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

ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.h

@@ -0,0 +1,209 @@
+//ϵͳ
+#ifdef WIN32
+#include "stdafx.h"
+#endif
+
+#include "vnctp.h"
+#include "pybind11/pybind11.h"
+#include "ctp/ThostFtdcMdApi.h"
+
+
+using namespace pybind11;
+
+//����
+#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
+
+
+///-------------------------------------------------------------------------------------
+///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�����
+	//-------------------------------------------------------------------------------------
+
+	///���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);
+
+	///�����ѯ�鲥��Լ��Ӧ
+	virtual void OnRspQryMulticastInstrument(CThostFtdcMulticastInstrumentField *pMulticastInstrument, 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);
+
+	///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 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);
+
+	//-------------------------------------------------------------------------------------
+	//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 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) {};
+
+	//-------------------------------------------------------------------------------------
+	//req:���������������ֵ�
+	//-------------------------------------------------------------------------------------
+
+	void createFtdcMdApi(string pszFlowPath = "");
+
+	void release();
+
+	void init();
+
+	int join();
+
+	int exit();
+
+	string getTradingDay();
+
+	string getApiVersion();
+
+	void registerFront(string pszFrontAddress);
+
+	void registerNameServer(string pszNsAddress);
+
+	void registerFensUserInfo(const dict &req);
+
+	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);
+
+	int reqQryMulticastInstrument(const dict &req, int reqid);
+};

ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj

@@ -0,0 +1,200 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project DefaultTargets="Build" ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <ItemGroup Label="ProjectConfigurations">
+    <ProjectConfiguration Include="Debug|Win32">
+      <Configuration>Debug</Configuration>
+      <Platform>Win32</Platform>
+    </ProjectConfiguration>
+    <ProjectConfiguration Include="Release|Win32">
+      <Configuration>Release</Configuration>
+      <Platform>Win32</Platform>
+    </ProjectConfiguration>
+    <ProjectConfiguration Include="Debug|x64">
+      <Configuration>Debug</Configuration>
+      <Platform>x64</Platform>
+    </ProjectConfiguration>
+    <ProjectConfiguration Include="Release|x64">
+      <Configuration>Release</Configuration>
+      <Platform>x64</Platform>
+    </ProjectConfiguration>
+  </ItemGroup>
+  <PropertyGroup Label="Globals">
+    <VCProjectVersion>15.0</VCProjectVersion>
+    <ProjectGuid>{F00054FF-282F-4826-848E-D58BFB9E9D9F}</ProjectGuid>
+    <Keyword>Win32Proj</Keyword>
+    <RootNamespace>vnctpmd</RootNamespace>
+    <WindowsTargetPlatformVersion>10.0.17763.0</WindowsTargetPlatformVersion>
+  </PropertyGroup>
+  <Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
+    <ConfigurationType>DynamicLibrary</ConfigurationType>
+    <UseDebugLibraries>true</UseDebugLibraries>
+    <PlatformToolset>v141</PlatformToolset>
+    <CharacterSet>Unicode</CharacterSet>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration">
+    <ConfigurationType>DynamicLibrary</ConfigurationType>
+    <UseDebugLibraries>false</UseDebugLibraries>
+    <PlatformToolset>v141</PlatformToolset>
+    <WholeProgramOptimization>true</WholeProgramOptimization>
+    <CharacterSet>Unicode</CharacterSet>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'" Label="Configuration">
+    <ConfigurationType>DynamicLibrary</ConfigurationType>
+    <UseDebugLibraries>true</UseDebugLibraries>
+    <PlatformToolset>v141</PlatformToolset>
+    <CharacterSet>Unicode</CharacterSet>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'" Label="Configuration">
+    <ConfigurationType>DynamicLibrary</ConfigurationType>
+    <UseDebugLibraries>false</UseDebugLibraries>
+    <PlatformToolset>v141</PlatformToolset>
+    <WholeProgramOptimization>true</WholeProgramOptimization>
+    <CharacterSet>Unicode</CharacterSet>
+  </PropertyGroup>
+  <Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
+  <ImportGroup Label="ExtensionSettings">
+  </ImportGroup>
+  <ImportGroup Label="Shared">
+  </ImportGroup>
+  <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
+    <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
+  </ImportGroup>
+  <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
+    <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
+  </ImportGroup>
+  <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
+    <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
+  </ImportGroup>
+  <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
+    <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
+  </ImportGroup>
+  <PropertyGroup Label="UserMacros" />
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
+    <LinkIncremental>true</LinkIncremental>
+    <IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
+    <LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
+    <TargetExt>.pyd</TargetExt>
+    <OutDir>$(SolutionDir)..\</OutDir>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
+    <LinkIncremental>true</LinkIncremental>
+    <IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
+    <LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
+    <TargetExt>.pyd</TargetExt>
+    <OutDir>$(SolutionDir)..\</OutDir>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
+    <LinkIncremental>false</LinkIncremental>
+    <TargetExt>.pyd</TargetExt>
+    <IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
+    <ReferencePath>C:\GitHub\vnpy\vnpy\api\ctp\ctpapi;$(ReferencePath)</ReferencePath>
+    <LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
+    <OutDir>$(SolutionDir)..\</OutDir>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
+    <LinkIncremental>false</LinkIncremental>
+    <IncludePath>D:\veighna_studio\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
+    <ReferencePath>$(ReferencePath)</ReferencePath>
+    <TargetExt>.pyd</TargetExt>
+    <LibraryPath>D:\veighna_studio\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
+    <OutDir>$(SolutionDir)..\</OutDir>
+  </PropertyGroup>
+  <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
+    <ClCompile>
+      <PrecompiledHeader>Use</PrecompiledHeader>
+      <WarningLevel>Level3</WarningLevel>
+      <Optimization>Disabled</Optimization>
+      <SDLCheck>true</SDLCheck>
+      <PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NOMINMAX;_CRT_SECURE_NO_WARNINGS;WIN32;_DEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <ConformanceMode>true</ConformanceMode>
+      <ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
+    </ClCompile>
+    <Link>
+      <SubSystem>Console</SubSystem>
+      <GenerateDebugInformation>true</GenerateDebugInformation>
+    </Link>
+  </ItemDefinitionGroup>
+  <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
+    <ClCompile>
+      <PrecompiledHeader>Use</PrecompiledHeader>
+      <WarningLevel>Level3</WarningLevel>
+      <Optimization>Disabled</Optimization>
+      <SDLCheck>true</SDLCheck>
+      <PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NOMINMAX;_CRT_SECURE_NO_WARNINGS;_DEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <ConformanceMode>true</ConformanceMode>
+      <ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
+    </ClCompile>
+    <Link>
+      <SubSystem>Console</SubSystem>
+      <GenerateDebugInformation>true</GenerateDebugInformation>
+    </Link>
+  </ItemDefinitionGroup>
+  <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
+    <ClCompile>
+      <PrecompiledHeader>Use</PrecompiledHeader>
+      <WarningLevel>Level3</WarningLevel>
+      <Optimization>MaxSpeed</Optimization>
+      <FunctionLevelLinking>true</FunctionLevelLinking>
+      <IntrinsicFunctions>true</IntrinsicFunctions>
+      <SDLCheck>true</SDLCheck>
+      <PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NOMINMAX;_CRT_SECURE_NO_WARNINGS;WIN32;NDEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <ConformanceMode>true</ConformanceMode>
+      <ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
+      <RuntimeLibrary>MultiThreaded</RuntimeLibrary>
+    </ClCompile>
+    <Link>
+      <SubSystem>Console</SubSystem>
+      <EnableCOMDATFolding>true</EnableCOMDATFolding>
+      <OptimizeReferences>true</OptimizeReferences>
+      <GenerateDebugInformation>true</GenerateDebugInformation>
+    </Link>
+  </ItemDefinitionGroup>
+  <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
+    <ClCompile>
+      <PrecompiledHeader>Use</PrecompiledHeader>
+      <WarningLevel>Level3</WarningLevel>
+      <Optimization>MaxSpeed</Optimization>
+      <FunctionLevelLinking>true</FunctionLevelLinking>
+      <IntrinsicFunctions>true</IntrinsicFunctions>
+      <SDLCheck>true</SDLCheck>
+      <PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NDEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <ConformanceMode>true</ConformanceMode>
+      <AdditionalIncludeDirectories>
+      </AdditionalIncludeDirectories>
+      <ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
+      <RuntimeLibrary>MultiThreaded</RuntimeLibrary>
+    </ClCompile>
+    <Link>
+      <SubSystem>Console</SubSystem>
+      <EnableCOMDATFolding>true</EnableCOMDATFolding>
+      <OptimizeReferences>true</OptimizeReferences>
+      <GenerateDebugInformation>true</GenerateDebugInformation>
+      <AdditionalLibraryDirectories>$(SolutionDir)..\libs;D:\veighna_studio\libs;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
+      <AdditionalDependencies>thostmduserapi_se.lib;thosttraderapi_se.lib;%(AdditionalDependencies)</AdditionalDependencies>
+    </Link>
+  </ItemDefinitionGroup>
+  <ItemGroup>
+    <ClInclude Include="..\..\include\ctp\ThostFtdcMdApi.h" />
+    <ClInclude Include="..\..\include\ctp\ThostFtdcTraderApi.h" />
+    <ClInclude Include="..\..\include\ctp\ThostFtdcUserApiDataType.h" />
+    <ClInclude Include="..\..\include\ctp\ThostFtdcUserApiStruct.h" />
+    <ClInclude Include="..\vnctp.h" />
+    <ClInclude Include="stdafx.h" />
+    <ClInclude Include="targetver.h" />
+    <ClInclude Include="vnctpmd.h" />
+  </ItemGroup>
+  <ItemGroup>
+    <ClCompile Include="dllmain.cpp" />
+    <ClCompile Include="stdafx.cpp">
+      <PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">Create</PrecompiledHeader>
+      <PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">Create</PrecompiledHeader>
+      <PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">Create</PrecompiledHeader>
+      <PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|x64'">Create</PrecompiledHeader>
+    </ClCompile>
+    <ClCompile Include="vnctpmd.cpp" />
+  </ItemGroup>
+  <Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
+  <ImportGroup Label="ExtensionTargets">
+  </ImportGroup>
+</Project>

ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj.filters

@@ -0,0 +1,54 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <ItemGroup>
+    <Filter Include="源文件">
+      <UniqueIdentifier>{4FC737F1-C7A5-4376-A066-2A32D752A2FF}</UniqueIdentifier>
+      <Extensions>cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx</Extensions>
+    </Filter>
+    <Filter Include="头文件">
+      <UniqueIdentifier>{93995380-89BD-4b04-88EB-625FBE52EBFB}</UniqueIdentifier>
+      <Extensions>h;hh;hpp;hxx;hm;inl;inc;ipp;xsd</Extensions>
+    </Filter>
+    <Filter Include="资源文件">
+      <UniqueIdentifier>{67DA6AB6-F800-4c08-8B7A-83BB121AAD01}</UniqueIdentifier>
+      <Extensions>rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms</Extensions>
+    </Filter>
+  </ItemGroup>
+  <ItemGroup>
+    <ClInclude Include="stdafx.h">
+      <Filter>头文件</Filter>
+    </ClInclude>
+    <ClInclude Include="targetver.h">
+      <Filter>头文件</Filter>
+    </ClInclude>
+    <ClInclude Include="vnctpmd.h">
+      <Filter>头文件</Filter>
+    </ClInclude>
+    <ClInclude Include="..\..\include\ctp\ThostFtdcMdApi.h">
+      <Filter>头文件</Filter>
+    </ClInclude>
+    <ClInclude Include="..\..\include\ctp\ThostFtdcTraderApi.h">
+      <Filter>头文件</Filter>
+    </ClInclude>
+    <ClInclude Include="..\..\include\ctp\ThostFtdcUserApiDataType.h">
+      <Filter>头文件</Filter>
+    </ClInclude>
+    <ClInclude Include="..\..\include\ctp\ThostFtdcUserApiStruct.h">
+      <Filter>头文件</Filter>
+    </ClInclude>
+    <ClInclude Include="..\vnctp.h">
+      <Filter>头文件</Filter>
+    </ClInclude>
+  </ItemGroup>
+  <ItemGroup>
+    <ClCompile Include="stdafx.cpp">
+      <Filter>源文件</Filter>
+    </ClCompile>
+    <ClCompile Include="vnctpmd.cpp">
+      <Filter>源文件</Filter>
+    </ClCompile>
+    <ClCompile Include="dllmain.cpp">
+      <Filter>源文件</Filter>
+    </ClCompile>
+  </ItemGroup>
+</Project>

ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj.user

@@ -0,0 +1,4 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <PropertyGroup />
+</Project>

ctpbee_api/ctp/vnctp/vnctptd/dllmain.cpp

@@ -0,0 +1,19 @@
+// dllmain.cpp : 定义 DLL 应用程序的入口点。
+#include "stdafx.h"
+
+BOOL APIENTRY DllMain( HMODULE hModule,
+                       DWORD  ul_reason_for_call,
+                       LPVOID lpReserved
+                     )
+{
+    switch (ul_reason_for_call)
+    {
+    case DLL_PROCESS_ATTACH:
+    case DLL_THREAD_ATTACH:
+    case DLL_THREAD_DETACH:
+    case DLL_PROCESS_DETACH:
+        break;
+    }
+    return TRUE;
+}
+

ctpbee_api/ctp/vnctp/vnctptd/stdafx.cpp

@@ -0,0 +1 @@
+#include "stdafx.h"

ctpbee_api/ctp/vnctp/vnctptd/stdafx.h

@@ -0,0 +1,16 @@
+// stdafx.h: 标准系统包含文件的包含文件，
+// 或是经常使用但不常更改的
+// 项目特定的包含文件
+//
+
+#pragma once
+
+#include "targetver.h"
+
+#define WIN32_LEAN_AND_MEAN             // 从 Windows 头文件中排除极少使用的内容
+// Windows 头文件
+#include <windows.h>
+
+
+
+// 在此处引用程序需要的其他标头

ctpbee_api/ctp/vnctp/vnctptd/targetver.h

@@ -0,0 +1,8 @@
+#pragma once
+
+// 包括 SDKDDKVer.h 将定义可用的最高版本的 Windows 平台。
+
+// 如果要为以前的 Windows 平台生成应用程序，请包括 WinSDKVer.h，并
+// 将 _WIN32_WINNT 宏设置为要支持的平台，然后再包括 SDKDDKVer.h。
+
+#include <SDKDDKVer.h>