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vnpy/vn.lts/pyscript/SecurityFtdcTraderApi.h

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合并版本前初始化vnpy
2016-07-02 03:12:44 +00:00
/////////////////////////////////////////////////////////////////////////
///@company shanghai liber information Technology Co.,Ltd
///@file SecurityFtdcTraderApi.h
///@brief <20><><EFBFBD><EFBFBD><EFBFBD>ͻ<EFBFBD><CDBB>˽ӿ<CBBD>
/////////////////////////////////////////////////////////////////////////
#if !defined(SECURITY_FTDCTRADERAPI_H)
#define SECURITY_FTDCTRADERAPI_H
#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000
#include "SecurityFtdcUserApiStruct.h"
#if defined(ISLIB) && defined(WIN32)
#ifdef LIB_TRADER_API_EXPORT
#define TRADER_API_EXPORT __declspec(dllexport)
#else
#define TRADER_API_EXPORT __declspec(dllimport)
#endif
#else
#define TRADER_API_EXPORT
#endif
class CSecurityFtdcTraderSpi
{
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><><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
virtual void OnRspError(CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F><>¼<EFBFBD><C2BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
virtual void OnRspUserLogin(CSecurityFtdcRspUserLoginField *pRspUserLogin, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F>dz<EFBFBD><C7B3><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
virtual void OnRspUserLogout(CSecurityFtdcUserLogoutField *pUserLogout, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F><>ȡ<EFBFBD><C8A1>֤<EFBFBD><D6A4><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
virtual void OnRspFetchAuthRandCode(CSecurityFtdcAuthRandCodeField *pAuthRandCode, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F><><EFBFBD><EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
virtual void OnRspOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
virtual void OnRspOrderAction(CSecurityFtdcInputOrderActionField *pInputOrderAction, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F>û<EFBFBD><C3BB><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
virtual void OnRspUserPasswordUpdate(CSecurityFtdcUserPasswordUpdateField *pUserPasswordUpdate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F>ʽ<EFBFBD><CABD>˻<EFBFBD><CBBB><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
virtual void OnRspTradingAccountPasswordUpdate(CSecurityFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F><><EFBFBD><EFBFBD>֪ͨ
virtual void OnRtnOrder(CSecurityFtdcOrderField *pOrder) {};
///<2F>ɽ<EFBFBD>֪ͨ
virtual void OnRtnTrade(CSecurityFtdcTradeField *pTrade) {};
///<2F><><EFBFBD><EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ر<EFBFBD>
virtual void OnErrRtnOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurityFtdcRspInfoField *pRspInfo) {};
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ر<EFBFBD>
virtual void OnErrRtnOrderAction(CSecurityFtdcOrderActionField *pOrderAction, CSecurityFtdcRspInfoField *pRspInfo) {};
///Liber<65><72><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
virtual void OnRspFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///Liber<65><72><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>֪ͨ
virtual void OnRtnFundOutByLiber(CSecurityFtdcFundTransferField *pFundTransfer) {};
///Liber<65><72><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ر<EFBFBD>
virtual void OnErrRtnFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundTransfer, CSecurityFtdcRspInfoField *pRspInfo) {};
///<2F><><EFBFBD>з<EFBFBD><D0B7><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>֪ͨ
virtual void OnRtnFundInByBank(CSecurityFtdcFundTransferField *pFundTransfer) {};
///<2F>ʽ<EFBFBD><CABD><EFBFBD>תӦ<D7AA><D3A6>
virtual void OnRspFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F>ʽ<EFBFBD><CABD><EFBFBD>ת<EFBFBD><D7AA>ˮ֪ͨ
virtual void OnRtnFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialField *pFundInterTransferSerial) {};
///<2F>ʽ<EFBFBD><CABD><EFBFBD>ת<EFBFBD><D7AA><EFBFBD><EFBFBD><EFBFBD>ر<EFBFBD>
virtual void OnErrRtnFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, CSecurityFtdcRspInfoField *pRspInfo) {};
};
#ifndef WINDOWS
#if __GNUC__ >= 4
#pragma GCC visibility push(default)
#endif
#endif
class TRADER_API_EXPORT CSecurityFtdcTraderApi
{
public:
///<2F><><EFBFBD><EFBFBD>TraderApi
///@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
static CSecurityFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "");
///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>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(CSecurityFtdcTraderSpi *pSpi) = 0;
///<2F><><EFBFBD><EFBFBD>˽<EFBFBD><CBBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///@param nResumeType ˽<><CBBD><EFBFBD><EFBFBD><EFBFBD>ش<EFBFBD><D8B4><EFBFBD>ʽ
/// SECURITY_TERT_RESTART:<3A>ӱ<EFBFBD><D3B1><EFBFBD><EFBFBD><EFBFBD><EFBFBD>տ<EFBFBD>ʼ<EFBFBD>ش<EFBFBD>
/// SECURITY_TERT_RESUME:<3A><><EFBFBD>ϴ<EFBFBD><CFB4>յ<EFBFBD><D5B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
/// SECURITY_TERT_QUICK:ֻ<><D6BB><EFBFBD>͵<EFBFBD>¼<EFBFBD><C2BC>˽<EFBFBD><CBBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///@remark <20>÷<EFBFBD><C3B7><EFBFBD>Ҫ<EFBFBD><D2AA>Init<69><74><EFBFBD><EFBFBD>ǰ<EFBFBD><C7B0><EFBFBD>á<EFBFBD><C3A1><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>򲻻<EFBFBD><F2B2BBBB>յ<EFBFBD>˽<EFBFBD><CBBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ݡ<EFBFBD>
virtual void SubscribePrivateTopic(SECURITY_TE_RESUME_TYPE nResumeType) = 0;
///<2F><><EFBFBD>Ĺ<EFBFBD><C4B9><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///@param nResumeType <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ش<EFBFBD><D8B4><EFBFBD>ʽ
/// SECURITY_TERT_RESTART:<3A>ӱ<EFBFBD><D3B1><EFBFBD><EFBFBD><EFBFBD><EFBFBD>տ<EFBFBD>ʼ<EFBFBD>ش<EFBFBD>
/// SECURITY_TERT_RESUME:<3A><><EFBFBD>ϴ<EFBFBD><CFB4>յ<EFBFBD><D5B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
/// SECURITY_TERT_QUICK:ֻ<><D6BB><EFBFBD>͵<EFBFBD>¼<EFBFBD>󹫹<EFBFBD><F3B9ABB9><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///@remark <20>÷<EFBFBD><C3B7><EFBFBD>Ҫ<EFBFBD><D2AA>Init<69><74><EFBFBD><EFBFBD>ǰ<EFBFBD><C7B0><EFBFBD>á<EFBFBD><C3A1><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>򲻻<EFBFBD><F2B2BBBB>յ<EFBFBD><D5B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ݡ<EFBFBD>
virtual void SubscribePublicTopic(SECURITY_TE_RESUME_TYPE nResumeType) = 0;
///<2F>û<EFBFBD><C3BB><EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD>
virtual int ReqUserLogin(CSecurityFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
///<2F>dz<EFBFBD><C7B3><EFBFBD><EFBFBD><EFBFBD>
virtual int ReqUserLogout(CSecurityFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
///<2F><>ȡ<EFBFBD><C8A1>֤<EFBFBD><D6A4><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
virtual int ReqFetchAuthRandCode(CSecurityFtdcAuthRandCodeField *pAuthRandCode, int nRequestID) = 0;
///<2F><><EFBFBD><EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
virtual int ReqOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
virtual int ReqOrderAction(CSecurityFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
///<2F>û<EFBFBD><C3BB><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
virtual int ReqUserPasswordUpdate(CSecurityFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
///<2F>ʽ<EFBFBD><CABD>˻<EFBFBD><CBBB><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
virtual int ReqTradingAccountPasswordUpdate(CSecurityFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) = 0;
///Liber<65><72><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
virtual int ReqFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundTransfer, int nRequestID) = 0;
///<2F>ʽ<EFBFBD><CABD><EFBFBD>ת<EFBFBD><D7AA><EFBFBD><EFBFBD>
virtual int ReqFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, int nRequestID) = 0;
protected:
~CSecurityFtdcTraderApi(){};
};
#ifndef WINDOWS
#if __GNUC__ >= 4
#pragma GCC visibility pop
#endif
#endif
#endif
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