{

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);

}

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);

}

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;

}

int client_id_;

{

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;