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vnpy/api/vn.ctp/pyscript/ThostFtdcMdApi.h

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合并版本前初始化vnpy
2016-07-02 03:12:44 +00:00
/////////////////////////////////////////////////////////////////////////
///@system <20><>һ<EFBFBD><D2BB><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ϵͳ
///@company <20>Ϻ<EFBFBD><CFBA>ڻ<EFBFBD><DABB><EFBFBD>Ϣ<EFBFBD><CFA2><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>޹<EFBFBD>˾
///@file ThostFtdcMdApi.h
///@brief <20><><EFBFBD><EFBFBD><EFBFBD>˿ͻ<CBBF><CDBB>˽ӿ<CBBD>
///@history
///20060106 <09>Ժ<EFBFBD><D4BA><EFBFBD> <09><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ļ<EFBFBD>
/////////////////////////////////////////////////////////////////////////
#if !defined(THOST_FTDCMDAPI_H)
#define THOST_FTDCMDAPI_H
#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000
#include "ThostFtdcUserApiStruct.h"
#if defined(ISLIB) && defined(WIN32)
#ifdef LIB_MD_API_EXPORT
#define MD_API_EXPORT __declspec(dllexport)
#else
#define MD_API_EXPORT __declspec(dllimport)
#endif
#else
#define MD_API_EXPORT
#endif
class CThostFtdcMdSpi
{
public:
///<2F><><EFBFBD>ͻ<EFBFBD><CDBB><EFBFBD><EFBFBD>뽻<EFBFBD>׺<EFBFBD>̨<EFBFBD><CCA8><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ͨ<EFBFBD><CDA8><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʱ<EFBFBD><CAB1><EFBFBD><EFBFBD>δ<EFBFBD><CEB4>¼ǰ<C2BC><C7B0><EFBFBD><EFBFBD><EFBFBD>÷<EFBFBD><C3B7><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>á<EFBFBD>
virtual void OnFrontConnected(){};
///<2F><><EFBFBD>ͻ<EFBFBD><CDBB><EFBFBD><EFBFBD>뽻<EFBFBD>׺<EFBFBD>̨ͨ<CCA8><CDA8><EFBFBD><EFBFBD><EFBFBD>ӶϿ<D3B6>ʱ<EFBFBD><CAB1><EFBFBD>÷<EFBFBD><C3B7><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>á<EFBFBD><C3A1><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>API<50><49><EFBFBD>Զ<EFBFBD><D4B6><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ӣ<EFBFBD><D3A3>ͻ<EFBFBD><CDBB>˿ɲ<CBBF><C9B2><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///@param nReason <20><><EFBFBD><EFBFBD>ԭ<EFBFBD><D4AD>
/// 0x1001 <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʧ<EFBFBD><CAA7>
/// 0x1002 <20><><EFBFBD><EFBFBD>дʧ<D0B4><CAA7>
/// 0x2001 <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʱ
/// 0x2002 <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʧ<EFBFBD><CAA7>
/// 0x2003 <20>յ<EFBFBD><D5B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
virtual void OnFrontDisconnected(int nReason){};
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʱ<EFBFBD><CAB1><EFBFBD>档<EFBFBD><E6A1A3><EFBFBD><EFBFBD>ʱ<EFBFBD><CAB1>δ<EFBFBD>յ<EFBFBD><D5B5><EFBFBD><EFBFBD><EFBFBD>ʱ<EFBFBD><CAB1><EFBFBD>÷<EFBFBD><C3B7><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>á<EFBFBD>
///@param nTimeLapse <20><><EFBFBD><EFBFBD><EFBFBD>ϴν<CFB4><CEBD>ձ<EFBFBD><D5B1>ĵ<EFBFBD>ʱ<EFBFBD><CAB1>
virtual void OnHeartBeatWarning(int nTimeLapse){};
///<2F><>¼<EFBFBD><C2BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F>dz<EFBFBD><C7B3><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F><><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///ȡ<><C8A1><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F><><EFBFBD><EFBFBD>ѯ<EFBFBD><D1AF>Ӧ<EFBFBD><D3A6>
virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///ȡ<><C8A1><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯ<EFBFBD><D1AF>Ӧ<EFBFBD><D3A6>
virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>֪ͨ
virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) {};
///ѯ<><D1AF>֪ͨ
virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {};
};
class MD_API_EXPORT CThostFtdcMdApi
{
public:
///<2F><><EFBFBD><EFBFBD>MdApi
///@param pszFlowPath <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ϣ<EFBFBD>ļ<EFBFBD><C4BC><EFBFBD>Ŀ¼<C4BF><C2BC>Ĭ<EFBFBD><C4AC>Ϊ<EFBFBD><CEAA>ǰĿ¼
///@return <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>UserApi
///modify for udp marketdata
static CThostFtdcMdApi *CreateFtdcMdApi(const char *pszFlowPath = "", const bool bIsUsingUdp=false, const bool bIsMulticast=false);
///<2F><>ȡAPI<50>İ汾<C4B0><E6B1BE>Ϣ
///@retrun <20><>ȡ<EFBFBD><C8A1><EFBFBD>İ汾<C4B0><E6B1BE>
static const char *GetApiVersion();
///ɾ<><C9BE><EFBFBD>ӿڶ<D3BF><DAB6><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///@remark <20><><EFBFBD><EFBFBD>ʹ<EFBFBD>ñ<EFBFBD><C3B1>ӿڶ<D3BF><DAB6><EFBFBD>ʱ,<2C><><EFBFBD>øú<C3B8><C3BA><EFBFBD>ɾ<EFBFBD><C9BE><EFBFBD>ӿڶ<D3BF><DAB6><EFBFBD>
virtual void Release() = 0;
///<2F><>ʼ<EFBFBD><CABC>
///@remark <20><>ʼ<EFBFBD><CABC><EFBFBD><EFBFBD><EFBFBD>л<EFBFBD><D0BB><EFBFBD>,ֻ<>е<EFBFBD><D0B5>ú<EFBFBD>,<2C>ӿڲſ<DAB2>ʼ<EFBFBD><CABC><EFBFBD><EFBFBD>
virtual void Init() = 0;
///<2F>ȴ<EFBFBD><C8B4>ӿ<EFBFBD><D3BF>߳̽<DFB3><CCBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///@return <20>߳<EFBFBD><DFB3>˳<EFBFBD><CBB3><EFBFBD><EFBFBD><EFBFBD>
virtual int Join() = 0;
///<2F><>ȡ<EFBFBD><C8A1>ǰ<EFBFBD><C7B0><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///@retrun <20><>ȡ<EFBFBD><C8A1><EFBFBD>Ľ<EFBFBD><C4BD><EFBFBD><EFBFBD><EFBFBD>
///@remark ֻ<>е<EFBFBD>¼<EFBFBD>ɹ<EFBFBD><C9B9><EFBFBD>,<2C><><EFBFBD>ܵõ<DCB5><C3B5><EFBFBD>ȷ<EFBFBD>Ľ<EFBFBD><C4BD><EFBFBD><EFBFBD><EFBFBD>
virtual const char *GetTradingDay() = 0;
///ע<><D7A2>ǰ<EFBFBD>û<EFBFBD><C3BB><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ַ
///@param pszFrontAddress<73><73>ǰ<EFBFBD>û<EFBFBD><C3BB><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ַ<EFBFBD><D6B7>
///@remark <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ַ<EFBFBD>ĸ<EFBFBD>ʽΪ<CABD><CEAA><EFBFBD><EFBFBD>protocol://ipaddress:port<72><74><EFBFBD><EFBFBD><EFBFBD>磺<EFBFBD><E7A3BA>tcp://127.0.0.1:17001<30><31><EFBFBD><EFBFBD>
///@remark <20><>tcp<63><70><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Э<EFBFBD>飬<EFBFBD><E9A3AC>127.0.0.1<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ַ<EFBFBD><EFBFBD><EFBFBD><EFBFBD>17001<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>˿ںš<EFBFBD>
virtual void RegisterFront(char *pszFrontAddress) = 0;
///ע<><D7A2><EFBFBD><EFBFBD><EFBFBD>ַ<EFBFBD><D6B7><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ַ
///@param pszNsAddress<73><73><EFBFBD><EFBFBD><EFBFBD>ַ<EFBFBD><D6B7><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ַ<EFBFBD><D6B7>
///@remark <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ַ<EFBFBD>ĸ<EFBFBD>ʽΪ<CABD><CEAA><EFBFBD><EFBFBD>protocol://ipaddress:port<72><74><EFBFBD><EFBFBD><EFBFBD>磺<EFBFBD><E7A3BA>tcp://127.0.0.1:12001<30><31><EFBFBD><EFBFBD>
///@remark <20><>tcp<63><70><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Э<EFBFBD>飬<EFBFBD><E9A3AC>127.0.0.1<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ַ<EFBFBD><EFBFBD><EFBFBD><EFBFBD>12001<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>˿ںš<EFBFBD>
///@remark RegisterNameServer<65><72><EFBFBD><EFBFBD><EFBFBD><EFBFBD>RegisterFront
virtual void RegisterNameServer(char *pszNsAddress) = 0;
///ע<><D7A2><EFBFBD><EFBFBD><EFBFBD>ַ<EFBFBD><D6B7><EFBFBD><EFBFBD><EFBFBD><EFBFBD>û<EFBFBD><C3BB><EFBFBD>Ϣ
///@param pFensUserInfo<66><6F><EFBFBD>û<EFBFBD><C3BB><EFBFBD>Ϣ<EFBFBD><CFA2>
virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField * pFensUserInfo) = 0;
///ע<><D7A2><EFBFBD>ص<EFBFBD><D8B5>ӿ<EFBFBD>
///@param pSpi <20><><EFBFBD><EFBFBD><EFBFBD>Իص<D4BB><D8B5>ӿ<EFBFBD><D3BF><EFBFBD><EFBFBD><EFBFBD>ʵ<EFBFBD><CAB5>
virtual void RegisterSpi(CThostFtdcMdSpi *pSpi) = 0;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>顣
///@param ppInstrumentID <20><>ԼID
///@param nCount Ҫ<><D2AA><EFBFBD><EFBFBD>/<2F>˶<EFBFBD><CBB6><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ĺ<EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
///@remark
virtual int SubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
///<2F>˶<EFBFBD><CBB6><EFBFBD><EFBFBD>顣
///@param ppInstrumentID <20><>ԼID
///@param nCount Ҫ<><D2AA><EFBFBD><EFBFBD>/<2F>˶<EFBFBD><CBB6><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ĺ<EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
///@remark
virtual int UnSubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
///<2F><><EFBFBD><EFBFBD>ѯ<EFBFBD>ۡ<EFBFBD>
///@param ppInstrumentID <20><>ԼID
///@param nCount Ҫ<><D2AA><EFBFBD><EFBFBD>/<2F>˶<EFBFBD><CBB6><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ĺ<EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
///@remark
virtual int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
///<2F>˶<EFBFBD>ѯ<EFBFBD>ۡ<EFBFBD>
///@param ppInstrumentID <20><>ԼID
///@param nCount Ҫ<><D2AA><EFBFBD><EFBFBD>/<2F>˶<EFBFBD><CBB6><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ĺ<EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
///@remark
virtual int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
///<2F>û<EFBFBD><C3BB><EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD>
virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
///<2F>dz<EFBFBD><C7B3><EFBFBD><EFBFBD><EFBFBD>
virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
protected:
~CThostFtdcMdApi(){};
};
#endif
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