以下是基于CTP行情接口的完整C++实现,包含L2行情处理的核心代码:
#include <iostream>
#include <string>
#include <vector>
#include "ThostFtdcMdApi.h"
// 全局配置参数
constexpr const char* FRONT_ADDR = "tcp://180.168.146.187:10131";
constexpr const char* BROKER_ID = "9999";
constexpr const char* USER_ID = "your_account";
constexpr const char* PASSWORD = "your_password";
// 行情回调处理类
class CMdSpi : public CThostFtdcMdSpi {
public:
explicit CMdSpi(CThostFtdcMdApi* pApi) : m_pApi(pApi) {}
// 连接成功回调
void OnFrontConnected() override {
std::cout << "===== 连接服务器成功 =====" << std::endl;
ReqLogin();
}
//