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CMdHandler.cpp
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CMdHandler.cpp
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#include <CMdHandler.h>
static char buffer[1024*10];
/// 构造函数
CMdHandler::CMdHandler(MdConfigure * pConfigure) {
std::cout << "CMdHandler():开始执行..." << std::endl;
// 读取配置数据信息
this->pConfigure = pConfigure;
// 创建zmq通讯环境
pContext = new zmq::context_t(1);
pSender = new zmq::socket_t(*pContext, ZMQ_PUSH);
pSender->bind(pConfigure->pushbackPipe);
std::cout << "CMdHandler():执行结束..." << std::endl;
}
///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。
void CMdHandler::OnFrontConnected() {
std::cout << "OnFrontConnected():开始执行..." << std::endl;
zmq::socket_t & sender = *pSender;
PushbackMessage message;
message.requestID = "0";
message.apiName = "OnFrontConnected";
message.respInfo = "";
message.send(sender);
std::cout << "OnFrontConnected():执行结束..." << std::endl;
}
///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
void CMdHandler::OnFrontDisconnected(int nReason) {
std::cout << "OnFrontDisconnected():开始执行..." << std::endl;
std::cout << "OnFrontDisconnected():执行结束..." << std::endl;
}
///心跳超时警告。当长时间未收到报文时,该方法被调用
void CMdHandler::OnHeartBeatWarning(int nTimeLapse) {
std::cout << "OnHeartBeatWarning():开始执行..." << std::endl;
std::cout << "OnHeartBeatWarning():执行结束..." << std::endl;
}
///深度行情通知
void CMdHandler::OnRtnDepthMarketData(
CThostFtdcDepthMarketDataField *pDepthMarketData
) {
//std::cout << "OnRtnDepthMarketData():开始执行..." << std::endl;
zmq::socket_t & sender = *pSender;
// 生成返回的json格式
Json::Value json_Response;
json_Response["ResponseMethod"] = "OnRtnDepthMarketData";
/// 返回数据结构体转化json格式
Json::Value json_pDepthMarketData;
if ( pDepthMarketData != NULL ) {
// TODO : 这里需要将编码转化为utf-8
gbk2utf8(
pDepthMarketData->TradingDay,
buffer,
sizeof(pDepthMarketData->TradingDay) * 3 // 字符串转化变长的风险保障
);
json_pDepthMarketData["TradingDay"] = buffer;
gbk2utf8(
pDepthMarketData->InstrumentID,
buffer,
sizeof(pDepthMarketData->InstrumentID) * 3 // 字符串转化变长的风险保障
);
json_pDepthMarketData["InstrumentID"] = buffer;
gbk2utf8(
pDepthMarketData->ExchangeID,
buffer,
sizeof(pDepthMarketData->ExchangeID) * 3 // 字符串转化变长的风险保障
);
json_pDepthMarketData["ExchangeID"] = buffer;
gbk2utf8(
pDepthMarketData->ExchangeInstID,
buffer,
sizeof(pDepthMarketData->ExchangeInstID) * 3 // 字符串转化变长的风险保障
);
json_pDepthMarketData["ExchangeInstID"] = buffer;
json_pDepthMarketData["LastPrice"] = pDepthMarketData->LastPrice;
json_pDepthMarketData["PreSettlementPrice"] = pDepthMarketData->PreSettlementPrice;
json_pDepthMarketData["PreClosePrice"] = pDepthMarketData->PreClosePrice;
json_pDepthMarketData["PreOpenInterest"] = pDepthMarketData->PreOpenInterest;
json_pDepthMarketData["OpenPrice"] = pDepthMarketData->OpenPrice;
json_pDepthMarketData["HighestPrice"] = pDepthMarketData->HighestPrice;
json_pDepthMarketData["LowestPrice"] = pDepthMarketData->LowestPrice;
json_pDepthMarketData["Volume"] = pDepthMarketData->Volume;
json_pDepthMarketData["Turnover"] = pDepthMarketData->Turnover;
json_pDepthMarketData["OpenInterest"] = pDepthMarketData->OpenInterest;
json_pDepthMarketData["ClosePrice"] = pDepthMarketData->ClosePrice;
json_pDepthMarketData["SettlementPrice"] = pDepthMarketData->SettlementPrice;
json_pDepthMarketData["UpperLimitPrice"] = pDepthMarketData->UpperLimitPrice;
json_pDepthMarketData["LowerLimitPrice"] = pDepthMarketData->LowerLimitPrice;
json_pDepthMarketData["PreDelta"] = pDepthMarketData->PreDelta;
json_pDepthMarketData["CurrDelta"] = pDepthMarketData->CurrDelta;
gbk2utf8(
pDepthMarketData->UpdateTime,
buffer,
sizeof(pDepthMarketData->UpdateTime) * 3 // 字符串转化变长的风险保障
);
json_pDepthMarketData["UpdateTime"] = buffer;
json_pDepthMarketData["UpdateMillisec"] = pDepthMarketData->UpdateMillisec;
json_pDepthMarketData["BidPrice1"] = pDepthMarketData->BidPrice1;
json_pDepthMarketData["BidVolume1"] = pDepthMarketData->BidVolume1;
json_pDepthMarketData["AskPrice1"] = pDepthMarketData->AskPrice1;
json_pDepthMarketData["AskVolume1"] = pDepthMarketData->AskVolume1;
json_pDepthMarketData["BidPrice2"] = pDepthMarketData->BidPrice2;
json_pDepthMarketData["BidVolume2"] = pDepthMarketData->BidVolume2;
json_pDepthMarketData["AskPrice2"] = pDepthMarketData->AskPrice2;
json_pDepthMarketData["AskVolume2"] = pDepthMarketData->AskVolume2;
json_pDepthMarketData["BidPrice3"] = pDepthMarketData->BidPrice3;
json_pDepthMarketData["BidVolume3"] = pDepthMarketData->BidVolume3;
json_pDepthMarketData["AskPrice3"] = pDepthMarketData->AskPrice3;
json_pDepthMarketData["AskVolume3"] = pDepthMarketData->AskVolume3;
json_pDepthMarketData["BidPrice4"] = pDepthMarketData->BidPrice4;
json_pDepthMarketData["BidVolume4"] = pDepthMarketData->BidVolume4;
json_pDepthMarketData["AskPrice4"] = pDepthMarketData->AskPrice4;
json_pDepthMarketData["AskVolume4"] = pDepthMarketData->AskVolume4;
json_pDepthMarketData["BidPrice5"] = pDepthMarketData->BidPrice5;
json_pDepthMarketData["BidVolume5"] = pDepthMarketData->BidVolume5;
json_pDepthMarketData["AskPrice5"] = pDepthMarketData->AskPrice5;
json_pDepthMarketData["AskVolume5"] = pDepthMarketData->AskVolume5;
json_pDepthMarketData["AveragePrice"] = pDepthMarketData->AveragePrice;
gbk2utf8(
pDepthMarketData->ActionDay,
buffer,
sizeof(pDepthMarketData->ActionDay) * 3 // 字符串转化变长的风险保障
);
json_pDepthMarketData["ActionDay"] = buffer;
}
// 打包返回数据格式
Json::Value json_Parameters;
json_Parameters["Data"] = json_pDepthMarketData;
json_Response["Parameters"] = json_Parameters;
// 打包消息结构并压入Pushback管道
PushbackMessage message;
message.requestID = "0";
message.apiName = "OnRtnDepthMarketData";
message.respInfo = json_Response.toStyledString();
message.isLast = "1";
message.send(sender);
//std::cout << "OnRtnDepthMarketData():执行结束..." << std::endl;
}
/**********************************************************
* onRsp开头的方法 *
***********************************************************/
///登录请求响应
void CMdHandler::OnRspUserLogin(
CThostFtdcRspUserLoginField * pRspUserLogin,
CThostFtdcRspInfoField * pRspInfo,
int nRequestID,
bool bIsLast
) {
std::cout << "OnRspUserLogin():开始执行..." << std::endl;
// 生成发送管道的引用
zmq::socket_t & sender = *pSender;
// 读取处理结果信息
Json::Value json_pRspInfo;
// 如果RspInfo为空,或者RspInfo的错误代码为0,说明查询成功。
// 这里不需要判断是否成功直接将信息返回客户端即可
if ( pRspInfo != NULL ) {
json_pRspInfo["ErrorID"] = pRspInfo->ErrorID;
gbk2utf8(
pRspInfo->ErrorMsg,
buffer,
sizeof(pRspInfo->ErrorMsg) * 3 // 字符串转化变长的风险保障
);
json_pRspInfo["ErrorMsg"] = buffer;
} else {
json_pRspInfo["ErrorID"] = 0;
json_pRspInfo["ErrorMsg"] = "";
}
// 生成返回的json格式
Json::Value json_Response;
json_Response["ResponseMethod"] = "OnRspUserLogin";
/// 返回数据结构体转化json格式
Json::Value json_pRspUserLogin;
if ( pRspUserLogin != NULL ) {
// TODO : 这里需要将编码转化为utf-8
gbk2utf8(
pRspUserLogin->TradingDay,
buffer,
sizeof(pRspUserLogin->TradingDay) * 3 // 字符串转化变长的风险保障
);
json_pRspUserLogin["TradingDay"] = buffer;
gbk2utf8(
pRspUserLogin->LoginTime,
buffer,
sizeof(pRspUserLogin->LoginTime) * 3 // 字符串转化变长的风险保障
);
json_pRspUserLogin["LoginTime"] = buffer;
gbk2utf8(
pRspUserLogin->BrokerID,
buffer,
sizeof(pRspUserLogin->BrokerID) * 3 // 字符串转化变长的风险保障
);
json_pRspUserLogin["BrokerID"] = buffer;
gbk2utf8(
pRspUserLogin->UserID,
buffer,
sizeof(pRspUserLogin->UserID) * 3 // 字符串转化变长的风险保障
);
json_pRspUserLogin["UserID"] = buffer;
gbk2utf8(
pRspUserLogin->SystemName,
buffer,
sizeof(pRspUserLogin->SystemName) * 3 // 字符串转化变长的风险保障
);
json_pRspUserLogin["SystemName"] = buffer;
json_pRspUserLogin["FrontID"] = pRspUserLogin->FrontID;
json_pRspUserLogin["SessionID"] = pRspUserLogin->SessionID;
gbk2utf8(
pRspUserLogin->MaxOrderRef,
buffer,
sizeof(pRspUserLogin->MaxOrderRef) * 3 // 字符串转化变长的风险保障
);
json_pRspUserLogin["MaxOrderRef"] = buffer;
gbk2utf8(
pRspUserLogin->SHFETime,
buffer,
sizeof(pRspUserLogin->SHFETime) * 3 // 字符串转化变长的风险保障
);
json_pRspUserLogin["SHFETime"] = buffer;
gbk2utf8(
pRspUserLogin->DCETime,
buffer,
sizeof(pRspUserLogin->DCETime) * 3 // 字符串转化变长的风险保障
);
json_pRspUserLogin["DCETime"] = buffer;
gbk2utf8(
pRspUserLogin->CZCETime,
buffer,
sizeof(pRspUserLogin->CZCETime) * 3 // 字符串转化变长的风险保障
);
json_pRspUserLogin["CZCETime"] = buffer;
gbk2utf8(
pRspUserLogin->FFEXTime,
buffer,
sizeof(pRspUserLogin->FFEXTime) * 3 // 字符串转化变长的风险保障
);
json_pRspUserLogin["FFEXTime"] = buffer;
gbk2utf8(
pRspUserLogin->INETime,
buffer,
sizeof(pRspUserLogin->INETime) * 3 // 字符串转化变长的风险保障
);
json_pRspUserLogin["INETime"] = buffer;
}
/// json_nRequestID
Json::Value json_nRequestID;
json_nRequestID = nRequestID;
/// 数据末尾标识
Json::Value json_bIsLast;
json_bIsLast = bIsLast;
// 定义参数集合
// TODO:参数集是用dict还是是用list需要在考虑一下
Json::Value json_Parameters;
json_Parameters["Data"] = json_pRspUserLogin;
json_Parameters["RspInfo"] = json_pRspInfo;
json_Parameters["RequestID"] = json_nRequestID;
json_Parameters["IsLast"] = json_bIsLast;
json_Response["Parameters"] = json_Parameters;
// 打包消息结构并压入Pushback管道
PushbackMessage message;
sprintf(buffer,"%d",nRequestID);
message.requestID = buffer;
message.apiName = "OnRspUserLogin";
message.respInfo = json_Response.toStyledString();
message.isLast = bIsLast ? "1" : "0";
message.send(sender);
std::cout << "OnRspUserLogin():执行结束..." << std::endl;
}
///订阅行情应答
void CMdHandler::OnRspSubMarketData(
CThostFtdcSpecificInstrumentField * pSpecificInstrument,
CThostFtdcRspInfoField * pRspInfo,
int nRequestID,
bool bIsLast
) {
std::cout << "OnRspSubMarketData():开始执行..." << std::endl;
// 生成发送管道的引用
zmq::socket_t & sender = *pSender;
// 读取处理结果信息
Json::Value json_pRspInfo;
// 如果RspInfo为空,或者RspInfo的错误代码为0,说明查询成功。
// 这里不需要判断是否成功直接将信息返回客户端即可
if ( pRspInfo != NULL ) {
json_pRspInfo["ErrorID"] = pRspInfo->ErrorID;
gbk2utf8(
pRspInfo->ErrorMsg,
buffer,
sizeof(pRspInfo->ErrorMsg) * 3 // 字符串转化变长的风险保障
);
json_pRspInfo["ErrorMsg"] = buffer;
} else {
json_pRspInfo["ErrorID"] = 0;
json_pRspInfo["ErrorMsg"] = "";
}
// 生成返回的json格式
Json::Value json_Response;
json_Response["ResponseMethod"] = "OnRspSubMarketData";
/// 返回数据结构体转化json格式
Json::Value json_pSpecificInstrument;
if ( pSpecificInstrument != NULL ) {
// TODO : 这里需要将编码转化为utf-8
gbk2utf8(
pSpecificInstrument->InstrumentID,
buffer,
sizeof(pSpecificInstrument->InstrumentID) * 3 // 字符串转化变长的风险保障
);
json_pSpecificInstrument["InstrumentID"] = buffer;
}
/// json_nRequestID
Json::Value json_nRequestID;
json_nRequestID = nRequestID;
/// 数据末尾标识
Json::Value json_bIsLast;
json_bIsLast = bIsLast;
// 定义参数集合
// TODO:参数集是用dict还是是用list需要在考虑一下
Json::Value json_Parameters;
json_Parameters["Data"] = json_pSpecificInstrument;
json_Parameters["RspInfo"] = json_pRspInfo;
json_Parameters["RequestID"] = json_nRequestID;
json_Parameters["IsLast"] = json_bIsLast;
json_Response["Parameters"] = json_Parameters;
// 打包消息结构并压入Pushback管道
PushbackMessage message;
sprintf(buffer,"%d",nRequestID);
message.requestID = buffer;
message.apiName = "OnRspSubMarketData";
message.respInfo = json_Response.toStyledString();
message.isLast = bIsLast ? "1" : "0";
message.send(sender);
std::cout << "OnRspSubMarketData():执行结束..." << std::endl;
}
///取消订阅行情应答
void CMdHandler::OnRspUnSubMarketData(
CThostFtdcSpecificInstrumentField * pSpecificInstrument,
CThostFtdcRspInfoField * pRspInfo,
int nRequestID,
bool bIsLast
) {
std::cout << "OnRspUnSubMarketData():开始执行..." << std::endl;
// 生成发送管道的引用
zmq::socket_t & sender = *pSender;
// 读取处理结果信息
Json::Value json_pRspInfo;
// 如果RspInfo为空,或者RspInfo的错误代码为0,说明查询成功。
// 这里不需要判断是否成功直接将信息返回客户端即可
if ( pRspInfo != NULL ) {
json_pRspInfo["ErrorID"] = pRspInfo->ErrorID;
gbk2utf8(
pRspInfo->ErrorMsg,
buffer,
sizeof(pRspInfo->ErrorMsg) * 3 // 字符串转化变长的风险保障
);
json_pRspInfo["ErrorMsg"] = buffer;
} else {
json_pRspInfo["ErrorID"] = 0;
json_pRspInfo["ErrorMsg"] = "";
}
// 生成返回的json格式
Json::Value json_Response;
json_Response["ResponseMethod"] = "OnRspUnSubMarketData";
/// 返回数据结构体转化json格式
Json::Value json_pSpecificInstrument;
if ( pSpecificInstrument != NULL ) {
// TODO : 这里需要将编码转化为utf-8
gbk2utf8(
pSpecificInstrument->InstrumentID,
buffer,
sizeof(pSpecificInstrument->InstrumentID) * 3 // 字符串转化变长的风险保障
);
json_pSpecificInstrument["InstrumentID"] = buffer;
}
/// json_nRequestID
Json::Value json_nRequestID;
json_nRequestID = nRequestID;
/// 数据末尾标识
Json::Value json_bIsLast;
json_bIsLast = bIsLast;
// 定义参数集合
// TODO:参数集是用dict还是是用list需要在考虑一下
Json::Value json_Parameters;
json_Parameters["Data"] = json_pSpecificInstrument;
json_Parameters["RspInfo"] = json_pRspInfo;
json_Parameters["RequestID"] = json_nRequestID;
json_Parameters["IsLast"] = json_bIsLast;
json_Response["Parameters"] = json_Parameters;
// 打包消息结构并压入Pushback管道
PushbackMessage message;
sprintf(buffer,"%d",nRequestID);
message.requestID = buffer;
message.apiName = "OnRspUnSubMarketData";
message.respInfo = json_Response.toStyledString();
message.isLast = bIsLast ? "1" : "0";
message.send(sender);
std::cout << "OnRspUnSubMarketData():执行结束..." << std::endl;
}
///登出请求响应
void CMdHandler::OnRspUserLogout(
CThostFtdcUserLogoutField * pUserLogout,
CThostFtdcRspInfoField * pRspInfo,
int nRequestID,
bool bIsLast
) {
std::cout << "OnRspUserLogout():开始执行..." << std::endl;
// 生成发送管道的引用
zmq::socket_t & sender = *pSender;
// 读取处理结果信息
Json::Value json_pRspInfo;
// 如果RspInfo为空,或者RspInfo的错误代码为0,说明查询成功。
// 这里不需要判断是否成功直接将信息返回客户端即可
if ( pRspInfo != NULL ) {
json_pRspInfo["ErrorID"] = pRspInfo->ErrorID;
gbk2utf8(
pRspInfo->ErrorMsg,
buffer,
sizeof(pRspInfo->ErrorMsg) * 3 // 字符串转化变长的风险保障
);
json_pRspInfo["ErrorMsg"] = buffer;
} else {
json_pRspInfo["ErrorID"] = 0;
json_pRspInfo["ErrorMsg"] = "";
}
// 生成返回的json格式
Json::Value json_Response;
json_Response["ResponseMethod"] = "OnRspUserLogout";
/// 返回数据结构体转化json格式
Json::Value json_pUserLogout;
if ( pUserLogout != NULL ) {
// TODO : 这里需要将编码转化为utf-8
gbk2utf8(
pUserLogout->BrokerID,
buffer,
sizeof(pUserLogout->BrokerID) * 3 // 字符串转化变长的风险保障
);
json_pUserLogout["BrokerID"] = buffer;
gbk2utf8(
pUserLogout->UserID,
buffer,
sizeof(pUserLogout->UserID) * 3 // 字符串转化变长的风险保障
);
json_pUserLogout["UserID"] = buffer;
}
/// json_nRequestID
Json::Value json_nRequestID;
json_nRequestID = nRequestID;
/// 数据末尾标识
Json::Value json_bIsLast;
json_bIsLast = bIsLast;
// 定义参数集合
// TODO:参数集是用dict还是是用list需要在考虑一下
Json::Value json_Parameters;
json_Parameters["Data"] = json_pUserLogout;
json_Parameters["RspInfo"] = json_pRspInfo;
json_Parameters["RequestID"] = json_nRequestID;
json_Parameters["IsLast"] = json_bIsLast;
json_Response["Parameters"] = json_Parameters;
// 打包消息结构并压入Pushback管道
PushbackMessage message;
sprintf(buffer,"%d",nRequestID);
message.requestID = buffer;
message.apiName = "OnRspUserLogout";
message.respInfo = json_Response.toStyledString();
message.isLast = bIsLast ? "1" : "0";
message.send(sender);
std::cout << "OnRspUserLogout():执行结束..." << std::endl;
}