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yongfengz · Jun 11, 2019 · 3a5eea0 · 3a5eea0
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diff --git a/.gitignore b/.gitignore
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+build/
+dist/
+*.egg-info/
+*.pyc
+.DS_Store
+*.bak
+*.orig
diff --git a/LICENSE b/LICENSE
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+BSD 2-Clause License
+
+Copyright (c) 2019, Keli
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+1. Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+
+2. Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
diff --git a/README.md b/README.md
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+# ctp-python
+穿透式监管版本CTP接口的Python封装
+
+## 安装说明
+
+克隆代码到本地
+```
+[email protected]:keli/ctp-python.git
+cd ctp-python
+```
+
+```
+python setup.py install
+```
+
+目前默认使用的是6.3.13版本。如果需要链接和使用6.3.15版，需要加一点步骤:
+
+1. 修改setup.py中的API_VER的值为'6.3.15'
+
+2. 最好swig重新生成一下源码
+
+```
+cd ctp-python
+swig -python -py3 -c++ -threads -I./api/6.3.15 -o ctp_wrap.cpp ctp.i
+python setup.py install
+```
+
+跑一下测试
+
+```
+pytest -s tests/test_trader.py --front=tcp://180.168.146.187:13030 --broker=<broker_id> --user=<investor_id> --password=<password> --app=<app_id> --auth=<auth_code>
+```
+
+## 其他事项
+
+- 本项目中CTP返回的GBK编码字符串已经全部自动转换为UTF-8
+- 目前只支持了Python 3，测试环境Linux
+- 目前只在simnow上的终端厂商测试环境测通了trader。
+- simnow以及大部分券商的测试环境是用的6.3.13版本，版本不同将无法调用OnFrontConnected。
+- simnow的终端厂商测试环境只能测一下trader登录，其他的功能都没有。
+
+## 有用的参考链接
+- [公告：SIMNOW平台将开启终端厂商穿透测试环境](http://www.simnow.com.cn/notification/id/32.action)
+- [什么是穿透式监管，需要投资者做什么](http://www.360doc.com/content/19/0514/11/8392_835597706.shtml) 
+- [看完这篇，彻底搞定期货穿透式CTP API接入](https://www.vnpy.com/forum/topic/603-kan-wan-zhe-pian-che-di-gao-ding-qi-huo-chuan-tou-shi-ctp-apijie-ru)
diff --git a/api/6.3.11/ThostFtdcMdApi.h b/api/6.3.11/ThostFtdcMdApi.h
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+/////////////////////////////////////////////////////////////////////////
+///@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