帮我写一个期货 通过CTP 接收合约行情的多线程c++ demo代码
时间: 2023-06-04 21:05:13 浏览: 197
使用C语言模拟实现CTP期货交易系统的简单示例
好的,我会尽力帮您写一个符合要求的代码,以下是代码示例:
```
#include <stdio.h>
#include <stdlib.h>
#include "ThostFtdcMdApi.h"
class CtpMdSpi : public CThostFtdcMdSpi
{
public:
CtpMdSpi(CThostFtdcMdApi* pMdApi)
: m_pMdApi(pMdApi)
{}
virtual void OnFrontConnected()
{
printf("CTP Front connected.\n");
m_pMdApi->ReqUserLogin(&m_loginReq, 0);
}
virtual void OnFrontDisconnected(int nReason)
{
printf("CTP Front disconnected.\n");
}
virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin,
CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo->ErrorID == 0)
{
printf("CTP User logged in. Trading day: %s\n", pRspUserLogin->TradingDay);
m_pMdApi->SubscribeMarketData(m_instruList, 1);
}
else
{
printf("CTP User login failed. Error ID: %d\n", pRspInfo->ErrorID);
}
}
virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData)
{
printf("CTP New tick received. Instrument ID: %s, Last price: %f\n",
pDepthMarketData->InstrumentID, pDepthMarketData->LastPrice);
}
private:
CThostFtdcMdApi* m_pMdApi;
char m_instruList[10] = "cu1907.SHF"; // 监听的合约代码
CThostFtdcReqUserLoginField m_loginReq = {
"your_broker_id",
"your_user_id",
"your_password"
};
};
int main()
{
CThostFtdcMdApi* pMdApi = CThostFtdcMdApi::CreateFtdcMdApi("");
CtpMdSpi spi(pMdApi);
pMdApi->RegisterSpi(&spi);
pMdApi->RegisterFront("tcp://ctp_md_address:port");
pMdApi->Init();
while (true)
{
// 等待消息处理
Sleep(1000);
}
pMdApi->Release();
return 0;
}
```
请注意将代码中的变量值替换为您自己的实际值,然后编译运行即可。当有新的行情到达时,会输出相应的消息。
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