修改了组合开平标志的问题

joychin · Jun 21, 2017 · fcb24c7 · fcb24c7
1 parent 901395f
commit fcb24c7
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Showing 29 changed files with 31,663 additions and 15 deletions.
diff --git a/.gitignore b/.gitignore
@@ -0,0 +1,5 @@
+################################################################################
+# 此 .gitignore 文件已由 Microsoft(R) Visual Studio 自动创建。
+################################################################################
+
+/x64/Debug/SA
diff --git a/.vs/CTPDotNetWrapper/v14/.suo b/.vs/CTPDotNetWrapper/v14/.suo
diff --git a/CTP/CTPDotNetWrapper.vcxproj b/CTP/CTPDotNetWrapper.vcxproj
@@ -71,12 +71,12 @@
   <PropertyGroup Label="UserMacros" />
   <PropertyGroup>
     <_ProjectFileVersion>10.0.30319.1</_ProjectFileVersion>
-    <OutDir Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">$(SolutionDir)$(Configuration)\SA\</OutDir>
-    <IntDir Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">$(Configuration)\SA\</IntDir>
+    <OutDir Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">$(SolutionDir)$(Configuration)\SA_X86\</OutDir>
+    <IntDir Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">$(Configuration)\SA_X86\</IntDir>
     <LinkIncremental Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">true</LinkIncremental>
     <LinkIncremental Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">true</LinkIncremental>
-    <OutDir Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">$(SolutionDir)$(Configuration)\SA\</OutDir>
-    <IntDir Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">$(Configuration)\SA\</IntDir>
+    <OutDir Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">$(SolutionDir)$(Configuration)\SA_X86\</OutDir>
+    <IntDir Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">$(Configuration)\SA_X86\</IntDir>
     <LinkIncremental Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">false</LinkIncremental>
     <LinkIncremental Condition="'$(Configuration)|$(Platform)'=='Release|x64'">false</LinkIncremental>
     <CodeAnalysisRuleSet Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">AllRules.ruleset</CodeAnalysisRuleSet>

diff --git a/CTP/CTPDotNetWrapper.vcxproj.user b/CTP/CTPDotNetWrapper.vcxproj.user
@@ -0,0 +1,4 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <PropertyGroup />
+</Project>
diff --git a/CTP/Struct.h b/CTP/Struct.h
@@ -9730,14 +9730,17 @@ namespace CTP
 		/// 买卖方向
 		/// </summary>
 		EnumDirectionType Direction;
+
 		/// <summary>
 		/// 组合开平标志
-		/// </summary>
-		EnumOffsetFlagType CombOffsetFlag;
+		/// </summary>		
+		[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 5)]
+		String^ CombOffsetFlag;
 		/// <summary>
 		/// 组合投机套保标志
 		/// </summary>
-		EnumHedgeFlagType CombHedgeFlag;
+		[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 5)]
+		String^ CombHedgeFlag;
 		/// <summary>
 		/// 价格
 		/// </summary>
@@ -9875,8 +9878,9 @@ namespace CTP
 		/// <summary>
 		/// 组合开平标志
 		/// </summary>
-		EnumOffsetFlagType CombOffsetFlag;
-		/// <summary>
+		[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 5)]
+		String^ CombOffsetFlag;
+		/*/// <summary>
 		/// 组合开平标志
 		/// </summary>
 		EnumOffsetFlagType CombOffsetFlag_1;
@@ -9891,12 +9895,13 @@ namespace CTP
 		/// <summary>
 		/// 组合开平标志
 		/// </summary>
-		EnumOffsetFlagType CombOffsetFlag_4;
+		EnumOffsetFlagType CombOffsetFlag_4;*/
 		/// <summary>
 		/// 组合投机套保标志
 		/// </summary>
-		EnumHedgeFlagType CombHedgeFlag;
-		/// <summary>
+		[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 5)]
+		String^ CombHedgeFlag;
+		/*/// <summary>
 		/// 组合投机套保标志
 		/// </summary>
 		EnumHedgeFlagType CombHedgeFlag_1;
@@ -9911,7 +9916,7 @@ namespace CTP
 		/// <summary>
 		/// 组合投机套保标志
 		/// </summary>
-		EnumHedgeFlagType CombHedgeFlag_4;
+		EnumHedgeFlagType CombHedgeFlag_4;*/
 		/// <summary>
 		/// 价格
 		/// </summary>

diff --git a/CTPDotNetWrapper.sln b/CTPDotNetWrapper.sln
@@ -1,7 +1,7 @@
 
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio 14
-VisualStudioVersion = 14.0.25420.1
+# Visual Studio 15
+VisualStudioVersion = 15.0.26228.4
 MinimumVisualStudioVersion = 10.0.40219.1
 Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "CTPDotNetWrapper", "CTP\CTPDotNetWrapper.vcxproj", "{321418DC-AFAB-4D02-9BC8-9A1D73D7BE1C}"
 EndProject

diff --git a/ThostTraderApi/20160606_tradeapi64_windows/ThostFtdcMdApi.h b/ThostTraderApi/20160606_tradeapi64_windows/ThostFtdcMdApi.h
@@ -0,0 +1,162 @@
+/////////////////////////////////////////////////////////////////////////
+///@system 新一代交易所系统
+///@company 上海期货信息技术有限公司
+///@file ThostFtdcMdApi.h
+///@brief 定义了客户端接口
+///@history 
+///20060106	赵鸿昊		创建该文件
+/////////////////////////////////////////////////////////////////////////
+
+#if !defined(THOST_FTDCMDAPI_H)
+#define THOST_FTDCMDAPI_H
+
+#if _MSC_VER > 1000
+#pragma once
+#endif // _MSC_VER > 1000
+
+#include "ThostFtdcUserApiStruct.h"
+
+#if defined(ISLIB) && defined(WIN32)
+#ifdef LIB_MD_API_EXPORT
+#define MD_API_EXPORT __declspec(dllexport)
+#else
+#define MD_API_EXPORT __declspec(dllimport)
+#endif
+#else
+#define MD_API_EXPORT 
+#endif
+
+class CThostFtdcMdSpi
+{
+public:
+	///当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
+	virtual void OnFrontConnected(){};
+
+	///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
+	///@param nReason 错误原因
+	///        0x1001 网络读失败
+	///        0x1002 网络写失败
+	///        0x2001 接收心跳超时
+	///        0x2002 发送心跳失败
+	///        0x2003 收到错误报文
+	virtual void OnFrontDisconnected(int nReason){};
+
+	///心跳超时警告。当长时间未收到报文时，该方法被调用。
+	///@param nTimeLapse 距离上次接收报文的时间
+	virtual void OnHeartBeatWarning(int nTimeLapse){};
+
+
+	///登录请求响应
+	virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///登出请求响应
+	virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///错误应答
+	virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///订阅行情应答
+	virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///取消订阅行情应答
+	virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///订阅询价应答
+	virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///取消订阅询价应答
+	virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+	///深度行情通知
+	virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) {};
+
+	///询价通知
+	virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {};
+};
+
+class MD_API_EXPORT CThostFtdcMdApi
+{
+public:
+	///创建MdApi
+	///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
+	///@return 创建出的UserApi
+	///modify for udp marketdata
+	static CThostFtdcMdApi *CreateFtdcMdApi(const char *pszFlowPath = "", const bool bIsUsingUdp=false, const bool bIsMulticast=false);
+
+	///获取API的版本信息
+	///@retrun 获取到的版本号
+	static const char *GetApiVersion();
+
+	///删除接口对象本身
+	///@remark 不再使用本接口对象时,调用该函数删除接口对象
+	virtual void Release() = 0;
+
+	///初始化
+	///@remark 初始化运行环境,只有调用后,接口才开始工作
+	virtual void Init() = 0;
+
+	///等待接口线程结束运行
+	///@return 线程退出代码
+	virtual int Join() = 0;
+
+	///获取当前交易日
+	///@retrun 获取到的交易日
+	///@remark 只有登录成功后,才能得到正确的交易日
+	virtual const char *GetTradingDay() = 0;
+
+	///注册前置机网络地址
+	///@param pszFrontAddress：前置机网络地址。
+	///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 
+	///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
+	virtual void RegisterFront(char *pszFrontAddress) = 0;
+
+	///注册名字服务器网络地址
+	///@param pszNsAddress：名字服务器网络地址。
+	///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。 
+	///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”12001”代表服务器端口号。
+	///@remark RegisterNameServer优先于RegisterFront
+	virtual void RegisterNameServer(char *pszNsAddress) = 0;
+
+	///注册名字服务器用户信息
+	///@param pFensUserInfo：用户信息。
+	virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField * pFensUserInfo) = 0;
+
+	///注册回调接口
+	///@param pSpi 派生自回调接口类的实例
+	virtual void RegisterSpi(CThostFtdcMdSpi *pSpi) = 0;
+
+	///订阅行情。
+	///@param ppInstrumentID 合约ID  
+	///@param nCount 要订阅/退订行情的合约个数
+	///@remark 
+	virtual int SubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
+
+	///退订行情。
+	///@param ppInstrumentID 合约ID  
+	///@param nCount 要订阅/退订行情的合约个数
+	///@remark 
+	virtual int UnSubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
+
+	///订阅询价。
+	///@param ppInstrumentID 合约ID  
+	///@param nCount 要订阅/退订行情的合约个数
+	///@remark 
+	virtual int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
+
+	///退订询价。
+	///@param ppInstrumentID 合约ID  
+	///@param nCount 要订阅/退订行情的合约个数
+	///@remark 
+	virtual int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
+
+	///用户登录请求
+	virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
+
+
+	///登出请求
+	virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
+protected:
+	~CThostFtdcMdApi(){};
+};
+
+#endif