CTP JAVA API(JCTP) 64位 2in1及CTP JAVA訂閱全市場行情DEMO

前言

前面文章將traderapi和mdapi分開來打包，這樣就會有兩個jar包，裏面有些結構體是完全重複的，給一些人造成困惑。其實分開打包的目的主要是方便需要單獨用的人，有的人只想接交易，有的人只想接行情。這裏根據別人編譯的經驗，給出一個合併在一起打包的方案，並且給了一個訂閱全市場合約行情的demo，大家共同探討。全部的代碼及release版本都在github： https://github.com/nicai0609/JAVA-CTPAPI/可下。

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1.準備工作

完全參考文章CTP JAVA API(JCTP)編譯（利用Swig封裝C++動態庫）windows版中的準備工作就可以了，注意jdk和libiconv都要是64位的。github上有編譯好的libconv的靜態庫，不放心也可以到qq羣裏文件共享區下載vs2013的源碼自己編譯。
本文一開始採用的是第三方庫libiconv轉換，下面也以libiconv爲例繼續。C++11庫中已有字節編碼轉換方式，採用這種方式可以不用libiconv庫，下面和libiconv相關的都可以略去，見《Swig轉換C++接口中文亂碼解決方案》。
另外，我們在下載好的20180109_tradeapi64_windows文件夾中預先建一些文件夾，結構圖如下：

20180109_tradeapi64_windows
│
│─── ctp ─── thostapi
│
│─── demo
│
│─── src
│
│─── wrap
│
│ ThostFtdcMdApi.h
│ ThostFtdcTraderApi.h
│ ThostFtdcUserApiDataType.h
│ …

2.通過Swig得到jar包

在剛剛下載得到的API文件夾20180109_tradeapi64_windows內，新建文件thostap.i，內容如下

%module(directors="1") thosttraderapi 
%include "various.i"
%apply char **STRING_ARRAY { char *ppInstrumentID[] }
%{ 
#include "ThostFtdcMdApi.h"
#include "ThostFtdcTraderApi.h"
#include "iconv.h"
%}

%typemap(out) char[ANY], char[] {
    if ($1) {
        iconv_t cd = iconv_open("utf-8", "gb2312");
        if (cd != reinterpret_cast<iconv_t>(-1)) {
            char buf[4096] = {};
            char **in = &$1;
            char *out = buf;
            size_t inlen = strlen($1), outlen = 4096;

            if (iconv(cd, in, &inlen, &out, &outlen) != static_cast<size_t>(-1))
                $result = JCALL1(NewStringUTF, jenv, (const char *)buf);
            iconv_close(cd);
        }
    }
}

%feature("director") CThostFtdcMdSpi;
%ignore THOST_FTDC_VTC_BankBankToFuture;
%ignore THOST_FTDC_VTC_BankFutureToBank;
%ignore THOST_FTDC_VTC_FutureBankToFuture;
%ignore THOST_FTDC_VTC_FutureFutureToBank;
%ignore THOST_FTDC_FTC_BankLaunchBankToBroker;
%ignore THOST_FTDC_FTC_BrokerLaunchBankToBroker;
%ignore THOST_FTDC_FTC_BankLaunchBrokerToBank;
%ignore THOST_FTDC_FTC_BrokerLaunchBrokerToBank;
%include "ThostFtdcUserApiDataType.h"
%include "ThostFtdcUserApiStruct.h" 
%include "ThostFtdcMdApi.h"
%feature("director") CThostFtdcTraderSpi;
%include "ThostFtdcTraderApi.h"

various.i文件是swig自帶的，將swig/Lib/java/various.i拷貝過來即可。然後再當前目錄cmd下運行命令：

swig.exe -c++ -java -package ctp.thostapi -outdir src -o thosttraderapi_wrap.cpp thostapi.i

等到運行完成後，可以看到當前目錄下生成了

thosttraderapi_wrap.h
thosttraderapi_wrap.cpp

這兩個文件是用於包裝原來C++接口的文件，下面要用。打開src文件夾，可以看到這時在裏面生成了一系列方法的java文件，如下：

CThostFtdcAccountregisterField.java
CThostFtdcAuthenticationInfoField.java
… … …
thosttradeapiJNI.java

在cmd中cd到src文件夾底下，運行命令

javac *.java

運行結束之後可以看到生成了等量的class文件，將所有的class文件拷貝到\ctp\thostapi\文件夾中，cmd下cd到20180109_tradeapi64_windows目錄下，運行命令

jar cf thostapi.jar ctp

這樣我們就在當前文件夾下得到了jar包thostapi.jar。

3.通過C++得到java可調用的dll動態庫

這一步也完全參考文章CTP JAVA API(JCTP)編譯（利用Swig封裝C++動態庫）windows版，只不過工程名我這裏改成了thostapi_wrap。編譯完成之後就能在x64文件夾底下得到動態庫thostapi_wrap.dll。
windows下是建vs工程編譯生成dll，linux下可以參考github上的makefile編譯生成thostapi_wrap.so。除了這一步，以上在windows上和linux上32位，64位都是通用的，不需要重複做。

4.Demo

這裏給出一個訂閱全市場行情的demo，可以到githuab上直接導入該工程，將賬號密碼交易及行情前置地址改成自己的就可以運行。

import ctp.thostapi.*;
import java.util.Vector;
import java.util.Iterator;

class TraderSpiImpl extends CThostFtdcTraderSpi{	
	final static String m_BrokerId = "9999";
	final static String m_UserId = "070624";
	final static String m_InvestorId = "070624";
	final static String m_PassWord = "passwd"; 
	final static String m_TradingDay = "20181122";
	final static String m_AccountId = "070624";
	final static String m_CurrencyId = "CNY";
	TraderSpiImpl(CThostFtdcTraderApi traderapi,Vector<String> instrs)
	{
		m_traderapi =  traderapi;
		m_instr_vec = instrs;
	}
	
	@Override
	public void OnFrontConnected(){
		System.out.println("On Front Connected");
		CThostFtdcReqUserLoginField field = new CThostFtdcReqUserLoginField();
		field.setBrokerID(m_BrokerId);
		field.setUserID(m_UserId);
		field.setPassword(m_PassWord);
		field.setUserProductInfo("JAVA_API");
		m_traderapi.ReqUserLogin(field,0);
		System.out.println("Send login ok");
	}
	
	@Override
	public void OnRspUserLogin(CThostFtdcRspUserLoginField pRspUserLogin, CThostFtdcRspInfoField pRspInfo, int nRequestID, boolean bIsLast)
	{
		if (pRspInfo != null && pRspInfo.getErrorID() != 0)
		{
			System.out.printf("Login ErrorID[%d] ErrMsg[%s]\n", pRspInfo.getErrorID(), pRspInfo.getErrorMsg());

			return;
		}
		System.out.println("Login success!!!");
		CThostFtdcQryTradingAccountField qryTradingAccount = new CThostFtdcQryTradingAccountField();
		qryTradingAccount.setBrokerID(m_BrokerId);
		qryTradingAccount.setCurrencyID(m_CurrencyId);;
		qryTradingAccount.setInvestorID(m_InvestorId);
		//m_traderapi.ReqQryTradingAccount(qryTradingAccount, 1);
		
		CThostFtdcQrySettlementInfoField qrysettlement = new CThostFtdcQrySettlementInfoField();
		qrysettlement.setBrokerID(m_BrokerId);
		qrysettlement.setInvestorID(m_InvestorId);
		qrysettlement.setTradingDay(m_TradingDay);
		qrysettlement.setAccountID(m_AccountId);
		qrysettlement.setCurrencyID(m_CurrencyId);
		//m_traderapi.ReqQrySettlementInfo(qrysettlement, 2);
		
		CThostFtdcQryInstrumentField qryInstr = new CThostFtdcQryInstrumentField();
		m_traderapi.ReqQryInstrument(qryInstr, 3);
		System.out.println("Query success!!!");
	}
	
	@Override
	public void OnRspQryTradingAccount(CThostFtdcTradingAccountField pTradingAccount, CThostFtdcRspInfoField pRspInfo, int nRequestID, boolean bIsLast) 
	{
		if (pRspInfo != null && pRspInfo.getErrorID() != 0)
		{
			System.out.printf("OnRspQryTradingAccount ErrorID[%d] ErrMsg[%s]\n", pRspInfo.getErrorID(), pRspInfo.getErrorMsg());

			return;
		}
		
		if (pTradingAccount != null)
		{
			System.out.printf("Balance[%f]Available[%f]WithdrawQuota[%f]Credit[%f]\n",
				pTradingAccount.getBalance(), pTradingAccount.getAvailable(), pTradingAccount.getWithdrawQuota(),
				pTradingAccount.getCredit());
		}
		else
		{
			System.out.printf("NULL obj\n");
		}
	}
	
	public void  OnRspQrySettlementInfo(CThostFtdcSettlementInfoField pSettlementInfo, CThostFtdcRspInfoField pRspInfo, int nRequestID, boolean bIsLast)
	{
		if (pRspInfo != null && pRspInfo.getErrorID() != 0)
		{
			System.out.printf("OnRspQrySettlementInfo ErrorID[%d] ErrMsg[%s]\n", pRspInfo.getErrorID(), pRspInfo.getErrorMsg());

			return;
		}
		
		if (pSettlementInfo != null)
		{
			System.out.printf("%s",pSettlementInfo.getContent());
		}
		else
		{
			System.out.printf("NULL obj\n");
		}
	}
	
	public void OnRspQryInstrument(CThostFtdcInstrumentField pInstrument, CThostFtdcRspInfoField pRspInfo, int nRequestID, boolean bIsLast)
	{
		if (pRspInfo != null && pRspInfo.getErrorID() != 0)
		{
			System.out.printf("OnRspQryInstrument ErrorID[%d] ErrMsg[%s]\n", pRspInfo.getErrorID(), pRspInfo.getErrorMsg());
			return;
		}
		if (pInstrument != null)
		{
			//System.out.printf("%s\n",pInstrument.getInstrumentID());
			m_instr_vec.add(pInstrument.getInstrumentID());
		}
		else
		{
			System.out.printf("NULL obj\n");
		}
	}
	
	private CThostFtdcTraderApi m_traderapi;
	private Vector<String> m_instr_vec;
}

class mdspiImpl extends CThostFtdcMdSpi{
	final static String m_BrokerId = "9999";
	final static String m_UserId = "070624";
	final static String m_InvestorId = "070624";
	final static String m_PassWord = "passwd"; 
	final static String m_TradingDay = "20181122";
	final static String m_AccountId = "070624";
	final static String m_CurrencyId = "CNY";
	mdspiImpl(CThostFtdcMdApi mdapi,Vector<String> instrs)
	{
		m_mdapi =  mdapi;
		m_instr_vec = instrs;
	}
	
	public void OnFrontConnected(){
		System.out.println("On Front Connected");
		CThostFtdcReqUserLoginField field = new CThostFtdcReqUserLoginField();
		field.setBrokerID(m_BrokerId);
		field.setUserID(m_UserId);
		field.setPassword(m_PassWord);
		m_mdapi.ReqUserLogin(field, 0);
		
	}
	
	public void OnRspUserLogin(CThostFtdcRspUserLoginField pRspUserLogin, CThostFtdcRspInfoField pRspInfo, int nRequestID, boolean bIsLast) {
		if (pRspUserLogin != null) {
			System.out.printf("Brokerid[%s]\n",pRspUserLogin.getBrokerID());			
		}
		String[] instruementid = new String[1];
		Iterator iterator = m_instr_vec.iterator();
        while (iterator.hasNext()) {
        	instruementid[0]=iterator.next().toString();
        	m_mdapi.SubscribeMarketData(instruementid,1);
            System.out.println(instruementid[0]);
        }
	}
	
	public void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField pDepthMarketData) {
		if (pDepthMarketData != null)
		{
			System.out.printf("InstrumentID[%s]AskPrice1[%f]BidPrice1[%f]\n",
					pDepthMarketData.getInstrumentID(),pDepthMarketData.getAskPrice1(),pDepthMarketData.getBidPrice1());
		}
		else
		{
			System.out.printf("NULL obj\n");
		}
	}	
	private CThostFtdcMdApi m_mdapi;
	private Vector<String> m_instr_vec;
}


public class demo {

	static{
		System.loadLibrary("thosttraderapi");
		System.loadLibrary("thostmduserapi");
		System.loadLibrary("thostapi_wrap");
	}
	final static String ctp1_TradeAddress = "tcp://180.168.146.187:10000";
	final static String ctp1_MdAddress = "tcp://180.168.146.187:10010";
	static Vector<String> instr_vec = new Vector<String>();
	public static void main(String[] args) {
		//System.out.println(System.getProperty("java.library.path"));
		CThostFtdcTraderApi traderApi = CThostFtdcTraderApi.CreateFtdcTraderApi("trade");
		TraderSpiImpl pTraderSpi = new TraderSpiImpl(traderApi,instr_vec);
		traderApi.RegisterSpi(pTraderSpi);
		traderApi.RegisterFront(ctp1_TradeAddress);
		traderApi.SubscribePublicTopic(THOST_TE_RESUME_TYPE.THOST_TERT_QUICK);
		traderApi.SubscribePrivateTopic(THOST_TE_RESUME_TYPE.THOST_TERT_QUICK);
		traderApi.Init();
		//這裏sleep是爲了保證traderapi的登錄查詢成功
		try {
            Thread.sleep(3000);
        } catch (InterruptedException e) {
            e.printStackTrace(); 
        }
		CThostFtdcMdApi mdApi = CThostFtdcMdApi.CreateFtdcMdApi("md");
		mdspiImpl pMdspiImpl = new mdspiImpl(mdApi,instr_vec);
		mdApi.RegisterSpi(pMdspiImpl);
		mdApi.RegisterFront(ctp1_MdAddress);
		mdApi.Init();
		
		traderApi.Join();
		mdApi.Join();
		return;
	}
}