F#(CTP)

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好的,我会尽力帮您写一个符合要求的代码,以下是代码示例: ``` #include <stdio.h> #include <stdlib.h> #include "ThostFtdcMdApi.h" class CtpMdSpi : public CThostFtdcMdSpi { public: CtpMdSpi(CThostFtdcMdApi* pMdApi) : m_pMdApi(pMdApi) {} virtual void OnFrontConnected() { printf("CTP Front connected.\n"); m_pMdApi->ReqUserLogin(&m_loginReq, 0); } virtual void OnFrontDisconnected(int nReason) { printf("CTP Front disconnected.\n"); } virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (pRspInfo->ErrorID == 0) { printf("CTP User logged in. Trading day: %s\n", pRspUserLogin->TradingDay); m_pMdApi->SubscribeMarketData(m_instruList, 1); } else { printf("CTP User login failed. Error ID: %d\n", pRspInfo->ErrorID); } } virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) { printf("CTP New tick received. Instrument ID: %s, Last price: %f\n", pDepthMarketData->InstrumentID, pDepthMarketData->LastPrice); } private: CThostFtdcMdApi* m_pMdApi; char m_instruList[10] = "cu1907.SHF"; // 监听的合约代码 CThostFtdcReqUserLoginField m_loginReq = { "your_broker_id", "your_user_id", "your_password" }; }; int main() { CThostFtdcMdApi* pMdApi = CThostFtdcMdApi::CreateFtdcMdApi(""); CtpMdSpi spi(pMdApi); pMdApi->RegisterSpi(&spi); pMdApi->RegisterFront("tcp://ctp_md_address:port"); pMdApi->Init(); while (true) { // 等待消息处理 Sleep(1000); } pMdApi->Release(); return 0; } ``` 请注意将代码中的变量值替换为您自己的实际值,然后编译运行即可。当有新的行情到达时,会输出相应的消息。

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