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与原库同步 #1

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merged 34 commits into from
Sep 19, 2013
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03d53aa
新加查询持仓明细接口
wukan1986 Dec 12, 2012
32b7487
新添标准事件接口,实现Matlab调用
wukan1986 Dec 12, 2012
2f6e7fc
Matlab对接C#版示例
wukan1986 Dec 12, 2012
43e0679
修改推模式下CPU占用率极高的Bug
wukan1986 Dec 12, 2012
b933e75
替换C版接口,修正CPU占用率高的Bug
wukan1986 Dec 12, 2012
999e6ac
更新API为20120530版,修改查询保证金率的Bug
wukan1986 Dec 18, 2012
caf5fff
更新API为20120530版,修正查询保证金率接口
wukan1986 Dec 18, 2012
ffa7f2f
新添配置文件
wukan1986 Dec 18, 2012
f3299f6
API更新
wukan1986 Dec 18, 2012
f376526
提交
wukan1986 Dec 18, 2012
93c4b85
修改编译选项,改正不能在XP下运行的Bug
wukan1986 Dec 28, 2012
836ffa4
支持订阅交易所状态
wukan1986 Jan 23, 2013
6eff38b
支持订阅交易所状态
wukan1986 Jan 23, 2013
5220021
加入错误号的枚举类型
wukan1986 Jan 23, 2013
f01ec6a
Java版接口
wukan1986 Feb 4, 2013
a009190
Java版接口说明
wukan1986 Feb 4, 2013
87eded8
Java版
wukan1986 Feb 4, 2013
0655711
修正断线重连问题
wukan1986 Feb 18, 2013
35c16e3
底层消息队列处理加速
wukan1986 Mar 25, 2013
ee9466c
udp支持
wukan1986 Mar 28, 2013
eaf7de4
udp支持修正,以及最高优先级线程
wukan1986 Mar 28, 2013
73b5f74
API更新为20130402版
wukan1986 Apr 10, 2013
53257d7
双队列单线程
wukan1986 Apr 11, 2013
d80967f
更新Matlab版
wukan1986 Apr 12, 2013
e93f8c1
示例修改
wukan1986 Apr 16, 2013
164e221
格式修改
wukan1986 Apr 16, 2013
1f3fb1d
断线示例
wukan1986 Apr 16, 2013
4c963de
Update TraderApiWrapper.cs
edisonhyc Apr 26, 2013
2b708ba
Merge pull request #3 from edisonhyc/master
wukan1986 Apr 26, 2013
a287052
支持FAK和FOK
wukan1986 May 10, 2013
0b1f51a
区分NET3.5和4.0版
wukan1986 May 14, 2013
d97e4c1
与证券统一行情订阅接口
wukan1986 Jul 22, 2013
bb751e0
修正特殊情况下销毁对象当掉的Bug
wukan1986 Sep 17, 2013
b6423d2
readme更新
wukan1986 Sep 18, 2013
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Binary file modified C-CTP/bin/QuantBox.C2CTP.dll
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Binary file modified C-CTP/bin/QuantBox.C2CTP.lib
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Binary file modified C-CTP/bin/thostmduserapi.dll
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Binary file modified C-CTP/bin/thosttraderapi.dll
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1,120 changes: 594 additions & 526 deletions C-CTP/src/QuantBox.C2CTP/CTPMsgQueue.cpp

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564 changes: 296 additions & 268 deletions C-CTP/src/QuantBox.C2CTP/CTPMsgQueue.h

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637 changes: 320 additions & 317 deletions C-CTP/src/QuantBox.C2CTP/MdUserApi.cpp

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130 changes: 66 additions & 64 deletions C-CTP/src/QuantBox.C2CTP/MdUserApi.h
Original file line number Diff line number Diff line change
@@ -1,64 +1,66 @@
#pragma once

#include "QuantBox.C2CTP.h"
#include "include\CTP\ThostFtdcMdApi.h"

#include <set>
#include <string>

using namespace std;

class CCTPMsgQueue;

class CMdUserApi :
public CThostFtdcMdSpi
{
public:
CMdUserApi(void);
virtual ~CMdUserApi(void);

void RegisterMsgQueue(CCTPMsgQueue* pMsgQueue);

void Connect(const string& szPath,
const string& szAddresses,
const string& szBrokerId,
const string& szInvestorId,
const string& szPassword);
void Disconnect();

void Subscribe(const string& szInstrumentIDs);
void Unsubscribe(const string& szInstrumentIDs);

private:
//��������
void Subscribe(const set<string>& instrumentIDs);
//��¼����
void ReqUserLogin();

virtual void OnFrontConnected();
virtual void OnFrontDisconnected(int nReason);
virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, 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 OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData);

//����Ƿ����
bool IsErrorRspInfo(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);//��������Ϣ�͵���Ϣ����
bool IsErrorRspInfo(CThostFtdcRspInfoField *pRspInfo);//���ͳ�����Ϣ

private:
ConnectionStatus m_status; //����״̬
int m_nRequestID; //����ID��ÿ������ǰ����

set<string> m_setInstrumentIDs; //���ڶ��ĵĺ�Լ
CThostFtdcMdApi* m_pApi; //����API
CCTPMsgQueue* m_msgQueue; //��Ϣ����ָ��

string m_szPath; //���������ļ���·��
set<string> m_arrAddresses; //��������ַ
string m_szBrokerId; //����ID
string m_szInvestorId; //Ͷ����ID
string m_szPassword; //����
};

#pragma once

#include "QuantBox.C2CTP.h"
#include "include\CTP\ThostFtdcMdApi.h"

#include <set>
#include <string>

using namespace std;

class CCTPMsgQueue;

class CMdUserApi :
public CThostFtdcMdSpi
{
public:
CMdUserApi(void);
virtual ~CMdUserApi(void);

void RegisterMsgQueue(CCTPMsgQueue* pMsgQueue);

void Connect(const string& szPath,
const string& szAddresses,
const string& szBrokerId,
const string& szInvestorId,
const string& szPassword);
void Disconnect();

void Subscribe(const string& szInstrumentIDs);
void Unsubscribe(const string& szInstrumentIDs);

private:
//��������
void Subscribe(const set<string>& instrumentIDs);
//��¼����
void ReqUserLogin();

virtual void OnFrontConnected();
virtual void OnFrontDisconnected(int nReason);
virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, 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 OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData);

//����Ƿ����
bool IsErrorRspInfo(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);//��������Ϣ�͵���Ϣ����
bool IsErrorRspInfo(CThostFtdcRspInfoField *pRspInfo);//���ͳ�����Ϣ

private:
CRITICAL_SECTION m_csMapInstrumentIDs;

ConnectionStatus m_status; //����״̬
int m_nRequestID; //����ID��ÿ������ǰ����

set<string> m_setInstrumentIDs; //���ڶ��ĵĺ�Լ
CThostFtdcMdApi* m_pApi; //����API
CCTPMsgQueue* m_msgQueue; //��Ϣ����ָ��

string m_szPath; //���������ļ���·��
set<string> m_arrAddresses; //��������ַ
string m_szBrokerId; //����ID
string m_szInvestorId; //Ͷ����ID
string m_szPassword; //����
};

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