138 lines
4.3 KiB
C
138 lines
4.3 KiB
C
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#ifndef __KSOTPMDAPI_H_INCLUDED_
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#define __KSOTPMDAPI_H_INCLUDED_
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#if _MSC_VER > 1000
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#pragma once
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#endif // _MSC_VER > 1000
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#include "KSOTPUserApiStruct.h"
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#if defined(ISLIB) && defined(WIN32)
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#ifdef LIB_OTP_MD_API_EXPORT
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#define OTP_MD_API_EXPORT __declspec(dllexport)
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#else
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#define OTP_MD_API_EXPORT __declspec(dllimport)
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#endif
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#else
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#ifdef WIN32
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#define OTP_MD_API_EXPORT
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#else
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#define OTP_MD_API_EXPORT __attribute__((visibility("default")))
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#endif
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#endif
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namespace KingstarAPI
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{
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class CKSOTPMdSpi
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{
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public:
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///<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>
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virtual void OnFrontConnected(){};
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///<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>ͻ<F3A3ACBF><CDBB><EFBFBD><EFBFBD><EFBFBD>Ҫ<EFBFBD><D2AA><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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///@param nReason <20><><EFBFBD><EFBFBD>ԭ<EFBFBD><D4AD>
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/// 0x1001 <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʧ<EFBFBD><CAA7>
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/// 0x1002 <20><><EFBFBD><EFBFBD>дʧ<D0B4><CAA7>
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/// 0x2001 <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʱ
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/// 0x2002 <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʧ<EFBFBD><CAA7>
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/// 0x2003 <20>յ<EFBFBD><D5B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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virtual void OnFrontDisconnected(int nReason){};
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///<2F><>¼<EFBFBD><C2BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
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virtual void OnRspUserLogin(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F>dz<EFBFBD><C7B3><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
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virtual void OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F><><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
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virtual void OnRspError(CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
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virtual void OnRspSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///ȡ<><C8A1><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
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virtual void OnRspUnSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F><><EFBFBD><EFBFBD>ѯ<EFBFBD><D1AF>Ӧ<EFBFBD><D3A6>
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virtual void OnRspSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///ȡ<><C8A1><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯ<EFBFBD><D1AF>Ӧ<EFBFBD><D3A6>
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virtual void OnRspUnSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>֪ͨ
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virtual void OnRtnDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData) {};
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///ѯ<><D1AF>֪ͨ
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virtual void OnRtnForQuoteRsp(CKSOTPForQuoteRspField *pForQuoteRsp) {};
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};
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class OTP_MD_API_EXPORT CKSOTPMdApi
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{
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public:
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///<2F><><EFBFBD><EFBFBD>MdApi
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///@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
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///@return <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>UserApi
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///modify for udp marketdata
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static CKSOTPMdApi *CreateOTPMdApi(const char *pszFlowPath = "", const bool bIsUsingUdp=false, const bool bIsMulticast=false);
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///ɾ<><C9BE><EFBFBD>ӿڶ<D3BF><DAB6><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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///@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>
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virtual void Release() = 0;
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///<2F><>ʼ<EFBFBD><CABC>
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///@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>
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virtual void Init() = 0;
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///<2F><>ȡ<EFBFBD><C8A1>ǰ<EFBFBD><C7B0><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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///@retrun <20><>ȡ<EFBFBD><C8A1><EFBFBD>Ľ<EFBFBD><C4BD><EFBFBD><EFBFBD><EFBFBD>
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///@remark ֻ<>е<EFBFBD>¼<EFBFBD>ɹ<EFBFBD><C9B9><EFBFBD>,<2C><><EFBFBD>ܵõ<DCB5><C3B5><EFBFBD>ȷ<EFBFBD>Ľ<EFBFBD><C4BD><EFBFBD><EFBFBD><EFBFBD>
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virtual const char *GetTradingDay() = 0;
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///ע<><D7A2>ǰ<EFBFBD>û<EFBFBD><C3BB><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ַ
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///@param pszFrontAddress<73><73>ǰ<EFBFBD>û<EFBFBD><C3BB><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ַ<EFBFBD><D6B7>
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///@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>
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///@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>
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virtual void RegisterFront(char *pszFrontAddress) = 0;
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///ע<><D7A2><EFBFBD>ص<EFBFBD><D8B5>ӿ<EFBFBD>
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///@param pSpi <20><><EFBFBD><EFBFBD><EFBFBD>Իص<D4BB><D8B5>ӿ<EFBFBD><D3BF><EFBFBD><EFBFBD><EFBFBD>ʵ<EFBFBD><CAB5>
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virtual void RegisterSpi(CKSOTPMdSpi *pSpi) = 0;
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>顣
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///@param ppInstrumentID <20><>ԼID
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///@param nCount Ҫ<><D2AA><EFBFBD><EFBFBD>/<2F>˶<EFBFBD><CBB6><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ĺ<EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
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///@remark
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virtual int SubscribeMarketData(CKSOTPSpecificInstrumentField *ppInstrumentID[], int nCount) = 0;
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///<2F>˶<EFBFBD><CBB6><EFBFBD><EFBFBD>顣
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///@param ppInstrumentID <20><>ԼID
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///@param nCount Ҫ<><D2AA><EFBFBD><EFBFBD>/<2F>˶<EFBFBD><CBB6><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ĺ<EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
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///@remark
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virtual int UnSubscribeMarketData(CKSOTPSpecificInstrumentField *ppInstrumentID[], int nCount) = 0;
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///<2F><><EFBFBD><EFBFBD>ѯ<EFBFBD>ۡ<EFBFBD>
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///@param ppInstrumentID <20><>ԼID
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///@param nCount Ҫ<><D2AA><EFBFBD><EFBFBD>/<2F>˶<EFBFBD><CBB6><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ĺ<EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
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///@remark
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virtual int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
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///<2F>˶<EFBFBD>ѯ<EFBFBD>ۡ<EFBFBD>
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///@param ppInstrumentID <20><>ԼID
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///@param nCount Ҫ<><D2AA><EFBFBD><EFBFBD>/<2F>˶<EFBFBD><CBB6><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ĺ<EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
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///@remark
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virtual int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
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///<2F>û<EFBFBD><C3BB><EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD>
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virtual int ReqUserLogin(CKSOTPReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
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///<2F>dz<EFBFBD><C7B3><EFBFBD><EFBFBD><EFBFBD>
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virtual int ReqUserLogout(CKSOTPUserLogoutField *pUserLogout, int nRequestID) = 0;
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protected:
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~CKSOTPMdApi(){};
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};
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} // end of namespace KingstarAPI
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#endif
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