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vnpy/vn.qdp/pyscript/QdpFtdcMdApi.h

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增加vn.qdp模块，感谢国富期货的贡献！ QDP相关的代码尚未测试完成
2016-12-07 13:11:34 +00:00
/////////////////////////////////////////////////////////////////////////
///@system QuantDo Platform
///@company <20>Ϻ<EFBFBD><CFBA><EFBFBD>Ͷ<EFBFBD><CDB6><EFBFBD><EFBFBD><EFBFBD>Ƽ<EFBFBD><C6BC><EFBFBD><EFBFBD>޹<EFBFBD>˾
///@file QdpFtdcMduserApi.h
///@brief <20><><EFBFBD><EFBFBD><EFBFBD>˿ͻ<CBBF><CDBB>˽ӿ<CBBD>
///@history
///20130520 <09><><EFBFBD>һ<EFBFBD> <09><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ļ<EFBFBD>
/////////////////////////////////////////////////////////////////////////
#ifndef QDP_FTDCMDUSERAPI_H
#define QDP_FTDCMDUSERAPI_H
#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000
#include "QdpFtdcUserApiStruct.h"
#if defined(ISLIB) && defined(WIN32)
#ifdef LIB_MDUSER_API_EXPORT
#define MDUSER_API_EXPORT __declspec(dllexport)
#else
#define MDUSER_API_EXPORT __declspec(dllimport)
#endif
#else
#define MDUSER_API_EXPORT
#endif
class CQdpFtdcMduserSpi
{
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>Ļص<C4BB><D8B5><EFBFBD>ʼ֪ͨ<CDA8><D6AA><EFBFBD><EFBFBD>API<50>յ<EFBFBD>һ<EFBFBD><D2BB><EFBFBD><EFBFBD><EFBFBD>ĺ<EFBFBD><C4BA><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ȵ<EFBFBD><C8B5>ñ<EFBFBD><C3B1><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ȼ<EFBFBD><C8BB><EFBFBD>Ǹ<EFBFBD><C7B8><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ļص<C4BB><D8B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>DZ<EFBFBD><C7B1>Ļص<C4BB><D8B5><EFBFBD><EFBFBD><EFBFBD>֪ͨ<CDA8><D6AA>
///@param nTopicID <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>루<EFBFBD><EBA3A8>˽<EFBFBD><CBBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ȣ<EFBFBD>
///@param nSequenceNo <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
virtual void OnPackageStart(int nTopicID, int nSequenceNo){};
///<2F><><EFBFBD>Ļص<C4BB><D8B5><EFBFBD><EFBFBD><EFBFBD>֪ͨ<CDA8><D6AA><EFBFBD><EFBFBD>API<50>յ<EFBFBD>һ<EFBFBD><D2BB><EFBFBD><EFBFBD><EFBFBD>ĺ<EFBFBD><C4BA><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ȵ<EFBFBD><C8B5>ñ<EFBFBD><C3B1>Ļص<C4BB><D8B5><EFBFBD>ʼ֪ͨ<CDA8><D6AA>Ȼ<EFBFBD><C8BB><EFBFBD>Ǹ<EFBFBD><C7B8><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ļص<C4BB><D8B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ñ<EFBFBD><C3B1><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///@param nTopicID <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>루<EFBFBD><EBA3A8>˽<EFBFBD><CBBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ȣ<EFBFBD>
///@param nSequenceNo <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
virtual void OnPackageEnd(int nTopicID, int nSequenceNo){};
//<2F><><EFBFBD><EFBFBD><EFBFBD>ಥ<EFBFBD><E0B2A5><EFBFBD><EFBFBD><EFBFBD>ӿ<EFBFBD> add by zbz 20150304
virtual void OnMultiHeartbeat(char *CurrTime,char *MultiCastIP) {};
//<2F><><EFBFBD>㲥<EFBFBD>յ<EFBFBD>ֵ<EFBFBD><D6B5>ʱ<EFBFBD>򣬻ص<F2A3ACBB><D8B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ã<EFBFBD><C3A3><EFBFBD><EFBFBD><EFBFBD>qmdata
virtual void UdpMarketData(CQdpFtdcDepthMarketDataField *qmdata){};
///<2F><><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
virtual void OnRspError(CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F>û<EFBFBD><C3BB><EFBFBD>¼Ӧ<C2BC><D3A6>
virtual void OnRspUserLogin(CQdpFtdcRspUserLoginField *pRspUserLogin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F>û<EFBFBD><C3BB>˳<EFBFBD>Ӧ<EFBFBD><D3A6>
virtual void OnRspUserLogout(CQdpFtdcRspUserLogoutField *pRspUserLogout, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///֣<>ݺ<EFBFBD>Լ״̬
virtual void OnRtnQmdInstrumentStatu(CQdpFtdcQmdInstrumentStateField *pQmdInstrumentState) {};
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ<EFBFBD><D3A6>
virtual void OnRspSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯӦ<D1AF><D3A6>
virtual void OnRspQryTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>֪ͨ
virtual void OnRtnDepthMarketData(CQdpFtdcDepthMarketDataField *pDepthMarketData) {};
///<2F><><EFBFBD>ĺ<EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ϣ
virtual void OnRspSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F>˶<EFBFBD><CBB6><EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ϣ
virtual void OnRspUnSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯӦ<D1AF><D3A6>
virtual void OnRspQryDepthMarketData(CQdpFtdcRspMarketDataField *pRspMarketData, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
};
class MDUSER_API_EXPORT CQdpFtdcMduserApi
{
public:
///<2F><><EFBFBD><EFBFBD>MduserApi
///@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 CQdpFtdcMduserApi *CreateFtdcMduserApi(const char *pszFlowPath = "");
///<2F><>ȡϵͳ<CFB5>汾<EFBFBD><E6B1BE>
///@param nMajorVersion <20><><EFBFBD>汾<EFBFBD><E6B1BE>
///@param nMinorVersion <20>Ӱ汾<D3B0><E6B1BE>
///@return ϵͳ<CFB5><CDB3>ʶ<EFBFBD>ַ<EFBFBD><D6B7><EFBFBD>
static const char *GetVersion(int &nMajorVersion, int &nMinorVersion);
///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>ಥ<EFBFBD><E0B2A5><EFBFBD>ÿ<EFBFBD><C3BF><EFBFBD>
virtual void SetMultiCast(bool bMultiCast=false) = 0;
//ע<><D7A2><EFBFBD>ಥ<EFBFBD><E0B2A5>ַ
virtual void RegTopicMultiAddr(char *pMultiAddr)=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 RegisterFront<6E><74><EFBFBD><EFBFBD><EFBFBD><EFBFBD>RegisterNameServer
virtual void RegisterNameServer(char *pszNsAddress) = 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(CQdpFtdcMduserSpi *pSpi) = 0;
///<2F><><EFBFBD><EFBFBD><EFBFBD>г<EFBFBD><D0B3><EFBFBD><EFBFBD>顣
///@param nTopicID <20>г<EFBFBD><D0B3><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///@param nResumeType <20>г<EFBFBD><D0B3><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ش<EFBFBD><D8B4><EFBFBD>ʽ
/// QDP_TERT_RESTART:<3A>ӱ<EFBFBD><D3B1><EFBFBD><EFBFBD><EFBFBD><EFBFBD>տ<EFBFBD>ʼ<EFBFBD>ش<EFBFBD>
/// QDP_TERT_RESUME:<3A><><EFBFBD>ϴ<EFBFBD><CFB4>յ<EFBFBD><D5B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>(<28>Ƕ<EFBFBD><C7B6><EFBFBD>ȫ<EFBFBD><C8AB><EFBFBD><EFBFBD>Լʱ<D4BC><CAB1><EFBFBD><EFBFBD>֧<EFBFBD><D6A7><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ģʽ)
/// QDP_TERT_QUICK:<3A>ȴ<EFBFBD><C8B4>͵<EFBFBD>ǰ<EFBFBD><C7B0><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>,<2C>ٴ<EFBFBD><D9B4>͵<EFBFBD>¼<EFBFBD><C2BC><EFBFBD>г<EFBFBD><D0B3><EFBFBD><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 SubscribeMarketDataTopic(int nTopicID, QDP_TE_RESUME_TYPE nResumeType) = 0;
///<2F><><EFBFBD>ĺ<EFBFBD>Լ<EFBFBD><D4BC><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 SubMarketData(char *ppInstrumentID[], int nCount)=0;
///<2F>˶<EFBFBD><CBB6><EFBFBD>Լ<EFBFBD><D4BC><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 UnSubMarketData(char *ppInstrumentID[], int nCount)=0;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʱʱ<CAB1>䡣
///@param timeout <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʱʱ<CAB1><CAB1>(<28><>)
virtual void SetHeartbeatTimeout(unsigned int timeout) = 0;
///<2F><><EFBFBD><EFBFBD><EFBFBD>ڴ<EFBFBD>ȡֵ
///@param CQdpFtdcShmDepthMarketDataField <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
///@param CQdpFtdcDepthMarketDataField <20><>ѯ<EFBFBD><D1AF><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ֵ
///@return 0 <20><><EFBFBD><EFBFBD><EFBFBD>ɹ<EFBFBD>
///@return -1 <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>־<EFBFBD>ļ<EFBFBD>ʧ<EFBFBD><CAA7>
virtual void ShmMarketData(CQdpFtdcShmDepthMarketDataField *reqfield,CQdpFtdcDepthMarketDataField *defdata) = 0;
///<2F><><EFBFBD><EFBFBD>UDP<44><50><EFBFBD><EFBFBD>
///@param udpip<69>㲥<EFBFBD><E3B2A5>ַ
///@return 0 <20><><EFBFBD><EFBFBD><EFBFBD>ɹ<EFBFBD>
///@return -1 <20><>ȡUDPʧ<50><CAA7>
virtual void setudpchannel(char *udpip)= 0;
///<2F>û<EFBFBD><C3BB><EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD>
virtual int ReqUserLogin(CQdpFtdcReqUserLoginField *pReqUserLogin, int nRequestID) = 0;
///<2F>û<EFBFBD><C3BB>˳<EFBFBD><CBB3><EFBFBD><EFBFBD><EFBFBD>
virtual int ReqUserLogout(CQdpFtdcReqUserLogoutField *pReqUserLogout, int nRequestID) = 0;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
virtual int ReqSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯ<EFBFBD><D1AF><EFBFBD><EFBFBD>
virtual int ReqQryTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0;
///<2F><><EFBFBD>ĺ<EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ϣ
virtual int ReqSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, int nRequestID) = 0;
///<2F>˶<EFBFBD><CBB6><EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ϣ
virtual int ReqUnSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, int nRequestID) = 0;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯ<EFBFBD><D1AF><EFBFBD><EFBFBD>
virtual int ReqQryDepthMarketData(CQdpFtdcQryMarketDataField *pQryMarketData, int nRequestID) = 0;
//<2F><><EFBFBD><EFBFBD><EFBFBD>ಥ
//<2F><><EFBFBD>޷<EFBFBD><DEB7><EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>£<EFBFBD><C2A3><EFBFBD><EFBFBD>ô˽ӿڿ<D3BF><DABF>Խ<EFBFBD><D4BD><EFBFBD><EFBFBD>鲥<EFBFBD><E9B2A5><EFBFBD><EFBFBD>
//<2F>ڿ<EFBFBD><DABF>Ե<EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ô˽ӿ<CBBD>
//@param TradingDay <20><><EFBFBD><EFBFBD><EFBFBD>գ<EFBFBD><D5A3><EFBFBD>û<EFBFBD>е<EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>£<EFBFBD><C2A3><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ȼ<EFBFBD>գ<EFBFBD><D5A3><EFBFBD><EFBFBD><EFBFBD>Ҫע<D2AA>⽻<EFBFBD><E2BDBB><EFBFBD><EFBFBD><EFBFBD>Ľ<EFBFBD><C4BD><EFBFBD><EFBFBD><EFBFBD>
virtual void ActiveMultiMarketData(char * TradingDay) = 0;
protected:
~CQdpFtdcMduserApi(){};
};
#endif
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