开发示例

普通Tcp方式接收行情Demo

// mddemo.cpp : 
//一个简单的例子，介绍QdFtdcMduserApi和QdFtdcMduserSpi接口的使用。

#include <stdio.h>
#include <string.h>
#include <float.h>
#include "QdFtdcMdApi.h"

class CSimpleHandler : public CQdFtdcMduserSpi
{
public:
	// 构造函数，需要一个有效的指向CQdFtdcMduserApi实例的指针
	CSimpleHandler(CQdFtdcMduserApi *pUserApi) : m_pUserApi(pUserApi) {}
	~CSimpleHandler() {}

	// 当客户端与行情发布服务器建立起通信连接，客户端需要进行登录
	void OnFrontConnected() 
	{
		printf("OnFrontConnected.\n")
		CQdFtdcReqUserLoginField reqUserLogin;
		memset(&reqUserLogin, 0, sizeof(CQdFtdcReqUserLoginField));
		strcpy(reqUserLogin.BrokerID, "0001");
		strcpy(reqUserLogin.UserID, "t002");
		strcpy(reqUserLogin.Password, "111111");
		m_pUserApi->ReqUserLogin(&reqUserLogin, 0);
	}

	// 当客户端与行情发布服务器通信连接断开时，该方法被调用
	void OnFrontDisconnected(int nReason)
	{
		// 当发生这个情况后，API会自动重新连接，客户端可不做处理
		printf("OnFrontDisconnected.\n");
	}

	// 当客户端发出登录请求之后，该方法会被调用，通知客户端登录是否成功
	void OnRspUserLogin(CQdFtdcRspUserLoginField *pRspUserLogin, CQdFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
	{
		printf("OnRspUserLogin:\n");
		if (NULL == pRspInfo)
		{
			return;
		}
		printf("ErrorCode=[%d], ErrorMsg=[%s]\n", pRspInfo->ErrorID, pRspInfo->ErrorMsg);
		printf("RequestID=[%d], Chain=[%d]\n", nRequestID, bIsLast);
		
		if (pRspInfo->ErrorID != 0) 
		{
			// 端登失败，客户端需进行错误处理
			return;
		}
		char * contracts[3]={"","",""};
		contracts[0]="IF1503";
		contracts[1]="IF1504";
		contracts[2]="IF1506";
		m_pUserApi->SubMarketData(contracts, 3);

		/*char * uncontracts[2]={"",""};
		uncontracts[0]="IF1509";
		uncontracts[1]="IH1503";
		m_pUserApi->UnSubMarketData(uncontracts, 2);*/
	}

	// 深度行情通知，行情服务器会主动通知客户端
	void OnRtnDepthMarketData(CQdFtdcDepthMarketDataField *pMarketData) 
	{
		// 客户端按需处理返回的数据
		printf("%s,%s,%d,",pMarketData->InstrumentID,pMarketData->UpdateTime,pMarketData->UpdateMillisec);
		if (pMarketData->AskPrice1==DBL_MAX)
			printf("%s,","");
		else
			printf("%f,",pMarketData->AskPrice1);
		if (pMarketData->BidPrice1==DBL_MAX)
			printf("%s \n","");
		else
			printf("%f \n",pMarketData->BidPrice1);
	}

	// 针对用户请求的出错通知
	void OnRspError(CQdFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) 
	{
		printf("OnRspError:\n");
		printf("ErrorCode=[%d], ErrorMsg=[%s]\n", pRspInfo->ErrorID, pRspInfo->ErrorMsg);
		printf("RequestID=[%d], Chain=[%d]\n", nRequestID, bIsLast);
	}

	///订阅合约的相关信息
	void OnRspSubMarketData(CQdFtdcSpecificInstrumentField *pSpecificInstrument, CQdFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
	{
		printf("Sub 返回订阅合约：%s \n",pSpecificInstrument->InstrumentID);
	}

	///退订合约的相关信息
	void OnRspUnSubMarketData(CQdFtdcSpecificInstrumentField *pSpecificInstrument, CQdFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
	{
		printf("UnSub 返回订阅合约：%s \n",pSpecificInstrument->InstrumentID);
	}

private:
	// 指向CQdFtdcMduserApi实例的指针
	CQdFtdcMduserApi *m_pUserApi;
};

int main()
{
	// 产生一个CQdFtdcMduserApi实例
	CQdFtdcMduserApi *pUserApi = CQdFtdcMduserApi::CreateFtdcMduserApi();
	// 产生一个事件处理的实例
	CSimpleHandler sh(pUserApi);
	// 注册一事件处理的实例
	pUserApi->RegisterSpi(&sh);
	// 注册需要的深度行情主题
	///        TERT_RESTART:从本交易日开始重传
	///        TERT_RESUME:从上次收到的续传
	///        TERT_QUICK:先传送当前行情快照,再传送登录后市场行情的内容
	//pUserApi-> SubscribeMarketDataTopic (110, Qd_TERT_RESTART);
	// 设置行情发布服务器的地址
	pUserApi->RegisterFront("tcp://192.168.1.100:7220");
	// 使客户端开始与行情发布服务器建立连接
	pUserApi->Init();
	pUserApi->Join();
	// 释放useapi实例
	pUserApi->Release();
	return 0;
}

上期能源或者大商所组播行情Demo

#include <stdio.h>
#include <string.h>
#include <float.h>
#include <vector>
#include <fstream>
#include <sstream>
#include <iostream>
#include "QdFtdcMdApi.h"

using namespace std;

char *g_mdFile = "marketdata.log";
char *g_apiMdFile = "apimarketdata.log";

void write_txt(std::string strMkData, char *fileName)
{
	ofstream outfile;
	outfile.open(fileName, ios::app);
	outfile << strMkData << endl;
	outfile.close();
}

template <typename T>
string MyTostring(T num)
{
	stringstream ss;
	string str;
	ss << num;
	ss >> str;
	return str;
}

class CSimpleHandler : public CQdFtdcMduserSpi
{
public:
	CSimpleHandler(CQdFtdcMduserApi *pUserApi) : m_pUserApi(pUserApi) {}

	~CSimpleHandler() {}

	// Udp行情接受
	void UdpMarketData(CQdFtdcDepthMarketDataField *qmdata)
	{
		printf("UdpMarketData: InstrumentID %s,%s,%d\n", qmdata->InstrumentID, qmdata->UpdateTime, qmdata->UpdateMillisec);
	};

	// 当客户端与行情发布服务器建立起通信连接，客户端需要进行登录
	void OnFrontConnected()
	{
		CQdFtdcReqUserLoginField reqUserLogin;
		memset(&reqUserLogin, 0, sizeof(CQdFtdcReqUserLoginField));
		strcpy(reqUserLogin.BrokerID, "0001");
		strcpy(reqUserLogin.UserID, "t002");
		strcpy(reqUserLogin.Password, "111111");
		m_pUserApi->ReqUserLogin(&reqUserLogin, 0);
	}

	// 当客户端与行情发布服务器通信连接断开时，该方法被调用
	void OnFrontDisconnected(int nReason)
	{
		// 当发生这个情况后，API会自动重新连接，客户端可不做处理
		printf("OnFrontDisconnected.\n");
	}

	// 当客户端发出登录请求之后，该方法会被调用，通知客户端登录是否成功
	void OnRspUserLogin(CQdFtdcRspUserLoginField *pRspUserLogin, CQdFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
	{
		printf("OnRspUserLogin:\n");
		if (NULL == pRspInfo)
		{
			return;
		}
		printf("ErrorCode=[%d], ErrorMsg=[%s]\n", pRspInfo->ErrorID, pRspInfo->ErrorMsg);
		printf("RequestID=[%d], Chain=[%d]\n", nRequestID, bIsLast);

		if (pRspInfo->ErrorID != 0)
		{
			// 端登失败，客户端需进行错误处理
			return;
		}
		char *sContracts[2] = {0};
		sContracts[0] = "pg2104";
		sContracts[1] = "p2104";

		// 注册需要的合约
		m_pUserApi->SubMarketData(sContracts, 2);
		// 取消不需要的合约
		// m_pUserApi->UnSubMarketData(contracts,1);

		CQdFtdcQryShfeMultiInfoField fld;
		m_pUserApi->ReqQrySHFEMultiInfo(&fld,0);
	}

	// 深度行情通知，行情服务器会主动通知客户端
	void OnRtnDepthMarketData(CQdFtdcDepthMarketDataField *pMarketData)
	{
		if (NULL == pMarketData)
		{
			printf("NULL ==  pMarketData\n");
			return;
		}
		printf("InstrumentID %s--vm:%d------%d------%d------%d------%d------%d------%d------%d------%d------%d------%d------%d\n",
			   pMarketData->InstrumentID, pMarketData->Volume,
			   pMarketData->AskPrice1, pMarketData->AskVolume2, pMarketData->AskVolume3, pMarketData->AskVolume4, pMarketData->AskVolume5,
			   pMarketData->BidPrice1, pMarketData->BidVolume2, pMarketData->BidVolume3, pMarketData->BidVolume4, pMarketData->BidVolume5, pMarketData->PacketNo);

		string strMarketData = "";
		strMarketData += "ExchangeID=[" + string(pMarketData->ExchangeID) + "], InstrumentID=[" +
						 string(pMarketData->InstrumentID) + "], InstrumentStatus=[" + string(1, pMarketData->InstrumentStatus) +
						 "], LastPrice=[" + MyTostring(pMarketData->LastPrice) + "], AskPrice1=[" + MyTostring(pMarketData->AskPrice1) +
						 "], AskVolume1=[" + MyTostring(pMarketData->AskVolume1) + "], BidPrice1=[" + MyTostring(pMarketData->BidPrice1) +
						 "], BidVolume1=[" + MyTostring(pMarketData->BidVolume1) + "], AskPrice2=[" + MyTostring(pMarketData->AskPrice2) +
						 "], AskVolume2=[" + MyTostring(pMarketData->AskVolume2) + "], BidPrice2=[" + MyTostring(pMarketData->BidPrice2) +
						 "], BidVolume2=[" + MyTostring(pMarketData->BidVolume2) + "], AskPrice3=[" + MyTostring(pMarketData->AskPrice3) +
						 "], AskVolume3=[" + MyTostring(pMarketData->AskVolume3) + "], BidPrice3=[" + MyTostring(pMarketData->BidPrice3) +
						 "], BidVolume3=[" + MyTostring(pMarketData->BidVolume3) + "], AskPrice4=[" + MyTostring(pMarketData->AskPrice4) +
						 "], AskVolume4=[" + MyTostring(pMarketData->AskVolume4) + "], BidPrice4=[" + MyTostring(pMarketData->BidPrice4) +
						 "], BidVolume4=[" + MyTostring(pMarketData->BidVolume4) + "], AskPrice5=[" + MyTostring(pMarketData->AskPrice5) +
						 "], AskVolume5=[" + MyTostring(pMarketData->AskVolume5) + "], BidPrice5=[" + MyTostring(pMarketData->BidPrice5) +
						 "], BidVolume5=[" + MyTostring(pMarketData->BidVolume5) + "], UpdateTime=[" + MyTostring(pMarketData->UpdateTime) +
						 "], UpdateMillisec=[" + MyTostring(pMarketData->UpdateMillisec) + "], PacketNo=[" + MyTostring(pMarketData->PacketNo) + "]";
		write_txt(strMarketData, g_mdFile);
	}

	// 针对用户请求的出错通知
	void OnRspError(CQdFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
	{
		printf("OnRspError:\n");
		printf("ErrorCode=[%d], ErrorMsg=[%s]\n", pRspInfo->ErrorID, pRspInfo->ErrorMsg);
		printf("RequestID=[%d], Chain=[%d]\n", nRequestID, bIsLast);
		// 客户端需进行错误处理
	}

	/// 订阅合约的相关信息
	void OnRspSubMarketData(CQdFtdcSpecificInstrumentField *pSpecificInstrument, CQdFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
	{
		printf("Sub 返回订阅合约：%s \n", pSpecificInstrument->InstrumentID);
	}

	/// 订阅合约的相关信息
	void OnRspUnSubMarketData(CQdFtdcSpecificInstrumentField *pSpecificInstrument, CQdFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
	{
		printf("UnSub 返回订阅合约：%s \n",pSpecificInstrument->InstrumentID);
	}

	// 以下是组播行情回调函数
	// 用户可继承此接口解析上期所组播原始报文-用户自己解析时候
	void OnMutiData(char *data, int len)
	{
		printf("[qdp multicast md] multidata: %d\n", len);
	}

	/// 组播参数查询结束通知
	void OnRtnShfeMultiLevel(CQdFtdcShfeMultiLevelField *pShfeMultiLevel)
	{
		printf("[qdp multicast md] Level: %d\n", pShfeMultiLevel->Level);
		CQdFtdcQryMarketDataField reqFld;
		reqFld.TopicID = 141;
		m_pUserApi->ReqQryDepthMarketData(&reqFld, 0);
	}

	/// 组播参数通知
	void OnRtnShfeMultiParameters(CQdFtdcShfeMultiParametersField *pShfeMultiParameters)
	{
		printf("[qdp multicast md] OnRtnShfeMultiParameters: %s, %d, %f, %f\n", pShfeMultiParameters->InstrumentID,
			   pShfeMultiParameters->InstrumentNo, pShfeMultiParameters->CodecPrice, pShfeMultiParameters->PriceTick);
	}

	void OnRspQryDepthMarketData(CQdFtdcDepthMarketDataField *pDepthMarketData, CQdFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
	{
		if (pDepthMarketData == NULL)
			return;
		printf("OnRspQryDepthMarketData InstrumentID=%s PacketNo = %d InstrumentNo = %d\n",
			   pDepthMarketData->InstrumentID, pDepthMarketData->PacketNo, pDepthMarketData->InstrumentNo);
	};

	// 解析后的上期组播数据,api内部解析只回调这个函数
	void OnRtnShfeMultiMarketData(CQdFtdcDepthMarketDataField *pMarketData)
	{
		if (NULL == pMarketData)
		{
			printf("OnRtnShfeMultiMarketData: NULL == pMarketData\n");
			return;
		}
		printf("OnRtnShfeMultiMarketData InstrumentID=%s,UpdateTime=%s,UpdateMillisec=%d,LastPrice=%.3f,Volume=%d,AskPrice1=%.3f,BidPrice1=%.3f,ExchangeID=%s,PacketNo=%d\n",
			   pMarketData->InstrumentID,
			   pMarketData->UpdateTime,
			   pMarketData->UpdateMillisec,
			   pMarketData->LastPrice,
			   pMarketData->Volume,
			   pMarketData->AskPrice1,
			   pMarketData->BidPrice1,
			   pMarketData->ExchangeID,
			   pMarketData->PacketNo);

		string strMarketData = "";
		strMarketData += "ExchangeID=[" + string(pMarketData->ExchangeID) + "], InstrumentID=[" +
						 string(pMarketData->InstrumentID) + "], InstrumentStatus=[" + string(1, pMarketData->InstrumentStatus) +
						 "], LastPrice=[" + MyTostring(pMarketData->LastPrice) + "], AskPrice1=[" + MyTostring(pMarketData->AskPrice1) +
						 "], AskVolume1=[" + MyTostring(pMarketData->AskVolume1) + "], BidPrice1=[" + MyTostring(pMarketData->BidPrice1) +
						 "], BidVolume1=[" + MyTostring(pMarketData->BidVolume1) + "], AskPrice2=[" + MyTostring(pMarketData->AskPrice2) +
						 "], AskVolume2=[" + MyTostring(pMarketData->AskVolume2) + "], BidPrice2=[" + MyTostring(pMarketData->BidPrice2) +
						 "], BidVolume2=[" + MyTostring(pMarketData->BidVolume2) + "], AskPrice3=[" + MyTostring(pMarketData->AskPrice3) +
						 "], AskVolume3=[" + MyTostring(pMarketData->AskVolume3) + "], BidPrice3=[" + MyTostring(pMarketData->BidPrice3) +
						 "], BidVolume3=[" + MyTostring(pMarketData->BidVolume3) + "], AskPrice4=[" + MyTostring(pMarketData->AskPrice4) +
						 "], AskVolume4=[" + MyTostring(pMarketData->AskVolume4) + "], BidPrice4=[" + MyTostring(pMarketData->BidPrice4) +
						 "], BidVolume4=[" + MyTostring(pMarketData->BidVolume4) + "], AskPrice5=[" + MyTostring(pMarketData->AskPrice5) +
						 "], AskVolume5=[" + MyTostring(pMarketData->AskVolume5) + "], BidPrice5=[" + MyTostring(pMarketData->BidPrice5) +
						 "], BidVolume5=[" + MyTostring(pMarketData->BidVolume5) + "], UpdateTime=[" + MyTostring(pMarketData->UpdateTime) +
						 "], UpdateMillisec=[" + MyTostring(pMarketData->UpdateMillisec) + "], PacketNo=[" + MyTostring(pMarketData->PacketNo) + "]";
		write_txt(strMarketData, g_apiMdFile);
	}

private:
	// 指向CQdFtdcMduserApi实例的指针
	CQdFtdcMduserApi *m_pUserApi;
};

int main()
{

	CQdFtdcMduserApi *pUserApi = CQdFtdcMduserApi::CreateFtdcMduserApi();
	// 产生一个事件处理的实例
	CSimpleHandler *sh = new CSimpleHandler(pUserApi);
	// 注册一事件处理的实例
	pUserApi->RegisterSpi(sh);

	// 1、传统的tcp api行情
	//pUserApi->RegisterFront("tcp://192.168.101.123:30007");

        //下面大商和上期通道只能启动一个
	// 2、大商所组播行情
	// 大商所组播地址(双通道)
	//char DMultiAddr1[256] = "141,dcemulti://10.252.3.106@239.3.42.71:21000#192.168.48.71";
	//char DMultiAddr2[256] = "141,dcemulti://10.252.3.106@239.3.42.71:21000#192.168.48.71";
	//pUserApi->SetMultiCast(true);
	//pUserApi->RegTopicMultiAddr(DMultiAddr1);
	//pUserApi->RegTopicMultiAddr(DMultiAddr2);

	/*// 3、上期主播行情
	// char sFrontAaddr[256] = "tcp://1.1.1.1:30007";
	//上期组播地址
	char SMultiAddr[256] = "1000,multi://10.252.3.106@239.3.42.71:21000#192.168.48.71";
	pUserApi->SetMultiCast(true);
	pUserApi->SetUserFreedom(false);//这里由api解析
	// pUserApi->SetUserFreedom(true);//这里由用户自己解析 (客户可以通过OnMutiData接口接收原始组播报文)
	pUserApi->RegTopicMultiAddr(SMultiAddr);

	// API初始化
	pUserApi->Init();
	pUserApi->Join();
	pUserApi->Release();
	return 0;
}