->processRtnDepthMarketData(&task);
+	break;
+}
+
+case ONRTNFORQUOTERSP:
+{
+	this->processRtnForQuoteRsp(&task);
+	break;
+}
+