180 lines
6.5 KiB
C
180 lines
6.5 KiB
C
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/////////////////////////////////////////////////////////////////////////
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/////////////////////////////////////////////////////////////////////////
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#if !defined(Sgit_FTDCTRADERAPI_H)
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#define Sgit_FTDCTRADERAPI_H
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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 "SgitFtdcUserApiStruct.h"
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#if defined(ISLIB) && defined(WIN32)
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#ifdef LIB_TRADER_API_EXPORT
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#define TRADER_API_EXPORT __declspec(dllexport)
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#else
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#define TRADER_API_EXPORT __declspec(dllimport)
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#endif
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#else
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#define TRADER_API_EXPORT
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#endif
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class CSgitFtdcTraderSpi
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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><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>
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///@param pErrMsg <20><><EFBFBD><EFBFBD>ԭ<EFBFBD><D4AD>
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virtual void OnFrontDisconnected(char *pErrMsg){};
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///<2F><>¼<EFBFBD><C2BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
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virtual void OnRspUserLogin(CSgitFtdcRspUserLoginField *pRspUserLogin, CSgitFtdcRspInfoField *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(CSgitFtdcUserLogoutField *pUserLogout, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F>û<EFBFBD><C3BB><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
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virtual void OnRspUserPasswordUpdate(CSgitFtdcUserPasswordUpdateField *pUserPasswordUpdate, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F><><EFBFBD><EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
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virtual void OnRspOrderInsert(CSgitFtdcInputOrderField *pInputOrder, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
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virtual void OnRspOrderAction(CSgitFtdcInputOrderActionField *pInputOrderAction, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯ<EFBFBD><D1AF><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
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virtual void OnRspQryOrder(CSgitFtdcOrderField *pOrder, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯ<EFBFBD>ʽ<EFBFBD><CABD>˻<EFBFBD><CBBB><EFBFBD>Ӧ
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virtual void OnRspQryTradingAccount(CSgitFtdcTradingAccountField *pTradingAccount, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯͶ<D1AF><CDB6><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ
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virtual void OnRspQryInvestor(CSgitFtdcInvestorField *pInvestor, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯ<EFBFBD><D1AF>Լ<EFBFBD><D4BC>Ӧ
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virtual void OnRspQryInstrument(CSgitFtdcInstrumentField *pInstrument, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F><><EFBFBD><EFBFBD>֪ͨ
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virtual void OnRtnOrder(CSgitFtdcOrderField *pOrder,CSgitFtdcRspInfoField *pRspInfo) {};
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///<2F>ɽ<EFBFBD>֪ͨ
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virtual void OnRtnTrade(CSgitFtdcTradeField *pTrade) {};
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///<2F><>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>״̬֪ͨ
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virtual void OnRtnInstrumentStatus(CSgitFtdcInstrumentStatusField *pInstrumentStatus) {};
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯͶ<D1AF><CDB6><EFBFBD>ֲ߳<DFB3><D6B2><EFBFBD>ϸ<EFBFBD><CFB8>Ӧ
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virtual void OnRspQryInvestorPositionDetail(CSgitFtdcInvestorPositionDetailField *pInvestorPositionDetail, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯͶ<D1AF><CDB6><EFBFBD>ֲ߳<DFB3><D6B2><EFBFBD>Ӧ
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virtual void OnRspQryInvestorPosition(CSgitFtdcInvestorPositionField *pInvestorPosition, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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/// <20><><EFBFBD>յ<EFBFBD><D5B5><EFBFBD>Լ<EFBFBD><D4BC>λ<EFBFBD><CEBB>ѯӦ<D1AF><D3A6>ʱ<EFBFBD>ص<EFBFBD><D8B5>ú<EFBFBD><C3BA><EFBFBD>
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virtual void onRspMBLQuot(CSgitMBLQuotData *pMBLQuotData,CSgitFtdcRspInfoField *pRspMsg,int nRequestID,bool bIsLast){};
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};
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class TRADER_API_EXPORT CSgitFtdcTraderApi
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{
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public:
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///<2F><><EFBFBD><EFBFBD>TraderApi
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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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static CSgitFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "");
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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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///isLogged <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʱʹ<CAB1><CAB9>true<75><65><EFBFBD><EFBFBD><EFBFBD>Դ<EFBFBD>ӡ<EFBFBD><D3A1><EFBFBD>յ<EFBFBD><D5B5><EFBFBD><EFBFBD><EFBFBD>Ϣ<EFBFBD><CFA2><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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virtual void Init(bool isLogged) = 0;
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///<2F>ȴ<EFBFBD><C8B4>ӿ<EFBFBD><D3BF>߳̽<DFB3><CCBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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///@return <20>߳<EFBFBD><DFB3>˳<EFBFBD><CBB3><EFBFBD><EFBFBD><EFBFBD>
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virtual int Join() = 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(CSgitFtdcTraderSpi *pSpi) = 0;
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///<2F><><EFBFBD><EFBFBD>˽<EFBFBD><CBBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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///@param nResumeType ˽<><CBBD><EFBFBD><EFBFBD><EFBFBD>ش<EFBFBD><D8B4><EFBFBD>ʽ
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/// Sgit_TERT_RESTART:<3A>ӱ<EFBFBD><D3B1><EFBFBD><EFBFBD><EFBFBD><EFBFBD>տ<EFBFBD>ʼ<EFBFBD>ش<EFBFBD>
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/// Sgit_TERT_RESUME:<3A><><EFBFBD>ϴ<EFBFBD><CFB4>յ<EFBFBD><D5B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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/// Sgit_TERT_QUICK:ֻ<><D6BB><EFBFBD>͵<EFBFBD>¼<EFBFBD><C2BC>˽<EFBFBD><CBBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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///@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>
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virtual void SubscribePrivateTopic(Sgit_TE_RESUME_TYPE nResumeType) = 0;
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///<2F><><EFBFBD>Ĺ<EFBFBD><C4B9><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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///@param nResumeType <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ش<EFBFBD><D8B4><EFBFBD>ʽ
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/// Sgit_TERT_RESTART:<3A>ӱ<EFBFBD><D3B1><EFBFBD><EFBFBD><EFBFBD><EFBFBD>տ<EFBFBD>ʼ<EFBFBD>ش<EFBFBD>
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/// Sgit_TERT_RESUME:<3A><><EFBFBD>ϴ<EFBFBD><CFB4>յ<EFBFBD><D5B5><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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/// Sgit_TERT_QUICK:ֻ<><D6BB><EFBFBD>͵<EFBFBD>¼<EFBFBD><EFBFBD><F3B9ABB9><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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///@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>
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virtual void SubscribePublicTopic(Sgit_TE_RESUME_TYPE nResumeType) = 0;
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///<2F><><EFBFBD>;<EFBFBD><CDBE><EFBFBD>ָ<EFBFBD>ǰ<EEB5BD><C7B0>,֪ͨǰ<D6AA>ÿ<EFBFBD><C3BF>Ը<EFBFBD><D4B8>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD><EFBFBD>˽<EFBFBD><CBBD><EFBFBD><EFBFBD><EFBFBD>빫<EFBFBD><EBB9AB><EFBFBD><EFBFBD>
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/// @return 0<><30>ʾ<EFBFBD>ɹ<EFBFBD>
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/// @return <20><><EFBFBD><EFBFBD><EFBFBD>μ<EFBFBD><CEBC><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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///
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virtual int Ready() = 0;
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///<2F>û<EFBFBD><C3BB><EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD>
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virtual int ReqUserLogin(CSgitFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
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///<2F>dz<EFBFBD><C7B3><EFBFBD><EFBFBD><EFBFBD>
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virtual int ReqUserLogout(CSgitFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
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///<2F>û<EFBFBD><C3BB><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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virtual int ReqUserPasswordUpdate(CSgitFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
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///<2F><><EFBFBD><EFBFBD>¼<EFBFBD><C2BC><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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virtual int ReqOrderInsert(CSgitFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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virtual int ReqOrderAction(CSgitFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯ<EFBFBD><D1AF><EFBFBD><EFBFBD>
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virtual int ReqQryOrder(CSgitFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯ<EFBFBD>ʽ<EFBFBD><CABD>˻<EFBFBD>
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virtual int ReqQryTradingAccount(CSgitFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯͶ<D1AF><CDB6><EFBFBD><EFBFBD>
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virtual int ReqQryInvestor(CSgitFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0;
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯ<EFBFBD><D1AF>Լ
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virtual int ReqQryInstrument(CSgitFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯͶ<D1AF><CDB6><EFBFBD>ֲ߳<DFB3><D6B2><EFBFBD>ϸ
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virtual int ReqQryInvestorPositionDetail(CSgitFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0;
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///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ѯͶ<D1AF><CDB6><EFBFBD>ֲ߳<DFB3>
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virtual int ReqQryInvestorPosition(CSgitFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
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/// <20><><EFBFBD>ͺ<EFBFBD>Լ<EFBFBD><D4BC>λ<EFBFBD><CEBB>ѯ<EFBFBD><D1AF><EFBFBD><EFBFBD>
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virtual int ReqMBLQuot(int iRequestID,CSgitMBLQuotReq *pMBLQuotReq) = 0;
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protected:
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~CSgitFtdcTraderApi(){};
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};
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#endif
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