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

ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.cpp

@@ -0,0 +1,953 @@
+// vnctpmd.cpp : ���� DLL Ӧ�ó���ĵ���������
+//
+
+#include "vnctpmd.h"
+
+
+///-------------------------------------------------------------------------------------
+///C++�Ļص����������ݱ��浽������
+///-------------------------------------------------------------------------------------
+
+void MdApi::OnFrontConnected()
+{
+	Task task = Task();
+	task.task_name = ONFRONTCONNECTED;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnFrontDisconnected(int nReason)
+{
+	Task task = Task();
+	task.task_name = ONFRONTDISCONNECTED;
+	task.task_id = nReason;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnHeartBeatWarning(int nTimeLapse)
+{
+	Task task = Task();
+	task.task_name = ONHEARTBEATWARNING;
+	task.task_id = nTimeLapse;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
+{
+	Task task = Task();
+	task.task_name = ONRSPUSERLOGIN;
+	if (pRspUserLogin)
+	{
+		CThostFtdcRspUserLoginField *task_data = new CThostFtdcRspUserLoginField();
+		*task_data = *pRspUserLogin;
+		task.task_data = task_data;
+	}
+	if (pRspInfo)
+	{
+		CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
+		*task_error = *pRspInfo;
+		task.task_error = task_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
+{
+	Task task = Task();
+	task.task_name = ONRSPUSERLOGOUT;
+	if (pUserLogout)
+	{
+		CThostFtdcUserLogoutField *task_data = new CThostFtdcUserLogoutField();
+		*task_data = *pUserLogout;
+		task.task_data = task_data;
+	}
+	if (pRspInfo)
+	{
+		CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
+		*task_error = *pRspInfo;
+		task.task_error = task_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRspQryMulticastInstrument(CThostFtdcMulticastInstrumentField *pMulticastInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
+{
+	Task task = Task();
+	task.task_name = ONRSPQRYMULTICASTINSTRUMENT;
+	if (pMulticastInstrument)
+	{
+		CThostFtdcMulticastInstrumentField *task_data = new CThostFtdcMulticastInstrumentField();
+		*task_data = *pMulticastInstrument;
+		task.task_data = task_data;
+	}
+	if (pRspInfo)
+	{
+		CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
+		*task_error = *pRspInfo;
+		task.task_error = task_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
+{
+	Task task = Task();
+	task.task_name = ONRSPERROR;
+	if (pRspInfo)
+	{
+		CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
+		*task_error = *pRspInfo;
+		task.task_error = task_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
+{
+	Task task = Task();
+	task.task_name = ONRSPSUBMARKETDATA;
+	if (pSpecificInstrument)
+	{
+		CThostFtdcSpecificInstrumentField *task_data = new CThostFtdcSpecificInstrumentField();
+		*task_data = *pSpecificInstrument;
+		task.task_data = task_data;
+	}
+	if (pRspInfo)
+	{
+		CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
+		*task_error = *pRspInfo;
+		task.task_error = task_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
+{
+	Task task = Task();
+	task.task_name = ONRSPUNSUBMARKETDATA;
+	if (pSpecificInstrument)
+	{
+		CThostFtdcSpecificInstrumentField *task_data = new CThostFtdcSpecificInstrumentField();
+		*task_data = *pSpecificInstrument;
+		task.task_data = task_data;
+	}
+	if (pRspInfo)
+	{
+		CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
+		*task_error = *pRspInfo;
+		task.task_error = task_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
+{
+	Task task = Task();
+	task.task_name = ONRSPSUBFORQUOTERSP;
+	if (pSpecificInstrument)
+	{
+		CThostFtdcSpecificInstrumentField *task_data = new CThostFtdcSpecificInstrumentField();
+		*task_data = *pSpecificInstrument;
+		task.task_data = task_data;
+	}
+	if (pRspInfo)
+	{
+		CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
+		*task_error = *pRspInfo;
+		task.task_error = task_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
+{
+	Task task = Task();
+	task.task_name = ONRSPUNSUBFORQUOTERSP;
+	if (pSpecificInstrument)
+	{
+		CThostFtdcSpecificInstrumentField *task_data = new CThostFtdcSpecificInstrumentField();
+		*task_data = *pSpecificInstrument;
+		task.task_data = task_data;
+	}
+	if (pRspInfo)
+	{
+		CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
+		*task_error = *pRspInfo;
+		task.task_error = task_error;
+	}
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData)
+{
+	Task task = Task();
+	task.task_name = ONRTNDEPTHMARKETDATA;
+	if (pDepthMarketData)
+	{
+		CThostFtdcDepthMarketDataField *task_data = new CThostFtdcDepthMarketDataField();
+		*task_data = *pDepthMarketData;
+		task.task_data = task_data;
+	}
+	this->task_queue.push(task);
+};
+
+void MdApi::OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp)
+{
+	Task task = Task();
+	task.task_name = ONRTNFORQUOTERSP;
+	if (pForQuoteRsp)
+	{
+		CThostFtdcForQuoteRspField *task_data = new CThostFtdcForQuoteRspField();
+		*task_data = *pForQuoteRsp;
+		task.task_data = task_data;
+	}
+	this->task_queue.push(task);
+};
+
+///-------------------------------------------------------------------------------------
+///�����̴߳Ӷ�����ȡ�����ݣ�ת��Ϊpython����󣬽�������
+///-------------------------------------------------------------------------------------
+
+void MdApi::processTask()
+{
+    try
+    {
+        while (this->active)
+        {
+            Task task = this->task_queue.pop();
+            
+            switch (task.task_name)
+            {
+			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;
+			}
+            };
+        }
+    }
+    catch (const TerminatedError&)
+    {
+    }
+};
+
+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);
+		data["SysVersion"] = toUtf(task_data->SysVersion);
+		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["reserve1"] = toUtf(task_data->reserve1);
+		data["InstrumentNo"] = task_data->InstrumentNo;
+		data["CodePrice"] = task_data->CodePrice;
+		data["VolumeMultiple"] = task_data->VolumeMultiple;
+		data["PriceTick"] = task_data->PriceTick;
+		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->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["reserve1"] = toUtf(task_data->reserve1);
+		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["reserve1"] = toUtf(task_data->reserve1);
+		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["reserve1"] = toUtf(task_data->reserve1);
+		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["reserve1"] = toUtf(task_data->reserve1);
+		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["reserve1"] = toUtf(task_data->reserve1);
+		data["ExchangeID"] = toUtf(task_data->ExchangeID);
+		data["reserve2"] = toUtf(task_data->reserve2);
+		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);
+		data["InstrumentID"] = toUtf(task_data->InstrumentID);
+		data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
+		data["BandingUpperPrice"] = task_data->BandingUpperPrice;
+		data["BandingLowerPrice"] = task_data->BandingLowerPrice;
+		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["reserve1"] = toUtf(task_data->reserve1);
+		data["ForQuoteSysID"] = toUtf(task_data->ForQuoteSysID);
+		data["ForQuoteTime"] = toUtf(task_data->ForQuoteTime);
+		data["ActionDay"] = toUtf(task_data->ActionDay);
+		data["ExchangeID"] = toUtf(task_data->ExchangeID);
+		data["InstrumentID"] = toUtf(task_data->InstrumentID);
+		delete task_data;
+	}
+	this->onRtnForQuoteRsp(data);
+};
+
+///-------------------------------------------------------------------------------------
+///��������
+///-------------------------------------------------------------------------------------
+
+void MdApi::createFtdcMdApi(string pszFlowPath)
+{
+	this->api = CThostFtdcMdApi::CreateFtdcMdApi(pszFlowPath.c_str());
+	this->api->RegisterSpi(this);
+};
+
+void MdApi::release()
+{
+	this->api->Release();
+};
+
+void MdApi::init()
+{
+	this->active = true;
+	this->task_thread = thread(&MdApi::processTask, this);
+
+	this->api->Init();
+};
+
+int MdApi::join()
+{
+	int i = this->api->Join();
+	return i;
+};
+
+int MdApi::exit()
+{
+	this->active = false;
+    this->task_queue.terminate();
+    this->task_thread.join();
+
+	this->api->RegisterSpi(NULL);
+	this->api->Release();
+	this->api = NULL;
+	return 1;
+};
+
+string MdApi::getTradingDay()
+{
+	string day = this->api->GetTradingDay();
+	return day;
+};
+
+string MdApi::getApiVersion()
+{
+	string version = this->api->GetApiVersion();
+	return version;
+};
+
+void MdApi::registerFront(string pszFrontAddress)
+{
+	this->api->RegisterFront((char*)pszFrontAddress.c_str());
+};
+
+void MdApi::registerNameServer(string pszNsAddress)
+{
+	this->api->RegisterNameServer((char*)pszNsAddress.c_str());
+};
+
+void MdApi::registerFensUserInfo(const dict &req)
+{
+	CThostFtdcFensUserInfoField myreq = CThostFtdcFensUserInfoField();
+	memset(&myreq, 0, sizeof(myreq));
+	getString(req, "BrokerID", myreq.BrokerID);
+	getString(req, "UserID", myreq.UserID);
+	getChar(req, "LoginMode", &myreq.LoginMode);
+	this->api->RegisterFensUserInfo(&myreq);
+};
+
+int MdApi::subscribeMarketData(string instrumentID)
+{
+	char* buffer = (char*) instrumentID.c_str();
+	char* myreq[1] = { buffer };
+	int i = this->api->SubscribeMarketData(myreq, 1);
+	return i;
+};
+
+int MdApi::unSubscribeMarketData(string instrumentID)
+{
+	char* buffer = (char*)instrumentID.c_str();
+	char* myreq[1] = { buffer };
+	int i = this->api->UnSubscribeMarketData(myreq, 1);
+	return i;
+};
+
+int MdApi::subscribeForQuoteRsp(string instrumentID)
+{
+	char* buffer = (char*)instrumentID.c_str();
+	char* myreq[1] = { buffer };
+	int i = this->api->SubscribeForQuoteRsp(myreq, 1);
+	return i;
+};
+
+int MdApi::unSubscribeForQuoteRsp(string instrumentID)
+{
+	char* buffer = (char*)instrumentID.c_str();
+	char* myreq[1] = { buffer };
+	int i = this->api->UnSubscribeForQuoteRsp(myreq, 1);
+	return i;
+};
+
+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, "reserve1", myreq.reserve1);
+	getString(req, "LoginRemark", myreq.LoginRemark);
+	getInt(req, "ClientIPPort", &myreq.ClientIPPort);
+	getString(req, "ClientIPAddress", myreq.ClientIPAddress);
+	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, "reserve1", myreq.reserve1);
+	getString(req, "InstrumentID", myreq.InstrumentID);
+	int i = this->api->ReqQryMulticastInstrument(&myreq, reqid);
+	return i;
+};
+
+///-------------------------------------------------------------------------------------
+///Boost.Python��װ
+///-------------------------------------------------------------------------------------
+
+class PyMdApi: public MdApi
+{
+public:
+	using MdApi::MdApi;
+
+	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;
+		}
+	};
+};
+
+
+PYBIND11_MODULE(vnctpmd, m)
+{
+	class_<MdApi, PyMdApi> mdapi(m, "MdApi", module_local());
+	mdapi
+		.def(init<>())
+		.def("createFtdcMdApi", &MdApi::createFtdcMdApi)
+		.def("release", &MdApi::release)
+		.def("init", &MdApi::init)
+		.def("join", &MdApi::join)
+		.def("exit", &MdApi::exit)
+		.def("getTradingDay", &MdApi::getTradingDay)
+		.def("registerFront", &MdApi::registerFront)
+		.def("registerNameServer", &MdApi::registerNameServer)
+		.def("registerFensUserInfo", &MdApi::registerFensUserInfo)
+		.def("subscribeMarketData", &MdApi::subscribeMarketData)
+		.def("unSubscribeMarketData", &MdApi::unSubscribeMarketData)
+		.def("subscribeForQuoteRsp", &MdApi::subscribeForQuoteRsp)
+		.def("unSubscribeForQuoteRsp", &MdApi::unSubscribeForQuoteRsp)
+		.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)
+		;
+}