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mdapi.rs
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mdapi.rs
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use ctp_rs::*;
use std::time::{Duration, Instant};
use std::io::{Write, Read};
use std::os::raw::*;
use std::ffi::{CStr, CString};
use std::collections::{HashMap, HashSet};
use std::path::Path;
use std::sync::{Arc, Mutex, Condvar};
use log::*;
use std::sync::mpsc::{self, SyncSender, Receiver};
#[derive(Debug, Clone, Default)]
pub struct Config {
flowpath: String,
is_udp: bool,
is_multicast: bool,
front_addr: String,
nm_addr: String,
symbols_file: String,
}
pub struct MDApi {
api: Rust_CThostFtdcMdApi,
spi: Option<*mut Rust_CThostFtdcMdSpi>,
rx: Option<Receiver<Event>>,
pub(crate) config: Config,
}
#[derive(Debug)]
pub enum Event {
Connected,
UserLogin,
Disconnected(i32),
Unhandled(String),
}
struct Spi {
tx: SyncSender<Event>
}
impl Rust_CThostFtdcMdSpi_Trait for Spi {
fn on_front_connected(&mut self) {
debug!("connected.");
self.tx.send(Event::Connected).unwrap();
}
fn on_rsp_user_login(&mut self, pRspUserLogin: *mut CThostFtdcRspUserLoginField, pRspInfo: *mut CThostFtdcRspInfoField, nRequestID: ::std::os::raw::c_int, bIsLast: bool) {
debug!("user login");
self.tx.send(Event::UserLogin).unwrap();
}
fn on_front_disconnected(&mut self, nReason: ::std::os::raw::c_int) {
debug!("front_disconnected");
}
fn on_heart_beat_warning(&mut self, nTimeLapse: ::std::os::raw::c_int) {
debug!("heart_beating");
}
fn on_rsp_error(&mut self, pRspInfo: *mut CThostFtdcRspInfoField, nRequestID: ::std::os::raw::c_int, bIsLast: bool) {
debug!("rsp_error");
}
fn on_rtn_depth_market_data(&mut self, pDepthMarketData: *mut CThostFtdcDepthMarketDataField) {
if pDepthMarketData.is_null() {
warn!("got empty data");
} else {
let pDepthMarketData = unsafe { &mut *pDepthMarketData };
debug!("got depth data: {:?}", pDepthMarketData);
}
}
}
impl MDApi {
pub fn get_version() -> String {
let cs = unsafe { CStr::from_ptr(CThostFtdcMdApi::GetApiVersion()) };
cs.to_string_lossy().into()
}
pub fn new(config: &Config) -> Self {
let cs = std::ffi::CString::new(config.flowpath.as_bytes()).unwrap();
let api = unsafe {
Rust_CThostFtdcMdApi::new(CThostFtdcMdApi::CreateFtdcMdApi(cs.as_ptr(), config.is_udp, config.is_multicast))
};
Self { api, spi: None, config: config.clone(), rx: None }
}
fn req_init(&mut self) -> Result<(), String> {
let (tx, rx) = mpsc::sync_channel(1024);
self.register(Spi { tx });
self.rx = Some(rx);
debug!("start api...");
if self.config.front_addr.len() > 0 {
debug!("front_addr is: {}", self.config.front_addr);
let cs = CString::new(self.config.front_addr.as_bytes()).unwrap();
unsafe { self.api.RegisterFront(cs.as_ptr() as *mut _); }
}
if self.config.nm_addr.len() > 0 {
debug!("nm_addr is: {}", self.config.front_addr);
let cs = CString::new(self.config.nm_addr.as_bytes()).unwrap();
unsafe { self.api.RegisterNameServer(cs.as_ptr() as *mut _); }
}
unsafe { self.api.Init(); }
Ok(())
}
fn req_user_login(&mut self) -> Result<(), String> {
// let loginfield : CThostFtdcReqUserLoginField = todo!();
let mut loginfield = CThostFtdcReqUserLoginField {
TradingDay: Default::default(),
BrokerID: Default::default(),
UserID: Default::default(),
Password: [0i8; 41],
UserProductInfo: Default::default(),
InterfaceProductInfo: Default::default(),
ProtocolInfo: Default::default(),
MacAddress: Default::default(),
OneTimePassword: [0i8; 41],
ClientIPAddress: Default::default(),
LoginRemark: [0i8; 36],
ClientIPPort: Default::default(),
};
unsafe { self.api.ReqUserLogin(&mut loginfield, 1); }
Ok(())
}
pub fn start(&mut self) -> Result<(), String> {
self.req_init()?;
assert!(self.rx.is_some(), "channel not started.");
let rx = self.rx.as_mut().unwrap();
match rx.recv_timeout(std::time::Duration::from_secs(5)) {
Err(_) => {
return Err("Timeout try recv `req_init`".into())
}
Ok(Event::Connected) => { }
Ok(event) => {
return Err(format!("invalid event: {:?}", event))
}
}
self.req_user_login()?;
let rx = self.rx.as_mut().unwrap();
match rx.recv_timeout(std::time::Duration::from_secs(5)) {
Err(_) => {
return Err("Timeout try recv `req_user_login`".into())
}
Ok(Event::UserLogin) => { }
Ok(event) => {
return Err(format!("invalid event: {:?}", event))
}
}
Ok(())
}
pub fn subscribe_market_data(&mut self, codes: &[&str], is_unsub: bool) -> Result<(), String> {
let len = codes.len() as c_int;
let arr_cstring: Vec<CString> = codes.iter().map(|s| CString::new(s.as_bytes()).unwrap()).collect();
let arr_cstr: Vec<*mut c_char> = arr_cstring.iter().map(|s| s.as_ptr() as *mut c_char).collect();
let ptr = arr_cstr.as_ptr() as *mut *mut c_char;
let rtn = if is_unsub {
unsafe { self.api.UnSubscribeMarketData(ptr, len) }
} else {
unsafe { self.api.SubscribeMarketData(ptr, len) }
};
if rtn != 0 {
return Err(format!("Fail to req `md_api_subscribe_market_data`: {}", rtn))
}
Ok(())
}
fn register<S: Rust_CThostFtdcMdSpi_Trait>(&mut self, spi: S) {
if let Some(spi) = self.spi.take() {
debug!("des old registered spi");
Self::drop_spi(spi);
}
let spi: Box<Box<dyn Rust_CThostFtdcMdSpi_Trait>> = Box::new(Box::new(spi));
let ptr = Box::into_raw(spi) as *mut _ as *mut c_void;
let spi_stub = unsafe { Rust_CThostFtdcMdSpi::new(ptr) } ;
let spi: *mut Rust_CThostFtdcMdSpi = Box::into_raw(Box::new(spi_stub));
unsafe { self.api.RegisterSpi(spi as _); }
self.spi = Some(spi);
}
fn drop_spi(spi: *mut Rust_CThostFtdcMdSpi) {
let mut spi = unsafe { Box::from_raw(spi) };
unsafe { spi.destruct(); }
}
}
impl Drop for MDApi {
fn drop(&mut self) {
debug!("drop api");
unsafe { self.api.destruct(); }
if let Some(spi) = self.spi {
debug!("drop spi");
Self::drop_spi(spi);
}
}
}
pub fn main() {
dotenv::dotenv().ok();
env_logger::init();
info!("load mdapi: {}", MDApi::get_version());
let mut mdapi = MDApi::new(&Config {
flowpath: "".into(),
// simnow - full
front_addr: "tcp://218.202.237.33:10112".into(),
..Default::default()
});
mdapi.start().unwrap();
mdapi.subscribe_market_data(&["rb2101"], false).unwrap();
let mut count = 0;
eprintln!("mk api success");
if let Some(ref mut rx) = mdapi.rx {
while let Ok(event) = rx.recv() {
count += 1;
debug!("Got event: {:?}", event);
if count >= 5 { break; }
}
}
}