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xpi3
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XAPI2
/
example
/
cpp
/
XTP
/
example_xtp.cpp
XAPI2
/
example
/
cpp
/
XTP
/
example_xtp.cpp
example_xtp.cpp 9.24 KB
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Muggle Wei 提交于 2018年08月24日 15:25 +08:00 . compiled success in linux
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#if defined WINDOWS || _WIN32
#include <Windows.h>
#else
#include <unistd.h>
#endif
#include <stdio.h>
#include <time.h>
#include <string.h>
#include <iostream>
#include <string>
#include "../../../include/XApiCpp.h"
static const char *szExchange_SH = "SSE";
static const char *szExchange_SZ = "SZSE";
class CXSpiImpl : public CXSpi
{
public:
CXSpiImpl()
: CXSpi()
{
client_id_ = 1;
}
virtual void OnRtnError(CXApi* pApi, ErrorField* pError)
{
std::cout << "OnRtnError: "
<< pError->Source << ", "
<< pError->RawErrorID << ", "
<< pError->Text << std::endl;
}
virtual void OnConnectionStatus(CXApi* pApi, ConnectionStatus status, RspUserLoginField* pUserLogin, int size1)
{
std::cout << "connection status: " << status << std::endl;
if (status == ConnectionStatus::ConnectionStatus_Done)
{
if ((pApi->GetApiTypes() & ApiType::ApiType_MarketData) == ApiType::ApiType_MarketData)
{
on_quote_ready(pApi);
}
else if ((pApi->GetApiTypes() & ApiType::ApiType_Trade) == ApiType::ApiType_Trade)
{
on_trade_ready(pApi);
}
}
}
virtual void OnRtnDepthMarketDataN(CXApi* pApi, DepthMarketDataNField* pMarketData)
{
std::cout << "{"
<< "'msg': 'OnRtnDepthMarketDataN', "
<< "'exchangeID': '" << pMarketData->ExchangeID << "', "
<< "'exchangeEnum': " << pMarketData->Exchange << ", "
<< "'symbol': '" << pMarketData->Symbol << "', "
<< "'last_price': " << pMarketData->LastPrice << ", "
<< "'volume': " << pMarketData->Volume << ", "
<< "'turnover': " << pMarketData->Turnover << ", "
<< "'avg_price': " << pMarketData->AveragePrice << ", "
<< "'open_price': " << pMarketData->OpenPrice << ", "
<< "'close_price': " << pMarketData->ClosePrice << ", "
<< "'high_price': " << pMarketData->HighestPrice << ", "
<< "'low_price': " << pMarketData->LowestPrice << ", "
<< "'upper_limit_price': " << pMarketData->UpperLimitPrice << ", "
<< "'lower_limit_price': " << pMarketData->LowerLimitPrice << ", "
<< "'pre_close_price': " << pMarketData->PreClosePrice << ", "
<< "'pre_settle_price': " << pMarketData->PreSettlementPrice << ", ";
int size = sizeof(DepthField);
char* pBid = ((char*)pMarketData) + sizeof(DepthMarketDataNField);
int AskCount = (pMarketData->Size - sizeof(DepthMarketDataNField)) / size - pMarketData->BidCount;
char* pAsk = ((char*)pMarketData) + sizeof(DepthMarketDataNField) + pMarketData->BidCount*size;
std::cout << "'bids': [";
for (int i = 0; i < pMarketData->BidCount; i++)
{
DepthField* pDF = (DepthField*)(pBid + i * size);
std::cout << "[" << pDF->Price << ", " << pDF->Size << "]";
if (i != pMarketData->BidCount - 1)
{
std::cout << ", ";
}
}
std::cout << "], ";
std::cout << "'asks': [";
for (int i = 0; i < pMarketData->BidCount; i++)
{
DepthField* pDF = (DepthField*)(pAsk + i * size);
std::cout << "[" << pDF->Price << ", " << pDF->Size << "]";
if (i != pMarketData->BidCount - 1)
{
std::cout << ", ";
}
}
std::cout << "]";
std::cout << "}" << std::endl;
}
virtual void OnRspQryTradingAccount(CXApi* pApi, AccountField* pAccount, int size1, bool bIsLast)
{
print_account(pAccount);
}
virtual void OnRspQryInvestorPosition(CXApi* pApi, PositionField* pPosition, int size1, bool bIsLast)
{
print_position(pPosition);
}
virtual void OnRspQryOrder(CXApi* pApi, OrderField* pOrder, int size1, bool bIsLast)
{
print_order(pOrder);
}
virtual void OnRspQryTrade(CXApi* pApi, TradeField* pTrade, int size1, bool bIsLast)
{
print_trade(pTrade);
}
virtual void OnRtnOrder(CXApi* pApi, OrderField* pOrder)
{
print_order(pOrder);
}
virtual void OnRtnTrade(CXApi* pApi, TradeField* pTrade)
{
print_trade(pTrade);
}
private:
void on_quote_ready(CXApi* pApi)
{
std::cout << "XTP Quote Api Ready" << std::endl;
char *symbols[] = {
"600090",
"600887",
};
int count = sizeof(symbols) / sizeof(char*) - 1;
std::string buf = "";
for (int i = 0; i < count; i++)
{
buf.append(symbols[i]);
if (i != count - 1)
{
buf.append(";");
}
}
pApi->Subscribe(buf.c_str(), szExchange_SH);
}
void on_trade_ready(CXApi* pApi)
{
std::cout << "XTP Trade Api Ready" << std::endl;
// query trading account
ReqQueryField query_account = { 0 };
pApi->ReqQuery(QueryType::QueryType_ReqQryTradingAccount, &query_account);
// query position
ReqQueryField query_position = { 0 };
pApi->ReqQuery(QueryType::QueryType_ReqQryInvestorPosition, &query_position);
// query orders
ReqQueryField query_order = { 0 };
query_order.DateStart = 20180101;
query_order.DateEnd = 20191231;
pApi->ReqQuery(QueryType::QueryType_ReqQryOrder, &query_order);
// query trades
ReqQueryField query_trade = { 0 };
query_trade.DateStart = 20180101;
query_trade.DateEnd = 20191231;
pApi->ReqQuery(QueryType::QueryType_ReqQryTrade, &query_trade);
// // insert order
// OrderField order = { 0 };
// strcpy(order.ExchangeID, szExchange_SH);
// strcpy(order.Symbol, "600090");
// order.Price = 5.5;
// order.Qty = 200;
// order.Type = OrderType::OrderType_Limit;
// order.Side = OrderSide::OrderSide_Buy;
// pApi->SendOrder(&order, 1, nullptr);
}
void print_order(OrderField* pOrder)
{
if (pOrder == nullptr)
{
return;
}
std::cout << "{"
<< "'msg': 'order', "
<< "'order_id': '" << pOrder->ID << "', "
<< "'local_id': '" << pOrder->LocalID << "', "
<< "'order_id': '" << pOrder->OrderID << "', "
<< "'exchange': '" << pOrder->ExchangeID << "', "
<< "'symbol': '" << pOrder->Symbol << "', "
<< "'price': '" << pOrder->Price << ", "
<< "'vol': " << pOrder->Qty << ", "
<< "'dir': " << pOrder->Side << ", "
<< "'open_close': " << pOrder->OpenClose << ", "
<< "'status': " << pOrder->Status << ", "
<< "'type': " << pOrder->Type << ", "
<< "'traded': " << pOrder->CumQty << ", "
<< "'left': " << pOrder->LeavesQty
<< "}" << std::endl;
}
void print_trade(TradeField* pTrade)
{
if (pTrade == nullptr)
{
return;
}
std::cout << "{"
<< "'msg': 'trade', "
<< "'order_id': '" << pTrade->ID << "', "
<< "'trade_id': '" << pTrade->TradeID << "', "
<< "'exchange': '" << pTrade->ExchangeID << "', "
<< "'symbol': '" << pTrade->Symbol << "', "
<< "'price': '" << pTrade->Price << ", "
<< "'vol': " << pTrade->Qty << ", "
<< "'dir': " << pTrade->Side << ", "
<< "'open_close': " << pTrade->OpenClose
<< "}" << std::endl;
}
void print_account(AccountField* pAccount)
{
if (pAccount == nullptr)
{
return;
}
std::cout << "{"
<< "'msg': 'account', "
<< "'balance': " << pAccount->Balance << ", "
<< "'available': " << pAccount->Available << ", "
<< "'withdraw_quota': " << pAccount->WithdrawQuota
<< "}" << std::endl;
}
void print_position(PositionField* position)
{
if (position == nullptr)
{
return;
}
std::cout << "{"
<< "'msg': 'position', "
<< "'exchange': '" << position->ExchangeID << "', "
<< "'symbol': '" << position->Symbol << "', "
<< "'dir': '" << position->Side << ", "
<< "'position': " << position->Position << ", "
<< "'sellable': " << position->Position - position->TodayPosition << ", "
<< "'avg_price': " << position->PositionCost
<< "}" << std::endl;
}
public:
int client_id_;
};
int main(int argc, char *argv[])
{
CXSpiImpl* p = new CXSpiImpl();
#if _WIN32
#if _WIN64
char shared_lib_quote[250] = "XTP_Quote_x64.dll";
char shared_lib_trade[250] = "XTP_Trade_x64.dll";
#else
char shared_lib_quote[250] = "XTP_Quote_x86.dll";
char shared_lib_trade[250] = "XTP_Trade_x86.dll";
#endif
#else
char shared_lib_quote[1024] = "libXTP_Quote.so";
char shared_lib_trade[1024] = "libXTP_Trade.so";
// char dir_path[512] = {0};
// char shared_lib_quote[1024] = {0};
// char shared_lib_trade[1024] = {0};
// if (getcwd(dir_path, sizeof(dir_path)) == NULL)
// {
// return 1;
// }
// snprintf(shared_lib_quote, "%s/%s", dir_path, "libXTP_Quote.so");
// snprintf(shared_lib_trade, "%s/%s", dir_path, "libXTP_Trade.so");
#endif
ServerInfoField quote_server_info = { 0 };
ServerInfoField trade_server_info = { 0 };
UserInfoField user_info = { 0 };
strcpy(quote_server_info.Address, "120.27.164.138");
quote_server_info.IsUsingUdp = false;
quote_server_info.Port = 6002;
strcpy(trade_server_info.Address, "120.27.164.69");
trade_server_info.Port = 6001;
// 注意,这里要填入用户名,密码和key
strcpy(user_info.UserID, "userid"); // 用户名
strcpy(user_info.Password, "password"); // 密码
user_info.ExtInfoInt32 = p->client_id_; // 自定义 client_id
strcpy(user_info.ExtInfoChar64, "xxxxxxxx"); // key
CXApi* p_api_quote = CXApi::CreateApi(shared_lib_quote);
CXApi* p_api_trade = CXApi::CreateApi(shared_lib_trade);
if (!p_api_quote->Init())
{
printf("%s\r\n", p_api_quote->GetLastError());
p_api_quote->Disconnect();
return 1;
}
if (!p_api_trade->Init())
{
printf("%s\r\n", p_api_trade->GetLastError());
p_api_trade->Disconnect();
return 1;
}
p_api_quote->RegisterSpi(p);
p_api_quote->Connect("./", &quote_server_info, &user_info, 0);
printf("Quote已经执行完Connect\n");
p_api_trade->RegisterSpi(p);
p_api_trade->Connect("./", &trade_server_info, &user_info, 0);
printf("Trade已经执行完Connect\n");
getchar();
p_api_quote->Disconnect();
printf("Quote已经执行完Disconnect");
p_api_trade->Disconnect();
printf("Trade已经执行完Disconnect");
return 0;
}
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