CTP python调用C++并回调

#pragma once
#include <iostream>
#include "./ThostFtdcMdApi.h"
#pragma comment(lib,"./thostmduserapi_se.lib")
#define DLL_EXPORT_C_DECL extern "C" __declspec(dllexport)

class CTPHQ :public CThostFtdcMdSpi
{
public:
    CThostFtdcMdApi *api;
    void 初始化api() {
        api = CThostFtdcMdApi::CreateFtdcMdApi();//创建API
        api->RegisterSpi(this);
        char ip[] = { "tcp://180.168.146.187:10131" };
        api->RegisterFront(ip);//注册前置机 IP地址
        api->Init();//初始化 ->链接服务器
        //api->Join();//这个要根据情况需要 不是必须的
    }
    void OnFrontConnected() {
        CThostFtdcReqUserLoginField dl;
        api->ReqUserLogin(&dl, 1);
    };
    ///错误应答
    void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
        std::cout << nRequestID << " 错误应答 " << pRspInfo->ErrorMsg << "\n";
        
    }
    ///订阅行情应答
    void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
        std::cout << pSpecificInstrument->InstrumentID << " " << pRspInfo->ErrorMsg << "\n";        
    };
    void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
        char b[] = { "rb2105" };
        char *c[] = { b };
        api->SubscribeMarketData(c, 1);
    };

    typedef int(__cdecl *RtnDepthMarketData)(CThostFtdcDepthMarketDataField *pDepthMarketData);
    void *_RtnDepthMarketData ;
    void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) {
        std::cout << pDepthMarketData->InstrumentID << " " << pDepthMarketData->LastPrice << "\n";
        if (_RtnDepthMarketData)
        {
            ((RtnDepthMarketData)_RtnDepthMarketData)(pDepthMarketData);
        }
    };
};
/*
CTPHQ *mhq=NULL;
DLL_EXPORT_C_DECL void* __cdecl go_Api() {
    mhq = new CTPHQ();
    mhq->初始化api();
    return mhq;
}*/

DLL_EXPORT_C_DECL void  SetOnRtnDepthMarketData(void* func) {    
    CTPHQ *mhq = new CTPHQ();
    mhq->_RtnDepthMarketData = func;
    mhq->初始化api();
    CThostFtdcDepthMarketDataField xx;
    memset(&xx, 0, sizeof(xx));
    strcpy_s(xx.InstrumentID, "abc");
    mhq->OnRtnDepthMarketData(&xx);//回调测试
}

 

 

python代码:

from ctypes import *
import copy
import os
import sys
# python 结构体定义

class  CThostFtdcDepthMarketDataField(Structure):
    """深度行情"""
    _fields_ = [
        ("TradingDay", c_char*9),
        ("InstrumentID", c_char*31),
("ExchangeID", c_char*9),
("ExchangeInstID", c_char*31),
 ("LastPrice", c_double),
("PreSettlementPrice", c_double),   
        ("PreClosePrice", c_double),
        ("PreOpenInterest", c_double),
        ("OpenPrice", c_double),
        ("HighestPrice", c_double),
        ("LowestPrice", c_double),
        ("Volume", c_int32),
        ("Turnover", c_double),
        ("OpenInterest", c_double),
        ("ClosePrice", c_double),
        ("SettlementPrice", c_double),
        ("UpperLimitPrice", c_double),
        ("LowerLimitPrice", c_double),
        ("PreDelta", c_double),
        ("CurrDelta", c_double),
        ("UpdateTime", c_char*9),
        ("UpdateMillisec", c_int32),
        ("BidPrice1", c_double),
        ("BidVolume1", c_int32),
        ("AskPrice1", c_double),
        ("AskVolume1", c_int32),
        ("BidPrice2", c_double),
        ("BidVolume2", c_int32),
        ("AskPrice2", c_double),
        ("AskVolume2", c_int32),
        ("BidPrice3", c_double),
        ("BidVolume3", c_int32),
        ("AskPrice3", c_double),
        ("AskVolume3", c_int32),
        ("BidPrice4", c_double),
        ("BidVolume4", c_int32),
        ("AskPrice4", c_double),
        ("AskVolume4", c_int32),
        ("BidPrice5", c_double),
        ("BidVolume5", c_int32),
        ("AskPrice5", c_double),
        ("AskVolume5", c_int32),
        ("AveragePrice", c_double),
        ("ActionDay", c_char*9),
        
        
    ]
'''
byref(n)返回的相当于C的指针右值&n，本身没有被分配空间：
pointer返回的相当于指针左值T* p=&n，可以改变，可以取地址:
deepcopy 深层复制
PYTHON  结构体要与C++结构体序列保持一致
'''
class Quote:
    def __init__(self):
        self.h = CDLL('./CTPHQ.dll')
        self.h.SetOnRtnDepthMarketData.argtypes = [c_void_p]
        self.h.SetOnRtnDepthMarketData.restype = None
        self.函数指针 = CFUNCTYPE(None, POINTER(CThostFtdcDepthMarketDataField))(self.__OnRtnDepthMarketData)#获取函数指针
        self.h.SetOnRtnDepthMarketData(self.函数指针)
        #self.h.go_Api(self)
    def __OnRtnDepthMarketData(self, pDepthMarketData):
        self.OnRtnDepthMarketData(copy.deepcopy(POINTER(CThostFtdcDepthMarketDataField).from_param(pDepthMarketData).contents))

    def OnRtnDepthMarketData(self, pDepthMarketData: CThostFtdcDepthMarketDataField):
        print(pDepthMarketData.InstrumentID.decode("GBK"),pDepthMarketData.LastPrice,pDepthMarketData.Volume)

if __name__ == '__main__':
    print('启动程序')
    mm=Quote()
 

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