CTP Java 版（Swig）
参考文档 感谢这个博主
https://blog.csdn.net/pjjing/article/details/53186394
https://my.oschina.net/qutterrtl/blog/1490097
https://www.cnblogs.com/ppgeneve/p/7118017.html
http://www.zhimengzhe.com/windows/156189.html
下载 api文件
下载 api文档
安装 VS2012
安装Swig软件，
用的Swig是swigwin-2.0.11版本
解压后 配置windows 环境变量
安装JDK，
注意要安装32位版本，将环境变量配置好。是1.8.0_111版本
然后将你安装jdk目录\Java\jdk1.8.0_111\include下的jni.h和win32文件夹下的jni_md.h, jawt_md.h
一共三个文件拷贝到安装vs的include目录底下\Microsoft Visual Studio 12.0\VC\include。
安装libiconv-1.9.2-1(重要 处理中文使用)
C:\Program Files (x86)\GnuWin32\*
将你安装的libiconv目录下文件夹\GnuWin32\include中的iconv.h文件
同样拷贝到刚才的C++ include目录\Microsoft Visual Studio 12.0\VC\include下。
\GnuWin32\bin文件夹下的libiconv2.dll 这个是后面要用到的
安装Eclipse 32版
如果需要我提供可以留言
将api文件解压
拿到 32版的
创建 c:\ctp3文件
api 放入 ctp3文件
创建 srcmd srctr 文件夹
创建 various.i，thosttraderapi.i，thostmduserapi.i三个文件
=================================================================================================
=================================================================================================
various.i:
/* -----------------------------------------------------------------------------
* See the LICENSE file for information on copyright, usage and redistribution
* of SWIG, and the README file for authors - http://www.swig.org/release.html.
*
* various.i
*
* SWIG Typemap library for Java.
* Various useful typemaps.
* ----------------------------------------------------------------------------- */
/*
* char **STRING_ARRAY typemaps.
* These typemaps are for C String arrays which are NULL terminated.
* char *values[] = { "one", "two", "three", NULL }; // note NULL
* char ** is mapped to a Java String[].
*
* Example usage wrapping:
* %apply char **STRING_ARRAY { char **input };
* char ** foo(char **input);
*
* Java usage:
* String numbers[] = { "one", "two", "three" };
* String[] ret = modulename.foo( numbers };
*/
%typemap(jni) char **STRING_ARRAY "jobjectArray"
%typemap(jtype) char **STRING_ARRAY "String[]"
%typemap(jstype) char **STRING_ARRAY "String[]"
%typemap(in) char **STRING_ARRAY (jint size) {
int i = 0;
size = JCALL1(GetArrayLength, jenv, $input);
#ifdef __cplusplus
$1 = new char*[size+1];
#else
$1 = (char **)calloc(size+1, sizeof(char *));
#endif
for (i = 0; i=================================================================================================
thosttraderapi.i:
%module(directors="1") thosttradeapi
%include "various.i"
%apply char **STRING_ARRAY { char *ppInstrumentID[] }
%{
#include "ThostFtdcTraderApi.h"
%}
%feature("director") CThostFtdcTraderSpi;
%include "ThostFtdcUserApiDataType.h"
%include "ThostFtdcUserApiStruct.h"
%include "ThostFtdcTraderApi.h"=================================================================================================
thostmduserapi.i:
%module(directors="1") thostmduserapi
%include "various.i"
%apply char **STRING_ARRAY { char *ppInstrumentID[]};
%{
#include "ThostFtdcMdApi.h"
%}
%feature("director") CThostFtdcMdSpi;
%include "ThostFtdcUserApiDataType.h"
%include "ThostFtdcUserApiStruct.h"
%include "ThostFtdcMdApi.h"=================================================================================================
=================================================================================================
完成后 ctp3目录中的文件：
C:\ctp3 的目录
2018/07/17 21:43. 2018/07/17 21:43 .. 2017/11/23 15:42 184 error.dtd 2017/11/23 15:42 16,121 error.xml 2018/07/17 21:43 srcmd 2018/07/17 21:44 srctr 2017/11/23 15:57 5,560 ThostFtdcMdApi.h 2017/11/23 15:56 34,436 ThostFtdcTraderApi.h 2017/11/23 15:57 248,505 ThostFtdcUserApiDataType.h 2017/11/23 15:57 231,072 ThostFtdcUserApiStruct.h 2017/11/23 15:59 907,264 thostmduserapi.dll 2018/07/16 19:35 297 thostmduserapi.i 2017/11/23 15:59 3,710 thostmduserapi.lib 2017/11/23 15:57 1,982,976 thosttraderapi.dll 2018/07/16 20:56 306 thosttraderapi.i 2017/11/23 15:57 3,846 thosttraderapi.lib 2018/07/16 19:35 4,678 various.i 2018/07/16 20:27 27 version.txt 16 个文件 9,179,259 字节 4 个目录 15,771,103,232 可用字节
cmd 进入ctp3
C:\ctp3>swig.exe -c++ -java -package com.stevezong.thosttraderapi -outdir srctr -o thosttraderapi_wrap.cpp thosttraderapi.i ThostFtdcTraderApi.h(30) : Warning 514: Director base class CThostFtdcTraderSpihas no virtual destructor.
在ctp3中生成下面两个文件：
2018/07/17 21:44 5,722,812 thosttraderapi_wrap.cpp 2018/07/17 21:44 17,465 thosttraderapi_wrap.h
在 ctp3/srctr/*.java 文件 打包这些文件 com.stevezong.thosttraderapi.jar
在vs12 中
文件-》新建-》项目-》模板-》Visual C++ -》Win32-》Win32项目
名称：thosttraderapi_wrap
位置：C:\ctp\tr\
确认创建-》下一步-》DLL（空项目）-》完成
在解决方案资源管理器-》thosttraderapi_wrap-》源文件-》添加-》现有项
libiconv.lib //C:\Program Files (x86)\GnuWin32\lib
ThostFtdcTraderApi.h //C:\ctp3
ThostFtdcUserApiDataType.h //C:\ctp3
ThostFtdcUserApiStruct.h //C:\ctp3
thosttraderapi.lib //C:\ctp3
thosttraderapi_wrap.cpp //C:\ctp3
thosttraderapi_wrap.h //C:\ctp3
将这7个文件添加好
对thosttraderapi_wrap.cpp文件进行一些编辑：
将下面这些注释掉或者删掉
注释快捷键 先选中 CTRL+K 在CTRL+C
=====================================================================================================================================
=====================================================================================================================================
//SWIGEXPORT jchar JNICALL Java_com_stevezong_thosttraderapi_thosttradeapiJNI_THOST_1FTDC_1VTC_1BankBankToFuture_1get(JNIEnv *jenv, jclass jcls) {
// jchar jresult = 0 ;
// char result;
//
// (void)jenv;
// (void)jcls;
// result = (char)('102001');
// jresult = (jchar)result;
// return jresult;
//}
=====================================================================================================================================
//SWIGEXPORT jchar JNICALL Java_com_stevezong_thosttraderapi_thosttradeapiJNI_THOST_1FTDC_1VTC_1BankFutureToBank_1get(JNIEnv *jenv, jclass jcls) {
// jchar jresult = 0 ;
// char result;
//
// (void)jenv;
// (void)jcls;
// result = (char)('102002');
// jresult = (jchar)result;
// return jresult;
//}
=====================================================================================================================================
//SWIGEXPORT jchar JNICALL Java_com_stevezong_thosttraderapi_thosttradeapiJNI_THOST_1FTDC_1VTC_1FutureBankToFuture_1get(JNIEnv *jenv, jclass jcls) {
// jchar jresult = 0 ;
// char result;
//
// (void)jenv;
// (void)jcls;
// result = (char)('202001');
// jresult = (jchar)result;
// return jresult;
//}
=====================================================================================================================================
//SWIGEXPORT jchar JNICALL Java_com_stevezong_thosttraderapi_thosttradeapiJNI_THOST_1FTDC_1VTC_1FutureFutureToBank_1get(JNIEnv *jenv, jclass jcls) {
// jchar jresult = 0 ;
// char result;
//
// (void)jenv;
// (void)jcls;
// result = (char)('202002');
// jresult = (jchar)result;
// return jresult;
//}
=====================================================================================================================================
//SWIGEXPORT jchar JNICALL Java_com_stevezong_thosttraderapi_thosttradeapiJNI_THOST_1FTDC_1FTC_1BankLaunchBankToBroker_1get(JNIEnv *jenv, jclass jcls) {
// jchar jresult = 0 ;
// char result;
//
// (void)jenv;
// (void)jcls;
// result = (char)('102001');
// jresult = (jchar)result;
// return jresult;
//}
=====================================================================================================================================
//SWIGEXPORT jchar JNICALL Java_com_stevezong_thosttraderapi_thosttradeapiJNI_THOST_1FTDC_1FTC_1BrokerLaunchBankToBroker_1get(JNIEnv *jenv, jclass jcls) {
// jchar jresult = 0 ;
// char result;
//
// (void)jenv;
// (void)jcls;
// result = (char)('202001');
// jresult = (jchar)result;
// return jresult;
//}
=====================================================================================================================================
//SWIGEXPORT jchar JNICALL Java_com_stevezong_thosttraderapi_thosttradeapiJNI_THOST_1FTDC_1FTC_1BankLaunchBrokerToBank_1get(JNIEnv *jenv, jclass jcls) {
// jchar jresult = 0 ;
// char result;
//
// (void)jenv;
// (void)jcls;
// result = (char)('102002');
// jresult = (jchar)result;
// return jresult;
//}
=====================================================================================================================================
//SWIGEXPORT jchar JNICALL Java_com_stevezong_thosttraderapi_thosttradeapiJNI_THOST_1FTDC_1FTC_1BrokerLaunchBrokerToBank_1get(JNIEnv *jenv, jclass jcls) {
// jchar jresult = 0 ;
// char result;
//
// (void)jenv;
// (void)jcls;
// result = (char)('202002');
// jresult = (jchar)result;
// return jresult;
//}=====================================================================================================================================
=====================================================================================================================================
CTP是GB2312编码，Java输出是UTF-8编码，
所以要进行字节转换。
在thosttraderapi_wrap.cpp文件开头添加如下代码：
=================================================================================================================================
=================================================================================================================================
thosttraderapi_wrap.cpp:
#pragma warning(disable:4996)
#include
int code_convert(const char *from_charset, const char *to_charset, char *inbuf, size_t inlen, char *outbuf, size_t outlen)
{
iconv_t cd;
int rc;
char **pin = &inbuf;
char **pout = &outbuf;
cd = iconv_open(to_charset, from_charset);
int argument = 1;
if (cd == 0) return -1;
if (iconv(cd, (const char **)pin, &inlen, pout, &outlen) == -1)
{
iconv_close(cd);
return -1;
}
iconv_close(cd);
return 0;
}
#define GB2312TOUTF8FORCONTENT \
char result_utf8[1000]={0}; \
if(result) \
{ \
unsigned int inlength=strlen(result); \
int rsp=code_convert("gb2312","utf-8",result,inlength,result_utf8,1000);\
if(rsp!=-1) jresult = jenv->NewStringUTF((const char *)result_utf8);\
} =================================================================================================================================
=================================================================================================================================
搜索文件thosttraderapi_wrap.cpp将
=====================================================================
if (result) jresult = jenv->NewStringUTF((const char *)result);替换为下面的
GB2312TOUTF8FORCONTENT=====================================================================
完成后 F7生成解决方案就会在：
C:\ctp3\tr\thosttraderapi_wrap\Debug\thosttraderapi_wrap.dll
thosttraderapi.dll //C:\ctp3\thosttraderapi.dll
thosttraderapi_wrap.dll //C:\ctp3\tr\thosttraderapi_wrap\Debug\thosttraderapi_wrap.dll
libiconv2.dll //C:\Program Files (x86)\GnuWin32\bin\libiconv2.dll
三个文件拷贝到你电脑环境变量path路径底下，如果自己不清楚
C:\Program Files\Java\jre1.8.0_111\bin
C:\Program Files\Java\jdk1.8.0_111\bin
C:\Program Files\Java\jdk1.8.0_111\jre\bin
都放一下
到这里 基本的处理工作基本完成
可以编写java 代码 要先看cpp文件和api文档我这里就写的一个通过交易api 获取所有的交易所 -》每个交易所的商品-》每个商品的所有合约
这里就先写一个最简单的demo 以后有时间在补上正式代码
有需要也可以留言给我
package com.stevezong.ctp.test;
import java.io.File;
import java.io.FileNotFoundException;
import java.io.FileOutputStream;
import java.io.PrintWriter;
import java.io.UnsupportedEncodingException;
import java.util.ArrayList;
import java.util.Collections;
import java.util.List;
import com.stevezong.thosttraderapi.*;
class TraderSpiImpl extends CThostFtdcTraderSpi {
final static String m_BrokerId = "BrokerId";
final static String m_UserId = "用户名";
final static String m_InvestorId = "用户名";
final static String m_AccountId = "用户名";
final static String m_PassWord = "密码";
private List ListExchanges = new ArrayList();
private List ListProducts = new ArrayList();
private List ListInstruments = new ArrayList();
TraderSpiImpl(CThostFtdcTraderApi traderapi) {
m_traderapi = traderapi;
}
@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");
int a = m_traderapi.ReqUserLogin(field, 0);
System.out.println("a:" + a);
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(pRspUserLogin);
System.out.println("Login success!!!");
CThostFtdcQryExchangeField pQryExchange = new CThostFtdcQryExchangeField();
int b = m_traderapi.ReqQryExchange(pQryExchange, 1);
System.out.println("b:" + b);
}
@Override
public void OnRspQryExchange(CThostFtdcExchangeField pExchange, CThostFtdcRspInfoField pRspInfo, int nRequestID,
boolean bIsLast) {
System.out.println(pExchange.toString());
String str;
try {
str = new String(pExchange.getExchangeName().getBytes("ISO-8859-1"),"GBK");
//System.out.println(str);
} catch (UnsupportedEncodingException e1) {
// TODO Auto-generated catch block
e1.printStackTrace();
}
ListExchanges.add(pExchange.toString());
/*
* CThostFtdcQryProductField pQryProduct = new CThostFtdcQryProductField();
* pQryProduct.setExchangeID(pExchange.getExchangeID());
* pQryProduct.setProductClass(pExchange.getExchangeProperty()); int c =
* m_traderapi.ReqQryProduct(pQryProduct, 2); System.out.println("c:" + c);
*/
if (bIsLast) {
try {
Thread.sleep(5000);
} catch (InterruptedException e) {
e.printStackTrace();
}
CThostFtdcQryProductField pQryProduct = new CThostFtdcQryProductField();
int c = m_traderapi.ReqQryProduct(pQryProduct, 2);
//System.out.println("c:" + c);
}
}
@Override
public void OnRspQryProduct(CThostFtdcProductField pProduct, CThostFtdcRspInfoField pRspInfo, int nRequestID,
boolean bIsLast) {
System.out.println(pProduct.toString());
ListProducts.add(pProduct.toString());
if(bIsLast) {
try {
Thread.sleep(5000);
} catch (InterruptedException e) {
e.printStackTrace();
}
CThostFtdcQryInstrumentField pQryInstrument = new CThostFtdcQryInstrumentField();
int d = m_traderapi.ReqQryInstrument(pQryInstrument, nRequestID);
System.out.println("d:"+d);
}
}
@Override
public void OnRspQryInstrument(CThostFtdcInstrumentField pInstrument, CThostFtdcRspInfoField pRspInfo,
int nRequestID, boolean bIsLast) {
//System.out.println(pInstrument.toString());
StringBuffer sb = new StringBuffer();
sb.append("SZ_");
sb.append(pInstrument.getExchangeID());
sb.append("_");
sb.append(pInstrument.getProductID());
sb.append("_");
sb.append(pInstrument.getDeliveryYear());
String DeliveryMonth = String.format("%02d",pInstrument.getDeliveryMonth());
sb.append(DeliveryMonth);
sb.append(":");
sb.append(pInstrument.getInstrumentID());
//System.out.println(sb);
ListInstruments.add(sb.toString());
if(bIsLast) {
try {
PrintWriter pw = new PrintWriter("C:/123/ctp/CThostFtdcInstrumentField.txt");
Collections.sort(ListInstruments);
for(String sub:ListInstruments) {
//System.out.println(sub);
pw.println(sub);
}
pw.flush();
pw.close();
} catch (FileNotFoundException e) {
e.printStackTrace();
}
}
}
private CThostFtdcTraderApi m_traderapi;
}
public class TradeapiDemo {
static {
System.loadLibrary("thosttraderapi");
System.loadLibrary("thosttraderapi_wrap");
}
//用的SIMNOW的
final static String ctp1_TradeAddress = "tcp://180.168.146.187:10030";
public static void main(String[] args) {
CThostFtdcTraderApi traderApi = CThostFtdcTraderApi.CreateFtdcTraderApi();
TraderSpiImpl pTraderSpi = new TraderSpiImpl(traderApi);
traderApi.RegisterSpi(pTraderSpi);
traderApi.RegisterFront(ctp1_TradeAddress);
traderApi.SubscribePublicTopic(THOST_TE_RESUME_TYPE.THOST_TERT_RESTART);
traderApi.SubscribePrivateTopic(THOST_TE_RESUME_TYPE.THOST_TERT_RESTART);
traderApi.Init();
traderApi.Join();
traderApi.Release();
return;
}
}