JCTP for Windows 64位 6.3.6

import java.io.File; import java.io.FileInputStream; import java.io.IOException; import java.io.InputStream; import java.net.URL; import java.util.Properties; import net.common.util.BufferUtil; import net.jctp.*; public class TraderInfo implements JctpConstants { private static Properties configProps = new Properties(); private static TraderApi traderApi; private static Properties loadConfig() throws IOException{ Properties configProps = new Properties(); URL url = ClassLoader.getSystemResource("config.properties"); if ( url ==null ) url = ClassLoader.getSystemResource("/config.properties"); if ( url==null ){ File file = new File("config.properties"); if ( file.exists() ) url = file.toURI().toURL(); } if ( url==null ){ File file = new File("examples/config.properties"); if ( file.exists() ) url = file.toURI().toURL(); } if ( url==null ){ File file = new File("../examples/config.properties"); if ( file.exists() ) url = file.toURI().toURL(); } if ( url==null ){ System.out.println("Unable to load config.properties from classpath or current directory."); System.exit(1); } System.out.println("Load config from: "+url.getFile()); configProps.load(url.openStream()); return configProps; } public static void main(String[] args) throws Throwable { System.out.println("Turbo Mode: "+BufferUtil.isTurboModeEnabled()); File tmpTrader = new File("tmp_traderapi"); tmpTrader.mkdir(); InputStream is = TraderInfo.class.getResourceAsStream("config.properties"); if ( is==null ){ System.out.println("Unable to load config.properties from classpath."); System.exit(1); } configProps = loadConfig(); String traderFrontUrl = configProps.getProperty("ctp.traderFrontUrl"); String brokerId = configProps.getProperty("ctp.brokerId"); String userId = configProps.getProperty("ctp.userId"); String password = configProps.getProperty("ctp.password"); String instrumentId = configProps.getProperty("ctp.instrumentId"); System.out.println("Connecting "+traderFrontUrl+" ... "); traderApi = new TraderApi("tmp_traderapi/"); traderApi.setListener(new TraderListener()); traderApi.setAutoSleepReqQry(true); traderApi.SubscribePrivateTopic(JctpConstants.THOST_TERT_QUICK); traderApi.SubscribePublicTopic(JctpConstants.THOST_TERT_QUICK); System.out.println("连接 TraderApi"); traderApi.SyncConnect(traderFrontUrl); Thread.sleep(200); { System.out.println("TraderApi 连接成功, 登录"); CThostFtdcReqUserLoginField f = new CThostFtdcReqUserLoginField(); f.BrokerID = brokerId; f.UserID = userId; f.Password = password; CThostFtdcRspUserLoginField r = traderApi.SyncReqUserLogin(f); System.out.println("Front ID: "+r.FrontID+" , Session ID: "+r.SessionID+" , MaxOrderRef : "+r.MaxOrderRef); } { System.out.println("登录成功, 取结算单确认信息"); CThostFtdcQrySettlementInfoConfirmField qrySettlementInfoConfirmField = new CThostFtdcQrySettlementInfoConfirmField(brokerId,userId); CThostFtdcSettlementInfoConfirmField settlementInfoConfirmField = traderApi.SyncReqQrySettlementInfoConfirm(qrySettlementInfoConfirmField); if ( settlementInfoConfirmField==null || !traderApi.GetTradingDay().equals(settlementInfoConfirmField.ConfirmDate) ){ System.out.println("查询上日结算单"); CThostFtdcQrySettlementInfoField qrySettlementInfoField = new CThostFtdcQrySettlementInfoField(brokerId,userId,null); CThostFtdcSettlementInfoField settlementInfoField = traderApi.SyncReqQrySettlementInfo(qrySettlementInfoField); if ( settlementInfoField==null ){ System.out.println("上一交易日无结算"); }else{ System.out.println("交易日 "+settlementInfoField.TradingDay +" 投资者 "+settlementInfoField.InvestorID +" 结算号 "+settlementInfoField.SettlementID +" 流水号 "+settlementInfoField.SequenceNo); System.out.println(settlementInfoField.Content); } System.out.println("确认结算单"); settlementInfoConfirmField = new CThostFtdcSettlementInfoConfirmField(brokerId,userId,traderApi.GetTradingDay(),null); settlementInfoConfirmField = traderApi.SyncReqSettlementInfoConfirm(settlementInfoConfirmField); } } { System.out.println("查交易所保证金率..."); CThostFtdcQryExchangeMarginRateField f = new CThostFtdcQryExchangeMarginRateField(brokerId,instrumentId.substring(0, 2),JctpConstants.THOST_FTDC_HF_Speculation); CThostFtdcExchangeMarginRateField rr[] = traderApi.SyncAllReqQryExchangeMarginRate(f); for(int i=0;i<rr.length;i++){ CThostFtdcExchangeMarginRateField r = rr[i]; System.out.println(r.InstrumentID+" 多仓保证金率(金): "+r.LongMarginRatioByMoney+" 多仓保证金率(量): "+r.LongMarginRatioByVolume +" 空仓保证金率(金): "+r.ShortMarginRatioByMoney+" 空仓保证金率(量): "+r.ShortMarginRatioByVolume); } Thread.sleep(10); } { System.out.println("查交易所手续费率..."); CThostFtdcQryInstrumentCommissionRateField f = new CThostFtdcQryInstrumentCommissionRateField(brokerId,userId,instrumentId); CThostFtdcInstrumentCommissionRateField r = traderApi.SyncReqQryInstrumentCommissionRate(f); if ( r!=null ) System.out.println(r.InstrumentID+" 开仓费率(金)： "+r.OpenRatioByMoney+" 开仓费率(量)： "+r.OpenRatioByVolume +" 平仓费率(金)： "+r.CloseRatioByMoney+" 平仓费率(量)： "+r.CloseRatioByVolume +" 今平费率(金)： "+r.CloseTodayRatioByMoney+" 今平费率(量)： "+r.CloseTodayRatioByVolume); else System.out.println("交易所无此合约费率"); Thread.sleep(10); } { System.out.println("查保证金..."); CThostFtdcQryTradingAccountField q = new CThostFtdcQryTradingAccountField(brokerId,userId,null); CThostFtdcTradingAccountField f = traderApi.SyncReqQryTradingAccount(q); System.out.println("总额: "+f.Balance+" 可用: "+f.Available+" 保证金: "+f.CurrMargin); Thread.sleep(1); } { System.out.println("查持仓明细..."); CThostFtdcQryInvestorPositionDetailField f = new CThostFtdcQryInvestorPositionDetailField(); f.BrokerID = brokerId; f.InvestorID = userId; CThostFtdcInvestorPositionDetailField[] r= traderApi.SyncAllReqQryInvestorPositionDetail(f); for(int i=0;i<r.length;i++){ CThostFtdcInvestorPositionDetailField d= r[i]; System.out.println(d.TradeID+" "+d.ExchangeID+" "+(d.Direction==JctpConstants.THOST_FTDC_D_Buy?"多":"空") +" 日 "+d.OpenDate+" 价 "+d.OpenPrice+" 量 "+d.Volume+" 盈 "+d.CloseProfitByDate+" 保 "+d.Margin ); } Thread.sleep(1); } { System.out.println("查持仓信息..."); CThostFtdcQryInvestorPositionField f = new CThostFtdcQr