CTPFuture.Net

CTPFuture.Net is a .NET library for the CTP Futures API. It is a wrapper of the CTP C++ API using swig.

Please read FAQ before using this library.FAQ

Features

• Support both CTP Trade and CTP Market API
• Support .Net framework 4.5 and .Net Standard 2.0 and Modern .Net6 and .Net8
• Auto copy the native dlls to the output directory
• Native AOT support
• Solved the GB2312 encoding problem
• Both Windows and Linux supported.

Installation

dotnet add package CTPFuture.Net

Usage

using System;
using CtpFuture.Net;

Console.WriteLine(CThostFtdcTraderApi.GetApiVersion());
Console.WriteLine(CThostFtdcMdApi.GetApiVersion());

var spi = new TraderSpiImpl();
var api = CThostFtdcTraderApi.CreateFtdcTraderApi();
spi.SetApi(api);
api.RegisterSpi(spi);
api.SubscribePrivateTopic(THOST_TE_RESUME_TYPE.THOST_TERT_QUICK);
api.SubscribePublicTopic(THOST_TE_RESUME_TYPE.THOST_TERT_QUICK);

//simnow front address
api.RegisterFront("tcp://180.168.146.187:10131");
api.Init();
api.Join();

public class TraderSpiImpl : CThostFtdcTraderSpi
{
    private CThostFtdcTraderApi api;

    public void SetApi(CThostFtdcTraderApi api)
    {
        this.api = api;
    }

    public override void OnFrontConnected()
    {
        Console.WriteLine("OnFrontConnected");
        var ret = api.ReqAuthenticate(
            new CThostFtdcReqAuthenticateField
            {
                BrokerID = "9999",
                UserID = "xxxx",
                UserProductInfo = "Test",
                AuthCode = "0000000000000000",
                AppID = "simnow_client_test",
            },
            1
        );
        if (ret != 0)
        {
            Console.WriteLine("ReqAuthenticate failed ret=" + ret);
        }
        Console.WriteLine("ReqAuthenticate...");
    }

    public override void OnRspAuthenticate(CThostFtdcRspAuthenticateField? pRspAuthenticateField, CThostFtdcRspInfoField? pRspInfo, int nRequestID, bool bIsLast)
    {
        Console.WriteLine("OnRspAuthenticate: " + pRspInfo?.ErrorMsg?? "");
        if (pRspInfo?.ErrorID == 0)
        {
            var ret = api.ReqUserLogin(
                new CThostFtdcReqUserLoginField
                {
                    BrokerID = "9999",
                    UserID = "xxxx",
                    Password = "xxxx",
                    UserProductInfo = "Test",
                    
                },
                2
            );
            if (ret != 0)
            {
                Console.WriteLine("ReqUserLogin failed ret=" + ret);
            }
            Console.WriteLine("ReqUserLogin...");
        }
    }

    public override void OnRspUserLogin(CThostFtdcRspUserLoginField? pRspUserLogin, CThostFtdcRspInfoField? pRspInfo, int nRequestID, bool bIsLast)
    {
        Console.WriteLine($"OnRspUserLogin: ErrorId：{pRspInfo?.ErrorID} {pRspInfo.ErrorMsg}");
    }
}

Build from source

Prerequisites

• dotnet sdk 8.0 or later
• swig 4.3.0 or later, use scoop install swig to install swig on windows, do not use winget.
• cmake 3.31.3 or later.

Build

1. Clone the repository and open the solution file CTPFuture.sln with Visual Studio 2022.
2. run the command in CTPFutureApi/SwigGenerator.sh to generate the cpp and C# wrapper code.
3. run win-build.sh for windows native build or linux-build.sh for linux native build.
4. Build the CTPFuture.Net C# project.

FAQ

How to use GB2312 encoding?

Add the following code before using the API

SwigStringHelper.Register();

The version of the CTP API?

v6.3.15_20190220 20:39:53

dll doesn't copy to the output directory?

set RuntimeIdentifier to win-x64 in the project file.

License

MIT License