private void assign(ApiItem item,XApi api)
{
if ((item.UseType & ApiType.MarketData) == ApiType.MarketData)
{
_MdApi = api;
}
if ((item.UseType & ApiType.Trade) == ApiType.Trade)
{
_TdApi = api;
}
if ((item.UseType & ApiType.QuoteRequest) == ApiType.QuoteRequest)
{
_QuoteRequestApi = api;
}
if ((item.UseType & ApiType.Level2) == ApiType.Level2)
{
_L2Api = api;
}
if ((item.UseType & ApiType.HistoricalData) == ApiType.HistoricalData)
{
_HdApi = api;
}
if ((item.UseType & ApiType.Instrument) == ApiType.Instrument)
{
_ItApi = api;
}
if ((item.UseType & ApiType.Query) == ApiType.Query)
{
_QueryApi = api;
}
}
private void _Connect(bool bFromUI)
{
lock(this)
{
if (IsConnected)
return;
if (!IsConnected && !IsDisconnected)
_Disconnect(bFromUI);
if (!bFromUI)
xlog.Info("插件尝试连接");
bool bCheckOk = false;
foreach(var item in ApiList)
{
if(item.UseType>0)
{
bCheckOk = true;
}
}
if (false == bCheckOk)
{
base.Status = ProviderStatus.Disconnected;
return;
}
// 连接前清理一下
Clear();
// 如果已经连接过一次，取消一个功能，再连，会再连上
_TdApi = null;
_MdApi = null;
_L2Api = null;
_QuoteRequestApi = null;
_HdApi = null;
_ItApi = null;
_QueryApi = null;
foreach (var item in ApiList)
{
if (item.UseType > 0)
{
XApi api = ConnectToApi(item);
assign(item, api);
}
else
{
DisconnectToApi(item);
}
}
// 这个地方也会导致行情接收不到
base.Status = ProviderStatus.Connecting;
}
}
public void Connect()
{
XApi api = new XApi(ConnectionConfig.LibPath);
api.Server = ConnectionConfig.Server;
api.User = ConnectionConfig.User;
api.Log = LogManager.GetLogger(string.Format("{0}.{1}", api.Server.BrokerID, api.User.UserID));
api.MaxSubscribedInstrumentsCount = ConnectionConfig.SubscribePerSession;
api.OnConnectionStatus = OnConnectionStatus;
api.OnRspQryInstrument = OnRspQryInstrument;
api.Connect();
XApiList.Add(api);
}
static void test_Tdx_Main(string[] args)
{
api = new XApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\Tdx\x86\QuantBox_Tdx_Trade.dll");
api.Server.BrokerID = "";
api.Server.Address = @"D:\new_hbzq_qq\Login.lua";
api.Server.ExtInfoChar128 = @"D:\new_hbzq_qq\";
api.User.UserID = "05000000000";
api.User.Password = "******";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.Connect();
Console.ReadKey();
Console.ReadKey();
api.Dispose();
Console.ReadKey();
Console.ReadKey();
}
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 = "******";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.Connect();
Console.ReadKey();
api.Subscribe("IF1411", "");
Console.ReadKey();
api.Dispose();
Console.ReadKey();
Console.ReadKey();
}
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 = "******";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.OnRtnError = OnRtnError;
api.Connect();
Thread.Sleep(5 * 1000);
api.Dispose();
}
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 = "******";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.OnRspQryInstrument = OnRspQryInstrument;
api.Connect();
Thread.Sleep(10 * 1000);
//api.Subscribe("IF1502", "");
ReqQueryField query = default(ReqQueryField);
api.ReqQuery(QueryType.ReqQryInstrument, ref query);
Thread.Sleep(300 * 1000);
api.Dispose();
Thread.Sleep(5 * 1000);
}
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);
ReqQueryField query = default(ReqQueryField);
api.ReqQuery(QueryType.ReqQryInstrument, ref query);
Thread.Sleep(300 * 1000);
api.Dispose();
Thread.Sleep(5 * 1000);
}
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 = "******";
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 = "******";
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();
ReqQueryField query = default(ReqQueryField);
api2.ReqQuery(QueryType.ReqQryInstrument, ref query);
Console.ReadKey();
api.Dispose();
api2.Dispose();
//queue.Dispose();
}
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 = "******";
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 = "******";
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();
}
public XApiCom()
{
MessageQueue = new ConcurrentQueue<QueueData>();
api = new XApi();
api.OnConnectionStatus = OnConnectionStatus_callback;
api.OnRtnError = OnRtnError_callback;
api.OnLog = OnLog_callback;
api.OnRtnDepthMarketData = OnRtnDepthMarketData_callback;
//base.OnRtnQuoteRequest = OnRtnQuoteRequest_callback;
api.OnRspQryInstrument = OnRspQryInstrument_callback;
api.OnRspQryTradingAccount = OnRspQryTradingAccount_callback;
api.OnRspQryInvestorPosition = OnRspQryInvestorPosition_callback;
//base.OnRspQrySettlementInfo = OnRspQrySettlementInfo_callback;
api.OnRspQryOrder = OnRspQryOrder_callback;
api.OnRspQryTrade = OnRspQryTrade_callback;
//base.OnRspQryQuote = OnRspQryQuote_callback;
api.OnRtnOrder = OnRtnOrder_callback;
api.OnRtnTrade = OnRtnTrade_callback;
//base.OnRtnQuote = OnRtnQuote_callback;
//base.OnRspQryHistoricalTicks = OnRspQryHistoricalTicks_callback;
//base.OnRspQryHistoricalBars = OnRspQryHistoricalBars_callback;
//base.OnRspQryInvestor = OnRspQryInvestor_callback;
InitializeComponent();
}
public XApiCom()
{
MessageQueue = new ConcurrentQueue<QueueData>();
api = new XApi();
api.OnConnectionStatus = OnConnectionStatus_callback;
api.OnRtnError = OnRtnError_callback;
api.OnLog = OnLog_callback;
api.OnRtnDepthMarketData = OnRtnDepthMarketData_callback;
//base.OnRtnQuoteRequest = OnRtnQuoteRequest_callback;
api.OnRspQryInstrument = OnRspQryInstrument_callback;
api.OnRspQryTradingAccount = OnRspQryTradingAccount_callback;
api.OnRspQryInvestorPosition = OnRspQryInvestorPosition_callback;
api.OnRspQrySettlementInfo = OnRspQrySettlementInfo_callback;
api.OnRspQryOrder = OnRspQryOrder_callback;
api.OnRspQryTrade = OnRspQryTrade_callback;
//base.OnRspQryQuote = OnRspQryQuote_callback;
api.OnRtnOrder = OnRtnOrder_callback;
api.OnRtnTrade = OnRtnTrade_callback;
//base.OnRtnQuote = OnRtnQuote_callback;
//base.OnRspQryHistoricalTicks = OnRspQryHistoricalTicks_callback;
//base.OnRspQryHistoricalBars = OnRspQryHistoricalBars_callback;
//base.OnRspQryInvestor = OnRspQryInvestor_callback;
InitializeComponent();
Console.WriteLine("ReferenceCountedObjectBase contructor.");
// We increment the global count of objects.
ManagedCOMLocalServer.InterlockedIncrementObjectsCount();
}
public void Connect()
{
// 查看有多少种连接
int j = 0;
foreach (var cc in ConnectionConfigList)
{
// 建立多个连接
for (int i = 0; i < cc.SessionLimit; ++i)
{
XApi api = new XApi(cc.LibPath);
api.Server = cc.Server;
api.User = cc.User;
api.Log = LogManager.GetLogger(string.Format("{0}.{1}.{2}.{3}", api.Server.BrokerID, api.User.UserID, j, i));
api.MaxSubscribedInstrumentsCount = cc.SubscribePerSession;
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.Connect();
XApiList.Add(api);
}
++j;
}
}
private XApi ConnectToApi(ApiItem item)
{
lock(this)
{
DisconnectToApi(item);
XApi api = item.Api;
if (api == null)
{
api = new XApi(Helper.MakeAbsolutePath(item.DllPath));
item.Api = api;
}
api.Server = ServerList[item.Server].ToStruct();
if(item.UserList.Count>0)
{
foreach(var it in item.UserList)
{
api.UserList.Add(it.ToStruct());
}
}
else
{
api.User = UserList[item.User].ToStruct();
}
// 更新Log名字，这样在日志中可以进行识别
api.Log = LogManager.GetLogger(string.Format("{0}.{1}.{2}", Name, item.LogPrefix, api.User.UserID));
if (api.IsConnected)
return api;
api.OnConnectionStatus = OnConnectionStatus_callback;
api.OnRtnError = OnRtnError_callback;
api.OnLog = OnLog_callback;
api.OnRtnDepthMarketData = OnRtnDepthMarketData_callback;
api.OnRspQryInstrument = OnRspQryInstrument_callback;
api.OnRspQryTradingAccount = OnRspQryTradingAccount_callback;
api.OnRspQryInvestor = OnRspQryInvestor_callback;
api.OnRspQryInvestorPosition = OnRspQryInvestorPosition_callback;
api.OnRspQryOrder = OnRspQryOrder_callback;
api.OnRspQryTrade = OnRspQryTrade_callback;
api.OnRspQryQuote = OnRspQryQuote_callback;
api.OnRtnOrder = OnRtnOrder_callback;
api.OnRtnTrade = OnRtnTrade_callback;
api.OnRtnQuote = OnRtnQuote_callback;
api.OnRtnQuoteRequest = OnRtnQuoteRequest_callback;
api.OnRspQryHistoricalTicks = OnRspQryHistoricalTicks_callback;
api.OnRspQryHistoricalBars = OnRspQryHistoricalBars_callback;
api.OnRspQrySettlementInfo = OnRspQrySettlementInfo;
api.Connect();
return api;
}
}
static void test_Tdx_Main(string[] args)
{
api = new XApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\x86\Tdx\Tdx_Trade_x86.dll");
api.Server.Address = @"D:\tc_yhzq_v6\Login.lua";
api.Server.ExtInfoChar128 = @"D:\tc_yhzq_v6\";
api.User.UserID = "16206";
api.User.Password = "******";
api.Server.Address = @"D:\new_gjzq_v6\Login.lua";
api.Server.ExtInfoChar128 = @"D:\new_gjzq_v6\";
api.User.UserID = "31244679";
api.User.Password = "******";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.Connect();
Console.ReadKey();
Console.WriteLine("回车后开始查持仓");
Console.ReadKey();
ReqQueryField query = new ReqQueryField();
query.Int32ID = -1;
api.ReqQuery(QueryType.ReqQryInvestorPosition, ref query);
// api.Dispose();
Console.ReadKey();
Console.WriteLine("回车后退出");
Console.ReadKey();
}