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test_CTP.m
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44 lines (32 loc) · 1010 Bytes
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%% 导入C#库，请按自己目录进行调整
cd 'D:\Kan\Documents\GitHub\XAPI2\languages\MATLAB\test'
NET.addAssembly(fullfile(cd,'XAPI_CSharp.dll'));
import XAPI.Event.*;
%% 行情
global md;
md = XApiWrapper(fullfile(cd,'XAPI\x86\CTP\CTP_Quote_x86.dll'));
md.Server.BrokerID = '9999';
md.Server.Address = 'tcp://180.168.146.187:10010';
md.User.UserID = '123456';
md.User.Password = '123456';
addlistener(md,'OnConnectionStatus',@OnMdConnectionStatus);
addlistener(md,'OnRtnDepthMarketData',@OnRtnDepthMarketData);
md.Connect();
%% 交易
global td;
td = XApiWrapper(fullfile(cd,'XAPI\x86\CTP\CTP_Trade_x86.dll'));
td.Server.BrokerID = '9999';
td.Server.Address = 'tcp://180.168.146.187:10000';
td.User.UserID = '123456';
td.User.Password = '123456';
addlistener(td,'OnConnectionStatus',@OnTdConnectionStatus);
addlistener(td,'OnRtnOrder',@OnRtnOrder);
td.Connect();
%% 下单
order1 = BuyLimit('IF1601',1,3000)
disp(order1)
%% 撤单
td.CancelOrder(order1);
%% 退出
% md.Dispose() %行情退出
% td.Dispose() %交易退出