Release文件夹中有Release版本的CTP接口，命名空间是CTPWrapper。 所有接口名称都和C++的CTP api版本文档描述中的一致。
2020-12-31 更新了CTP 6.5.1 Api版本。
如果不想看可以忽略。
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CTPWrapperForCSharp_MD负责封装行情DLL
-
CTPWrapperForCSharp负责封装交易DLL
-
先建立一个C#的工程名为CSharpCTP
-
将debug目录下的Dll文件都拷贝到CSharpCTP的工程目录下。
-
将CTPWrapperForCSharp.dll改名为thosttradeapi.dll
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将CTPWrapperForCSharp_MD.dll改名为thostmdapi.dll
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将thostmduserapi_se.dll和thosttraderapi_se.dll拷贝到CSharpCTP工程的debug目录下
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将CSharpLibraryCS中的所有文件拷贝到CSharpCTP的目录中，并通过VS2017添加现有项目，将这些文件添加到工程中。
- 接下来，就可以使用如下代码来调用CTP的类和方法，如下是创建行情回调类示例
using CTPWrapper;
class CustomMD : CThostFtdcMdSpi
{
public CustomMD()
{ }
~CustomMD()
{ }
private CThostFtdcMdApi mdApi = null;
private bool isConnected = false;
private bool isLogin = false;
public string userName = "";
public string password = "";
public string broker = "";
public int nRequest = 0;
public bool IsConnected { get => isConnected; }
public bool IsLogin { get => isLogin; }
public void CreateMDApi()
{
if (mdApi == null)
{
mdApi = CThostFtdcMdApi.CreateFtdcMdApi("MD_",true);
SetMDSpi();
}
}
public void SetMDSpi()
{
mdApi.RegisterSpi(this);
}
public void Init(string MDAddress)
{
mdApi.RegisterFront(MDAddress);
mdApi.Init();
}
public void Release()
{
if (isLogin == true && mdApi != null)
{
mdApi.Release();
mdApi = null;
isLogin = false;
}
}
public override void OnFrontConnected()
{
isConnected = true;
CThostFtdcReqUserLoginField loginReq = new CThostFtdcReqUserLoginField();
loginReq.BrokerID = broker;
loginReq.UserID = userName;
loginReq.Password = password;
int rt = mdApi.ReqUserLogin(loginReq, nRequest++);
}
// 登录应答
public override void OnRspUserLogin(
CThostFtdcRspUserLoginField pRspUserLogin,
CThostFtdcRspInfoField pRspInfo,
int nRequestID,
bool bIsLast)
{
if (isNoError(pRspInfo))
{
isLogin = true;
}
else
{
}
}
///订阅行情应答
public override void OnRspSubMarketData(CThostFtdcSpecificInstrumentField pSpecificInstrument, CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
}
///取消订阅行情应答
public override void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField pSpecificInstrument, CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
}
///订阅询价应答
public override void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField pSpecificInstrument, CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
}
///取消订阅询价应答
public override void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField pSpecificInstrument, CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
}
///深度行情通知
public override void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField pDepthMarketData)
{
}
///询价通知
public override void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField pForQuoteRsp)
{
}
private bool isNoError(CThostFtdcRspInfoField pRspInfo)
{
if (pRspInfo != null && pRspInfo.ErrorID == 0)
return true;
else if (pRspInfo==null)
return true;
else
return false;
}
}
- 创建行情并注册
...
CustomMD CTPMD = null;
private void 连接行情ToolStripMenuItem_Click(object sender, EventArgs e)
{
if (CTPMD == null)
{
CTPMD = new CustomMD();
}
if (cfgAccountInfo == null)
{
cfgAccountInfo = new CTPAccount(); //这个类自己开发，主要功能就是从文件中读取ctp账号配置信息
}
CTPMD.broker = cfgAccountInfo.Brokerid;
CTPMD.userName = cfgAccountInfo.Investor;
CTPMD.password = cfgAccountInfo.Passwd;
CTPMD.CreateMDApi();
if (CTPMD != null && CTPMD.IsLogin == false)
{
CTPMD.Init(cfgAccountInfo.MDAdress1);
//ShowMsg("[ING]ctp md connecting");
}
else
{
//ShowMsg("[ERROR]create ctp md instance error");
}
}
private void 断开行情ToolStripMenuItem_Click(object sender, EventArgs e)
{
if (CTPMD.IsLogin == true)
{
CTPMD.Release();
}
}
...