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MdApiImpl.cpp
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#include "stdafx.h"
#include "MdApiImpl.h"
static BYTE bUnkPkt[10] = {FTDTypeNone,6,0,0,7,4,0,0,0,0x27};
static BYTE bHBeatPkt[6] = {FTDTypeNone,2,0,0,FTDTagKeepAlive,0};
static BYTE bMdQuick[20]={0x10,1,0,6,0,1,0,0,0,0,0x10,1,0,6,0,4,0,0,0,0};
static BYTE bSubMdSign[4] = {0x24,0x41,0,0x1f};
void MdApiImpl::Release()
{
m_SockClient.Terminate();
CSocketHandle::ReleaseLibrary();
delete this;
}
MdApiImpl::MdApiImpl()
{
CSocketHandle::InitLibrary(MAKEWORD(2,2));
TCHAR szIPAddr[MAX_PATH] = { 0 };
CSocketHandle::GetLocalAddress(szIPAddr, MAX_PATH, AF_INET);
char szIP[MAX_PATH] = { 0 };
#ifdef _UNICODE
uni2ansi(CP_ACP,szIPAddr,szIP);
#else
StringCbCopyA(szIP, MAX_PATH, szIPAddr);
#endif
CSocketHandle::GetMacAddress(szIP, m_sMac,sizeof(TThostFtdcMacAddressType));
m_SockClient.SetInterface(this);
}
bool MdApiImpl::GetRandSvr()
{
srand((unsigned)time(NULL));
size_t i=rand()% m_SvrVec.size();
if (!m_SvrVec[i].empty())
{
std::string szPre = m_SvrVec[i].substr(0,3);
if (!szPre.compare("tcp") || !szPre.compare("udp"))
{
if (!szPre.compare("tcp"))
{ m_iSockType = SOCK_STREAM; }
else
{ m_iSockType = SOCK_DGRAM; }
size_t iPos = m_SvrVec[i].rfind(':');
size_t iPos2 = m_SvrVec[i].find("//");
m_sFront=m_SvrVec[i].substr(iPos2+2,iPos-iPos2-2);
m_sPort=m_SvrVec[i].substr(iPos+1);
return true;
}
else
{
m_RspInf.ErrorID = 1;
StringCbCopyA(m_RspInf.ErrorMsg,81,"不支持的连接类型");
m_pSpi->OnRspError(&m_RspInf,-1,true);
}
}
return false;
}
void MdApiImpl::Init()
{
//仅写了IPv4代码 可支持IPv6
if (GetRandSvr() && m_SockClient.StartClient(NULL, m_sFront.c_str(), m_sPort.c_str(), AF_INET, m_iSockType))
{
SendPrePkt();
m_pSpi->OnFrontConnected();
}
else
{
m_RspInf.ErrorID = 2;
StringCbCopyA(m_RspInf.ErrorMsg,81,"建立连接失败!");
m_pSpi->OnRspError(&m_RspInf,-1,true);
}
}
int MdApiImpl::Join()
{
int iRet=WaitForSingleObject(m_SockClient.GetHandle(),INFINITE);
return iRet;
}
const char* MdApiImpl::GetTradingDay()
{
return m_sTdday;
}
void MdApiImpl::RegisterFront(char *pszFrontAddress)
{
m_SvrVec.insert(m_SvrVec.end(),pszFrontAddress);
}
void MdApiImpl::RegisterNameServer(char *pszNsAddress)
{
}
void MdApiImpl::RegisterFensUserInfo(CThostFtdcFensUserInfoField * pFensUserInfo)
{
}
void MdApiImpl::RegisterSpi(CThostFtdcMdSpi *pSpi)
{
InterlockedExchangePointer(reinterpret_cast<void**>(&m_pSpi), pSpi);
}
typedef struct OneSubPkt
{
BYTE bSign[4];
TThostFtdcInstrumentIDType sInst;
}ONEPKT;
int MdApiImpl::SubscribeMarketData(char *ppInstrumentID[], int nCount)
{
static BYTE bSubMdPkt[FTD_HDRLEN-4] = { FTDTypeFTDC,0,0,0x3d,1,0,8,CHAIN_LAST,0,0,0,0,0x44,1,0,0,0,0,0,1/*nCount*/,0,0x27,0,0,0,0/*,0x24,0x41,0,0x1f*/};
int iOne = sizeof(TThostFtdcInstrumentIDType)+sizeof(bSubMdSign);
DWORD iLen = FTD_HDRLEN-4+ nCount*iOne;
m_bPktSend.resize(iLen);
*(USHORT*)(bSubMdSign+2) = htons(sizeof(TThostFtdcInstrumentIDType));
*(USHORT*)(bSubMdPkt+2) = htons(iLen-4); //分包?????
*(USHORT*)(bSubMdPkt+0x12) = htons(nCount);
*(USHORT*)(bSubMdPkt+0x14) = htons(nCount*iOne);
memcpy(&m_bPktSend[0],bSubMdPkt,FTD_HDRLEN-4);
ONEPKT pkt;
ZeroMemory(&pkt, sizeof(pkt));
memcpy(pkt.bSign,bSubMdSign,4);
for (int i=0;i<nCount;i++)
{
StringCbCopyA(pkt.sInst,sizeof(TThostFtdcInstrumentIDType),ppInstrumentID[i]);
memcpy(&m_bPktSend[FTD_HDRLEN-4+iOne*i],&pkt,iOne);
}
return SendPkt(&m_bPktSend[0],iLen);
}
int MdApiImpl::UnSubscribeMarketData(char *ppInstrumentID[], int nCount)
{
static BYTE bUnSubMdPkt[FTD_HDRLEN-4] = { FTDTypeFTDC,0,0,0x3d,1,0,8,CHAIN_LAST,0,0,0,0,0x44,3,0,0,0,0,0,1/*nCount*/,0,0x27,0,0,0,0/*,0x24,0x41,0,0x1f*/};
int iOne = sizeof(TThostFtdcInstrumentIDType)+sizeof(bSubMdSign);
DWORD iLen = FTD_HDRLEN-4+ nCount*iOne;
m_bPktSend.resize(iLen);
*(USHORT*)(bSubMdSign+2) = htons(sizeof(TThostFtdcInstrumentIDType));
*(USHORT*)(bUnSubMdPkt+2) = htons(iLen-4); //分包?????
*(USHORT*)(bUnSubMdPkt+0x12) = htons(nCount);
*(USHORT*)(bUnSubMdPkt+0x14) = htons(nCount*iOne);
memcpy(&m_bPktSend[0],bUnSubMdPkt,FTD_HDRLEN-4);
ONEPKT pkt;
ZeroMemory(&pkt, sizeof(pkt));
memcpy(pkt.bSign,bSubMdSign,4);
for (int i=0;i<nCount;i++)
{
StringCbCopyA(pkt.sInst,sizeof(TThostFtdcInstrumentIDType),ppInstrumentID[i]);
memcpy(&m_bPktSend[FTD_HDRLEN-4+iOne*i],&pkt,iOne);
}
return SendPkt(&m_bPktSend[0],iLen);
}
int MdApiImpl::ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID)
{
static BYTE bLoginPkt[FTD_HDRLEN] = { FTDTypeFTDC,0,0,0xea,1,0,8,CHAIN_LAST,0,0,0,0,0x30,0,0,0,0,0,0,3,0,0xd4,0,0,0,0,0x10,2,0,0xbc};
DWORD iLen = FTD_HDRLEN+sizeof(CThostFtdcReqUserLoginField)+sizeof(bMdQuick);
m_bPktSend.resize(iLen);
*(DWORD*)(bLoginPkt+0x16) = htonl(nRequestID);
GetToday(pReqUserLoginField->TradingDay,9);
//strcpy(pReqUserLoginField->BrokerID, m_sBkrId);
if (!strlen(pReqUserLoginField->UserProductInfo))
{ StringCbCopyA(pReqUserLoginField->UserProductInfo,11,PROD_INFO); }
if (!strlen(pReqUserLoginField->InterfaceProductInfo))
{ StringCbCopyA(pReqUserLoginField->InterfaceProductInfo,11,API_INFO); }
if (!strlen(pReqUserLoginField->ProtocolInfo))
{ StringCbCopyA(pReqUserLoginField->ProtocolInfo,11,PROT_INFO); }
StringCbCopyA(pReqUserLoginField->MacAddress,21,m_sMac);
memcpy(&m_bPktSend[0],bLoginPkt,FTD_HDRLEN);
memcpy(&m_bPktSend[FTD_HDRLEN],pReqUserLoginField,sizeof(CThostFtdcReqUserLoginField));
memcpy(&m_bPktSend[FTD_HDRLEN+sizeof(CThostFtdcReqUserLoginField)],bMdQuick,sizeof(bMdQuick));
return SendPkt(&m_bPktSend[0],iLen);
}
int MdApiImpl::ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID)
{
int iRet=0;
return iRet;
}
MdApiImpl::~MdApiImpl()
{
//Release();
}
// SocketClient Interface handler
void MdApiImpl::OnThreadBegin(CSocketHandle* pSH)
{
ASSERT(pSH == m_SockClient);
(pSH);
//m_pSpi->OnFrontConnected()
}
void MdApiImpl::OnThreadExit(CSocketHandle* pSH)
{
ASSERT(pSH == m_SockClient);
(pSH);
}
void MdApiImpl::ParsePkt(const BYTE* pbData, DWORD dwCount, const SockAddrIn& addr)
{
//这里解析各种报文类型 按照报头的关键信息 (总长度和偏移qry的响应为多个记录时要仔细)
//先解码并激发回调类的虚函数 每次读出的数据不为各结构体大小的整数倍时 需等继续读出形成整数倍
}
void MdApiImpl::OnDataReceived(CSocketHandle* pSH, const BYTE* pbData, DWORD dwCount, const SockAddrIn& addr)
{
ASSERT(pSH == m_SockClient);
(pSH);
if (dwCount > 20)
{
//SetStatusTxt(_T("登录成功"),1);
ParsePkt(pbData, dwCount, addr);
}
else
{
if (!memcmp(bHBeatPkt, pbData, 6)) { SendHBeatPkt(); }
}
}
void MdApiImpl::OnConnectionDropped(CSocketHandle* pSH)
{
ASSERT(pSH == m_SockClient);
(pSH);
m_pSpi->OnFrontDisconnected(0x1001);
//m_pSpi->OnFrontConnected();
}
void MdApiImpl::OnConnectionError(CSocketHandle* pSH, DWORD dwError)
{
ASSERT(pSH == m_SockClient);
(pSH);
_com_error err(dwError);
m_pSpi->OnFrontDisconnected(0x1002);
//m_pSpi->OnFrontConnected();
}
int MdApiImpl::SendPrePkt()
{
return SendPkt(bUnkPkt,10);
}
int MdApiImpl::SendHBeatPkt()
{
return SendPkt(bHBeatPkt,6);
}
int MdApiImpl::SendPkt(const BYTE* pbData, DWORD dwCount)
{
int iRet=0;
DWORD dwWt = m_SockClient.Write((const LPBYTE)pbData, dwCount, NULL);
if (dwWt!=dwCount) { iRet=-1; }
return iRet;
}