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Program.cs
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using QuantBox.XAPI.Callback;
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Text;
using System.IO;
using System.Threading;
namespace QuantBox.XAPI
{
class Program
{
static void OnConnectionStatus(object sender, ConnectionStatus status, ref RspUserLoginField userLogin, int size1)
{
Console.WriteLine("333333" + status + userLogin.ErrorMsg());
}
static void OnConnectionStatus2(object sender, ConnectionStatus status, ref RspUserLoginField userLogin, int size1)
{
Console.WriteLine("22222" + status+userLogin.ErrorMsg());
}
static void OnRtnDepthMarketData(object sender, ref DepthMarketDataNClass marketData)
{
Debugger.Log(0, null, "CTP:C#");
Console.WriteLine(marketData.InstrumentID);
Console.WriteLine(marketData.Exchange);
Console.WriteLine(marketData.LastPrice);
}
static void OnRspQryInstrument(object sender, ref InstrumentField instrument,int size1, bool bIsLast)
{
Console.WriteLine(instrument.InstrumentName);
}
static void OnRspQryTradingAccount(object sender, ref AccountField account, int size1, bool bIsLast)
{
}
static void OnRspQrySettlementInfo(object sender, ref SettlementInfoField settlementInfo, int size1, bool bIsLast)
{
}
static void OnRtnOrder(object sender, ref OrderField order)
{
Console.WriteLine("AA " + order.Status + order.ExecType + order.Text() + "AA " + order.ID + "AA " + order.OrderID);
}
static void OnRtnError(object sender, ref ErrorField error)
{
Console.WriteLine("BB" + error.ErrorID + error.ErrorMsg());
}
static void OnRtnTrade(object sender, ref TradeField trade)
{
Console.WriteLine("CC " + trade.Time + "CC " + trade.ID + "CC " + trade.TradeID);
}
static bool OnFilterSubscribe(object sender, ExchangeType exchange, int instrument_part1, int instrument_part2, int instrument_part3, IntPtr pInstrument)
{
// 当数字为0时，只判断交易所
// 当交易所为
if (instrument_part1 == 0)
// 只要上海与深圳，不处理三板
return exchange != ExchangeType.NEEQ;
//type = ExchangeType::SZE;
//double1 = 399300;
int prefix1 = instrument_part1 / 100000;
int prefix3 = instrument_part1 / 1000;
switch (exchange)
{
case ExchangeType.SSE:
return (prefix1 == 6);
case ExchangeType.SZE:
return (prefix1 == 0) || (prefix3 == 300);
default:
break;
}
return true;
}
static void Main(string[] args)
{
//for (int i = 0; i < 10000; ++i)
{
test_TongShi_Main(args);
}
Console.ReadKey();
}
static void test_Linux_Main(string[] args)
{
XApi api = new XApi(@"libQuantBox_CTP_Quote.so");
XApi api2 = new XApi(@"libQuantBox_CTP_Trade.so");
api.Server.BrokerID = "1017";
api.Server.Address = "tcp://ctpmn1-front1.citicsf.com:51213";
api.User.UserID = "00000015";
api.User.Password = "123456";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api2.Server.BrokerID = "1017";
api2.Server.Address = "tcp://ctpmn1-front1.citicsf.com:51205";
api2.Server.PrivateTopicResumeType = ResumeType.Quick;
api2.User.UserID = "00000015";
api2.User.Password = "123456";
api2.OnConnectionStatus = OnConnectionStatus2;
api2.OnRspQryInstrument = OnRspQryInstrument;
api2.OnRspQryTradingAccount = OnRspQryTradingAccount;
api2.OnRspQrySettlementInfo = OnRspQrySettlementInfo;
api2.OnRtnOrder = OnRtnOrder;
api2.OnRtnError = OnRtnError;
api2.OnRtnTrade = OnRtnTrade;
api.Connect();
api2.Connect();
api.Subscribe("IF1502;IF1503", "");
Console.ReadKey();
Thread.Sleep (10000);
Console.WriteLine (123);
api.Dispose();
api2.Dispose();
}
#region LTS
static void test_LTS_Main(string[] args)
{
XApi api = new XApi("QuantBox_LTS_Quote.dll");
XApi api2 = new XApi("QuantBox_C2LTS_Trade.dll");
api.Server.BrokerID = "2010";
api.Server.Address = "tcp://211.144.195.163:44513";
api.User.UserID = "00000015";
api.User.Password = "123456";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api2.Server.BrokerID = "2010";
api2.Server.Address = "tcp://211.144.195.163:44505";
api2.User.UserID = "0020090001134";
api2.User.Password = "123321";
api2.OnConnectionStatus = OnConnectionStatus2;
api2.OnRspQryInstrument = OnRspQryInstrument;
api2.OnRspQryTradingAccount = OnRspQryTradingAccount;
api2.OnRspQrySettlementInfo = OnRspQrySettlementInfo;
api2.OnRtnOrder = OnRtnOrder;
api2.OnRtnError = OnRtnError;
api2.OnRtnTrade = OnRtnTrade;
api.Connect();
api2.Connect();
Console.ReadKey();
api2.ReqQryInstrument("", "");
Console.ReadKey();
api.Dispose();
api2.Dispose();
//queue.Dispose();
}
#endregion
static XApi api;
static void test_TongShi_Main(string[] args)
{
api = new XApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\TongShi\x86\QuantBox_TongShi_Quote.dll");
api.Server.Address = "D:\\Scengine\\Stock.dll";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.OnFilterSubscribe = OnFilterSubscribe;
api.Connect();
Thread.Sleep(10 * 1000);
api.ReqQryInstrument("", "");
Thread.Sleep(300 * 1000);
api.Dispose();
Thread.Sleep(5 * 1000);
}
static void test_CTP_Main(string[] args)
{
//api = new XApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\CTP\x86\QuantBox_CTP_Quote.dll");
//api.Server.BrokerID = "1017";
//api.Server.Address = "tcp://ctpmn1-front1.citicsf.com:51213";
api = new XApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\CTP\x86\QuantBox_CTP_Trade.dll");
api.Server.BrokerID = "1017";
api.Server.Address = "tcp://ctpmn1-front1.citicsf.com:51205";
api.Server.PrivateTopicResumeType = ResumeType.Undefined;
api.User.UserID = "00000015";
api.User.Password = "123456";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.OnRspQryInstrument = OnRspQryInstrument;
api.Connect();
Thread.Sleep(10 * 1000);
//api.Subscribe("IF1502", "");
api.ReqQryInstrument("", "");
Thread.Sleep(300 * 1000);
api.Dispose();
Thread.Sleep(5 * 1000);
}
static void test_KingstarStock_Main(string[] args)
{
//ApiManager.QueuePath = @"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\QuantBox_CTP_Trade.dll";
api = new XApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\KingstarStock\x86\QuantBox_KingstarStock_Trade.dll");
api.Server.BrokerID = "1017";
api.Server.Address = "tcp://ctpmn1-front1.citicsf.com:51205";
api.User.UserID = "00000015";
api.User.Password = "1234561";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.OnRtnError = OnRtnError;
api.Connect();
Thread.Sleep(5 * 1000);
api.Dispose();
}
static void test_KingstarGold_Main(string[] args)
{
api = new XApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\KingstarGold\QuantBox_KingstarGold.dll");
api.Server.BrokerID = "";
api.Server.Address = "tcp://124.74.239.38:18961";
api.User.UserID = "9843010200773696";
api.User.Password = "123456";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.Connect();
Console.ReadKey();
api.Subscribe("IF1411", "");
Console.ReadKey();
api.Dispose();
Console.ReadKey();
Console.ReadKey();
}
}
}