vnpy/vn.archive/vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApi.h

/////////////////////////////////////////////////////////////////////////
///@company shanghai liber information Technology Co.,Ltd
///@file SecurityFtdcL2MDUserApi.h
///@brief <20><><EFBFBD><EFBFBD><EFBFBD>ͻ<EFBFBD><CDBB>˽ӿ<CBBD>
/////////////////////////////////////////////////////////////////////////

#if !defined(SECURITY_L2MD_FTDCUSERAPI_H)
#define SECURITY_L2MD_FTDCUSERAPI_H

#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000

#include "SecurityFtdcL2MDUserApiStruct.h"

_LTS_NS_BEGIN_
#if defined(L2MD_USERAPI_IS_LIB) && defined(WINDOWS)
#ifdef LIB_L2MD_USER_API_EXPORT
#define L2MD_USER_API_EXPORT __declspec(dllexport)
#else
#define L2MD_USER_API_EXPORT __declspec(dllimport)
#endif
#else
#define L2MD_USER_API_EXPORT 
#endif

class CSecurityFtdcL2MDUserSpi
{
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><EFBFBD>
	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(CSecurityFtdcUserLoginField *pUserLogin, 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><><EFBFBD><EFBFBD>Level2<6C><32><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
	virtual void OnRspSubL2MarketData(CSecurityFtdcSpecificInstrumentField *pSpecificInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

	///ȡ<><C8A1><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Level2<6C><32><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
	virtual void OnRspUnSubL2MarketData(CSecurityFtdcSpecificInstrumentField *pSpecificInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

	///<2F><><EFBFBD><EFBFBD>Level2ָ<32><D6B8><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
	virtual void OnRspSubL2Index(CSecurityFtdcSpecificInstrumentField *pSpecificInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

	///ȡ<><C8A1><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Level2ָ<32><D6B8><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
	virtual void OnRspUnSubL2Index(CSecurityFtdcSpecificInstrumentField *pSpecificInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

	///Level2<6C><32><EFBFBD><EFBFBD>֪ͨ
	virtual void OnRtnL2MarketData(CSecurityFtdcL2MarketDataField *pL2MarketData) {};

	///Level2ָ<32><D6B8><EFBFBD><EFBFBD><EFBFBD><EFBFBD>֪ͨ
	virtual void OnRtnL2Index(CSecurityFtdcL2IndexField *pL2Index) {};

	///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>м<EFBFBD><D0BC>ɽ<EFBFBD>Ӧ<EFBFBD><D3A6>
	virtual void OnRspSubL2OrderAndTrade(CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

	///ȡ<><C8A1><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>м<EFBFBD><D0BC>ɽ<EFBFBD>Ӧ<EFBFBD><D3A6>
	virtual void OnRspUnSubL2OrderAndTrade(CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

	///Level2ί<32><CEAF>֪ͨ
	virtual void OnRtnL2Order(CSecurityFtdcL2OrderField *pL2Order) {};

	///Level2<6C>ɽ<EFBFBD>֪ͨ
	virtual void OnRtnL2Trade(CSecurityFtdcL2TradeField *pL2Trade) {};

	///֪ͨ<CDA8><D6AA><EFBFBD><EFBFBD>SSE<53><45><EFBFBD><EFBFBD>һ<EFBFBD><D2BB><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ϊ0<CEAA>ı<EFBFBD><C4B1><EFBFBD>
	virtual void OnNtfCheckOrderList(TSecurityFtdcInstrumentIDType InstrumentID, TSecurityFtdcFunctionCodeType FunctionCode) {};
};

#ifndef WINDOWS
	#if __GNUC__ >= 4
		#pragma GCC visibility push(default)
	#endif
#endif
class L2MD_USER_API_EXPORT CSecurityFtdcL2MDUserApi
{
public:
	///<2F><><EFBFBD><EFBFBD>UserApi
	static CSecurityFtdcL2MDUserApi *CreateFtdcL2MDUserApi(const bool bIsMulticast=false);
	
	///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>
	virtual int Join() = 0;
	
	///<2F><>ȡ<EFBFBD><C8A1>ǰ<EFBFBD><C7B0><EFBFBD><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(CSecurityFtdcL2MDUserSpi *pSpi) = 0;
	
	virtual int SubscribeL2MarketData(char *ppInstrumentID[], int nCount, char* pExchageID) = 0;

	virtual int UnSubscribeL2MarketData(char *ppInstrumentID[], int nCount, char* pExchageID) = 0;
	
	virtual int SubscribeL2Index(char *ppInstrumentID[], int nCount, char* pExchageID) = 0;

	virtual int UnSubscribeL2Index(char *ppInstrumentID[], int nCount, char* pExchageID) = 0;	
	
	virtual int SubscribeL2OrderAndTrade() = 0;
	
	virtual int UnSubscribeL2OrderAndTrade() = 0;

	///<2F><>¼<EFBFBD><C2BC><EFBFBD><EFBFBD>
	virtual int ReqUserLogin(CSecurityFtdcUserLoginField *pUserLogin, int nRequestID) = 0;

	///<2F>dz<EFBFBD><C7B3><EFBFBD><EFBFBD><EFBFBD>
	virtual int ReqUserLogout(CSecurityFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
protected:
	~CSecurityFtdcL2MDUserApi(){};
};
#ifndef WINDOWS
	#if __GNUC__ >= 4
		#pragma GCC visibility pop
	#endif
#endif
_LTS_NS_END_
#endif