完成QDP项目代码的修改，尚未完成测试
This commit is contained in:
chenxy123
parent
af985ac39a
commit
49d704f801
@ -145,6 +145,8 @@ vn.py使用github托管其源代码，贡献代码使用github的PR(Pull Request
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* 飞鼠（vn.sgit）
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* 飞创（vn.xspeed）
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* QDP（vn.qdp）
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* OANDA（vn.oanda）
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@ -1,106 +0,0 @@
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cmake_minimum_required(VERSION 2.8)
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project(vn_qdp_api)
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# 设置使用的编译器
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set(CMAKE_BUILD_TYPE "Release")
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if (CMAKE_COMPILER_IS_GNUC OR CMAKE_COMPILER_IS_GNUCXX)
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set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fPIC -std=c++11")
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endif ()
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# 设置输出目录
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set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin)
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set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/lib)
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# 使用64位编译
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option(USE_64BITS "comiple 64bits" ON)
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if (USE_64BITS)
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add_definitions(-DUSE_64BITS)
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#set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -m32")
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#set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -m32")
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endif()
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# 设置C++ API源文件的所在目录
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if (WIN32)
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set(QDPAPI_PATH qdpapi)
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elseif (UNIX)
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message("Under unix: " ${CMAKE_SIZEOF_VOID_P})
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if (CMAKE_SIZEOF_VOID_P MATCHES "8")
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set(QDPAPI_PATH qdpapi/x64_linux)
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endif()
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endif()
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include_directories(${QDPAPI_PATH})
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set(QDPAPI_LIBRARY )
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find_library(QDPAPI_MD_LIBRARY
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NAMES qdpmdapi
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PATHS ${QDPAPI_PATH})
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find_library(QDPAPI_TD_LIBRARY
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NAMES qdptraderapi
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PATHS ${QDPAPI_PATH})
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# 设置编译源文件
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set (vnqdpmd )
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set (vnqdptd )
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option(BUILD_QDP_MD "build qdp md" ON)
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if (BUILD_QDP_MD)
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add_definitions(-DBUILD_QDP_MD)
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set(QDP_MD_PATH vnqdpmd/vnqdpmd)
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include_directories(QDP_MD_PATH)
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set(VN_QDP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnqdpmd/vnqdpmd/vnqdpmd.cpp)
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add_library(vnqdpmd SHARED ${VN_QDP_MD_SOURCE})
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endif()
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option(BUILD_QDP_TD "build qdp td" ON)
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if (BUILD_QDP_TD)
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add_definitions(-DBUILD_QDP_TD)
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set(QDP_TD_PATH vnqdptd/vnqdptd)
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include_directories(QDP_TD_PATH)
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set(VN_QDP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnqdptd/vnqdptd/vnqdptd.cpp)
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add_library(vnqdptd SHARED ${VN_QDP_TD_SOURCE})
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endif()
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# 设置Python所在的目录
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set(PYTHON_LIBRARY )
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if (WIN32)
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set(PYTHON_INCLUDE_PATH D:/Anaconda2/include)
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find_library(PYTHON_LIBRARY
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NAMES python27
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PATHS D:/Anaconda2/libs)
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include_directories(${PYTHON_INCLUDE_PATH})
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else()
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set(PYTHON_INCLUDE_PATH /usr/include/python2.7/)
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find_library(PYTHON_LIBRARY
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NAMES python2.7
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PATHS /usr/lib/x86_64-linux-gnu)
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include_directories(${PYTHON_INCLUDE_PATH})
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endif()
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# 链接boost库，anaconda
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if (WIN32)
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set(Boost_USE_STATIC_LIBS ON) #链接boost静态库
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endif()
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set(Boost_USE_MULTITHREADED ON)
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find_package(Boost 1.55.0 COMPONENTS python thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错
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if(Boost_FOUND)
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include_directories(${Boost_INCLUDE_DIRS})
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endif()
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# 去掉生成的so文件名中前缀的lib
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set_target_properties(vnqdpmd PROPERTIES PREFIX "")
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# 链接生成.so文件
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target_link_libraries(vnqdpmd ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${QDPAPI_MD_LIBRARY})
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# 将生成的dll文件后缀名修改为pyd（仅在windows下）
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set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnqdpmd.dll")
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if (EXISTS ${MD_DLL})
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file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnqdpmd.pyd)
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endif()
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# 和上面的MD相同
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set_target_properties(vnqdptd PROPERTIES PREFIX "")
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target_link_libraries(vnqdptd ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${QDPAPI_TD_LIBRARY})
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set(TD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnqdptd.dll)
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if (EXISTS ${TD_DLL})
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file(RENAME ${TD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnqdptd.pyd)
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endif()
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@ -1,17 +0,0 @@
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#!/bin/bash
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# Written by Suzhengchun on 20160213
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set -e
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BUILDDIR=build
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rm -rf $BUILDDIR
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if [ ! -f $BUILDDIR ]; then
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mkdir -p $BUILDDIR
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fi
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pushd $BUILDDIR
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cmake ..
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make VERBOSE=1 -j 1
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ln -fs `pwd`/lib/vnctpmd.so ../vnctpmd/test/vnctpmd.so
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ln -fs `pwd`/lib/vnctptd.so ../vnctptd/test/vnctptd.so
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cp ../vnctpmd/test/vnctpmd.* ../../vn.trader/ctpGateway/
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cp ../vnctptd/test/vnctptd.* ../../vn.trader/ctpGateway/
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popd
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BIN
vn.qdp/docs/QDP和CTP开发异同性分析.docx
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vn.qdp/docs/QDP和CTP开发异同性分析.docx
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BIN
vn.qdp/docs/量投科技QDP交易API开发手册.docx
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vn.qdp/docs/量投科技QDP交易API开发手册.docx
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vn.qdp/docs/量投科技QDP行情API开发手册.docx
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vn.qdp/docs/量投科技QDP行情API开发手册.docx
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@ -1,219 +0,0 @@
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/////////////////////////////////////////////////////////////////////////
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///@system QuantDo Platform
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///@company 上海量投网络科技有限公司
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///@file QdpFtdcMduserApi.h
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///@brief 定义了客户端接口
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///@history
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///20130520 徐忠华 创建该文件
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/////////////////////////////////////////////////////////////////////////
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#ifndef QDP_FTDCMDUSERAPI_H
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#define QDP_FTDCMDUSERAPI_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 "QdpFtdcUserApiStruct.h"
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#if defined(ISLIB) && defined(WIN32)
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#ifdef LIB_MDUSER_API_EXPORT
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#define MDUSER_API_EXPORT __declspec(dllexport)
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#else
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#define MDUSER_API_EXPORT __declspec(dllimport)
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#endif
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#else
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#define MDUSER_API_EXPORT
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#endif
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class CQdpFtdcMduserSpi
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{
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public:
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///当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
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virtual void OnFrontConnected(){};
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///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
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///@param nReason 错误原因
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/// 0x1001 网络读失败
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/// 0x1002 网络写失败
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/// 0x2001 接收心跳超时
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/// 0x2002 发送心跳失败
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/// 0x2003 收到错误报文
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virtual void OnFrontDisconnected(int nReason){};
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///心跳超时警告。当长时间未收到报文时，该方法被调用。
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///@param nTimeLapse 距离上次接收报文的时间
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virtual void OnHeartBeatWarning(int nTimeLapse){};
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///报文回调开始通知。当API收到一个报文后，首先调用本方法，然后是各数据域的回调，最后是报文回调结束通知。
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///@param nTopicID 主题代码（如私有流、公共流、行情流等）
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///@param nSequenceNo 报文序号
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virtual void OnPackageStart(int nTopicID, int nSequenceNo){};
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///报文回调结束通知。当API收到一个报文后，首先调用报文回调开始通知，然后是各数据域的回调，最后调用本方法。
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///@param nTopicID 主题代码（如私有流、公共流、行情流等）
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///@param nSequenceNo 报文序号
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virtual void OnPackageEnd(int nTopicID, int nSequenceNo){};
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//新增多播心跳接口 add by zbz 20150304
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virtual void OnMultiHeartbeat(char *CurrTime,char *MultiCastIP) {};
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//当广播收到值得时候，回调函数被调用，返回qmdata
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virtual void UdpMarketData(CQdpFtdcDepthMarketDataField *qmdata){};
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///错误应答
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virtual void OnRspError(CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///用户登录应答
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virtual void OnRspUserLogin(CQdpFtdcRspUserLoginField *pRspUserLogin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///用户退出应答
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virtual void OnRspUserLogout(CQdpFtdcRspUserLogoutField *pRspUserLogout, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///郑州合约状态
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virtual void OnRtnQmdInstrumentStatu(CQdpFtdcQmdInstrumentStateField *pQmdInstrumentState) {};
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///订阅主题应答
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virtual void OnRspSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///主题查询应答
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virtual void OnRspQryTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///深度行情通知
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virtual void OnRtnDepthMarketData(CQdpFtdcDepthMarketDataField *pDepthMarketData) {};
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///订阅合约的相关信息
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virtual void OnRspSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///退订合约的相关信息
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virtual void OnRspUnSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///行情查询应答
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virtual void OnRspQryDepthMarketData(CQdpFtdcRspMarketDataField *pRspMarketData, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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};
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class MDUSER_API_EXPORT CQdpFtdcMduserApi
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{
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public:
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///创建MduserApi
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///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
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///@return 创建出的UserApi
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static CQdpFtdcMduserApi *CreateFtdcMduserApi(const char *pszFlowPath = "");
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///获取系统版本号
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///@param nMajorVersion 主版本号
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///@param nMinorVersion 子版本号
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///@return 系统标识字符串
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static const char *GetVersion(int &nMajorVersion, int &nMinorVersion);
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///删除接口对象本身
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///@remark 不再使用本接口对象时,调用该函数删除接口对象
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virtual void Release() = 0;
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//多播设置开关
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virtual void SetMultiCast(bool bMultiCast=false) = 0;
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//注册多播地址
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virtual void RegTopicMultiAddr(char *pMultiAddr)=0;
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///初始化
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///@remark 初始化运行环境,只有调用后,接口才开始工作
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virtual void Init() = 0;
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///等待接口线程结束运行
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///@return 线程退出代码
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virtual int Join() = 0;
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///获取当前交易日
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///@retrun 获取到的交易日
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///@remark 只有登录成功后,才能得到正确的交易日
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virtual const char *GetTradingDay() = 0;
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///注册前置机网络地址
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///@param pszFrontAddress：前置机网络地址。
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///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
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///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
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virtual void RegisterFront(char *pszFrontAddress) = 0;
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///注册名字服务器网络地址
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///@param pszNsAddress：名字服务器网络地址。
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///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。
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///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”12001”代表服务器端口号。
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///@remark RegisterFront优先于RegisterNameServer
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virtual void RegisterNameServer(char *pszNsAddress) = 0;
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///注册回调接口
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///@param pSpi 派生自回调接口类的实例
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virtual void RegisterSpi(CQdpFtdcMduserSpi *pSpi) = 0;
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///订阅市场行情。
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///@param nTopicID 市场行情主题
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///@param nResumeType 市场行情重传方式
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/// QDP_TERT_RESTART:从本交易日开始重传
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/// QDP_TERT_RESUME:从上次收到的续传(非订阅全部合约时，不支持续传模式)
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/// QDP_TERT_QUICK:先传送当前行情快照,再传送登录后市场行情的内容
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///@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。
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virtual void SubscribeMarketDataTopic(int nTopicID, QDP_TE_RESUME_TYPE nResumeType) = 0;
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///订阅合约行情。
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///@param ppInstrumentID 合约ID
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///@param nCount 要订阅/退订行情的合约个数
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///@remark
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virtual int SubMarketData(char *ppInstrumentID[], int nCount)=0;
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///退订合约行情。
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///@param ppInstrumentID 合约ID
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///@param nCount 要订阅/退订行情的合约个数
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///@remark
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virtual int UnSubMarketData(char *ppInstrumentID[], int nCount)=0;
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///设置心跳超时时间。
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///@param timeout 心跳超时时间(秒)
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virtual void SetHeartbeatTimeout(unsigned int timeout) = 0;
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///共享内存取值
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///@param CQdpFtdcShmDepthMarketDataField 传入参数
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///@param CQdpFtdcDepthMarketDataField 查询到的行情值
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///@return 0 操作成功
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///@return -1 打开日志文件失败
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virtual void ShmMarketData(CQdpFtdcShmDepthMarketDataField *reqfield,CQdpFtdcDepthMarketDataField *defdata) = 0;
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///建立UDP连接
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///@param udpip广播地址
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///@return 0 操作成功
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///@return -1 读取UDP失败
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virtual void setudpchannel(char *udpip)= 0;
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///用户登录请求
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virtual int ReqUserLogin(CQdpFtdcReqUserLoginField *pReqUserLogin, int nRequestID) = 0;
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///用户退出请求
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virtual int ReqUserLogout(CQdpFtdcReqUserLogoutField *pReqUserLogout, int nRequestID) = 0;
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///订阅主题请求
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virtual int ReqSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0;
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///主题查询请求
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virtual int ReqQryTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0;
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///订阅合约的相关信息
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virtual int ReqSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, int nRequestID) = 0;
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///退订合约的相关信息
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virtual int ReqUnSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, int nRequestID) = 0;
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///行情查询请求
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virtual int ReqQryDepthMarketData(CQdpFtdcQryMarketDataField *pQryMarketData, int nRequestID) = 0;
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//启动多播
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//在无法登录服务器的情况下，调用此接口可以接收组播行情
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//在可以登录的情况下无需调用此接口
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//@param TradingDay 交易日，在没有登录的情况下，可以是自然日，但是要注意交易所的交易日
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virtual void ActiveMultiMarketData(char * TradingDay) = 0;
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protected:
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~CQdpFtdcMduserApi(){};
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};
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#endif
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@ -156,7 +156,7 @@ struct CQdpFtdcInputOrderField
|
||||
TQdpFtdcBoolType IsAutoSuspend;
|
||||
///业务单元
|
||||
TQdpFtdcBusinessUnitType BusinessUnit;
|
||||
///用户自定义域
|
||||
///用户自定义域`
|
||||
TQdpFtdcCustomType UserCustom;
|
||||
///营业部代码
|
||||
TQdpFtdcBranchIDType BranchID;
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@ -48,9 +48,11 @@ void MdApi::processRspUserLogin(Task task)
|
||||
data["UserID"] = task_data.UserID;
|
||||
data["DataCenterID"] = task_data.DataCenterID;
|
||||
data["TradingDay"] = task_data.TradingDay;
|
||||
data["SessionID"] = task_data.SessionID;
|
||||
data["BrokerID"] = task_data.BrokerID;
|
||||
data["MaxOrderLocalID"] = task_data.MaxOrderLocalID;
|
||||
data["TradingSystemName"] = task_data.TradingSystemName;
|
||||
data["FrontID"] = task_data.FrontID;
|
||||
data["LoginTime"] = task_data.LoginTime;
|
||||
data["UserFlowSize"] = task_data.UserFlowSize;
|
||||
|
||||
@ -81,7 +83,13 @@ void MdApi::processRspUserLogout(Task task)
|
||||
void MdApi::processRtnQmdInstrumentStatu(Task task)
|
||||
{
|
||||
PyLock lock;
|
||||
this->onRtnQmdInstrumentStatu();
|
||||
CQdpFtdcQmdInstrumentStateField task_data = any_cast<CQdpFtdcQmdInstrumentStateField>(task.task_data);
|
||||
dict data;
|
||||
data["InstrumentID"] = task_data.InstrumentID;
|
||||
data["InstrumentStatus"] = task_data.InstrumentStatus;
|
||||
data["ExchangeID"] = task_data.ExchangeID;
|
||||
|
||||
this->onRtnQmdInstrumentStatu(data);
|
||||
};
|
||||
|
||||
void MdApi::processRspSubscribeTopic(Task task)
|
||||
@ -201,11 +209,41 @@ void MdApi::processRspUnSubMarketData(Task task)
|
||||
void MdApi::processRspQryDepthMarketData(Task task)
|
||||
{
|
||||
PyLock lock;
|
||||
CQdpFtdcRspMarketDataField task_data = any_cast<CQdpFtdcRspMarketDataField>(task.task_data);
|
||||
dict data;
|
||||
data["HighestPrice"] = task_data.HighestPrice;
|
||||
data["BidPrice1"] = task_data.BidPrice1;
|
||||
data["LowerLimitPrice"] = task_data.LowerLimitPrice;
|
||||
data["PreOpenInterest"] = task_data.PreOpenInterest;
|
||||
data["PreClosePrice"] = task_data.PreClosePrice;
|
||||
data["AskPrice1"] = task_data.AskPrice1;
|
||||
data["PreSettlementPrice"] = task_data.PreSettlementPrice;
|
||||
data["AskVolume1"] = task_data.AskVolume1;
|
||||
data["UpdateTime"] = task_data.UpdateTime;
|
||||
data["UpdateMillisec"] = task_data.UpdateMillisec;
|
||||
data["SettlementGroupID"] = task_data.SettlementGroupID;
|
||||
data["BidVolume1"] = task_data.BidVolume1;
|
||||
data["Volume"] = task_data.Volume;
|
||||
data["UpperLimitPrice"] = task_data.UpperLimitPrice;
|
||||
data["InstrumentID"] = task_data.InstrumentID;
|
||||
data["ClosePrice"] = task_data.ClosePrice;
|
||||
data["ExchangeID"] = task_data.ExchangeID;
|
||||
data["SettlementID"] = task_data.SettlementID;
|
||||
data["TradingDay"] = task_data.TradingDay;
|
||||
data["PreDelta"] = task_data.PreDelta;
|
||||
data["OpenInterest"] = task_data.OpenInterest;
|
||||
data["CurrDelta"] = task_data.CurrDelta;
|
||||
data["Turnover"] = task_data.Turnover;
|
||||
data["LastPrice"] = task_data.LastPrice;
|
||||
data["SettlementPrice"] = task_data.SettlementPrice;
|
||||
data["OpenPrice"] = task_data.OpenPrice;
|
||||
data["LowestPrice"] = task_data.LowestPrice;
|
||||
|
||||
CQdpFtdcRspInfoField task_error = any_cast<CQdpFtdcRspInfoField>(task.task_error);
|
||||
dict error;
|
||||
error["ErrorMsg"] = task_error.ErrorMsg;
|
||||
error["ErrorID"] = task_error.ErrorID;
|
||||
|
||||
this->onRspQryDepthMarketData(error, task.task_id, task.task_last);
|
||||
this->onRspQryDepthMarketData(data, error, task.task_id, task.task_last);
|
||||
};
|
||||
|
||||
|
||||
@ -159,7 +159,7 @@ CQdpFtdcInputOrderField["ForceCloseReason"] = "char"
|
||||
CQdpFtdcInputOrderField["IsAutoSuspend"] = "int"
|
||||
#业务单元
|
||||
CQdpFtdcInputOrderField["BusinessUnit"] = "string"
|
||||
#用户自定义域
|
||||
#用户自定义域`
|
||||
CQdpFtdcInputOrderField["UserCustom"] = "string"
|
||||
#营业部代码
|
||||
CQdpFtdcInputOrderField["BranchID"] = "string"
|
||||
|
||||
@ -1,219 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@system QuantDo Platform
|
||||
///@company 上海量投网络科技有限公司
|
||||
///@file QdpFtdcMduserApi.h
|
||||
///@brief 定义了客户端接口
|
||||
///@history
|
||||
///20130520 徐忠华 创建该文件
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
#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:
|
||||
///当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
|
||||
virtual void OnFrontConnected(){};
|
||||
|
||||
///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
|
||||
///@param nReason 错误原因
|
||||
/// 0x1001 网络读失败
|
||||
/// 0x1002 网络写失败
|
||||
/// 0x2001 接收心跳超时
|
||||
/// 0x2002 发送心跳失败
|
||||
/// 0x2003 收到错误报文
|
||||
virtual void OnFrontDisconnected(int nReason){};
|
||||
|
||||
///心跳超时警告。当长时间未收到报文时，该方法被调用。
|
||||
///@param nTimeLapse 距离上次接收报文的时间
|
||||
virtual void OnHeartBeatWarning(int nTimeLapse){};
|
||||
|
||||
///报文回调开始通知。当API收到一个报文后，首先调用本方法，然后是各数据域的回调，最后是报文回调结束通知。
|
||||
///@param nTopicID 主题代码（如私有流、公共流、行情流等）
|
||||
///@param nSequenceNo 报文序号
|
||||
virtual void OnPackageStart(int nTopicID, int nSequenceNo){};
|
||||
|
||||
///报文回调结束通知。当API收到一个报文后，首先调用报文回调开始通知，然后是各数据域的回调，最后调用本方法。
|
||||
///@param nTopicID 主题代码（如私有流、公共流、行情流等）
|
||||
///@param nSequenceNo 报文序号
|
||||
virtual void OnPackageEnd(int nTopicID, int nSequenceNo){};
|
||||
|
||||
//新增多播心跳接口 add by zbz 20150304
|
||||
virtual void OnMultiHeartbeat(char *CurrTime,char *MultiCastIP) {};
|
||||
|
||||
//当广播收到值得时候，回调函数被调用，返回qmdata
|
||||
virtual void UdpMarketData(CQdpFtdcDepthMarketDataField *qmdata){};
|
||||
|
||||
///错误应答
|
||||
virtual void OnRspError(CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///用户登录应答
|
||||
virtual void OnRspUserLogin(CQdpFtdcRspUserLoginField *pRspUserLogin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///用户退出应答
|
||||
virtual void OnRspUserLogout(CQdpFtdcRspUserLogoutField *pRspUserLogout, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///郑州合约状态
|
||||
virtual void OnRtnQmdInstrumentStatu(CQdpFtdcQmdInstrumentStateField *pQmdInstrumentState) {};
|
||||
|
||||
///订阅主题应答
|
||||
virtual void OnRspSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///主题查询应答
|
||||
virtual void OnRspQryTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///深度行情通知
|
||||
virtual void OnRtnDepthMarketData(CQdpFtdcDepthMarketDataField *pDepthMarketData) {};
|
||||
|
||||
///订阅合约的相关信息
|
||||
virtual void OnRspSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///退订合约的相关信息
|
||||
virtual void OnRspUnSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///行情查询应答
|
||||
virtual void OnRspQryDepthMarketData(CQdpFtdcRspMarketDataField *pRspMarketData, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
};
|
||||
|
||||
class MDUSER_API_EXPORT CQdpFtdcMduserApi
|
||||
{
|
||||
public:
|
||||
///创建MduserApi
|
||||
///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
|
||||
///@return 创建出的UserApi
|
||||
static CQdpFtdcMduserApi *CreateFtdcMduserApi(const char *pszFlowPath = "");
|
||||
|
||||
///获取系统版本号
|
||||
///@param nMajorVersion 主版本号
|
||||
///@param nMinorVersion 子版本号
|
||||
///@return 系统标识字符串
|
||||
static const char *GetVersion(int &nMajorVersion, int &nMinorVersion);
|
||||
|
||||
///删除接口对象本身
|
||||
///@remark 不再使用本接口对象时,调用该函数删除接口对象
|
||||
virtual void Release() = 0;
|
||||
|
||||
//多播设置开关
|
||||
virtual void SetMultiCast(bool bMultiCast=false) = 0;
|
||||
|
||||
//注册多播地址
|
||||
virtual void RegTopicMultiAddr(char *pMultiAddr)=0;
|
||||
|
||||
|
||||
///初始化
|
||||
///@remark 初始化运行环境,只有调用后,接口才开始工作
|
||||
virtual void Init() = 0;
|
||||
|
||||
///等待接口线程结束运行
|
||||
///@return 线程退出代码
|
||||
virtual int Join() = 0;
|
||||
|
||||
///获取当前交易日
|
||||
///@retrun 获取到的交易日
|
||||
///@remark 只有登录成功后,才能得到正确的交易日
|
||||
virtual const char *GetTradingDay() = 0;
|
||||
|
||||
///注册前置机网络地址
|
||||
///@param pszFrontAddress：前置机网络地址。
|
||||
///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
|
||||
///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
|
||||
virtual void RegisterFront(char *pszFrontAddress) = 0;
|
||||
|
||||
///注册名字服务器网络地址
|
||||
///@param pszNsAddress：名字服务器网络地址。
|
||||
///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。
|
||||
///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”12001”代表服务器端口号。
|
||||
///@remark RegisterFront优先于RegisterNameServer
|
||||
virtual void RegisterNameServer(char *pszNsAddress) = 0;
|
||||
|
||||
///注册回调接口
|
||||
///@param pSpi 派生自回调接口类的实例
|
||||
virtual void RegisterSpi(CQdpFtdcMduserSpi *pSpi) = 0;
|
||||
|
||||
///订阅市场行情。
|
||||
///@param nTopicID 市场行情主题
|
||||
///@param nResumeType 市场行情重传方式
|
||||
/// QDP_TERT_RESTART:从本交易日开始重传
|
||||
/// QDP_TERT_RESUME:从上次收到的续传(非订阅全部合约时，不支持续传模式)
|
||||
/// QDP_TERT_QUICK:先传送当前行情快照,再传送登录后市场行情的内容
|
||||
///@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。
|
||||
virtual void SubscribeMarketDataTopic(int nTopicID, QDP_TE_RESUME_TYPE nResumeType) = 0;
|
||||
|
||||
///订阅合约行情。
|
||||
///@param ppInstrumentID 合约ID
|
||||
///@param nCount 要订阅/退订行情的合约个数
|
||||
///@remark
|
||||
virtual int SubMarketData(char *ppInstrumentID[], int nCount)=0;
|
||||
|
||||
///退订合约行情。
|
||||
///@param ppInstrumentID 合约ID
|
||||
///@param nCount 要订阅/退订行情的合约个数
|
||||
///@remark
|
||||
virtual int UnSubMarketData(char *ppInstrumentID[], int nCount)=0;
|
||||
|
||||
///设置心跳超时时间。
|
||||
///@param timeout 心跳超时时间(秒)
|
||||
virtual void SetHeartbeatTimeout(unsigned int timeout) = 0;
|
||||
|
||||
|
||||
///共享内存取值
|
||||
///@param CQdpFtdcShmDepthMarketDataField 传入参数
|
||||
///@param CQdpFtdcDepthMarketDataField 查询到的行情值
|
||||
///@return 0 操作成功
|
||||
///@return -1 打开日志文件失败
|
||||
virtual void ShmMarketData(CQdpFtdcShmDepthMarketDataField *reqfield,CQdpFtdcDepthMarketDataField *defdata) = 0;
|
||||
|
||||
///建立UDP连接
|
||||
///@param udpip广播地址
|
||||
///@return 0 操作成功
|
||||
///@return -1 读取UDP失败
|
||||
virtual void setudpchannel(char *udpip)= 0;
|
||||
|
||||
///用户登录请求
|
||||
virtual int ReqUserLogin(CQdpFtdcReqUserLoginField *pReqUserLogin, int nRequestID) = 0;
|
||||
|
||||
///用户退出请求
|
||||
virtual int ReqUserLogout(CQdpFtdcReqUserLogoutField *pReqUserLogout, int nRequestID) = 0;
|
||||
|
||||
///订阅主题请求
|
||||
virtual int ReqSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0;
|
||||
|
||||
///主题查询请求
|
||||
virtual int ReqQryTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0;
|
||||
|
||||
///订阅合约的相关信息
|
||||
virtual int ReqSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, int nRequestID) = 0;
|
||||
|
||||
///退订合约的相关信息
|
||||
virtual int ReqUnSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, int nRequestID) = 0;
|
||||
|
||||
///行情查询请求
|
||||
virtual int ReqQryDepthMarketData(CQdpFtdcQryMarketDataField *pQryMarketData, int nRequestID) = 0;
|
||||
|
||||
//启动多播
|
||||
//在无法登录服务器的情况下，调用此接口可以接收组播行情
|
||||
//在可以登录的情况下无需调用此接口
|
||||
//@param TradingDay 交易日，在没有登录的情况下，可以是自然日，但是要注意交易所的交易日
|
||||
virtual void ActiveMultiMarketData(char * TradingDay) = 0;
|
||||
protected:
|
||||
~CQdpFtdcMduserApi(){};
|
||||
};
|
||||
|
||||
#endif
|
||||
@ -1,219 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@system QuantDo Platform
|
||||
///@company 上海量投网络科技有限公司
|
||||
///@file QdpFtdcMduserApi.h
|
||||
///@brief 定义了客户端接口
|
||||
///@history
|
||||
///20130520 徐忠华 创建该文件
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
#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:
|
||||
///当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
|
||||
virtual void OnFrontConnected(){};
|
||||
|
||||
///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
|
||||
///@param nReason 错误原因
|
||||
/// 0x1001 网络读失败
|
||||
/// 0x1002 网络写失败
|
||||
/// 0x2001 接收心跳超时
|
||||
/// 0x2002 发送心跳失败
|
||||
/// 0x2003 收到错误报文
|
||||
virtual void OnFrontDisconnected(int nReason){};
|
||||
|
||||
///心跳超时警告。当长时间未收到报文时，该方法被调用。
|
||||
///@param nTimeLapse 距离上次接收报文的时间
|
||||
virtual void OnHeartBeatWarning(int nTimeLapse){};
|
||||
|
||||
///报文回调开始通知。当API收到一个报文后，首先调用本方法，然后是各数据域的回调，最后是报文回调结束通知。
|
||||
///@param nTopicID 主题代码（如私有流、公共流、行情流等）
|
||||
///@param nSequenceNo 报文序号
|
||||
virtual void OnPackageStart(int nTopicID, int nSequenceNo){};
|
||||
|
||||
///报文回调结束通知。当API收到一个报文后，首先调用报文回调开始通知，然后是各数据域的回调，最后调用本方法。
|
||||
///@param nTopicID 主题代码（如私有流、公共流、行情流等）
|
||||
///@param nSequenceNo 报文序号
|
||||
virtual void OnPackageEnd(int nTopicID, int nSequenceNo){};
|
||||
|
||||
//新增多播心跳接口 add by zbz 20150304
|
||||
virtual void OnMultiHeartbeat(char *CurrTime,char *MultiCastIP) {};
|
||||
|
||||
//当广播收到值得时候，回调函数被调用，返回qmdata
|
||||
virtual void UdpMarketData(CQdpFtdcDepthMarketDataField *qmdata){};
|
||||
|
||||
///错误应答
|
||||
virtual void OnRspError(CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///用户登录应答
|
||||
virtual void OnRspUserLogin(CQdpFtdcRspUserLoginField *pRspUserLogin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///用户退出应答
|
||||
virtual void OnRspUserLogout(CQdpFtdcRspUserLogoutField *pRspUserLogout, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///郑州合约状态
|
||||
virtual void OnRtnQmdInstrumentStatu(CQdpFtdcQmdInstrumentStateField *pQmdInstrumentState) {};
|
||||
|
||||
///订阅主题应答
|
||||
virtual void OnRspSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///主题查询应答
|
||||
virtual void OnRspQryTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///深度行情通知
|
||||
virtual void OnRtnDepthMarketData(CQdpFtdcDepthMarketDataField *pDepthMarketData) {};
|
||||
|
||||
///订阅合约的相关信息
|
||||
virtual void OnRspSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///退订合约的相关信息
|
||||
virtual void OnRspUnSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///行情查询应答
|
||||
virtual void OnRspQryDepthMarketData(CQdpFtdcRspMarketDataField *pRspMarketData, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
};
|
||||
|
||||
class MDUSER_API_EXPORT CQdpFtdcMduserApi
|
||||
{
|
||||
public:
|
||||
///创建MduserApi
|
||||
///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
|
||||
///@return 创建出的UserApi
|
||||
static CQdpFtdcMduserApi *CreateFtdcMduserApi(const char *pszFlowPath = "");
|
||||
|
||||
///获取系统版本号
|
||||
///@param nMajorVersion 主版本号
|
||||
///@param nMinorVersion 子版本号
|
||||
///@return 系统标识字符串
|
||||
static const char *GetVersion(int &nMajorVersion, int &nMinorVersion);
|
||||
|
||||
///删除接口对象本身
|
||||
///@remark 不再使用本接口对象时,调用该函数删除接口对象
|
||||
virtual void Release() = 0;
|
||||
|
||||
//多播设置开关
|
||||
virtual void SetMultiCast(bool bMultiCast=false) = 0;
|
||||
|
||||
//注册多播地址
|
||||
virtual void RegTopicMultiAddr(char *pMultiAddr)=0;
|
||||
|
||||
|
||||
///初始化
|
||||
///@remark 初始化运行环境,只有调用后,接口才开始工作
|
||||
virtual void Init() = 0;
|
||||
|
||||
///等待接口线程结束运行
|
||||
///@return 线程退出代码
|
||||
virtual int Join() = 0;
|
||||
|
||||
///获取当前交易日
|
||||
///@retrun 获取到的交易日
|
||||
///@remark 只有登录成功后,才能得到正确的交易日
|
||||
virtual const char *GetTradingDay() = 0;
|
||||
|
||||
///注册前置机网络地址
|
||||
///@param pszFrontAddress：前置机网络地址。
|
||||
///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
|
||||
///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
|
||||
virtual void RegisterFront(char *pszFrontAddress) = 0;
|
||||
|
||||
///注册名字服务器网络地址
|
||||
///@param pszNsAddress：名字服务器网络地址。
|
||||
///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。
|
||||
///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”12001”代表服务器端口号。
|
||||
///@remark RegisterFront优先于RegisterNameServer
|
||||
virtual void RegisterNameServer(char *pszNsAddress) = 0;
|
||||
|
||||
///注册回调接口
|
||||
///@param pSpi 派生自回调接口类的实例
|
||||
virtual void RegisterSpi(CQdpFtdcMduserSpi *pSpi) = 0;
|
||||
|
||||
///订阅市场行情。
|
||||
///@param nTopicID 市场行情主题
|
||||
///@param nResumeType 市场行情重传方式
|
||||
/// QDP_TERT_RESTART:从本交易日开始重传
|
||||
/// QDP_TERT_RESUME:从上次收到的续传(非订阅全部合约时，不支持续传模式)
|
||||
/// QDP_TERT_QUICK:先传送当前行情快照,再传送登录后市场行情的内容
|
||||
///@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。
|
||||
virtual void SubscribeMarketDataTopic(int nTopicID, QDP_TE_RESUME_TYPE nResumeType) = 0;
|
||||
|
||||
///订阅合约行情。
|
||||
///@param ppInstrumentID 合约ID
|
||||
///@param nCount 要订阅/退订行情的合约个数
|
||||
///@remark
|
||||
virtual int SubMarketData(char *ppInstrumentID[], int nCount)=0;
|
||||
|
||||
///退订合约行情。
|
||||
///@param ppInstrumentID 合约ID
|
||||
///@param nCount 要订阅/退订行情的合约个数
|
||||
///@remark
|
||||
virtual int UnSubMarketData(char *ppInstrumentID[], int nCount)=0;
|
||||
|
||||
///设置心跳超时时间。
|
||||
///@param timeout 心跳超时时间(秒)
|
||||
virtual void SetHeartbeatTimeout(unsigned int timeout) = 0;
|
||||
|
||||
|
||||
///共享内存取值
|
||||
///@param CQdpFtdcShmDepthMarketDataField 传入参数
|
||||
///@param CQdpFtdcDepthMarketDataField 查询到的行情值
|
||||
///@return 0 操作成功
|
||||
///@return -1 打开日志文件失败
|
||||
virtual void ShmMarketData(CQdpFtdcShmDepthMarketDataField *reqfield,CQdpFtdcDepthMarketDataField *defdata) = 0;
|
||||
|
||||
///建立UDP连接
|
||||
///@param udpip广播地址
|
||||
///@return 0 操作成功
|
||||
///@return -1 读取UDP失败
|
||||
virtual void setudpchannel(char *udpip)= 0;
|
||||
|
||||
///用户登录请求
|
||||
virtual int ReqUserLogin(CQdpFtdcReqUserLoginField *pReqUserLogin, int nRequestID) = 0;
|
||||
|
||||
///用户退出请求
|
||||
virtual int ReqUserLogout(CQdpFtdcReqUserLogoutField *pReqUserLogout, int nRequestID) = 0;
|
||||
|
||||
///订阅主题请求
|
||||
virtual int ReqSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0;
|
||||
|
||||
///主题查询请求
|
||||
virtual int ReqQryTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0;
|
||||
|
||||
///订阅合约的相关信息
|
||||
virtual int ReqSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, int nRequestID) = 0;
|
||||
|
||||
///退订合约的相关信息
|
||||
virtual int ReqUnSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, int nRequestID) = 0;
|
||||
|
||||
///行情查询请求
|
||||
virtual int ReqQryDepthMarketData(CQdpFtdcQryMarketDataField *pQryMarketData, int nRequestID) = 0;
|
||||
|
||||
//启动多播
|
||||
//在无法登录服务器的情况下，调用此接口可以接收组播行情
|
||||
//在可以登录的情况下无需调用此接口
|
||||
//@param TradingDay 交易日，在没有登录的情况下，可以是自然日，但是要注意交易所的交易日
|
||||
virtual void ActiveMultiMarketData(char * TradingDay) = 0;
|
||||
protected:
|
||||
~CQdpFtdcMduserApi(){};
|
||||
};
|
||||
|
||||
#endif
|
||||
@ -1,345 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@system QuantDo Platform
|
||||
///@company 上海量投网络科技有限公司
|
||||
///@file QdpFtdcTraderApi.h
|
||||
///@brief 定义了客户端接口
|
||||
///@history
|
||||
///20150520 徐忠华 创建该文件
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
#if !defined(QDP_FTDCTRADERAPI_H)
|
||||
#define QDP_FTDCTRADERAPI_H
|
||||
|
||||
#if _MSC_VER > 1000
|
||||
#pragma once
|
||||
#endif // _MSC_VER > 1000
|
||||
|
||||
#include "QdpFtdcUserApiStruct.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 CQdpFtdcTraderSpi
|
||||
{
|
||||
public:
|
||||
///当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
|
||||
virtual void OnFrontConnected(){};
|
||||
|
||||
///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
|
||||
///@param nReason 错误原因
|
||||
/// 0x1001 网络读失败
|
||||
/// 0x1002 网络写失败
|
||||
/// 0x2001 接收心跳超时
|
||||
/// 0x2002 发送心跳失败
|
||||
/// 0x2003 收到错误报文
|
||||
virtual void OnFrontDisconnected(int nReason){};
|
||||
|
||||
///心跳超时警告。当长时间未收到报文时，该方法被调用。
|
||||
///@param nTimeLapse 距离上次接收报文的时间
|
||||
virtual void OnHeartBeatWarning(int nTimeLapse){};
|
||||
|
||||
///报文回调开始通知。当API收到一个报文后，首先调用本方法，然后是各数据域的回调，最后是报文回调结束通知。
|
||||
///@param nTopicID 主题代码（如私有流、公共流、行情流等）
|
||||
///@param nSequenceNo 报文序号
|
||||
virtual void OnPackageStart(int nTopicID, int nSequenceNo){};
|
||||
|
||||
///报文回调结束通知。当API收到一个报文后，首先调用报文回调开始通知，然后是各数据域的回调，最后调用本方法。
|
||||
///@param nTopicID 主题代码（如私有流、公共流、行情流等）
|
||||
///@param nSequenceNo 报文序号
|
||||
virtual void OnPackageEnd(int nTopicID, int nSequenceNo){};
|
||||
|
||||
|
||||
///错误应答
|
||||
virtual void OnRspError(CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///用户登录应答
|
||||
virtual void OnRspUserLogin(CQdpFtdcRspUserLoginField *pRspUserLogin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///用户退出应答
|
||||
virtual void OnRspUserLogout(CQdpFtdcRspUserLogoutField *pRspUserLogout, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///用户密码修改应答
|
||||
virtual void OnRspUserPasswordUpdate(CQdpFtdcUserPasswordUpdateField *pUserPasswordUpdate, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///报单录入应答
|
||||
virtual void OnRspOrderInsert(CQdpFtdcInputOrderField *pInputOrder, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///报单操作应答
|
||||
virtual void OnRspOrderAction(CQdpFtdcOrderActionField *pOrderAction, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///期货发起银行资金转期货应答
|
||||
virtual void OnRspFromBankToFutureByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///期货发起期货资金转银行应答
|
||||
virtual void OnRspFromFutureToBankByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///数据流回退通知
|
||||
virtual void OnRtnFlowMessageCancel(CQdpFtdcFlowMessageCancelField *pFlowMessageCancel) {};
|
||||
|
||||
///成交回报
|
||||
virtual void OnRtnTrade(CQdpFtdcTradeField *pTrade) {};
|
||||
|
||||
///报单回报
|
||||
virtual void OnRtnOrder(CQdpFtdcOrderField *pOrder) {};
|
||||
|
||||
///报单录入错误回报
|
||||
virtual void OnErrRtnOrderInsert(CQdpFtdcInputOrderField *pInputOrder, CQdpFtdcRspInfoField *pRspInfo) {};
|
||||
|
||||
///报单操作错误回报
|
||||
virtual void OnErrRtnOrderAction(CQdpFtdcOrderActionField *pOrderAction, CQdpFtdcRspInfoField *pRspInfo) {};
|
||||
|
||||
///合约交易状态通知
|
||||
virtual void OnRtnInstrumentStatus(CQdpFtdcInstrumentStatusField *pInstrumentStatus) {};
|
||||
|
||||
///账户出入金回报
|
||||
virtual void OnRtnInvestorAccountDeposit(CQdpFtdcInvestorAccountDepositResField *pInvestorAccountDepositRes) {};
|
||||
|
||||
///QDP警告消息通知
|
||||
virtual void OnRtnMessageNotify(CQdpFtdcMessageNotifyInfoField *pMessageNotifyInfo) {};
|
||||
|
||||
///期货发起查询银行余额错误回报
|
||||
virtual void OnErrRtnQueryBankBalanceByFuture(CQdpFtdcReqQueryAccountField *pReqQueryAccount, CQdpFtdcRspInfoField *pRspInfo) {};
|
||||
|
||||
///期货发起银行资金转期货错误回报
|
||||
virtual void OnErrRtnBankToFutureByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo) {};
|
||||
|
||||
///期货发起期货资金转银行错误回报
|
||||
virtual void OnErrRtnFutureToBankByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo) {};
|
||||
|
||||
///期货发起查询银行余额通知
|
||||
virtual void OnRtnQueryBankBalanceByFuture(CQdpFtdcNotifyQueryAccountField *pNotifyQueryAccount) {};
|
||||
|
||||
///期货发起银行资金转期货通知
|
||||
virtual void OnRtnFromBankToFutureByFuture(CQdpFtdcRspTransferField *pRspTransfer) {};
|
||||
|
||||
///期货发起期货资金转银行通知
|
||||
virtual void OnRtnFromFutureToBankByFuture(CQdpFtdcRspTransferField *pRspTransfer) {};
|
||||
|
||||
///金交所递延费率通知
|
||||
virtual void OnRtnSGEDeferRate(CQdpFtdcSGEDeferRateField *pSGEDeferRate) {};
|
||||
|
||||
///报单查询应答
|
||||
virtual void OnRspQryOrder(CQdpFtdcOrderField *pOrder, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///成交单查询应答
|
||||
virtual void OnRspQryTrade(CQdpFtdcTradeField *pTrade, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///可用投资者账户查询应答
|
||||
virtual void OnRspQryUserInvestor(CQdpFtdcRspUserInvestorField *pRspUserInvestor, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///投资者资金账户查询应答
|
||||
virtual void OnRspQryInvestorAccount(CQdpFtdcRspInvestorAccountField *pRspInvestorAccount, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///合约查询应答
|
||||
virtual void OnRspQryInstrument(CQdpFtdcRspInstrumentField *pRspInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///交易所查询应答
|
||||
virtual void OnRspQryExchange(CQdpFtdcRspExchangeField *pRspExchange, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///投资者持仓查询应答
|
||||
virtual void OnRspQryInvestorPosition(CQdpFtdcRspInvestorPositionField *pRspInvestorPosition, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///订阅主题应答
|
||||
virtual void OnRspSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///主题查询应答
|
||||
virtual void OnRspQryTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///投资者手续费率查询应答
|
||||
virtual void OnRspQryInvestorFee(CQdpFtdcInvestorFeeField *pInvestorFee, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///投资者保证金率查询应答
|
||||
virtual void OnRspQryInvestorMargin(CQdpFtdcInvestorMarginField *pInvestorMargin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///交易所时间偏差查询应答
|
||||
virtual void OnRspQryExchangeDiffTime(CQdpFtdcRspExchangeDiffTimeField *pRspExchangeDiffTime, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///查询签约银行应答
|
||||
virtual void OnRspQryContractBank(CQdpFtdcContractBankField *pContractBank, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///期货发起查询银行余额应答
|
||||
virtual void OnRspQueryBankAccountMoneyByFuture(CQdpFtdcReqQueryAccountField *pReqQueryAccount, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///查询转账流水应答
|
||||
virtual void OnRspQryTransferSerial(CQdpFtdcTransferSerialField *pTransferSerial, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///金交所递延费率查询应答
|
||||
virtual void OnRspQrySGEDeferRate(CQdpFtdcSGEDeferRateField *pSGEDeferRate, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
|
||||
///实时行情查询应答
|
||||
virtual void OnRspQryMarketData(CQdpFtdcMarketDataField *pMarketData, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||||
};
|
||||
|
||||
class TRADER_API_EXPORT CQdpFtdcTraderApi
|
||||
{
|
||||
public:
|
||||
///创建TraderApi
|
||||
///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
|
||||
///@return 创建出的UserApi
|
||||
static CQdpFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "");
|
||||
|
||||
///获取系统版本号
|
||||
///@param nMajorVersion 主版本号
|
||||
///@param nMinorVersion 子版本号
|
||||
///@return 系统标识字符串
|
||||
static const char *GetVersion(int &nMajorVersion, int &nMinorVersion);
|
||||
|
||||
///删除接口对象本身
|
||||
///@remark 不再使用本接口对象时,调用该函数删除接口对象
|
||||
virtual void Release() = 0;
|
||||
|
||||
///初始化
|
||||
///@remark 初始化运行环境,只有调用后,接口才开始工作
|
||||
virtual void Init() = 0;
|
||||
|
||||
///等待接口线程结束运行
|
||||
///@return 线程退出代码
|
||||
virtual int Join() = 0;
|
||||
|
||||
///获取当前交易日
|
||||
///@retrun 获取到的交易日
|
||||
///@remark 只有登录成功后,才能得到正确的交易日
|
||||
virtual const char *GetTradingDay() = 0;
|
||||
|
||||
///注册前置机网络地址
|
||||
///@param pszFrontAddress：前置机网络地址。
|
||||
///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
|
||||
///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
|
||||
virtual void RegisterFront(char *pszFrontAddress) = 0;
|
||||
|
||||
///注册名字服务器网络地址
|
||||
///@param pszNsAddress：名字服务器网络地址。
|
||||
///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。
|
||||
///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”12001”代表服务器端口号。
|
||||
///@remark RegisterFront优先于RegisterNameServer
|
||||
virtual void RegisterNameServer(char *pszNsAddress) = 0;
|
||||
|
||||
///注册回调接口
|
||||
///@param pSpi 派生自回调接口类的实例
|
||||
virtual void RegisterSpi(CQdpFtdcTraderSpi *pSpi) = 0;
|
||||
|
||||
|
||||
///订阅私有流。
|
||||
///@param nResumeType 私有流重传方式
|
||||
/// QDP_TERT_RESTART:从本交易日开始重传
|
||||
/// QDP_TERT_RESUME:从上次收到的续传
|
||||
/// QDP_TERT_QUICK:只传送登录后私有流的内容
|
||||
///@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。
|
||||
virtual void SubscribePrivateTopic(QDP_TE_RESUME_TYPE nResumeType) = 0;
|
||||
|
||||
///订阅公共流。
|
||||
///@param nResumeType 公共流重传方式
|
||||
/// QDP_TERT_RESTART:从本交易日开始重传
|
||||
/// QDP_TERT_RESUME:从上次收到的续传
|
||||
/// QDP_TERT_QUICK:只传送登录后公共流的内容
|
||||
///@remark 该方法要在Init方法前调用。若不调用则不会收到公共流的数据。
|
||||
virtual void SubscribePublicTopic(QDP_TE_RESUME_TYPE nResumeType) = 0;
|
||||
|
||||
///订阅交易员流。
|
||||
///@param nResumeType 交易员流重传方式
|
||||
/// QDP_TERT_RESTART:从本交易日开始重传
|
||||
/// QDP_TERT_RESUME:从上次收到的续传
|
||||
/// QDP_TERT_QUICK:只传送登录后交易员流的内容
|
||||
///@remark 该方法要在Init方法前调用。若不调用则不会收到交易员流的数据。
|
||||
virtual void SubscribeUserTopic(QDP_TE_RESUME_TYPE nResumeType) = 0;
|
||||
|
||||
///设置心跳超时时间。
|
||||
///@param timeout 心跳超时时间(秒)
|
||||
virtual void SetHeartbeatTimeout(unsigned int timeout) = 0;
|
||||
|
||||
///打开请求日志文件
|
||||
///@param pszReqLogFileName 请求日志文件名
|
||||
///@return 0 操作成功
|
||||
///@return -1 打开日志文件失败
|
||||
virtual int OpenRequestLog(const char *pszReqLogFileName) = 0;
|
||||
|
||||
///打开应答日志文件
|
||||
///@param pszRspLogFileName 应答日志文件名
|
||||
///@return 0 操作成功
|
||||
///@return -1 打开日志文件失败
|
||||
virtual int OpenResponseLog(const char *pszRspLogFileName) = 0;
|
||||
|
||||
|
||||
///用户登录请求
|
||||
virtual int ReqUserLogin(CQdpFtdcReqUserLoginField *pReqUserLogin, int nRequestID) = 0;
|
||||
|
||||
///用户退出请求
|
||||
virtual int ReqUserLogout(CQdpFtdcReqUserLogoutField *pReqUserLogout, int nRequestID) = 0;
|
||||
|
||||
///用户密码修改请求
|
||||
virtual int ReqUserPasswordUpdate(CQdpFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
|
||||
|
||||
///报单录入请求
|
||||
virtual int ReqOrderInsert(CQdpFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
|
||||
|
||||
///报单操作请求
|
||||
virtual int ReqOrderAction(CQdpFtdcOrderActionField *pOrderAction, int nRequestID) = 0;
|
||||
|
||||
///期货发起银行资金转期货请求
|
||||
virtual int ReqFromBankToFutureByFuture(CQdpFtdcReqTransferField *pReqTransfer, int nRequestID) = 0;
|
||||
|
||||
///期货发起期货资金转银行请求
|
||||
virtual int ReqFromFutureToBankByFuture(CQdpFtdcReqTransferField *pReqTransfer, int nRequestID) = 0;
|
||||
|
||||
///报单查询请求
|
||||
virtual int ReqQryOrder(CQdpFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
|
||||
|
||||
///成交单查询请求
|
||||
virtual int ReqQryTrade(CQdpFtdcQryTradeField *pQryTrade, int nRequestID) = 0;
|
||||
|
||||
///可用投资者账户查询请求
|
||||
virtual int ReqQryUserInvestor(CQdpFtdcQryUserInvestorField *pQryUserInvestor, int nRequestID) = 0;
|
||||
|
||||
///投资者资金账户查询请求
|
||||
virtual int ReqQryInvestorAccount(CQdpFtdcQryInvestorAccountField *pQryInvestorAccount, int nRequestID) = 0;
|
||||
|
||||
///合约查询请求
|
||||
virtual int ReqQryInstrument(CQdpFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
|
||||
|
||||
///交易所查询请求
|
||||
virtual int ReqQryExchange(CQdpFtdcQryExchangeField *pQryExchange, int nRequestID) = 0;
|
||||
|
||||
///投资者持仓查询请求
|
||||
virtual int ReqQryInvestorPosition(CQdpFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
|
||||
|
||||
///订阅主题请求
|
||||
virtual int ReqSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0;
|
||||
|
||||
///主题查询请求
|
||||
virtual int ReqQryTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0;
|
||||
|
||||
///投资者手续费率查询请求
|
||||
virtual int ReqQryInvestorFee(CQdpFtdcQryInvestorFeeField *pQryInvestorFee, int nRequestID) = 0;
|
||||
|
||||
///投资者保证金率查询请求
|
||||
virtual int ReqQryInvestorMargin(CQdpFtdcQryInvestorMarginField *pQryInvestorMargin, int nRequestID) = 0;
|
||||
|
||||
///交易所时间偏差查询请求
|
||||
virtual int ReqQryExchangeDiffTime(CQdpFtdcQryExchangeDiffTimeField *pQryExchangeDiffTime, int nRequestID) = 0;
|
||||
|
||||
///查询签约银行请求
|
||||
virtual int ReqQryContractBank(CQdpFtdcQryContractBankField *pQryContractBank, int nRequestID) = 0;
|
||||
|
||||
///期货发起查询银行余额请求
|
||||
virtual int ReqQueryBankAccountMoneyByFuture(CQdpFtdcReqQueryAccountField *pReqQueryAccount, int nRequestID) = 0;
|
||||
|
||||
///查询转账流水请求
|
||||
virtual int ReqQryTransferSerial(CQdpFtdcQryTransferSerialField *pQryTransferSerial, int nRequestID) = 0;
|
||||
|
||||
///金交所递延费率查询请求
|
||||
virtual int ReqQrySGEDeferRate(CQdpFtdcQrySGEDeferRateField *pQrySGEDeferRate, int nRequestID) = 0;
|
||||
|
||||
///实时行情查询请求
|
||||
virtual int ReqQryMarketData(CQdpFtdcQryMarketDataField *pQryMarketData, int nRequestID) = 0;
|
||||
protected:
|
||||
~CQdpFtdcTraderApi(){};
|
||||
};
|
||||
|
||||
#endif
|
||||
@ -1,840 +0,0 @@
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///@system QuantDo Platform
|
||||
///@company QuantDo
|
||||
///@file QdpFtdcUserApiDataType.h
|
||||
///@brief 定义了客户端接口使用的业务数据类型
|
||||
///@history
|
||||
///
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
#ifndef QDP_FTDCDATATYPE_H
|
||||
#define QDP_FTDCDATATYPE_H
|
||||
|
||||
enum QDP_TE_RESUME_TYPE
|
||||
{
|
||||
QDP_TERT_RESTART = 0,
|
||||
QDP_TERT_RESUME,
|
||||
QDP_TERT_QUICK
|
||||
};
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///定义交易通道类型类别
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
//连接中金所
|
||||
#define QDP_EI_CFFEX "CFFEX"
|
||||
//连接上期所
|
||||
#define QDP_EI_SHFE "SHFE"
|
||||
//连接大商所
|
||||
#define QDP_EI_DCE "DCE"
|
||||
//连接郑商所
|
||||
#define QDP_EI_ZCE "CZCE"
|
||||
//连接上证所
|
||||
#define QDP_EI_SSE "SSE"
|
||||
//连接深交所
|
||||
#define QDP_EI_SZSE "SZSE"
|
||||
//连接黄金交易所
|
||||
#define QDP_EI_SGE "SGE"
|
||||
//连接芝加哥商品期货交易所
|
||||
#define QDP_EI_CME "CME"
|
||||
//连接伦敦金属交易所
|
||||
#define QDP_EI_LME "LME"
|
||||
//连接国泰君安的通道
|
||||
#define QDP_EI_GTJA "GTJA"
|
||||
//连接上海国际能源中心的通道
|
||||
#define QDP_EI_INE "INE"
|
||||
|
||||
const int QDP_TSS_DIALOG = 1; //对话流
|
||||
const int QDP_TSS_PRIVATE = 2; //客户私有流
|
||||
const int QDP_TSS_PUBLIC = 3; //公共流
|
||||
const int QDP_TSS_QUERY = 4; //查询
|
||||
const int QDP_TSS_USER = 5; //用户私有流
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcPriceTickType是一个最小变动价位类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef double TQdpFtdcPriceTickType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcPriceType是一个价格类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef double TQdpFtdcPriceType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcRatioType是一个比率类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef double TQdpFtdcRatioType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcMoneyType是一个资金类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef double TQdpFtdcMoneyType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcLargeVolumeType是一个大额数量类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef double TQdpFtdcLargeVolumeType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcFeeType是一个费用类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef double TQdpFtdcFeeType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcInventoryType是一个库存类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef double TQdpFtdcInventoryType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcSequenceNoType是一个序列号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcSequenceNoType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcMillisecType是一个最后修改毫秒类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcMillisecType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcVolumeType是一个数量类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcVolumeType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcUnderlyingMultipleType是一个合约乘数类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcUnderlyingMultipleType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcVolumeMultipleType是一个数量乘数类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcVolumeMultipleType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcSequenceSeriesType是一个序列系列号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcSequenceSeriesType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcSessionIDType是一个会话编号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcSessionIDType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcErrorIDType是一个错误代码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcErrorIDType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcDataCenterIDType是一个数据中心代码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcDataCenterIDType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcFrontIDType是一个前置编号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcFrontIDType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcRequestIDType是一个报单编号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcRequestIDType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcTopicIDType是一个主题代码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcTopicIDType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcSettlementIDType是一个结算编号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcSettlementIDType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcTotalNumsType是一个累加次数类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcTotalNumsType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcDiffSndType是一个偏差时间类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcDiffSndType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcTIDType是一个交易ID类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcTIDType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcMonthType是一个月份类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcMonthType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcBoolType是一个布尔型类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcBoolType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcYearType是一个年类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef int TQdpFtdcYearType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcMemTableNameType是一个内存表名类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcMemTableNameType[61];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcOrderSysIDType是一个报单编号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcOrderSysIDType[31];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcTradeIDType是一个成交编号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcTradeIDType[21];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcUserIDType是一个用户代码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcUserIDType[16];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcParticipantIDType是一个会员编号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcParticipantIDType[11];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcIPAddressType是一个IP地址类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcIPAddressType[21];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcMacAddressType是一个Mac地址类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcMacAddressType[21];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcInstrumentNameType是一个合约名称类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcInstrumentNameType[21];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcBranchIDType是一个营业部代码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcBranchIDType[7];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcInstrumentIDType是一个合约编号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcInstrumentIDType[31];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcIdentifiedCardNoType是一个证件号码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcIdentifiedCardNoType[51];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcIdentifiedCardTypeType是一个证件类型类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcIdentifiedCardTypeType[16];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcExchangeIDType是一个交易(所)通道类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcExchangeIDType[11];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcExchangeNameType是一个交易(所)所名称类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcExchangeNameType[31];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcDateType是一个日期类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcDateType[9];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcTimeType是一个时间类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcTimeType[9];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcClientTypeType是一个客户类型类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcClientTypeType[2];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcClientNameType是一个客户名称类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcClientNameType[81];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcClientIDType是一个客户编码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcClientIDType[19];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcAccountIDType是一个资金帐号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcAccountIDType[13];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcSeatIDType是一个席位号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcSeatIDType[13];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcProductNameType是一个品种名称类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcProductNameType[41];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcUserOrderLocalIDType是一个用户本地报单号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcUserOrderLocalIDType[23];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcOrderLocalIDType是一个本地报单编号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcOrderLocalIDType[33];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcInvestorIDType是一个投资者编号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcInvestorIDType[19];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcUserNameType是一个用户编码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcUserNameType[31];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcPasswordType是一个密码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcPasswordType[41];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcAbstractType是一个消息摘要类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcAbstractType[81];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcProductInfoType是一个产品信息类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcProductInfoType[41];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcProtocolInfoType是一个协议信息类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcProtocolInfoType[41];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcBusinessUnitType是一个业务单元类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcBusinessUnitType[21];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcTradingSystemNameType是一个交易系统名称类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcTradingSystemNameType[61];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcBrokerIDType是一个经纪公司代码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcBrokerIDType[11];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcCustomType是一个用户自定义域类型类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcCustomType[65];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcTradingDayType是一个交易日类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcTradingDayType[9];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcDepartmentType是一个营业部类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcDepartmentType[41];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcGrantFuncSetType是一个授权功能号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcGrantFuncSetType[5];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcProductIDType是一个品种编号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcProductIDType[13];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcAccountSeqNoType是一个资金流水号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcAccountSeqNoType[21];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcSettlementGroupIDType是一个结算组代码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcSettlementGroupIDType[9];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcBankIDType是一个银行代码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcBankIDType[4];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcBankBrchIDType是一个银行分中心代码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcBankBrchIDType[5];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcBankAccountType是一个银行账号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcBankAccountType[41];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcNameType是一个名称类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcNameType[101];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcTradeCodeType是一个业务功能码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcTradeCodeType[7];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcSerialType是一个流水号类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcSerialType[13];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcDeviceIDType是一个渠道标志类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcDeviceIDType[3];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcBankCodingForFutureType是一个期货公司银行编码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcBankCodingForFutureType[33];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcErrorMsgType是一个错误信息类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcErrorMsgType[81];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcVolumeConditionType是一个成交量类型类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///任何数量
|
||||
#define QDP_FTDC_VC_AV '1'
|
||||
///最小数量
|
||||
#define QDP_FTDC_VC_MV '2'
|
||||
///全部数量
|
||||
#define QDP_FTDC_VC_CV '3'
|
||||
|
||||
typedef char TQdpFtdcVolumeConditionType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcForceCloseReasonType是一个强平原因类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///非强平
|
||||
#define QDP_FTDC_FCR_NotForceClose '0'
|
||||
///资金不足
|
||||
#define QDP_FTDC_FCR_LackDeposit '1'
|
||||
///客户超仓
|
||||
#define QDP_FTDC_FCR_ClientOverPositionLimit '2'
|
||||
///会员超仓
|
||||
#define QDP_FTDC_FCR_MemberOverPositionLimit '3'
|
||||
///持仓非整数倍
|
||||
#define QDP_FTDC_FCR_NotMultiple '4'
|
||||
|
||||
typedef char TQdpFtdcForceCloseReasonType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcInstrumentStatusType是一个合约交易状态类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///开盘前
|
||||
#define QDP_FTDC_IS_BeforeTrading '0'
|
||||
///非交易
|
||||
#define QDP_FTDC_IS_NoTrading '1'
|
||||
///连续交易
|
||||
#define QDP_FTDC_IS_Continous '2'
|
||||
///集合竞价报单
|
||||
#define QDP_FTDC_IS_AuctionOrdering '3'
|
||||
///集合竞价价格平衡
|
||||
#define QDP_FTDC_IS_AuctionBalance '4'
|
||||
///集合竞价撮合
|
||||
#define QDP_FTDC_IS_AuctionMatch '5'
|
||||
///收盘
|
||||
#define QDP_FTDC_IS_Closed '6'
|
||||
///金交所交割申报
|
||||
#define QDP_FTDC_IS_SGE_Dery_App '7'
|
||||
///金交所交割申报结束
|
||||
#define QDP_FTDC_IS_SGE_Dery_Match '8'
|
||||
///金交所中立仓申报
|
||||
#define QDP_FTDC_IS_SGE_Mid_App '9'
|
||||
///金交所交割申报撮合
|
||||
#define QDP_FTDC_IS_SGE_Mid_Match 'a'
|
||||
///大商所自动转换报警
|
||||
#define QDP_FTDC_IS_DCE_MarketStatusAlarm 'b'
|
||||
|
||||
typedef char TQdpFtdcInstrumentStatusType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcOffsetFlagType是一个开平标志类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///开仓
|
||||
#define QDP_FTDC_OF_Open '0'
|
||||
///平仓
|
||||
#define QDP_FTDC_OF_Close '1'
|
||||
///强平
|
||||
#define QDP_FTDC_OF_ForceClose '2'
|
||||
///平今
|
||||
#define QDP_FTDC_OF_CloseToday '3'
|
||||
///平昨
|
||||
#define QDP_FTDC_OF_CloseYesterday '4'
|
||||
|
||||
typedef char TQdpFtdcOffsetFlagType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcOrderPriceTypeType是一个报单价格条件类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///任意价
|
||||
#define QDP_FTDC_OPT_AnyPrice '1'
|
||||
///限价
|
||||
#define QDP_FTDC_OPT_LimitPrice '2'
|
||||
///最优价
|
||||
#define QDP_FTDC_OPT_BestPrice '3'
|
||||
///五档价
|
||||
#define QDP_FTDC_OPT_FiveLevelPrice '4'
|
||||
|
||||
typedef char TQdpFtdcOrderPriceTypeType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcOrderStatusType是一个报单状态类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///全部成交
|
||||
#define QDP_FTDC_OS_AllTraded '0'
|
||||
///部分成交还在队列中
|
||||
#define QDP_FTDC_OS_PartTradedQueueing '1'
|
||||
///部分成交不在队列中
|
||||
#define QDP_FTDC_OS_PartTradedNotQueueing '2'
|
||||
///未成交还在队列中
|
||||
#define QDP_FTDC_OS_NoTradeQueueing '3'
|
||||
///未成交不在队列中
|
||||
#define QDP_FTDC_OS_NoTradeNotQueueing '4'
|
||||
///撤单
|
||||
#define QDP_FTDC_OS_Canceled '5'
|
||||
///订单已报入交易所未应答
|
||||
#define QDP_FTDC_OS_AcceptedNoReply '6'
|
||||
|
||||
typedef char TQdpFtdcOrderStatusType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcUserTypeType是一个用户类型类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///自然人
|
||||
#define QDP_FTDC_UT_Person '1'
|
||||
///理财产品
|
||||
#define QDP_FTDC_UT_Product '2'
|
||||
///期货公司管理员
|
||||
#define QDP_FTDC_UT_Manager '3'
|
||||
///席位
|
||||
#define QDP_FTDC_UT_Seat '4'
|
||||
|
||||
typedef char TQdpFtdcUserTypeType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcTradingRightType是一个交易权限类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///可以交易
|
||||
#define QDP_FTDC_TR_Allow '0'
|
||||
///只能平仓
|
||||
#define QDP_FTDC_TR_CloseOnly '1'
|
||||
///不能交易
|
||||
#define QDP_FTDC_TR_Forbidden '2'
|
||||
|
||||
typedef char TQdpFtdcTradingRightType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcTimeConditionType是一个有效期类型类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///立即完成，否则撤销
|
||||
#define QDP_FTDC_TC_IOC '1'
|
||||
///本节有效
|
||||
#define QDP_FTDC_TC_GFS '2'
|
||||
///当日有效
|
||||
#define QDP_FTDC_TC_GFD '3'
|
||||
///指定日期前有效
|
||||
#define QDP_FTDC_TC_GTD '4'
|
||||
///撤销前有效
|
||||
#define QDP_FTDC_TC_GTC '5'
|
||||
///集合竞价有效
|
||||
#define QDP_FTDC_TC_GFA '6'
|
||||
|
||||
typedef char TQdpFtdcTimeConditionType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcOrderSourceType是一个报单来源类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///来自参与者
|
||||
#define QDP_FTDC_OS_Participant '0'
|
||||
///来自管理员
|
||||
#define QDP_FTDC_OS_Administrator '1'
|
||||
|
||||
typedef char TQdpFtdcOrderSourceType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcDirectionType是一个买卖方向类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///买
|
||||
#define QDP_FTDC_D_Buy '0'
|
||||
///卖
|
||||
#define QDP_FTDC_D_Sell '1'
|
||||
|
||||
typedef char TQdpFtdcDirectionType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcCurrencyType是一个币种类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///人民币
|
||||
#define QDP_FTDC_C_RMB '1'
|
||||
///美元
|
||||
#define QDP_FTDC_C_UDOLLAR '2'
|
||||
|
||||
typedef char TQdpFtdcCurrencyType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcAccountDirectionType是一个出入金方向类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///入金
|
||||
#define QDP_FTDC_AD_In '1'
|
||||
///出金
|
||||
#define QDP_FTDC_AD_Out '2'
|
||||
|
||||
typedef char TQdpFtdcAccountDirectionType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcClientHedgeFlagType是一个客户投机套保标志类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///投机
|
||||
#define QDP_FTDC_CHF_Speculation '1'
|
||||
///套利
|
||||
#define QDP_FTDC_CHF_Arbitrage '2'
|
||||
///套保
|
||||
#define QDP_FTDC_CHF_Hedge '3'
|
||||
///做市商
|
||||
#define QDP_FTDC_CHF_MarketMaker '4'
|
||||
|
||||
typedef char TQdpFtdcClientHedgeFlagType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcHedgeFlagType是一个投机套保标志类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///投机
|
||||
#define QDP_FTDC_CHF_Speculation '1'
|
||||
///套利
|
||||
#define QDP_FTDC_CHF_Arbitrage '2'
|
||||
///套保
|
||||
#define QDP_FTDC_CHF_Hedge '3'
|
||||
///做市商
|
||||
#define QDP_FTDC_CHF_MarketMaker '4'
|
||||
|
||||
typedef char TQdpFtdcHedgeFlagType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcActionFlagType是一个操作标志类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///删除
|
||||
#define QDP_FTDC_AF_Delete '0'
|
||||
///挂起
|
||||
#define QDP_FTDC_AF_Suspend '1'
|
||||
///激活
|
||||
#define QDP_FTDC_AF_Active '2'
|
||||
///修改
|
||||
#define QDP_FTDC_AF_Modify '3'
|
||||
|
||||
typedef char TQdpFtdcActionFlagType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcPositionTypeType是一个持仓类型类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///净持仓
|
||||
#define QDP_FTDC_PT_Net '1'
|
||||
///综合持仓
|
||||
#define QDP_FTDC_PT_Gross '2'
|
||||
|
||||
typedef char TQdpFtdcPositionTypeType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcOptionsTypeType是一个期权类型类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///非期权
|
||||
#define QDP_FTDC_OT_NotOptions '0'
|
||||
///看涨
|
||||
#define QDP_FTDC_OT_CallOptions '1'
|
||||
///看跌
|
||||
#define QDP_FTDC_OT_PutOptions '2'
|
||||
|
||||
typedef char TQdpFtdcOptionsTypeType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcIsActiveType是一个是否活跃类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///不活跃
|
||||
#define QDP_FTDC_UIA_NoActive '0'
|
||||
///活跃
|
||||
#define QDP_FTDC_UIA_Active '1'
|
||||
|
||||
typedef char TQdpFtdcIsActiveType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcProductClassType是一个产品类型类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///期货
|
||||
#define QDP_FTDC_PC_Futures '1'
|
||||
///期权
|
||||
#define QDP_FTDC_PC_Options '2'
|
||||
///组合
|
||||
#define QDP_FTDC_PC_Combination '3'
|
||||
///即期
|
||||
#define QDP_FTDC_PC_Spot '4'
|
||||
///期转现
|
||||
#define QDP_FTDC_PC_EFP '5'
|
||||
///未知类型
|
||||
#define QDP_FTDC_PC_Unknown '6'
|
||||
///证券
|
||||
#define QDP_FTDC_PC_Stocks '7'
|
||||
///股票期权
|
||||
#define QDP_FTDC_PC_StockOptions '8'
|
||||
///金交所现货
|
||||
#define QDP_FTDC_PC_SGE_SPOT '9'
|
||||
///金交所递延
|
||||
#define QDP_FTDC_PC_SGE_DEFER 'a'
|
||||
///金交所远期
|
||||
#define QDP_FTDC_PC_SGE_FOWARD 'b'
|
||||
|
||||
typedef char TQdpFtdcProductClassType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcCurrencyIDType是一个币种代码类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
typedef char TQdpFtdcCurrencyIDType[4];
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcBusinessTypeType是一个业务类别类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///普通
|
||||
#define QDP_FTDC_BT_Normal '1'
|
||||
///撤单
|
||||
#define QDP_FTDC_BT_Cancel '2'
|
||||
///ETF申赎
|
||||
#define QDP_FTDC_BT_AppliedForRedeemed '3'
|
||||
///最优五档即时成交剩余撤销
|
||||
#define QDP_FTDC_BT_FiveLevelIOC '4'
|
||||
///最优五档即时成交剩余转限价
|
||||
#define QDP_FTDC_BT_FiveLevelGFD '5'
|
||||
///即时成交剩余撤销
|
||||
#define QDP_FTDC_BT_BestPriceIOC '6'
|
||||
///全额成交或撤销
|
||||
#define QDP_FTDC_BT_FOK '7'
|
||||
///本方最优价格
|
||||
#define QDP_FTDC_BT_SelfGFD '8'
|
||||
///对方最优价格
|
||||
#define QDP_FTDC_BT_CpGFD '9'
|
||||
///金交所中立仓申报
|
||||
#define QDP_FTDC_BT_SGEMidApp 'a'
|
||||
///套利组合单
|
||||
#define QDP_FTDC_BT_Combination 'b'
|
||||
///套利非组合单
|
||||
#define QDP_FTDC_BT_Grab 'c'
|
||||
///金交所递延交割申报
|
||||
#define QDP_FTDC_BT_SGEDeferDeliApp 'd'
|
||||
|
||||
typedef char TQdpFtdcBusinessTypeType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcTransferStatusType是一个转账交易状态类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///正常
|
||||
#define QDP_FTDC_TS_TRFS_Normal '0'
|
||||
///被冲正
|
||||
#define QDP_FTDC_TS_TRFS_Repealed '1'
|
||||
|
||||
typedef char TQdpFtdcTransferStatusType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcFeePayFlagType是一个费用支付标志类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///由受益方支付费用
|
||||
#define QDP_FTDC_FPF_FPF_BEN '0'
|
||||
///由发送方支付费用
|
||||
#define QDP_FTDC_FPF_FPF_OUR '1'
|
||||
///由发送方支付发起的费用，受益方支付接受的费用
|
||||
#define QDP_FTDC_FPF_FPF_SHA '2'
|
||||
|
||||
typedef char TQdpFtdcFeePayFlagType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcPwdFlagType是一个密码标志类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///不核对
|
||||
#define QDP_FTDC_PF_BPWDF_NoCheck '0'
|
||||
///明文核对
|
||||
#define QDP_FTDC_PF_BPWDF_BlankCheck '1'
|
||||
///密文核对
|
||||
#define QDP_FTDC_PF_BPWDF_EncryptCheck '2'
|
||||
|
||||
typedef char TQdpFtdcPwdFlagType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcBankAccTypeType是一个银行账号类型类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///存折
|
||||
#define QDP_FTDC_BAT_VBAT_BankBook '1'
|
||||
///储蓄卡
|
||||
#define QDP_FTDC_BAT_VBAT_BankCard '2'
|
||||
///信用卡
|
||||
#define QDP_FTDC_BAT_VBAT_CreditCard '3'
|
||||
|
||||
typedef char TQdpFtdcBankAccTypeType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcYesNoIndicatorType是一个是否标志类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///是
|
||||
#define QDP_FTDC_YNI_YNI_Yes '0'
|
||||
///否
|
||||
#define QDP_FTDC_YNI_YNI_No '1'
|
||||
|
||||
typedef char TQdpFtdcYesNoIndicatorType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcAvailabilityFlagType是一个有效标志类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///未确认
|
||||
#define QDP_FTDC_ALF_AVAF_Invalid '0'
|
||||
///有效
|
||||
#define QDP_FTDC_ALF_AVAF_Valid '1'
|
||||
///冲正
|
||||
#define QDP_FTDC_ALF_AVAF_Repeal '2'
|
||||
///失败
|
||||
#define QDP_FTDC_ALF_AVAF_FAIL '3'
|
||||
|
||||
typedef char TQdpFtdcAvailabilityFlagType;
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///TFtdcPayDirectionType是一个金交所递延支付方向类型
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
///多付空
|
||||
#define QDP_FTDC_PD_Buy '0'
|
||||
///空付多
|
||||
#define QDP_FTDC_PD_Sell '1'
|
||||
///支付方向未定
|
||||
#define QDP_FTDC_PD_Unknown '2'
|
||||
|
||||
typedef char TQdpFtdcPayDirectionType;
|
||||
|
||||
#endif
|
||||
@ -1,79 +1,23 @@
|
||||
# vn.ctp
|
||||
# vn.qdp
|
||||
|
||||
### 简介
|
||||
CTP柜台API接口的Python封装，基于pyscript目录下的脚本自动分析头文件生成封装代码模块，提供原生C++ API中的全部功能。
|
||||
QDP柜台API接口的Python封装，提供原生C++ API中的全部功能。
|
||||
|
||||
QDP特点：
|
||||
* 高性能柜台，系统延时显著低于CTP
|
||||
* 同时支持期货、期货期权、贵金属现货
|
||||
* 上期所查询持仓返回的今昨仓合并为一条（CTP分两条返回）
|
||||
|
||||
### 目录说明
|
||||
* vnctpmd: 行情API
|
||||
* vnctptd: 交易API
|
||||
* vnqdpmd: 行情API
|
||||
* vnqdptd: 交易API
|
||||
* pyscript: 自动封装脚本
|
||||
* ctpapi：C++ API文件
|
||||
|
||||
### 使用CMake编译
|
||||
|
||||
**Windows 7**
|
||||
|
||||
环境配置:
|
||||
|
||||
* Anaconda和Boost的安装方式请参考www.vnpy.org上的教程，必须使用32位
|
||||
|
||||
* cmake:安装最新版本的cmake,用于配置编译环境
|
||||
|
||||
* 设置环境变量：BOOST_ROOT = C:\boost_1_57_0
|
||||
|
||||
* 编译工具：Visual Studio 2013
|
||||
|
||||
|
||||
编译过程:
|
||||
|
||||
* 在vn.ctp目录下新建文件夹，并命名为build, 保存编译的临时文件及库文件
|
||||
|
||||
* 打开命令行工具输入：cmake-gui .. 则打开cmake配置界面
|
||||
|
||||
* 点击configure。
|
||||
|
||||
* 点击generate。如果没有错误则配置成功
|
||||
|
||||
* 进入build目录，双击vn_ctp_api.sln打开解决方案
|
||||
|
||||
* 点击编译按钮,建议编译release库
|
||||
|
||||
|
||||
**Linux (Debian jessie, Ubuntu 16.04)**
|
||||
|
||||
环境配置：
|
||||
|
||||
* 参考[这里](http://www.continuum.io/downloads)的教程下载并安装Anaconda的Linux 64位版本
|
||||
|
||||
* 使用apt-get安装编译相关的工具：
|
||||
|
||||
- apt-get install build-essential
|
||||
|
||||
- apt-get install libboost-all-dev
|
||||
|
||||
- apt-get install python-dev
|
||||
|
||||
- apt-get install cmake
|
||||
|
||||
* 如果从官网下载新的ctp api tar包，比如v6.3.5_20150803_tradeapi_linux64.tar，需要重命名ctp api so文件名（否则可以忽略该步骤）：
|
||||
|
||||
- thostmduserapi.so --> libthostmduserapi.so
|
||||
|
||||
- thosttraderapi.so --> libthosttraderapi.so
|
||||
|
||||
|
||||
编译过程：
|
||||
|
||||
* 当前目录运行build.sh，完成编译
|
||||
* qdpapi：C++ API文件
|
||||
* docs：QDP开发文档
|
||||
|
||||
### API版本
|
||||
日期：2015-08-04
|
||||
日期：2016-11-09
|
||||
|
||||
名称：fsopt_traderapi
|
||||
名称：QDPV1.0.1_trade_20161109_1
|
||||
|
||||
描述：个股期权API
|
||||
|
||||
链接：[http://www.sfit.com.cn/5_2_DocumentDown.htm](http://www.sfit.com.cn/5_2_DocumentDown.htm)
|
||||
|
||||
说明：ctpapi文件夹下的是Windows的32位版本，其下文件夹x64_linux中的是Linux的64位版本
|
||||
来源：量投科技QDP群（165187900）
|
||||
|
||||
@ -0,0 +1,5 @@
|
||||
<?xml version="1.0"?>
|
||||
<SubscriptionDataContainer xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="urn:Microsoft.VisualStudio.WindowsAzure.CommonAzureTools.Authentication.CacheManagement">
|
||||
<Items />
|
||||
<TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAyRIhRmRN8UK7w5RuPHePCQAAAAACAAAAAAAQZgAAAAEAACAAAACQk+guh+ywWR7iJKHx4q/rl8GJs1w1kHOBDxLxLwyRwQAAAAAOgAAAAAIAACAAAABPgLw+AuxePq11TX16PdB1NyHEqJD1OGjxXDrk6zI58BAAAABDp/NWkif0PpHu24ZiWNDpQAAAAD6czV67awJHJ1Lad1N571p8XaKpngFM3+M/dUiuA7rb48Ig57TRmOwHTcx9xbSoJ+NTqxs+B47Ro2YPRnS43xc=</TokenCache>
|
||||
</SubscriptionDataContainer>
|
||||
22
vn.qdp/vnqdpmd/vnqdpmd.sln
Normal file
22
vn.qdp/vnqdpmd/vnqdpmd.sln
Normal file
@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio 2013
|
||||
VisualStudioVersion = 12.0.40629.0
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vnqdpmd", "vnqdpmd\vnqdpmd.vcxproj", "{30DD4F96-08AD-42DB-ABB6-C3358871C142}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Win32 = Debug|Win32
|
||||
Release|Win32 = Release|Win32
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{30DD4F96-08AD-42DB-ABB6-C3358871C142}.Debug|Win32.ActiveCfg = Debug|Win32
|
||||
{30DD4F96-08AD-42DB-ABB6-C3358871C142}.Debug|Win32.Build.0 = Debug|Win32
|
||||
{30DD4F96-08AD-42DB-ABB6-C3358871C142}.Release|Win32.ActiveCfg = Release|Win32
|
||||
{30DD4F96-08AD-42DB-ABB6-C3358871C142}.Release|Win32.Build.0 = Release|Win32
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@ -0,0 +1,5 @@
|
||||
<?xml version="1.0"?>
|
||||
<SubscriptionDataContainer xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="urn:Microsoft.VisualStudio.WindowsAzure.CommonAzureTools.Authentication.CacheManagement">
|
||||
<Items />
|
||||
<TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAyRIhRmRN8UK7w5RuPHePCQAAAAACAAAAAAAQZgAAAAEAACAAAABkvo2w3rMuhyfuwLijaHtSFPFzY7lTzt7knzYWNBpklAAAAAAOgAAAAAIAACAAAACCThm5IVeiW66dPH+91RfxdBg398zCL8la18ZuW4vssxAAAACuenGVqI7ZTM+3Zx87vC5sQAAAAD2+AjhbwIvI/KtSbsX4/PBEKzZ0ROhOswBfG+HCPjVcm9Z2fEditw9Jo3sr6e+qSZOeYIITilPWgS0zh3L6akU=</TokenCache>
|
||||
</SubscriptionDataContainer>
|
||||
File diff suppressed because it is too large
Load Diff
@ -30,17 +30,20 @@ using namespace boost;
|
||||
#define ONFRONTCONNECTED 1
|
||||
#define ONFRONTDISCONNECTED 2
|
||||
#define ONHEARTBEATWARNING 3
|
||||
#define ONRSPUSERLOGIN 4
|
||||
#define ONRSPUSERLOGOUT 5
|
||||
#define ONPACKAGESTART 4
|
||||
#define ONPACKAGEEND 5
|
||||
#define ONRSPERROR 6
|
||||
#define ONRSPSUBMARKETDATA 7
|
||||
#define ONRSPUNSUBMARKETDATA 8
|
||||
#define ONRSPSUBFORQUOTERSP 9
|
||||
#define ONRSPUNSUBFORQUOTERSP 10
|
||||
#define ONRTNDEPTHMARKETDATA 11
|
||||
#define ONRTNFORQUOTERSP 12
|
||||
|
||||
|
||||
#define ONRSPUSERLOGIN 7
|
||||
#define ONRSPUSERLOGOUT 8
|
||||
#define ONRTNQMDINSTRUMENTSTATU 9
|
||||
#define ONRSPSUBSCRIBETOPIC 10
|
||||
#define ONRSPQRYTOPIC 11
|
||||
#define ONRTNDEPTHMARKETDATA 12
|
||||
#define ONRSPSUBMARKETDATA 13
|
||||
#define ONRSPUNSUBMARKETDATA 14
|
||||
#define ONRSPQRYDEPTHMARKETDATA 15
|
||||
#define ONMULTIHEARTBEAT 16 //手动添加
|
||||
#define UDPMARKETDATA 17 //手动添加
|
||||
|
||||
///-------------------------------------------------------------------------------------
|
||||
///API中的部分组件
|
||||
@ -76,6 +79,10 @@ struct Task
|
||||
any task_error; //错误结构体
|
||||
int task_id; //请求id
|
||||
bool task_last; //是否为最后返回
|
||||
|
||||
int additional_int; //整数型补充数据
|
||||
string additional_str1; //字符串型补充数据1
|
||||
string additional_str2; //字符串型补充数据2
|
||||
};
|
||||
|
||||
|
||||
@ -185,30 +192,51 @@ public:
|
||||
///@param nTimeLapse 距离上次接收报文的时间
|
||||
virtual void OnHeartBeatWarning(int nTimeLapse);
|
||||
|
||||
///登录请求响应
|
||||
virtual void OnRspUserLogin(CQdpFtdcRspUserLoginField *pRspUserLogin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
///报文回调开始通知。当API收到一个报文后，首先调用本方法，然后是各数据域的回调，最后是报文回调结束通知。
|
||||
///@param nTopicID 主题代码（如私有流、公共流、行情流等）
|
||||
///@param nSequenceNo 报文序号
|
||||
virtual void OnPackageStart(int nTopicID, int nSequenceNo);
|
||||
|
||||
///登出请求响应
|
||||
virtual void OnRspUserLogout(CQdpFtdcRspUserLogoutField *pUserLogout, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
///报文回调结束通知。当API收到一个报文后，首先调用报文回调开始通知，然后是各数据域的回调，最后调用本方法。
|
||||
///@param nTopicID 主题代码（如私有流、公共流、行情流等）
|
||||
///@param nSequenceNo 报文序号
|
||||
virtual void OnPackageEnd(int nTopicID, int nSequenceNo);
|
||||
|
||||
//新增多播心跳接口 add by zbz 20150304
|
||||
virtual void OnMultiHeartbeat(char *CurrTime, char *MultiCastIP) ;
|
||||
|
||||
//当广播收到值得时候，回调函数被调用，返回qmdata
|
||||
virtual void UdpMarketData(CQdpFtdcDepthMarketDataField *qmdata);
|
||||
|
||||
///错误应答
|
||||
virtual void OnRspError(CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
virtual void OnRspError(CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///订阅行情应答
|
||||
virtual void OnRspSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
///用户登录应答
|
||||
virtual void OnRspUserLogin(CQdpFtdcRspUserLoginField *pRspUserLogin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///取消订阅行情应答
|
||||
virtual void OnRspUnSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
///用户退出应答
|
||||
virtual void OnRspUserLogout(CQdpFtdcRspUserLogoutField *pRspUserLogout, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///订阅询价应答
|
||||
virtual void OnRspSubForQuoteRsp(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
///郑州合约状态
|
||||
virtual void OnRtnQmdInstrumentStatu(CQdpFtdcQmdInstrumentStateField *pQmdInstrumentState) ;
|
||||
|
||||
///取消订阅询价应答
|
||||
virtual void OnRspUnSubForQuoteRsp(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
///订阅主题应答
|
||||
virtual void OnRspSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///主题查询应答
|
||||
virtual void OnRspQryTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///深度行情通知
|
||||
virtual void OnRtnDepthMarketData(CQdpFtdcDepthMarketDataField *pDepthMarketData);
|
||||
virtual void OnRtnDepthMarketData(CQdpFtdcDepthMarketDataField *pDepthMarketData) ;
|
||||
|
||||
///订阅合约的相关信息
|
||||
virtual void OnRspSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///退订合约的相关信息
|
||||
virtual void OnRspUnSubMarketData(CQdpFtdcSpecificInstrumentField *pSpecificInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///行情查询应答
|
||||
virtual void OnRspQryDepthMarketData(CQdpFtdcRspMarketDataField *pRspMarketData, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
//-------------------------------------------------------------------------------------
|
||||
//task：任务
|
||||
@ -222,22 +250,33 @@ public:
|
||||
|
||||
void processHeartBeatWarning(Task task);
|
||||
|
||||
void processPackageStart(Task task);
|
||||
|
||||
void processPackageEnd(Task task);
|
||||
|
||||
void processMultiHeartbeat(Task task);
|
||||
|
||||
void processUdpMarketData(Task task);
|
||||
|
||||
void processRspError(Task task);
|
||||
|
||||
void processRspUserLogin(Task task);
|
||||
|
||||
void processRspUserLogout(Task task);
|
||||
|
||||
void processRspError(Task task);
|
||||
void processRtnQmdInstrumentStatu(Task task);
|
||||
|
||||
void processRspSubscribeTopic(Task task);
|
||||
|
||||
void processRspQryTopic(Task task);
|
||||
|
||||
void processRtnDepthMarketData(Task task);
|
||||
|
||||
void processRspSubMarketData(Task task);
|
||||
|
||||
void processRspUnSubMarketData(Task task);
|
||||
|
||||
void processRspSubForQuoteRsp(Task task);
|
||||
|
||||
void processRspUnSubForQuoteRsp(Task task);
|
||||
|
||||
void processRtnDepthMarketData(Task task);
|
||||
|
||||
void processRspQryDepthMarketData(Task task);
|
||||
|
||||
//-------------------------------------------------------------------------------------
|
||||
//data：回调函数的数据字典
|
||||
@ -253,23 +292,33 @@ public:
|
||||
|
||||
virtual void onHeartBeatWarning(int i){};
|
||||
|
||||
virtual void onPackageStart(int topicID, int sequenceNo) {};
|
||||
|
||||
virtual void onPackageEnd(int topicID, int sequenceNo) {};
|
||||
|
||||
virtual void onMultiHeartbeat(string currTime, string multiCastIP) {};
|
||||
|
||||
virtual void udpMarketData(dict data) {};
|
||||
|
||||
virtual void onRspError(dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspUserLogin(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspUserLogout(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspError(dict error, int id, bool last) {};
|
||||
virtual void onRtnQmdInstrumentStatu(dict data) {};
|
||||
|
||||
virtual void onRspSubscribeTopic(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryTopic(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRtnDepthMarketData(dict data) {};
|
||||
|
||||
virtual void onRspSubMarketData(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspUnSubMarketData(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspSubForQuoteRsp(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspUnSubForQuoteRsp(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRtnDepthMarketData(dict data) {};
|
||||
|
||||
virtual void onRtnForQuoteRsp(dict data) {};
|
||||
virtual void onRspQryDepthMarketData(dict data, dict error, int id, bool last) {};
|
||||
|
||||
//-------------------------------------------------------------------------------------
|
||||
//req:主动函数的请求字典
|
||||
@ -277,8 +326,14 @@ public:
|
||||
|
||||
void createFtdcMdApi(string pszFlowPath = "");
|
||||
|
||||
string getVersion(int major, int minor);
|
||||
|
||||
void release();
|
||||
|
||||
void setMultiCast(bool multicast);
|
||||
|
||||
void regTopicMultiAddr(string multiAddr);
|
||||
|
||||
void init();
|
||||
|
||||
int join();
|
||||
@ -289,11 +344,33 @@ public:
|
||||
|
||||
void registerFront(string pszFrontAddress);
|
||||
|
||||
int subscribeMarketData(string instrumentID);
|
||||
void registerNameServer(string pszNsAddress);
|
||||
|
||||
int unSubscribeMarketData(string instrumentID);
|
||||
void subscribeMarketDataTopic(int topicID, int resumeType);
|
||||
|
||||
int subMarketData(string instrumentID);
|
||||
|
||||
int unSubMarketData(string instrumentID);
|
||||
|
||||
void setHeartbeatTimeout(int timeout);
|
||||
|
||||
void shmMarketData(dict req, dict defdata);
|
||||
|
||||
void setUdpChannel(string udpid);
|
||||
|
||||
int reqUserLogin(dict req, int nRequestID);
|
||||
|
||||
int reqUserLogout(dict req, int nRequestID);
|
||||
|
||||
int reqSubscribeTopic(dict req, int nRequestID);
|
||||
|
||||
int reqQryTopic(dict req, int nRequestID);
|
||||
|
||||
int reqSubMarketData(dict req, int nRequestID);
|
||||
|
||||
int reqUnSubMarketData(dict req, int nRequestID);
|
||||
|
||||
int reqQryDepthMarketData(dict req, int nRequestID);
|
||||
|
||||
void activateMultiMarketData(string tradingDay);
|
||||
};
|
||||
|
||||
120
vn.qdp/vnqdpmd/vnqdpmd/vnqdpmd.vcxproj
Normal file
120
vn.qdp/vnqdpmd/vnqdpmd/vnqdpmd.vcxproj
Normal file
@ -0,0 +1,120 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project DefaultTargets="Build" ToolsVersion="12.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<ItemGroup Label="ProjectConfigurations">
|
||||
<ProjectConfiguration Include="Debug|Win32">
|
||||
<Configuration>Debug</Configuration>
|
||||
<Platform>Win32</Platform>
|
||||
</ProjectConfiguration>
|
||||
<ProjectConfiguration Include="Release|Win32">
|
||||
<Configuration>Release</Configuration>
|
||||
<Platform>Win32</Platform>
|
||||
</ProjectConfiguration>
|
||||
</ItemGroup>
|
||||
<PropertyGroup Label="Globals">
|
||||
<ProjectGuid>{30DD4F96-08AD-42DB-ABB6-C3358871C142}</ProjectGuid>
|
||||
<Keyword>Win32Proj</Keyword>
|
||||
<RootNamespace>vnqdpmd</RootNamespace>
|
||||
</PropertyGroup>
|
||||
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
|
||||
<ConfigurationType>DynamicLibrary</ConfigurationType>
|
||||
<UseDebugLibraries>true</UseDebugLibraries>
|
||||
<PlatformToolset>v120</PlatformToolset>
|
||||
<CharacterSet>Unicode</CharacterSet>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration">
|
||||
<ConfigurationType>DynamicLibrary</ConfigurationType>
|
||||
<UseDebugLibraries>false</UseDebugLibraries>
|
||||
<PlatformToolset>v120</PlatformToolset>
|
||||
<WholeProgramOptimization>true</WholeProgramOptimization>
|
||||
<CharacterSet>Unicode</CharacterSet>
|
||||
</PropertyGroup>
|
||||
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
|
||||
<ImportGroup Label="ExtensionSettings">
|
||||
</ImportGroup>
|
||||
<ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
|
||||
<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
|
||||
</ImportGroup>
|
||||
<ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
|
||||
<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
|
||||
</ImportGroup>
|
||||
<PropertyGroup Label="UserMacros" />
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
|
||||
<LinkIncremental>true</LinkIncremental>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
|
||||
<LinkIncremental>false</LinkIncremental>
|
||||
<TargetExt>.pyd</TargetExt>
|
||||
<IncludePath>X:\GithubProject\vnpy\vn.qdp\qdpapi;D:\boost_1_57_0;D:\Anaconda2\include;$(IncludePath)</IncludePath>
|
||||
<LibraryPath>D:\boost_1_57_0\libs;D:\Anaconda2\libs;X:\GithubProject\vnpy\vn.qdp\qdpapi;$(LibraryPath)</LibraryPath>
|
||||
</PropertyGroup>
|
||||
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
|
||||
<ClCompile>
|
||||
<PrecompiledHeader>Use</PrecompiledHeader>
|
||||
<WarningLevel>Level3</WarningLevel>
|
||||
<Optimization>Disabled</Optimization>
|
||||
<PreprocessorDefinitions>WIN32;_DEBUG;_WINDOWS;_USRDLL;VNQDPMD_EXPORTS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
|
||||
<SDLCheck>true</SDLCheck>
|
||||
</ClCompile>
|
||||
<Link>
|
||||
<SubSystem>Windows</SubSystem>
|
||||
<GenerateDebugInformation>true</GenerateDebugInformation>
|
||||
</Link>
|
||||
</ItemDefinitionGroup>
|
||||
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
|
||||
<ClCompile>
|
||||
<WarningLevel>Level3</WarningLevel>
|
||||
<PrecompiledHeader>Create</PrecompiledHeader>
|
||||
<Optimization>MaxSpeed</Optimization>
|
||||
<FunctionLevelLinking>true</FunctionLevelLinking>
|
||||
<IntrinsicFunctions>true</IntrinsicFunctions>
|
||||
<PreprocessorDefinitions>WIN32;NDEBUG;_WINDOWS;_USRDLL;VNQDPMD_EXPORTS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
|
||||
<SDLCheck>true</SDLCheck>
|
||||
</ClCompile>
|
||||
<Link>
|
||||
<SubSystem>Windows</SubSystem>
|
||||
<GenerateDebugInformation>true</GenerateDebugInformation>
|
||||
<EnableCOMDATFolding>true</EnableCOMDATFolding>
|
||||
<OptimizeReferences>true</OptimizeReferences>
|
||||
<AdditionalLibraryDirectories>D:\boost_1_57_0\stage\lib;D:\Anaconda2\libs;X:\GithubProject\vnpy\vn.qdp\qdpapi;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
|
||||
</Link>
|
||||
</ItemDefinitionGroup>
|
||||
<ItemGroup>
|
||||
<Text Include="ReadMe.txt" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcMdApi.h" />
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcTraderApi.h" />
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcUserApiDataType.h" />
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcUserApiStruct.h" />
|
||||
<ClInclude Include="stdafx.h" />
|
||||
<ClInclude Include="targetver.h" />
|
||||
<ClInclude Include="vnqdpmd.h" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<ClCompile Include="dllmain.cpp">
|
||||
<CompileAsManaged Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">false</CompileAsManaged>
|
||||
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
|
||||
</PrecompiledHeader>
|
||||
<CompileAsManaged Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">false</CompileAsManaged>
|
||||
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
|
||||
</PrecompiledHeader>
|
||||
</ClCompile>
|
||||
<ClCompile Include="stdafx.cpp">
|
||||
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">Create</PrecompiledHeader>
|
||||
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">Create</PrecompiledHeader>
|
||||
</ClCompile>
|
||||
<ClCompile Include="vnqdpmd.cpp" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<None Include="..\..\..\qdpapi\qdpmdapi.dll" />
|
||||
<None Include="..\..\..\qdpapi\qdptraderapi.dll" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Library Include="..\..\..\qdpapi\qdpmdapi.lib" />
|
||||
<Library Include="..\..\..\qdpapi\qdptraderapi.lib" />
|
||||
</ItemGroup>
|
||||
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
|
||||
<ImportGroup Label="ExtensionTargets">
|
||||
</ImportGroup>
|
||||
</Project>
|
||||
70
vn.qdp/vnqdpmd/vnqdpmd/vnqdpmd.vcxproj.filters
Normal file
70
vn.qdp/vnqdpmd/vnqdpmd/vnqdpmd.vcxproj.filters
Normal file
@ -0,0 +1,70 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<ItemGroup>
|
||||
<Filter Include="Source Files">
|
||||
<UniqueIdentifier>{4FC737F1-C7A5-4376-A066-2A32D752A2FF}</UniqueIdentifier>
|
||||
<Extensions>cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx</Extensions>
|
||||
</Filter>
|
||||
<Filter Include="Header Files">
|
||||
<UniqueIdentifier>{93995380-89BD-4b04-88EB-625FBE52EBFB}</UniqueIdentifier>
|
||||
<Extensions>h;hh;hpp;hxx;hm;inl;inc;xsd</Extensions>
|
||||
</Filter>
|
||||
<Filter Include="Resource Files">
|
||||
<UniqueIdentifier>{67DA6AB6-F800-4c08-8B7A-83BB121AAD01}</UniqueIdentifier>
|
||||
<Extensions>rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms</Extensions>
|
||||
</Filter>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Text Include="ReadMe.txt" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<ClInclude Include="stdafx.h">
|
||||
<Filter>Header Files</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="targetver.h">
|
||||
<Filter>Header Files</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcUserApiStruct.h">
|
||||
<Filter>Resource Files</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcMdApi.h">
|
||||
<Filter>Resource Files</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcTraderApi.h">
|
||||
<Filter>Resource Files</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcUserApiDataType.h">
|
||||
<Filter>Resource Files</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="vnqdpmd.h">
|
||||
<Filter>Header Files</Filter>
|
||||
</ClInclude>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<ClCompile Include="stdafx.cpp">
|
||||
<Filter>Source Files</Filter>
|
||||
</ClCompile>
|
||||
<ClCompile Include="vnqdpmd.cpp">
|
||||
<Filter>Source Files</Filter>
|
||||
</ClCompile>
|
||||
<ClCompile Include="dllmain.cpp">
|
||||
<Filter>Source Files</Filter>
|
||||
</ClCompile>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<None Include="..\..\..\qdpapi\qdpmdapi.dll">
|
||||
<Filter>Resource Files</Filter>
|
||||
</None>
|
||||
<None Include="..\..\..\qdpapi\qdptraderapi.dll">
|
||||
<Filter>Resource Files</Filter>
|
||||
</None>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Library Include="..\..\..\qdpapi\qdpmdapi.lib">
|
||||
<Filter>Resource Files</Filter>
|
||||
</Library>
|
||||
<Library Include="..\..\..\qdpapi\qdptraderapi.lib">
|
||||
<Filter>Resource Files</Filter>
|
||||
</Library>
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
@ -0,0 +1,5 @@
|
||||
<?xml version="1.0"?>
|
||||
<SubscriptionDataContainer xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="urn:Microsoft.VisualStudio.WindowsAzure.CommonAzureTools.Authentication.CacheManagement">
|
||||
<Items />
|
||||
<TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAyRIhRmRN8UK7w5RuPHePCQAAAAACAAAAAAAQZgAAAAEAACAAAAAAl4/w4VyqjUA3HilyerwjMwA8XWYuFqc0TymfwFacrgAAAAAOgAAAAAIAACAAAAA70M9sM2rW/I2svTmUIna/CghrIcaZufLj9Cra+3ylJRAAAABdxANXJfXRyoQazkSdgBYkQAAAAOmsd+eZrQTZXzPUzzcUIgIQDnT2hVaEGUrkkSKoTBipziykhRHEZOhlPWbHeZvg4aiJQcT7GeYyqyYKHBbl+aw=</TokenCache>
|
||||
</SubscriptionDataContainer>
|
||||
22
vn.qdp/vnqdptd/vnqdptd.sln
Normal file
22
vn.qdp/vnqdptd/vnqdptd.sln
Normal file
@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio 2013
|
||||
VisualStudioVersion = 12.0.40629.0
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vnqdptd", "vnqdptd\vnqdptd.vcxproj", "{AA86CEC9-CAE8-439A-AD2C-02593E50E318}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Win32 = Debug|Win32
|
||||
Release|Win32 = Release|Win32
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{AA86CEC9-CAE8-439A-AD2C-02593E50E318}.Debug|Win32.ActiveCfg = Debug|Win32
|
||||
{AA86CEC9-CAE8-439A-AD2C-02593E50E318}.Debug|Win32.Build.0 = Debug|Win32
|
||||
{AA86CEC9-CAE8-439A-AD2C-02593E50E318}.Release|Win32.ActiveCfg = Release|Win32
|
||||
{AA86CEC9-CAE8-439A-AD2C-02593E50E318}.Release|Win32.Build.0 = Release|Win32
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
File diff suppressed because it is too large
Load Diff
@ -36,118 +36,48 @@ using namespace boost;
|
||||
#define ONFRONTCONNECTED 1
|
||||
#define ONFRONTDISCONNECTED 2
|
||||
#define ONHEARTBEATWARNING 3
|
||||
#define ONRSPAUTHENTICATE 4
|
||||
#define ONRSPUSERLOGIN 5
|
||||
#define ONRSPUSERLOGOUT 6
|
||||
#define ONRSPUSERPASSWORDUPDATE 7
|
||||
#define ONRSPTRADINGACCOUNTPASSWORDUPDATE 8
|
||||
#define ONRSPORDERINSERT 9
|
||||
#define ONRSPPARKEDORDERINSERT 10
|
||||
#define ONRSPPARKEDORDERACTION 11
|
||||
#define ONRSPORDERACTION 12
|
||||
#define ONRSPQUERYMAXORDERVOLUME 13
|
||||
#define ONRSPSETTLEMENTINFOCONFIRM 14
|
||||
#define ONRSPREMOVEPARKEDORDER 15
|
||||
#define ONRSPREMOVEPARKEDORDERACTION 16
|
||||
#define ONRSPEXECORDERINSERT 17
|
||||
#define ONRSPEXECORDERACTION 18
|
||||
#define ONRSPFORQUOTEINSERT 19
|
||||
#define ONRSPQUOTEINSERT 20
|
||||
#define ONRSPQUOTEACTION 21
|
||||
#define ONRSPLOCKINSERT 22
|
||||
#define ONRSPCOMBACTIONINSERT 23
|
||||
#define ONRSPQRYORDER 24
|
||||
#define ONRSPQRYTRADE 25
|
||||
#define ONRSPQRYINVESTORPOSITION 26
|
||||
#define ONRSPQRYTRADINGACCOUNT 27
|
||||
#define ONRSPQRYINVESTOR 28
|
||||
#define ONRSPQRYTRADINGCODE 29
|
||||
#define ONRSPQRYINSTRUMENTMARGINRATE 30
|
||||
#define ONRSPQRYINSTRUMENTCOMMISSIONRATE 31
|
||||
#define ONRSPQRYEXCHANGE 32
|
||||
#define ONRSPQRYPRODUCT 33
|
||||
#define ONRSPQRYINSTRUMENT 34
|
||||
#define ONRSPQRYDEPTHMARKETDATA 35
|
||||
#define ONRSPQRYSETTLEMENTINFO 36
|
||||
#define ONRSPQRYTRANSFERBANK 37
|
||||
#define ONRSPQRYINVESTORPOSITIONDETAIL 38
|
||||
#define ONRSPQRYNOTICE 39
|
||||
#define ONRSPQRYSETTLEMENTINFOCONFIRM 40
|
||||
#define ONRSPQRYINVESTORPOSITIONCOMBINEDETAIL 41
|
||||
#define ONRSPQRYCFMMCTRADINGACCOUNTKEY 42
|
||||
#define ONRSPQRYEWARRANTOFFSET 43
|
||||
#define ONRSPQRYINVESTORPRODUCTGROUPMARGIN 44
|
||||
#define ONRSPQRYEXCHANGEMARGINRATE 45
|
||||
#define ONRSPQRYEXCHANGEMARGINRATEADJUST 46
|
||||
#define ONRSPQRYEXCHANGERATE 47
|
||||
#define ONRSPQRYSECAGENTACIDMAP 48
|
||||
#define ONRSPQRYPRODUCTEXCHRATE 49
|
||||
#define ONRSPQRYPRODUCTGROUP 50
|
||||
#define ONRSPQRYOPTIONINSTRTRADECOST 51
|
||||
#define ONRSPQRYOPTIONINSTRCOMMRATE 52
|
||||
#define ONRSPQRYEXECORDER 53
|
||||
#define ONRSPQRYFORQUOTE 54
|
||||
#define ONRSPQRYQUOTE 55
|
||||
#define ONRSPQRYLOCK 56
|
||||
#define ONRSPQRYLOCKPOSITION 57
|
||||
#define ONRSPQRYINVESTORLEVEL 58
|
||||
#define ONRSPQRYEXECFREEZE 59
|
||||
#define ONRSPQRYCOMBINSTRUMENTGUARD 60
|
||||
#define ONRSPQRYCOMBACTION 61
|
||||
#define ONRSPQRYTRANSFERSERIAL 62
|
||||
#define ONRSPQRYACCOUNTREGISTER 63
|
||||
#define ONRSPERROR 64
|
||||
#define ONRTNORDER 65
|
||||
#define ONRTNTRADE 66
|
||||
#define ONERRRTNORDERINSERT 67
|
||||
#define ONERRRTNORDERACTION 68
|
||||
#define ONRTNINSTRUMENTSTATUS 69
|
||||
#define ONRTNTRADINGNOTICE 70
|
||||
#define ONRTNERRORCONDITIONALORDER 71
|
||||
#define ONRTNEXECORDER 72
|
||||
#define ONERRRTNEXECORDERINSERT 73
|
||||
#define ONERRRTNEXECORDERACTION 74
|
||||
#define ONERRRTNFORQUOTEINSERT 75
|
||||
#define ONRTNQUOTE 76
|
||||
#define ONERRRTNQUOTEINSERT 77
|
||||
#define ONERRRTNQUOTEACTION 78
|
||||
#define ONRTNFORQUOTERSP 79
|
||||
#define ONRTNCFMMCTRADINGACCOUNTTOKEN 80
|
||||
#define ONRTNLOCK 81
|
||||
#define ONERRRTNLOCKINSERT 82
|
||||
#define ONRTNCOMBACTION 83
|
||||
#define ONERRRTNCOMBACTIONINSERT 84
|
||||
#define ONRSPQRYCONTRACTBANK 85
|
||||
#define ONRSPQRYPARKEDORDER 86
|
||||
#define ONRSPQRYPARKEDORDERACTION 87
|
||||
#define ONRSPQRYTRADINGNOTICE 88
|
||||
#define ONRSPQRYBROKERTRADINGPARAMS 89
|
||||
#define ONRSPQRYBROKERTRADINGALGOS 90
|
||||
#define ONRSPQUERYCFMMCTRADINGACCOUNTTOKEN 91
|
||||
#define ONRTNFROMBANKTOFUTUREBYBANK 92
|
||||
#define ONRTNFROMFUTURETOBANKBYBANK 93
|
||||
#define ONRTNREPEALFROMBANKTOFUTUREBYBANK 94
|
||||
#define ONRTNREPEALFROMFUTURETOBANKBYBANK 95
|
||||
#define ONRTNFROMBANKTOFUTUREBYFUTURE 96
|
||||
#define ONRTNFROMFUTURETOBANKBYFUTURE 97
|
||||
#define ONRTNREPEALFROMBANKTOFUTUREBYFUTUREMANUAL 98
|
||||
#define ONRTNREPEALFROMFUTURETOBANKBYFUTUREMANUAL 99
|
||||
#define ONRTNQUERYBANKBALANCEBYFUTURE 100
|
||||
#define ONERRRTNBANKTOFUTUREBYFUTURE 101
|
||||
#define ONERRRTNFUTURETOBANKBYFUTURE 102
|
||||
#define ONERRRTNREPEALBANKTOFUTUREBYFUTUREMANUAL 103
|
||||
#define ONERRRTNREPEALFUTURETOBANKBYFUTUREMANUAL 104
|
||||
#define ONERRRTNQUERYBANKBALANCEBYFUTURE 105
|
||||
#define ONRTNREPEALFROMBANKTOFUTUREBYFUTURE 106
|
||||
#define ONRTNREPEALFROMFUTURETOBANKBYFUTURE 107
|
||||
#define ONRSPFROMBANKTOFUTUREBYFUTURE 108
|
||||
#define ONRSPFROMFUTURETOBANKBYFUTURE 109
|
||||
#define ONRSPQUERYBANKACCOUNTMONEYBYFUTURE 110
|
||||
#define ONRTNOPENACCOUNTBYBANK 111
|
||||
#define ONRTNCANCELACCOUNTBYBANK 112
|
||||
#define ONRTNCHANGEACCOUNTBYBANK 113
|
||||
#define ONRSPQRYUSERINVESTOR 114
|
||||
|
||||
#define ONPACKAGESTART 4
|
||||
#define ONPACKAGEEND 5
|
||||
#define ONRSPERROR 6
|
||||
#define ONRSPUSERLOGIN 7
|
||||
#define ONRSPUSERLOGOUT 8
|
||||
#define ONRSPUSERPASSWORDUPDATE 9
|
||||
#define ONRSPORDERINSERT 10
|
||||
#define ONRSPORDERACTION 11
|
||||
#define ONRSPFROMBANKTOFUTUREBYFUTURE 12
|
||||
#define ONRSPFROMFUTURETOBANKBYFUTURE 13
|
||||
#define ONRTNFLOWMESSAGECANCEL 14
|
||||
#define ONRTNTRADE 15
|
||||
#define ONRTNORDER 16
|
||||
#define ONERRRTNORDERINSERT 17
|
||||
#define ONERRRTNORDERACTION 18
|
||||
#define ONRTNINSTRUMENTSTATUS 19
|
||||
#define ONRTNINVESTORACCOUNTDEPOSIT 20
|
||||
#define ONRTNMESSAGENOTIFY 21
|
||||
#define ONERRRTNQUERYBANKBALANCEBYFUTURE 22
|
||||
#define ONERRRTNBANKTOFUTUREBYFUTURE 23
|
||||
#define ONERRRTNFUTURETOBANKBYFUTURE 24
|
||||
#define ONRTNQUERYBANKBALANCEBYFUTURE 25
|
||||
#define ONRTNFROMBANKTOFUTUREBYFUTURE 26
|
||||
#define ONRTNFROMFUTURETOBANKBYFUTURE 27
|
||||
#define ONRTNSGEDEFERRATE 28
|
||||
#define ONRSPQRYORDER 29
|
||||
#define ONRSPQRYTRADE 30
|
||||
#define ONRSPQRYUSERINVESTOR 31
|
||||
#define ONRSPQRYINVESTORACCOUNT 32
|
||||
#define ONRSPQRYINSTRUMENT 33
|
||||
#define ONRSPQRYEXCHANGE 34
|
||||
#define ONRSPQRYINVESTORPOSITION 35
|
||||
#define ONRSPSUBSCRIBETOPIC 36
|
||||
#define ONRSPQRYTOPIC 37
|
||||
#define ONRSPQRYINVESTORFEE 38
|
||||
#define ONRSPQRYINVESTORMARGIN 39
|
||||
#define ONRSPQRYEXCHANGEDIFFTIME 40
|
||||
#define ONRSPQRYCONTRACTBANK 41
|
||||
#define ONRSPQUERYBANKACCOUNTMONEYBYFUTURE 42
|
||||
#define ONRSPQRYTRANSFERSERIAL 43
|
||||
#define ONRSPQRYSGEDEFERRATE 44
|
||||
#define ONRSPQRYMARKETDATA 45
|
||||
|
||||
|
||||
///-------------------------------------------------------------------------------------
|
||||
@ -184,6 +114,8 @@ struct Task
|
||||
any task_error; //错误结构体
|
||||
int task_id; //请求id
|
||||
bool task_last; //是否为最后返回
|
||||
|
||||
int additional_int; //整数型补充字段
|
||||
};
|
||||
|
||||
|
||||
@ -293,58 +225,50 @@ public:
|
||||
///@param nTimeLapse 距离上次接收报文的时间
|
||||
virtual void OnHeartBeatWarning(int nTimeLapse);
|
||||
|
||||
///登录请求响应
|
||||
virtual void OnRspUserLogin(CQdpFtdcRspUserLoginField *pRspUserLogin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
///报文回调开始通知。当API收到一个报文后，首先调用本方法，然后是各数据域的回调，最后是报文回调结束通知。
|
||||
///@param nTopicID 主题代码（如私有流、公共流、行情流等）
|
||||
///@param nSequenceNo 报文序号
|
||||
virtual void OnPackageStart(int nTopicID, int nSequenceNo);
|
||||
|
||||
///登出请求响应
|
||||
virtual void OnRspUserLogout(CQdpFtdcRspUserLogoutField *pUserLogout, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
///报文回调结束通知。当API收到一个报文后，首先调用报文回调开始通知，然后是各数据域的回调，最后调用本方法。
|
||||
///@param nTopicID 主题代码（如私有流、公共流、行情流等）
|
||||
///@param nSequenceNo 报文序号
|
||||
virtual void OnPackageEnd(int nTopicID, int nSequenceNo);
|
||||
|
||||
///用户口令更新请求响应
|
||||
virtual void OnRspUserPasswordUpdate(CQdpFtdcUserPasswordUpdateField *pUserPasswordUpdate, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///报单录入请求响应
|
||||
virtual void OnRspOrderInsert(CQdpFtdcInputOrderField *pInputOrder, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///报单操作请求响应
|
||||
virtual void OnRspOrderAction(CQdpFtdcOrderActionField *pInputOrderAction, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
|
||||
|
||||
///请求查询报单响应
|
||||
virtual void OnRspQryOrder(CQdpFtdcOrderField *pOrder, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///请求查询成交响应
|
||||
virtual void OnRspQryTrade(CQdpFtdcTradeField *pTrade, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///请求查询投资者持仓响应
|
||||
virtual void OnRspQryInvestorPosition(CQdpFtdcRspInvestorPositionField *pInvestorPosition, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
|
||||
///请求查询用户投资账户
|
||||
virtual void OnRspQryUserInvestor(CQdpFtdcRspUserInvestorField *pUserInvestor, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
|
||||
///请求查询投资者响应
|
||||
virtual void OnRspQryInvestorAccount(CQdpFtdcRspInvestorAccountField *pInvestor, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
|
||||
///请求查询交易所响应
|
||||
virtual void OnRspQryExchange(CQdpFtdcRspExchangeField *pExchange, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
|
||||
///请求查询合约响应
|
||||
virtual void OnRspQryInstrument(CQdpFtdcRspInstrumentField *pInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||||
|
||||
///请求查询行情响应
|
||||
virtual void OnRspQryMarketData(CQdpFtdcMarketDataField *pDepthMarketData, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///请求查询转帐流水响应
|
||||
virtual void OnRspQryTransferSerial(CQdpFtdcTransferSerialField *pTransferSerial, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///错误应答
|
||||
virtual void OnRspError(CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///报单通知
|
||||
virtual void OnRtnOrder(CQdpFtdcOrderField *pOrder) ;
|
||||
///用户登录应答
|
||||
virtual void OnRspUserLogin(CQdpFtdcRspUserLoginField *pRspUserLogin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///成交通知
|
||||
///用户退出应答
|
||||
virtual void OnRspUserLogout(CQdpFtdcRspUserLogoutField *pRspUserLogout, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///用户密码修改应答
|
||||
virtual void OnRspUserPasswordUpdate(CQdpFtdcUserPasswordUpdateField *pUserPasswordUpdate, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///报单录入应答
|
||||
virtual void OnRspOrderInsert(CQdpFtdcInputOrderField *pInputOrder, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///报单操作应答
|
||||
virtual void OnRspOrderAction(CQdpFtdcOrderActionField *pOrderAction, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///期货发起银行资金转期货应答
|
||||
virtual void OnRspFromBankToFutureByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///期货发起期货资金转银行应答
|
||||
virtual void OnRspFromFutureToBankByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///数据流回退通知
|
||||
virtual void OnRtnFlowMessageCancel(CQdpFtdcFlowMessageCancelField *pFlowMessageCancel) ;
|
||||
|
||||
///成交回报
|
||||
virtual void OnRtnTrade(CQdpFtdcTradeField *pTrade) ;
|
||||
|
||||
///报单回报
|
||||
virtual void OnRtnOrder(CQdpFtdcOrderField *pOrder) ;
|
||||
|
||||
///报单录入错误回报
|
||||
virtual void OnErrRtnOrderInsert(CQdpFtdcInputOrderField *pInputOrder, CQdpFtdcRspInfoField *pRspInfo) ;
|
||||
|
||||
@ -354,23 +278,14 @@ public:
|
||||
///合约交易状态通知
|
||||
virtual void OnRtnInstrumentStatus(CQdpFtdcInstrumentStatusField *pInstrumentStatus) ;
|
||||
|
||||
///请求查询签约银行响应
|
||||
virtual void OnRspQryContractBank(CQdpFtdcContractBankField *pContractBank, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
///账户出入金回报
|
||||
virtual void OnRtnInvestorAccountDeposit(CQdpFtdcInvestorAccountDepositResField *pInvestorAccountDepositRes) ;
|
||||
|
||||
///银行发起银行资金转期货通知
|
||||
virtual void OnRtnFromBankToFutureByBank(CQdpFtdcRspTransferField *pRspTransfer) ;
|
||||
///QDP警告消息通知
|
||||
virtual void OnRtnMessageNotify(CQdpFtdcMessageNotifyInfoField *pMessageNotifyInfo) ;
|
||||
|
||||
///银行发起期货资金转银行通知
|
||||
virtual void OnRtnFromFutureToBankByBank(CQdpFtdcRspTransferField *pRspTransfer) ;
|
||||
|
||||
///期货发起银行资金转期货通知
|
||||
virtual void OnRtnFromBankToFutureByFuture(CQdpFtdcRspTransferField *pRspTransfer) ;
|
||||
|
||||
///期货发起期货资金转银行通知
|
||||
virtual void OnRtnFromFutureToBankByFuture(CQdpFtdcRspTransferField *pRspTransfer) ;
|
||||
|
||||
///期货发起查询银行余额通知
|
||||
virtual void OnRtnQueryBankBalanceByFuture(CQdpFtdcNotifyQueryAccountField *pNotifyQueryAccount) ;
|
||||
///期货发起查询银行余额错误回报
|
||||
virtual void OnErrRtnQueryBankBalanceByFuture(CQdpFtdcReqQueryAccountField *pReqQueryAccount, CQdpFtdcRspInfoField *pRspInfo) ;
|
||||
|
||||
///期货发起银行资金转期货错误回报
|
||||
virtual void OnErrRtnBankToFutureByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo) ;
|
||||
@ -378,18 +293,68 @@ public:
|
||||
///期货发起期货资金转银行错误回报
|
||||
virtual void OnErrRtnFutureToBankByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo) ;
|
||||
|
||||
///期货发起查询银行余额错误回报
|
||||
virtual void OnErrRtnQueryBankBalanceByFuture(CQdpFtdcReqQueryAccountField *pReqQueryAccount, CQdpFtdcRspInfoField *pRspInfo) ;
|
||||
///期货发起查询银行余额通知
|
||||
virtual void OnRtnQueryBankBalanceByFuture(CQdpFtdcNotifyQueryAccountField *pNotifyQueryAccount) ;
|
||||
|
||||
///期货发起银行资金转期货应答
|
||||
virtual void OnRspFromBankToFutureByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
///期货发起银行资金转期货通知
|
||||
virtual void OnRtnFromBankToFutureByFuture(CQdpFtdcRspTransferField *pRspTransfer) ;
|
||||
|
||||
///期货发起期货资金转银行应答
|
||||
virtual void OnRspFromFutureToBankByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
///期货发起期货资金转银行通知
|
||||
virtual void OnRtnFromFutureToBankByFuture(CQdpFtdcRspTransferField *pRspTransfer) ;
|
||||
|
||||
///金交所递延费率通知
|
||||
virtual void OnRtnSGEDeferRate(CQdpFtdcSGEDeferRateField *pSGEDeferRate) ;
|
||||
|
||||
///报单查询应答
|
||||
virtual void OnRspQryOrder(CQdpFtdcOrderField *pOrder, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///成交单查询应答
|
||||
virtual void OnRspQryTrade(CQdpFtdcTradeField *pTrade, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///可用投资者账户查询应答
|
||||
virtual void OnRspQryUserInvestor(CQdpFtdcRspUserInvestorField *pRspUserInvestor, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///投资者资金账户查询应答
|
||||
virtual void OnRspQryInvestorAccount(CQdpFtdcRspInvestorAccountField *pRspInvestorAccount, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///合约查询应答
|
||||
virtual void OnRspQryInstrument(CQdpFtdcRspInstrumentField *pRspInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///交易所查询应答
|
||||
virtual void OnRspQryExchange(CQdpFtdcRspExchangeField *pRspExchange, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///投资者持仓查询应答
|
||||
virtual void OnRspQryInvestorPosition(CQdpFtdcRspInvestorPositionField *pRspInvestorPosition, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///订阅主题应答
|
||||
virtual void OnRspSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///主题查询应答
|
||||
virtual void OnRspQryTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///投资者手续费率查询应答
|
||||
virtual void OnRspQryInvestorFee(CQdpFtdcInvestorFeeField *pInvestorFee, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///投资者保证金率查询应答
|
||||
virtual void OnRspQryInvestorMargin(CQdpFtdcInvestorMarginField *pInvestorMargin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///交易所时间偏差查询应答
|
||||
virtual void OnRspQryExchangeDiffTime(CQdpFtdcRspExchangeDiffTimeField *pRspExchangeDiffTime, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///查询签约银行应答
|
||||
virtual void OnRspQryContractBank(CQdpFtdcContractBankField *pContractBank, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///期货发起查询银行余额应答
|
||||
virtual void OnRspQueryBankAccountMoneyByFuture(CQdpFtdcReqQueryAccountField *pReqQueryAccount, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///查询转账流水应答
|
||||
virtual void OnRspQryTransferSerial(CQdpFtdcTransferSerialField *pTransferSerial, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///金交所递延费率查询应答
|
||||
virtual void OnRspQrySGEDeferRate(CQdpFtdcSGEDeferRateField *pSGEDeferRate, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
///实时行情查询应答
|
||||
virtual void OnRspQryMarketData(CQdpFtdcMarketDataField *pMarketData, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||||
|
||||
//-------------------------------------------------------------------------------------
|
||||
//task：任务
|
||||
@ -403,76 +368,90 @@ public:
|
||||
|
||||
void processHeartBeatWarning(Task task);
|
||||
|
||||
void processPackageStart(Task task);
|
||||
|
||||
void processPackageEnd(Task task);
|
||||
|
||||
void processRspError(Task task);
|
||||
|
||||
void processRspUserLogin(Task task);
|
||||
|
||||
void processRspUserLogout(Task task);
|
||||
|
||||
void processRspQryUserInvestor(Task task);
|
||||
|
||||
void processRspQryContractBank(Task task);
|
||||
|
||||
void processRspQryTransferSerial(Task task);
|
||||
|
||||
void processRtnFromBankToFutureByBank(Task task);
|
||||
|
||||
void processRtnFromFutureToBankByBank(Task task);
|
||||
|
||||
void processRspUserPasswordUpdate(Task task);
|
||||
|
||||
void processRspTradingAccountPasswordUpdate(Task task);
|
||||
|
||||
void processRspOrderInsert(Task task);
|
||||
|
||||
void processRspOrderAction(Task task);
|
||||
|
||||
void processRspQryOrder(Task task);
|
||||
void processRspFromBankToFutureByFuture(Task task);
|
||||
|
||||
void processRspQryTrade(Task task);
|
||||
void processRspFromFutureToBankByFuture(Task task);
|
||||
|
||||
void processRspQryInvestorPosition(Task task);
|
||||
|
||||
void processRspQryInvestorAccount(Task task);
|
||||
|
||||
void processRspQryExchange(Task task);
|
||||
|
||||
void processRspQryInstrument(Task task);
|
||||
|
||||
void processRspQryMarketData(Task task);
|
||||
|
||||
void processRspQryExecFreeze(Task task);
|
||||
|
||||
void processRspQryCombAction(Task task);
|
||||
|
||||
void processRspError(Task task);
|
||||
|
||||
void processRtnOrder(Task task);
|
||||
void processRtnFlowMessageCancel(Task task);
|
||||
|
||||
void processRtnTrade(Task task);
|
||||
|
||||
void processRtnOrder(Task task);
|
||||
|
||||
void processErrRtnOrderInsert(Task task);
|
||||
|
||||
void processErrRtnOrderAction(Task task);
|
||||
|
||||
void processRtnInstrumentStatus(Task task);
|
||||
|
||||
void processRtnFromBankToFutureByFuture(Task task);
|
||||
void processRtnInvestorAccountDeposit(Task task);
|
||||
|
||||
void processRtnFromFutureToBankByFuture(Task task);
|
||||
void processRtnMessageNotify(Task task);
|
||||
|
||||
void processRtnQueryBankBalanceByFuture(Task task);
|
||||
void processErrRtnQueryBankBalanceByFuture(Task task);
|
||||
|
||||
void processErrRtnBankToFutureByFuture(Task task);
|
||||
|
||||
void processErrRtnFutureToBankByFuture(Task task);
|
||||
|
||||
void processErrRtnQueryBankBalanceByFuture(Task task);
|
||||
void processRtnQueryBankBalanceByFuture(Task task);
|
||||
|
||||
void processRspFromBankToFutureByFuture(Task task);
|
||||
void processRtnFromBankToFutureByFuture(Task task);
|
||||
|
||||
void processRspFromFutureToBankByFuture(Task task);
|
||||
void processRtnFromFutureToBankByFuture(Task task);
|
||||
|
||||
void processRtnSGEDeferRate(Task task);
|
||||
|
||||
void processRspQryOrder(Task task);
|
||||
|
||||
void processRspQryTrade(Task task);
|
||||
|
||||
void processRspQryUserInvestor(Task task);
|
||||
|
||||
void processRspQryInvestorAccount(Task task);
|
||||
|
||||
void processRspQryInstrument(Task task);
|
||||
|
||||
void processRspQryExchange(Task task);
|
||||
|
||||
void processRspQryInvestorPosition(Task task);
|
||||
|
||||
void processRspSubscribeTopic(Task task);
|
||||
|
||||
void processRspQryTopic(Task task);
|
||||
|
||||
void processRspQryInvestorFee(Task task);
|
||||
|
||||
void processRspQryInvestorMargin(Task task);
|
||||
|
||||
void processRspQryExchangeDiffTime(Task task);
|
||||
|
||||
void processRspQryContractBank(Task task);
|
||||
|
||||
void processRspQueryBankAccountMoneyByFuture(Task task);
|
||||
|
||||
void processRspQryTransferSerial(Task task);
|
||||
|
||||
void processRspQrySGEDeferRate(Task task);
|
||||
|
||||
void processRspQryMarketData(Task task);
|
||||
|
||||
//-------------------------------------------------------------------------------------
|
||||
//data：回调函数的数据字典
|
||||
//error：回调函数的错误字典
|
||||
@ -487,7 +466,11 @@ public:
|
||||
|
||||
virtual void onHeartBeatWarning(int i){};
|
||||
|
||||
virtual void onRspAuthenticate(dict data, dict error, int id, bool last) {};
|
||||
virtual void onPackageStart(int topicID, int sequenceNo){};
|
||||
|
||||
virtual void onPackageEnd(int topicID, int sequenceNo){};
|
||||
|
||||
virtual void onRspError(dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspUserLogin(dict data, dict error, int id, bool last) {};
|
||||
|
||||
@ -495,69 +478,77 @@ public:
|
||||
|
||||
virtual void onRspUserPasswordUpdate(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspTradingAccountPasswordUpdate(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspOrderInsert(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspOrderAction(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryUserInvestor(dict data, dict error, int id, bool last) {};
|
||||
virtual void onRspFromBankToFutureByFuture(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryOrder(dict data, dict error, int id, bool last) {};
|
||||
virtual void onRspFromFutureToBankByFuture(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryTrade(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryTransferSerial(dict data, dict error, int id, bool last){};
|
||||
|
||||
virtual void onRspQryInvestorPosition(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryInvestorAccount(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryInvestor(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryExchange(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryInstrument(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryMarketData(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspError(dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRtnOrder(dict data) {};
|
||||
virtual void onRtnFlowMessageCancel(dict data) {};
|
||||
|
||||
virtual void onRtnTrade(dict data) {};
|
||||
|
||||
virtual void onRtnOrder(dict data) {};
|
||||
|
||||
virtual void onErrRtnOrderInsert(dict data, dict error) {};
|
||||
|
||||
virtual void onErrRtnOrderAction(dict data, dict error) {};
|
||||
|
||||
virtual void onRtnInstrumentStatus(dict data) {};
|
||||
|
||||
virtual void onRspQryContractBank(dict data, dict error, int id, bool last) {};
|
||||
virtual void onRtnInvestorAccountDeposit(dict data) {};
|
||||
|
||||
virtual void onRtnFromBankToFutureByBank(dict data) {};
|
||||
virtual void onRtnMessageNotify(dict data) {};
|
||||
|
||||
virtual void onRtnFromFutureToBankByBank(dict data) {};
|
||||
|
||||
virtual void onRtnFromBankToFutureByFuture(dict data) {};
|
||||
|
||||
virtual void onRtnFromFutureToBankByFuture(dict data) {};
|
||||
|
||||
virtual void onRtnQueryBankBalanceByFuture(dict data) {};
|
||||
virtual void onErrRtnQueryBankBalanceByFuture(dict data, dict error) {};
|
||||
|
||||
virtual void onErrRtnBankToFutureByFuture(dict data, dict error) {};
|
||||
|
||||
virtual void onErrRtnFutureToBankByFuture(dict data, dict error) {};
|
||||
|
||||
virtual void onErrRtnQueryBankBalanceByFuture(dict data, dict error) {};
|
||||
virtual void onRtnQueryBankBalanceByFuture(dict data) {};
|
||||
|
||||
virtual void onRspFromBankToFutureByFuture(dict data, dict error, int id, bool last) {};
|
||||
virtual void onRtnFromBankToFutureByFuture(dict data) {};
|
||||
|
||||
virtual void onRspFromFutureToBankByFuture(dict data, dict error, int id, bool last) {};
|
||||
virtual void onRtnFromFutureToBankByFuture(dict data) {};
|
||||
|
||||
virtual void onRtnSGEDeferRate(dict data) {};
|
||||
|
||||
virtual void onRspQryOrder(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryTrade(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryUserInvestor(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryInvestorAccount(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryInstrument(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryExchange(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryInvestorPosition(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspSubscribeTopic(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryTopic(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryInvestorFee(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryInvestorMargin(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryExchangeDiffTime(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryContractBank(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQueryBankAccountMoneyByFuture(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryTransferSerial(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQrySGEDeferRate(dict data, dict error, int id, bool last) {};
|
||||
|
||||
virtual void onRspQryMarketData(dict data, dict error, int id, bool last) {};
|
||||
|
||||
//-------------------------------------------------------------------------------------
|
||||
//req:主动函数的请求字典
|
||||
@ -565,6 +556,8 @@ public:
|
||||
|
||||
void createFtdcTraderApi(string pszFlowPath = "");
|
||||
|
||||
string getVersion(int major, int minor);
|
||||
|
||||
void release();
|
||||
|
||||
void init();
|
||||
@ -577,80 +570,64 @@ public:
|
||||
|
||||
void registerFront(string pszFrontAddress);
|
||||
|
||||
void registerNameServer(string pszNsAddress);
|
||||
|
||||
void subscribePrivateTopic(int nType);
|
||||
|
||||
void subscribePublicTopic(int nType);
|
||||
|
||||
int reqAuthenticate(dict req, int nRequestID);
|
||||
void setHeartbeatTimeout(int timeout);
|
||||
|
||||
int openRequestLog(string fileName);
|
||||
|
||||
int openResponseLog(string fileName);
|
||||
|
||||
int reqUserLogin(dict req, int nRequestID);
|
||||
|
||||
int reqUserLogout(dict req, int nRequestID);
|
||||
|
||||
int reqQryUserInvestor(dict req, int nRequestID);
|
||||
|
||||
int reqUserPasswordUpdate(dict req, int nRequestID);
|
||||
|
||||
int reqTradingAccountPasswordUpdate(dict req, int nRequestID);
|
||||
|
||||
int reqOrderInsert(dict req, int nRequestID);
|
||||
|
||||
int reqParkedOrderInsert(dict req, int nRequestID);
|
||||
|
||||
int reqParkedOrderAction(dict req, int nRequestID);
|
||||
|
||||
int reqOrderAction(dict req, int nRequestID);
|
||||
|
||||
int reqExecOrderInsert(dict req, int nRequestID);
|
||||
|
||||
int reqExecOrderAction(dict req, int nRequestID);
|
||||
|
||||
int reqForQuoteInsert(dict req, int nRequestID);
|
||||
|
||||
int reqQuoteInsert(dict req, int nRequestID);
|
||||
|
||||
int reqQuoteAction(dict req, int nRequestID);
|
||||
|
||||
int reqLockInsert(dict req, int nRequestID);
|
||||
|
||||
int reqCombActionInsert(dict req, int nRequestID);
|
||||
|
||||
int reqQryOrder(dict req, int nRequestID);
|
||||
|
||||
int reqQryTrade(dict req, int nRequestID);
|
||||
|
||||
int reqQryInvestorPosition(dict req, int nRequestID);
|
||||
|
||||
int reqQryInvestorAccount(dict req, int nRequestID);
|
||||
|
||||
int reqQryTradingCode(dict req, int nRequestID);
|
||||
|
||||
int reqQryInstrumentMarginRate(dict req, int nRequestID);
|
||||
|
||||
int reqQryInstrumentCommissionRate(dict req, int nRequestID);
|
||||
|
||||
int reqQryExchange(dict req, int nRequestID);
|
||||
|
||||
int reqQryProduct(dict req, int nRequestID);
|
||||
|
||||
int reqQryInstrument(dict req, int nRequestID);
|
||||
|
||||
int reqQryMarketData(dict req, int nRequestID);
|
||||
|
||||
int reqQryInvestorLevel(dict req, int nRequestID);
|
||||
|
||||
int reqQryExecFreeze(dict req, int nRequestID);
|
||||
|
||||
int reqQryCombInstrumentGuard(dict req, int nRequestID);
|
||||
|
||||
int reqQryCombAction(dict req, int nRequestID);
|
||||
|
||||
int reqQryContractBank(dict req, int nRequestID);
|
||||
|
||||
int reqFromBankToFutureByFuture(dict req, int nRequestID);
|
||||
|
||||
int reqFromFutureToBankByFuture(dict req, int nRequestID);
|
||||
|
||||
int reqQryOrder(dict req, int nRequestID);
|
||||
|
||||
int reqQryTrade(dict req, int nRequestID);
|
||||
|
||||
int reqQryUserInvestor(dict req, int nRequestID);
|
||||
|
||||
int reqQryInvestorAccount(dict req, int nRequestID);
|
||||
|
||||
int reqQryInstrument(dict req, int nRequestID);
|
||||
|
||||
int reqQryExchange(dict req, int nRequestID);
|
||||
|
||||
int reqQryInvestorPosition(dict req, int nRequestID);
|
||||
|
||||
int reqSubscribeTopic(dict req, int nRequestID);
|
||||
|
||||
int reqQryTopic(dict req, int nRequestID);
|
||||
|
||||
int reqQryInvestorFee(dict req, int nRequestID);
|
||||
|
||||
int reqQryInvestorMargin(dict req, int nRequestID);
|
||||
|
||||
int reqQryExchangeDiffTime(dict req, int nRequestID);
|
||||
|
||||
int reqQryContractBank(dict req, int nRequestID);
|
||||
|
||||
int reqQueryBankAccountMoneyByFuture(dict req, int nRequestID);
|
||||
|
||||
int reqQryTransferSerial(dict req, int nRequestID);
|
||||
|
||||
int reqQrySGEDeferRate(dict req, int nRequestID);
|
||||
|
||||
int reqQryMarketData(dict req, int nRequestID);
|
||||
};
|
||||
|
||||
|
||||
120
vn.qdp/vnqdptd/vnqdptd/vnqdptd.vcxproj
Normal file
120
vn.qdp/vnqdptd/vnqdptd/vnqdptd.vcxproj
Normal file
@ -0,0 +1,120 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project DefaultTargets="Build" ToolsVersion="12.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<ItemGroup Label="ProjectConfigurations">
|
||||
<ProjectConfiguration Include="Debug|Win32">
|
||||
<Configuration>Debug</Configuration>
|
||||
<Platform>Win32</Platform>
|
||||
</ProjectConfiguration>
|
||||
<ProjectConfiguration Include="Release|Win32">
|
||||
<Configuration>Release</Configuration>
|
||||
<Platform>Win32</Platform>
|
||||
</ProjectConfiguration>
|
||||
</ItemGroup>
|
||||
<PropertyGroup Label="Globals">
|
||||
<ProjectGuid>{AA86CEC9-CAE8-439A-AD2C-02593E50E318}</ProjectGuid>
|
||||
<Keyword>Win32Proj</Keyword>
|
||||
<RootNamespace>vnqdptd</RootNamespace>
|
||||
</PropertyGroup>
|
||||
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
|
||||
<ConfigurationType>DynamicLibrary</ConfigurationType>
|
||||
<UseDebugLibraries>true</UseDebugLibraries>
|
||||
<PlatformToolset>v120</PlatformToolset>
|
||||
<CharacterSet>Unicode</CharacterSet>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration">
|
||||
<ConfigurationType>DynamicLibrary</ConfigurationType>
|
||||
<UseDebugLibraries>false</UseDebugLibraries>
|
||||
<PlatformToolset>v120</PlatformToolset>
|
||||
<WholeProgramOptimization>true</WholeProgramOptimization>
|
||||
<CharacterSet>Unicode</CharacterSet>
|
||||
</PropertyGroup>
|
||||
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
|
||||
<ImportGroup Label="ExtensionSettings">
|
||||
</ImportGroup>
|
||||
<ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
|
||||
<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
|
||||
</ImportGroup>
|
||||
<ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
|
||||
<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
|
||||
</ImportGroup>
|
||||
<PropertyGroup Label="UserMacros" />
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
|
||||
<LinkIncremental>true</LinkIncremental>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
|
||||
<LinkIncremental>false</LinkIncremental>
|
||||
<TargetExt>.pyd</TargetExt>
|
||||
<IncludePath>X:\GithubProject\vnpy\vn.qdp\qdpapi;D:\boost_1_57_0;D:\Anaconda2\include;$(IncludePath)</IncludePath>
|
||||
<ReferencePath>D:\boost_1_57_0\libs;D:\Anaconda2\libs;X:\GithubProject\vnpy\vn.qdp\qdpapi;$(ReferencePath)</ReferencePath>
|
||||
</PropertyGroup>
|
||||
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
|
||||
<ClCompile>
|
||||
<PrecompiledHeader>Use</PrecompiledHeader>
|
||||
<WarningLevel>Level3</WarningLevel>
|
||||
<Optimization>Disabled</Optimization>
|
||||
<PreprocessorDefinitions>WIN32;_DEBUG;_WINDOWS;_USRDLL;VNQDPTD_EXPORTS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
|
||||
<SDLCheck>true</SDLCheck>
|
||||
</ClCompile>
|
||||
<Link>
|
||||
<SubSystem>Windows</SubSystem>
|
||||
<GenerateDebugInformation>true</GenerateDebugInformation>
|
||||
</Link>
|
||||
</ItemDefinitionGroup>
|
||||
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
|
||||
<ClCompile>
|
||||
<WarningLevel>Level3</WarningLevel>
|
||||
<PrecompiledHeader>Use</PrecompiledHeader>
|
||||
<Optimization>MaxSpeed</Optimization>
|
||||
<FunctionLevelLinking>true</FunctionLevelLinking>
|
||||
<IntrinsicFunctions>true</IntrinsicFunctions>
|
||||
<PreprocessorDefinitions>WIN32;NDEBUG;_WINDOWS;_USRDLL;VNQDPTD_EXPORTS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
|
||||
<SDLCheck>true</SDLCheck>
|
||||
</ClCompile>
|
||||
<Link>
|
||||
<SubSystem>Windows</SubSystem>
|
||||
<GenerateDebugInformation>true</GenerateDebugInformation>
|
||||
<EnableCOMDATFolding>true</EnableCOMDATFolding>
|
||||
<OptimizeReferences>true</OptimizeReferences>
|
||||
<AdditionalLibraryDirectories>D:\boost_1_57_0\stage\lib;D:\Anaconda2\libs;X:\GithubProject\vnpy\vn.qdp\qdpapi;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
|
||||
</Link>
|
||||
</ItemDefinitionGroup>
|
||||
<ItemGroup>
|
||||
<Text Include="ReadMe.txt" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcMdApi.h" />
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcTraderApi.h" />
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcUserApiDataType.h" />
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcUserApiStruct.h" />
|
||||
<ClInclude Include="stdafx.h" />
|
||||
<ClInclude Include="targetver.h" />
|
||||
<ClInclude Include="vnqdptd.h" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<ClCompile Include="dllmain.cpp">
|
||||
<CompileAsManaged Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">false</CompileAsManaged>
|
||||
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
|
||||
</PrecompiledHeader>
|
||||
<CompileAsManaged Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">false</CompileAsManaged>
|
||||
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
|
||||
</PrecompiledHeader>
|
||||
</ClCompile>
|
||||
<ClCompile Include="stdafx.cpp">
|
||||
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">Create</PrecompiledHeader>
|
||||
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">Create</PrecompiledHeader>
|
||||
</ClCompile>
|
||||
<ClCompile Include="vnqdptd.cpp" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<None Include="..\..\..\qdpapi\qdpmdapi.dll" />
|
||||
<None Include="..\..\..\qdpapi\qdptraderapi.dll" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Library Include="..\..\..\qdpapi\qdpmdapi.lib" />
|
||||
<Library Include="..\..\..\qdpapi\qdptraderapi.lib" />
|
||||
</ItemGroup>
|
||||
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
|
||||
<ImportGroup Label="ExtensionTargets">
|
||||
</ImportGroup>
|
||||
</Project>
|
||||
70
vn.qdp/vnqdptd/vnqdptd/vnqdptd.vcxproj.filters
Normal file
70
vn.qdp/vnqdptd/vnqdptd/vnqdptd.vcxproj.filters
Normal file
@ -0,0 +1,70 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<ItemGroup>
|
||||
<Filter Include="Source Files">
|
||||
<UniqueIdentifier>{4FC737F1-C7A5-4376-A066-2A32D752A2FF}</UniqueIdentifier>
|
||||
<Extensions>cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx</Extensions>
|
||||
</Filter>
|
||||
<Filter Include="Header Files">
|
||||
<UniqueIdentifier>{93995380-89BD-4b04-88EB-625FBE52EBFB}</UniqueIdentifier>
|
||||
<Extensions>h;hh;hpp;hxx;hm;inl;inc;xsd</Extensions>
|
||||
</Filter>
|
||||
<Filter Include="Resource Files">
|
||||
<UniqueIdentifier>{67DA6AB6-F800-4c08-8B7A-83BB121AAD01}</UniqueIdentifier>
|
||||
<Extensions>rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms</Extensions>
|
||||
</Filter>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Text Include="ReadMe.txt" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<ClInclude Include="stdafx.h">
|
||||
<Filter>Header Files</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="targetver.h">
|
||||
<Filter>Header Files</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="vnqdptd.h">
|
||||
<Filter>Header Files</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcMdApi.h">
|
||||
<Filter>Header Files</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcTraderApi.h">
|
||||
<Filter>Header Files</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcUserApiDataType.h">
|
||||
<Filter>Header Files</Filter>
|
||||
</ClInclude>
|
||||
<ClInclude Include="..\..\..\qdpapi\QdpFtdcUserApiStruct.h">
|
||||
<Filter>Header Files</Filter>
|
||||
</ClInclude>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<ClCompile Include="stdafx.cpp">
|
||||
<Filter>Source Files</Filter>
|
||||
</ClCompile>
|
||||
<ClCompile Include="vnqdptd.cpp">
|
||||
<Filter>Source Files</Filter>
|
||||
</ClCompile>
|
||||
<ClCompile Include="dllmain.cpp">
|
||||
<Filter>Source Files</Filter>
|
||||
</ClCompile>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<None Include="..\..\..\qdpapi\qdpmdapi.dll">
|
||||
<Filter>Resource Files</Filter>
|
||||
</None>
|
||||
<None Include="..\..\..\qdpapi\qdptraderapi.dll">
|
||||
<Filter>Resource Files</Filter>
|
||||
</None>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Library Include="..\..\..\qdpapi\qdpmdapi.lib">
|
||||
<Filter>Resource Files</Filter>
|
||||
</Library>
|
||||
<Library Include="..\..\..\qdpapi\qdptraderapi.lib">
|
||||
<Filter>Resource Files</Filter>
|
||||
</Library>
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
@ -1,5 +1,4 @@
|
||||
{
|
||||
"name": "国富模拟",
|
||||
"brokerID": "guofu",
|
||||
"tdAddress": "tcp://211.147.74.221:30005",
|
||||
"password": "111111",
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
Binary file not shown.
Binary file not shown.
@ -474,7 +474,6 @@ class ErrorMonitor(BasicMonitor):
|
||||
d['errorTime'] = {'chinese':u'错误时间', 'cellType':BasicCell}
|
||||
d['errorID'] = {'chinese':u'错误代码', 'cellType':BasicCell}
|
||||
d['errorMsg'] = {'chinese':u'错误信息', 'cellType':BasicCell}
|
||||
d['additionalInfo'] = {'chinese':u'补充信息', 'cellType':BasicCell}
|
||||
d['gatewayName'] = {'chinese':u'接口', 'cellType':BasicCell}
|
||||
self.setHeaderDict(d)
|
||||
|
||||
|
||||
@ -75,7 +75,10 @@ class MainWindow(QtGui.QMainWindow):
|
||||
connectFemasAction.triggered.connect(self.connectFemas)
|
||||
|
||||
connectXspeedAction = QtGui.QAction(u'连接飞创', self)
|
||||
connectXspeedAction.triggered.connect(self.connectXspeed)
|
||||
connectXspeedAction.triggered.connect(self.connectXspeed)
|
||||
|
||||
connectQdpAction = QtGui.QAction(u'连接QDP', self)
|
||||
connectQdpAction.triggered.connect(self.connectQdp)
|
||||
|
||||
connectKsgoldAction = QtGui.QAction(u'连接金仕达黄金', self)
|
||||
connectKsgoldAction.triggered.connect(self.connectKsgold)
|
||||
@ -138,6 +141,8 @@ class MainWindow(QtGui.QMainWindow):
|
||||
sysMenu.addAction(connectFemasAction)
|
||||
if 'XSPEED' in self.mainEngine.gatewayDict:
|
||||
sysMenu.addAction(connectXspeedAction)
|
||||
if 'QDP' in self.mainEngine.gatewayDict:
|
||||
sysMenu.addAction(connectQdpAction)
|
||||
if 'KSOTP' in self.mainEngine.gatewayDict:
|
||||
sysMenu.addAction(connectKsotpAction)
|
||||
if 'KSGOLD' in self.mainEngine.gatewayDict:
|
||||
@ -228,8 +233,13 @@ class MainWindow(QtGui.QMainWindow):
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def connectXspeed(self):
|
||||
"""连接飞马接口"""
|
||||
self.mainEngine.connect('XSPEED')
|
||||
"""连接飞创接口"""
|
||||
self.mainEngine.connect('XSPEED')
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def connectQdp(self):
|
||||
"""连接QDP接口"""
|
||||
self.mainEngine.connect('QDP')
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def connectKsgold(self):
|
||||
|
||||
@ -88,6 +88,13 @@ class MainEngine(object):
|
||||
self.gatewayDict['XSPEED'].setQryEnabled(True)
|
||||
except Exception, e:
|
||||
print e
|
||||
|
||||
try:
|
||||
from qdpGateway.qdpGateway import QdpGateway
|
||||
self.addGateway(QdpGateway, 'QDP')
|
||||
self.gatewayDict['QDP'].setQryEnabled(True)
|
||||
except Exception, e:
|
||||
print e
|
||||
|
||||
try:
|
||||
from ksgoldGateway.ksgoldGateway import KsgoldGateway
|
||||
|
||||
Loading…
Reference in New Issue
Block a user