ctpbee-opt-api 0.1.0__cp312-cp312-win_amd64.whl

ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.h

@@ -0,0 +1,203 @@
+//??
+#ifdef WIN32
+#include "stdafx.h"
+#endif
+
+#include "vnctp_mini.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???????????????
+///-------------------------------------------------------------------------------------
+
+//API???????
+class MdApi : public CThostFtdcMdSpi
+{
+private:
+	CThostFtdcMdApi* api;				//API????
+	thread task_thread;					//????????????python???????????
+	TaskQueue task_queue;			    //???????
+	bool active = false;				//??????
+
+public:
+	MdApi()
+	{
+	};
+
+	~MdApi()
+	{
+		if (this->active)
+		{
+			this->exit();
+		}
+	};
+
+	//-------------------------------------------------------------------------------------
+	//API???????
+	//-------------------------------------------------------------------------------------
+
+	virtual void OnFrontConnected();
+
+	///??????????????????????????÷????????á???????????????API???????????????????????????
+	///@param nReason ???????
+	///        0x1001 ????????
+	///        0x1002 ????д???
+	///        0x2001 ???????????
+	///        0x2002 ???????????
+	///        0x2003 ?????????
+	virtual void OnFrontDisconnected(int nReason);
+
+	///??????????档???????δ???????????÷????????á?
+	///@param nTimeLapse ??????ν??????????
+	virtual void OnHeartBeatWarning(int nTimeLapse);
+
+	///??????????
+	virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
+
+	///??????????
+	virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///???????
+	virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///???????????
+	virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///??????????????
+	virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///??????????
+	virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///?????????????
+	virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///?????????
+	virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) ;
+
+	///??????
+	virtual void OnRtnMBLMarketData(CThostFtdcMBLMarketDataField *pMBLMarketData) ;
+
+	///?????
+	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??????????????????
+	//error?????????????????
+	//id??????id
+	//last??????????
+	//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/vnctp_mini/vnctp_minimd/vnctp_minimd.vcxproj

@@ -0,0 +1,183 @@
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ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.vcxproj.filters

@@ -0,0 +1,54 @@
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ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.vcxproj.user

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