262 lines
6.6 KiB
C++
262 lines
6.6 KiB
C++
#include "stdafx.h"
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#include "FTInterface.h"
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CFTInterface::CFTInterface()
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{
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FTAPI::Init(); // 初始化 Futu API 环境
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bConnected = false;
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m_nPagenumber = 0;
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m_pQotApi = FTAPI::CreateQotApi();
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m_pQotApi->RegisterQotSpi(this);
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m_pQotApi->RegisterConnSpi(this);
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}
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CFTInterface::~CFTInterface()
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{
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if (m_pQotApi != nullptr)
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{
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m_pQotApi->UnregisterQotSpi();
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m_pQotApi->UnregisterConnSpi();
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FTAPI::ReleaseQotApi(m_pQotApi);
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m_pQotApi = nullptr;
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}
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}
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/*
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初始化连接返回之后，才能进行数据获取相关操作
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*/
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bool CFTInterface::InitConn()
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{
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return m_pQotApi->InitConnect("127.0.0.1", 11111, false);
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}
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void CFTInterface::DisConn()
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{
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}
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void CFTInterface::getSecurityStaticInfo(string strCode)
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{
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Qot_GetStaticInfo::Request req;
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Qot_GetStaticInfo::C2S *c2s = req.mutable_c2s();
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auto secList = c2s->mutable_securitylist();
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Qot_Common::Security *sec = secList->Add();
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sec->set_code(strCode);
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//sec->set_code("00700");
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sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
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m_ReplySerialNo = m_pQotApi->GetStaticInfo(req);
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}
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void CFTInterface::getIpoListInfo()
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{
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// 组包
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Qot_GetIpoList::Request req;
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Qot_GetIpoList::C2S *c2s = req.mutable_c2s();
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c2s->set_market(1);
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m_GetIpoListSerialNo = m_pQotApi->GetIpoList(req);
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cout << "Request GetIpoList SerialNo: " << m_GetIpoListSerialNo << endl;
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}
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void CFTInterface::getPlateSetSerial()
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{
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// 组包
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Qot_GetPlateSet::Request req;
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Qot_GetPlateSet::C2S *c2s = req.mutable_c2s();
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c2s->set_market(1);
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c2s->set_platesettype(3);
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m_GetPlateSetSerialNo = m_pQotApi->GetPlateSet(req);
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cout << "Request GetPlateSet SerialNo: " << m_GetPlateSetSerialNo << endl;
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}
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///////////////////////////////////////////////////////
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////////// Futu 回调函数 /////////////////////////////
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void CFTInterface::OnInitConnect(FTAPI_Conn * pConn, Futu::i64_t nErrCode, const char * strDesc)
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{
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//qDebug() << "connect";
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if(nErrCode == 0 && string(strDesc) == "Succeed!")
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bConnected = true;
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}
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void CFTInterface::OnReply_GetStaticInfo(Futu::u32_t nSerialNo, const Qot_GetStaticInfo::Response &stRsp)
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{
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if (nSerialNo == m_ReplySerialNo)
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{
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cout << "OnReply_GetStaticInfo SerialNo: " << nSerialNo << endl;
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// print response
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// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
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string resp_str;
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ProtoBufToBodyData(stRsp, resp_str);
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emit SecurityStaticInfo(QString(resp_str.c_str()));
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}
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}
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// 获取板块列表
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void CFTInterface::OnReply_GetPlateSet(Futu::u32_t nSerialNo, const Qot_GetPlateSet::Response & stRsp)
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{
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//if (nSerialNo == m_GetPlateSetSerialNo)
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//{
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// string resp_str;
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// ProtoBufToBodyData_Ex(stRsp, resp_str);
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// emit PlateSetSerial(QString(resp_str.c_str()));
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//}
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if (nSerialNo != m_GetPlateSetSerialNo) return;
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std::string bin_data;
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ProtoBufToBodyData_Binary(stRsp, bin_data);
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//FastSerializeProto(stRsp, bin_data);
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emit PlateSetSerial(QByteArray(bin_data.data(), bin_data.size()));
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}
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// 获取历史 K 线
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void CFTInterface::getRequestHistoryKL()
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{
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// 组包
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Qot_RequestHistoryKL::Request req;
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Qot_RequestHistoryKL::C2S *c2s = req.mutable_c2s();
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c2s->set_rehabtype(1);
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c2s->set_kltype(Qot_Common::KLType::KLType_1Min);
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Qot_Common::Security *sec = c2s->mutable_security();
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sec->set_code("00700");
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sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
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c2s->set_begintime("2021-06-07");
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c2s->set_endtime("2021-07-01");
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m_RequestHistoryKLSerialNo = m_pQotApi->RequestHistoryKL(req);
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}
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void CFTInterface::OnReply_RequestHistoryKL(Futu::u32_t nSerialNo, const Qot_RequestHistoryKL::Response &stRsp)
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{
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if (nSerialNo == m_RequestHistoryKLSerialNo)
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{
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cout << "OnReply_RequestHistoryKL SerialNo: " << nSerialNo << endl;
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// 解析内部结构打印出来
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// ProtoBufToBodyData和UTF8ToLocal函数的定义参见Sample中的tool.h文件
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string resp_str;
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ProtoBufToBodyData(stRsp, resp_str);
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qDebug() << QString(resp_str.c_str());
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}
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}
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/**
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* @brief 条件选股
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* @praram nSerialNo 包序列号
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* @param stRsp 回包，具体字段请参考Qot_StockFilter.proto协议
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*/
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void CFTInterface::OnReply_StockFilter(Futu::u32_t nSerialNo, const Qot_StockFilter::Response &stRsp)
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{
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if (nSerialNo != m_StockFilterSerialNo) return;
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string resp_str;
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FastSerializeProto(stRsp, resp_str);
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// 反序列化
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Qot_StockFilter::Response response;
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if (!response.ParseFromArray(resp_str.data(), resp_str.size())) {
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std::cerr << "Failed to parse protobuf data." << std::endl;
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return;
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}
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// 检查返回状态
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if (response.rettype() != 0) { // 假设 0 表示成功
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qDebug() << QString(response.retmsg().data());
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return;
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}
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// 检查是否存在 s2c 字段
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if (!response.has_s2c()) {
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std::cout << "No data in response." << std::endl;
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return;
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}
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const Qot_StockFilter::S2C& s2c = response.s2c();
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bool blastPage = s2c.lastpage();
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int nAllcount = s2c.allcount();
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if (!blastPage)
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{
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Sleep(3000); // 每 3 秒请求一次
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m_nPagenumber += 100;
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getAllStock_HK();
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qDebug() << "Startpage" << m_nPagenumber;
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}
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else
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{
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qDebug() << "Over!";
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}
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//emit AllStock_HK(QByteArray(resp_str.data(), resp_str.size()));
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}
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void CFTInterface::getAllStock_HK()
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{
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// 组包
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Qot_StockFilter::Request req;
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Qot_StockFilter::C2S *c2s = req.mutable_c2s();
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c2s->set_begin(m_nPagenumber);
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c2s->set_num(100);
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c2s->set_market(1);
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m_StockFilterSerialNo = m_pQotApi->StockFilter(req);
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}
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// 后面需要需改一下流程，保存一个历史订阅和新增订阅
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void CFTInterface::subStock()
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{
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Qot_Sub::Request req;
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Qot_Sub::C2S *c2s = req.mutable_c2s();
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auto secList = c2s->mutable_securitylist();
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Qot_Common::Security *sec = secList->Add();
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sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
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c2s->add_subtypelist(Qot_Common::SubType::SubType_OrderBook);
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c2s->set_isregorunregpush(true);
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c2s->set_issuborunsub(true);
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c2s->set_issuborderbookdetail(true);
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for (const auto &value : m_codeList) {
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sec->set_code(value->stockCode.toStdString());
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m_SubSerialNo = m_pQotApi->Sub(req);
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}
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}
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void CFTInterface::setReplyList(QList<QSharedPointer<ReplyCodeItem>>& replyCodes)
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{
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m_codeList = replyCodes;
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}
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void CFTInterface::OnReply_Sub(Futu::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
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{
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if (nSerialNo == m_SubSerialNo)
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{
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cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
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if (stRsp.rettype() != Common::RetType::RetType_Succeed)
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{
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cout << "Sub Failed" << endl;
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return;
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}
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}
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}
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void CFTInterface::OnReply_GetBasicQot(Futu::u32_t nSerialNo, const Qot_GetBasicQot::Response &stRsp)
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{
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if (nSerialNo == m_GetBasicQotSerialNo)
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{
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cout << "OnReply_GetBasicQot SerialNo: " << nSerialNo << endl;
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// 解析内部结构打印出来
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// ProtoBufToBodyData和UTF8ToLocal函数的定义参见Sample中的tool.h文件
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string resp_str;
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ProtoBufToBodyData(stRsp, resp_str);
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qDebug() << QString(resp_str.c_str()) << endl;
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}
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}
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void CFTInterface::OnPush_UpdateOrderBook(const Qot_UpdateOrderBook::Response &stRsp)
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{
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processor.processOrderBook(stRsp);
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} |