Pure Golang bindings for CTP v2 Version without Swig
原生 Golang CTP 封装，最大限度的利用了 Go 本身的 FFI 特性
- 编译慢
- 编辑器提示不友好
- 封装接口太难看，不好用
Only support Linux X64 now.
go get github.com/pseudocodes/goctp
# make build
make example
> go build sample/simple_market/simple_market.go
> go build sample/simple_trader/simple_trader.go
import "github.com/pseudocodes/goctp"
type baseSpi struct {
mdapi *goctp.MdApiLite
mdspi *goctp.MdSpiLite
}
func CreateBaseSpi() *baseSpi {
s := &baseSpi{
mdspi: &goctp.MdSpiLite{},
}
s.mdspi.SetOnFrontConnected(s.OnFrontConnected)
s.mdspi.SetOnFrontDisconnected(s.OnFrontDisconnected)
s.mdspi.SetOnHeartBeatWarning(s.OnHeartBeatWarning)
s.mdspi.SetOnRspUserLogin(s.OnRspUserLogin)
s.mdspi.SetOnRspError(s.OnRspError)
s.mdspi.SetOnRtnDepthMarketData(s.OnRtnDepthMarketData)
return s
}
func (s *baseSpi) OnFrontConnected() {
log.Printf("OnFrontConnected\n")
ret := s.mdapi.ReqUserLogin(&goctp.ReqUserLoginField{
BrokerID: "9999",
UserID: os.Getenv("SIMNOW_USER_ID"), // <- 环境变量设置
Password: os.Getenv("SIMNOW_USER_PASSWORD"),
}, 1)
log.Printf("user log: %v\n", ret)
}
func (s *baseSpi) OnHeartBeatWarning(timelapse int) {
log.Printf("OnHeartBeatWarning: %v\n", timelapse)
}
func (s *baseSpi) OnFrontDisconnected(nReason int) {
log.Printf("OnFrontDisconnected: %v\n", nReason)
}
func (s *baseSpi) OnRspUserLogin(pRspUserLogin *goctp.RspUserLoginField, rspInfo *goctp.RspInfoField, nRequestID int, bIsLast bool) {
log.Printf("RspUserLogin: %+v\nRspInfo: %+v\n", pRspUserLogin, rspInfo)
s.mdapi.SubscribeMarketData("ag2306")
}
func (s *baseSpi) OnRspSubMarketData(instrumentID string, rspInfo *goctp.RspInfoField, requestID int, isLast bool) {
log.Printf("instrumentID: %+v\n RspInfo: %+v\n", instrumentID, rspInfo)
}
func (s *baseSpi) OnRtnDepthMarketData(quote *goctp.DepthMarketDataField) {
log.Printf("tick {%+v}\n", quote)
}
func (s *baseSpi) OnRspError(rspInfo *goctp.RspInfoField, requestID int, isLast bool) {
log.Printf("RspInfo: %+v\n", rspInfo)
}import "github.com/pseudocodes/goctp"
type baseSpi struct {
tdspi *goctp.TraderSpiLite
tdapi *goctp.TraderApiLite
}
func CreateBaseSpi() *baseSpi {
s := &baseSpi{
// tdapi: tdapi,
tdspi: &goctp.TraderSpiLite{},
}
s.tdspi.SetOnFrontConnected(s.OnFrontConnected)
s.tdspi.SetOnFrontDisconnected(s.OnFrontDisconnected)
s.tdspi.SetOnRspAuthenticate(s.OnRspAuthenticate)
s.tdspi.SetOnRspUserLogin(s.OnRspUserLogin)
s.tdspi.SetOnRspSettlementInfoConfirm(s.OnRspSettlementInfoConfirm)
s.tdspi.SetOnRspQryInstrument(s.OnRspQryInstrument)
s.tdspi.SetOnRtnInstrumentStatus(s.OnRtnInstrumentStatus)
return s
}
func (s *baseSpi) OnFrontConnected() {
var ret int
log.Printf("OnFrontConnected\n")
ret = s.tdapi.ReqAuthenticate(&goctp.ReqAuthenticateField{
BrokerID: "9999",
UserID: os.Getenv("SIMNOW_USER_ID"), // <- 环境变量设置
AuthCode: "0000000000000000",
AppID: "simnow_client_test",
}, 1)
log.Printf("user auth: %v\n", ret)
}
func (s *baseSpi) OnRspAuthenticate(f *goctp.RspAuthenticateField, r *goctp.RspInfoField, nRequestID int, bIsLast bool) {
dump.Println(r)
dump.Println(f)
req := &goctp.ReqUserLoginField{
BrokerID: "9999",
UserID: os.Getenv("SIMNOW_USER_ID"), // <- 环境变量设置
Password: os.Getenv("SIMNOW_USER_PASSWORD"),
}
dump.Println(req)
ret := s.tdapi.ReqUserLogin(req, 1)
log.Printf("user login: %v\n", ret)
}
func (s *baseSpi) OnRspSettlementInfoConfirm(f *goctp.SettlementInfoConfirmField, r *goctp.RspInfoField, nRequestID int, bIsLast bool) {
dump.Println(r)
dump.Println(f)
}
func (s *baseSpi) OnFrontDisconnected(nReason int) {
log.Printf("OnFrontDissconnected: %v\n", nReason)
}
func (s *baseSpi) OnRspUserLogin(f *goctp.RspUserLoginField, r *goctp.RspInfoField, nRequestID int, bIsLast bool) {
dump.Println(r)
dump.Println(f)
// req := &goctp.QryInstrumentField{}
// ret := s.tdapi.ReqQryInstrument(req, 3)
// log.Printf("user qry ins: %v\n", ret)
}
func (s *baseSpi) OnRspQryInstrument(pInstrument *goctp.InstrumentField, pRspInfo *goctp.RspInfoField, nRequestID int, bIsLast bool) {
dump.Print(pRspInfo, nRequestID, bIsLast)
dump.Println(pInstrument.InstrumentName)
}
//合约交易状态通知
func (s *baseSpi) OnRtnInstrumentStatus(pInstrumentStatus *goctp.InstrumentStatusField) {
dump.P(pInstrumentStatus)
}
func main() {
tdapi := goctp.CreateTraderApiLite(goctp.TraderFlowPath("./data/"))
baseSpi := CreateBaseSpi()
baseSpi.tdapi = tdapi
log.Printf("baseSpi %+v\n", baseSpi)
tdapi.RegisterSpi(baseSpi.tdspi)
tdapi.RegisterFront(SimnowEnv["td"]["7x24"])
tdapi.Init()
println(tdapi.GetTradingDay())
println(tdapi.GetApiVersion())
tdapi.Join()
}本项目明确拒绝对产品做任何明示或暗示的担保。由于软件系统开发本身的复杂性，无法保证本项目完全没有错误。如选择使用本项目表示您同意错误和/或遗漏的存在，在任何情况下本项目对于直接、间接、特殊的、偶然的、或间接产生的、使用或无法使用本项目进行交易和投资造成的盈亏、直接或间接引起的赔偿、损失、债务或是任何交易中止均不承担责任和义务。
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