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Ctp.Net

ctp .net6 clr wrapper 上期ctp接口c++/clr封装,显示指定dll,对应接口版本是6.3.19 win x64

基本使用方法:

创建行情api

var mapi = MarketApi.CreateApi("thostmduserapi_se.dll", Path.Combine("tmp", "md_"), false, false);
mapi.OnFrontConnected += mapi_OnFrontConnected;
mapi.OnFrontDisconnected += mapi_OnFrontDisconnected;
mapi.OnRspUserLogin += mapi_OnRspUserLogin;
mapi.OnRtnDepthMarketData += mapi_OnRtnDepthMarketData;
mapi.OnRspError += mapi_OnRspError;
mapi.RegisterFront(Local.CtpMdFront);
mapi.Init();

创建交易api

var tapi = TraderApi.CreateApi("thosttraderapi_se.dll", Path.Combine("tmp", "td_"));
tapi.OnFrontConnected += tapi_OnFrontConnected;
tapi.OnFrontDisconnected += tapi_OnFrontDisconnected;
tapi.OnRspAuthenticate += tapi_OnRspAuthenticate;
tapi.OnRspUserLogin += tapi_OnRspUserLogin;
tapi.OnRspQryTradingAccount += tapi_OnRspQryTradingAccount;
tapi.OnRspQryInvestorPosition += tapi_OnRspQryInvestorPosition;
tapi.OnRspError += tapi_OnRspError;
tapi.SubscribePrivateTopic(RESUME_TYPE.QUICK);
tapi.SubscribePublicTopic(RESUME_TYPE.QUICK);
tapi.RegisterFront($"tcp://{front.TraderIp}:{front.TraderPort}");
tapi.Init();

注:

  1. 编译前需要确定vs安装程序里安装了“适用于 v143 生成工具的 C++/CLI 支持(最新版本)”
  2. api的使用方法,基本可参考原始c++版本的文档,方法名都做了保留,类型名做了简化
  3. 编译成功会生成api接口的xml文档,用于ide的语法提示
  4. 项目文件基本上是写脚本进行接口转换和类型生成,目前只针对于6.3.19 win x64版本(其实够用了)
  5. 有其他疑问可加qq群:767101469
  6. 特别感谢ctp群景总、李总等朋友的帮助,感谢项目https://github.com/yajiedesign/CTPCSharp

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