diff --git a/vnpy/api/ctp/generator/ThostFtdcMdApi.h b/vnpy/api/ctp/generator/ThostFtdcMdApi.h deleted file mode 100644 index ece33f7e..00000000 --- a/vnpy/api/ctp/generator/ThostFtdcMdApi.h +++ /dev/null @@ -1,162 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@system 新一代交易所系统 -///@company 上海期货信息技术有限公司 -///@file ThostFtdcMdApi.h -///@brief 定义了客户端接口 -///@history -///20060106 赵鸿昊 创建该文件 -///////////////////////////////////////////////////////////////////////// - -#if !defined(THOST_FTDCMDAPI_H) -#define THOST_FTDCMDAPI_H - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "ThostFtdcUserApiStruct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_MD_API_EXPORT -#define MD_API_EXPORT __declspec(dllexport) -#else -#define MD_API_EXPORT __declspec(dllimport) -#endif -#else -#define MD_API_EXPORT -#endif - -class CThostFtdcMdSpi -{ -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){}; - - - ///登录请求响应 - virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///登出请求响应 - virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///错误应答 - virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///订阅行情应答 - virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///取消订阅行情应答 - virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///订阅询价应答 - virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///取消订阅询价应答 - virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///深度行情通知 - virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) {}; - - ///询价通知 - virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {}; -}; - -class MD_API_EXPORT CThostFtdcMdApi -{ -public: - ///创建MdApi - ///@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 - ///modify for udp marketdata - static CThostFtdcMdApi *CreateFtdcMdApi(const char *pszFlowPath = "", const bool bIsUsingUdp=false, const bool bIsMulticast=false); - - ///获取API的版本信息 - ///@retrun 获取到的版本号 - static const char *GetApiVersion(); - - ///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 RegisterNameServer优先于RegisterFront - virtual void RegisterNameServer(char *pszNsAddress) = 0; - - ///注册名字服务器用户信息 - ///@param pFensUserInfo：用户信息。 - virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField * pFensUserInfo) = 0; - - ///注册回调接口 - ///@param pSpi 派生自回调接口类的实例 - virtual void RegisterSpi(CThostFtdcMdSpi *pSpi) = 0; - - ///订阅行情。 - ///@param ppInstrumentID 合约ID - ///@param nCount 要订阅/退订行情的合约个数 - ///@remark - virtual int SubscribeMarketData(char *ppInstrumentID[], int nCount) = 0; - - ///退订行情。 - ///@param ppInstrumentID 合约ID - ///@param nCount 要订阅/退订行情的合约个数 - ///@remark - virtual int UnSubscribeMarketData(char *ppInstrumentID[], int nCount) = 0; - - ///订阅询价。 - ///@param ppInstrumentID 合约ID - ///@param nCount 要订阅/退订行情的合约个数 - ///@remark - virtual int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0; - - ///退订询价。 - ///@param ppInstrumentID 合约ID - ///@param nCount 要订阅/退订行情的合约个数 - ///@remark - virtual int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0; - - ///用户登录请求 - virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0; - - - ///登出请求 - virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0; -protected: - ~CThostFtdcMdApi(){}; -}; - -#endif diff --git a/vnpy/api/ctp/generator/ThostFtdcTraderApi.h b/vnpy/api/ctp/generator/ThostFtdcTraderApi.h deleted file mode 100644 index ec9d4fa7..00000000 --- a/vnpy/api/ctp/generator/ThostFtdcTraderApi.h +++ /dev/null @@ -1,693 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@system 新一代交易所系统 -///@company 上海期货信息技术有限公司 -///@file ThostFtdcTraderApi.h -///@brief 定义了客户端接口 -///@history -///20060106 赵鸿昊 创建该文件 -///////////////////////////////////////////////////////////////////////// - -#if !defined(THOST_FTDCTRADERAPI_H) -#define THOST_FTDCTRADERAPI_H - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "ThostFtdcUserApiStruct.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 CThostFtdcTraderSpi -{ -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){}; - - ///客户端认证响应 - virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - - ///登录请求响应 - virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///登出请求响应 - virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///用户口令更新请求响应 - virtual void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///资金账户口令更新请求响应 - virtual void OnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///报单录入请求响应 - virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///预埋单录入请求响应 - virtual void OnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///预埋撤单录入请求响应 - virtual void OnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///报单操作请求响应 - virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///查询最大报单数量响应 - virtual void OnRspQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///投资者结算结果确认响应 - virtual void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///删除预埋单响应 - virtual void OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///删除预埋撤单响应 - virtual void OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///执行宣告录入请求响应 - virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///执行宣告操作请求响应 - virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///询价录入请求响应 - virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///报价录入请求响应 - virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///报价操作请求响应 - virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///批量报单操作请求响应 - virtual void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///期权自对冲录入请求响应 - virtual void OnRspOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///期权自对冲操作请求响应 - virtual void OnRspOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///申请组合录入请求响应 - virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询报单响应 - virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询成交响应 - virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询投资者持仓响应 - virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询资金账户响应 - virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询投资者响应 - virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询交易编码响应 - virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询合约保证金率响应 - virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询合约手续费率响应 - virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询交易所响应 - virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询产品响应 - virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询合约响应 - virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询行情响应 - virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询投资者结算结果响应 - virtual void OnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询转帐银行响应 - virtual void OnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询投资者持仓明细响应 - virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询客户通知响应 - virtual void OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询结算信息确认响应 - virtual void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询投资者持仓明细响应 - virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///查询保证金监管系统经纪公司资金账户密钥响应 - virtual void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询仓单折抵信息响应 - virtual void OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询投资者品种/跨品种保证金响应 - virtual void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询交易所保证金率响应 - virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询交易所调整保证金率响应 - virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询汇率响应 - virtual void OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询二级代理操作员银期权限响应 - virtual void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询产品报价汇率 - virtual void OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询产品组 - virtual void OnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询做市商合约手续费率响应 - virtual void OnRspQryMMInstrumentCommissionRate(CThostFtdcMMInstrumentCommissionRateField *pMMInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询做市商期权合约手续费响应 - virtual void OnRspQryMMOptionInstrCommRate(CThostFtdcMMOptionInstrCommRateField *pMMOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询报单手续费响应 - virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询期权交易成本响应 - virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询期权合约手续费响应 - virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询执行宣告响应 - virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询询价响应 - virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询报价响应 - virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询期权自对冲响应 - virtual void OnRspQryOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询投资单元响应 - virtual void OnRspQryInvestUnit(CThostFtdcInvestUnitField *pInvestUnit, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询组合合约安全系数响应 - virtual void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询申请组合响应 - virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询转帐流水响应 - virtual void OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询银期签约关系响应 - virtual void OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///错误应答 - virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///报单通知 - virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) {}; - - ///成交通知 - virtual void OnRtnTrade(CThostFtdcTradeField *pTrade) {}; - - ///报单录入错误回报 - virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) {}; - - ///报单操作错误回报 - virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) {}; - - ///合约交易状态通知 - virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) {}; - - ///交易所公告通知 - virtual void OnRtnBulletin(CThostFtdcBulletinField *pBulletin) {}; - - ///交易通知 - virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo) {}; - - ///提示条件单校验错误 - virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder) {}; - - ///执行宣告通知 - virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) {}; - - ///执行宣告录入错误回报 - virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo) {}; - - ///执行宣告操作错误回报 - virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo) {}; - - ///询价录入错误回报 - virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo) {}; - - ///报价通知 - virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote) {}; - - ///报价录入错误回报 - virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) {}; - - ///报价操作错误回报 - virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) {}; - - ///询价通知 - virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {}; - - ///保证金监控中心用户令牌 - virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) {}; - - ///批量报单操作错误回报 - virtual void OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo) {}; - - ///期权自对冲通知 - virtual void OnRtnOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose) {}; - - ///期权自对冲录入错误回报 - virtual void OnErrRtnOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo) {}; - - ///期权自对冲操作错误回报 - virtual void OnErrRtnOptionSelfCloseAction(CThostFtdcOptionSelfCloseActionField *pOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo) {}; - - ///申请组合通知 - virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction) {}; - - ///申请组合录入错误回报 - virtual void OnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo) {}; - - ///请求查询签约银行响应 - virtual void OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询预埋单响应 - virtual void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询预埋撤单响应 - virtual void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询交易通知响应 - virtual void OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询经纪公司交易参数响应 - virtual void OnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField *pBrokerTradingParams, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询经纪公司交易算法响应 - virtual void OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///请求查询监控中心用户令牌 - virtual void OnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///银行发起银行资金转期货通知 - virtual void OnRtnFromBankToFutureByBank(CThostFtdcRspTransferField *pRspTransfer) {}; - - ///银行发起期货资金转银行通知 - virtual void OnRtnFromFutureToBankByBank(CThostFtdcRspTransferField *pRspTransfer) {}; - - ///银行发起冲正银行转期货通知 - virtual void OnRtnRepealFromBankToFutureByBank(CThostFtdcRspRepealField *pRspRepeal) {}; - - ///银行发起冲正期货转银行通知 - virtual void OnRtnRepealFromFutureToBankByBank(CThostFtdcRspRepealField *pRspRepeal) {}; - - ///期货发起银行资金转期货通知 - virtual void OnRtnFromBankToFutureByFuture(CThostFtdcRspTransferField *pRspTransfer) {}; - - ///期货发起期货资金转银行通知 - virtual void OnRtnFromFutureToBankByFuture(CThostFtdcRspTransferField *pRspTransfer) {}; - - ///系统运行时期货端手工发起冲正银行转期货请求，银行处理完毕后报盘发回的通知 - virtual void OnRtnRepealFromBankToFutureByFutureManual(CThostFtdcRspRepealField *pRspRepeal) {}; - - ///系统运行时期货端手工发起冲正期货转银行请求，银行处理完毕后报盘发回的通知 - virtual void OnRtnRepealFromFutureToBankByFutureManual(CThostFtdcRspRepealField *pRspRepeal) {}; - - ///期货发起查询银行余额通知 - virtual void OnRtnQueryBankBalanceByFuture(CThostFtdcNotifyQueryAccountField *pNotifyQueryAccount) {}; - - ///期货发起银行资金转期货错误回报 - virtual void OnErrRtnBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) {}; - - ///期货发起期货资金转银行错误回报 - virtual void OnErrRtnFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) {}; - - ///系统运行时期货端手工发起冲正银行转期货错误回报 - virtual void OnErrRtnRepealBankToFutureByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) {}; - - ///系统运行时期货端手工发起冲正期货转银行错误回报 - virtual void OnErrRtnRepealFutureToBankByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) {}; - - ///期货发起查询银行余额错误回报 - virtual void OnErrRtnQueryBankBalanceByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo) {}; - - ///期货发起冲正银行转期货请求，银行处理完毕后报盘发回的通知 - virtual void OnRtnRepealFromBankToFutureByFuture(CThostFtdcRspRepealField *pRspRepeal) {}; - - ///期货发起冲正期货转银行请求，银行处理完毕后报盘发回的通知 - virtual void OnRtnRepealFromFutureToBankByFuture(CThostFtdcRspRepealField *pRspRepeal) {}; - - ///期货发起银行资金转期货应答 - virtual void OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///期货发起期货资金转银行应答 - virtual void OnRspFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///期货发起查询银行余额应答 - virtual void OnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; - - ///银行发起银期开户通知 - virtual void OnRtnOpenAccountByBank(CThostFtdcOpenAccountField *pOpenAccount) {}; - - ///银行发起银期销户通知 - virtual void OnRtnCancelAccountByBank(CThostFtdcCancelAccountField *pCancelAccount) {}; - - ///银行发起变更银行账号通知 - virtual void OnRtnChangeAccountByBank(CThostFtdcChangeAccountField *pChangeAccount) {}; -}; - -class TRADER_API_EXPORT CThostFtdcTraderApi -{ -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 CThostFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = ""); - - ///获取API的版本信息 - ///@retrun 获取到的版本号 - static const char *GetApiVersion(); - - ///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 RegisterNameServer优先于RegisterFront - virtual void RegisterNameServer(char *pszNsAddress) = 0; - - ///注册名字服务器用户信息 - ///@param pFensUserInfo：用户信息。 - virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField * pFensUserInfo) = 0; - - ///注册回调接口 - ///@param pSpi 派生自回调接口类的实例 - virtual void RegisterSpi(CThostFtdcTraderSpi *pSpi) = 0; - - ///订阅私有流。 - ///@param nResumeType 私有流重传方式 - /// THOST_TERT_RESTART:从本交易日开始重传 - /// THOST_TERT_RESUME:从上次收到的续传 - /// THOST_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(THOST_TE_RESUME_TYPE nResumeType) = 0; - - ///订阅公共流。 - ///@param nResumeType 公共流重传方式 - /// THOST_TERT_RESTART:从本交易日开始重传 - /// THOST_TERT_RESUME:从上次收到的续传 - /// THOST_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(THOST_TE_RESUME_TYPE nResumeType) = 0; - - ///客户端认证请求 - virtual int ReqAuthenticate(CThostFtdcReqAuthenticateField *pReqAuthenticateField, int nRequestID) = 0; - - ///用户登录请求 - virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0; - - - ///登出请求 - virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0; - - ///用户口令更新请求 - virtual int ReqUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0; - - ///资金账户口令更新请求 - virtual int ReqTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) = 0; - - ///登录请求2 - virtual int ReqUserLogin2(CThostFtdcReqUserLoginField *pReqUserLogin, int nRequestID) = 0; - - ///用户口令更新请求2 - virtual int ReqUserPasswordUpdate2(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0; - - ///报单录入请求 - virtual int ReqOrderInsert(CThostFtdcInputOrderField *pInputOrder, int nRequestID) = 0; - - ///预埋单录入请求 - virtual int ReqParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, int nRequestID) = 0; - - ///预埋撤单录入请求 - virtual int ReqParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, int nRequestID) = 0; - - ///报单操作请求 - virtual int ReqOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0; - - ///查询最大报单数量请求 - virtual int ReqQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, int nRequestID) = 0; - - ///投资者结算结果确认 - virtual int ReqSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, int nRequestID) = 0; - - ///请求删除预埋单 - virtual int ReqRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, int nRequestID) = 0; - - ///请求删除预埋撤单 - virtual int ReqRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, int nRequestID) = 0; - - ///执行宣告录入请求 - virtual int ReqExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, int nRequestID) = 0; - - ///执行宣告操作请求 - virtual int ReqExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, int nRequestID) = 0; - - ///询价录入请求 - virtual int ReqForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, int nRequestID) = 0; - - ///报价录入请求 - virtual int ReqQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, int nRequestID) = 0; - - ///报价操作请求 - virtual int ReqQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, int nRequestID) = 0; - - ///批量报单操作请求 - virtual int ReqBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, int nRequestID) = 0; - - ///期权自对冲录入请求 - virtual int ReqOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, int nRequestID) = 0; - - ///期权自对冲操作请求 - virtual int ReqOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, int nRequestID) = 0; - - ///申请组合录入请求 - virtual int ReqCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, int nRequestID) = 0; - - ///请求查询报单 - virtual int ReqQryOrder(CThostFtdcQryOrderField *pQryOrder, int nRequestID) = 0; - - ///请求查询成交 - virtual int ReqQryTrade(CThostFtdcQryTradeField *pQryTrade, int nRequestID) = 0; - - ///请求查询投资者持仓 - virtual int ReqQryInvestorPosition(CThostFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0; - - ///请求查询资金账户 - virtual int ReqQryTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0; - - ///请求查询投资者 - virtual int ReqQryInvestor(CThostFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0; - - ///请求查询交易编码 - virtual int ReqQryTradingCode(CThostFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) = 0; - - ///请求查询合约保证金率 - virtual int ReqQryInstrumentMarginRate(CThostFtdcQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID) = 0; - - ///请求查询合约手续费率 - virtual int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) = 0; - - ///请求查询交易所 - virtual int ReqQryExchange(CThostFtdcQryExchangeField *pQryExchange, int nRequestID) = 0; - - ///请求查询产品 - virtual int ReqQryProduct(CThostFtdcQryProductField *pQryProduct, int nRequestID) = 0; - - ///请求查询合约 - virtual int ReqQryInstrument(CThostFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0; - - ///请求查询行情 - virtual int ReqQryDepthMarketData(CThostFtdcQryDepthMarketDataField *pQryDepthMarketData, int nRequestID) = 0; - - ///请求查询投资者结算结果 - virtual int ReqQrySettlementInfo(CThostFtdcQrySettlementInfoField *pQrySettlementInfo, int nRequestID) = 0; - - ///请求查询转帐银行 - virtual int ReqQryTransferBank(CThostFtdcQryTransferBankField *pQryTransferBank, int nRequestID) = 0; - - ///请求查询投资者持仓明细 - virtual int ReqQryInvestorPositionDetail(CThostFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0; - - ///请求查询客户通知 - virtual int ReqQryNotice(CThostFtdcQryNoticeField *pQryNotice, int nRequestID) = 0; - - ///请求查询结算信息确认 - virtual int ReqQrySettlementInfoConfirm(CThostFtdcQrySettlementInfoConfirmField *pQrySettlementInfoConfirm, int nRequestID) = 0; - - ///请求查询投资者持仓明细 - virtual int ReqQryInvestorPositionCombineDetail(CThostFtdcQryInvestorPositionCombineDetailField *pQryInvestorPositionCombineDetail, int nRequestID) = 0; - - ///请求查询保证金监管系统经纪公司资金账户密钥 - virtual int ReqQryCFMMCTradingAccountKey(CThostFtdcQryCFMMCTradingAccountKeyField *pQryCFMMCTradingAccountKey, int nRequestID) = 0; - - ///请求查询仓单折抵信息 - virtual int ReqQryEWarrantOffset(CThostFtdcQryEWarrantOffsetField *pQryEWarrantOffset, int nRequestID) = 0; - - ///请求查询投资者品种/跨品种保证金 - virtual int ReqQryInvestorProductGroupMargin(CThostFtdcQryInvestorProductGroupMarginField *pQryInvestorProductGroupMargin, int nRequestID) = 0; - - ///请求查询交易所保证金率 - virtual int ReqQryExchangeMarginRate(CThostFtdcQryExchangeMarginRateField *pQryExchangeMarginRate, int nRequestID) = 0; - - ///请求查询交易所调整保证金率 - virtual int ReqQryExchangeMarginRateAdjust(CThostFtdcQryExchangeMarginRateAdjustField *pQryExchangeMarginRateAdjust, int nRequestID) = 0; - - ///请求查询汇率 - virtual int ReqQryExchangeRate(CThostFtdcQryExchangeRateField *pQryExchangeRate, int nRequestID) = 0; - - ///请求查询二级代理操作员银期权限 - virtual int ReqQrySecAgentACIDMap(CThostFtdcQrySecAgentACIDMapField *pQrySecAgentACIDMap, int nRequestID) = 0; - - ///请求查询产品报价汇率 - virtual int ReqQryProductExchRate(CThostFtdcQryProductExchRateField *pQryProductExchRate, int nRequestID) = 0; - - ///请求查询产品组 - virtual int ReqQryProductGroup(CThostFtdcQryProductGroupField *pQryProductGroup, int nRequestID) = 0; - - ///请求查询做市商合约手续费率 - virtual int ReqQryMMInstrumentCommissionRate(CThostFtdcQryMMInstrumentCommissionRateField *pQryMMInstrumentCommissionRate, int nRequestID) = 0; - - ///请求查询做市商期权合约手续费 - virtual int ReqQryMMOptionInstrCommRate(CThostFtdcQryMMOptionInstrCommRateField *pQryMMOptionInstrCommRate, int nRequestID) = 0; - - ///请求查询报单手续费 - virtual int ReqQryInstrumentOrderCommRate(CThostFtdcQryInstrumentOrderCommRateField *pQryInstrumentOrderCommRate, int nRequestID) = 0; - - ///请求查询期权交易成本 - virtual int ReqQryOptionInstrTradeCost(CThostFtdcQryOptionInstrTradeCostField *pQryOptionInstrTradeCost, int nRequestID) = 0; - - ///请求查询期权合约手续费 - virtual int ReqQryOptionInstrCommRate(CThostFtdcQryOptionInstrCommRateField *pQryOptionInstrCommRate, int nRequestID) = 0; - - ///请求查询执行宣告 - virtual int ReqQryExecOrder(CThostFtdcQryExecOrderField *pQryExecOrder, int nRequestID) = 0; - - ///请求查询询价 - virtual int ReqQryForQuote(CThostFtdcQryForQuoteField *pQryForQuote, int nRequestID) = 0; - - ///请求查询报价 - virtual int ReqQryQuote(CThostFtdcQryQuoteField *pQryQuote, int nRequestID) = 0; - - ///请求查询期权自对冲 - virtual int ReqQryOptionSelfClose(CThostFtdcQryOptionSelfCloseField *pQryOptionSelfClose, int nRequestID) = 0; - - ///请求查询投资单元 - virtual int ReqQryInvestUnit(CThostFtdcQryInvestUnitField *pQryInvestUnit, int nRequestID) = 0; - - ///请求查询组合合约安全系数 - virtual int ReqQryCombInstrumentGuard(CThostFtdcQryCombInstrumentGuardField *pQryCombInstrumentGuard, int nRequestID) = 0; - - ///请求查询申请组合 - virtual int ReqQryCombAction(CThostFtdcQryCombActionField *pQryCombAction, int nRequestID) = 0; - - ///请求查询转帐流水 - virtual int ReqQryTransferSerial(CThostFtdcQryTransferSerialField *pQryTransferSerial, int nRequestID) = 0; - - ///请求查询银期签约关系 - virtual int ReqQryAccountregister(CThostFtdcQryAccountregisterField *pQryAccountregister, int nRequestID) = 0; - - ///请求查询签约银行 - virtual int ReqQryContractBank(CThostFtdcQryContractBankField *pQryContractBank, int nRequestID) = 0; - - ///请求查询预埋单 - virtual int ReqQryParkedOrder(CThostFtdcQryParkedOrderField *pQryParkedOrder, int nRequestID) = 0; - - ///请求查询预埋撤单 - virtual int ReqQryParkedOrderAction(CThostFtdcQryParkedOrderActionField *pQryParkedOrderAction, int nRequestID) = 0; - - ///请求查询交易通知 - virtual int ReqQryTradingNotice(CThostFtdcQryTradingNoticeField *pQryTradingNotice, int nRequestID) = 0; - - ///请求查询经纪公司交易参数 - virtual int ReqQryBrokerTradingParams(CThostFtdcQryBrokerTradingParamsField *pQryBrokerTradingParams, int nRequestID) = 0; - - ///请求查询经纪公司交易算法 - virtual int ReqQryBrokerTradingAlgos(CThostFtdcQryBrokerTradingAlgosField *pQryBrokerTradingAlgos, int nRequestID) = 0; - - ///请求查询监控中心用户令牌 - virtual int ReqQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, int nRequestID) = 0; - - ///期货发起银行资金转期货请求 - virtual int ReqFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) = 0; - - ///期货发起期货资金转银行请求 - virtual int ReqFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) = 0; - - ///期货发起查询银行余额请求 - virtual int ReqQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, int nRequestID) = 0; -protected: - ~CThostFtdcTraderApi(){}; -}; - -#endif diff --git a/vnpy/api/ctp/generator/ThostFtdcUserApiDataType.h b/vnpy/api/ctp/generator/ThostFtdcUserApiDataType.h deleted file mode 100644 index 974817e3..00000000 --- a/vnpy/api/ctp/generator/ThostFtdcUserApiDataType.h +++ /dev/null @@ -1,6466 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@system 新一代交易所系统 -///@company 上海期货信息技术有限公司 -///@file ThostFtdcUserApiDataType.h -///@brief 定义了客户端接口使用的业务数据类型 -///@history -///20060106 赵鸿昊 创建该文件 -///////////////////////////////////////////////////////////////////////// - -#ifndef THOST_FTDCDATATYPE_H -#define THOST_FTDCDATATYPE_H - -enum THOST_TE_RESUME_TYPE -{ - THOST_TERT_RESTART = 0, - THOST_TERT_RESUME, - THOST_TERT_QUICK -}; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTraderIDType是一个交易所交易员代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTraderIDType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvestorIDType是一个投资者代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInvestorIDType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBrokerIDType是一个经纪公司代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBrokerIDType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBrokerAbbrType是一个经纪公司简称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBrokerAbbrType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBrokerNameType是一个经纪公司名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBrokerNameType[81]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExchangeInstIDType是一个合约在交易所的代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcExchangeInstIDType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrderRefType是一个报单引用类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOrderRefType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcParticipantIDType是一个会员代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcParticipantIDType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUserIDType是一个用户代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUserIDType[16]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPasswordType是一个密码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPasswordType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClientIDType是一个交易编码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcClientIDType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInstrumentIDType是一个合约代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInstrumentIDType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInstrumentCodeType是一个合约标识码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInstrumentCodeType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMarketIDType是一个市场代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcMarketIDType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProductNameType是一个产品名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcProductNameType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExchangeIDType是一个交易所代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcExchangeIDType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExchangeNameType是一个交易所名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcExchangeNameType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExchangeAbbrType是一个交易所简称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcExchangeAbbrType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExchangeFlagType是一个交易所标志类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcExchangeFlagType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMacAddressType是一个Mac地址类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcMacAddressType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSystemIDType是一个系统编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSystemIDType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExchangePropertyType是一个交易所属性类型 -///////////////////////////////////////////////////////////////////////// -///正常 -#define THOST_FTDC_EXP_Normal '0' -///根据成交生成报单 -#define THOST_FTDC_EXP_GenOrderByTrade '1' - -typedef char TThostFtdcExchangePropertyType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDateType是一个日期类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcDateType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTimeType是一个时间类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTimeType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLongTimeType是一个长时间类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcLongTimeType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInstrumentNameType是一个合约名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInstrumentNameType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSettlementGroupIDType是一个结算组代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSettlementGroupIDType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrderSysIDType是一个报单编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOrderSysIDType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeIDType是一个成交编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTradeIDType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCommandTypeType是一个DB命令类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCommandTypeType[65]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcIPAddressType是一个IP地址类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcIPAddressType[16]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcIPPortType是一个IP端口类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcIPPortType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProductInfoType是一个产品信息类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcProductInfoType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProtocolInfoType是一个协议信息类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcProtocolInfoType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBusinessUnitType是一个业务单元类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBusinessUnitType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDepositSeqNoType是一个出入金流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcDepositSeqNoType[15]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcIdentifiedCardNoType是一个证件号码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcIdentifiedCardNoType[51]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcIdCardTypeType是一个证件类型类型 -///////////////////////////////////////////////////////////////////////// -///组织机构代码 -#define THOST_FTDC_ICT_EID '0' -///中国公民身份证 -#define THOST_FTDC_ICT_IDCard '1' -///军官证 -#define THOST_FTDC_ICT_OfficerIDCard '2' -///警官证 -#define THOST_FTDC_ICT_PoliceIDCard '3' -///士兵证 -#define THOST_FTDC_ICT_SoldierIDCard '4' -///户口簿 -#define THOST_FTDC_ICT_HouseholdRegister '5' -///护照 -#define THOST_FTDC_ICT_Passport '6' -///台胞证 -#define THOST_FTDC_ICT_TaiwanCompatriotIDCard '7' -///回乡证 -#define THOST_FTDC_ICT_HomeComingCard '8' -///营业执照号 -#define THOST_FTDC_ICT_LicenseNo '9' -///税务登记号/当地纳税ID -#define THOST_FTDC_ICT_TaxNo 'A' -///港澳居民来往内地通行证 -#define THOST_FTDC_ICT_HMMainlandTravelPermit 'B' -///台湾居民来往大陆通行证 -#define THOST_FTDC_ICT_TwMainlandTravelPermit 'C' -///驾照 -#define THOST_FTDC_ICT_DrivingLicense 'D' -///当地社保ID -#define THOST_FTDC_ICT_SocialID 'F' -///当地身份证 -#define THOST_FTDC_ICT_LocalID 'G' -///商业登记证 -#define THOST_FTDC_ICT_BusinessRegistration 'H' -///港澳永久性居民身份证 -#define THOST_FTDC_ICT_HKMCIDCard 'I' -///人行开户许可证 -#define THOST_FTDC_ICT_AccountsPermits 'J' -///其他证件 -#define THOST_FTDC_ICT_OtherCard 'x' - -typedef char TThostFtdcIdCardTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrderLocalIDType是一个本地报单编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOrderLocalIDType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUserNameType是一个用户名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUserNameType[81]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPartyNameType是一个参与人名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPartyNameType[81]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcErrorMsgType是一个错误信息类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcErrorMsgType[81]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFieldNameType是一个字段名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFieldNameType[2049]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFieldContentType是一个字段内容类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFieldContentType[2049]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSystemNameType是一个系统名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSystemNameType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcContentType是一个消息正文类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcContentType[501]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvestorRangeType是一个投资者范围类型 -///////////////////////////////////////////////////////////////////////// -///所有 -#define THOST_FTDC_IR_All '1' -///投资者组 -#define THOST_FTDC_IR_Group '2' -///单一投资者 -#define THOST_FTDC_IR_Single '3' - -typedef char TThostFtdcInvestorRangeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDepartmentRangeType是一个投资者范围类型 -///////////////////////////////////////////////////////////////////////// -///所有 -#define THOST_FTDC_DR_All '1' -///组织架构 -#define THOST_FTDC_DR_Group '2' -///单一投资者 -#define THOST_FTDC_DR_Single '3' - -typedef char TThostFtdcDepartmentRangeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDataSyncStatusType是一个数据同步状态类型 -///////////////////////////////////////////////////////////////////////// -///未同步 -#define THOST_FTDC_DS_Asynchronous '1' -///同步中 -#define THOST_FTDC_DS_Synchronizing '2' -///已同步 -#define THOST_FTDC_DS_Synchronized '3' - -typedef char TThostFtdcDataSyncStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBrokerDataSyncStatusType是一个经纪公司数据同步状态类型 -///////////////////////////////////////////////////////////////////////// -///已同步 -#define THOST_FTDC_BDS_Synchronized '1' -///同步中 -#define THOST_FTDC_BDS_Synchronizing '2' - -typedef char TThostFtdcBrokerDataSyncStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExchangeConnectStatusType是一个交易所连接状态类型 -///////////////////////////////////////////////////////////////////////// -///没有任何连接 -#define THOST_FTDC_ECS_NoConnection '1' -///已经发出合约查询请求 -#define THOST_FTDC_ECS_QryInstrumentSent '2' -///已经获取信息 -#define THOST_FTDC_ECS_GotInformation '9' - -typedef char TThostFtdcExchangeConnectStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTraderConnectStatusType是一个交易所交易员连接状态类型 -///////////////////////////////////////////////////////////////////////// -///没有任何连接 -#define THOST_FTDC_TCS_NotConnected '1' -///已经连接 -#define THOST_FTDC_TCS_Connected '2' -///已经发出合约查询请求 -#define THOST_FTDC_TCS_QryInstrumentSent '3' -///订阅私有流 -#define THOST_FTDC_TCS_SubPrivateFlow '4' - -typedef char TThostFtdcTraderConnectStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFunctionCodeType是一个功能代码类型 -///////////////////////////////////////////////////////////////////////// -///数据异步化 -#define THOST_FTDC_FC_DataAsync '1' -///强制用户登出 -#define THOST_FTDC_FC_ForceUserLogout '2' -///变更管理用户口令 -#define THOST_FTDC_FC_UserPasswordUpdate '3' -///变更经纪公司口令 -#define THOST_FTDC_FC_BrokerPasswordUpdate '4' -///变更投资者口令 -#define THOST_FTDC_FC_InvestorPasswordUpdate '5' -///报单插入 -#define THOST_FTDC_FC_OrderInsert '6' -///报单操作 -#define THOST_FTDC_FC_OrderAction '7' -///同步系统数据 -#define THOST_FTDC_FC_SyncSystemData '8' -///同步经纪公司数据 -#define THOST_FTDC_FC_SyncBrokerData '9' -///批量同步经纪公司数据 -#define THOST_FTDC_FC_BachSyncBrokerData 'A' -///超级查询 -#define THOST_FTDC_FC_SuperQuery 'B' -///预埋报单插入 -#define THOST_FTDC_FC_ParkedOrderInsert 'C' -///预埋报单操作 -#define THOST_FTDC_FC_ParkedOrderAction 'D' -///同步动态令牌 -#define THOST_FTDC_FC_SyncOTP 'E' -///删除未知单 -#define THOST_FTDC_FC_DeleteOrder 'F' - -typedef char TThostFtdcFunctionCodeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBrokerFunctionCodeType是一个经纪公司功能代码类型 -///////////////////////////////////////////////////////////////////////// -///强制用户登出 -#define THOST_FTDC_BFC_ForceUserLogout '1' -///变更用户口令 -#define THOST_FTDC_BFC_UserPasswordUpdate '2' -///同步经纪公司数据 -#define THOST_FTDC_BFC_SyncBrokerData '3' -///批量同步经纪公司数据 -#define THOST_FTDC_BFC_BachSyncBrokerData '4' -///报单插入 -#define THOST_FTDC_BFC_OrderInsert '5' -///报单操作 -#define THOST_FTDC_BFC_OrderAction '6' -///全部查询 -#define THOST_FTDC_BFC_AllQuery '7' -///系统功能：登入/登出/修改密码等 -#define THOST_FTDC_BFC_log 'a' -///基本查询：查询基础数据，如合约，交易所等常量 -#define THOST_FTDC_BFC_BaseQry 'b' -///交易查询：如查成交，委托 -#define THOST_FTDC_BFC_TradeQry 'c' -///交易功能：报单，撤单 -#define THOST_FTDC_BFC_Trade 'd' -///银期转账 -#define THOST_FTDC_BFC_Virement 'e' -///风险监控 -#define THOST_FTDC_BFC_Risk 'f' -///查询/管理：查询会话，踢人等 -#define THOST_FTDC_BFC_Session 'g' -///风控通知控制 -#define THOST_FTDC_BFC_RiskNoticeCtl 'h' -///风控通知发送 -#define THOST_FTDC_BFC_RiskNotice 'i' -///察看经纪公司资金权限 -#define THOST_FTDC_BFC_BrokerDeposit 'j' -///资金查询 -#define THOST_FTDC_BFC_QueryFund 'k' -///报单查询 -#define THOST_FTDC_BFC_QueryOrder 'l' -///成交查询 -#define THOST_FTDC_BFC_QueryTrade 'm' -///持仓查询 -#define THOST_FTDC_BFC_QueryPosition 'n' -///行情查询 -#define THOST_FTDC_BFC_QueryMarketData 'o' -///用户事件查询 -#define THOST_FTDC_BFC_QueryUserEvent 'p' -///风险通知查询 -#define THOST_FTDC_BFC_QueryRiskNotify 'q' -///出入金查询 -#define THOST_FTDC_BFC_QueryFundChange 'r' -///投资者信息查询 -#define THOST_FTDC_BFC_QueryInvestor 's' -///交易编码查询 -#define THOST_FTDC_BFC_QueryTradingCode 't' -///强平 -#define THOST_FTDC_BFC_ForceClose 'u' -///压力测试 -#define THOST_FTDC_BFC_PressTest 'v' -///权益反算 -#define THOST_FTDC_BFC_RemainCalc 'w' -///净持仓保证金指标 -#define THOST_FTDC_BFC_NetPositionInd 'x' -///风险预算 -#define THOST_FTDC_BFC_RiskPredict 'y' -///数据导出 -#define THOST_FTDC_BFC_DataExport 'z' -///风控指标设置 -#define THOST_FTDC_BFC_RiskTargetSetup 'A' -///行情预警 -#define THOST_FTDC_BFC_MarketDataWarn 'B' -///业务通知查询 -#define THOST_FTDC_BFC_QryBizNotice 'C' -///业务通知模板设置 -#define THOST_FTDC_BFC_CfgBizNotice 'D' -///同步动态令牌 -#define THOST_FTDC_BFC_SyncOTP 'E' -///发送业务通知 -#define THOST_FTDC_BFC_SendBizNotice 'F' -///风险级别标准设置 -#define THOST_FTDC_BFC_CfgRiskLevelStd 'G' -///交易终端应急功能 -#define THOST_FTDC_BFC_TbCommand 'H' -///删除未知单 -#define THOST_FTDC_BFC_DeleteOrder 'J' -///预埋报单插入 -#define THOST_FTDC_BFC_ParkedOrderInsert 'K' -///预埋报单操作 -#define THOST_FTDC_BFC_ParkedOrderAction 'L' -///资金不够仍允许行权 -#define THOST_FTDC_BFC_ExecOrderNoCheck 'M' -///指定 -#define THOST_FTDC_BFC_Designate 'N' -///证券处置 -#define THOST_FTDC_BFC_StockDisposal 'O' -///席位资金预警 -#define THOST_FTDC_BFC_BrokerDepositWarn 'Q' -///备兑不足预警 -#define THOST_FTDC_BFC_CoverWarn 'S' -///行权试算 -#define THOST_FTDC_BFC_PreExecOrder 'T' -///行权交收风险 -#define THOST_FTDC_BFC_ExecOrderRisk 'P' -///持仓限额预警 -#define THOST_FTDC_BFC_PosiLimitWarn 'U' -///持仓限额查询 -#define THOST_FTDC_BFC_QryPosiLimit 'V' -///银期签到签退 -#define THOST_FTDC_BFC_FBSign 'W' -///银期签约解约 -#define THOST_FTDC_BFC_FBAccount 'X' - -typedef char TThostFtdcBrokerFunctionCodeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrderActionStatusType是一个报单操作状态类型 -///////////////////////////////////////////////////////////////////////// -///已经提交 -#define THOST_FTDC_OAS_Submitted 'a' -///已经接受 -#define THOST_FTDC_OAS_Accepted 'b' -///已经被拒绝 -#define THOST_FTDC_OAS_Rejected 'c' - -typedef char TThostFtdcOrderActionStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrderStatusType是一个报单状态类型 -///////////////////////////////////////////////////////////////////////// -///全部成交 -#define THOST_FTDC_OST_AllTraded '0' -///部分成交还在队列中 -#define THOST_FTDC_OST_PartTradedQueueing '1' -///部分成交不在队列中 -#define THOST_FTDC_OST_PartTradedNotQueueing '2' -///未成交还在队列中 -#define THOST_FTDC_OST_NoTradeQueueing '3' -///未成交不在队列中 -#define THOST_FTDC_OST_NoTradeNotQueueing '4' -///撤单 -#define THOST_FTDC_OST_Canceled '5' -///未知 -#define THOST_FTDC_OST_Unknown 'a' -///尚未触发 -#define THOST_FTDC_OST_NotTouched 'b' -///已触发 -#define THOST_FTDC_OST_Touched 'c' - -typedef char TThostFtdcOrderStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrderSubmitStatusType是一个报单提交状态类型 -///////////////////////////////////////////////////////////////////////// -///已经提交 -#define THOST_FTDC_OSS_InsertSubmitted '0' -///撤单已经提交 -#define THOST_FTDC_OSS_CancelSubmitted '1' -///修改已经提交 -#define THOST_FTDC_OSS_ModifySubmitted '2' -///已经接受 -#define THOST_FTDC_OSS_Accepted '3' -///报单已经被拒绝 -#define THOST_FTDC_OSS_InsertRejected '4' -///撤单已经被拒绝 -#define THOST_FTDC_OSS_CancelRejected '5' -///改单已经被拒绝 -#define THOST_FTDC_OSS_ModifyRejected '6' - -typedef char TThostFtdcOrderSubmitStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPositionDateType是一个持仓日期类型 -///////////////////////////////////////////////////////////////////////// -///今日持仓 -#define THOST_FTDC_PSD_Today '1' -///历史持仓 -#define THOST_FTDC_PSD_History '2' - -typedef char TThostFtdcPositionDateType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPositionDateTypeType是一个持仓日期类型类型 -///////////////////////////////////////////////////////////////////////// -///使用历史持仓 -#define THOST_FTDC_PDT_UseHistory '1' -///不使用历史持仓 -#define THOST_FTDC_PDT_NoUseHistory '2' - -typedef char TThostFtdcPositionDateTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradingRoleType是一个交易角色类型 -///////////////////////////////////////////////////////////////////////// -///代理 -#define THOST_FTDC_ER_Broker '1' -///自营 -#define THOST_FTDC_ER_Host '2' -///做市商 -#define THOST_FTDC_ER_Maker '3' - -typedef char TThostFtdcTradingRoleType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProductClassType是一个产品类型类型 -///////////////////////////////////////////////////////////////////////// -///期货 -#define THOST_FTDC_PC_Futures '1' -///期货期权 -#define THOST_FTDC_PC_Options '2' -///组合 -#define THOST_FTDC_PC_Combination '3' -///即期 -#define THOST_FTDC_PC_Spot '4' -///期转现 -#define THOST_FTDC_PC_EFP '5' -///现货期权 -#define THOST_FTDC_PC_SpotOption '6' - -typedef char TThostFtdcProductClassType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInstLifePhaseType是一个合约生命周期状态类型 -///////////////////////////////////////////////////////////////////////// -///未上市 -#define THOST_FTDC_IP_NotStart '0' -///上市 -#define THOST_FTDC_IP_Started '1' -///停牌 -#define THOST_FTDC_IP_Pause '2' -///到期 -#define THOST_FTDC_IP_Expired '3' - -typedef char TThostFtdcInstLifePhaseType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDirectionType是一个买卖方向类型 -///////////////////////////////////////////////////////////////////////// -///买 -#define THOST_FTDC_D_Buy '0' -///卖 -#define THOST_FTDC_D_Sell '1' - -typedef char TThostFtdcDirectionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPositionTypeType是一个持仓类型类型 -///////////////////////////////////////////////////////////////////////// -///净持仓 -#define THOST_FTDC_PT_Net '1' -///综合持仓 -#define THOST_FTDC_PT_Gross '2' - -typedef char TThostFtdcPositionTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPosiDirectionType是一个持仓多空方向类型 -///////////////////////////////////////////////////////////////////////// -///净 -#define THOST_FTDC_PD_Net '1' -///多头 -#define THOST_FTDC_PD_Long '2' -///空头 -#define THOST_FTDC_PD_Short '3' - -typedef char TThostFtdcPosiDirectionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSysSettlementStatusType是一个系统结算状态类型 -///////////////////////////////////////////////////////////////////////// -///不活跃 -#define THOST_FTDC_SS_NonActive '1' -///启动 -#define THOST_FTDC_SS_Startup '2' -///操作 -#define THOST_FTDC_SS_Operating '3' -///结算 -#define THOST_FTDC_SS_Settlement '4' -///结算完成 -#define THOST_FTDC_SS_SettlementFinished '5' - -typedef char TThostFtdcSysSettlementStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRatioAttrType是一个费率属性类型 -///////////////////////////////////////////////////////////////////////// -///交易费率 -#define THOST_FTDC_RA_Trade '0' -///结算费率 -#define THOST_FTDC_RA_Settlement '1' - -typedef char TThostFtdcRatioAttrType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcHedgeFlagType是一个投机套保标志类型 -///////////////////////////////////////////////////////////////////////// -///投机 -#define THOST_FTDC_HF_Speculation '1' -///套利 -#define THOST_FTDC_HF_Arbitrage '2' -///套保 -#define THOST_FTDC_HF_Hedge '3' -///做市商 -#define THOST_FTDC_HF_MarketMaker '5' - -typedef char TThostFtdcHedgeFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBillHedgeFlagType是一个投机套保标志类型 -///////////////////////////////////////////////////////////////////////// -///投机 -#define THOST_FTDC_BHF_Speculation '1' -///套利 -#define THOST_FTDC_BHF_Arbitrage '2' -///套保 -#define THOST_FTDC_BHF_Hedge '3' - -typedef char TThostFtdcBillHedgeFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClientIDTypeType是一个交易编码类型类型 -///////////////////////////////////////////////////////////////////////// -///投机 -#define THOST_FTDC_CIDT_Speculation '1' -///套利 -#define THOST_FTDC_CIDT_Arbitrage '2' -///套保 -#define THOST_FTDC_CIDT_Hedge '3' -///做市商 -#define THOST_FTDC_CIDT_MarketMaker '5' - -typedef char TThostFtdcClientIDTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrderPriceTypeType是一个报单价格条件类型 -///////////////////////////////////////////////////////////////////////// -///任意价 -#define THOST_FTDC_OPT_AnyPrice '1' -///限价 -#define THOST_FTDC_OPT_LimitPrice '2' -///最优价 -#define THOST_FTDC_OPT_BestPrice '3' -///最新价 -#define THOST_FTDC_OPT_LastPrice '4' -///最新价浮动上浮1个ticks -#define THOST_FTDC_OPT_LastPricePlusOneTicks '5' -///最新价浮动上浮2个ticks -#define THOST_FTDC_OPT_LastPricePlusTwoTicks '6' -///最新价浮动上浮3个ticks -#define THOST_FTDC_OPT_LastPricePlusThreeTicks '7' -///卖一价 -#define THOST_FTDC_OPT_AskPrice1 '8' -///卖一价浮动上浮1个ticks -#define THOST_FTDC_OPT_AskPrice1PlusOneTicks '9' -///卖一价浮动上浮2个ticks -#define THOST_FTDC_OPT_AskPrice1PlusTwoTicks 'A' -///卖一价浮动上浮3个ticks -#define THOST_FTDC_OPT_AskPrice1PlusThreeTicks 'B' -///买一价 -#define THOST_FTDC_OPT_BidPrice1 'C' -///买一价浮动上浮1个ticks -#define THOST_FTDC_OPT_BidPrice1PlusOneTicks 'D' -///买一价浮动上浮2个ticks -#define THOST_FTDC_OPT_BidPrice1PlusTwoTicks 'E' -///买一价浮动上浮3个ticks -#define THOST_FTDC_OPT_BidPrice1PlusThreeTicks 'F' -///五档价 -#define THOST_FTDC_OPT_FiveLevelPrice 'G' - -typedef char TThostFtdcOrderPriceTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOffsetFlagType是一个开平标志类型 -///////////////////////////////////////////////////////////////////////// -///开仓 -#define THOST_FTDC_OF_Open '0' -///平仓 -#define THOST_FTDC_OF_Close '1' -///强平 -#define THOST_FTDC_OF_ForceClose '2' -///平今 -#define THOST_FTDC_OF_CloseToday '3' -///平昨 -#define THOST_FTDC_OF_CloseYesterday '4' -///强减 -#define THOST_FTDC_OF_ForceOff '5' -///本地强平 -#define THOST_FTDC_OF_LocalForceClose '6' - -typedef char TThostFtdcOffsetFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcForceCloseReasonType是一个强平原因类型 -///////////////////////////////////////////////////////////////////////// -///非强平 -#define THOST_FTDC_FCC_NotForceClose '0' -///资金不足 -#define THOST_FTDC_FCC_LackDeposit '1' -///客户超仓 -#define THOST_FTDC_FCC_ClientOverPositionLimit '2' -///会员超仓 -#define THOST_FTDC_FCC_MemberOverPositionLimit '3' -///持仓非整数倍 -#define THOST_FTDC_FCC_NotMultiple '4' -///违规 -#define THOST_FTDC_FCC_Violation '5' -///其它 -#define THOST_FTDC_FCC_Other '6' -///自然人临近交割 -#define THOST_FTDC_FCC_PersonDeliv '7' - -typedef char TThostFtdcForceCloseReasonType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrderTypeType是一个报单类型类型 -///////////////////////////////////////////////////////////////////////// -///正常 -#define THOST_FTDC_ORDT_Normal '0' -///报价衍生 -#define THOST_FTDC_ORDT_DeriveFromQuote '1' -///组合衍生 -#define THOST_FTDC_ORDT_DeriveFromCombination '2' -///组合报单 -#define THOST_FTDC_ORDT_Combination '3' -///条件单 -#define THOST_FTDC_ORDT_ConditionalOrder '4' -///互换单 -#define THOST_FTDC_ORDT_Swap '5' - -typedef char TThostFtdcOrderTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTimeConditionType是一个有效期类型类型 -///////////////////////////////////////////////////////////////////////// -///立即完成，否则撤销 -#define THOST_FTDC_TC_IOC '1' -///本节有效 -#define THOST_FTDC_TC_GFS '2' -///当日有效 -#define THOST_FTDC_TC_GFD '3' -///指定日期前有效 -#define THOST_FTDC_TC_GTD '4' -///撤销前有效 -#define THOST_FTDC_TC_GTC '5' -///集合竞价有效 -#define THOST_FTDC_TC_GFA '6' - -typedef char TThostFtdcTimeConditionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcVolumeConditionType是一个成交量类型类型 -///////////////////////////////////////////////////////////////////////// -///任何数量 -#define THOST_FTDC_VC_AV '1' -///最小数量 -#define THOST_FTDC_VC_MV '2' -///全部数量 -#define THOST_FTDC_VC_CV '3' - -typedef char TThostFtdcVolumeConditionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcContingentConditionType是一个触发条件类型 -///////////////////////////////////////////////////////////////////////// -///立即 -#define THOST_FTDC_CC_Immediately '1' -///止损 -#define THOST_FTDC_CC_Touch '2' -///止赢 -#define THOST_FTDC_CC_TouchProfit '3' -///预埋单 -#define THOST_FTDC_CC_ParkedOrder '4' -///最新价大于条件价 -#define THOST_FTDC_CC_LastPriceGreaterThanStopPrice '5' -///最新价大于等于条件价 -#define THOST_FTDC_CC_LastPriceGreaterEqualStopPrice '6' -///最新价小于条件价 -#define THOST_FTDC_CC_LastPriceLesserThanStopPrice '7' -///最新价小于等于条件价 -#define THOST_FTDC_CC_LastPriceLesserEqualStopPrice '8' -///卖一价大于条件价 -#define THOST_FTDC_CC_AskPriceGreaterThanStopPrice '9' -///卖一价大于等于条件价 -#define THOST_FTDC_CC_AskPriceGreaterEqualStopPrice 'A' -///卖一价小于条件价 -#define THOST_FTDC_CC_AskPriceLesserThanStopPrice 'B' -///卖一价小于等于条件价 -#define THOST_FTDC_CC_AskPriceLesserEqualStopPrice 'C' -///买一价大于条件价 -#define THOST_FTDC_CC_BidPriceGreaterThanStopPrice 'D' -///买一价大于等于条件价 -#define THOST_FTDC_CC_BidPriceGreaterEqualStopPrice 'E' -///买一价小于条件价 -#define THOST_FTDC_CC_BidPriceLesserThanStopPrice 'F' -///买一价小于等于条件价 -#define THOST_FTDC_CC_BidPriceLesserEqualStopPrice 'H' - -typedef char TThostFtdcContingentConditionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcActionFlagType是一个操作标志类型 -///////////////////////////////////////////////////////////////////////// -///删除 -#define THOST_FTDC_AF_Delete '0' -///修改 -#define THOST_FTDC_AF_Modify '3' - -typedef char TThostFtdcActionFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradingRightType是一个交易权限类型 -///////////////////////////////////////////////////////////////////////// -///可以交易 -#define THOST_FTDC_TR_Allow '0' -///只能平仓 -#define THOST_FTDC_TR_CloseOnly '1' -///不能交易 -#define THOST_FTDC_TR_Forbidden '2' - -typedef char TThostFtdcTradingRightType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrderSourceType是一个报单来源类型 -///////////////////////////////////////////////////////////////////////// -///来自参与者 -#define THOST_FTDC_OSRC_Participant '0' -///来自管理员 -#define THOST_FTDC_OSRC_Administrator '1' - -typedef char TThostFtdcOrderSourceType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeTypeType是一个成交类型类型 -///////////////////////////////////////////////////////////////////////// -///组合持仓拆分为单一持仓,初始化不应包含该类型的持仓 -#define THOST_FTDC_TRDT_SplitCombination '#' -///普通成交 -#define THOST_FTDC_TRDT_Common '0' -///期权执行 -#define THOST_FTDC_TRDT_OptionsExecution '1' -///OTC成交 -#define THOST_FTDC_TRDT_OTC '2' -///期转现衍生成交 -#define THOST_FTDC_TRDT_EFPDerived '3' -///组合衍生成交 -#define THOST_FTDC_TRDT_CombinationDerived '4' - -typedef char TThostFtdcTradeTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPriceSourceType是一个成交价来源类型 -///////////////////////////////////////////////////////////////////////// -///前成交价 -#define THOST_FTDC_PSRC_LastPrice '0' -///买委托价 -#define THOST_FTDC_PSRC_Buy '1' -///卖委托价 -#define THOST_FTDC_PSRC_Sell '2' - -typedef char TThostFtdcPriceSourceType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInstrumentStatusType是一个合约交易状态类型 -///////////////////////////////////////////////////////////////////////// -///开盘前 -#define THOST_FTDC_IS_BeforeTrading '0' -///非交易 -#define THOST_FTDC_IS_NoTrading '1' -///连续交易 -#define THOST_FTDC_IS_Continous '2' -///集合竞价报单 -#define THOST_FTDC_IS_AuctionOrdering '3' -///集合竞价价格平衡 -#define THOST_FTDC_IS_AuctionBalance '4' -///集合竞价撮合 -#define THOST_FTDC_IS_AuctionMatch '5' -///收盘 -#define THOST_FTDC_IS_Closed '6' - -typedef char TThostFtdcInstrumentStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInstStatusEnterReasonType是一个品种进入交易状态原因类型 -///////////////////////////////////////////////////////////////////////// -///自动切换 -#define THOST_FTDC_IER_Automatic '1' -///手动切换 -#define THOST_FTDC_IER_Manual '2' -///熔断 -#define THOST_FTDC_IER_Fuse '3' - -typedef char TThostFtdcInstStatusEnterReasonType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrderActionRefType是一个报单操作引用类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcOrderActionRefType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInstallCountType是一个安装数量类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcInstallCountType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInstallIDType是一个安装编号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcInstallIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcErrorIDType是一个错误代码类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcErrorIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSettlementIDType是一个结算编号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcSettlementIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcVolumeType是一个数量类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcVolumeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFrontIDType是一个前置编号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcFrontIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSessionIDType是一个会话编号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcSessionIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSequenceNoType是一个序号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcSequenceNoType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCommandNoType是一个DB命令序号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcCommandNoType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMillisecType是一个时间（毫秒）类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcMillisecType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcVolumeMultipleType是一个合约数量乘数类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcVolumeMultipleType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradingSegmentSNType是一个交易阶段编号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcTradingSegmentSNType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRequestIDType是一个请求编号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcRequestIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcYearType是一个年份类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcYearType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMonthType是一个月份类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcMonthType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBoolType是一个布尔型类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcBoolType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPriceType是一个价格类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcPriceType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCombOffsetFlagType是一个组合开平标志类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCombOffsetFlagType[5]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCombHedgeFlagType是一个组合投机套保标志类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCombHedgeFlagType[5]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRatioType是一个比率类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcRatioType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMoneyType是一个资金类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcMoneyType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLargeVolumeType是一个大额数量类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcLargeVolumeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSequenceSeriesType是一个序列系列号类型 -///////////////////////////////////////////////////////////////////////// -typedef short TThostFtdcSequenceSeriesType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCommPhaseNoType是一个通讯时段编号类型 -///////////////////////////////////////////////////////////////////////// -typedef short TThostFtdcCommPhaseNoType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSequenceLabelType是一个序列编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSequenceLabelType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUnderlyingMultipleType是一个基础商品乘数类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcUnderlyingMultipleType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPriorityType是一个优先级类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcPriorityType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcContractCodeType是一个合同编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcContractCodeType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCityType是一个市类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCityType[51]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcIsStockType是一个是否股民类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcIsStockType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcChannelType是一个渠道类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcChannelType[51]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAddressType是一个通讯地址类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAddressType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcZipCodeType是一个邮政编码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcZipCodeType[7]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTelephoneType是一个联系电话类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTelephoneType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFaxType是一个传真类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFaxType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMobileType是一个手机类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcMobileType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcEMailType是一个电子邮件类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcEMailType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMemoType是一个备注类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcMemoType[161]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCompanyCodeType是一个企业代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCompanyCodeType[51]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcWebsiteType是一个网站地址类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcWebsiteType[51]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTaxNoType是一个税务登记号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTaxNoType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBatchStatusType是一个处理状态类型 -///////////////////////////////////////////////////////////////////////// -///未上传 -#define THOST_FTDC_BS_NoUpload '1' -///已上传 -#define THOST_FTDC_BS_Uploaded '2' -///审核失败 -#define THOST_FTDC_BS_Failed '3' - -typedef char TThostFtdcBatchStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPropertyIDType是一个属性代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPropertyIDType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPropertyNameType是一个属性名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPropertyNameType[65]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLicenseNoType是一个营业执照号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcLicenseNoType[51]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAgentIDType是一个经纪人代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAgentIDType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAgentNameType是一个经纪人名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAgentNameType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAgentGroupIDType是一个经纪人组代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAgentGroupIDType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAgentGroupNameType是一个经纪人组名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAgentGroupNameType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcReturnStyleType是一个按品种返还方式类型 -///////////////////////////////////////////////////////////////////////// -///按所有品种 -#define THOST_FTDC_RS_All '1' -///按品种 -#define THOST_FTDC_RS_ByProduct '2' - -typedef char TThostFtdcReturnStyleType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcReturnPatternType是一个返还模式类型 -///////////////////////////////////////////////////////////////////////// -///按成交手数 -#define THOST_FTDC_RP_ByVolume '1' -///按留存手续费 -#define THOST_FTDC_RP_ByFeeOnHand '2' - -typedef char TThostFtdcReturnPatternType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcReturnLevelType是一个返还级别类型 -///////////////////////////////////////////////////////////////////////// -///级别1 -#define THOST_FTDC_RL_Level1 '1' -///级别2 -#define THOST_FTDC_RL_Level2 '2' -///级别3 -#define THOST_FTDC_RL_Level3 '3' -///级别4 -#define THOST_FTDC_RL_Level4 '4' -///级别5 -#define THOST_FTDC_RL_Level5 '5' -///级别6 -#define THOST_FTDC_RL_Level6 '6' -///级别7 -#define THOST_FTDC_RL_Level7 '7' -///级别8 -#define THOST_FTDC_RL_Level8 '8' -///级别9 -#define THOST_FTDC_RL_Level9 '9' - -typedef char TThostFtdcReturnLevelType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcReturnStandardType是一个返还标准类型 -///////////////////////////////////////////////////////////////////////// -///分阶段返还 -#define THOST_FTDC_RSD_ByPeriod '1' -///按某一标准 -#define THOST_FTDC_RSD_ByStandard '2' - -typedef char TThostFtdcReturnStandardType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMortgageTypeType是一个质押类型类型 -///////////////////////////////////////////////////////////////////////// -///质出 -#define THOST_FTDC_MT_Out '0' -///质入 -#define THOST_FTDC_MT_In '1' - -typedef char TThostFtdcMortgageTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvestorSettlementParamIDType是一个投资者结算参数代码类型 -///////////////////////////////////////////////////////////////////////// -///质押比例 -#define THOST_FTDC_ISPI_MortgageRatio '4' -///保证金算法 -#define THOST_FTDC_ISPI_MarginWay '5' -///结算单结存是否包含质押 -#define THOST_FTDC_ISPI_BillDeposit '9' - -typedef char TThostFtdcInvestorSettlementParamIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExchangeSettlementParamIDType是一个交易所结算参数代码类型 -///////////////////////////////////////////////////////////////////////// -///质押比例 -#define THOST_FTDC_ESPI_MortgageRatio '1' -///分项资金导入项 -#define THOST_FTDC_ESPI_OtherFundItem '2' -///分项资金入交易所出入金 -#define THOST_FTDC_ESPI_OtherFundImport '3' -///中金所开户最低可用金额 -#define THOST_FTDC_ESPI_CFFEXMinPrepa '6' -///郑商所结算方式 -#define THOST_FTDC_ESPI_CZCESettlementType '7' -///交易所交割手续费收取方式 -#define THOST_FTDC_ESPI_ExchDelivFeeMode '9' -///投资者交割手续费收取方式 -#define THOST_FTDC_ESPI_DelivFeeMode '0' -///郑商所组合持仓保证金收取方式 -#define THOST_FTDC_ESPI_CZCEComMarginType 'A' -///大商所套利保证金是否优惠 -#define THOST_FTDC_ESPI_DceComMarginType 'B' -///虚值期权保证金优惠比率 -#define THOST_FTDC_ESPI_OptOutDisCountRate 'a' -///最低保障系数 -#define THOST_FTDC_ESPI_OptMiniGuarantee 'b' - -typedef char TThostFtdcExchangeSettlementParamIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSystemParamIDType是一个系统参数代码类型 -///////////////////////////////////////////////////////////////////////// -///投资者代码最小长度 -#define THOST_FTDC_SPI_InvestorIDMinLength '1' -///投资者帐号代码最小长度 -#define THOST_FTDC_SPI_AccountIDMinLength '2' -///投资者开户默认登录权限 -#define THOST_FTDC_SPI_UserRightLogon '3' -///投资者交易结算单成交汇总方式 -#define THOST_FTDC_SPI_SettlementBillTrade '4' -///统一开户更新交易编码方式 -#define THOST_FTDC_SPI_TradingCode '5' -///结算是否判断存在未复核的出入金和分项资金 -#define THOST_FTDC_SPI_CheckFund '6' -///是否启用手续费模板数据权限 -#define THOST_FTDC_SPI_CommModelRight '7' -///是否启用保证金率模板数据权限 -#define THOST_FTDC_SPI_MarginModelRight '9' -///是否规范用户才能激活 -#define THOST_FTDC_SPI_IsStandardActive '8' -///上传的交易所结算文件路径 -#define THOST_FTDC_SPI_UploadSettlementFile 'U' -///上报保证金监控中心文件路径 -#define THOST_FTDC_SPI_DownloadCSRCFile 'D' -///生成的结算单文件路径 -#define THOST_FTDC_SPI_SettlementBillFile 'S' -///证监会文件标识 -#define THOST_FTDC_SPI_CSRCOthersFile 'C' -///投资者照片路径 -#define THOST_FTDC_SPI_InvestorPhoto 'P' -///全结经纪公司上传文件路径 -#define THOST_FTDC_SPI_CSRCData 'R' -///开户密码录入方式 -#define THOST_FTDC_SPI_InvestorPwdModel 'I' -///投资者中金所结算文件下载路径 -#define THOST_FTDC_SPI_CFFEXInvestorSettleFile 'F' -///投资者代码编码方式 -#define THOST_FTDC_SPI_InvestorIDType 'a' -///休眠户最高权益 -#define THOST_FTDC_SPI_FreezeMaxReMain 'r' -///手续费相关操作实时上场开关 -#define THOST_FTDC_SPI_IsSync 'A' -///解除开仓权限限制 -#define THOST_FTDC_SPI_RelieveOpenLimit 'O' -///是否规范用户才能休眠 -#define THOST_FTDC_SPI_IsStandardFreeze 'X' -///郑商所是否开放所有品种套保交易 -#define THOST_FTDC_SPI_CZCENormalProductHedge 'B' - -typedef char TThostFtdcSystemParamIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeParamIDType是一个交易系统参数代码类型 -///////////////////////////////////////////////////////////////////////// -///系统加密算法 -#define THOST_FTDC_TPID_EncryptionStandard 'E' -///系统风险算法 -#define THOST_FTDC_TPID_RiskMode 'R' -///系统风险算法是否全局 0-否 1-是 -#define THOST_FTDC_TPID_RiskModeGlobal 'G' -///密码加密算法 -#define THOST_FTDC_TPID_modeEncode 'P' -///价格小数位数参数 -#define THOST_FTDC_TPID_tickMode 'T' -///用户最大会话数 -#define THOST_FTDC_TPID_SingleUserSessionMaxNum 'S' -///最大连续登录失败数 -#define THOST_FTDC_TPID_LoginFailMaxNum 'L' -///是否强制认证 -#define THOST_FTDC_TPID_IsAuthForce 'A' -///是否冻结证券持仓 -#define THOST_FTDC_TPID_IsPosiFreeze 'F' -///是否限仓 -#define THOST_FTDC_TPID_IsPosiLimit 'M' -///郑商所询价时间间隔 -#define THOST_FTDC_TPID_ForQuoteTimeInterval 'Q' -///是否期货限仓 -#define THOST_FTDC_TPID_IsFuturePosiLimit 'B' -///是否期货下单频率限制 -#define THOST_FTDC_TPID_IsFutureOrderFreq 'C' -///行权冻结是否计算盈利 -#define THOST_FTDC_TPID_IsExecOrderProfit 'H' -///银期开户是否验证开户银行卡号是否是预留银行账户 -#define THOST_FTDC_TPID_IsCheckBankAcc 'I' -///弱密码最后修改日期 -#define THOST_FTDC_TPID_PasswordDeadLine 'J' -///强密码校验 -#define THOST_FTDC_TPID_IsStrongPassword 'K' -///自有资金质押比 -#define THOST_FTDC_TPID_BalanceMorgage 'a' -///最小密码长度 -#define THOST_FTDC_TPID_MinPwdLen 'O' -///IP当日最大登陆失败次数 -#define THOST_FTDC_TPID_LoginFailMaxNumForIP 'U' -///密码有效期 -#define THOST_FTDC_TPID_PasswordPeriod 'V' - -typedef char TThostFtdcTradeParamIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSettlementParamValueType是一个参数代码值类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSettlementParamValueType[256]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCounterIDType是一个计数器代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCounterIDType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvestorGroupNameType是一个投资者分组名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInvestorGroupNameType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBrandCodeType是一个牌号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBrandCodeType[257]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcWarehouseType是一个仓库类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcWarehouseType[257]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProductDateType是一个产期类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcProductDateType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcGradeType是一个等级类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcGradeType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClassifyType是一个类别类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcClassifyType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPositionType是一个货位类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPositionType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcYieldlyType是一个产地类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcYieldlyType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcWeightType是一个公定重量类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcWeightType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSubEntryFundNoType是一个分项资金流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcSubEntryFundNoType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFileIDType是一个文件标识类型 -///////////////////////////////////////////////////////////////////////// -///资金数据 -#define THOST_FTDC_FI_SettlementFund 'F' -///成交数据 -#define THOST_FTDC_FI_Trade 'T' -///投资者持仓数据 -#define THOST_FTDC_FI_InvestorPosition 'P' -///投资者分项资金数据 -#define THOST_FTDC_FI_SubEntryFund 'O' -///组合持仓数据 -#define THOST_FTDC_FI_CZCECombinationPos 'C' -///上报保证金监控中心数据 -#define THOST_FTDC_FI_CSRCData 'R' -///郑商所平仓了结数据 -#define THOST_FTDC_FI_CZCEClose 'L' -///郑商所非平仓了结数据 -#define THOST_FTDC_FI_CZCENoClose 'N' -///持仓明细数据 -#define THOST_FTDC_FI_PositionDtl 'D' -///期权执行文件 -#define THOST_FTDC_FI_OptionStrike 'S' -///结算价比对文件 -#define THOST_FTDC_FI_SettlementPriceComparison 'M' -///上期所非持仓变动明细 -#define THOST_FTDC_FI_NonTradePosChange 'B' - -typedef char TThostFtdcFileIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFileNameType是一个文件名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFileNameType[257]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFileTypeType是一个文件上传类型类型 -///////////////////////////////////////////////////////////////////////// -///结算 -#define THOST_FTDC_FUT_Settlement '0' -///核对 -#define THOST_FTDC_FUT_Check '1' - -typedef char TThostFtdcFileTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFileFormatType是一个文件格式类型 -///////////////////////////////////////////////////////////////////////// -///文本文件(.txt) -#define THOST_FTDC_FFT_Txt '0' -///压缩文件(.zip) -#define THOST_FTDC_FFT_Zip '1' -///DBF文件(.dbf) -#define THOST_FTDC_FFT_DBF '2' - -typedef char TThostFtdcFileFormatType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFileUploadStatusType是一个文件状态类型 -///////////////////////////////////////////////////////////////////////// -///上传成功 -#define THOST_FTDC_FUS_SucceedUpload '1' -///上传失败 -#define THOST_FTDC_FUS_FailedUpload '2' -///导入成功 -#define THOST_FTDC_FUS_SucceedLoad '3' -///导入部分成功 -#define THOST_FTDC_FUS_PartSucceedLoad '4' -///导入失败 -#define THOST_FTDC_FUS_FailedLoad '5' - -typedef char TThostFtdcFileUploadStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTransferDirectionType是一个移仓方向类型 -///////////////////////////////////////////////////////////////////////// -///移出 -#define THOST_FTDC_TD_Out '0' -///移入 -#define THOST_FTDC_TD_In '1' - -typedef char TThostFtdcTransferDirectionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUploadModeType是一个上传文件类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUploadModeType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAccountIDType是一个投资者帐号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAccountIDType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankFlagType是一个银行统一标识类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankFlagType[4]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankAccountType是一个银行账户类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankAccountType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOpenNameType是一个银行账户的开户人名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOpenNameType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOpenBankType是一个银行账户的开户行类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOpenBankType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankNameType是一个银行名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankNameType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPublishPathType是一个发布路径类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPublishPathType[257]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOperatorIDType是一个操作员代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOperatorIDType[65]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMonthCountType是一个月份数量类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcMonthCountType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAdvanceMonthArrayType是一个月份提前数组类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAdvanceMonthArrayType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDateExprType是一个日期表达式类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcDateExprType[1025]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInstrumentIDExprType是一个合约代码表达式类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInstrumentIDExprType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInstrumentNameExprType是一个合约名称表达式类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInstrumentNameExprType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSpecialCreateRuleType是一个特殊的创建规则类型 -///////////////////////////////////////////////////////////////////////// -///没有特殊创建规则 -#define THOST_FTDC_SC_NoSpecialRule '0' -///不包含春节 -#define THOST_FTDC_SC_NoSpringFestival '1' - -typedef char TThostFtdcSpecialCreateRuleType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBasisPriceTypeType是一个挂牌基准价类型类型 -///////////////////////////////////////////////////////////////////////// -///上一合约结算价 -#define THOST_FTDC_IPT_LastSettlement '1' -///上一合约收盘价 -#define THOST_FTDC_IPT_LaseClose '2' - -typedef char TThostFtdcBasisPriceTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProductLifePhaseType是一个产品生命周期状态类型 -///////////////////////////////////////////////////////////////////////// -///活跃 -#define THOST_FTDC_PLP_Active '1' -///不活跃 -#define THOST_FTDC_PLP_NonActive '2' -///注销 -#define THOST_FTDC_PLP_Canceled '3' - -typedef char TThostFtdcProductLifePhaseType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDeliveryModeType是一个交割方式类型 -///////////////////////////////////////////////////////////////////////// -///现金交割 -#define THOST_FTDC_DM_CashDeliv '1' -///实物交割 -#define THOST_FTDC_DM_CommodityDeliv '2' - -typedef char TThostFtdcDeliveryModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLogLevelType是一个日志级别类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcLogLevelType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProcessNameType是一个存储过程名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcProcessNameType[257]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOperationMemoType是一个操作摘要类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOperationMemoType[1025]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFundIOTypeType是一个出入金类型类型 -///////////////////////////////////////////////////////////////////////// -///出入金 -#define THOST_FTDC_FIOT_FundIO '1' -///银期转帐 -#define THOST_FTDC_FIOT_Transfer '2' -///银期换汇 -#define THOST_FTDC_FIOT_SwapCurrency '3' - -typedef char TThostFtdcFundIOTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFundTypeType是一个资金类型类型 -///////////////////////////////////////////////////////////////////////// -///银行存款 -#define THOST_FTDC_FT_Deposite '1' -///分项资金 -#define THOST_FTDC_FT_ItemFund '2' -///公司调整 -#define THOST_FTDC_FT_Company '3' -///资金内转 -#define THOST_FTDC_FT_InnerTransfer '4' - -typedef char TThostFtdcFundTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFundDirectionType是一个出入金方向类型 -///////////////////////////////////////////////////////////////////////// -///入金 -#define THOST_FTDC_FD_In '1' -///出金 -#define THOST_FTDC_FD_Out '2' - -typedef char TThostFtdcFundDirectionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFundStatusType是一个资金状态类型 -///////////////////////////////////////////////////////////////////////// -///已录入 -#define THOST_FTDC_FS_Record '1' -///已复核 -#define THOST_FTDC_FS_Check '2' -///已冲销 -#define THOST_FTDC_FS_Charge '3' - -typedef char TThostFtdcFundStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBillNoType是一个票据号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBillNoType[15]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBillNameType是一个票据名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBillNameType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPublishStatusType是一个发布状态类型 -///////////////////////////////////////////////////////////////////////// -///未发布 -#define THOST_FTDC_PS_None '1' -///正在发布 -#define THOST_FTDC_PS_Publishing '2' -///已发布 -#define THOST_FTDC_PS_Published '3' - -typedef char TThostFtdcPublishStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcEnumValueIDType是一个枚举值代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcEnumValueIDType[65]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcEnumValueTypeType是一个枚举值类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcEnumValueTypeType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcEnumValueLabelType是一个枚举值名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcEnumValueLabelType[65]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcEnumValueResultType是一个枚举值结果类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcEnumValueResultType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSystemStatusType是一个系统状态类型 -///////////////////////////////////////////////////////////////////////// -///不活跃 -#define THOST_FTDC_ES_NonActive '1' -///启动 -#define THOST_FTDC_ES_Startup '2' -///交易开始初始化 -#define THOST_FTDC_ES_Initialize '3' -///交易完成初始化 -#define THOST_FTDC_ES_Initialized '4' -///收市开始 -#define THOST_FTDC_ES_Close '5' -///收市完成 -#define THOST_FTDC_ES_Closed '6' -///结算 -#define THOST_FTDC_ES_Settlement '7' - -typedef char TThostFtdcSystemStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSettlementStatusType是一个结算状态类型 -///////////////////////////////////////////////////////////////////////// -///初始 -#define THOST_FTDC_STS_Initialize '0' -///结算中 -#define THOST_FTDC_STS_Settlementing '1' -///已结算 -#define THOST_FTDC_STS_Settlemented '2' -///结算完成 -#define THOST_FTDC_STS_Finished '3' - -typedef char TThostFtdcSettlementStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRangeIntTypeType是一个限定值类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRangeIntTypeType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRangeIntFromType是一个限定值下限类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRangeIntFromType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRangeIntToType是一个限定值上限类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRangeIntToType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFunctionIDType是一个功能代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFunctionIDType[25]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFunctionValueCodeType是一个功能编码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFunctionValueCodeType[257]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFunctionNameType是一个功能名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFunctionNameType[65]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRoleIDType是一个角色编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRoleIDType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRoleNameType是一个角色名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRoleNameType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDescriptionType是一个描述类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcDescriptionType[401]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCombineIDType是一个组合编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCombineIDType[25]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCombineTypeType是一个组合类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCombineTypeType[25]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvestorTypeType是一个投资者类型类型 -///////////////////////////////////////////////////////////////////////// -///自然人 -#define THOST_FTDC_CT_Person '0' -///法人 -#define THOST_FTDC_CT_Company '1' -///投资基金 -#define THOST_FTDC_CT_Fund '2' -///特殊法人 -#define THOST_FTDC_CT_SpecialOrgan '3' -///资管户 -#define THOST_FTDC_CT_Asset '4' - -typedef char TThostFtdcInvestorTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBrokerTypeType是一个经纪公司类型类型 -///////////////////////////////////////////////////////////////////////// -///交易会员 -#define THOST_FTDC_BT_Trade '0' -///交易结算会员 -#define THOST_FTDC_BT_TradeSettle '1' - -typedef char TThostFtdcBrokerTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRiskLevelType是一个风险等级类型 -///////////////////////////////////////////////////////////////////////// -///低风险客户 -#define THOST_FTDC_FAS_Low '1' -///普通客户 -#define THOST_FTDC_FAS_Normal '2' -///关注客户 -#define THOST_FTDC_FAS_Focus '3' -///风险客户 -#define THOST_FTDC_FAS_Risk '4' - -typedef char TThostFtdcRiskLevelType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFeeAcceptStyleType是一个手续费收取方式类型 -///////////////////////////////////////////////////////////////////////// -///按交易收取 -#define THOST_FTDC_FAS_ByTrade '1' -///按交割收取 -#define THOST_FTDC_FAS_ByDeliv '2' -///不收 -#define THOST_FTDC_FAS_None '3' -///按指定手续费收取 -#define THOST_FTDC_FAS_FixFee '4' - -typedef char TThostFtdcFeeAcceptStyleType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPasswordTypeType是一个密码类型类型 -///////////////////////////////////////////////////////////////////////// -///交易密码 -#define THOST_FTDC_PWDT_Trade '1' -///资金密码 -#define THOST_FTDC_PWDT_Account '2' - -typedef char TThostFtdcPasswordTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAlgorithmType是一个盈亏算法类型 -///////////////////////////////////////////////////////////////////////// -///浮盈浮亏都计算 -#define THOST_FTDC_AG_All '1' -///浮盈不计，浮亏计 -#define THOST_FTDC_AG_OnlyLost '2' -///浮盈计，浮亏不计 -#define THOST_FTDC_AG_OnlyGain '3' -///浮盈浮亏都不计算 -#define THOST_FTDC_AG_None '4' - -typedef char TThostFtdcAlgorithmType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcIncludeCloseProfitType是一个是否包含平仓盈利类型 -///////////////////////////////////////////////////////////////////////// -///包含平仓盈利 -#define THOST_FTDC_ICP_Include '0' -///不包含平仓盈利 -#define THOST_FTDC_ICP_NotInclude '2' - -typedef char TThostFtdcIncludeCloseProfitType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAllWithoutTradeType是一个是否受可提比例限制类型 -///////////////////////////////////////////////////////////////////////// -///无仓无成交不受可提比例限制 -#define THOST_FTDC_AWT_Enable '0' -///受可提比例限制 -#define THOST_FTDC_AWT_Disable '2' -///无仓不受可提比例限制 -#define THOST_FTDC_AWT_NoHoldEnable '3' - -typedef char TThostFtdcAllWithoutTradeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCommentType是一个盈亏算法说明类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCommentType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcVersionType是一个版本号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcVersionType[4]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeCodeType是一个交易代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTradeCodeType[7]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeDateType是一个交易日期类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTradeDateType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeTimeType是一个交易时间类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTradeTimeType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeSerialType是一个发起方流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTradeSerialType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeSerialNoType是一个发起方流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcTradeSerialNoType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFutureIDType是一个期货公司代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFutureIDType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankIDType是一个银行代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankIDType[4]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankBrchIDType是一个银行分中心代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankBrchIDType[5]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankBranchIDType是一个分中心代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankBranchIDType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOperNoType是一个交易柜员类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOperNoType[17]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDeviceIDType是一个渠道标志类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcDeviceIDType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRecordNumType是一个记录数类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRecordNumType[7]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFutureAccountType是一个期货资金账号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFutureAccountType[22]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFuturePwdFlagType是一个资金密码核对标志类型 -///////////////////////////////////////////////////////////////////////// -///不核对 -#define THOST_FTDC_FPWD_UnCheck '0' -///核对 -#define THOST_FTDC_FPWD_Check '1' - -typedef char TThostFtdcFuturePwdFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTransferTypeType是一个银期转账类型类型 -///////////////////////////////////////////////////////////////////////// -///银行转期货 -#define THOST_FTDC_TT_BankToFuture '0' -///期货转银行 -#define THOST_FTDC_TT_FutureToBank '1' - -typedef char TThostFtdcTransferTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFutureAccPwdType是一个期货资金密码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFutureAccPwdType[17]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCurrencyCodeType是一个币种类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCurrencyCodeType[4]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRetCodeType是一个响应代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRetCodeType[5]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRetInfoType是一个响应信息类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRetInfoType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeAmtType是一个银行总余额类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTradeAmtType[20]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUseAmtType是一个银行可用余额类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUseAmtType[20]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFetchAmtType是一个银行可取余额类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFetchAmtType[20]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTransferValidFlagType是一个转账有效标志类型 -///////////////////////////////////////////////////////////////////////// -///无效或失败 -#define THOST_FTDC_TVF_Invalid '0' -///有效 -#define THOST_FTDC_TVF_Valid '1' -///冲正 -#define THOST_FTDC_TVF_Reverse '2' - -typedef char TThostFtdcTransferValidFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCertCodeType是一个证件号码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCertCodeType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcReasonType是一个事由类型 -///////////////////////////////////////////////////////////////////////// -///错单 -#define THOST_FTDC_RN_CD '0' -///资金在途 -#define THOST_FTDC_RN_ZT '1' -///其它 -#define THOST_FTDC_RN_QT '2' - -typedef char TThostFtdcReasonType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFundProjectIDType是一个资金项目编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFundProjectIDType[5]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSexType是一个性别类型 -///////////////////////////////////////////////////////////////////////// -///未知 -#define THOST_FTDC_SEX_None '0' -///男 -#define THOST_FTDC_SEX_Man '1' -///女 -#define THOST_FTDC_SEX_Woman '2' - -typedef char TThostFtdcSexType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProfessionType是一个职业类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcProfessionType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcNationalType是一个国籍类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcNationalType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProvinceType是一个省类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcProvinceType[51]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRegionType是一个区类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRegionType[16]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCountryType是一个国家类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCountryType[16]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLicenseNOType是一个营业执照类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcLicenseNOType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCompanyTypeType是一个企业性质类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCompanyTypeType[16]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBusinessScopeType是一个经营范围类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBusinessScopeType[1001]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCapitalCurrencyType是一个注册资本币种类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCapitalCurrencyType[4]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUserTypeType是一个用户类型类型 -///////////////////////////////////////////////////////////////////////// -///投资者 -#define THOST_FTDC_UT_Investor '0' -///操作员 -#define THOST_FTDC_UT_Operator '1' -///管理员 -#define THOST_FTDC_UT_SuperUser '2' - -typedef char TThostFtdcUserTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBranchIDType是一个营业部编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBranchIDType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRateTypeType是一个费率类型类型 -///////////////////////////////////////////////////////////////////////// -///保证金率 -#define THOST_FTDC_RATETYPE_MarginRate '2' - -typedef char TThostFtdcRateTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcNoteTypeType是一个通知类型类型 -///////////////////////////////////////////////////////////////////////// -///交易结算单 -#define THOST_FTDC_NOTETYPE_TradeSettleBill '1' -///交易结算月报 -#define THOST_FTDC_NOTETYPE_TradeSettleMonth '2' -///追加保证金通知书 -#define THOST_FTDC_NOTETYPE_CallMarginNotes '3' -///强行平仓通知书 -#define THOST_FTDC_NOTETYPE_ForceCloseNotes '4' -///成交通知书 -#define THOST_FTDC_NOTETYPE_TradeNotes '5' -///交割通知书 -#define THOST_FTDC_NOTETYPE_DelivNotes '6' - -typedef char TThostFtdcNoteTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSettlementStyleType是一个结算单方式类型 -///////////////////////////////////////////////////////////////////////// -///逐日盯市 -#define THOST_FTDC_SBS_Day '1' -///逐笔对冲 -#define THOST_FTDC_SBS_Volume '2' - -typedef char TThostFtdcSettlementStyleType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBrokerDNSType是一个域名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBrokerDNSType[256]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSentenceType是一个语句类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSentenceType[501]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSettlementBillTypeType是一个结算单类型类型 -///////////////////////////////////////////////////////////////////////// -///日报 -#define THOST_FTDC_ST_Day '0' -///月报 -#define THOST_FTDC_ST_Month '1' - -typedef char TThostFtdcSettlementBillTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUserRightTypeType是一个客户权限类型类型 -///////////////////////////////////////////////////////////////////////// -///登录 -#define THOST_FTDC_URT_Logon '1' -///银期转帐 -#define THOST_FTDC_URT_Transfer '2' -///邮寄结算单 -#define THOST_FTDC_URT_EMail '3' -///传真结算单 -#define THOST_FTDC_URT_Fax '4' -///条件单 -#define THOST_FTDC_URT_ConditionOrder '5' - -typedef char TThostFtdcUserRightTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMarginPriceTypeType是一个保证金价格类型类型 -///////////////////////////////////////////////////////////////////////// -///昨结算价 -#define THOST_FTDC_MPT_PreSettlementPrice '1' -///最新价 -#define THOST_FTDC_MPT_SettlementPrice '2' -///成交均价 -#define THOST_FTDC_MPT_AveragePrice '3' -///开仓价 -#define THOST_FTDC_MPT_OpenPrice '4' - -typedef char TThostFtdcMarginPriceTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBillGenStatusType是一个结算单生成状态类型 -///////////////////////////////////////////////////////////////////////// -///未生成 -#define THOST_FTDC_BGS_None '0' -///生成中 -#define THOST_FTDC_BGS_NoGenerated '1' -///已生成 -#define THOST_FTDC_BGS_Generated '2' - -typedef char TThostFtdcBillGenStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAlgoTypeType是一个算法类型类型 -///////////////////////////////////////////////////////////////////////// -///持仓处理算法 -#define THOST_FTDC_AT_HandlePositionAlgo '1' -///寻找保证金率算法 -#define THOST_FTDC_AT_FindMarginRateAlgo '2' - -typedef char TThostFtdcAlgoTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcHandlePositionAlgoIDType是一个持仓处理算法编号类型 -///////////////////////////////////////////////////////////////////////// -///基本 -#define THOST_FTDC_HPA_Base '1' -///大连商品交易所 -#define THOST_FTDC_HPA_DCE '2' -///郑州商品交易所 -#define THOST_FTDC_HPA_CZCE '3' - -typedef char TThostFtdcHandlePositionAlgoIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFindMarginRateAlgoIDType是一个寻找保证金率算法编号类型 -///////////////////////////////////////////////////////////////////////// -///基本 -#define THOST_FTDC_FMRA_Base '1' -///大连商品交易所 -#define THOST_FTDC_FMRA_DCE '2' -///郑州商品交易所 -#define THOST_FTDC_FMRA_CZCE '3' - -typedef char TThostFtdcFindMarginRateAlgoIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcHandleTradingAccountAlgoIDType是一个资金处理算法编号类型 -///////////////////////////////////////////////////////////////////////// -///基本 -#define THOST_FTDC_HTAA_Base '1' -///大连商品交易所 -#define THOST_FTDC_HTAA_DCE '2' -///郑州商品交易所 -#define THOST_FTDC_HTAA_CZCE '3' - -typedef char TThostFtdcHandleTradingAccountAlgoIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPersonTypeType是一个联系人类型类型 -///////////////////////////////////////////////////////////////////////// -///指定下单人 -#define THOST_FTDC_PST_Order '1' -///开户授权人 -#define THOST_FTDC_PST_Open '2' -///资金调拨人 -#define THOST_FTDC_PST_Fund '3' -///结算单确认人 -#define THOST_FTDC_PST_Settlement '4' -///法人 -#define THOST_FTDC_PST_Company '5' -///法人代表 -#define THOST_FTDC_PST_Corporation '6' -///投资者联系人 -#define THOST_FTDC_PST_LinkMan '7' -///分户管理资产负责人 -#define THOST_FTDC_PST_Ledger '8' -///托（保）管人 -#define THOST_FTDC_PST_Trustee '9' -///托（保）管机构法人代表 -#define THOST_FTDC_PST_TrusteeCorporation 'A' -///托（保）管机构开户授权人 -#define THOST_FTDC_PST_TrusteeOpen 'B' -///托（保）管机构联系人 -#define THOST_FTDC_PST_TrusteeContact 'C' -///境外自然人参考证件 -#define THOST_FTDC_PST_ForeignerRefer 'D' -///法人代表参考证件 -#define THOST_FTDC_PST_CorporationRefer 'E' - -typedef char TThostFtdcPersonTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcQueryInvestorRangeType是一个查询范围类型 -///////////////////////////////////////////////////////////////////////// -///所有 -#define THOST_FTDC_QIR_All '1' -///查询分类 -#define THOST_FTDC_QIR_Group '2' -///单一投资者 -#define THOST_FTDC_QIR_Single '3' - -typedef char TThostFtdcQueryInvestorRangeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvestorRiskStatusType是一个投资者风险状态类型 -///////////////////////////////////////////////////////////////////////// -///正常 -#define THOST_FTDC_IRS_Normal '1' -///警告 -#define THOST_FTDC_IRS_Warn '2' -///追保 -#define THOST_FTDC_IRS_Call '3' -///强平 -#define THOST_FTDC_IRS_Force '4' -///异常 -#define THOST_FTDC_IRS_Exception '5' - -typedef char TThostFtdcInvestorRiskStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLegIDType是一个单腿编号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcLegIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLegMultipleType是一个单腿乘数类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcLegMultipleType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcImplyLevelType是一个派生层数类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcImplyLevelType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClearAccountType是一个结算账户类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcClearAccountType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrganNOType是一个结算账户类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOrganNOType[6]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClearbarchIDType是一个结算账户联行号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcClearbarchIDType[6]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUserEventTypeType是一个用户事件类型类型 -///////////////////////////////////////////////////////////////////////// -///登录 -#define THOST_FTDC_UET_Login '1' -///登出 -#define THOST_FTDC_UET_Logout '2' -///交易成功 -#define THOST_FTDC_UET_Trading '3' -///交易失败 -#define THOST_FTDC_UET_TradingError '4' -///修改密码 -#define THOST_FTDC_UET_UpdatePassword '5' -///客户端认证 -#define THOST_FTDC_UET_Authenticate '6' -///其他 -#define THOST_FTDC_UET_Other '9' - -typedef char TThostFtdcUserEventTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUserEventInfoType是一个用户事件信息类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUserEventInfoType[1025]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCloseStyleType是一个平仓方式类型 -///////////////////////////////////////////////////////////////////////// -///先开先平 -#define THOST_FTDC_ICS_Close '0' -///先平今再平昨 -#define THOST_FTDC_ICS_CloseToday '1' - -typedef char TThostFtdcCloseStyleType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcStatModeType是一个统计方式类型 -///////////////////////////////////////////////////////////////////////// -///---- -#define THOST_FTDC_SM_Non '0' -///按合约统计 -#define THOST_FTDC_SM_Instrument '1' -///按产品统计 -#define THOST_FTDC_SM_Product '2' -///按投资者统计 -#define THOST_FTDC_SM_Investor '3' - -typedef char TThostFtdcStatModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcParkedOrderStatusType是一个预埋单状态类型 -///////////////////////////////////////////////////////////////////////// -///未发送 -#define THOST_FTDC_PAOS_NotSend '1' -///已发送 -#define THOST_FTDC_PAOS_Send '2' -///已删除 -#define THOST_FTDC_PAOS_Deleted '3' - -typedef char TThostFtdcParkedOrderStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcParkedOrderIDType是一个预埋报单编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcParkedOrderIDType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcParkedOrderActionIDType是一个预埋撤单编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcParkedOrderActionIDType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcVirDealStatusType是一个处理状态类型 -///////////////////////////////////////////////////////////////////////// -///正在处理 -#define THOST_FTDC_VDS_Dealing '1' -///处理成功 -#define THOST_FTDC_VDS_DeaclSucceed '2' - -typedef char TThostFtdcVirDealStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrgSystemIDType是一个原有系统代码类型 -///////////////////////////////////////////////////////////////////////// -///综合交易平台 -#define THOST_FTDC_ORGS_Standard '0' -///易盛系统 -#define THOST_FTDC_ORGS_ESunny '1' -///金仕达V6系统 -#define THOST_FTDC_ORGS_KingStarV6 '2' - -typedef char TThostFtdcOrgSystemIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcVirTradeStatusType是一个交易状态类型 -///////////////////////////////////////////////////////////////////////// -///正常处理中 -#define THOST_FTDC_VTS_NaturalDeal '0' -///成功结束 -#define THOST_FTDC_VTS_SucceedEnd '1' -///失败结束 -#define THOST_FTDC_VTS_FailedEND '2' -///异常中 -#define THOST_FTDC_VTS_Exception '3' -///已人工异常处理 -#define THOST_FTDC_VTS_ManualDeal '4' -///通讯异常 ，请人工处理 -#define THOST_FTDC_VTS_MesException '5' -///系统出错，请人工处理 -#define THOST_FTDC_VTS_SysException '6' - -typedef char TThostFtdcVirTradeStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcVirBankAccTypeType是一个银行帐户类型类型 -///////////////////////////////////////////////////////////////////////// -///存折 -#define THOST_FTDC_VBAT_BankBook '1' -///储蓄卡 -#define THOST_FTDC_VBAT_BankCard '2' -///信用卡 -#define THOST_FTDC_VBAT_CreditCard '3' - -typedef char TThostFtdcVirBankAccTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcVirementStatusType是一个银行帐户类型类型 -///////////////////////////////////////////////////////////////////////// -///正常 -#define THOST_FTDC_VMS_Natural '0' -///销户 -#define THOST_FTDC_VMS_Canceled '9' - -typedef char TThostFtdcVirementStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcVirementAvailAbilityType是一个有效标志类型 -///////////////////////////////////////////////////////////////////////// -///未确认 -#define THOST_FTDC_VAA_NoAvailAbility '0' -///有效 -#define THOST_FTDC_VAA_AvailAbility '1' -///冲正 -#define THOST_FTDC_VAA_Repeal '2' - -typedef char TThostFtdcVirementAvailAbilityType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcVirementTradeCodeType是一个交易代码类型 -///////////////////////////////////////////////////////////////////////// -///银行发起银行资金转期货 -#define THOST_FTDC_VTC_BankBankToFuture '102001' -///银行发起期货资金转银行 -#define THOST_FTDC_VTC_BankFutureToBank '102002' -///期货发起银行资金转期货 -#define THOST_FTDC_VTC_FutureBankToFuture '202001' -///期货发起期货资金转银行 -#define THOST_FTDC_VTC_FutureFutureToBank '202002' - -typedef char TThostFtdcVirementTradeCodeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPhotoTypeNameType是一个影像类型名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPhotoTypeNameType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPhotoTypeIDType是一个影像类型代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPhotoTypeIDType[5]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPhotoNameType是一个影像名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPhotoNameType[161]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTopicIDType是一个主题代码类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcTopicIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcReportTypeIDType是一个交易报告类型标识类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcReportTypeIDType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCharacterIDType是一个交易特征代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCharacterIDType[5]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLParamIDType是一个参数代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLParamIDType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLInvestorTypeType是一个投资者类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLInvestorTypeType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLIdCardTypeType是一个证件类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLIdCardTypeType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLTradeDirectType是一个资金进出方向类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLTradeDirectType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLTradeModelType是一个资金进出方式类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLTradeModelType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLParamIDType是一个参数代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLParamIDType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLOpParamValueType是一个业务参数代码值类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcAMLOpParamValueType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLCustomerCardTypeType是一个客户身份证件/证明文件类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLCustomerCardTypeType[81]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLInstitutionNameType是一个金融机构网点名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLInstitutionNameType[65]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLDistrictIDType是一个金融机构网点所在地区行政区划代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLDistrictIDType[7]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLRelationShipType是一个金融机构网点与大额交易的关系类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLRelationShipType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLInstitutionTypeType是一个金融机构网点代码类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLInstitutionTypeType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLInstitutionIDType是一个金融机构网点代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLInstitutionIDType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLAccountTypeType是一个账户类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLAccountTypeType[5]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLTradingTypeType是一个交易方式类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLTradingTypeType[7]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLTransactClassType是一个涉外收支交易分类与代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLTransactClassType[7]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLCapitalIOType是一个资金收付标识类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLCapitalIOType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLSiteType是一个交易地点类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLSiteType[10]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLCapitalPurposeType是一个资金用途类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLCapitalPurposeType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLReportTypeType是一个报文类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLReportTypeType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLSerialNoType是一个编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLSerialNoType[5]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLStatusType是一个状态类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLStatusType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLGenStatusType是一个Aml生成方式类型 -///////////////////////////////////////////////////////////////////////// -///程序生成 -#define THOST_FTDC_GEN_Program '0' -///人工生成 -#define THOST_FTDC_GEN_HandWork '1' - -typedef char TThostFtdcAMLGenStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLSeqCodeType是一个业务标识号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLSeqCodeType[65]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLFileNameType是一个AML文件名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLFileNameType[257]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLMoneyType是一个反洗钱资金类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcAMLMoneyType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLFileAmountType是一个反洗钱资金类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcAMLFileAmountType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCFMMCKeyType是一个密钥类型(保证金监管)类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCFMMCKeyType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCFMMCTokenType是一个令牌类型(保证金监管)类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCFMMCTokenType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCFMMCKeyKindType是一个动态密钥类别(保证金监管)类型 -///////////////////////////////////////////////////////////////////////// -///主动请求更新 -#define THOST_FTDC_CFMMCKK_REQUEST 'R' -///CFMMC自动更新 -#define THOST_FTDC_CFMMCKK_AUTO 'A' -///CFMMC手动更新 -#define THOST_FTDC_CFMMCKK_MANUAL 'M' - -typedef char TThostFtdcCFMMCKeyKindType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLReportNameType是一个报文名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAMLReportNameType[81]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcIndividualNameType是一个个人姓名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcIndividualNameType[51]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCurrencyIDType是一个币种代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCurrencyIDType[4]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCustNumberType是一个客户编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCustNumberType[36]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrganCodeType是一个机构编码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOrganCodeType[36]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrganNameType是一个机构名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOrganNameType[71]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSuperOrganCodeType是一个上级机构编码,即期货公司总部、银行总行类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSuperOrganCodeType[12]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSubBranchIDType是一个分支机构类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSubBranchIDType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSubBranchNameType是一个分支机构名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSubBranchNameType[71]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBranchNetCodeType是一个机构网点号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBranchNetCodeType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBranchNetNameType是一个机构网点名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBranchNetNameType[71]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrganFlagType是一个机构标识类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOrganFlagType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankCodingForFutureType是一个银行对期货公司的编码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankCodingForFutureType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankReturnCodeType是一个银行对返回码的定义类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankReturnCodeType[7]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPlateReturnCodeType是一个银期转帐平台对返回码的定义类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPlateReturnCodeType[5]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankSubBranchIDType是一个银行分支机构编码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankSubBranchIDType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFutureBranchIDType是一个期货分支机构编码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFutureBranchIDType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcReturnCodeType是一个返回代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcReturnCodeType[7]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOperatorCodeType是一个操作员类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOperatorCodeType[17]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClearDepIDType是一个机构结算帐户机构号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcClearDepIDType[6]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClearBrchIDType是一个机构结算帐户联行号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcClearBrchIDType[6]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClearNameType是一个机构结算帐户名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcClearNameType[71]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankAccountNameType是一个银行帐户名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankAccountNameType[71]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvDepIDType是一个机构投资人账号机构号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInvDepIDType[6]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvBrchIDType是一个机构投资人联行号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInvBrchIDType[6]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMessageFormatVersionType是一个信息格式版本类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcMessageFormatVersionType[36]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDigestType是一个摘要类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcDigestType[36]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAuthenticDataType是一个认证数据类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAuthenticDataType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPasswordKeyType是一个密钥类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPasswordKeyType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFutureAccountNameType是一个期货帐户名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFutureAccountNameType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMobilePhoneType是一个手机类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcMobilePhoneType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFutureMainKeyType是一个期货公司主密钥类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFutureMainKeyType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFutureWorkKeyType是一个期货公司工作密钥类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFutureWorkKeyType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFutureTransKeyType是一个期货公司传输密钥类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFutureTransKeyType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankMainKeyType是一个银行主密钥类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankMainKeyType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankWorkKeyType是一个银行工作密钥类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankWorkKeyType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankTransKeyType是一个银行传输密钥类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankTransKeyType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankServerDescriptionType是一个银行服务器描述信息类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankServerDescriptionType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAddInfoType是一个附加信息类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAddInfoType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDescrInfoForReturnCodeType是一个返回码描述类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcDescrInfoForReturnCodeType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCountryCodeType是一个国家代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCountryCodeType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSerialType是一个流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcSerialType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPlateSerialType是一个平台流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcPlateSerialType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankSerialType是一个银行流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankSerialType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCorrectSerialType是一个被冲正交易流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcCorrectSerialType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFutureSerialType是一个期货公司流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcFutureSerialType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcApplicationIDType是一个应用标识类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcApplicationIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankProxyIDType是一个银行代理标识类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcBankProxyIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBTCoreIDType是一个银期转帐核心系统标识类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcFBTCoreIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcServerPortType是一个服务端口号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcServerPortType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRepealedTimesType是一个已经冲正次数类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcRepealedTimesType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRepealTimeIntervalType是一个冲正时间间隔类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcRepealTimeIntervalType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTotalTimesType是一个每日累计转帐次数类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcTotalTimesType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBTRequestIDType是一个请求ID类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcFBTRequestIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTIDType是一个交易ID类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcTIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeAmountType是一个交易金额（元）类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcTradeAmountType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCustFeeType是一个应收客户费用（元）类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcCustFeeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFutureFeeType是一个应收期货公司费用（元）类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcFutureFeeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSingleMaxAmtType是一个单笔最高限额类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcSingleMaxAmtType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSingleMinAmtType是一个单笔最低限额类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcSingleMinAmtType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTotalAmtType是一个每日累计转帐额度类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcTotalAmtType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCertificationTypeType是一个证件类型类型 -///////////////////////////////////////////////////////////////////////// -///身份证 -#define THOST_FTDC_CFT_IDCard '0' -///护照 -#define THOST_FTDC_CFT_Passport '1' -///军官证 -#define THOST_FTDC_CFT_OfficerIDCard '2' -///士兵证 -#define THOST_FTDC_CFT_SoldierIDCard '3' -///回乡证 -#define THOST_FTDC_CFT_HomeComingCard '4' -///户口簿 -#define THOST_FTDC_CFT_HouseholdRegister '5' -///营业执照号 -#define THOST_FTDC_CFT_LicenseNo '6' -///组织机构代码证 -#define THOST_FTDC_CFT_InstitutionCodeCard '7' -///临时营业执照号 -#define THOST_FTDC_CFT_TempLicenseNo '8' -///民办非企业登记证书 -#define THOST_FTDC_CFT_NoEnterpriseLicenseNo '9' -///其他证件 -#define THOST_FTDC_CFT_OtherCard 'x' -///主管部门批文 -#define THOST_FTDC_CFT_SuperDepAgree 'a' - -typedef char TThostFtdcCertificationTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFileBusinessCodeType是一个文件业务功能类型 -///////////////////////////////////////////////////////////////////////// -///其他 -#define THOST_FTDC_FBC_Others '0' -///转账交易明细对账 -#define THOST_FTDC_FBC_TransferDetails '1' -///客户账户状态对账 -#define THOST_FTDC_FBC_CustAccStatus '2' -///账户类交易明细对账 -#define THOST_FTDC_FBC_AccountTradeDetails '3' -///期货账户信息变更明细对账 -#define THOST_FTDC_FBC_FutureAccountChangeInfoDetails '4' -///客户资金台账余额明细对账 -#define THOST_FTDC_FBC_CustMoneyDetail '5' -///客户销户结息明细对账 -#define THOST_FTDC_FBC_CustCancelAccountInfo '6' -///客户资金余额对账结果 -#define THOST_FTDC_FBC_CustMoneyResult '7' -///其它对账异常结果文件 -#define THOST_FTDC_FBC_OthersExceptionResult '8' -///客户结息净额明细 -#define THOST_FTDC_FBC_CustInterestNetMoneyDetails '9' -///客户资金交收明细 -#define THOST_FTDC_FBC_CustMoneySendAndReceiveDetails 'a' -///法人存管银行资金交收汇总 -#define THOST_FTDC_FBC_CorporationMoneyTotal 'b' -///主体间资金交收汇总 -#define THOST_FTDC_FBC_MainbodyMoneyTotal 'c' -///总分平衡监管数据 -#define THOST_FTDC_FBC_MainPartMonitorData 'd' -///存管银行备付金余额 -#define THOST_FTDC_FBC_PreparationMoney 'e' -///协办存管银行资金监管数据 -#define THOST_FTDC_FBC_BankMoneyMonitorData 'f' - -typedef char TThostFtdcFileBusinessCodeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCashExchangeCodeType是一个汇钞标志类型 -///////////////////////////////////////////////////////////////////////// -///汇 -#define THOST_FTDC_CEC_Exchange '1' -///钞 -#define THOST_FTDC_CEC_Cash '2' - -typedef char TThostFtdcCashExchangeCodeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcYesNoIndicatorType是一个是或否标识类型 -///////////////////////////////////////////////////////////////////////// -///是 -#define THOST_FTDC_YNI_Yes '0' -///否 -#define THOST_FTDC_YNI_No '1' - -typedef char TThostFtdcYesNoIndicatorType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBanlanceTypeType是一个余额类型类型 -///////////////////////////////////////////////////////////////////////// -///当前余额 -#define THOST_FTDC_BLT_CurrentMoney '0' -///可用余额 -#define THOST_FTDC_BLT_UsableMoney '1' -///可取余额 -#define THOST_FTDC_BLT_FetchableMoney '2' -///冻结余额 -#define THOST_FTDC_BLT_FreezeMoney '3' - -typedef char TThostFtdcBanlanceTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcGenderType是一个性别类型 -///////////////////////////////////////////////////////////////////////// -///未知状态 -#define THOST_FTDC_GD_Unknown '0' -///男 -#define THOST_FTDC_GD_Male '1' -///女 -#define THOST_FTDC_GD_Female '2' - -typedef char TThostFtdcGenderType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFeePayFlagType是一个费用支付标志类型 -///////////////////////////////////////////////////////////////////////// -///由受益方支付费用 -#define THOST_FTDC_FPF_BEN '0' -///由发送方支付费用 -#define THOST_FTDC_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 THOST_FTDC_FPF_SHA '2' - -typedef char TThostFtdcFeePayFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPassWordKeyTypeType是一个密钥类型类型 -///////////////////////////////////////////////////////////////////////// -///交换密钥 -#define THOST_FTDC_PWKT_ExchangeKey '0' -///密码密钥 -#define THOST_FTDC_PWKT_PassWordKey '1' -///MAC密钥 -#define THOST_FTDC_PWKT_MACKey '2' -///报文密钥 -#define THOST_FTDC_PWKT_MessageKey '3' - -typedef char TThostFtdcPassWordKeyTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBTPassWordTypeType是一个密码类型类型 -///////////////////////////////////////////////////////////////////////// -///查询 -#define THOST_FTDC_PWT_Query '0' -///取款 -#define THOST_FTDC_PWT_Fetch '1' -///转帐 -#define THOST_FTDC_PWT_Transfer '2' -///交易 -#define THOST_FTDC_PWT_Trade '3' - -typedef char TThostFtdcFBTPassWordTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBTEncryModeType是一个加密方式类型 -///////////////////////////////////////////////////////////////////////// -///不加密 -#define THOST_FTDC_EM_NoEncry '0' -///DES -#define THOST_FTDC_EM_DES '1' -///3DES -#define THOST_FTDC_EM_3DES '2' - -typedef char TThostFtdcFBTEncryModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankRepealFlagType是一个银行冲正标志类型 -///////////////////////////////////////////////////////////////////////// -///银行无需自动冲正 -#define THOST_FTDC_BRF_BankNotNeedRepeal '0' -///银行待自动冲正 -#define THOST_FTDC_BRF_BankWaitingRepeal '1' -///银行已自动冲正 -#define THOST_FTDC_BRF_BankBeenRepealed '2' - -typedef char TThostFtdcBankRepealFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBrokerRepealFlagType是一个期商冲正标志类型 -///////////////////////////////////////////////////////////////////////// -///期商无需自动冲正 -#define THOST_FTDC_BRORF_BrokerNotNeedRepeal '0' -///期商待自动冲正 -#define THOST_FTDC_BRORF_BrokerWaitingRepeal '1' -///期商已自动冲正 -#define THOST_FTDC_BRORF_BrokerBeenRepealed '2' - -typedef char TThostFtdcBrokerRepealFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInstitutionTypeType是一个机构类别类型 -///////////////////////////////////////////////////////////////////////// -///银行 -#define THOST_FTDC_TS_Bank '0' -///期商 -#define THOST_FTDC_TS_Future '1' -///券商 -#define THOST_FTDC_TS_Store '2' - -typedef char TThostFtdcInstitutionTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLastFragmentType是一个最后分片标志类型 -///////////////////////////////////////////////////////////////////////// -///是最后分片 -#define THOST_FTDC_LF_Yes '0' -///不是最后分片 -#define THOST_FTDC_LF_No '1' - -typedef char TThostFtdcLastFragmentType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankAccStatusType是一个银行账户状态类型 -///////////////////////////////////////////////////////////////////////// -///正常 -#define THOST_FTDC_BAS_Normal '0' -///冻结 -#define THOST_FTDC_BAS_Freeze '1' -///挂失 -#define THOST_FTDC_BAS_ReportLoss '2' - -typedef char TThostFtdcBankAccStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMoneyAccountStatusType是一个资金账户状态类型 -///////////////////////////////////////////////////////////////////////// -///正常 -#define THOST_FTDC_MAS_Normal '0' -///销户 -#define THOST_FTDC_MAS_Cancel '1' - -typedef char TThostFtdcMoneyAccountStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcManageStatusType是一个存管状态类型 -///////////////////////////////////////////////////////////////////////// -///指定存管 -#define THOST_FTDC_MSS_Point '0' -///预指定 -#define THOST_FTDC_MSS_PrePoint '1' -///撤销指定 -#define THOST_FTDC_MSS_CancelPoint '2' - -typedef char TThostFtdcManageStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSystemTypeType是一个应用系统类型类型 -///////////////////////////////////////////////////////////////////////// -///银期转帐 -#define THOST_FTDC_SYT_FutureBankTransfer '0' -///银证转帐 -#define THOST_FTDC_SYT_StockBankTransfer '1' -///第三方存管 -#define THOST_FTDC_SYT_TheThirdPartStore '2' - -typedef char TThostFtdcSystemTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTxnEndFlagType是一个银期转帐划转结果标志类型 -///////////////////////////////////////////////////////////////////////// -///正常处理中 -#define THOST_FTDC_TEF_NormalProcessing '0' -///成功结束 -#define THOST_FTDC_TEF_Success '1' -///失败结束 -#define THOST_FTDC_TEF_Failed '2' -///异常中 -#define THOST_FTDC_TEF_Abnormal '3' -///已人工异常处理 -#define THOST_FTDC_TEF_ManualProcessedForException '4' -///通讯异常 ，请人工处理 -#define THOST_FTDC_TEF_CommuFailedNeedManualProcess '5' -///系统出错，请人工处理 -#define THOST_FTDC_TEF_SysErrorNeedManualProcess '6' - -typedef char TThostFtdcTxnEndFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProcessStatusType是一个银期转帐服务处理状态类型 -///////////////////////////////////////////////////////////////////////// -///未处理 -#define THOST_FTDC_PSS_NotProcess '0' -///开始处理 -#define THOST_FTDC_PSS_StartProcess '1' -///处理完成 -#define THOST_FTDC_PSS_Finished '2' - -typedef char TThostFtdcProcessStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCustTypeType是一个客户类型类型 -///////////////////////////////////////////////////////////////////////// -///自然人 -#define THOST_FTDC_CUSTT_Person '0' -///机构户 -#define THOST_FTDC_CUSTT_Institution '1' - -typedef char TThostFtdcCustTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBTTransferDirectionType是一个银期转帐方向类型 -///////////////////////////////////////////////////////////////////////// -///入金，银行转期货 -#define THOST_FTDC_FBTTD_FromBankToFuture '1' -///出金，期货转银行 -#define THOST_FTDC_FBTTD_FromFutureToBank '2' - -typedef char TThostFtdcFBTTransferDirectionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOpenOrDestroyType是一个开销户类别类型 -///////////////////////////////////////////////////////////////////////// -///开户 -#define THOST_FTDC_OOD_Open '1' -///销户 -#define THOST_FTDC_OOD_Destroy '0' - -typedef char TThostFtdcOpenOrDestroyType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAvailabilityFlagType是一个有效标志类型 -///////////////////////////////////////////////////////////////////////// -///未确认 -#define THOST_FTDC_AVAF_Invalid '0' -///有效 -#define THOST_FTDC_AVAF_Valid '1' -///冲正 -#define THOST_FTDC_AVAF_Repeal '2' - -typedef char TThostFtdcAvailabilityFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrganTypeType是一个机构类型类型 -///////////////////////////////////////////////////////////////////////// -///银行代理 -#define THOST_FTDC_OT_Bank '1' -///交易前置 -#define THOST_FTDC_OT_Future '2' -///银期转帐平台管理 -#define THOST_FTDC_OT_PlateForm '9' - -typedef char TThostFtdcOrganTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrganLevelType是一个机构级别类型 -///////////////////////////////////////////////////////////////////////// -///银行总行或期商总部 -#define THOST_FTDC_OL_HeadQuarters '1' -///银行分中心或期货公司营业部 -#define THOST_FTDC_OL_Branch '2' - -typedef char TThostFtdcOrganLevelType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProtocalIDType是一个协议类型类型 -///////////////////////////////////////////////////////////////////////// -///期商协议 -#define THOST_FTDC_PID_FutureProtocal '0' -///工行协议 -#define THOST_FTDC_PID_ICBCProtocal '1' -///农行协议 -#define THOST_FTDC_PID_ABCProtocal '2' -///中国银行协议 -#define THOST_FTDC_PID_CBCProtocal '3' -///建行协议 -#define THOST_FTDC_PID_CCBProtocal '4' -///交行协议 -#define THOST_FTDC_PID_BOCOMProtocal '5' -///银期转帐平台协议 -#define THOST_FTDC_PID_FBTPlateFormProtocal 'X' - -typedef char TThostFtdcProtocalIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcConnectModeType是一个套接字连接方式类型 -///////////////////////////////////////////////////////////////////////// -///短连接 -#define THOST_FTDC_CM_ShortConnect '0' -///长连接 -#define THOST_FTDC_CM_LongConnect '1' - -typedef char TThostFtdcConnectModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSyncModeType是一个套接字通信方式类型 -///////////////////////////////////////////////////////////////////////// -///异步 -#define THOST_FTDC_SRM_ASync '0' -///同步 -#define THOST_FTDC_SRM_Sync '1' - -typedef char TThostFtdcSyncModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankAccTypeType是一个银行帐号类型类型 -///////////////////////////////////////////////////////////////////////// -///银行存折 -#define THOST_FTDC_BAT_BankBook '1' -///储蓄卡 -#define THOST_FTDC_BAT_SavingCard '2' -///信用卡 -#define THOST_FTDC_BAT_CreditCard '3' - -typedef char TThostFtdcBankAccTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFutureAccTypeType是一个期货公司帐号类型类型 -///////////////////////////////////////////////////////////////////////// -///银行存折 -#define THOST_FTDC_FAT_BankBook '1' -///储蓄卡 -#define THOST_FTDC_FAT_SavingCard '2' -///信用卡 -#define THOST_FTDC_FAT_CreditCard '3' - -typedef char TThostFtdcFutureAccTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOrganStatusType是一个接入机构状态类型 -///////////////////////////////////////////////////////////////////////// -///启用 -#define THOST_FTDC_OS_Ready '0' -///签到 -#define THOST_FTDC_OS_CheckIn '1' -///签退 -#define THOST_FTDC_OS_CheckOut '2' -///对帐文件到达 -#define THOST_FTDC_OS_CheckFileArrived '3' -///对帐 -#define THOST_FTDC_OS_CheckDetail '4' -///日终清理 -#define THOST_FTDC_OS_DayEndClean '5' -///注销 -#define THOST_FTDC_OS_Invalid '9' - -typedef char TThostFtdcOrganStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCCBFeeModeType是一个建行收费模式类型 -///////////////////////////////////////////////////////////////////////// -///按金额扣收 -#define THOST_FTDC_CCBFM_ByAmount '1' -///按月扣收 -#define THOST_FTDC_CCBFM_ByMonth '2' - -typedef char TThostFtdcCCBFeeModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCommApiTypeType是一个通讯API类型类型 -///////////////////////////////////////////////////////////////////////// -///客户端 -#define THOST_FTDC_CAPIT_Client '1' -///服务端 -#define THOST_FTDC_CAPIT_Server '2' -///交易系统的UserApi -#define THOST_FTDC_CAPIT_UserApi '3' - -typedef char TThostFtdcCommApiTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcServiceIDType是一个服务编号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcServiceIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcServiceLineNoType是一个服务线路编号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcServiceLineNoType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcServiceNameType是一个服务名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcServiceNameType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLinkStatusType是一个连接状态类型 -///////////////////////////////////////////////////////////////////////// -///已经连接 -#define THOST_FTDC_LS_Connected '1' -///没有连接 -#define THOST_FTDC_LS_Disconnected '2' - -typedef char TThostFtdcLinkStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCommApiPointerType是一个通讯API指针类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcCommApiPointerType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPwdFlagType是一个密码核对标志类型 -///////////////////////////////////////////////////////////////////////// -///不核对 -#define THOST_FTDC_BPWDF_NoCheck '0' -///明文核对 -#define THOST_FTDC_BPWDF_BlankCheck '1' -///密文核对 -#define THOST_FTDC_BPWDF_EncryptCheck '2' - -typedef char TThostFtdcPwdFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSecuAccTypeType是一个期货帐号类型类型 -///////////////////////////////////////////////////////////////////////// -///资金帐号 -#define THOST_FTDC_SAT_AccountID '1' -///资金卡号 -#define THOST_FTDC_SAT_CardID '2' -///上海股东帐号 -#define THOST_FTDC_SAT_SHStockholderID '3' -///深圳股东帐号 -#define THOST_FTDC_SAT_SZStockholderID '4' - -typedef char TThostFtdcSecuAccTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTransferStatusType是一个转账交易状态类型 -///////////////////////////////////////////////////////////////////////// -///正常 -#define THOST_FTDC_TRFS_Normal '0' -///被冲正 -#define THOST_FTDC_TRFS_Repealed '1' - -typedef char TThostFtdcTransferStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSponsorTypeType是一个发起方类型 -///////////////////////////////////////////////////////////////////////// -///期商 -#define THOST_FTDC_SPTYPE_Broker '0' -///银行 -#define THOST_FTDC_SPTYPE_Bank '1' - -typedef char TThostFtdcSponsorTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcReqRspTypeType是一个请求响应类别类型 -///////////////////////////////////////////////////////////////////////// -///请求 -#define THOST_FTDC_REQRSP_Request '0' -///响应 -#define THOST_FTDC_REQRSP_Response '1' - -typedef char TThostFtdcReqRspTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBTUserEventTypeType是一个银期转帐用户事件类型类型 -///////////////////////////////////////////////////////////////////////// -///签到 -#define THOST_FTDC_FBTUET_SignIn '0' -///银行转期货 -#define THOST_FTDC_FBTUET_FromBankToFuture '1' -///期货转银行 -#define THOST_FTDC_FBTUET_FromFutureToBank '2' -///开户 -#define THOST_FTDC_FBTUET_OpenAccount '3' -///销户 -#define THOST_FTDC_FBTUET_CancelAccount '4' -///变更银行账户 -#define THOST_FTDC_FBTUET_ChangeAccount '5' -///冲正银行转期货 -#define THOST_FTDC_FBTUET_RepealFromBankToFuture '6' -///冲正期货转银行 -#define THOST_FTDC_FBTUET_RepealFromFutureToBank '7' -///查询银行账户 -#define THOST_FTDC_FBTUET_QueryBankAccount '8' -///查询期货账户 -#define THOST_FTDC_FBTUET_QueryFutureAccount '9' -///签退 -#define THOST_FTDC_FBTUET_SignOut 'A' -///密钥同步 -#define THOST_FTDC_FBTUET_SyncKey 'B' -///预约开户 -#define THOST_FTDC_FBTUET_ReserveOpenAccount 'C' -///撤销预约开户 -#define THOST_FTDC_FBTUET_CancelReserveOpenAccount 'D' -///预约开户确认 -#define THOST_FTDC_FBTUET_ReserveOpenAccountConfirm 'E' -///其他 -#define THOST_FTDC_FBTUET_Other 'Z' - -typedef char TThostFtdcFBTUserEventTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankIDByBankType是一个银行自己的编码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankIDByBankType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankOperNoType是一个银行操作员号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankOperNoType[4]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankCustNoType是一个银行客户号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankCustNoType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDBOPSeqNoType是一个递增的序列号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcDBOPSeqNoType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTableNameType是一个FBT表名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTableNameType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPKNameType是一个FBT表操作主键名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPKNameType[201]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPKValueType是一个FBT表操作主键值类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPKValueType[501]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDBOperationType是一个记录操作类型类型 -///////////////////////////////////////////////////////////////////////// -///插入 -#define THOST_FTDC_DBOP_Insert '0' -///更新 -#define THOST_FTDC_DBOP_Update '1' -///删除 -#define THOST_FTDC_DBOP_Delete '2' - -typedef char TThostFtdcDBOperationType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSyncFlagType是一个同步标记类型 -///////////////////////////////////////////////////////////////////////// -///已同步 -#define THOST_FTDC_SYNF_Yes '0' -///未同步 -#define THOST_FTDC_SYNF_No '1' - -typedef char TThostFtdcSyncFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTargetIDType是一个同步目标编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTargetIDType[4]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSyncTypeType是一个同步类型类型 -///////////////////////////////////////////////////////////////////////// -///一次同步 -#define THOST_FTDC_SYNT_OneOffSync '0' -///定时同步 -#define THOST_FTDC_SYNT_TimerSync '1' -///定时完全同步 -#define THOST_FTDC_SYNT_TimerFullSync '2' - -typedef char TThostFtdcSyncTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBETimeType是一个各种换汇时间类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBETimeType[7]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEBankNoType是一个换汇银行行号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBEBankNoType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBECertNoType是一个换汇凭证号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBECertNoType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExDirectionType是一个换汇方向类型 -///////////////////////////////////////////////////////////////////////// -///结汇 -#define THOST_FTDC_FBEDIR_Settlement '0' -///售汇 -#define THOST_FTDC_FBEDIR_Sale '1' - -typedef char TThostFtdcExDirectionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEBankAccountType是一个换汇银行账户类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBEBankAccountType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEBankAccountNameType是一个换汇银行账户名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBEBankAccountNameType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEAmtType是一个各种换汇金额类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcFBEAmtType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEBusinessTypeType是一个换汇业务类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBEBusinessTypeType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEPostScriptType是一个换汇附言类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBEPostScriptType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBERemarkType是一个换汇备注类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBERemarkType[71]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExRateType是一个换汇汇率类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcExRateType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEResultFlagType是一个换汇成功标志类型 -///////////////////////////////////////////////////////////////////////// -///成功 -#define THOST_FTDC_FBERES_Success '0' -///账户余额不足 -#define THOST_FTDC_FBERES_InsufficientBalance '1' -///交易结果未知 -#define THOST_FTDC_FBERES_UnknownTrading '8' -///失败 -#define THOST_FTDC_FBERES_Fail 'x' - -typedef char TThostFtdcFBEResultFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBERtnMsgType是一个换汇返回信息类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBERtnMsgType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEExtendMsgType是一个换汇扩展信息类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBEExtendMsgType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEBusinessSerialType是一个换汇记账流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBEBusinessSerialType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBESystemSerialType是一个换汇流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBESystemSerialType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBETotalExCntType是一个换汇交易总笔数类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcFBETotalExCntType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEExchStatusType是一个换汇交易状态类型 -///////////////////////////////////////////////////////////////////////// -///正常 -#define THOST_FTDC_FBEES_Normal '0' -///交易重发 -#define THOST_FTDC_FBEES_ReExchange '1' - -typedef char TThostFtdcFBEExchStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEFileFlagType是一个换汇文件标志类型 -///////////////////////////////////////////////////////////////////////// -///数据包 -#define THOST_FTDC_FBEFG_DataPackage '0' -///文件 -#define THOST_FTDC_FBEFG_File '1' - -typedef char TThostFtdcFBEFileFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEAlreadyTradeType是一个换汇已交易标志类型 -///////////////////////////////////////////////////////////////////////// -///未交易 -#define THOST_FTDC_FBEAT_NotTrade '0' -///已交易 -#define THOST_FTDC_FBEAT_Trade '1' - -typedef char TThostFtdcFBEAlreadyTradeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEOpenBankType是一个换汇账户开户行类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBEOpenBankType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEUserEventTypeType是一个银期换汇用户事件类型类型 -///////////////////////////////////////////////////////////////////////// -///签到 -#define THOST_FTDC_FBEUET_SignIn '0' -///换汇 -#define THOST_FTDC_FBEUET_Exchange '1' -///换汇重发 -#define THOST_FTDC_FBEUET_ReExchange '2' -///银行账户查询 -#define THOST_FTDC_FBEUET_QueryBankAccount '3' -///换汇明细查询 -#define THOST_FTDC_FBEUET_QueryExchDetial '4' -///换汇汇总查询 -#define THOST_FTDC_FBEUET_QueryExchSummary '5' -///换汇汇率查询 -#define THOST_FTDC_FBEUET_QueryExchRate '6' -///对账文件通知 -#define THOST_FTDC_FBEUET_CheckBankAccount '7' -///签退 -#define THOST_FTDC_FBEUET_SignOut '8' -///其他 -#define THOST_FTDC_FBEUET_Other 'Z' - -typedef char TThostFtdcFBEUserEventTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEFileNameType是一个换汇相关文件名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBEFileNameType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEBatchSerialType是一个换汇批次号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFBEBatchSerialType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBEReqFlagType是一个换汇发送标志类型 -///////////////////////////////////////////////////////////////////////// -///未处理 -#define THOST_FTDC_FBERF_UnProcessed '0' -///等待发送 -#define THOST_FTDC_FBERF_WaitSend '1' -///发送成功 -#define THOST_FTDC_FBERF_SendSuccess '2' -///发送失败 -#define THOST_FTDC_FBERF_SendFailed '3' -///等待重发 -#define THOST_FTDC_FBERF_WaitReSend '4' - -typedef char TThostFtdcFBEReqFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcNotifyClassType是一个风险通知类型类型 -///////////////////////////////////////////////////////////////////////// -///正常 -#define THOST_FTDC_NC_NOERROR '0' -///警示 -#define THOST_FTDC_NC_Warn '1' -///追保 -#define THOST_FTDC_NC_Call '2' -///强平 -#define THOST_FTDC_NC_Force '3' -///穿仓 -#define THOST_FTDC_NC_CHUANCANG '4' -///异常 -#define THOST_FTDC_NC_Exception '5' - -typedef char TThostFtdcNotifyClassType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRiskNofityInfoType是一个客户风险通知消息类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRiskNofityInfoType[257]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcForceCloseSceneIdType是一个强平场景编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcForceCloseSceneIdType[24]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcForceCloseTypeType是一个强平单类型类型 -///////////////////////////////////////////////////////////////////////// -///手工强平 -#define THOST_FTDC_FCT_Manual '0' -///单一投资者辅助强平 -#define THOST_FTDC_FCT_Single '1' -///批量投资者辅助强平 -#define THOST_FTDC_FCT_Group '2' - -typedef char TThostFtdcForceCloseTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInstrumentIDsType是一个多个产品代码,用+分隔,如cu+zn类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInstrumentIDsType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRiskNotifyMethodType是一个风险通知途径类型 -///////////////////////////////////////////////////////////////////////// -///系统通知 -#define THOST_FTDC_RNM_System '0' -///短信通知 -#define THOST_FTDC_RNM_SMS '1' -///邮件通知 -#define THOST_FTDC_RNM_EMail '2' -///人工通知 -#define THOST_FTDC_RNM_Manual '3' - -typedef char TThostFtdcRiskNotifyMethodType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRiskNotifyStatusType是一个风险通知状态类型 -///////////////////////////////////////////////////////////////////////// -///未生成 -#define THOST_FTDC_RNS_NotGen '0' -///已生成未发送 -#define THOST_FTDC_RNS_Generated '1' -///发送失败 -#define THOST_FTDC_RNS_SendError '2' -///已发送未接收 -#define THOST_FTDC_RNS_SendOk '3' -///已接收未确认 -#define THOST_FTDC_RNS_Received '4' -///已确认 -#define THOST_FTDC_RNS_Confirmed '5' - -typedef char TThostFtdcRiskNotifyStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRiskUserEventType是一个风控用户操作事件类型 -///////////////////////////////////////////////////////////////////////// -///导出数据 -#define THOST_FTDC_RUE_ExportData '0' - -typedef char TThostFtdcRiskUserEventType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcParamIDType是一个参数代码类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcParamIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcParamNameType是一个参数名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcParamNameType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcParamValueType是一个参数值类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcParamValueType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcConditionalOrderSortTypeType是一个条件单索引条件类型 -///////////////////////////////////////////////////////////////////////// -///使用最新价升序 -#define THOST_FTDC_COST_LastPriceAsc '0' -///使用最新价降序 -#define THOST_FTDC_COST_LastPriceDesc '1' -///使用卖价升序 -#define THOST_FTDC_COST_AskPriceAsc '2' -///使用卖价降序 -#define THOST_FTDC_COST_AskPriceDesc '3' -///使用买价升序 -#define THOST_FTDC_COST_BidPriceAsc '4' -///使用买价降序 -#define THOST_FTDC_COST_BidPriceDesc '5' - -typedef char TThostFtdcConditionalOrderSortTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSendTypeType是一个报送状态类型 -///////////////////////////////////////////////////////////////////////// -///未发送 -#define THOST_FTDC_UOAST_NoSend '0' -///已发送 -#define THOST_FTDC_UOAST_Sended '1' -///已生成 -#define THOST_FTDC_UOAST_Generated '2' -///报送失败 -#define THOST_FTDC_UOAST_SendFail '3' -///接收成功 -#define THOST_FTDC_UOAST_Success '4' -///接收失败 -#define THOST_FTDC_UOAST_Fail '5' -///取消报送 -#define THOST_FTDC_UOAST_Cancel '6' - -typedef char TThostFtdcSendTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClientIDStatusType是一个交易编码状态类型 -///////////////////////////////////////////////////////////////////////// -///未申请 -#define THOST_FTDC_UOACS_NoApply '1' -///已提交申请 -#define THOST_FTDC_UOACS_Submited '2' -///已发送申请 -#define THOST_FTDC_UOACS_Sended '3' -///完成 -#define THOST_FTDC_UOACS_Success '4' -///拒绝 -#define THOST_FTDC_UOACS_Refuse '5' -///已撤销编码 -#define THOST_FTDC_UOACS_Cancel '6' - -typedef char TThostFtdcClientIDStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcIndustryIDType是一个行业编码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcIndustryIDType[17]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcQuestionIDType是一个特有信息编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcQuestionIDType[5]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcQuestionContentType是一个特有信息说明类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcQuestionContentType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOptionIDType是一个选项编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOptionIDType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOptionContentType是一个选项说明类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOptionContentType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcQuestionTypeType是一个特有信息类型类型 -///////////////////////////////////////////////////////////////////////// -///单选 -#define THOST_FTDC_QT_Radio '1' -///多选 -#define THOST_FTDC_QT_Option '2' -///填空 -#define THOST_FTDC_QT_Blank '3' - -typedef char TThostFtdcQuestionTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProcessIDType是一个业务流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcProcessIDType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSeqNoType是一个流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcSeqNoType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUOAProcessStatusType是一个流程状态类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUOAProcessStatusType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProcessTypeType是一个流程功能类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcProcessTypeType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBusinessTypeType是一个业务类型类型 -///////////////////////////////////////////////////////////////////////// -///请求 -#define THOST_FTDC_BT_Request '1' -///应答 -#define THOST_FTDC_BT_Response '2' -///通知 -#define THOST_FTDC_BT_Notice '3' - -typedef char TThostFtdcBusinessTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCfmmcReturnCodeType是一个监控中心返回码类型 -///////////////////////////////////////////////////////////////////////// -///成功 -#define THOST_FTDC_CRC_Success '0' -///该客户已经有流程在处理中 -#define THOST_FTDC_CRC_Working '1' -///监控中客户资料检查失败 -#define THOST_FTDC_CRC_InfoFail '2' -///监控中实名制检查失败 -#define THOST_FTDC_CRC_IDCardFail '3' -///其他错误 -#define THOST_FTDC_CRC_OtherFail '4' - -typedef char TThostFtdcCfmmcReturnCodeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExReturnCodeType是一个交易所返回码类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcExReturnCodeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClientTypeType是一个客户类型类型 -///////////////////////////////////////////////////////////////////////// -///所有 -#define THOST_FTDC_CfMMCCT_All '0' -///个人 -#define THOST_FTDC_CfMMCCT_Person '1' -///单位 -#define THOST_FTDC_CfMMCCT_Company '2' -///其他 -#define THOST_FTDC_CfMMCCT_Other '3' -///特殊法人 -#define THOST_FTDC_CfMMCCT_SpecialOrgan '4' -///资管户 -#define THOST_FTDC_CfMMCCT_Asset '5' - -typedef char TThostFtdcClientTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExchangeIDTypeType是一个交易所编号类型 -///////////////////////////////////////////////////////////////////////// -///上海期货交易所 -#define THOST_FTDC_EIDT_SHFE 'S' -///郑州商品交易所 -#define THOST_FTDC_EIDT_CZCE 'Z' -///大连商品交易所 -#define THOST_FTDC_EIDT_DCE 'D' -///中国金融期货交易所 -#define THOST_FTDC_EIDT_CFFEX 'J' -///上海国际能源交易中心股份有限公司 -#define THOST_FTDC_EIDT_INE 'N' - -typedef char TThostFtdcExchangeIDTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExClientIDTypeType是一个交易编码类型类型 -///////////////////////////////////////////////////////////////////////// -///套保 -#define THOST_FTDC_ECIDT_Hedge '1' -///套利 -#define THOST_FTDC_ECIDT_Arbitrage '2' -///投机 -#define THOST_FTDC_ECIDT_Speculation '3' - -typedef char TThostFtdcExClientIDTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClientClassifyType是一个客户分类码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcClientClassifyType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUOAOrganTypeType是一个单位性质类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUOAOrganTypeType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUOACountryCodeType是一个国家代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUOACountryCodeType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAreaCodeType是一个区号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAreaCodeType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFuturesIDType是一个监控中心为客户分配的代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFuturesIDType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCffmcDateType是一个日期类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCffmcDateType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCffmcTimeType是一个时间类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCffmcTimeType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcNocIDType是一个组织机构代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcNocIDType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUpdateFlagType是一个更新状态类型 -///////////////////////////////////////////////////////////////////////// -///未更新 -#define THOST_FTDC_UF_NoUpdate '0' -///更新全部信息成功 -#define THOST_FTDC_UF_Success '1' -///更新全部信息失败 -#define THOST_FTDC_UF_Fail '2' -///更新交易编码成功 -#define THOST_FTDC_UF_TCSuccess '3' -///更新交易编码失败 -#define THOST_FTDC_UF_TCFail '4' -///已丢弃 -#define THOST_FTDC_UF_Cancel '5' - -typedef char TThostFtdcUpdateFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcApplyOperateIDType是一个申请动作类型 -///////////////////////////////////////////////////////////////////////// -///开户 -#define THOST_FTDC_AOID_OpenInvestor '1' -///修改身份信息 -#define THOST_FTDC_AOID_ModifyIDCard '2' -///修改一般信息 -#define THOST_FTDC_AOID_ModifyNoIDCard '3' -///申请交易编码 -#define THOST_FTDC_AOID_ApplyTradingCode '4' -///撤销交易编码 -#define THOST_FTDC_AOID_CancelTradingCode '5' -///销户 -#define THOST_FTDC_AOID_CancelInvestor '6' -///账户休眠 -#define THOST_FTDC_AOID_FreezeAccount '8' -///激活休眠账户 -#define THOST_FTDC_AOID_ActiveFreezeAccount '9' - -typedef char TThostFtdcApplyOperateIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcApplyStatusIDType是一个申请状态类型 -///////////////////////////////////////////////////////////////////////// -///未补全 -#define THOST_FTDC_ASID_NoComplete '1' -///已提交 -#define THOST_FTDC_ASID_Submited '2' -///已审核 -#define THOST_FTDC_ASID_Checked '3' -///已拒绝 -#define THOST_FTDC_ASID_Refused '4' -///已删除 -#define THOST_FTDC_ASID_Deleted '5' - -typedef char TThostFtdcApplyStatusIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSendMethodType是一个发送方式类型 -///////////////////////////////////////////////////////////////////////// -///文件发送 -#define THOST_FTDC_UOASM_ByAPI '1' -///电子发送 -#define THOST_FTDC_UOASM_ByFile '2' - -typedef char TThostFtdcSendMethodType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcEventTypeType是一个业务操作类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcEventTypeType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcEventModeType是一个操作方法类型 -///////////////////////////////////////////////////////////////////////// -///增加 -#define THOST_FTDC_EvM_ADD '1' -///修改 -#define THOST_FTDC_EvM_UPDATE '2' -///删除 -#define THOST_FTDC_EvM_DELETE '3' -///复核 -#define THOST_FTDC_EvM_CHECK '4' -///复制 -#define THOST_FTDC_EvM_COPY '5' -///注销 -#define THOST_FTDC_EvM_CANCEL '6' -///冲销 -#define THOST_FTDC_EvM_Reverse '7' - -typedef char TThostFtdcEventModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUOAAutoSendType是一个统一开户申请自动发送类型 -///////////////////////////////////////////////////////////////////////// -///自动发送并接收 -#define THOST_FTDC_UOAA_ASR '1' -///自动发送，不自动接收 -#define THOST_FTDC_UOAA_ASNR '2' -///不自动发送，自动接收 -#define THOST_FTDC_UOAA_NSAR '3' -///不自动发送，也不自动接收 -#define THOST_FTDC_UOAA_NSR '4' - -typedef char TThostFtdcUOAAutoSendType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcQueryDepthType是一个查询深度类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcQueryDepthType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDataCenterIDType是一个数据中心代码类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcDataCenterIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFlowIDType是一个流程ID类型 -///////////////////////////////////////////////////////////////////////// -///投资者对应投资者组设置 -#define THOST_FTDC_EvM_InvestorGroupFlow '1' -///投资者手续费率设置 -#define THOST_FTDC_EvM_InvestorRate '2' -///投资者手续费率模板关系设置 -#define THOST_FTDC_EvM_InvestorCommRateModel '3' - -typedef char TThostFtdcFlowIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCheckLevelType是一个复核级别类型 -///////////////////////////////////////////////////////////////////////// -///零级复核 -#define THOST_FTDC_CL_Zero '0' -///一级复核 -#define THOST_FTDC_CL_One '1' -///二级复核 -#define THOST_FTDC_CL_Two '2' - -typedef char TThostFtdcCheckLevelType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCheckNoType是一个操作次数类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcCheckNoType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCheckStatusType是一个复核级别类型 -///////////////////////////////////////////////////////////////////////// -///未复核 -#define THOST_FTDC_CHS_Init '0' -///复核中 -#define THOST_FTDC_CHS_Checking '1' -///已复核 -#define THOST_FTDC_CHS_Checked '2' -///拒绝 -#define THOST_FTDC_CHS_Refuse '3' -///作废 -#define THOST_FTDC_CHS_Cancel '4' - -typedef char TThostFtdcCheckStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUsedStatusType是一个生效状态类型 -///////////////////////////////////////////////////////////////////////// -///未生效 -#define THOST_FTDC_CHU_Unused '0' -///已生效 -#define THOST_FTDC_CHU_Used '1' -///生效失败 -#define THOST_FTDC_CHU_Fail '2' - -typedef char TThostFtdcUsedStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRateTemplateNameType是一个模型名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRateTemplateNameType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPropertyStringType是一个用于查询的投资属性字段类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPropertyStringType[2049]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankAcountOriginType是一个账户来源类型 -///////////////////////////////////////////////////////////////////////// -///手工录入 -#define THOST_FTDC_BAO_ByAccProperty '0' -///银期转账 -#define THOST_FTDC_BAO_ByFBTransfer '1' - -typedef char TThostFtdcBankAcountOriginType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMonthBillTradeSumType是一个结算单月报成交汇总方式类型 -///////////////////////////////////////////////////////////////////////// -///同日同合约 -#define THOST_FTDC_MBTS_ByInstrument '0' -///同日同合约同价格 -#define THOST_FTDC_MBTS_ByDayInsPrc '1' -///同合约 -#define THOST_FTDC_MBTS_ByDayIns '2' - -typedef char TThostFtdcMonthBillTradeSumType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFBTTradeCodeEnumType是一个银期交易代码枚举类型 -///////////////////////////////////////////////////////////////////////// -///银行发起银行转期货 -#define THOST_FTDC_FTC_BankLaunchBankToBroker '102001' -///期货发起银行转期货 -#define THOST_FTDC_FTC_BrokerLaunchBankToBroker '202001' -///银行发起期货转银行 -#define THOST_FTDC_FTC_BankLaunchBrokerToBank '102002' -///期货发起期货转银行 -#define THOST_FTDC_FTC_BrokerLaunchBrokerToBank '202002' - -typedef char TThostFtdcFBTTradeCodeEnumType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRateTemplateIDType是一个模型代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRateTemplateIDType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRiskRateType是一个风险度类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRiskRateType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTimestampType是一个时间戳类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcTimestampType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvestorIDRuleNameType是一个号段规则名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInvestorIDRuleNameType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvestorIDRuleExprType是一个号段规则表达式类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInvestorIDRuleExprType[513]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLastDriftType是一个上次OTP漂移值类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcLastDriftType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLastSuccessType是一个上次OTP成功值类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcLastSuccessType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAuthKeyType是一个令牌密钥类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAuthKeyType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSerialNumberType是一个序列号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSerialNumberType[17]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOTPTypeType是一个动态令牌类型类型 -///////////////////////////////////////////////////////////////////////// -///无动态令牌 -#define THOST_FTDC_OTP_NONE '0' -///时间令牌 -#define THOST_FTDC_OTP_TOTP '1' - -typedef char TThostFtdcOTPTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOTPVendorsIDType是一个动态令牌提供商类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOTPVendorsIDType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOTPVendorsNameType是一个动态令牌提供商名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOTPVendorsNameType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOTPStatusType是一个动态令牌状态类型 -///////////////////////////////////////////////////////////////////////// -///未使用 -#define THOST_FTDC_OTPS_Unused '0' -///已使用 -#define THOST_FTDC_OTPS_Used '1' -///注销 -#define THOST_FTDC_OTPS_Disuse '2' - -typedef char TThostFtdcOTPStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBrokerUserTypeType是一个经济公司用户类型类型 -///////////////////////////////////////////////////////////////////////// -///投资者 -#define THOST_FTDC_BUT_Investor '1' -///操作员 -#define THOST_FTDC_BUT_BrokerUser '2' - -typedef char TThostFtdcBrokerUserTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFutureTypeType是一个期货类型类型 -///////////////////////////////////////////////////////////////////////// -///商品期货 -#define THOST_FTDC_FUTT_Commodity '1' -///金融期货 -#define THOST_FTDC_FUTT_Financial '2' - -typedef char TThostFtdcFutureTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFundEventTypeType是一个资金管理操作类型类型 -///////////////////////////////////////////////////////////////////////// -///转账限额 -#define THOST_FTDC_FET_Restriction '0' -///当日转账限额 -#define THOST_FTDC_FET_TodayRestriction '1' -///期商流水 -#define THOST_FTDC_FET_Transfer '2' -///资金冻结 -#define THOST_FTDC_FET_Credit '3' -///投资者可提资金比例 -#define THOST_FTDC_FET_InvestorWithdrawAlm '4' -///单个银行帐户转账限额 -#define THOST_FTDC_FET_BankRestriction '5' -///银期签约账户 -#define THOST_FTDC_FET_Accountregister '6' -///交易所出入金 -#define THOST_FTDC_FET_ExchangeFundIO '7' -///投资者出入金 -#define THOST_FTDC_FET_InvestorFundIO '8' - -typedef char TThostFtdcFundEventTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAccountSourceTypeType是一个资金账户来源类型 -///////////////////////////////////////////////////////////////////////// -///银期同步 -#define THOST_FTDC_AST_FBTransfer '0' -///手工录入 -#define THOST_FTDC_AST_ManualEntry '1' - -typedef char TThostFtdcAccountSourceTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCodeSourceTypeType是一个交易编码来源类型 -///////////////////////////////////////////////////////////////////////// -///统一开户(已规范) -#define THOST_FTDC_CST_UnifyAccount '0' -///手工录入(未规范) -#define THOST_FTDC_CST_ManualEntry '1' - -typedef char TThostFtdcCodeSourceTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUserRangeType是一个操作员范围类型 -///////////////////////////////////////////////////////////////////////// -///所有 -#define THOST_FTDC_UR_All '0' -///单一操作员 -#define THOST_FTDC_UR_Single '1' - -typedef char TThostFtdcUserRangeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTimeSpanType是一个时间跨度类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcTimeSpanType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcImportSequenceIDType是一个动态令牌导入批次编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcImportSequenceIDType[17]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcByGroupType是一个交易统计表按客户统计方式类型 -///////////////////////////////////////////////////////////////////////// -///按投资者统计 -#define THOST_FTDC_BG_Investor '2' -///按类统计 -#define THOST_FTDC_BG_Group '1' - -typedef char TThostFtdcByGroupType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeSumStatModeType是一个交易统计表按范围统计方式类型 -///////////////////////////////////////////////////////////////////////// -///按合约统计 -#define THOST_FTDC_TSSM_Instrument '1' -///按产品统计 -#define THOST_FTDC_TSSM_Product '2' -///按交易所统计 -#define THOST_FTDC_TSSM_Exchange '3' - -typedef char TThostFtdcTradeSumStatModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcComTypeType是一个组合成交类型类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcComTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUserProductIDType是一个产品标识类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUserProductIDType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUserProductNameType是一个产品名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUserProductNameType[65]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUserProductMemoType是一个产品说明类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUserProductMemoType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCCancelFlagType是一个新增或变更标志类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCCancelFlagType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCDateType是一个日期类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCDateType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCInvestorNameType是一个客户名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCInvestorNameType[201]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCOpenInvestorNameType是一个客户名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCOpenInvestorNameType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCInvestorIDType是一个客户代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCInvestorIDType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCIdentifiedCardNoType是一个证件号码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCIdentifiedCardNoType[51]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCClientIDType是一个交易编码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCClientIDType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCBankFlagType是一个银行标识类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCBankFlagType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCBankAccountType是一个银行账户类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCBankAccountType[23]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCOpenNameType是一个开户人类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCOpenNameType[401]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCMemoType是一个说明类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCMemoType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCTimeType是一个时间类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCTimeType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCTradeIDType是一个成交流水号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCTradeIDType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCExchangeInstIDType是一个合约代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCExchangeInstIDType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCMortgageNameType是一个质押品名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCMortgageNameType[7]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCReasonType是一个事由类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCReasonType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcIsSettlementType是一个是否为非结算会员类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcIsSettlementType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCMoneyType是一个资金类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcCSRCMoneyType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCPriceType是一个价格类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcCSRCPriceType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCOptionsTypeType是一个期权类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCOptionsTypeType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCStrikePriceType是一个执行价类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcCSRCStrikePriceType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCTargetProductIDType是一个标的品种类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCTargetProductIDType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCTargetInstrIDType是一个标的合约类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCTargetInstrIDType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCommModelNameType是一个手续费率模板名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCommModelNameType[161]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCommModelMemoType是一个手续费率模板备注类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCommModelMemoType[1025]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExprSetModeType是一个日期表达式设置类型类型 -///////////////////////////////////////////////////////////////////////// -///相对已有规则设置 -#define THOST_FTDC_ESM_Relative '1' -///典型设置 -#define THOST_FTDC_ESM_Typical '2' - -typedef char TThostFtdcExprSetModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRateInvestorRangeType是一个投资者范围类型 -///////////////////////////////////////////////////////////////////////// -///公司标准 -#define THOST_FTDC_RIR_All '1' -///模板 -#define THOST_FTDC_RIR_Model '2' -///单一投资者 -#define THOST_FTDC_RIR_Single '3' - -typedef char TThostFtdcRateInvestorRangeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAgentBrokerIDType是一个代理经纪公司代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAgentBrokerIDType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDRIdentityIDType是一个交易中心代码类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcDRIdentityIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDRIdentityNameType是一个交易中心名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcDRIdentityNameType[65]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDBLinkIDType是一个DBLink标识号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcDBLinkIDType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSyncDataStatusType是一个主次用系统数据同步状态类型 -///////////////////////////////////////////////////////////////////////// -///未同步 -#define THOST_FTDC_SDS_Initialize '0' -///同步中 -#define THOST_FTDC_SDS_Settlementing '1' -///已同步 -#define THOST_FTDC_SDS_Settlemented '2' - -typedef char TThostFtdcSyncDataStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeSourceType是一个成交来源类型 -///////////////////////////////////////////////////////////////////////// -///来自交易所普通回报 -#define THOST_FTDC_TSRC_NORMAL '0' -///来自查询 -#define THOST_FTDC_TSRC_QUERY '1' - -typedef char TThostFtdcTradeSourceType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFlexStatModeType是一个产品合约统计方式类型 -///////////////////////////////////////////////////////////////////////// -///产品统计 -#define THOST_FTDC_FSM_Product '1' -///交易所统计 -#define THOST_FTDC_FSM_Exchange '2' -///统计所有 -#define THOST_FTDC_FSM_All '3' - -typedef char TThostFtdcFlexStatModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcByInvestorRangeType是一个投资者范围统计方式类型 -///////////////////////////////////////////////////////////////////////// -///属性统计 -#define THOST_FTDC_BIR_Property '1' -///统计所有 -#define THOST_FTDC_BIR_All '2' - -typedef char TThostFtdcByInvestorRangeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSRiskRateType是一个风险度类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSRiskRateType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSequenceNo12Type是一个序号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcSequenceNo12Type; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPropertyInvestorRangeType是一个投资者范围类型 -///////////////////////////////////////////////////////////////////////// -///所有 -#define THOST_FTDC_PIR_All '1' -///投资者属性 -#define THOST_FTDC_PIR_Property '2' -///单一投资者 -#define THOST_FTDC_PIR_Single '3' - -typedef char TThostFtdcPropertyInvestorRangeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFileStatusType是一个文件状态类型 -///////////////////////////////////////////////////////////////////////// -///未生成 -#define THOST_FTDC_FIS_NoCreate '0' -///已生成 -#define THOST_FTDC_FIS_Created '1' -///生成失败 -#define THOST_FTDC_FIS_Failed '2' - -typedef char TThostFtdcFileStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFileGenStyleType是一个文件生成方式类型 -///////////////////////////////////////////////////////////////////////// -///下发 -#define THOST_FTDC_FGS_FileTransmit '0' -///生成 -#define THOST_FTDC_FGS_FileGen '1' - -typedef char TThostFtdcFileGenStyleType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSysOperModeType是一个系统日志操作方法类型 -///////////////////////////////////////////////////////////////////////// -///增加 -#define THOST_FTDC_SoM_Add '1' -///修改 -#define THOST_FTDC_SoM_Update '2' -///删除 -#define THOST_FTDC_SoM_Delete '3' -///复制 -#define THOST_FTDC_SoM_Copy '4' -///激活 -#define THOST_FTDC_SoM_AcTive '5' -///注销 -#define THOST_FTDC_SoM_CanCel '6' -///重置 -#define THOST_FTDC_SoM_ReSet '7' - -typedef char TThostFtdcSysOperModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSysOperTypeType是一个系统日志操作类型类型 -///////////////////////////////////////////////////////////////////////// -///修改操作员密码 -#define THOST_FTDC_SoT_UpdatePassword '0' -///操作员组织架构关系 -#define THOST_FTDC_SoT_UserDepartment '1' -///角色管理 -#define THOST_FTDC_SoT_RoleManager '2' -///角色功能设置 -#define THOST_FTDC_SoT_RoleFunction '3' -///基础参数设置 -#define THOST_FTDC_SoT_BaseParam '4' -///设置操作员 -#define THOST_FTDC_SoT_SetUserID '5' -///用户角色设置 -#define THOST_FTDC_SoT_SetUserRole '6' -///用户IP限制 -#define THOST_FTDC_SoT_UserIpRestriction '7' -///组织架构管理 -#define THOST_FTDC_SoT_DepartmentManager '8' -///组织架构向查询分类复制 -#define THOST_FTDC_SoT_DepartmentCopy '9' -///交易编码管理 -#define THOST_FTDC_SoT_Tradingcode 'A' -///投资者状态维护 -#define THOST_FTDC_SoT_InvestorStatus 'B' -///投资者权限管理 -#define THOST_FTDC_SoT_InvestorAuthority 'C' -///属性设置 -#define THOST_FTDC_SoT_PropertySet 'D' -///重置投资者密码 -#define THOST_FTDC_SoT_ReSetInvestorPasswd 'E' -///投资者个性信息维护 -#define THOST_FTDC_SoT_InvestorPersonalityInfo 'F' - -typedef char TThostFtdcSysOperTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCDataQueyTypeType是一个上报数据查询类型类型 -///////////////////////////////////////////////////////////////////////// -///查询当前交易日报送的数据 -#define THOST_FTDC_CSRCQ_Current '0' -///查询历史报送的代理经纪公司的数据 -#define THOST_FTDC_CSRCQ_History '1' - -typedef char TThostFtdcCSRCDataQueyTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFreezeStatusType是一个休眠状态类型 -///////////////////////////////////////////////////////////////////////// -///活跃 -#define THOST_FTDC_FRS_Normal '1' -///休眠 -#define THOST_FTDC_FRS_Freeze '0' - -typedef char TThostFtdcFreezeStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcStandardStatusType是一个规范状态类型 -///////////////////////////////////////////////////////////////////////// -///已规范 -#define THOST_FTDC_STST_Standard '0' -///未规范 -#define THOST_FTDC_STST_NonStandard '1' - -typedef char TThostFtdcStandardStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCFreezeStatusType是一个休眠状态类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCFreezeStatusType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRightParamTypeType是一个配置类型类型 -///////////////////////////////////////////////////////////////////////// -///休眠户 -#define THOST_FTDC_RPT_Freeze '1' -///激活休眠户 -#define THOST_FTDC_RPT_FreezeActive '2' -///开仓权限限制 -#define THOST_FTDC_RPT_OpenLimit '3' -///解除开仓权限限制 -#define THOST_FTDC_RPT_RelieveOpenLimit '4' - -typedef char TThostFtdcRightParamTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRightTemplateIDType是一个模板代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRightTemplateIDType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRightTemplateNameType是一个模板名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRightTemplateNameType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDataStatusType是一个反洗钱审核表数据状态类型 -///////////////////////////////////////////////////////////////////////// -///正常 -#define THOST_FTDC_AMLDS_Normal '0' -///已删除 -#define THOST_FTDC_AMLDS_Deleted '1' - -typedef char TThostFtdcDataStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAMLCheckStatusType是一个审核状态类型 -///////////////////////////////////////////////////////////////////////// -///未复核 -#define THOST_FTDC_AMLCHS_Init '0' -///复核中 -#define THOST_FTDC_AMLCHS_Checking '1' -///已复核 -#define THOST_FTDC_AMLCHS_Checked '2' -///拒绝上报 -#define THOST_FTDC_AMLCHS_RefuseReport '3' - -typedef char TThostFtdcAMLCheckStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAmlDateTypeType是一个日期类型类型 -///////////////////////////////////////////////////////////////////////// -///检查日期 -#define THOST_FTDC_AMLDT_DrawDay '0' -///发生日期 -#define THOST_FTDC_AMLDT_TouchDay '1' - -typedef char TThostFtdcAmlDateTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAmlCheckLevelType是一个审核级别类型 -///////////////////////////////////////////////////////////////////////// -///零级审核 -#define THOST_FTDC_AMLCL_CheckLevel0 '0' -///一级审核 -#define THOST_FTDC_AMLCL_CheckLevel1 '1' -///二级审核 -#define THOST_FTDC_AMLCL_CheckLevel2 '2' -///三级审核 -#define THOST_FTDC_AMLCL_CheckLevel3 '3' - -typedef char TThostFtdcAmlCheckLevelType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAmlCheckFlowType是一个反洗钱数据抽取审核流程类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAmlCheckFlowType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDataTypeType是一个数据类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcDataTypeType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExportFileTypeType是一个导出文件类型类型 -///////////////////////////////////////////////////////////////////////// -///CSV -#define THOST_FTDC_EFT_CSV '0' -///Excel -#define THOST_FTDC_EFT_EXCEL '1' -///DBF -#define THOST_FTDC_EFT_DBF '2' - -typedef char TThostFtdcExportFileTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSettleManagerTypeType是一个结算配置类型类型 -///////////////////////////////////////////////////////////////////////// -///结算前准备 -#define THOST_FTDC_SMT_Before '1' -///结算 -#define THOST_FTDC_SMT_Settlement '2' -///结算后核对 -#define THOST_FTDC_SMT_After '3' -///结算后处理 -#define THOST_FTDC_SMT_Settlemented '4' - -typedef char TThostFtdcSettleManagerTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSettleManagerIDType是一个结算配置代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSettleManagerIDType[33]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSettleManagerNameType是一个结算配置名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSettleManagerNameType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSettleManagerLevelType是一个结算配置等级类型 -///////////////////////////////////////////////////////////////////////// -///必要 -#define THOST_FTDC_SML_Must '1' -///警告 -#define THOST_FTDC_SML_Alarm '2' -///提示 -#define THOST_FTDC_SML_Prompt '3' -///不检查 -#define THOST_FTDC_SML_Ignore '4' - -typedef char TThostFtdcSettleManagerLevelType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSettleManagerGroupType是一个模块分组类型 -///////////////////////////////////////////////////////////////////////// -///交易所核对 -#define THOST_FTDC_SMG_Exhcange '1' -///内部核对 -#define THOST_FTDC_SMG_ASP '2' -///上报数据核对 -#define THOST_FTDC_SMG_CSRC '3' - -typedef char TThostFtdcSettleManagerGroupType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCheckResultMemoType是一个核对结果说明类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCheckResultMemoType[1025]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFunctionUrlType是一个功能链接类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcFunctionUrlType[1025]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAuthInfoType是一个客户端认证信息类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAuthInfoType[129]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAuthCodeType是一个客户端认证码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAuthCodeType[17]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLimitUseTypeType是一个保值额度使用类型类型 -///////////////////////////////////////////////////////////////////////// -///可重复使用 -#define THOST_FTDC_LUT_Repeatable '1' -///不可重复使用 -#define THOST_FTDC_LUT_Unrepeatable '2' - -typedef char TThostFtdcLimitUseTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDataResourceType是一个数据来源类型 -///////////////////////////////////////////////////////////////////////// -///本系统 -#define THOST_FTDC_DAR_Settle '1' -///交易所 -#define THOST_FTDC_DAR_Exchange '2' -///报送数据 -#define THOST_FTDC_DAR_CSRC '3' - -typedef char TThostFtdcDataResourceType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMarginTypeType是一个保证金类型类型 -///////////////////////////////////////////////////////////////////////// -///交易所保证金率 -#define THOST_FTDC_MGT_ExchMarginRate '0' -///投资者保证金率 -#define THOST_FTDC_MGT_InstrMarginRate '1' -///投资者交易保证金率 -#define THOST_FTDC_MGT_InstrMarginRateTrade '2' - -typedef char TThostFtdcMarginTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcActiveTypeType是一个生效类型类型 -///////////////////////////////////////////////////////////////////////// -///仅当日生效 -#define THOST_FTDC_ACT_Intraday '1' -///长期生效 -#define THOST_FTDC_ACT_Long '2' - -typedef char TThostFtdcActiveTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMarginRateTypeType是一个冲突保证金率类型类型 -///////////////////////////////////////////////////////////////////////// -///交易所保证金率 -#define THOST_FTDC_MRT_Exchange '1' -///投资者保证金率 -#define THOST_FTDC_MRT_Investor '2' -///投资者交易保证金率 -#define THOST_FTDC_MRT_InvestorTrade '3' - -typedef char TThostFtdcMarginRateTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBackUpStatusType是一个备份数据状态类型 -///////////////////////////////////////////////////////////////////////// -///未生成备份数据 -#define THOST_FTDC_BUS_UnBak '0' -///备份数据生成中 -#define THOST_FTDC_BUS_BakUp '1' -///已生成备份数据 -#define THOST_FTDC_BUS_BakUped '2' -///备份数据失败 -#define THOST_FTDC_BUS_BakFail '3' - -typedef char TThostFtdcBackUpStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInitSettlementType是一个结算初始化状态类型 -///////////////////////////////////////////////////////////////////////// -///结算初始化未开始 -#define THOST_FTDC_SIS_UnInitialize '0' -///结算初始化中 -#define THOST_FTDC_SIS_Initialize '1' -///结算初始化完成 -#define THOST_FTDC_SIS_Initialized '2' - -typedef char TThostFtdcInitSettlementType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcReportStatusType是一个报表数据生成状态类型 -///////////////////////////////////////////////////////////////////////// -///未生成报表数据 -#define THOST_FTDC_SRS_NoCreate '0' -///报表数据生成中 -#define THOST_FTDC_SRS_Create '1' -///已生成报表数据 -#define THOST_FTDC_SRS_Created '2' -///生成报表数据失败 -#define THOST_FTDC_SRS_CreateFail '3' - -typedef char TThostFtdcReportStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSaveStatusType是一个数据归档状态类型 -///////////////////////////////////////////////////////////////////////// -///归档未完成 -#define THOST_FTDC_SSS_UnSaveData '0' -///归档完成 -#define THOST_FTDC_SSS_SaveDatad '1' - -typedef char TThostFtdcSaveStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSettArchiveStatusType是一个结算确认数据归档状态类型 -///////////////////////////////////////////////////////////////////////// -///未归档数据 -#define THOST_FTDC_SAS_UnArchived '0' -///数据归档中 -#define THOST_FTDC_SAS_Archiving '1' -///已归档数据 -#define THOST_FTDC_SAS_Archived '2' -///归档数据失败 -#define THOST_FTDC_SAS_ArchiveFail '3' - -typedef char TThostFtdcSettArchiveStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCTPTypeType是一个CTP交易系统类型类型 -///////////////////////////////////////////////////////////////////////// -///未知类型 -#define THOST_FTDC_CTPT_Unkown '0' -///主中心 -#define THOST_FTDC_CTPT_MainCenter '1' -///备中心 -#define THOST_FTDC_CTPT_BackUp '2' - -typedef char TThostFtdcCTPTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcToolIDType是一个工具代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcToolIDType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcToolNameType是一个工具名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcToolNameType[81]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCloseDealTypeType是一个平仓处理类型类型 -///////////////////////////////////////////////////////////////////////// -///正常 -#define THOST_FTDC_CDT_Normal '0' -///投机平仓优先 -#define THOST_FTDC_CDT_SpecFirst '1' - -typedef char TThostFtdcCloseDealTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMortgageFundUseRangeType是一个货币质押资金可用范围类型 -///////////////////////////////////////////////////////////////////////// -///不能使用 -#define THOST_FTDC_MFUR_None '0' -///用于保证金 -#define THOST_FTDC_MFUR_Margin '1' -///用于手续费、盈亏、保证金 -#define THOST_FTDC_MFUR_All '2' - -typedef char TThostFtdcMortgageFundUseRangeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCurrencyUnitType是一个币种单位数量类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcCurrencyUnitType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExchangeRateType是一个汇率类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcExchangeRateType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSpecProductTypeType是一个特殊产品类型类型 -///////////////////////////////////////////////////////////////////////// -///郑商所套保产品 -#define THOST_FTDC_SPT_CzceHedge '1' -///货币质押产品 -#define THOST_FTDC_SPT_IneForeignCurrency '2' -///大连短线开平仓产品 -#define THOST_FTDC_SPT_DceOpenClose '3' - -typedef char TThostFtdcSpecProductTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFundMortgageTypeType是一个货币质押类型类型 -///////////////////////////////////////////////////////////////////////// -///质押 -#define THOST_FTDC_FMT_Mortgage '1' -///解质 -#define THOST_FTDC_FMT_Redemption '2' - -typedef char TThostFtdcFundMortgageTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAccountSettlementParamIDType是一个投资者账户结算参数代码类型 -///////////////////////////////////////////////////////////////////////// -///基础保证金 -#define THOST_FTDC_ASPI_BaseMargin '1' -///最低权益标准 -#define THOST_FTDC_ASPI_LowestInterest '2' - -typedef char TThostFtdcAccountSettlementParamIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCurrencyNameType是一个币种名称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCurrencyNameType[31]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCurrencySignType是一个币种符号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCurrencySignType[4]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFundMortDirectionType是一个货币质押方向类型 -///////////////////////////////////////////////////////////////////////// -///货币质入 -#define THOST_FTDC_FMD_In '1' -///货币质出 -#define THOST_FTDC_FMD_Out '2' - -typedef char TThostFtdcFundMortDirectionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBusinessClassType是一个换汇类别类型 -///////////////////////////////////////////////////////////////////////// -///盈利 -#define THOST_FTDC_BT_Profit '0' -///亏损 -#define THOST_FTDC_BT_Loss '1' -///其他 -#define THOST_FTDC_BT_Other 'Z' - -typedef char TThostFtdcBusinessClassType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSwapSourceTypeType是一个换汇数据来源类型 -///////////////////////////////////////////////////////////////////////// -///手工 -#define THOST_FTDC_SST_Manual '0' -///自动生成 -#define THOST_FTDC_SST_Automatic '1' - -typedef char TThostFtdcSwapSourceTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCurrExDirectionType是一个换汇类型类型 -///////////////////////////////////////////////////////////////////////// -///结汇 -#define THOST_FTDC_CED_Settlement '0' -///售汇 -#define THOST_FTDC_CED_Sale '1' - -typedef char TThostFtdcCurrExDirectionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCurrencySwapStatusType是一个申请状态类型 -///////////////////////////////////////////////////////////////////////// -///已录入 -#define THOST_FTDC_CSS_Entry '1' -///已审核 -#define THOST_FTDC_CSS_Approve '2' -///已拒绝 -#define THOST_FTDC_CSS_Refuse '3' -///已撤销 -#define THOST_FTDC_CSS_Revoke '4' -///已发送 -#define THOST_FTDC_CSS_Send '5' -///换汇成功 -#define THOST_FTDC_CSS_Success '6' -///换汇失败 -#define THOST_FTDC_CSS_Failure '7' - -typedef char TThostFtdcCurrencySwapStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCurrExchCertNoType是一个凭证号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCurrExchCertNoType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBatchSerialNoType是一个批次号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBatchSerialNoType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcReqFlagType是一个换汇发送标志类型 -///////////////////////////////////////////////////////////////////////// -///未发送 -#define THOST_FTDC_REQF_NoSend '0' -///发送成功 -#define THOST_FTDC_REQF_SendSuccess '1' -///发送失败 -#define THOST_FTDC_REQF_SendFailed '2' -///等待重发 -#define THOST_FTDC_REQF_WaitReSend '3' - -typedef char TThostFtdcReqFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcResFlagType是一个换汇返回成功标志类型 -///////////////////////////////////////////////////////////////////////// -///成功 -#define THOST_FTDC_RESF_Success '0' -///账户余额不足 -#define THOST_FTDC_RESF_InsuffiCient '1' -///交易结果未知 -#define THOST_FTDC_RESF_UnKnown '8' - -typedef char TThostFtdcResFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPageControlType是一个换汇页面控制类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPageControlType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRecordCountType是一个记录数类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcRecordCountType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCurrencySwapMemoType是一个换汇需确认信息类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCurrencySwapMemoType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExStatusType是一个修改状态类型 -///////////////////////////////////////////////////////////////////////// -///修改前 -#define THOST_FTDC_EXS_Before '0' -///修改后 -#define THOST_FTDC_EXS_After '1' - -typedef char TThostFtdcExStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClientRegionType是一个开户客户地域类型 -///////////////////////////////////////////////////////////////////////// -///国内客户 -#define THOST_FTDC_CR_Domestic '1' -///港澳台客户 -#define THOST_FTDC_CR_GMT '2' -///国外客户 -#define THOST_FTDC_CR_Foreign '3' - -typedef char TThostFtdcClientRegionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcWorkPlaceType是一个工作单位类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcWorkPlaceType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBusinessPeriodType是一个经营期限类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBusinessPeriodType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcWebSiteType是一个网址类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcWebSiteType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUOAIdCardTypeType是一个统一开户证件类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUOAIdCardTypeType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcClientModeType是一个开户模式类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcClientModeType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvestorFullNameType是一个投资者全称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInvestorFullNameType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUOABrokerIDType是一个境外中介机构ID类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUOABrokerIDType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUOAZipCodeType是一个邮政编码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUOAZipCodeType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUOAEMailType是一个电子邮箱类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUOAEMailType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOldCityType是一个城市类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcOldCityType[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCorporateIdentifiedCardNoType是一个法人代表证件号码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCorporateIdentifiedCardNoType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcHasBoardType是一个是否有董事会类型 -///////////////////////////////////////////////////////////////////////// -///没有 -#define THOST_FTDC_HB_No '0' -///有 -#define THOST_FTDC_HB_Yes '1' - -typedef char TThostFtdcHasBoardType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcStartModeType是一个启动模式类型 -///////////////////////////////////////////////////////////////////////// -///正常 -#define THOST_FTDC_SM_Normal '1' -///应急 -#define THOST_FTDC_SM_Emerge '2' -///恢复 -#define THOST_FTDC_SM_Restore '3' - -typedef char TThostFtdcStartModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTemplateTypeType是一个模型类型类型 -///////////////////////////////////////////////////////////////////////// -///全量 -#define THOST_FTDC_TPT_Full '1' -///增量 -#define THOST_FTDC_TPT_Increment '2' -///备份 -#define THOST_FTDC_TPT_BackUp '3' - -typedef char TThostFtdcTemplateTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLoginModeType是一个登录模式类型 -///////////////////////////////////////////////////////////////////////// -///交易 -#define THOST_FTDC_LM_Trade '0' -///转账 -#define THOST_FTDC_LM_Transfer '1' - -typedef char TThostFtdcLoginModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPromptTypeType是一个日历提示类型类型 -///////////////////////////////////////////////////////////////////////// -///合约上下市 -#define THOST_FTDC_CPT_Instrument '1' -///保证金分段生效 -#define THOST_FTDC_CPT_Margin '2' - -typedef char TThostFtdcPromptTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLedgerManageIDType是一个分户管理资产编码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcLedgerManageIDType[51]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvestVarietyType是一个投资品种类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInvestVarietyType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBankAccountTypeType是一个账户类别类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcBankAccountTypeType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLedgerManageBankType是一个开户银行类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcLedgerManageBankType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCffexDepartmentNameType是一个开户营业部类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCffexDepartmentNameType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCffexDepartmentCodeType是一个营业部代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCffexDepartmentCodeType[9]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcHasTrusteeType是一个是否有托管人类型 -///////////////////////////////////////////////////////////////////////// -///有 -#define THOST_FTDC_HT_Yes '1' -///没有 -#define THOST_FTDC_HT_No '0' - -typedef char TThostFtdcHasTrusteeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCMemo1Type是一个说明类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCMemo1Type[41]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAssetmgrCFullNameType是一个代理资产管理业务的期货公司全称类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAssetmgrCFullNameType[101]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAssetmgrApprovalNOType是一个资产管理业务批文号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAssetmgrApprovalNOType[51]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAssetmgrMgrNameType是一个资产管理业务负责人姓名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAssetmgrMgrNameType[401]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAmTypeType是一个机构类型类型 -///////////////////////////////////////////////////////////////////////// -///银行 -#define THOST_FTDC_AMT_Bank '1' -///证券公司 -#define THOST_FTDC_AMT_Securities '2' -///基金公司 -#define THOST_FTDC_AMT_Fund '3' -///保险公司 -#define THOST_FTDC_AMT_Insurance '4' -///信托公司 -#define THOST_FTDC_AMT_Trust '5' -///其他 -#define THOST_FTDC_AMT_Other '9' - -typedef char TThostFtdcAmTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCAmTypeType是一个机构类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCAmTypeType[5]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCFundIOTypeType是一个出入金类型类型 -///////////////////////////////////////////////////////////////////////// -///出入金 -#define THOST_FTDC_CFIOT_FundIO '0' -///银期换汇 -#define THOST_FTDC_CFIOT_SwapCurrency '1' - -typedef char TThostFtdcCSRCFundIOTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCusAccountTypeType是一个结算账户类型类型 -///////////////////////////////////////////////////////////////////////// -///期货结算账户 -#define THOST_FTDC_CAT_Futures '1' -///纯期货资管业务下的资管结算账户 -#define THOST_FTDC_CAT_AssetmgrFuture '2' -///综合类资管业务下的期货资管托管账户 -#define THOST_FTDC_CAT_AssetmgrTrustee '3' -///综合类资管业务下的资金中转账户 -#define THOST_FTDC_CAT_AssetmgrTransfer '4' - -typedef char TThostFtdcCusAccountTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCNationalType是一个国籍类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCNationalType[4]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCSRCSecAgentIDType是一个二级代理ID类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCSRCSecAgentIDType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLanguageTypeType是一个通知语言类型类型 -///////////////////////////////////////////////////////////////////////// -///中文 -#define THOST_FTDC_LT_Chinese '1' -///英文 -#define THOST_FTDC_LT_English '2' - -typedef char TThostFtdcLanguageTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAmAccountType是一个投资账户类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAmAccountType[23]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAssetmgrClientTypeType是一个资产管理客户类型类型 -///////////////////////////////////////////////////////////////////////// -///个人资管客户 -#define THOST_FTDC_AMCT_Person '1' -///单位资管客户 -#define THOST_FTDC_AMCT_Organ '2' -///特殊单位资管客户 -#define THOST_FTDC_AMCT_SpecialOrgan '4' - -typedef char TThostFtdcAssetmgrClientTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAssetmgrTypeType是一个投资类型类型 -///////////////////////////////////////////////////////////////////////// -///期货类 -#define THOST_FTDC_ASST_Futures '3' -///综合类 -#define THOST_FTDC_ASST_SpecialOrgan '4' - -typedef char TThostFtdcAssetmgrTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUOMType是一个计量单位类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcUOMType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSHFEInstLifePhaseType是一个上期所合约生命周期状态类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSHFEInstLifePhaseType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSHFEProductClassType是一个产品类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSHFEProductClassType[11]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcPriceDecimalType是一个价格小数位类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcPriceDecimalType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInTheMoneyFlagType是一个平值期权标志类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInTheMoneyFlagType[2]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCheckInstrTypeType是一个合约比较类型类型 -///////////////////////////////////////////////////////////////////////// -///合约交易所不存在 -#define THOST_FTDC_CIT_HasExch '0' -///合约本系统不存在 -#define THOST_FTDC_CIT_HasATP '1' -///合约比较不一致 -#define THOST_FTDC_CIT_HasDiff '2' - -typedef char TThostFtdcCheckInstrTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDeliveryTypeType是一个交割类型类型 -///////////////////////////////////////////////////////////////////////// -///手工交割 -#define THOST_FTDC_DT_HandDeliv '1' -///到期交割 -#define THOST_FTDC_DT_PersonDeliv '2' - -typedef char TThostFtdcDeliveryTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBigMoneyType是一个资金类型 -///////////////////////////////////////////////////////////////////////// -typedef double TThostFtdcBigMoneyType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcMaxMarginSideAlgorithmType是一个大额单边保证金算法类型 -///////////////////////////////////////////////////////////////////////// -///不使用大额单边保证金算法 -#define THOST_FTDC_MMSA_NO '0' -///使用大额单边保证金算法 -#define THOST_FTDC_MMSA_YES '1' - -typedef char TThostFtdcMaxMarginSideAlgorithmType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDAClientTypeType是一个资产管理客户类型类型 -///////////////////////////////////////////////////////////////////////// -///自然人 -#define THOST_FTDC_CACT_Person '0' -///法人 -#define THOST_FTDC_CACT_Company '1' -///其他 -#define THOST_FTDC_CACT_Other '2' - -typedef char TThostFtdcDAClientTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCombinInstrIDType是一个套利合约代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCombinInstrIDType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCombinSettlePriceType是一个各腿结算价类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcCombinSettlePriceType[61]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDCEPriorityType是一个优先级类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcDCEPriorityType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcTradeGroupIDType是一个成交组号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcTradeGroupIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcIsCheckPrepaType是一个是否校验开户可用资金类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcIsCheckPrepaType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcUOAAssetmgrTypeType是一个投资类型类型 -///////////////////////////////////////////////////////////////////////// -///期货类 -#define THOST_FTDC_UOAAT_Futures '1' -///综合类 -#define THOST_FTDC_UOAAT_SpecialOrgan '2' - -typedef char TThostFtdcUOAAssetmgrTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDirectionEnType是一个买卖方向类型 -///////////////////////////////////////////////////////////////////////// -///Buy -#define THOST_FTDC_DEN_Buy '0' -///Sell -#define THOST_FTDC_DEN_Sell '1' - -typedef char TThostFtdcDirectionEnType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOffsetFlagEnType是一个开平标志类型 -///////////////////////////////////////////////////////////////////////// -///Position Opening -#define THOST_FTDC_OFEN_Open '0' -///Position Close -#define THOST_FTDC_OFEN_Close '1' -///Forced Liquidation -#define THOST_FTDC_OFEN_ForceClose '2' -///Close Today -#define THOST_FTDC_OFEN_CloseToday '3' -///Close Prev. -#define THOST_FTDC_OFEN_CloseYesterday '4' -///Forced Reduction -#define THOST_FTDC_OFEN_ForceOff '5' -///Local Forced Liquidation -#define THOST_FTDC_OFEN_LocalForceClose '6' - -typedef char TThostFtdcOffsetFlagEnType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcHedgeFlagEnType是一个投机套保标志类型 -///////////////////////////////////////////////////////////////////////// -///Speculation -#define THOST_FTDC_HFEN_Speculation '1' -///Arbitrage -#define THOST_FTDC_HFEN_Arbitrage '2' -///Hedge -#define THOST_FTDC_HFEN_Hedge '3' - -typedef char TThostFtdcHedgeFlagEnType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFundIOTypeEnType是一个出入金类型类型 -///////////////////////////////////////////////////////////////////////// -///Deposit/Withdrawal -#define THOST_FTDC_FIOTEN_FundIO '1' -///Bank-Futures Transfer -#define THOST_FTDC_FIOTEN_Transfer '2' -///Bank-Futures FX Exchange -#define THOST_FTDC_FIOTEN_SwapCurrency '3' - -typedef char TThostFtdcFundIOTypeEnType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFundTypeEnType是一个资金类型类型 -///////////////////////////////////////////////////////////////////////// -///Bank Deposit -#define THOST_FTDC_FTEN_Deposite '1' -///Payment/Fee -#define THOST_FTDC_FTEN_ItemFund '2' -///Brokerage Adj -#define THOST_FTDC_FTEN_Company '3' -///Internal Transfer -#define THOST_FTDC_FTEN_InnerTransfer '4' - -typedef char TThostFtdcFundTypeEnType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFundDirectionEnType是一个出入金方向类型 -///////////////////////////////////////////////////////////////////////// -///Deposit -#define THOST_FTDC_FDEN_In '1' -///Withdrawal -#define THOST_FTDC_FDEN_Out '2' - -typedef char TThostFtdcFundDirectionEnType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcFundMortDirectionEnType是一个货币质押方向类型 -///////////////////////////////////////////////////////////////////////// -///Pledge -#define THOST_FTDC_FMDEN_In '1' -///Redemption -#define THOST_FTDC_FMDEN_Out '2' - -typedef char TThostFtdcFundMortDirectionEnType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSwapBusinessTypeType是一个换汇业务种类类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcSwapBusinessTypeType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOptionsTypeType是一个期权类型类型 -///////////////////////////////////////////////////////////////////////// -///看涨 -#define THOST_FTDC_CP_CallOptions '1' -///看跌 -#define THOST_FTDC_CP_PutOptions '2' - -typedef char TThostFtdcOptionsTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcStrikeModeType是一个执行方式类型 -///////////////////////////////////////////////////////////////////////// -///欧式 -#define THOST_FTDC_STM_Continental '0' -///美式 -#define THOST_FTDC_STM_American '1' -///百慕大 -#define THOST_FTDC_STM_Bermuda '2' - -typedef char TThostFtdcStrikeModeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcStrikeTypeType是一个执行类型类型 -///////////////////////////////////////////////////////////////////////// -///自身对冲 -#define THOST_FTDC_STT_Hedge '0' -///匹配执行 -#define THOST_FTDC_STT_Match '1' - -typedef char TThostFtdcStrikeTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcApplyTypeType是一个中金所期权放弃执行申请类型类型 -///////////////////////////////////////////////////////////////////////// -///不执行数量 -#define THOST_FTDC_APPT_NotStrikeNum '4' - -typedef char TThostFtdcApplyTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcGiveUpDataSourceType是一个放弃执行申请数据来源类型 -///////////////////////////////////////////////////////////////////////// -///系统生成 -#define THOST_FTDC_GUDS_Gen '0' -///手工添加 -#define THOST_FTDC_GUDS_Hand '1' - -typedef char TThostFtdcGiveUpDataSourceType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExecOrderSysIDType是一个执行宣告系统编号类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcExecOrderSysIDType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExecResultType是一个执行结果类型 -///////////////////////////////////////////////////////////////////////// -///没有执行 -#define THOST_FTDC_OER_NoExec 'n' -///已经取消 -#define THOST_FTDC_OER_Canceled 'c' -///执行成功 -#define THOST_FTDC_OER_OK '0' -///期权持仓不够 -#define THOST_FTDC_OER_NoPosition '1' -///资金不够 -#define THOST_FTDC_OER_NoDeposit '2' -///会员不存在 -#define THOST_FTDC_OER_NoParticipant '3' -///客户不存在 -#define THOST_FTDC_OER_NoClient '4' -///合约不存在 -#define THOST_FTDC_OER_NoInstrument '6' -///没有执行权限 -#define THOST_FTDC_OER_NoRight '7' -///不合理的数量 -#define THOST_FTDC_OER_InvalidVolume '8' -///没有足够的历史成交 -#define THOST_FTDC_OER_NoEnoughHistoryTrade '9' -///未知 -#define THOST_FTDC_OER_Unknown 'a' - -typedef char TThostFtdcExecResultType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcStrikeSequenceType是一个执行序号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcStrikeSequenceType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcStrikeTimeType是一个执行时间类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcStrikeTimeType[13]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCombinationTypeType是一个组合类型类型 -///////////////////////////////////////////////////////////////////////// -///期货组合 -#define THOST_FTDC_COMBT_Future '0' -///垂直价差BUL -#define THOST_FTDC_COMBT_BUL '1' -///垂直价差BER -#define THOST_FTDC_COMBT_BER '2' -///跨式组合 -#define THOST_FTDC_COMBT_STD '3' -///宽跨式组合 -#define THOST_FTDC_COMBT_STG '4' -///备兑组合 -#define THOST_FTDC_COMBT_PRT '5' -///时间价差组合 -#define THOST_FTDC_COMBT_CLD '6' - -typedef char TThostFtdcCombinationTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOptionRoyaltyPriceTypeType是一个期权权利金价格类型类型 -///////////////////////////////////////////////////////////////////////// -///昨结算价 -#define THOST_FTDC_ORPT_PreSettlementPrice '1' -///开仓价 -#define THOST_FTDC_ORPT_OpenPrice '4' -///最新价与昨结算价较大值 -#define THOST_FTDC_ORPT_MaxPreSettlementPrice '5' - -typedef char TThostFtdcOptionRoyaltyPriceTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBalanceAlgorithmType是一个权益算法类型 -///////////////////////////////////////////////////////////////////////// -///不计算期权市值盈亏 -#define THOST_FTDC_BLAG_Default '1' -///计算期权市值亏损 -#define THOST_FTDC_BLAG_IncludeOptValLost '2' - -typedef char TThostFtdcBalanceAlgorithmType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcActionTypeType是一个执行类型类型 -///////////////////////////////////////////////////////////////////////// -///执行 -#define THOST_FTDC_ACTP_Exec '1' -///放弃 -#define THOST_FTDC_ACTP_Abandon '2' - -typedef char TThostFtdcActionTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcForQuoteStatusType是一个询价状态类型 -///////////////////////////////////////////////////////////////////////// -///已经提交 -#define THOST_FTDC_FQST_Submitted 'a' -///已经接受 -#define THOST_FTDC_FQST_Accepted 'b' -///已经被拒绝 -#define THOST_FTDC_FQST_Rejected 'c' - -typedef char TThostFtdcForQuoteStatusType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcValueMethodType是一个取值方式类型 -///////////////////////////////////////////////////////////////////////// -///按绝对值 -#define THOST_FTDC_VM_Absolute '0' -///按比率 -#define THOST_FTDC_VM_Ratio '1' - -typedef char TThostFtdcValueMethodType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExecOrderPositionFlagType是一个期权行权后是否保留期货头寸的标记类型 -///////////////////////////////////////////////////////////////////////// -///保留 -#define THOST_FTDC_EOPF_Reserve '0' -///不保留 -#define THOST_FTDC_EOPF_UnReserve '1' - -typedef char TThostFtdcExecOrderPositionFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcExecOrderCloseFlagType是一个期权行权后生成的头寸是否自动平仓类型 -///////////////////////////////////////////////////////////////////////// -///自动平仓 -#define THOST_FTDC_EOCF_AutoClose '0' -///免于自动平仓 -#define THOST_FTDC_EOCF_NotToClose '1' - -typedef char TThostFtdcExecOrderCloseFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcProductTypeType是一个产品类型类型 -///////////////////////////////////////////////////////////////////////// -///期货 -#define THOST_FTDC_PTE_Futures '1' -///期权 -#define THOST_FTDC_PTE_Options '2' - -typedef char TThostFtdcProductTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCZCEUploadFileNameType是一个郑商所结算文件名类型 -///////////////////////////////////////////////////////////////////////// -///^\d{8}_zz_\d{4} -#define THOST_FTDC_CUFN_CUFN_O 'O' -///^\d{8}成交表 -#define THOST_FTDC_CUFN_CUFN_T 'T' -///^\d{8}单腿持仓表new -#define THOST_FTDC_CUFN_CUFN_P 'P' -///^\d{8}非平仓了结表 -#define THOST_FTDC_CUFN_CUFN_N 'N' -///^\d{8}平仓表 -#define THOST_FTDC_CUFN_CUFN_L 'L' -///^\d{8}资金表 -#define THOST_FTDC_CUFN_CUFN_F 'F' -///^\d{8}组合持仓表 -#define THOST_FTDC_CUFN_CUFN_C 'C' -///^\d{8}保证金参数表 -#define THOST_FTDC_CUFN_CUFN_M 'M' - -typedef char TThostFtdcCZCEUploadFileNameType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDCEUploadFileNameType是一个大商所结算文件名类型 -///////////////////////////////////////////////////////////////////////// -///^\d{8}_dl_\d{3} -#define THOST_FTDC_DUFN_DUFN_O 'O' -///^\d{8}_成交表 -#define THOST_FTDC_DUFN_DUFN_T 'T' -///^\d{8}_持仓表 -#define THOST_FTDC_DUFN_DUFN_P 'P' -///^\d{8}_资金结算表 -#define THOST_FTDC_DUFN_DUFN_F 'F' -///^\d{8}_优惠组合持仓明细表 -#define THOST_FTDC_DUFN_DUFN_C 'C' -///^\d{8}_持仓明细表 -#define THOST_FTDC_DUFN_DUFN_D 'D' -///^\d{8}_保证金参数表 -#define THOST_FTDC_DUFN_DUFN_M 'M' -///^\d{8}_期权执行表 -#define THOST_FTDC_DUFN_DUFN_S 'S' - -typedef char TThostFtdcDCEUploadFileNameType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcSHFEUploadFileNameType是一个上期所结算文件名类型 -///////////////////////////////////////////////////////////////////////// -///^\d{4}_\d{8}_\d{8}_DailyFundChg -#define THOST_FTDC_SUFN_SUFN_O 'O' -///^\d{4}_\d{8}_\d{8}_Trade -#define THOST_FTDC_SUFN_SUFN_T 'T' -///^\d{4}_\d{8}_\d{8}_SettlementDetail -#define THOST_FTDC_SUFN_SUFN_P 'P' -///^\d{4}_\d{8}_\d{8}_Capital -#define THOST_FTDC_SUFN_SUFN_F 'F' - -typedef char TThostFtdcSHFEUploadFileNameType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCFFEXUploadFileNameType是一个中金所结算文件名类型 -///////////////////////////////////////////////////////////////////////// -///^\d{4}_SG\d{1}_\d{8}_\d{1}_Trade -#define THOST_FTDC_CFUFN_SUFN_T 'T' -///^\d{4}_SG\d{1}_\d{8}_\d{1}_SettlementDetail -#define THOST_FTDC_CFUFN_SUFN_P 'P' -///^\d{4}_SG\d{1}_\d{8}_\d{1}_Capital -#define THOST_FTDC_CFUFN_SUFN_F 'F' -///^\d{4}_SG\d{1}_\d{8}_\d{1}_OptionExec -#define THOST_FTDC_CFUFN_SUFN_S 'S' - -typedef char TThostFtdcCFFEXUploadFileNameType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcCombDirectionType是一个组合指令方向类型 -///////////////////////////////////////////////////////////////////////// -///申请组合 -#define THOST_FTDC_CMDR_Comb '0' -///申请拆分 -#define THOST_FTDC_CMDR_UnComb '1' - -typedef char TThostFtdcCombDirectionType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcStrikeOffsetTypeType是一个行权偏移类型类型 -///////////////////////////////////////////////////////////////////////// -///实值额 -#define THOST_FTDC_STOV_RealValue '1' -///盈利额 -#define THOST_FTDC_STOV_ProfitValue '2' -///实值比例 -#define THOST_FTDC_STOV_RealRatio '3' -///盈利比例 -#define THOST_FTDC_STOV_ProfitRatio '4' - -typedef char TThostFtdcStrikeOffsetTypeType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcReserveOpenAccStasType是一个预约开户状态类型 -///////////////////////////////////////////////////////////////////////// -///等待处理中 -#define THOST_FTDC_ROAST_Processing '0' -///已撤销 -#define THOST_FTDC_ROAST_Cancelled '1' -///已开户 -#define THOST_FTDC_ROAST_Opened '2' -///无效请求 -#define THOST_FTDC_ROAST_Invalid '3' - -typedef char TThostFtdcReserveOpenAccStasType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLoginRemarkType是一个登录备注类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcLoginRemarkType[36]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcInvestUnitIDType是一个投资单元代码类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcInvestUnitIDType[17]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBulletinIDType是一个公告编号类型 -///////////////////////////////////////////////////////////////////////// -typedef int TThostFtdcBulletinIDType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcNewsTypeType是一个公告类型类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcNewsTypeType[3]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcNewsUrgencyType是一个紧急程度类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcNewsUrgencyType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcAbstractType是一个消息摘要类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcAbstractType[81]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcComeFromType是一个消息来源类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcComeFromType[21]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcURLLinkType是一个WEB地址类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcURLLinkType[201]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLongIndividualNameType是一个长个人姓名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcLongIndividualNameType[161]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcLongFBEBankAccountNameType是一个长换汇银行账户名类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcLongFBEBankAccountNameType[161]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcDateTimeType是一个日期时间类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcDateTimeType[17]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcWeakPasswordSourceType是一个弱密码来源类型 -///////////////////////////////////////////////////////////////////////// -///弱密码库 -#define THOST_FTDC_WPSR_Lib '1' -///手工录入 -#define THOST_FTDC_WPSR_Manual '2' - -typedef char TThostFtdcWeakPasswordSourceType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcRandomStringType是一个随机串类型 -///////////////////////////////////////////////////////////////////////// -typedef char TThostFtdcRandomStringType[17]; - -///////////////////////////////////////////////////////////////////////// -///TFtdcOptSelfCloseFlagType是一个期权行权的头寸是否自对冲类型 -///////////////////////////////////////////////////////////////////////// -///自对冲期权仓位 -#define THOST_FTDC_OSCF_CloseSelfOptionPosition '1' -///保留期权仓位 -#define THOST_FTDC_OSCF_ReserveOptionPosition '2' -///自对冲卖方履约后的期货仓位 -#define THOST_FTDC_OSCF_SellCloseSelfFuturePosition '3' - -typedef char TThostFtdcOptSelfCloseFlagType; - -///////////////////////////////////////////////////////////////////////// -///TFtdcBizTypeType是一个业务类型类型 -///////////////////////////////////////////////////////////////////////// -///期货 -#define THOST_FTDC_BZTP_Future '1' -///证券 -#define THOST_FTDC_BZTP_Stock '2' - -typedef char TThostFtdcBizTypeType; - -#endif diff --git a/vnpy/api/ctp/generator/ThostFtdcUserApiStruct.h b/vnpy/api/ctp/generator/ThostFtdcUserApiStruct.h deleted file mode 100644 index 4cee75c4..00000000 --- a/vnpy/api/ctp/generator/ThostFtdcUserApiStruct.h +++ /dev/null @@ -1,9205 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@system 新一代交易所系统 -///@company 上海期货信息技术有限公司 -///@file ThostFtdcUserApiStruct.h -///@brief 定义了客户端接口使用的业务数据结构 -///@history -///20060106 赵鸿昊 创建该文件 -///////////////////////////////////////////////////////////////////////// - -#if !defined(THOST_FTDCSTRUCT_H) -#define THOST_FTDCSTRUCT_H - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "ThostFtdcUserApiDataType.h" - -///信息分发 -struct CThostFtdcDisseminationField -{ - ///序列系列号 - TThostFtdcSequenceSeriesType SequenceSeries; - ///序列号 - TThostFtdcSequenceNoType SequenceNo; -}; - -///用户登录请求 -struct CThostFtdcReqUserLoginField -{ - ///交易日 - TThostFtdcDateType TradingDay; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///密码 - TThostFtdcPasswordType Password; - ///用户端产品信息 - TThostFtdcProductInfoType UserProductInfo; - ///接口端产品信息 - TThostFtdcProductInfoType InterfaceProductInfo; - ///协议信息 - TThostFtdcProtocolInfoType ProtocolInfo; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; - ///动态密码 - TThostFtdcPasswordType OneTimePassword; - ///终端IP地址 - TThostFtdcIPAddressType ClientIPAddress; - ///登录备注 - TThostFtdcLoginRemarkType LoginRemark; -}; - -///用户登录应答 -struct CThostFtdcRspUserLoginField -{ - ///交易日 - TThostFtdcDateType TradingDay; - ///登录成功时间 - TThostFtdcTimeType LoginTime; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///交易系统名称 - TThostFtdcSystemNameType SystemName; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///最大报单引用 - TThostFtdcOrderRefType MaxOrderRef; - ///上期所时间 - TThostFtdcTimeType SHFETime; - ///大商所时间 - TThostFtdcTimeType DCETime; - ///郑商所时间 - TThostFtdcTimeType CZCETime; - ///中金所时间 - TThostFtdcTimeType FFEXTime; - ///能源中心时间 - TThostFtdcTimeType INETime; -}; - -///用户登出请求 -struct CThostFtdcUserLogoutField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; -}; - -///强制交易员退出 -struct CThostFtdcForceUserLogoutField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; -}; - -///客户端认证请求 -struct CThostFtdcReqAuthenticateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///用户端产品信息 - TThostFtdcProductInfoType UserProductInfo; - ///认证码 - TThostFtdcAuthCodeType AuthCode; -}; - -///客户端认证响应 -struct CThostFtdcRspAuthenticateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///用户端产品信息 - TThostFtdcProductInfoType UserProductInfo; -}; - -///客户端认证信息 -struct CThostFtdcAuthenticationInfoField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///用户端产品信息 - TThostFtdcProductInfoType UserProductInfo; - ///认证信息 - TThostFtdcAuthInfoType AuthInfo; - ///是否为认证结果 - TThostFtdcBoolType IsResult; -}; - -///用户登录应答2 -struct CThostFtdcRspUserLogin2Field -{ - ///交易日 - TThostFtdcDateType TradingDay; - ///登录成功时间 - TThostFtdcTimeType LoginTime; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///交易系统名称 - TThostFtdcSystemNameType SystemName; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///最大报单引用 - TThostFtdcOrderRefType MaxOrderRef; - ///上期所时间 - TThostFtdcTimeType SHFETime; - ///大商所时间 - TThostFtdcTimeType DCETime; - ///郑商所时间 - TThostFtdcTimeType CZCETime; - ///中金所时间 - TThostFtdcTimeType FFEXTime; - ///能源中心时间 - TThostFtdcTimeType INETime; - ///随机串 - TThostFtdcRandomStringType RandomString; -}; - -///银期转帐报文头 -struct CThostFtdcTransferHeaderField -{ - ///版本号，常量，1.0 - TThostFtdcVersionType Version; - ///交易代码，必填 - TThostFtdcTradeCodeType TradeCode; - ///交易日期，必填，格式：yyyymmdd - TThostFtdcTradeDateType TradeDate; - ///交易时间，必填，格式：hhmmss - TThostFtdcTradeTimeType TradeTime; - ///发起方流水号，N/A - TThostFtdcTradeSerialType TradeSerial; - ///期货公司代码，必填 - TThostFtdcFutureIDType FutureID; - ///银行代码，根据查询银行得到，必填 - TThostFtdcBankIDType BankID; - ///银行分中心代码，根据查询银行得到，必填 - TThostFtdcBankBrchIDType BankBrchID; - ///操作员，N/A - TThostFtdcOperNoType OperNo; - ///交易设备类型，N/A - TThostFtdcDeviceIDType DeviceID; - ///记录数，N/A - TThostFtdcRecordNumType RecordNum; - ///会话编号，N/A - TThostFtdcSessionIDType SessionID; - ///请求编号，N/A - TThostFtdcRequestIDType RequestID; -}; - -///银行资金转期货请求，TradeCode=202001 -struct CThostFtdcTransferBankToFutureReqField -{ - ///期货资金账户 - TThostFtdcAccountIDType FutureAccount; - ///密码标志 - TThostFtdcFuturePwdFlagType FuturePwdFlag; - ///密码 - TThostFtdcFutureAccPwdType FutureAccPwd; - ///转账金额 - TThostFtdcMoneyType TradeAmt; - ///客户手续费 - TThostFtdcMoneyType CustFee; - ///币种：RMB-人民币 USD-美圆 HKD-港元 - TThostFtdcCurrencyCodeType CurrencyCode; -}; - -///银行资金转期货请求响应 -struct CThostFtdcTransferBankToFutureRspField -{ - ///响应代码 - TThostFtdcRetCodeType RetCode; - ///响应信息 - TThostFtdcRetInfoType RetInfo; - ///资金账户 - TThostFtdcAccountIDType FutureAccount; - ///转帐金额 - TThostFtdcMoneyType TradeAmt; - ///应收客户手续费 - TThostFtdcMoneyType CustFee; - ///币种 - TThostFtdcCurrencyCodeType CurrencyCode; -}; - -///期货资金转银行请求，TradeCode=202002 -struct CThostFtdcTransferFutureToBankReqField -{ - ///期货资金账户 - TThostFtdcAccountIDType FutureAccount; - ///密码标志 - TThostFtdcFuturePwdFlagType FuturePwdFlag; - ///密码 - TThostFtdcFutureAccPwdType FutureAccPwd; - ///转账金额 - TThostFtdcMoneyType TradeAmt; - ///客户手续费 - TThostFtdcMoneyType CustFee; - ///币种：RMB-人民币 USD-美圆 HKD-港元 - TThostFtdcCurrencyCodeType CurrencyCode; -}; - -///期货资金转银行请求响应 -struct CThostFtdcTransferFutureToBankRspField -{ - ///响应代码 - TThostFtdcRetCodeType RetCode; - ///响应信息 - TThostFtdcRetInfoType RetInfo; - ///资金账户 - TThostFtdcAccountIDType FutureAccount; - ///转帐金额 - TThostFtdcMoneyType TradeAmt; - ///应收客户手续费 - TThostFtdcMoneyType CustFee; - ///币种 - TThostFtdcCurrencyCodeType CurrencyCode; -}; - -///查询银行资金请求，TradeCode=204002 -struct CThostFtdcTransferQryBankReqField -{ - ///期货资金账户 - TThostFtdcAccountIDType FutureAccount; - ///密码标志 - TThostFtdcFuturePwdFlagType FuturePwdFlag; - ///密码 - TThostFtdcFutureAccPwdType FutureAccPwd; - ///币种：RMB-人民币 USD-美圆 HKD-港元 - TThostFtdcCurrencyCodeType CurrencyCode; -}; - -///查询银行资金请求响应 -struct CThostFtdcTransferQryBankRspField -{ - ///响应代码 - TThostFtdcRetCodeType RetCode; - ///响应信息 - TThostFtdcRetInfoType RetInfo; - ///资金账户 - TThostFtdcAccountIDType FutureAccount; - ///银行余额 - TThostFtdcMoneyType TradeAmt; - ///银行可用余额 - TThostFtdcMoneyType UseAmt; - ///银行可取余额 - TThostFtdcMoneyType FetchAmt; - ///币种 - TThostFtdcCurrencyCodeType CurrencyCode; -}; - -///查询银行交易明细请求，TradeCode=204999 -struct CThostFtdcTransferQryDetailReqField -{ - ///期货资金账户 - TThostFtdcAccountIDType FutureAccount; -}; - -///查询银行交易明细请求响应 -struct CThostFtdcTransferQryDetailRspField -{ - ///交易日期 - TThostFtdcDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///交易代码 - TThostFtdcTradeCodeType TradeCode; - ///期货流水号 - TThostFtdcTradeSerialNoType FutureSerial; - ///期货公司代码 - TThostFtdcFutureIDType FutureID; - ///资金帐号 - TThostFtdcFutureAccountType FutureAccount; - ///银行流水号 - TThostFtdcTradeSerialNoType BankSerial; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分中心代码 - TThostFtdcBankBrchIDType BankBrchID; - ///银行账号 - TThostFtdcBankAccountType BankAccount; - ///证件号码 - TThostFtdcCertCodeType CertCode; - ///货币代码 - TThostFtdcCurrencyCodeType CurrencyCode; - ///发生金额 - TThostFtdcMoneyType TxAmount; - ///有效标志 - TThostFtdcTransferValidFlagType Flag; -}; - -///响应信息 -struct CThostFtdcRspInfoField -{ - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///交易所 -struct CThostFtdcExchangeField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易所名称 - TThostFtdcExchangeNameType ExchangeName; - ///交易所属性 - TThostFtdcExchangePropertyType ExchangeProperty; -}; - -///产品 -struct CThostFtdcProductField -{ - ///产品代码 - TThostFtdcInstrumentIDType ProductID; - ///产品名称 - TThostFtdcProductNameType ProductName; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///产品类型 - TThostFtdcProductClassType ProductClass; - ///合约数量乘数 - TThostFtdcVolumeMultipleType VolumeMultiple; - ///最小变动价位 - TThostFtdcPriceType PriceTick; - ///市价单最大下单量 - TThostFtdcVolumeType MaxMarketOrderVolume; - ///市价单最小下单量 - TThostFtdcVolumeType MinMarketOrderVolume; - ///限价单最大下单量 - TThostFtdcVolumeType MaxLimitOrderVolume; - ///限价单最小下单量 - TThostFtdcVolumeType MinLimitOrderVolume; - ///持仓类型 - TThostFtdcPositionTypeType PositionType; - ///持仓日期类型 - TThostFtdcPositionDateTypeType PositionDateType; - ///平仓处理类型 - TThostFtdcCloseDealTypeType CloseDealType; - ///交易币种类型 - TThostFtdcCurrencyIDType TradeCurrencyID; - ///质押资金可用范围 - TThostFtdcMortgageFundUseRangeType MortgageFundUseRange; - ///交易所产品代码 - TThostFtdcInstrumentIDType ExchangeProductID; - ///合约基础商品乘数 - TThostFtdcUnderlyingMultipleType UnderlyingMultiple; -}; - -///合约 -struct CThostFtdcInstrumentField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///合约名称 - TThostFtdcInstrumentNameType InstrumentName; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///产品代码 - TThostFtdcInstrumentIDType ProductID; - ///产品类型 - TThostFtdcProductClassType ProductClass; - ///交割年份 - TThostFtdcYearType DeliveryYear; - ///交割月 - TThostFtdcMonthType DeliveryMonth; - ///市价单最大下单量 - TThostFtdcVolumeType MaxMarketOrderVolume; - ///市价单最小下单量 - TThostFtdcVolumeType MinMarketOrderVolume; - ///限价单最大下单量 - TThostFtdcVolumeType MaxLimitOrderVolume; - ///限价单最小下单量 - TThostFtdcVolumeType MinLimitOrderVolume; - ///合约数量乘数 - TThostFtdcVolumeMultipleType VolumeMultiple; - ///最小变动价位 - TThostFtdcPriceType PriceTick; - ///创建日 - TThostFtdcDateType CreateDate; - ///上市日 - TThostFtdcDateType OpenDate; - ///到期日 - TThostFtdcDateType ExpireDate; - ///开始交割日 - TThostFtdcDateType StartDelivDate; - ///结束交割日 - TThostFtdcDateType EndDelivDate; - ///合约生命周期状态 - TThostFtdcInstLifePhaseType InstLifePhase; - ///当前是否交易 - TThostFtdcBoolType IsTrading; - ///持仓类型 - TThostFtdcPositionTypeType PositionType; - ///持仓日期类型 - TThostFtdcPositionDateTypeType PositionDateType; - ///多头保证金率 - TThostFtdcRatioType LongMarginRatio; - ///空头保证金率 - TThostFtdcRatioType ShortMarginRatio; - ///是否使用大额单边保证金算法 - TThostFtdcMaxMarginSideAlgorithmType MaxMarginSideAlgorithm; - ///基础商品代码 - TThostFtdcInstrumentIDType UnderlyingInstrID; - ///执行价 - TThostFtdcPriceType StrikePrice; - ///期权类型 - TThostFtdcOptionsTypeType OptionsType; - ///合约基础商品乘数 - TThostFtdcUnderlyingMultipleType UnderlyingMultiple; - ///组合类型 - TThostFtdcCombinationTypeType CombinationType; -}; - -///经纪公司 -struct CThostFtdcBrokerField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///经纪公司简称 - TThostFtdcBrokerAbbrType BrokerAbbr; - ///经纪公司名称 - TThostFtdcBrokerNameType BrokerName; - ///是否活跃 - TThostFtdcBoolType IsActive; -}; - -///交易所交易员 -struct CThostFtdcTraderField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///密码 - TThostFtdcPasswordType Password; - ///安装数量 - TThostFtdcInstallCountType InstallCount; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; -}; - -///投资者 -struct CThostFtdcInvestorField -{ - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者分组代码 - TThostFtdcInvestorIDType InvestorGroupID; - ///投资者名称 - TThostFtdcPartyNameType InvestorName; - ///证件类型 - TThostFtdcIdCardTypeType IdentifiedCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///是否活跃 - TThostFtdcBoolType IsActive; - ///联系电话 - TThostFtdcTelephoneType Telephone; - ///通讯地址 - TThostFtdcAddressType Address; - ///开户日期 - TThostFtdcDateType OpenDate; - ///手机 - TThostFtdcMobileType Mobile; - ///手续费率模板代码 - TThostFtdcInvestorIDType CommModelID; - ///保证金率模板代码 - TThostFtdcInvestorIDType MarginModelID; -}; - -///交易编码 -struct CThostFtdcTradingCodeField -{ - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///是否活跃 - TThostFtdcBoolType IsActive; - ///交易编码类型 - TThostFtdcClientIDTypeType ClientIDType; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///业务类型 - TThostFtdcBizTypeType BizType; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///会员编码和经纪公司编码对照表 -struct CThostFtdcPartBrokerField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///是否活跃 - TThostFtdcBoolType IsActive; -}; - -///管理用户 -struct CThostFtdcSuperUserField -{ - ///用户代码 - TThostFtdcUserIDType UserID; - ///用户名称 - TThostFtdcUserNameType UserName; - ///密码 - TThostFtdcPasswordType Password; - ///是否活跃 - TThostFtdcBoolType IsActive; -}; - -///管理用户功能权限 -struct CThostFtdcSuperUserFunctionField -{ - ///用户代码 - TThostFtdcUserIDType UserID; - ///功能代码 - TThostFtdcFunctionCodeType FunctionCode; -}; - -///投资者组 -struct CThostFtdcInvestorGroupField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者分组代码 - TThostFtdcInvestorIDType InvestorGroupID; - ///投资者分组名称 - TThostFtdcInvestorGroupNameType InvestorGroupName; -}; - -///资金账户 -struct CThostFtdcTradingAccountField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///上次质押金额 - TThostFtdcMoneyType PreMortgage; - ///上次信用额度 - TThostFtdcMoneyType PreCredit; - ///上次存款额 - TThostFtdcMoneyType PreDeposit; - ///上次结算准备金 - TThostFtdcMoneyType PreBalance; - ///上次占用的保证金 - TThostFtdcMoneyType PreMargin; - ///利息基数 - TThostFtdcMoneyType InterestBase; - ///利息收入 - TThostFtdcMoneyType Interest; - ///入金金额 - TThostFtdcMoneyType Deposit; - ///出金金额 - TThostFtdcMoneyType Withdraw; - ///冻结的保证金 - TThostFtdcMoneyType FrozenMargin; - ///冻结的资金 - TThostFtdcMoneyType FrozenCash; - ///冻结的手续费 - TThostFtdcMoneyType FrozenCommission; - ///当前保证金总额 - TThostFtdcMoneyType CurrMargin; - ///资金差额 - TThostFtdcMoneyType CashIn; - ///手续费 - TThostFtdcMoneyType Commission; - ///平仓盈亏 - TThostFtdcMoneyType CloseProfit; - ///持仓盈亏 - TThostFtdcMoneyType PositionProfit; - ///期货结算准备金 - TThostFtdcMoneyType Balance; - ///可用资金 - TThostFtdcMoneyType Available; - ///可取资金 - TThostFtdcMoneyType WithdrawQuota; - ///基本准备金 - TThostFtdcMoneyType Reserve; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///信用额度 - TThostFtdcMoneyType Credit; - ///质押金额 - TThostFtdcMoneyType Mortgage; - ///交易所保证金 - TThostFtdcMoneyType ExchangeMargin; - ///投资者交割保证金 - TThostFtdcMoneyType DeliveryMargin; - ///交易所交割保证金 - TThostFtdcMoneyType ExchangeDeliveryMargin; - ///保底期货结算准备金 - TThostFtdcMoneyType ReserveBalance; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///上次货币质入金额 - TThostFtdcMoneyType PreFundMortgageIn; - ///上次货币质出金额 - TThostFtdcMoneyType PreFundMortgageOut; - ///货币质入金额 - TThostFtdcMoneyType FundMortgageIn; - ///货币质出金额 - TThostFtdcMoneyType FundMortgageOut; - ///货币质押余额 - TThostFtdcMoneyType FundMortgageAvailable; - ///可质押货币金额 - TThostFtdcMoneyType MortgageableFund; - ///特殊产品占用保证金 - TThostFtdcMoneyType SpecProductMargin; - ///特殊产品冻结保证金 - TThostFtdcMoneyType SpecProductFrozenMargin; - ///特殊产品手续费 - TThostFtdcMoneyType SpecProductCommission; - ///特殊产品冻结手续费 - TThostFtdcMoneyType SpecProductFrozenCommission; - ///特殊产品持仓盈亏 - TThostFtdcMoneyType SpecProductPositionProfit; - ///特殊产品平仓盈亏 - TThostFtdcMoneyType SpecProductCloseProfit; - ///根据持仓盈亏算法计算的特殊产品持仓盈亏 - TThostFtdcMoneyType SpecProductPositionProfitByAlg; - ///特殊产品交易所保证金 - TThostFtdcMoneyType SpecProductExchangeMargin; - ///业务类型 - TThostFtdcBizTypeType BizType; - ///延时换汇冻结金额 - TThostFtdcMoneyType FrozenSwap; - ///剩余换汇额度 - TThostFtdcMoneyType RemainSwap; -}; - -///投资者持仓 -struct CThostFtdcInvestorPositionField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///持仓多空方向 - TThostFtdcPosiDirectionType PosiDirection; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///持仓日期 - TThostFtdcPositionDateType PositionDate; - ///上日持仓 - TThostFtdcVolumeType YdPosition; - ///今日持仓 - TThostFtdcVolumeType Position; - ///多头冻结 - TThostFtdcVolumeType LongFrozen; - ///空头冻结 - TThostFtdcVolumeType ShortFrozen; - ///开仓冻结金额 - TThostFtdcMoneyType LongFrozenAmount; - ///开仓冻结金额 - TThostFtdcMoneyType ShortFrozenAmount; - ///开仓量 - TThostFtdcVolumeType OpenVolume; - ///平仓量 - TThostFtdcVolumeType CloseVolume; - ///开仓金额 - TThostFtdcMoneyType OpenAmount; - ///平仓金额 - TThostFtdcMoneyType CloseAmount; - ///持仓成本 - TThostFtdcMoneyType PositionCost; - ///上次占用的保证金 - TThostFtdcMoneyType PreMargin; - ///占用的保证金 - TThostFtdcMoneyType UseMargin; - ///冻结的保证金 - TThostFtdcMoneyType FrozenMargin; - ///冻结的资金 - TThostFtdcMoneyType FrozenCash; - ///冻结的手续费 - TThostFtdcMoneyType FrozenCommission; - ///资金差额 - TThostFtdcMoneyType CashIn; - ///手续费 - TThostFtdcMoneyType Commission; - ///平仓盈亏 - TThostFtdcMoneyType CloseProfit; - ///持仓盈亏 - TThostFtdcMoneyType PositionProfit; - ///上次结算价 - TThostFtdcPriceType PreSettlementPrice; - ///本次结算价 - TThostFtdcPriceType SettlementPrice; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///开仓成本 - TThostFtdcMoneyType OpenCost; - ///交易所保证金 - TThostFtdcMoneyType ExchangeMargin; - ///组合成交形成的持仓 - TThostFtdcVolumeType CombPosition; - ///组合多头冻结 - TThostFtdcVolumeType CombLongFrozen; - ///组合空头冻结 - TThostFtdcVolumeType CombShortFrozen; - ///逐日盯市平仓盈亏 - TThostFtdcMoneyType CloseProfitByDate; - ///逐笔对冲平仓盈亏 - TThostFtdcMoneyType CloseProfitByTrade; - ///今日持仓 - TThostFtdcVolumeType TodayPosition; - ///保证金率 - TThostFtdcRatioType MarginRateByMoney; - ///保证金率(按手数) - TThostFtdcRatioType MarginRateByVolume; - ///执行冻结 - TThostFtdcVolumeType StrikeFrozen; - ///执行冻结金额 - TThostFtdcMoneyType StrikeFrozenAmount; - ///放弃执行冻结 - TThostFtdcVolumeType AbandonFrozen; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///执行冻结的昨仓 - TThostFtdcVolumeType YdStrikeFrozen; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///合约保证金率 -struct CThostFtdcInstrumentMarginRateField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///多头保证金率 - TThostFtdcRatioType LongMarginRatioByMoney; - ///多头保证金费 - TThostFtdcMoneyType LongMarginRatioByVolume; - ///空头保证金率 - TThostFtdcRatioType ShortMarginRatioByMoney; - ///空头保证金费 - TThostFtdcMoneyType ShortMarginRatioByVolume; - ///是否相对交易所收取 - TThostFtdcBoolType IsRelative; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///合约手续费率 -struct CThostFtdcInstrumentCommissionRateField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///开仓手续费率 - TThostFtdcRatioType OpenRatioByMoney; - ///开仓手续费 - TThostFtdcRatioType OpenRatioByVolume; - ///平仓手续费率 - TThostFtdcRatioType CloseRatioByMoney; - ///平仓手续费 - TThostFtdcRatioType CloseRatioByVolume; - ///平今手续费率 - TThostFtdcRatioType CloseTodayRatioByMoney; - ///平今手续费 - TThostFtdcRatioType CloseTodayRatioByVolume; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///业务类型 - TThostFtdcBizTypeType BizType; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///深度行情 -struct CThostFtdcDepthMarketDataField -{ - ///交易日 - TThostFtdcDateType TradingDay; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///最新价 - TThostFtdcPriceType LastPrice; - ///上次结算价 - TThostFtdcPriceType PreSettlementPrice; - ///昨收盘 - TThostFtdcPriceType PreClosePrice; - ///昨持仓量 - TThostFtdcLargeVolumeType PreOpenInterest; - ///今开盘 - TThostFtdcPriceType OpenPrice; - ///最高价 - TThostFtdcPriceType HighestPrice; - ///最低价 - TThostFtdcPriceType LowestPrice; - ///数量 - TThostFtdcVolumeType Volume; - ///成交金额 - TThostFtdcMoneyType Turnover; - ///持仓量 - TThostFtdcLargeVolumeType OpenInterest; - ///今收盘 - TThostFtdcPriceType ClosePrice; - ///本次结算价 - TThostFtdcPriceType SettlementPrice; - ///涨停板价 - TThostFtdcPriceType UpperLimitPrice; - ///跌停板价 - TThostFtdcPriceType LowerLimitPrice; - ///昨虚实度 - TThostFtdcRatioType PreDelta; - ///今虚实度 - TThostFtdcRatioType CurrDelta; - ///最后修改时间 - TThostFtdcTimeType UpdateTime; - ///最后修改毫秒 - TThostFtdcMillisecType UpdateMillisec; - ///申买价一 - TThostFtdcPriceType BidPrice1; - ///申买量一 - TThostFtdcVolumeType BidVolume1; - ///申卖价一 - TThostFtdcPriceType AskPrice1; - ///申卖量一 - TThostFtdcVolumeType AskVolume1; - ///申买价二 - TThostFtdcPriceType BidPrice2; - ///申买量二 - TThostFtdcVolumeType BidVolume2; - ///申卖价二 - TThostFtdcPriceType AskPrice2; - ///申卖量二 - TThostFtdcVolumeType AskVolume2; - ///申买价三 - TThostFtdcPriceType BidPrice3; - ///申买量三 - TThostFtdcVolumeType BidVolume3; - ///申卖价三 - TThostFtdcPriceType AskPrice3; - ///申卖量三 - TThostFtdcVolumeType AskVolume3; - ///申买价四 - TThostFtdcPriceType BidPrice4; - ///申买量四 - TThostFtdcVolumeType BidVolume4; - ///申卖价四 - TThostFtdcPriceType AskPrice4; - ///申卖量四 - TThostFtdcVolumeType AskVolume4; - ///申买价五 - TThostFtdcPriceType BidPrice5; - ///申买量五 - TThostFtdcVolumeType BidVolume5; - ///申卖价五 - TThostFtdcPriceType AskPrice5; - ///申卖量五 - TThostFtdcVolumeType AskVolume5; - ///当日均价 - TThostFtdcPriceType AveragePrice; - ///业务日期 - TThostFtdcDateType ActionDay; -}; - -///投资者合约交易权限 -struct CThostFtdcInstrumentTradingRightField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///交易权限 - TThostFtdcTradingRightType TradingRight; -}; - -///经纪公司用户 -struct CThostFtdcBrokerUserField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///用户名称 - TThostFtdcUserNameType UserName; - ///用户类型 - TThostFtdcUserTypeType UserType; - ///是否活跃 - TThostFtdcBoolType IsActive; - ///是否使用令牌 - TThostFtdcBoolType IsUsingOTP; - ///是否强制终端认证 - TThostFtdcBoolType IsAuthForce; -}; - -///经纪公司用户口令 -struct CThostFtdcBrokerUserPasswordField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///密码 - TThostFtdcPasswordType Password; - ///上次修改时间 - TThostFtdcDateTimeType LastUpdateTime; - ///上次登陆时间 - TThostFtdcDateTimeType LastLoginTime; - ///密码过期时间 - TThostFtdcDateType ExpireDate; - ///弱密码过期时间 - TThostFtdcDateType WeakExpireDate; -}; - -///经纪公司用户功能权限 -struct CThostFtdcBrokerUserFunctionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///经纪公司功能代码 - TThostFtdcBrokerFunctionCodeType BrokerFunctionCode; -}; - -///交易所交易员报盘机 -struct CThostFtdcTraderOfferField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///密码 - TThostFtdcPasswordType Password; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地报单编号 - TThostFtdcOrderLocalIDType OrderLocalID; - ///交易所交易员连接状态 - TThostFtdcTraderConnectStatusType TraderConnectStatus; - ///发出连接请求的日期 - TThostFtdcDateType ConnectRequestDate; - ///发出连接请求的时间 - TThostFtdcTimeType ConnectRequestTime; - ///上次报告日期 - TThostFtdcDateType LastReportDate; - ///上次报告时间 - TThostFtdcTimeType LastReportTime; - ///完成连接日期 - TThostFtdcDateType ConnectDate; - ///完成连接时间 - TThostFtdcTimeType ConnectTime; - ///启动日期 - TThostFtdcDateType StartDate; - ///启动时间 - TThostFtdcTimeType StartTime; - ///交易日 - TThostFtdcDateType TradingDay; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///本席位最大成交编号 - TThostFtdcTradeIDType MaxTradeID; - ///本席位最大报单备拷 - TThostFtdcReturnCodeType MaxOrderMessageReference; -}; - -///投资者结算结果 -struct CThostFtdcSettlementInfoField -{ - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///消息正文 - TThostFtdcContentType Content; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///合约保证金率调整 -struct CThostFtdcInstrumentMarginRateAdjustField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///多头保证金率 - TThostFtdcRatioType LongMarginRatioByMoney; - ///多头保证金费 - TThostFtdcMoneyType LongMarginRatioByVolume; - ///空头保证金率 - TThostFtdcRatioType ShortMarginRatioByMoney; - ///空头保证金费 - TThostFtdcMoneyType ShortMarginRatioByVolume; - ///是否相对交易所收取 - TThostFtdcBoolType IsRelative; -}; - -///交易所保证金率 -struct CThostFtdcExchangeMarginRateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///多头保证金率 - TThostFtdcRatioType LongMarginRatioByMoney; - ///多头保证金费 - TThostFtdcMoneyType LongMarginRatioByVolume; - ///空头保证金率 - TThostFtdcRatioType ShortMarginRatioByMoney; - ///空头保证金费 - TThostFtdcMoneyType ShortMarginRatioByVolume; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///交易所保证金率调整 -struct CThostFtdcExchangeMarginRateAdjustField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///跟随交易所投资者多头保证金率 - TThostFtdcRatioType LongMarginRatioByMoney; - ///跟随交易所投资者多头保证金费 - TThostFtdcMoneyType LongMarginRatioByVolume; - ///跟随交易所投资者空头保证金率 - TThostFtdcRatioType ShortMarginRatioByMoney; - ///跟随交易所投资者空头保证金费 - TThostFtdcMoneyType ShortMarginRatioByVolume; - ///交易所多头保证金率 - TThostFtdcRatioType ExchLongMarginRatioByMoney; - ///交易所多头保证金费 - TThostFtdcMoneyType ExchLongMarginRatioByVolume; - ///交易所空头保证金率 - TThostFtdcRatioType ExchShortMarginRatioByMoney; - ///交易所空头保证金费 - TThostFtdcMoneyType ExchShortMarginRatioByVolume; - ///不跟随交易所投资者多头保证金率 - TThostFtdcRatioType NoLongMarginRatioByMoney; - ///不跟随交易所投资者多头保证金费 - TThostFtdcMoneyType NoLongMarginRatioByVolume; - ///不跟随交易所投资者空头保证金率 - TThostFtdcRatioType NoShortMarginRatioByMoney; - ///不跟随交易所投资者空头保证金费 - TThostFtdcMoneyType NoShortMarginRatioByVolume; -}; - -///汇率 -struct CThostFtdcExchangeRateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///源币种 - TThostFtdcCurrencyIDType FromCurrencyID; - ///源币种单位数量 - TThostFtdcCurrencyUnitType FromCurrencyUnit; - ///目标币种 - TThostFtdcCurrencyIDType ToCurrencyID; - ///汇率 - TThostFtdcExchangeRateType ExchangeRate; -}; - -///结算引用 -struct CThostFtdcSettlementRefField -{ - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; -}; - -///当前时间 -struct CThostFtdcCurrentTimeField -{ - ///当前日期 - TThostFtdcDateType CurrDate; - ///当前时间 - TThostFtdcTimeType CurrTime; - ///当前时间（毫秒） - TThostFtdcMillisecType CurrMillisec; - ///业务日期 - TThostFtdcDateType ActionDay; -}; - -///通讯阶段 -struct CThostFtdcCommPhaseField -{ - ///交易日 - TThostFtdcDateType TradingDay; - ///通讯时段编号 - TThostFtdcCommPhaseNoType CommPhaseNo; - ///系统编号 - TThostFtdcSystemIDType SystemID; -}; - -///登录信息 -struct CThostFtdcLoginInfoField -{ - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///登录日期 - TThostFtdcDateType LoginDate; - ///登录时间 - TThostFtdcTimeType LoginTime; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///用户端产品信息 - TThostFtdcProductInfoType UserProductInfo; - ///接口端产品信息 - TThostFtdcProductInfoType InterfaceProductInfo; - ///协议信息 - TThostFtdcProtocolInfoType ProtocolInfo; - ///系统名称 - TThostFtdcSystemNameType SystemName; - ///密码,已弃用 - TThostFtdcPasswordType PasswordDeprecated; - ///最大报单引用 - TThostFtdcOrderRefType MaxOrderRef; - ///上期所时间 - TThostFtdcTimeType SHFETime; - ///大商所时间 - TThostFtdcTimeType DCETime; - ///郑商所时间 - TThostFtdcTimeType CZCETime; - ///中金所时间 - TThostFtdcTimeType FFEXTime; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; - ///动态密码 - TThostFtdcPasswordType OneTimePassword; - ///能源中心时间 - TThostFtdcTimeType INETime; - ///查询时是否需要流控 - TThostFtdcBoolType IsQryControl; - ///登录备注 - TThostFtdcLoginRemarkType LoginRemark; - ///密码 - TThostFtdcPasswordType Password; -}; - -///登录信息 -struct CThostFtdcLogoutAllField -{ - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///系统名称 - TThostFtdcSystemNameType SystemName; -}; - -///前置状态 -struct CThostFtdcFrontStatusField -{ - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///上次报告日期 - TThostFtdcDateType LastReportDate; - ///上次报告时间 - TThostFtdcTimeType LastReportTime; - ///是否活跃 - TThostFtdcBoolType IsActive; -}; - -///用户口令变更 -struct CThostFtdcUserPasswordUpdateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///原来的口令 - TThostFtdcPasswordType OldPassword; - ///新的口令 - TThostFtdcPasswordType NewPassword; -}; - -///输入报单 -struct CThostFtdcInputOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///报单引用 - TThostFtdcOrderRefType OrderRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///报单价格条件 - TThostFtdcOrderPriceTypeType OrderPriceType; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///组合开平标志 - TThostFtdcCombOffsetFlagType CombOffsetFlag; - ///组合投机套保标志 - TThostFtdcCombHedgeFlagType CombHedgeFlag; - ///价格 - TThostFtdcPriceType LimitPrice; - ///数量 - TThostFtdcVolumeType VolumeTotalOriginal; - ///有效期类型 - TThostFtdcTimeConditionType TimeCondition; - ///GTD日期 - TThostFtdcDateType GTDDate; - ///成交量类型 - TThostFtdcVolumeConditionType VolumeCondition; - ///最小成交量 - TThostFtdcVolumeType MinVolume; - ///触发条件 - TThostFtdcContingentConditionType ContingentCondition; - ///止损价 - TThostFtdcPriceType StopPrice; - ///强平原因 - TThostFtdcForceCloseReasonType ForceCloseReason; - ///自动挂起标志 - TThostFtdcBoolType IsAutoSuspend; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///用户强评标志 - TThostFtdcBoolType UserForceClose; - ///互换单标志 - TThostFtdcBoolType IsSwapOrder; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///资金账号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///交易编码 - TThostFtdcClientIDType ClientID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///报单 -struct CThostFtdcOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///报单引用 - TThostFtdcOrderRefType OrderRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///报单价格条件 - TThostFtdcOrderPriceTypeType OrderPriceType; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///组合开平标志 - TThostFtdcCombOffsetFlagType CombOffsetFlag; - ///组合投机套保标志 - TThostFtdcCombHedgeFlagType CombHedgeFlag; - ///价格 - TThostFtdcPriceType LimitPrice; - ///数量 - TThostFtdcVolumeType VolumeTotalOriginal; - ///有效期类型 - TThostFtdcTimeConditionType TimeCondition; - ///GTD日期 - TThostFtdcDateType GTDDate; - ///成交量类型 - TThostFtdcVolumeConditionType VolumeCondition; - ///最小成交量 - TThostFtdcVolumeType MinVolume; - ///触发条件 - TThostFtdcContingentConditionType ContingentCondition; - ///止损价 - TThostFtdcPriceType StopPrice; - ///强平原因 - TThostFtdcForceCloseReasonType ForceCloseReason; - ///自动挂起标志 - TThostFtdcBoolType IsAutoSuspend; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///本地报单编号 - TThostFtdcOrderLocalIDType OrderLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///报单提交状态 - TThostFtdcOrderSubmitStatusType OrderSubmitStatus; - ///报单提示序号 - TThostFtdcSequenceNoType NotifySequence; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///报单来源 - TThostFtdcOrderSourceType OrderSource; - ///报单状态 - TThostFtdcOrderStatusType OrderStatus; - ///报单类型 - TThostFtdcOrderTypeType OrderType; - ///今成交数量 - TThostFtdcVolumeType VolumeTraded; - ///剩余数量 - TThostFtdcVolumeType VolumeTotal; - ///报单日期 - TThostFtdcDateType InsertDate; - ///委托时间 - TThostFtdcTimeType InsertTime; - ///激活时间 - TThostFtdcTimeType ActiveTime; - ///挂起时间 - TThostFtdcTimeType SuspendTime; - ///最后修改时间 - TThostFtdcTimeType UpdateTime; - ///撤销时间 - TThostFtdcTimeType CancelTime; - ///最后修改交易所交易员代码 - TThostFtdcTraderIDType ActiveTraderID; - ///结算会员编号 - TThostFtdcParticipantIDType ClearingPartID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///用户端产品信息 - TThostFtdcProductInfoType UserProductInfo; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///用户强评标志 - TThostFtdcBoolType UserForceClose; - ///操作用户代码 - TThostFtdcUserIDType ActiveUserID; - ///经纪公司报单编号 - TThostFtdcSequenceNoType BrokerOrderSeq; - ///相关报单 - TThostFtdcOrderSysIDType RelativeOrderSysID; - ///郑商所成交数量 - TThostFtdcVolumeType ZCETotalTradedVolume; - ///互换单标志 - TThostFtdcBoolType IsSwapOrder; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///资金账号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///交易所报单 -struct CThostFtdcExchangeOrderField -{ - ///报单价格条件 - TThostFtdcOrderPriceTypeType OrderPriceType; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///组合开平标志 - TThostFtdcCombOffsetFlagType CombOffsetFlag; - ///组合投机套保标志 - TThostFtdcCombHedgeFlagType CombHedgeFlag; - ///价格 - TThostFtdcPriceType LimitPrice; - ///数量 - TThostFtdcVolumeType VolumeTotalOriginal; - ///有效期类型 - TThostFtdcTimeConditionType TimeCondition; - ///GTD日期 - TThostFtdcDateType GTDDate; - ///成交量类型 - TThostFtdcVolumeConditionType VolumeCondition; - ///最小成交量 - TThostFtdcVolumeType MinVolume; - ///触发条件 - TThostFtdcContingentConditionType ContingentCondition; - ///止损价 - TThostFtdcPriceType StopPrice; - ///强平原因 - TThostFtdcForceCloseReasonType ForceCloseReason; - ///自动挂起标志 - TThostFtdcBoolType IsAutoSuspend; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///本地报单编号 - TThostFtdcOrderLocalIDType OrderLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///报单提交状态 - TThostFtdcOrderSubmitStatusType OrderSubmitStatus; - ///报单提示序号 - TThostFtdcSequenceNoType NotifySequence; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///报单来源 - TThostFtdcOrderSourceType OrderSource; - ///报单状态 - TThostFtdcOrderStatusType OrderStatus; - ///报单类型 - TThostFtdcOrderTypeType OrderType; - ///今成交数量 - TThostFtdcVolumeType VolumeTraded; - ///剩余数量 - TThostFtdcVolumeType VolumeTotal; - ///报单日期 - TThostFtdcDateType InsertDate; - ///委托时间 - TThostFtdcTimeType InsertTime; - ///激活时间 - TThostFtdcTimeType ActiveTime; - ///挂起时间 - TThostFtdcTimeType SuspendTime; - ///最后修改时间 - TThostFtdcTimeType UpdateTime; - ///撤销时间 - TThostFtdcTimeType CancelTime; - ///最后修改交易所交易员代码 - TThostFtdcTraderIDType ActiveTraderID; - ///结算会员编号 - TThostFtdcParticipantIDType ClearingPartID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///交易所报单插入失败 -struct CThostFtdcExchangeOrderInsertErrorField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地报单编号 - TThostFtdcOrderLocalIDType OrderLocalID; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///输入报单操作 -struct CThostFtdcInputOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///报单操作引用 - TThostFtdcOrderActionRefType OrderActionRef; - ///报单引用 - TThostFtdcOrderRefType OrderRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///价格 - TThostFtdcPriceType LimitPrice; - ///数量变化 - TThostFtdcVolumeType VolumeChange; - ///用户代码 - TThostFtdcUserIDType UserID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///报单操作 -struct CThostFtdcOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///报单操作引用 - TThostFtdcOrderActionRefType OrderActionRef; - ///报单引用 - TThostFtdcOrderRefType OrderRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///价格 - TThostFtdcPriceType LimitPrice; - ///数量变化 - TThostFtdcVolumeType VolumeChange; - ///操作日期 - TThostFtdcDateType ActionDate; - ///操作时间 - TThostFtdcTimeType ActionTime; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地报单编号 - TThostFtdcOrderLocalIDType OrderLocalID; - ///操作本地编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///报单操作状态 - TThostFtdcOrderActionStatusType OrderActionStatus; - ///用户代码 - TThostFtdcUserIDType UserID; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///交易所报单操作 -struct CThostFtdcExchangeOrderActionField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///价格 - TThostFtdcPriceType LimitPrice; - ///数量变化 - TThostFtdcVolumeType VolumeChange; - ///操作日期 - TThostFtdcDateType ActionDate; - ///操作时间 - TThostFtdcTimeType ActionTime; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地报单编号 - TThostFtdcOrderLocalIDType OrderLocalID; - ///操作本地编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///报单操作状态 - TThostFtdcOrderActionStatusType OrderActionStatus; - ///用户代码 - TThostFtdcUserIDType UserID; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///交易所报单操作失败 -struct CThostFtdcExchangeOrderActionErrorField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地报单编号 - TThostFtdcOrderLocalIDType OrderLocalID; - ///操作本地编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///交易所成交 -struct CThostFtdcExchangeTradeField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///成交编号 - TThostFtdcTradeIDType TradeID; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///交易角色 - TThostFtdcTradingRoleType TradingRole; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///开平标志 - TThostFtdcOffsetFlagType OffsetFlag; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///价格 - TThostFtdcPriceType Price; - ///数量 - TThostFtdcVolumeType Volume; - ///成交时期 - TThostFtdcDateType TradeDate; - ///成交时间 - TThostFtdcTimeType TradeTime; - ///成交类型 - TThostFtdcTradeTypeType TradeType; - ///成交价来源 - TThostFtdcPriceSourceType PriceSource; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///本地报单编号 - TThostFtdcOrderLocalIDType OrderLocalID; - ///结算会员编号 - TThostFtdcParticipantIDType ClearingPartID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///成交来源 - TThostFtdcTradeSourceType TradeSource; -}; - -///成交 -struct CThostFtdcTradeField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///报单引用 - TThostFtdcOrderRefType OrderRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///成交编号 - TThostFtdcTradeIDType TradeID; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///交易角色 - TThostFtdcTradingRoleType TradingRole; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///开平标志 - TThostFtdcOffsetFlagType OffsetFlag; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///价格 - TThostFtdcPriceType Price; - ///数量 - TThostFtdcVolumeType Volume; - ///成交时期 - TThostFtdcDateType TradeDate; - ///成交时间 - TThostFtdcTimeType TradeTime; - ///成交类型 - TThostFtdcTradeTypeType TradeType; - ///成交价来源 - TThostFtdcPriceSourceType PriceSource; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///本地报单编号 - TThostFtdcOrderLocalIDType OrderLocalID; - ///结算会员编号 - TThostFtdcParticipantIDType ClearingPartID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///经纪公司报单编号 - TThostFtdcSequenceNoType BrokerOrderSeq; - ///成交来源 - TThostFtdcTradeSourceType TradeSource; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///用户会话 -struct CThostFtdcUserSessionField -{ - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///登录日期 - TThostFtdcDateType LoginDate; - ///登录时间 - TThostFtdcTimeType LoginTime; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///用户端产品信息 - TThostFtdcProductInfoType UserProductInfo; - ///接口端产品信息 - TThostFtdcProductInfoType InterfaceProductInfo; - ///协议信息 - TThostFtdcProtocolInfoType ProtocolInfo; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; - ///登录备注 - TThostFtdcLoginRemarkType LoginRemark; -}; - -///查询最大报单数量 -struct CThostFtdcQueryMaxOrderVolumeField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///开平标志 - TThostFtdcOffsetFlagType OffsetFlag; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///最大允许报单数量 - TThostFtdcVolumeType MaxVolume; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///投资者结算结果确认信息 -struct CThostFtdcSettlementInfoConfirmField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///确认日期 - TThostFtdcDateType ConfirmDate; - ///确认时间 - TThostFtdcTimeType ConfirmTime; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///出入金同步 -struct CThostFtdcSyncDepositField -{ - ///出入金流水号 - TThostFtdcDepositSeqNoType DepositSeqNo; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///入金金额 - TThostFtdcMoneyType Deposit; - ///是否强制进行 - TThostFtdcBoolType IsForce; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///货币质押同步 -struct CThostFtdcSyncFundMortgageField -{ - ///货币质押流水号 - TThostFtdcDepositSeqNoType MortgageSeqNo; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///源币种 - TThostFtdcCurrencyIDType FromCurrencyID; - ///质押金额 - TThostFtdcMoneyType MortgageAmount; - ///目标币种 - TThostFtdcCurrencyIDType ToCurrencyID; -}; - -///经纪公司同步 -struct CThostFtdcBrokerSyncField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; -}; - -///正在同步中的投资者 -struct CThostFtdcSyncingInvestorField -{ - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者分组代码 - TThostFtdcInvestorIDType InvestorGroupID; - ///投资者名称 - TThostFtdcPartyNameType InvestorName; - ///证件类型 - TThostFtdcIdCardTypeType IdentifiedCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///是否活跃 - TThostFtdcBoolType IsActive; - ///联系电话 - TThostFtdcTelephoneType Telephone; - ///通讯地址 - TThostFtdcAddressType Address; - ///开户日期 - TThostFtdcDateType OpenDate; - ///手机 - TThostFtdcMobileType Mobile; - ///手续费率模板代码 - TThostFtdcInvestorIDType CommModelID; - ///保证金率模板代码 - TThostFtdcInvestorIDType MarginModelID; -}; - -///正在同步中的交易代码 -struct CThostFtdcSyncingTradingCodeField -{ - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///是否活跃 - TThostFtdcBoolType IsActive; - ///交易编码类型 - TThostFtdcClientIDTypeType ClientIDType; -}; - -///正在同步中的投资者分组 -struct CThostFtdcSyncingInvestorGroupField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者分组代码 - TThostFtdcInvestorIDType InvestorGroupID; - ///投资者分组名称 - TThostFtdcInvestorGroupNameType InvestorGroupName; -}; - -///正在同步中的交易账号 -struct CThostFtdcSyncingTradingAccountField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///上次质押金额 - TThostFtdcMoneyType PreMortgage; - ///上次信用额度 - TThostFtdcMoneyType PreCredit; - ///上次存款额 - TThostFtdcMoneyType PreDeposit; - ///上次结算准备金 - TThostFtdcMoneyType PreBalance; - ///上次占用的保证金 - TThostFtdcMoneyType PreMargin; - ///利息基数 - TThostFtdcMoneyType InterestBase; - ///利息收入 - TThostFtdcMoneyType Interest; - ///入金金额 - TThostFtdcMoneyType Deposit; - ///出金金额 - TThostFtdcMoneyType Withdraw; - ///冻结的保证金 - TThostFtdcMoneyType FrozenMargin; - ///冻结的资金 - TThostFtdcMoneyType FrozenCash; - ///冻结的手续费 - TThostFtdcMoneyType FrozenCommission; - ///当前保证金总额 - TThostFtdcMoneyType CurrMargin; - ///资金差额 - TThostFtdcMoneyType CashIn; - ///手续费 - TThostFtdcMoneyType Commission; - ///平仓盈亏 - TThostFtdcMoneyType CloseProfit; - ///持仓盈亏 - TThostFtdcMoneyType PositionProfit; - ///期货结算准备金 - TThostFtdcMoneyType Balance; - ///可用资金 - TThostFtdcMoneyType Available; - ///可取资金 - TThostFtdcMoneyType WithdrawQuota; - ///基本准备金 - TThostFtdcMoneyType Reserve; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///信用额度 - TThostFtdcMoneyType Credit; - ///质押金额 - TThostFtdcMoneyType Mortgage; - ///交易所保证金 - TThostFtdcMoneyType ExchangeMargin; - ///投资者交割保证金 - TThostFtdcMoneyType DeliveryMargin; - ///交易所交割保证金 - TThostFtdcMoneyType ExchangeDeliveryMargin; - ///保底期货结算准备金 - TThostFtdcMoneyType ReserveBalance; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///上次货币质入金额 - TThostFtdcMoneyType PreFundMortgageIn; - ///上次货币质出金额 - TThostFtdcMoneyType PreFundMortgageOut; - ///货币质入金额 - TThostFtdcMoneyType FundMortgageIn; - ///货币质出金额 - TThostFtdcMoneyType FundMortgageOut; - ///货币质押余额 - TThostFtdcMoneyType FundMortgageAvailable; - ///可质押货币金额 - TThostFtdcMoneyType MortgageableFund; - ///特殊产品占用保证金 - TThostFtdcMoneyType SpecProductMargin; - ///特殊产品冻结保证金 - TThostFtdcMoneyType SpecProductFrozenMargin; - ///特殊产品手续费 - TThostFtdcMoneyType SpecProductCommission; - ///特殊产品冻结手续费 - TThostFtdcMoneyType SpecProductFrozenCommission; - ///特殊产品持仓盈亏 - TThostFtdcMoneyType SpecProductPositionProfit; - ///特殊产品平仓盈亏 - TThostFtdcMoneyType SpecProductCloseProfit; - ///根据持仓盈亏算法计算的特殊产品持仓盈亏 - TThostFtdcMoneyType SpecProductPositionProfitByAlg; - ///特殊产品交易所保证金 - TThostFtdcMoneyType SpecProductExchangeMargin; - ///延时换汇冻结金额 - TThostFtdcMoneyType FrozenSwap; - ///剩余换汇额度 - TThostFtdcMoneyType RemainSwap; -}; - -///正在同步中的投资者持仓 -struct CThostFtdcSyncingInvestorPositionField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///持仓多空方向 - TThostFtdcPosiDirectionType PosiDirection; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///持仓日期 - TThostFtdcPositionDateType PositionDate; - ///上日持仓 - TThostFtdcVolumeType YdPosition; - ///今日持仓 - TThostFtdcVolumeType Position; - ///多头冻结 - TThostFtdcVolumeType LongFrozen; - ///空头冻结 - TThostFtdcVolumeType ShortFrozen; - ///开仓冻结金额 - TThostFtdcMoneyType LongFrozenAmount; - ///开仓冻结金额 - TThostFtdcMoneyType ShortFrozenAmount; - ///开仓量 - TThostFtdcVolumeType OpenVolume; - ///平仓量 - TThostFtdcVolumeType CloseVolume; - ///开仓金额 - TThostFtdcMoneyType OpenAmount; - ///平仓金额 - TThostFtdcMoneyType CloseAmount; - ///持仓成本 - TThostFtdcMoneyType PositionCost; - ///上次占用的保证金 - TThostFtdcMoneyType PreMargin; - ///占用的保证金 - TThostFtdcMoneyType UseMargin; - ///冻结的保证金 - TThostFtdcMoneyType FrozenMargin; - ///冻结的资金 - TThostFtdcMoneyType FrozenCash; - ///冻结的手续费 - TThostFtdcMoneyType FrozenCommission; - ///资金差额 - TThostFtdcMoneyType CashIn; - ///手续费 - TThostFtdcMoneyType Commission; - ///平仓盈亏 - TThostFtdcMoneyType CloseProfit; - ///持仓盈亏 - TThostFtdcMoneyType PositionProfit; - ///上次结算价 - TThostFtdcPriceType PreSettlementPrice; - ///本次结算价 - TThostFtdcPriceType SettlementPrice; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///开仓成本 - TThostFtdcMoneyType OpenCost; - ///交易所保证金 - TThostFtdcMoneyType ExchangeMargin; - ///组合成交形成的持仓 - TThostFtdcVolumeType CombPosition; - ///组合多头冻结 - TThostFtdcVolumeType CombLongFrozen; - ///组合空头冻结 - TThostFtdcVolumeType CombShortFrozen; - ///逐日盯市平仓盈亏 - TThostFtdcMoneyType CloseProfitByDate; - ///逐笔对冲平仓盈亏 - TThostFtdcMoneyType CloseProfitByTrade; - ///今日持仓 - TThostFtdcVolumeType TodayPosition; - ///保证金率 - TThostFtdcRatioType MarginRateByMoney; - ///保证金率(按手数) - TThostFtdcRatioType MarginRateByVolume; - ///执行冻结 - TThostFtdcVolumeType StrikeFrozen; - ///执行冻结金额 - TThostFtdcMoneyType StrikeFrozenAmount; - ///放弃执行冻结 - TThostFtdcVolumeType AbandonFrozen; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///执行冻结的昨仓 - TThostFtdcVolumeType YdStrikeFrozen; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///正在同步中的合约保证金率 -struct CThostFtdcSyncingInstrumentMarginRateField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///多头保证金率 - TThostFtdcRatioType LongMarginRatioByMoney; - ///多头保证金费 - TThostFtdcMoneyType LongMarginRatioByVolume; - ///空头保证金率 - TThostFtdcRatioType ShortMarginRatioByMoney; - ///空头保证金费 - TThostFtdcMoneyType ShortMarginRatioByVolume; - ///是否相对交易所收取 - TThostFtdcBoolType IsRelative; -}; - -///正在同步中的合约手续费率 -struct CThostFtdcSyncingInstrumentCommissionRateField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///开仓手续费率 - TThostFtdcRatioType OpenRatioByMoney; - ///开仓手续费 - TThostFtdcRatioType OpenRatioByVolume; - ///平仓手续费率 - TThostFtdcRatioType CloseRatioByMoney; - ///平仓手续费 - TThostFtdcRatioType CloseRatioByVolume; - ///平今手续费率 - TThostFtdcRatioType CloseTodayRatioByMoney; - ///平今手续费 - TThostFtdcRatioType CloseTodayRatioByVolume; -}; - -///正在同步中的合约交易权限 -struct CThostFtdcSyncingInstrumentTradingRightField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///交易权限 - TThostFtdcTradingRightType TradingRight; -}; - -///查询报单 -struct CThostFtdcQryOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///开始时间 - TThostFtdcTimeType InsertTimeStart; - ///结束时间 - TThostFtdcTimeType InsertTimeEnd; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询成交 -struct CThostFtdcQryTradeField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///成交编号 - TThostFtdcTradeIDType TradeID; - ///开始时间 - TThostFtdcTimeType TradeTimeStart; - ///结束时间 - TThostFtdcTimeType TradeTimeEnd; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询投资者持仓 -struct CThostFtdcQryInvestorPositionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询资金账户 -struct CThostFtdcQryTradingAccountField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///业务类型 - TThostFtdcBizTypeType BizType; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; -}; - -///查询投资者 -struct CThostFtdcQryInvestorField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; -}; - -///查询交易编码 -struct CThostFtdcQryTradingCodeField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///交易编码类型 - TThostFtdcClientIDTypeType ClientIDType; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询投资者组 -struct CThostFtdcQryInvestorGroupField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; -}; - -///查询合约保证金率 -struct CThostFtdcQryInstrumentMarginRateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询手续费率 -struct CThostFtdcQryInstrumentCommissionRateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询合约交易权限 -struct CThostFtdcQryInstrumentTradingRightField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; -}; - -///查询经纪公司 -struct CThostFtdcQryBrokerField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; -}; - -///查询交易员 -struct CThostFtdcQryTraderField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; -}; - -///查询管理用户功能权限 -struct CThostFtdcQrySuperUserFunctionField -{ - ///用户代码 - TThostFtdcUserIDType UserID; -}; - -///查询用户会话 -struct CThostFtdcQryUserSessionField -{ - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; -}; - -///查询经纪公司会员代码 -struct CThostFtdcQryPartBrokerField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; -}; - -///查询前置状态 -struct CThostFtdcQryFrontStatusField -{ - ///前置编号 - TThostFtdcFrontIDType FrontID; -}; - -///查询交易所报单 -struct CThostFtdcQryExchangeOrderField -{ - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; -}; - -///查询报单操作 -struct CThostFtdcQryOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///查询交易所报单操作 -struct CThostFtdcQryExchangeOrderActionField -{ - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; -}; - -///查询管理用户 -struct CThostFtdcQrySuperUserField -{ - ///用户代码 - TThostFtdcUserIDType UserID; -}; - -///查询交易所 -struct CThostFtdcQryExchangeField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///查询产品 -struct CThostFtdcQryProductField -{ - ///产品代码 - TThostFtdcInstrumentIDType ProductID; - ///产品类型 - TThostFtdcProductClassType ProductClass; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///查询合约 -struct CThostFtdcQryInstrumentField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///产品代码 - TThostFtdcInstrumentIDType ProductID; -}; - -///查询行情 -struct CThostFtdcQryDepthMarketDataField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///查询经纪公司用户 -struct CThostFtdcQryBrokerUserField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; -}; - -///查询经纪公司用户权限 -struct CThostFtdcQryBrokerUserFunctionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; -}; - -///查询交易员报盘机 -struct CThostFtdcQryTraderOfferField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; -}; - -///查询出入金流水 -struct CThostFtdcQrySyncDepositField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///出入金流水号 - TThostFtdcDepositSeqNoType DepositSeqNo; -}; - -///查询投资者结算结果 -struct CThostFtdcQrySettlementInfoField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///交易日 - TThostFtdcDateType TradingDay; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///查询交易所保证金率 -struct CThostFtdcQryExchangeMarginRateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///查询交易所调整保证金率 -struct CThostFtdcQryExchangeMarginRateAdjustField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; -}; - -///查询汇率 -struct CThostFtdcQryExchangeRateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///源币种 - TThostFtdcCurrencyIDType FromCurrencyID; - ///目标币种 - TThostFtdcCurrencyIDType ToCurrencyID; -}; - -///查询货币质押流水 -struct CThostFtdcQrySyncFundMortgageField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///货币质押流水号 - TThostFtdcDepositSeqNoType MortgageSeqNo; -}; - -///查询报单 -struct CThostFtdcQryHisOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///开始时间 - TThostFtdcTimeType InsertTimeStart; - ///结束时间 - TThostFtdcTimeType InsertTimeEnd; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; -}; - -///当前期权合约最小保证金 -struct CThostFtdcOptionInstrMiniMarginField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///单位（手）期权合约最小保证金 - TThostFtdcMoneyType MinMargin; - ///取值方式 - TThostFtdcValueMethodType ValueMethod; - ///是否跟随交易所收取 - TThostFtdcBoolType IsRelative; -}; - -///当前期权合约保证金调整系数 -struct CThostFtdcOptionInstrMarginAdjustField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投机空头保证金调整系数 - TThostFtdcRatioType SShortMarginRatioByMoney; - ///投机空头保证金调整系数 - TThostFtdcMoneyType SShortMarginRatioByVolume; - ///保值空头保证金调整系数 - TThostFtdcRatioType HShortMarginRatioByMoney; - ///保值空头保证金调整系数 - TThostFtdcMoneyType HShortMarginRatioByVolume; - ///套利空头保证金调整系数 - TThostFtdcRatioType AShortMarginRatioByMoney; - ///套利空头保证金调整系数 - TThostFtdcMoneyType AShortMarginRatioByVolume; - ///是否跟随交易所收取 - TThostFtdcBoolType IsRelative; - ///做市商空头保证金调整系数 - TThostFtdcRatioType MShortMarginRatioByMoney; - ///做市商空头保证金调整系数 - TThostFtdcMoneyType MShortMarginRatioByVolume; -}; - -///当前期权合约手续费的详细内容 -struct CThostFtdcOptionInstrCommRateField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///开仓手续费率 - TThostFtdcRatioType OpenRatioByMoney; - ///开仓手续费 - TThostFtdcRatioType OpenRatioByVolume; - ///平仓手续费率 - TThostFtdcRatioType CloseRatioByMoney; - ///平仓手续费 - TThostFtdcRatioType CloseRatioByVolume; - ///平今手续费率 - TThostFtdcRatioType CloseTodayRatioByMoney; - ///平今手续费 - TThostFtdcRatioType CloseTodayRatioByVolume; - ///执行手续费率 - TThostFtdcRatioType StrikeRatioByMoney; - ///执行手续费 - TThostFtdcRatioType StrikeRatioByVolume; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///期权交易成本 -struct CThostFtdcOptionInstrTradeCostField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///期权合约保证金不变部分 - TThostFtdcMoneyType FixedMargin; - ///期权合约最小保证金 - TThostFtdcMoneyType MiniMargin; - ///期权合约权利金 - TThostFtdcMoneyType Royalty; - ///交易所期权合约保证金不变部分 - TThostFtdcMoneyType ExchFixedMargin; - ///交易所期权合约最小保证金 - TThostFtdcMoneyType ExchMiniMargin; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///期权交易成本查询 -struct CThostFtdcQryOptionInstrTradeCostField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///期权合约报价 - TThostFtdcPriceType InputPrice; - ///标的价格,填0则用昨结算价 - TThostFtdcPriceType UnderlyingPrice; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///期权手续费率查询 -struct CThostFtdcQryOptionInstrCommRateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///股指现货指数 -struct CThostFtdcIndexPriceField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///指数现货收盘价 - TThostFtdcPriceType ClosePrice; -}; - -///输入的执行宣告 -struct CThostFtdcInputExecOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///执行宣告引用 - TThostFtdcOrderRefType ExecOrderRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///数量 - TThostFtdcVolumeType Volume; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///开平标志 - TThostFtdcOffsetFlagType OffsetFlag; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///执行类型 - TThostFtdcActionTypeType ActionType; - ///保留头寸申请的持仓方向 - TThostFtdcPosiDirectionType PosiDirection; - ///期权行权后是否保留期货头寸的标记,该字段已废弃 - TThostFtdcExecOrderPositionFlagType ReservePositionFlag; - ///期权行权后生成的头寸是否自动平仓 - TThostFtdcExecOrderCloseFlagType CloseFlag; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///资金账号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///交易编码 - TThostFtdcClientIDType ClientID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///输入执行宣告操作 -struct CThostFtdcInputExecOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///执行宣告操作引用 - TThostFtdcOrderActionRefType ExecOrderActionRef; - ///执行宣告引用 - TThostFtdcOrderRefType ExecOrderRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///执行宣告操作编号 - TThostFtdcExecOrderSysIDType ExecOrderSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///用户代码 - TThostFtdcUserIDType UserID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///执行宣告 -struct CThostFtdcExecOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///执行宣告引用 - TThostFtdcOrderRefType ExecOrderRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///数量 - TThostFtdcVolumeType Volume; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///开平标志 - TThostFtdcOffsetFlagType OffsetFlag; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///执行类型 - TThostFtdcActionTypeType ActionType; - ///保留头寸申请的持仓方向 - TThostFtdcPosiDirectionType PosiDirection; - ///期权行权后是否保留期货头寸的标记,该字段已废弃 - TThostFtdcExecOrderPositionFlagType ReservePositionFlag; - ///期权行权后生成的头寸是否自动平仓 - TThostFtdcExecOrderCloseFlagType CloseFlag; - ///本地执行宣告编号 - TThostFtdcOrderLocalIDType ExecOrderLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///执行宣告提交状态 - TThostFtdcOrderSubmitStatusType OrderSubmitStatus; - ///报单提示序号 - TThostFtdcSequenceNoType NotifySequence; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///执行宣告编号 - TThostFtdcExecOrderSysIDType ExecOrderSysID; - ///报单日期 - TThostFtdcDateType InsertDate; - ///插入时间 - TThostFtdcTimeType InsertTime; - ///撤销时间 - TThostFtdcTimeType CancelTime; - ///执行结果 - TThostFtdcExecResultType ExecResult; - ///结算会员编号 - TThostFtdcParticipantIDType ClearingPartID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///用户端产品信息 - TThostFtdcProductInfoType UserProductInfo; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///操作用户代码 - TThostFtdcUserIDType ActiveUserID; - ///经纪公司报单编号 - TThostFtdcSequenceNoType BrokerExecOrderSeq; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///资金账号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///执行宣告操作 -struct CThostFtdcExecOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///执行宣告操作引用 - TThostFtdcOrderActionRefType ExecOrderActionRef; - ///执行宣告引用 - TThostFtdcOrderRefType ExecOrderRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///执行宣告操作编号 - TThostFtdcExecOrderSysIDType ExecOrderSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///操作日期 - TThostFtdcDateType ActionDate; - ///操作时间 - TThostFtdcTimeType ActionTime; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地执行宣告编号 - TThostFtdcOrderLocalIDType ExecOrderLocalID; - ///操作本地编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///报单操作状态 - TThostFtdcOrderActionStatusType OrderActionStatus; - ///用户代码 - TThostFtdcUserIDType UserID; - ///执行类型 - TThostFtdcActionTypeType ActionType; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///执行宣告查询 -struct CThostFtdcQryExecOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///执行宣告编号 - TThostFtdcExecOrderSysIDType ExecOrderSysID; - ///开始时间 - TThostFtdcTimeType InsertTimeStart; - ///结束时间 - TThostFtdcTimeType InsertTimeEnd; -}; - -///交易所执行宣告信息 -struct CThostFtdcExchangeExecOrderField -{ - ///数量 - TThostFtdcVolumeType Volume; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///开平标志 - TThostFtdcOffsetFlagType OffsetFlag; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///执行类型 - TThostFtdcActionTypeType ActionType; - ///保留头寸申请的持仓方向 - TThostFtdcPosiDirectionType PosiDirection; - ///期权行权后是否保留期货头寸的标记,该字段已废弃 - TThostFtdcExecOrderPositionFlagType ReservePositionFlag; - ///期权行权后生成的头寸是否自动平仓 - TThostFtdcExecOrderCloseFlagType CloseFlag; - ///本地执行宣告编号 - TThostFtdcOrderLocalIDType ExecOrderLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///执行宣告提交状态 - TThostFtdcOrderSubmitStatusType OrderSubmitStatus; - ///报单提示序号 - TThostFtdcSequenceNoType NotifySequence; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///执行宣告编号 - TThostFtdcExecOrderSysIDType ExecOrderSysID; - ///报单日期 - TThostFtdcDateType InsertDate; - ///插入时间 - TThostFtdcTimeType InsertTime; - ///撤销时间 - TThostFtdcTimeType CancelTime; - ///执行结果 - TThostFtdcExecResultType ExecResult; - ///结算会员编号 - TThostFtdcParticipantIDType ClearingPartID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///交易所执行宣告查询 -struct CThostFtdcQryExchangeExecOrderField -{ - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; -}; - -///执行宣告操作查询 -struct CThostFtdcQryExecOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///交易所执行宣告操作 -struct CThostFtdcExchangeExecOrderActionField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///执行宣告操作编号 - TThostFtdcExecOrderSysIDType ExecOrderSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///操作日期 - TThostFtdcDateType ActionDate; - ///操作时间 - TThostFtdcTimeType ActionTime; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地执行宣告编号 - TThostFtdcOrderLocalIDType ExecOrderLocalID; - ///操作本地编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///报单操作状态 - TThostFtdcOrderActionStatusType OrderActionStatus; - ///用户代码 - TThostFtdcUserIDType UserID; - ///执行类型 - TThostFtdcActionTypeType ActionType; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///交易所执行宣告操作查询 -struct CThostFtdcQryExchangeExecOrderActionField -{ - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; -}; - -///错误执行宣告 -struct CThostFtdcErrExecOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///执行宣告引用 - TThostFtdcOrderRefType ExecOrderRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///数量 - TThostFtdcVolumeType Volume; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///开平标志 - TThostFtdcOffsetFlagType OffsetFlag; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///执行类型 - TThostFtdcActionTypeType ActionType; - ///保留头寸申请的持仓方向 - TThostFtdcPosiDirectionType PosiDirection; - ///期权行权后是否保留期货头寸的标记,该字段已废弃 - TThostFtdcExecOrderPositionFlagType ReservePositionFlag; - ///期权行权后生成的头寸是否自动平仓 - TThostFtdcExecOrderCloseFlagType CloseFlag; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///资金账号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///交易编码 - TThostFtdcClientIDType ClientID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///查询错误执行宣告 -struct CThostFtdcQryErrExecOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; -}; - -///错误执行宣告操作 -struct CThostFtdcErrExecOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///执行宣告操作引用 - TThostFtdcOrderActionRefType ExecOrderActionRef; - ///执行宣告引用 - TThostFtdcOrderRefType ExecOrderRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///执行宣告操作编号 - TThostFtdcExecOrderSysIDType ExecOrderSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///用户代码 - TThostFtdcUserIDType UserID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///查询错误执行宣告操作 -struct CThostFtdcQryErrExecOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; -}; - -///投资者期权合约交易权限 -struct CThostFtdcOptionInstrTradingRightField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///交易权限 - TThostFtdcTradingRightType TradingRight; -}; - -///查询期权合约交易权限 -struct CThostFtdcQryOptionInstrTradingRightField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///买卖方向 - TThostFtdcDirectionType Direction; -}; - -///输入的询价 -struct CThostFtdcInputForQuoteField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///询价引用 - TThostFtdcOrderRefType ForQuoteRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///询价 -struct CThostFtdcForQuoteField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///询价引用 - TThostFtdcOrderRefType ForQuoteRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///本地询价编号 - TThostFtdcOrderLocalIDType ForQuoteLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///报单日期 - TThostFtdcDateType InsertDate; - ///插入时间 - TThostFtdcTimeType InsertTime; - ///询价状态 - TThostFtdcForQuoteStatusType ForQuoteStatus; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///操作用户代码 - TThostFtdcUserIDType ActiveUserID; - ///经纪公司询价编号 - TThostFtdcSequenceNoType BrokerForQutoSeq; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///询价查询 -struct CThostFtdcQryForQuoteField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///开始时间 - TThostFtdcTimeType InsertTimeStart; - ///结束时间 - TThostFtdcTimeType InsertTimeEnd; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///交易所询价信息 -struct CThostFtdcExchangeForQuoteField -{ - ///本地询价编号 - TThostFtdcOrderLocalIDType ForQuoteLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///报单日期 - TThostFtdcDateType InsertDate; - ///插入时间 - TThostFtdcTimeType InsertTime; - ///询价状态 - TThostFtdcForQuoteStatusType ForQuoteStatus; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///交易所询价查询 -struct CThostFtdcQryExchangeForQuoteField -{ - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; -}; - -///输入的报价 -struct CThostFtdcInputQuoteField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///报价引用 - TThostFtdcOrderRefType QuoteRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///卖价格 - TThostFtdcPriceType AskPrice; - ///买价格 - TThostFtdcPriceType BidPrice; - ///卖数量 - TThostFtdcVolumeType AskVolume; - ///买数量 - TThostFtdcVolumeType BidVolume; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///卖开平标志 - TThostFtdcOffsetFlagType AskOffsetFlag; - ///买开平标志 - TThostFtdcOffsetFlagType BidOffsetFlag; - ///卖投机套保标志 - TThostFtdcHedgeFlagType AskHedgeFlag; - ///买投机套保标志 - TThostFtdcHedgeFlagType BidHedgeFlag; - ///衍生卖报单引用 - TThostFtdcOrderRefType AskOrderRef; - ///衍生买报单引用 - TThostFtdcOrderRefType BidOrderRef; - ///应价编号 - TThostFtdcOrderSysIDType ForQuoteSysID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///交易编码 - TThostFtdcClientIDType ClientID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///输入报价操作 -struct CThostFtdcInputQuoteActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///报价操作引用 - TThostFtdcOrderActionRefType QuoteActionRef; - ///报价引用 - TThostFtdcOrderRefType QuoteRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///报价操作编号 - TThostFtdcOrderSysIDType QuoteSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///用户代码 - TThostFtdcUserIDType UserID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///交易编码 - TThostFtdcClientIDType ClientID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///报价 -struct CThostFtdcQuoteField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///报价引用 - TThostFtdcOrderRefType QuoteRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///卖价格 - TThostFtdcPriceType AskPrice; - ///买价格 - TThostFtdcPriceType BidPrice; - ///卖数量 - TThostFtdcVolumeType AskVolume; - ///买数量 - TThostFtdcVolumeType BidVolume; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///卖开平标志 - TThostFtdcOffsetFlagType AskOffsetFlag; - ///买开平标志 - TThostFtdcOffsetFlagType BidOffsetFlag; - ///卖投机套保标志 - TThostFtdcHedgeFlagType AskHedgeFlag; - ///买投机套保标志 - TThostFtdcHedgeFlagType BidHedgeFlag; - ///本地报价编号 - TThostFtdcOrderLocalIDType QuoteLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///报价提示序号 - TThostFtdcSequenceNoType NotifySequence; - ///报价提交状态 - TThostFtdcOrderSubmitStatusType OrderSubmitStatus; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///报价编号 - TThostFtdcOrderSysIDType QuoteSysID; - ///报单日期 - TThostFtdcDateType InsertDate; - ///插入时间 - TThostFtdcTimeType InsertTime; - ///撤销时间 - TThostFtdcTimeType CancelTime; - ///报价状态 - TThostFtdcOrderStatusType QuoteStatus; - ///结算会员编号 - TThostFtdcParticipantIDType ClearingPartID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///卖方报单编号 - TThostFtdcOrderSysIDType AskOrderSysID; - ///买方报单编号 - TThostFtdcOrderSysIDType BidOrderSysID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///用户端产品信息 - TThostFtdcProductInfoType UserProductInfo; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///操作用户代码 - TThostFtdcUserIDType ActiveUserID; - ///经纪公司报价编号 - TThostFtdcSequenceNoType BrokerQuoteSeq; - ///衍生卖报单引用 - TThostFtdcOrderRefType AskOrderRef; - ///衍生买报单引用 - TThostFtdcOrderRefType BidOrderRef; - ///应价编号 - TThostFtdcOrderSysIDType ForQuoteSysID; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///资金账号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///报价操作 -struct CThostFtdcQuoteActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///报价操作引用 - TThostFtdcOrderActionRefType QuoteActionRef; - ///报价引用 - TThostFtdcOrderRefType QuoteRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///报价操作编号 - TThostFtdcOrderSysIDType QuoteSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///操作日期 - TThostFtdcDateType ActionDate; - ///操作时间 - TThostFtdcTimeType ActionTime; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地报价编号 - TThostFtdcOrderLocalIDType QuoteLocalID; - ///操作本地编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///报单操作状态 - TThostFtdcOrderActionStatusType OrderActionStatus; - ///用户代码 - TThostFtdcUserIDType UserID; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///报价查询 -struct CThostFtdcQryQuoteField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///报价编号 - TThostFtdcOrderSysIDType QuoteSysID; - ///开始时间 - TThostFtdcTimeType InsertTimeStart; - ///结束时间 - TThostFtdcTimeType InsertTimeEnd; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///交易所报价信息 -struct CThostFtdcExchangeQuoteField -{ - ///卖价格 - TThostFtdcPriceType AskPrice; - ///买价格 - TThostFtdcPriceType BidPrice; - ///卖数量 - TThostFtdcVolumeType AskVolume; - ///买数量 - TThostFtdcVolumeType BidVolume; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///卖开平标志 - TThostFtdcOffsetFlagType AskOffsetFlag; - ///买开平标志 - TThostFtdcOffsetFlagType BidOffsetFlag; - ///卖投机套保标志 - TThostFtdcHedgeFlagType AskHedgeFlag; - ///买投机套保标志 - TThostFtdcHedgeFlagType BidHedgeFlag; - ///本地报价编号 - TThostFtdcOrderLocalIDType QuoteLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///报价提示序号 - TThostFtdcSequenceNoType NotifySequence; - ///报价提交状态 - TThostFtdcOrderSubmitStatusType OrderSubmitStatus; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///报价编号 - TThostFtdcOrderSysIDType QuoteSysID; - ///报单日期 - TThostFtdcDateType InsertDate; - ///插入时间 - TThostFtdcTimeType InsertTime; - ///撤销时间 - TThostFtdcTimeType CancelTime; - ///报价状态 - TThostFtdcOrderStatusType QuoteStatus; - ///结算会员编号 - TThostFtdcParticipantIDType ClearingPartID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///卖方报单编号 - TThostFtdcOrderSysIDType AskOrderSysID; - ///买方报单编号 - TThostFtdcOrderSysIDType BidOrderSysID; - ///应价编号 - TThostFtdcOrderSysIDType ForQuoteSysID; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///交易所报价查询 -struct CThostFtdcQryExchangeQuoteField -{ - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; -}; - -///报价操作查询 -struct CThostFtdcQryQuoteActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///交易所报价操作 -struct CThostFtdcExchangeQuoteActionField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///报价操作编号 - TThostFtdcOrderSysIDType QuoteSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///操作日期 - TThostFtdcDateType ActionDate; - ///操作时间 - TThostFtdcTimeType ActionTime; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地报价编号 - TThostFtdcOrderLocalIDType QuoteLocalID; - ///操作本地编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///报单操作状态 - TThostFtdcOrderActionStatusType OrderActionStatus; - ///用户代码 - TThostFtdcUserIDType UserID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///交易所报价操作查询 -struct CThostFtdcQryExchangeQuoteActionField -{ - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; -}; - -///期权合约delta值 -struct CThostFtdcOptionInstrDeltaField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///Delta值 - TThostFtdcRatioType Delta; -}; - -///发给做市商的询价请求 -struct CThostFtdcForQuoteRspField -{ - ///交易日 - TThostFtdcDateType TradingDay; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///询价编号 - TThostFtdcOrderSysIDType ForQuoteSysID; - ///询价时间 - TThostFtdcTimeType ForQuoteTime; - ///业务日期 - TThostFtdcDateType ActionDay; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///当前期权合约执行偏移值的详细内容 -struct CThostFtdcStrikeOffsetField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///执行偏移值 - TThostFtdcMoneyType Offset; - ///执行偏移类型 - TThostFtdcStrikeOffsetTypeType OffsetType; -}; - -///期权执行偏移值查询 -struct CThostFtdcQryStrikeOffsetField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; -}; - -///输入批量报单操作 -struct CThostFtdcInputBatchOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///报单操作引用 - TThostFtdcOrderActionRefType OrderActionRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///批量报单操作 -struct CThostFtdcBatchOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///报单操作引用 - TThostFtdcOrderActionRefType OrderActionRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///操作日期 - TThostFtdcDateType ActionDate; - ///操作时间 - TThostFtdcTimeType ActionTime; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///操作本地编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///报单操作状态 - TThostFtdcOrderActionStatusType OrderActionStatus; - ///用户代码 - TThostFtdcUserIDType UserID; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///交易所批量报单操作 -struct CThostFtdcExchangeBatchOrderActionField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///操作日期 - TThostFtdcDateType ActionDate; - ///操作时间 - TThostFtdcTimeType ActionTime; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///操作本地编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///报单操作状态 - TThostFtdcOrderActionStatusType OrderActionStatus; - ///用户代码 - TThostFtdcUserIDType UserID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///查询批量报单操作 -struct CThostFtdcQryBatchOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///组合合约安全系数 -struct CThostFtdcCombInstrumentGuardField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - /// - TThostFtdcRatioType GuarantRatio; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///组合合约安全系数查询 -struct CThostFtdcQryCombInstrumentGuardField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///输入的申请组合 -struct CThostFtdcInputCombActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///组合引用 - TThostFtdcOrderRefType CombActionRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///数量 - TThostFtdcVolumeType Volume; - ///组合指令方向 - TThostFtdcCombDirectionType CombDirection; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///申请组合 -struct CThostFtdcCombActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///组合引用 - TThostFtdcOrderRefType CombActionRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///数量 - TThostFtdcVolumeType Volume; - ///组合指令方向 - TThostFtdcCombDirectionType CombDirection; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///本地申请组合编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///组合状态 - TThostFtdcOrderActionStatusType ActionStatus; - ///报单提示序号 - TThostFtdcSequenceNoType NotifySequence; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///用户端产品信息 - TThostFtdcProductInfoType UserProductInfo; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; - ///组合编号 - TThostFtdcTradeIDType ComTradeID; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///申请组合查询 -struct CThostFtdcQryCombActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///交易所申请组合信息 -struct CThostFtdcExchangeCombActionField -{ - ///买卖方向 - TThostFtdcDirectionType Direction; - ///数量 - TThostFtdcVolumeType Volume; - ///组合指令方向 - TThostFtdcCombDirectionType CombDirection; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///本地申请组合编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///组合状态 - TThostFtdcOrderActionStatusType ActionStatus; - ///报单提示序号 - TThostFtdcSequenceNoType NotifySequence; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; - ///组合编号 - TThostFtdcTradeIDType ComTradeID; - ///营业部编号 - TThostFtdcBranchIDType BranchID; -}; - -///交易所申请组合查询 -struct CThostFtdcQryExchangeCombActionField -{ - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; -}; - -///产品报价汇率 -struct CThostFtdcProductExchRateField -{ - ///产品代码 - TThostFtdcInstrumentIDType ProductID; - ///报价币种类型 - TThostFtdcCurrencyIDType QuoteCurrencyID; - ///汇率 - TThostFtdcExchangeRateType ExchangeRate; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///产品报价汇率查询 -struct CThostFtdcQryProductExchRateField -{ - ///产品代码 - TThostFtdcInstrumentIDType ProductID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///查询询价价差参数 -struct CThostFtdcQryForQuoteParamField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///询价价差参数 -struct CThostFtdcForQuoteParamField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///最新价 - TThostFtdcPriceType LastPrice; - ///价差 - TThostFtdcPriceType PriceInterval; -}; - -///当前做市商期权合约手续费的详细内容 -struct CThostFtdcMMOptionInstrCommRateField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///开仓手续费率 - TThostFtdcRatioType OpenRatioByMoney; - ///开仓手续费 - TThostFtdcRatioType OpenRatioByVolume; - ///平仓手续费率 - TThostFtdcRatioType CloseRatioByMoney; - ///平仓手续费 - TThostFtdcRatioType CloseRatioByVolume; - ///平今手续费率 - TThostFtdcRatioType CloseTodayRatioByMoney; - ///平今手续费 - TThostFtdcRatioType CloseTodayRatioByVolume; - ///执行手续费率 - TThostFtdcRatioType StrikeRatioByMoney; - ///执行手续费 - TThostFtdcRatioType StrikeRatioByVolume; -}; - -///做市商期权手续费率查询 -struct CThostFtdcQryMMOptionInstrCommRateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; -}; - -///做市商合约手续费率 -struct CThostFtdcMMInstrumentCommissionRateField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///开仓手续费率 - TThostFtdcRatioType OpenRatioByMoney; - ///开仓手续费 - TThostFtdcRatioType OpenRatioByVolume; - ///平仓手续费率 - TThostFtdcRatioType CloseRatioByMoney; - ///平仓手续费 - TThostFtdcRatioType CloseRatioByVolume; - ///平今手续费率 - TThostFtdcRatioType CloseTodayRatioByMoney; - ///平今手续费 - TThostFtdcRatioType CloseTodayRatioByVolume; -}; - -///查询做市商合约手续费率 -struct CThostFtdcQryMMInstrumentCommissionRateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; -}; - -///当前报单手续费的详细内容 -struct CThostFtdcInstrumentOrderCommRateField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///报单手续费 - TThostFtdcRatioType OrderCommByVolume; - ///撤单手续费 - TThostFtdcRatioType OrderActionCommByVolume; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///报单手续费率查询 -struct CThostFtdcQryInstrumentOrderCommRateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; -}; - -///交易参数 -struct CThostFtdcTradeParamField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///参数代码 - TThostFtdcTradeParamIDType TradeParamID; - ///参数代码值 - TThostFtdcSettlementParamValueType TradeParamValue; - ///备注 - TThostFtdcMemoType Memo; -}; - -///合约保证金率调整 -struct CThostFtdcInstrumentMarginRateULField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///多头保证金率 - TThostFtdcRatioType LongMarginRatioByMoney; - ///多头保证金费 - TThostFtdcMoneyType LongMarginRatioByVolume; - ///空头保证金率 - TThostFtdcRatioType ShortMarginRatioByMoney; - ///空头保证金费 - TThostFtdcMoneyType ShortMarginRatioByVolume; -}; - -///期货持仓限制参数 -struct CThostFtdcFutureLimitPosiParamField -{ - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///产品代码 - TThostFtdcInstrumentIDType ProductID; - ///当日投机开仓数量限制 - TThostFtdcVolumeType SpecOpenVolume; - ///当日套利开仓数量限制 - TThostFtdcVolumeType ArbiOpenVolume; - ///当日投机+套利开仓数量限制 - TThostFtdcVolumeType OpenVolume; -}; - -///禁止登录IP -struct CThostFtdcLoginForbiddenIPField -{ - ///IP地址 - TThostFtdcIPAddressType IPAddress; -}; - -///IP列表 -struct CThostFtdcIPListField -{ - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///是否白名单 - TThostFtdcBoolType IsWhite; -}; - -///输入的期权自对冲 -struct CThostFtdcInputOptionSelfCloseField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///期权自对冲引用 - TThostFtdcOrderRefType OptionSelfCloseRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///数量 - TThostFtdcVolumeType Volume; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///期权行权的头寸是否自对冲 - TThostFtdcOptSelfCloseFlagType OptSelfCloseFlag; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///资金账号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///交易编码 - TThostFtdcClientIDType ClientID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///输入期权自对冲操作 -struct CThostFtdcInputOptionSelfCloseActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///期权自对冲操作引用 - TThostFtdcOrderActionRefType OptionSelfCloseActionRef; - ///期权自对冲引用 - TThostFtdcOrderRefType OptionSelfCloseRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///期权自对冲操作编号 - TThostFtdcOrderSysIDType OptionSelfCloseSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///用户代码 - TThostFtdcUserIDType UserID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///期权自对冲 -struct CThostFtdcOptionSelfCloseField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///期权自对冲引用 - TThostFtdcOrderRefType OptionSelfCloseRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///数量 - TThostFtdcVolumeType Volume; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///期权行权的头寸是否自对冲 - TThostFtdcOptSelfCloseFlagType OptSelfCloseFlag; - ///本地期权自对冲编号 - TThostFtdcOrderLocalIDType OptionSelfCloseLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///期权自对冲提交状态 - TThostFtdcOrderSubmitStatusType OrderSubmitStatus; - ///报单提示序号 - TThostFtdcSequenceNoType NotifySequence; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///期权自对冲编号 - TThostFtdcOrderSysIDType OptionSelfCloseSysID; - ///报单日期 - TThostFtdcDateType InsertDate; - ///插入时间 - TThostFtdcTimeType InsertTime; - ///撤销时间 - TThostFtdcTimeType CancelTime; - ///自对冲结果 - TThostFtdcExecResultType ExecResult; - ///结算会员编号 - TThostFtdcParticipantIDType ClearingPartID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///用户端产品信息 - TThostFtdcProductInfoType UserProductInfo; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///操作用户代码 - TThostFtdcUserIDType ActiveUserID; - ///经纪公司报单编号 - TThostFtdcSequenceNoType BrokerOptionSelfCloseSeq; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///资金账号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///期权自对冲操作 -struct CThostFtdcOptionSelfCloseActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///期权自对冲操作引用 - TThostFtdcOrderActionRefType OptionSelfCloseActionRef; - ///期权自对冲引用 - TThostFtdcOrderRefType OptionSelfCloseRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///期权自对冲操作编号 - TThostFtdcOrderSysIDType OptionSelfCloseSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///操作日期 - TThostFtdcDateType ActionDate; - ///操作时间 - TThostFtdcTimeType ActionTime; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地期权自对冲编号 - TThostFtdcOrderLocalIDType OptionSelfCloseLocalID; - ///操作本地编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///报单操作状态 - TThostFtdcOrderActionStatusType OrderActionStatus; - ///用户代码 - TThostFtdcUserIDType UserID; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///期权自对冲查询 -struct CThostFtdcQryOptionSelfCloseField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///期权自对冲编号 - TThostFtdcOrderSysIDType OptionSelfCloseSysID; - ///开始时间 - TThostFtdcTimeType InsertTimeStart; - ///结束时间 - TThostFtdcTimeType InsertTimeEnd; -}; - -///交易所期权自对冲信息 -struct CThostFtdcExchangeOptionSelfCloseField -{ - ///数量 - TThostFtdcVolumeType Volume; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///期权行权的头寸是否自对冲 - TThostFtdcOptSelfCloseFlagType OptSelfCloseFlag; - ///本地期权自对冲编号 - TThostFtdcOrderLocalIDType OptionSelfCloseLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///期权自对冲提交状态 - TThostFtdcOrderSubmitStatusType OrderSubmitStatus; - ///报单提示序号 - TThostFtdcSequenceNoType NotifySequence; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///期权自对冲编号 - TThostFtdcOrderSysIDType OptionSelfCloseSysID; - ///报单日期 - TThostFtdcDateType InsertDate; - ///插入时间 - TThostFtdcTimeType InsertTime; - ///撤销时间 - TThostFtdcTimeType CancelTime; - ///自对冲结果 - TThostFtdcExecResultType ExecResult; - ///结算会员编号 - TThostFtdcParticipantIDType ClearingPartID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///期权自对冲操作查询 -struct CThostFtdcQryOptionSelfCloseActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///交易所期权自对冲操作 -struct CThostFtdcExchangeOptionSelfCloseActionField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///期权自对冲操作编号 - TThostFtdcOrderSysIDType OptionSelfCloseSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///操作日期 - TThostFtdcDateType ActionDate; - ///操作时间 - TThostFtdcTimeType ActionTime; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地期权自对冲编号 - TThostFtdcOrderLocalIDType OptionSelfCloseLocalID; - ///操作本地编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///报单操作状态 - TThostFtdcOrderActionStatusType OrderActionStatus; - ///用户代码 - TThostFtdcUserIDType UserID; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///延时换汇同步 -struct CThostFtdcSyncDelaySwapField -{ - ///换汇流水号 - TThostFtdcDepositSeqNoType DelaySwapSeqNo; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///源币种 - TThostFtdcCurrencyIDType FromCurrencyID; - ///源金额 - TThostFtdcMoneyType FromAmount; - ///源换汇冻结金额(可用冻结) - TThostFtdcMoneyType FromFrozenSwap; - ///源剩余换汇额度(可提冻结) - TThostFtdcMoneyType FromRemainSwap; - ///目标币种 - TThostFtdcCurrencyIDType ToCurrencyID; - ///目标金额 - TThostFtdcMoneyType ToAmount; -}; - -///查询延时换汇同步 -struct CThostFtdcQrySyncDelaySwapField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///延时换汇流水号 - TThostFtdcDepositSeqNoType DelaySwapSeqNo; -}; - -///投资单元 -struct CThostFtdcInvestUnitField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///投资者单元名称 - TThostFtdcPartyNameType InvestorUnitName; - ///投资者分组代码 - TThostFtdcInvestorIDType InvestorGroupID; - ///手续费率模板代码 - TThostFtdcInvestorIDType CommModelID; - ///保证金率模板代码 - TThostFtdcInvestorIDType MarginModelID; - ///资金账号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///查询投资单元 -struct CThostFtdcQryInvestUnitField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///市场行情 -struct CThostFtdcMarketDataField -{ - ///交易日 - TThostFtdcDateType TradingDay; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///最新价 - TThostFtdcPriceType LastPrice; - ///上次结算价 - TThostFtdcPriceType PreSettlementPrice; - ///昨收盘 - TThostFtdcPriceType PreClosePrice; - ///昨持仓量 - TThostFtdcLargeVolumeType PreOpenInterest; - ///今开盘 - TThostFtdcPriceType OpenPrice; - ///最高价 - TThostFtdcPriceType HighestPrice; - ///最低价 - TThostFtdcPriceType LowestPrice; - ///数量 - TThostFtdcVolumeType Volume; - ///成交金额 - TThostFtdcMoneyType Turnover; - ///持仓量 - TThostFtdcLargeVolumeType OpenInterest; - ///今收盘 - TThostFtdcPriceType ClosePrice; - ///本次结算价 - TThostFtdcPriceType SettlementPrice; - ///涨停板价 - TThostFtdcPriceType UpperLimitPrice; - ///跌停板价 - TThostFtdcPriceType LowerLimitPrice; - ///昨虚实度 - TThostFtdcRatioType PreDelta; - ///今虚实度 - TThostFtdcRatioType CurrDelta; - ///最后修改时间 - TThostFtdcTimeType UpdateTime; - ///最后修改毫秒 - TThostFtdcMillisecType UpdateMillisec; - ///业务日期 - TThostFtdcDateType ActionDay; -}; - -///行情基础属性 -struct CThostFtdcMarketDataBaseField -{ - ///交易日 - TThostFtdcDateType TradingDay; - ///上次结算价 - TThostFtdcPriceType PreSettlementPrice; - ///昨收盘 - TThostFtdcPriceType PreClosePrice; - ///昨持仓量 - TThostFtdcLargeVolumeType PreOpenInterest; - ///昨虚实度 - TThostFtdcRatioType PreDelta; -}; - -///行情静态属性 -struct CThostFtdcMarketDataStaticField -{ - ///今开盘 - TThostFtdcPriceType OpenPrice; - ///最高价 - TThostFtdcPriceType HighestPrice; - ///最低价 - TThostFtdcPriceType LowestPrice; - ///今收盘 - TThostFtdcPriceType ClosePrice; - ///涨停板价 - TThostFtdcPriceType UpperLimitPrice; - ///跌停板价 - TThostFtdcPriceType LowerLimitPrice; - ///本次结算价 - TThostFtdcPriceType SettlementPrice; - ///今虚实度 - TThostFtdcRatioType CurrDelta; -}; - -///行情最新成交属性 -struct CThostFtdcMarketDataLastMatchField -{ - ///最新价 - TThostFtdcPriceType LastPrice; - ///数量 - TThostFtdcVolumeType Volume; - ///成交金额 - TThostFtdcMoneyType Turnover; - ///持仓量 - TThostFtdcLargeVolumeType OpenInterest; -}; - -///行情最优价属性 -struct CThostFtdcMarketDataBestPriceField -{ - ///申买价一 - TThostFtdcPriceType BidPrice1; - ///申买量一 - TThostFtdcVolumeType BidVolume1; - ///申卖价一 - TThostFtdcPriceType AskPrice1; - ///申卖量一 - TThostFtdcVolumeType AskVolume1; -}; - -///行情申买二、三属性 -struct CThostFtdcMarketDataBid23Field -{ - ///申买价二 - TThostFtdcPriceType BidPrice2; - ///申买量二 - TThostFtdcVolumeType BidVolume2; - ///申买价三 - TThostFtdcPriceType BidPrice3; - ///申买量三 - TThostFtdcVolumeType BidVolume3; -}; - -///行情申卖二、三属性 -struct CThostFtdcMarketDataAsk23Field -{ - ///申卖价二 - TThostFtdcPriceType AskPrice2; - ///申卖量二 - TThostFtdcVolumeType AskVolume2; - ///申卖价三 - TThostFtdcPriceType AskPrice3; - ///申卖量三 - TThostFtdcVolumeType AskVolume3; -}; - -///行情申买四、五属性 -struct CThostFtdcMarketDataBid45Field -{ - ///申买价四 - TThostFtdcPriceType BidPrice4; - ///申买量四 - TThostFtdcVolumeType BidVolume4; - ///申买价五 - TThostFtdcPriceType BidPrice5; - ///申买量五 - TThostFtdcVolumeType BidVolume5; -}; - -///行情申卖四、五属性 -struct CThostFtdcMarketDataAsk45Field -{ - ///申卖价四 - TThostFtdcPriceType AskPrice4; - ///申卖量四 - TThostFtdcVolumeType AskVolume4; - ///申卖价五 - TThostFtdcPriceType AskPrice5; - ///申卖量五 - TThostFtdcVolumeType AskVolume5; -}; - -///行情更新时间属性 -struct CThostFtdcMarketDataUpdateTimeField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///最后修改时间 - TThostFtdcTimeType UpdateTime; - ///最后修改毫秒 - TThostFtdcMillisecType UpdateMillisec; - ///业务日期 - TThostFtdcDateType ActionDay; -}; - -///行情交易所代码属性 -struct CThostFtdcMarketDataExchangeField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///指定的合约 -struct CThostFtdcSpecificInstrumentField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; -}; - -///合约状态 -struct CThostFtdcInstrumentStatusField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///结算组代码 - TThostFtdcSettlementGroupIDType SettlementGroupID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///合约交易状态 - TThostFtdcInstrumentStatusType InstrumentStatus; - ///交易阶段编号 - TThostFtdcTradingSegmentSNType TradingSegmentSN; - ///进入本状态时间 - TThostFtdcTimeType EnterTime; - ///进入本状态原因 - TThostFtdcInstStatusEnterReasonType EnterReason; -}; - -///查询合约状态 -struct CThostFtdcQryInstrumentStatusField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; -}; - -///投资者账户 -struct CThostFtdcInvestorAccountField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///浮动盈亏算法 -struct CThostFtdcPositionProfitAlgorithmField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///盈亏算法 - TThostFtdcAlgorithmType Algorithm; - ///备注 - TThostFtdcMemoType Memo; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///会员资金折扣 -struct CThostFtdcDiscountField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///资金折扣比例 - TThostFtdcRatioType Discount; -}; - -///查询转帐银行 -struct CThostFtdcQryTransferBankField -{ - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分中心代码 - TThostFtdcBankBrchIDType BankBrchID; -}; - -///转帐银行 -struct CThostFtdcTransferBankField -{ - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分中心代码 - TThostFtdcBankBrchIDType BankBrchID; - ///银行名称 - TThostFtdcBankNameType BankName; - ///是否活跃 - TThostFtdcBoolType IsActive; -}; - -///查询投资者持仓明细 -struct CThostFtdcQryInvestorPositionDetailField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///投资者持仓明细 -struct CThostFtdcInvestorPositionDetailField -{ - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///买卖 - TThostFtdcDirectionType Direction; - ///开仓日期 - TThostFtdcDateType OpenDate; - ///成交编号 - TThostFtdcTradeIDType TradeID; - ///数量 - TThostFtdcVolumeType Volume; - ///开仓价 - TThostFtdcPriceType OpenPrice; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///成交类型 - TThostFtdcTradeTypeType TradeType; - ///组合合约代码 - TThostFtdcInstrumentIDType CombInstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///逐日盯市平仓盈亏 - TThostFtdcMoneyType CloseProfitByDate; - ///逐笔对冲平仓盈亏 - TThostFtdcMoneyType CloseProfitByTrade; - ///逐日盯市持仓盈亏 - TThostFtdcMoneyType PositionProfitByDate; - ///逐笔对冲持仓盈亏 - TThostFtdcMoneyType PositionProfitByTrade; - ///投资者保证金 - TThostFtdcMoneyType Margin; - ///交易所保证金 - TThostFtdcMoneyType ExchMargin; - ///保证金率 - TThostFtdcRatioType MarginRateByMoney; - ///保证金率(按手数) - TThostFtdcRatioType MarginRateByVolume; - ///昨结算价 - TThostFtdcPriceType LastSettlementPrice; - ///结算价 - TThostFtdcPriceType SettlementPrice; - ///平仓量 - TThostFtdcVolumeType CloseVolume; - ///平仓金额 - TThostFtdcMoneyType CloseAmount; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///资金账户口令域 -struct CThostFtdcTradingAccountPasswordField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///密码 - TThostFtdcPasswordType Password; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///交易所行情报盘机 -struct CThostFtdcMDTraderOfferField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///密码 - TThostFtdcPasswordType Password; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地报单编号 - TThostFtdcOrderLocalIDType OrderLocalID; - ///交易所交易员连接状态 - TThostFtdcTraderConnectStatusType TraderConnectStatus; - ///发出连接请求的日期 - TThostFtdcDateType ConnectRequestDate; - ///发出连接请求的时间 - TThostFtdcTimeType ConnectRequestTime; - ///上次报告日期 - TThostFtdcDateType LastReportDate; - ///上次报告时间 - TThostFtdcTimeType LastReportTime; - ///完成连接日期 - TThostFtdcDateType ConnectDate; - ///完成连接时间 - TThostFtdcTimeType ConnectTime; - ///启动日期 - TThostFtdcDateType StartDate; - ///启动时间 - TThostFtdcTimeType StartTime; - ///交易日 - TThostFtdcDateType TradingDay; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///本席位最大成交编号 - TThostFtdcTradeIDType MaxTradeID; - ///本席位最大报单备拷 - TThostFtdcReturnCodeType MaxOrderMessageReference; -}; - -///查询行情报盘机 -struct CThostFtdcQryMDTraderOfferField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; -}; - -///查询客户通知 -struct CThostFtdcQryNoticeField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; -}; - -///客户通知 -struct CThostFtdcNoticeField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///消息正文 - TThostFtdcContentType Content; - ///经纪公司通知内容序列号 - TThostFtdcSequenceLabelType SequenceLabel; -}; - -///用户权限 -struct CThostFtdcUserRightField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///客户权限类型 - TThostFtdcUserRightTypeType UserRightType; - ///是否禁止 - TThostFtdcBoolType IsForbidden; -}; - -///查询结算信息确认域 -struct CThostFtdcQrySettlementInfoConfirmField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///装载结算信息 -struct CThostFtdcLoadSettlementInfoField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; -}; - -///经纪公司可提资金算法表 -struct CThostFtdcBrokerWithdrawAlgorithmField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///可提资金算法 - TThostFtdcAlgorithmType WithdrawAlgorithm; - ///资金使用率 - TThostFtdcRatioType UsingRatio; - ///可提是否包含平仓盈利 - TThostFtdcIncludeCloseProfitType IncludeCloseProfit; - ///本日无仓且无成交客户是否受可提比例限制 - TThostFtdcAllWithoutTradeType AllWithoutTrade; - ///可用是否包含平仓盈利 - TThostFtdcIncludeCloseProfitType AvailIncludeCloseProfit; - ///是否启用用户事件 - TThostFtdcBoolType IsBrokerUserEvent; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///货币质押比率 - TThostFtdcRatioType FundMortgageRatio; - ///权益算法 - TThostFtdcBalanceAlgorithmType BalanceAlgorithm; -}; - -///资金账户口令变更域 -struct CThostFtdcTradingAccountPasswordUpdateV1Field -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///原来的口令 - TThostFtdcPasswordType OldPassword; - ///新的口令 - TThostFtdcPasswordType NewPassword; -}; - -///资金账户口令变更域 -struct CThostFtdcTradingAccountPasswordUpdateField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///原来的口令 - TThostFtdcPasswordType OldPassword; - ///新的口令 - TThostFtdcPasswordType NewPassword; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///查询组合合约分腿 -struct CThostFtdcQryCombinationLegField -{ - ///组合合约代码 - TThostFtdcInstrumentIDType CombInstrumentID; - ///单腿编号 - TThostFtdcLegIDType LegID; - ///单腿合约代码 - TThostFtdcInstrumentIDType LegInstrumentID; -}; - -///查询组合合约分腿 -struct CThostFtdcQrySyncStatusField -{ - ///交易日 - TThostFtdcDateType TradingDay; -}; - -///组合交易合约的单腿 -struct CThostFtdcCombinationLegField -{ - ///组合合约代码 - TThostFtdcInstrumentIDType CombInstrumentID; - ///单腿编号 - TThostFtdcLegIDType LegID; - ///单腿合约代码 - TThostFtdcInstrumentIDType LegInstrumentID; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///单腿乘数 - TThostFtdcLegMultipleType LegMultiple; - ///派生层数 - TThostFtdcImplyLevelType ImplyLevel; -}; - -///数据同步状态 -struct CThostFtdcSyncStatusField -{ - ///交易日 - TThostFtdcDateType TradingDay; - ///数据同步状态 - TThostFtdcDataSyncStatusType DataSyncStatus; -}; - -///查询联系人 -struct CThostFtdcQryLinkManField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; -}; - -///联系人 -struct CThostFtdcLinkManField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///联系人类型 - TThostFtdcPersonTypeType PersonType; - ///证件类型 - TThostFtdcIdCardTypeType IdentifiedCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///名称 - TThostFtdcPartyNameType PersonName; - ///联系电话 - TThostFtdcTelephoneType Telephone; - ///通讯地址 - TThostFtdcAddressType Address; - ///邮政编码 - TThostFtdcZipCodeType ZipCode; - ///优先级 - TThostFtdcPriorityType Priority; - ///开户邮政编码 - TThostFtdcUOAZipCodeType UOAZipCode; - ///全称 - TThostFtdcInvestorFullNameType PersonFullName; -}; - -///查询经纪公司用户事件 -struct CThostFtdcQryBrokerUserEventField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///用户事件类型 - TThostFtdcUserEventTypeType UserEventType; -}; - -///查询经纪公司用户事件 -struct CThostFtdcBrokerUserEventField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///用户事件类型 - TThostFtdcUserEventTypeType UserEventType; - ///用户事件序号 - TThostFtdcSequenceNoType EventSequenceNo; - ///事件发生日期 - TThostFtdcDateType EventDate; - ///事件发生时间 - TThostFtdcTimeType EventTime; - ///用户事件信息 - TThostFtdcUserEventInfoType UserEventInfo; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; -}; - -///查询签约银行请求 -struct CThostFtdcQryContractBankField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分中心代码 - TThostFtdcBankBrchIDType BankBrchID; -}; - -///查询签约银行响应 -struct CThostFtdcContractBankField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分中心代码 - TThostFtdcBankBrchIDType BankBrchID; - ///银行名称 - TThostFtdcBankNameType BankName; -}; - -///投资者组合持仓明细 -struct CThostFtdcInvestorPositionCombineDetailField -{ - ///交易日 - TThostFtdcDateType TradingDay; - ///开仓日期 - TThostFtdcDateType OpenDate; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///组合编号 - TThostFtdcTradeIDType ComTradeID; - ///撮合编号 - TThostFtdcTradeIDType TradeID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///买卖 - TThostFtdcDirectionType Direction; - ///持仓量 - TThostFtdcVolumeType TotalAmt; - ///投资者保证金 - TThostFtdcMoneyType Margin; - ///交易所保证金 - TThostFtdcMoneyType ExchMargin; - ///保证金率 - TThostFtdcRatioType MarginRateByMoney; - ///保证金率(按手数) - TThostFtdcRatioType MarginRateByVolume; - ///单腿编号 - TThostFtdcLegIDType LegID; - ///单腿乘数 - TThostFtdcLegMultipleType LegMultiple; - ///组合持仓合约编码 - TThostFtdcInstrumentIDType CombInstrumentID; - ///成交组号 - TThostFtdcTradeGroupIDType TradeGroupID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///预埋单 -struct CThostFtdcParkedOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///报单引用 - TThostFtdcOrderRefType OrderRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///报单价格条件 - TThostFtdcOrderPriceTypeType OrderPriceType; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///组合开平标志 - TThostFtdcCombOffsetFlagType CombOffsetFlag; - ///组合投机套保标志 - TThostFtdcCombHedgeFlagType CombHedgeFlag; - ///价格 - TThostFtdcPriceType LimitPrice; - ///数量 - TThostFtdcVolumeType VolumeTotalOriginal; - ///有效期类型 - TThostFtdcTimeConditionType TimeCondition; - ///GTD日期 - TThostFtdcDateType GTDDate; - ///成交量类型 - TThostFtdcVolumeConditionType VolumeCondition; - ///最小成交量 - TThostFtdcVolumeType MinVolume; - ///触发条件 - TThostFtdcContingentConditionType ContingentCondition; - ///止损价 - TThostFtdcPriceType StopPrice; - ///强平原因 - TThostFtdcForceCloseReasonType ForceCloseReason; - ///自动挂起标志 - TThostFtdcBoolType IsAutoSuspend; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///用户强评标志 - TThostFtdcBoolType UserForceClose; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///预埋报单编号 - TThostFtdcParkedOrderIDType ParkedOrderID; - ///用户类型 - TThostFtdcUserTypeType UserType; - ///预埋单状态 - TThostFtdcParkedOrderStatusType Status; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///互换单标志 - TThostFtdcBoolType IsSwapOrder; - ///资金账号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///交易编码 - TThostFtdcClientIDType ClientID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///输入预埋单操作 -struct CThostFtdcParkedOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///报单操作引用 - TThostFtdcOrderActionRefType OrderActionRef; - ///报单引用 - TThostFtdcOrderRefType OrderRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///价格 - TThostFtdcPriceType LimitPrice; - ///数量变化 - TThostFtdcVolumeType VolumeChange; - ///用户代码 - TThostFtdcUserIDType UserID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///预埋撤单单编号 - TThostFtdcParkedOrderActionIDType ParkedOrderActionID; - ///用户类型 - TThostFtdcUserTypeType UserType; - ///预埋撤单状态 - TThostFtdcParkedOrderStatusType Status; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///查询预埋单 -struct CThostFtdcQryParkedOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询预埋撤单 -struct CThostFtdcQryParkedOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///删除预埋单 -struct CThostFtdcRemoveParkedOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///预埋报单编号 - TThostFtdcParkedOrderIDType ParkedOrderID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///删除预埋撤单 -struct CThostFtdcRemoveParkedOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///预埋撤单编号 - TThostFtdcParkedOrderActionIDType ParkedOrderActionID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///经纪公司可提资金算法表 -struct CThostFtdcInvestorWithdrawAlgorithmField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///可提资金比例 - TThostFtdcRatioType UsingRatio; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///货币质押比率 - TThostFtdcRatioType FundMortgageRatio; -}; - -///查询组合持仓明细 -struct CThostFtdcQryInvestorPositionCombineDetailField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///组合持仓合约编码 - TThostFtdcInstrumentIDType CombInstrumentID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///成交均价 -struct CThostFtdcMarketDataAveragePriceField -{ - ///当日均价 - TThostFtdcPriceType AveragePrice; -}; - -///校验投资者密码 -struct CThostFtdcVerifyInvestorPasswordField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///密码 - TThostFtdcPasswordType Password; -}; - -///用户IP -struct CThostFtdcUserIPField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///IP地址掩码 - TThostFtdcIPAddressType IPMask; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///用户事件通知信息 -struct CThostFtdcTradingNoticeInfoField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///发送时间 - TThostFtdcTimeType SendTime; - ///消息正文 - TThostFtdcContentType FieldContent; - ///序列系列号 - TThostFtdcSequenceSeriesType SequenceSeries; - ///序列号 - TThostFtdcSequenceNoType SequenceNo; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///用户事件通知 -struct CThostFtdcTradingNoticeField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者范围 - TThostFtdcInvestorRangeType InvestorRange; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///序列系列号 - TThostFtdcSequenceSeriesType SequenceSeries; - ///用户代码 - TThostFtdcUserIDType UserID; - ///发送时间 - TThostFtdcTimeType SendTime; - ///序列号 - TThostFtdcSequenceNoType SequenceNo; - ///消息正文 - TThostFtdcContentType FieldContent; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询交易事件通知 -struct CThostFtdcQryTradingNoticeField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询错误报单 -struct CThostFtdcQryErrOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; -}; - -///错误报单 -struct CThostFtdcErrOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///报单引用 - TThostFtdcOrderRefType OrderRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///报单价格条件 - TThostFtdcOrderPriceTypeType OrderPriceType; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///组合开平标志 - TThostFtdcCombOffsetFlagType CombOffsetFlag; - ///组合投机套保标志 - TThostFtdcCombHedgeFlagType CombHedgeFlag; - ///价格 - TThostFtdcPriceType LimitPrice; - ///数量 - TThostFtdcVolumeType VolumeTotalOriginal; - ///有效期类型 - TThostFtdcTimeConditionType TimeCondition; - ///GTD日期 - TThostFtdcDateType GTDDate; - ///成交量类型 - TThostFtdcVolumeConditionType VolumeCondition; - ///最小成交量 - TThostFtdcVolumeType MinVolume; - ///触发条件 - TThostFtdcContingentConditionType ContingentCondition; - ///止损价 - TThostFtdcPriceType StopPrice; - ///强平原因 - TThostFtdcForceCloseReasonType ForceCloseReason; - ///自动挂起标志 - TThostFtdcBoolType IsAutoSuspend; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///用户强评标志 - TThostFtdcBoolType UserForceClose; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///互换单标志 - TThostFtdcBoolType IsSwapOrder; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///资金账号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///交易编码 - TThostFtdcClientIDType ClientID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///查询错误报单操作 -struct CThostFtdcErrorConditionalOrderField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///报单引用 - TThostFtdcOrderRefType OrderRef; - ///用户代码 - TThostFtdcUserIDType UserID; - ///报单价格条件 - TThostFtdcOrderPriceTypeType OrderPriceType; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///组合开平标志 - TThostFtdcCombOffsetFlagType CombOffsetFlag; - ///组合投机套保标志 - TThostFtdcCombHedgeFlagType CombHedgeFlag; - ///价格 - TThostFtdcPriceType LimitPrice; - ///数量 - TThostFtdcVolumeType VolumeTotalOriginal; - ///有效期类型 - TThostFtdcTimeConditionType TimeCondition; - ///GTD日期 - TThostFtdcDateType GTDDate; - ///成交量类型 - TThostFtdcVolumeConditionType VolumeCondition; - ///最小成交量 - TThostFtdcVolumeType MinVolume; - ///触发条件 - TThostFtdcContingentConditionType ContingentCondition; - ///止损价 - TThostFtdcPriceType StopPrice; - ///强平原因 - TThostFtdcForceCloseReasonType ForceCloseReason; - ///自动挂起标志 - TThostFtdcBoolType IsAutoSuspend; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///本地报单编号 - TThostFtdcOrderLocalIDType OrderLocalID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///合约在交易所的代码 - TThostFtdcExchangeInstIDType ExchangeInstID; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///报单提交状态 - TThostFtdcOrderSubmitStatusType OrderSubmitStatus; - ///报单提示序号 - TThostFtdcSequenceNoType NotifySequence; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///报单来源 - TThostFtdcOrderSourceType OrderSource; - ///报单状态 - TThostFtdcOrderStatusType OrderStatus; - ///报单类型 - TThostFtdcOrderTypeType OrderType; - ///今成交数量 - TThostFtdcVolumeType VolumeTraded; - ///剩余数量 - TThostFtdcVolumeType VolumeTotal; - ///报单日期 - TThostFtdcDateType InsertDate; - ///委托时间 - TThostFtdcTimeType InsertTime; - ///激活时间 - TThostFtdcTimeType ActiveTime; - ///挂起时间 - TThostFtdcTimeType SuspendTime; - ///最后修改时间 - TThostFtdcTimeType UpdateTime; - ///撤销时间 - TThostFtdcTimeType CancelTime; - ///最后修改交易所交易员代码 - TThostFtdcTraderIDType ActiveTraderID; - ///结算会员编号 - TThostFtdcParticipantIDType ClearingPartID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///用户端产品信息 - TThostFtdcProductInfoType UserProductInfo; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///用户强评标志 - TThostFtdcBoolType UserForceClose; - ///操作用户代码 - TThostFtdcUserIDType ActiveUserID; - ///经纪公司报单编号 - TThostFtdcSequenceNoType BrokerOrderSeq; - ///相关报单 - TThostFtdcOrderSysIDType RelativeOrderSysID; - ///郑商所成交数量 - TThostFtdcVolumeType ZCETotalTradedVolume; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///互换单标志 - TThostFtdcBoolType IsSwapOrder; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///资金账号 - TThostFtdcAccountIDType AccountID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; -}; - -///查询错误报单操作 -struct CThostFtdcQryErrOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; -}; - -///错误报单操作 -struct CThostFtdcErrOrderActionField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///报单操作引用 - TThostFtdcOrderActionRefType OrderActionRef; - ///报单引用 - TThostFtdcOrderRefType OrderRef; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///前置编号 - TThostFtdcFrontIDType FrontID; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///报单编号 - TThostFtdcOrderSysIDType OrderSysID; - ///操作标志 - TThostFtdcActionFlagType ActionFlag; - ///价格 - TThostFtdcPriceType LimitPrice; - ///数量变化 - TThostFtdcVolumeType VolumeChange; - ///操作日期 - TThostFtdcDateType ActionDate; - ///操作时间 - TThostFtdcTimeType ActionTime; - ///交易所交易员代码 - TThostFtdcTraderIDType TraderID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///本地报单编号 - TThostFtdcOrderLocalIDType OrderLocalID; - ///操作本地编号 - TThostFtdcOrderLocalIDType ActionLocalID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///客户代码 - TThostFtdcClientIDType ClientID; - ///业务单元 - TThostFtdcBusinessUnitType BusinessUnit; - ///报单操作状态 - TThostFtdcOrderActionStatusType OrderActionStatus; - ///用户代码 - TThostFtdcUserIDType UserID; - ///状态信息 - TThostFtdcErrorMsgType StatusMsg; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///营业部编号 - TThostFtdcBranchIDType BranchID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; - ///Mac地址 - TThostFtdcMacAddressType MacAddress; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///查询交易所状态 -struct CThostFtdcQryExchangeSequenceField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///交易所状态 -struct CThostFtdcExchangeSequenceField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///序号 - TThostFtdcSequenceNoType SequenceNo; - ///合约交易状态 - TThostFtdcInstrumentStatusType MarketStatus; -}; - -///根据价格查询最大报单数量 -struct CThostFtdcQueryMaxOrderVolumeWithPriceField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///开平标志 - TThostFtdcOffsetFlagType OffsetFlag; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///最大允许报单数量 - TThostFtdcVolumeType MaxVolume; - ///报单价格 - TThostFtdcPriceType Price; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询经纪公司交易参数 -struct CThostFtdcQryBrokerTradingParamsField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; -}; - -///经纪公司交易参数 -struct CThostFtdcBrokerTradingParamsField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///保证金价格类型 - TThostFtdcMarginPriceTypeType MarginPriceType; - ///盈亏算法 - TThostFtdcAlgorithmType Algorithm; - ///可用是否包含平仓盈利 - TThostFtdcIncludeCloseProfitType AvailIncludeCloseProfit; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///期权权利金价格类型 - TThostFtdcOptionRoyaltyPriceTypeType OptionRoyaltyPriceType; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; -}; - -///查询经纪公司交易算法 -struct CThostFtdcQryBrokerTradingAlgosField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; -}; - -///经纪公司交易算法 -struct CThostFtdcBrokerTradingAlgosField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///持仓处理算法编号 - TThostFtdcHandlePositionAlgoIDType HandlePositionAlgoID; - ///寻找保证金率算法编号 - TThostFtdcFindMarginRateAlgoIDType FindMarginRateAlgoID; - ///资金处理算法编号 - TThostFtdcHandleTradingAccountAlgoIDType HandleTradingAccountAlgoID; -}; - -///查询经纪公司资金 -struct CThostFtdcQueryBrokerDepositField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///经纪公司资金 -struct CThostFtdcBrokerDepositField -{ - ///交易日期 - TThostFtdcTradeDateType TradingDay; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///会员代码 - TThostFtdcParticipantIDType ParticipantID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///上次结算准备金 - TThostFtdcMoneyType PreBalance; - ///当前保证金总额 - TThostFtdcMoneyType CurrMargin; - ///平仓盈亏 - TThostFtdcMoneyType CloseProfit; - ///期货结算准备金 - TThostFtdcMoneyType Balance; - ///入金金额 - TThostFtdcMoneyType Deposit; - ///出金金额 - TThostFtdcMoneyType Withdraw; - ///可提资金 - TThostFtdcMoneyType Available; - ///基本准备金 - TThostFtdcMoneyType Reserve; - ///冻结的保证金 - TThostFtdcMoneyType FrozenMargin; -}; - -///查询保证金监管系统经纪公司密钥 -struct CThostFtdcQryCFMMCBrokerKeyField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; -}; - -///保证金监管系统经纪公司密钥 -struct CThostFtdcCFMMCBrokerKeyField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///经纪公司统一编码 - TThostFtdcParticipantIDType ParticipantID; - ///密钥生成日期 - TThostFtdcDateType CreateDate; - ///密钥生成时间 - TThostFtdcTimeType CreateTime; - ///密钥编号 - TThostFtdcSequenceNoType KeyID; - ///动态密钥 - TThostFtdcCFMMCKeyType CurrentKey; - ///动态密钥类型 - TThostFtdcCFMMCKeyKindType KeyKind; -}; - -///保证金监管系统经纪公司资金账户密钥 -struct CThostFtdcCFMMCTradingAccountKeyField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///经纪公司统一编码 - TThostFtdcParticipantIDType ParticipantID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///密钥编号 - TThostFtdcSequenceNoType KeyID; - ///动态密钥 - TThostFtdcCFMMCKeyType CurrentKey; -}; - -///请求查询保证金监管系统经纪公司资金账户密钥 -struct CThostFtdcQryCFMMCTradingAccountKeyField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; -}; - -///用户动态令牌参数 -struct CThostFtdcBrokerUserOTPParamField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///动态令牌提供商 - TThostFtdcOTPVendorsIDType OTPVendorsID; - ///动态令牌序列号 - TThostFtdcSerialNumberType SerialNumber; - ///令牌密钥 - TThostFtdcAuthKeyType AuthKey; - ///漂移值 - TThostFtdcLastDriftType LastDrift; - ///成功值 - TThostFtdcLastSuccessType LastSuccess; - ///动态令牌类型 - TThostFtdcOTPTypeType OTPType; -}; - -///手工同步用户动态令牌 -struct CThostFtdcManualSyncBrokerUserOTPField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///动态令牌类型 - TThostFtdcOTPTypeType OTPType; - ///第一个动态密码 - TThostFtdcPasswordType FirstOTP; - ///第二个动态密码 - TThostFtdcPasswordType SecondOTP; -}; - -///投资者手续费率模板 -struct CThostFtdcCommRateModelField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///手续费率模板代码 - TThostFtdcInvestorIDType CommModelID; - ///模板名称 - TThostFtdcCommModelNameType CommModelName; -}; - -///请求查询投资者手续费率模板 -struct CThostFtdcQryCommRateModelField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///手续费率模板代码 - TThostFtdcInvestorIDType CommModelID; -}; - -///投资者保证金率模板 -struct CThostFtdcMarginModelField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///保证金率模板代码 - TThostFtdcInvestorIDType MarginModelID; - ///模板名称 - TThostFtdcCommModelNameType MarginModelName; -}; - -///请求查询投资者保证金率模板 -struct CThostFtdcQryMarginModelField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///保证金率模板代码 - TThostFtdcInvestorIDType MarginModelID; -}; - -///仓单折抵信息 -struct CThostFtdcEWarrantOffsetField -{ - ///交易日期 - TThostFtdcTradeDateType TradingDay; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///买卖方向 - TThostFtdcDirectionType Direction; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///数量 - TThostFtdcVolumeType Volume; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询仓单折抵信息 -struct CThostFtdcQryEWarrantOffsetField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///合约代码 - TThostFtdcInstrumentIDType InstrumentID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询投资者品种/跨品种保证金 -struct CThostFtdcQryInvestorProductGroupMarginField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///品种/跨品种标示 - TThostFtdcInstrumentIDType ProductGroupID; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///投资者品种/跨品种保证金 -struct CThostFtdcInvestorProductGroupMarginField -{ - ///品种/跨品种标示 - TThostFtdcInstrumentIDType ProductGroupID; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///交易日 - TThostFtdcDateType TradingDay; - ///结算编号 - TThostFtdcSettlementIDType SettlementID; - ///冻结的保证金 - TThostFtdcMoneyType FrozenMargin; - ///多头冻结的保证金 - TThostFtdcMoneyType LongFrozenMargin; - ///空头冻结的保证金 - TThostFtdcMoneyType ShortFrozenMargin; - ///占用的保证金 - TThostFtdcMoneyType UseMargin; - ///多头保证金 - TThostFtdcMoneyType LongUseMargin; - ///空头保证金 - TThostFtdcMoneyType ShortUseMargin; - ///交易所保证金 - TThostFtdcMoneyType ExchMargin; - ///交易所多头保证金 - TThostFtdcMoneyType LongExchMargin; - ///交易所空头保证金 - TThostFtdcMoneyType ShortExchMargin; - ///平仓盈亏 - TThostFtdcMoneyType CloseProfit; - ///冻结的手续费 - TThostFtdcMoneyType FrozenCommission; - ///手续费 - TThostFtdcMoneyType Commission; - ///冻结的资金 - TThostFtdcMoneyType FrozenCash; - ///资金差额 - TThostFtdcMoneyType CashIn; - ///持仓盈亏 - TThostFtdcMoneyType PositionProfit; - ///折抵总金额 - TThostFtdcMoneyType OffsetAmount; - ///多头折抵总金额 - TThostFtdcMoneyType LongOffsetAmount; - ///空头折抵总金额 - TThostFtdcMoneyType ShortOffsetAmount; - ///交易所折抵总金额 - TThostFtdcMoneyType ExchOffsetAmount; - ///交易所多头折抵总金额 - TThostFtdcMoneyType LongExchOffsetAmount; - ///交易所空头折抵总金额 - TThostFtdcMoneyType ShortExchOffsetAmount; - ///投机套保标志 - TThostFtdcHedgeFlagType HedgeFlag; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///查询监控中心用户令牌 -struct CThostFtdcQueryCFMMCTradingAccountTokenField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///投资单元代码 - TThostFtdcInvestUnitIDType InvestUnitID; -}; - -///监控中心用户令牌 -struct CThostFtdcCFMMCTradingAccountTokenField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///经纪公司统一编码 - TThostFtdcParticipantIDType ParticipantID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///密钥编号 - TThostFtdcSequenceNoType KeyID; - ///动态令牌 - TThostFtdcCFMMCTokenType Token; -}; - -///查询产品组 -struct CThostFtdcQryProductGroupField -{ - ///产品代码 - TThostFtdcInstrumentIDType ProductID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; -}; - -///投资者品种/跨品种保证金产品组 -struct CThostFtdcProductGroupField -{ - ///产品代码 - TThostFtdcInstrumentIDType ProductID; - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///产品组代码 - TThostFtdcInstrumentIDType ProductGroupID; -}; - -///交易所公告 -struct CThostFtdcBulletinField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///交易日 - TThostFtdcDateType TradingDay; - ///公告编号 - TThostFtdcBulletinIDType BulletinID; - ///序列号 - TThostFtdcSequenceNoType SequenceNo; - ///公告类型 - TThostFtdcNewsTypeType NewsType; - ///紧急程度 - TThostFtdcNewsUrgencyType NewsUrgency; - ///发送时间 - TThostFtdcTimeType SendTime; - ///消息摘要 - TThostFtdcAbstractType Abstract; - ///消息来源 - TThostFtdcComeFromType ComeFrom; - ///消息正文 - TThostFtdcContentType Content; - ///WEB地址 - TThostFtdcURLLinkType URLLink; - ///市场代码 - TThostFtdcMarketIDType MarketID; -}; - -///查询交易所公告 -struct CThostFtdcQryBulletinField -{ - ///交易所代码 - TThostFtdcExchangeIDType ExchangeID; - ///公告编号 - TThostFtdcBulletinIDType BulletinID; - ///序列号 - TThostFtdcSequenceNoType SequenceNo; - ///公告类型 - TThostFtdcNewsTypeType NewsType; - ///紧急程度 - TThostFtdcNewsUrgencyType NewsUrgency; -}; - -///转帐开户请求 -struct CThostFtdcReqOpenAccountField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///性别 - TThostFtdcGenderType Gender; - ///国家代码 - TThostFtdcCountryCodeType CountryCode; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///地址 - TThostFtdcAddressType Address; - ///邮编 - TThostFtdcZipCodeType ZipCode; - ///电话号码 - TThostFtdcTelephoneType Telephone; - ///手机 - TThostFtdcMobilePhoneType MobilePhone; - ///传真 - TThostFtdcFaxType Fax; - ///电子邮件 - TThostFtdcEMailType EMail; - ///资金账户状态 - TThostFtdcMoneyAccountStatusType MoneyAccountStatus; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///汇钞标志 - TThostFtdcCashExchangeCodeType CashExchangeCode; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货单位帐号类型 - TThostFtdcBankAccTypeType BankSecuAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///期货单位帐号 - TThostFtdcBankAccountType BankSecuAcc; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///交易ID - TThostFtdcTIDType TID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///转帐销户请求 -struct CThostFtdcReqCancelAccountField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///性别 - TThostFtdcGenderType Gender; - ///国家代码 - TThostFtdcCountryCodeType CountryCode; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///地址 - TThostFtdcAddressType Address; - ///邮编 - TThostFtdcZipCodeType ZipCode; - ///电话号码 - TThostFtdcTelephoneType Telephone; - ///手机 - TThostFtdcMobilePhoneType MobilePhone; - ///传真 - TThostFtdcFaxType Fax; - ///电子邮件 - TThostFtdcEMailType EMail; - ///资金账户状态 - TThostFtdcMoneyAccountStatusType MoneyAccountStatus; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///汇钞标志 - TThostFtdcCashExchangeCodeType CashExchangeCode; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货单位帐号类型 - TThostFtdcBankAccTypeType BankSecuAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///期货单位帐号 - TThostFtdcBankAccountType BankSecuAcc; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///交易ID - TThostFtdcTIDType TID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///变更银行账户请求 -struct CThostFtdcReqChangeAccountField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///性别 - TThostFtdcGenderType Gender; - ///国家代码 - TThostFtdcCountryCodeType CountryCode; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///地址 - TThostFtdcAddressType Address; - ///邮编 - TThostFtdcZipCodeType ZipCode; - ///电话号码 - TThostFtdcTelephoneType Telephone; - ///手机 - TThostFtdcMobilePhoneType MobilePhone; - ///传真 - TThostFtdcFaxType Fax; - ///电子邮件 - TThostFtdcEMailType EMail; - ///资金账户状态 - TThostFtdcMoneyAccountStatusType MoneyAccountStatus; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///新银行帐号 - TThostFtdcBankAccountType NewBankAccount; - ///新银行密码 - TThostFtdcPasswordType NewBankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易ID - TThostFtdcTIDType TID; - ///摘要 - TThostFtdcDigestType Digest; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///转账请求 -struct CThostFtdcReqTransferField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///期货公司流水号 - TThostFtdcFutureSerialType FutureSerial; - ///用户标识 - TThostFtdcUserIDType UserID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///转帐金额 - TThostFtdcTradeAmountType TradeAmount; - ///期货可取金额 - TThostFtdcTradeAmountType FutureFetchAmount; - ///费用支付标志 - TThostFtdcFeePayFlagType FeePayFlag; - ///应收客户费用 - TThostFtdcCustFeeType CustFee; - ///应收期货公司费用 - TThostFtdcFutureFeeType BrokerFee; - ///发送方给接收方的消息 - TThostFtdcAddInfoType Message; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货单位帐号类型 - TThostFtdcBankAccTypeType BankSecuAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///期货单位帐号 - TThostFtdcBankAccountType BankSecuAcc; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///转账交易状态 - TThostFtdcTransferStatusType TransferStatus; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///银行发起银行资金转期货响应 -struct CThostFtdcRspTransferField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///期货公司流水号 - TThostFtdcFutureSerialType FutureSerial; - ///用户标识 - TThostFtdcUserIDType UserID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///转帐金额 - TThostFtdcTradeAmountType TradeAmount; - ///期货可取金额 - TThostFtdcTradeAmountType FutureFetchAmount; - ///费用支付标志 - TThostFtdcFeePayFlagType FeePayFlag; - ///应收客户费用 - TThostFtdcCustFeeType CustFee; - ///应收期货公司费用 - TThostFtdcFutureFeeType BrokerFee; - ///发送方给接收方的消息 - TThostFtdcAddInfoType Message; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货单位帐号类型 - TThostFtdcBankAccTypeType BankSecuAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///期货单位帐号 - TThostFtdcBankAccountType BankSecuAcc; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///转账交易状态 - TThostFtdcTransferStatusType TransferStatus; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///冲正请求 -struct CThostFtdcReqRepealField -{ - ///冲正时间间隔 - TThostFtdcRepealTimeIntervalType RepealTimeInterval; - ///已经冲正次数 - TThostFtdcRepealedTimesType RepealedTimes; - ///银行冲正标志 - TThostFtdcBankRepealFlagType BankRepealFlag; - ///期商冲正标志 - TThostFtdcBrokerRepealFlagType BrokerRepealFlag; - ///被冲正平台流水号 - TThostFtdcPlateSerialType PlateRepealSerial; - ///被冲正银行流水号 - TThostFtdcBankSerialType BankRepealSerial; - ///被冲正期货流水号 - TThostFtdcFutureSerialType FutureRepealSerial; - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///期货公司流水号 - TThostFtdcFutureSerialType FutureSerial; - ///用户标识 - TThostFtdcUserIDType UserID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///转帐金额 - TThostFtdcTradeAmountType TradeAmount; - ///期货可取金额 - TThostFtdcTradeAmountType FutureFetchAmount; - ///费用支付标志 - TThostFtdcFeePayFlagType FeePayFlag; - ///应收客户费用 - TThostFtdcCustFeeType CustFee; - ///应收期货公司费用 - TThostFtdcFutureFeeType BrokerFee; - ///发送方给接收方的消息 - TThostFtdcAddInfoType Message; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货单位帐号类型 - TThostFtdcBankAccTypeType BankSecuAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///期货单位帐号 - TThostFtdcBankAccountType BankSecuAcc; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///转账交易状态 - TThostFtdcTransferStatusType TransferStatus; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///冲正响应 -struct CThostFtdcRspRepealField -{ - ///冲正时间间隔 - TThostFtdcRepealTimeIntervalType RepealTimeInterval; - ///已经冲正次数 - TThostFtdcRepealedTimesType RepealedTimes; - ///银行冲正标志 - TThostFtdcBankRepealFlagType BankRepealFlag; - ///期商冲正标志 - TThostFtdcBrokerRepealFlagType BrokerRepealFlag; - ///被冲正平台流水号 - TThostFtdcPlateSerialType PlateRepealSerial; - ///被冲正银行流水号 - TThostFtdcBankSerialType BankRepealSerial; - ///被冲正期货流水号 - TThostFtdcFutureSerialType FutureRepealSerial; - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///期货公司流水号 - TThostFtdcFutureSerialType FutureSerial; - ///用户标识 - TThostFtdcUserIDType UserID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///转帐金额 - TThostFtdcTradeAmountType TradeAmount; - ///期货可取金额 - TThostFtdcTradeAmountType FutureFetchAmount; - ///费用支付标志 - TThostFtdcFeePayFlagType FeePayFlag; - ///应收客户费用 - TThostFtdcCustFeeType CustFee; - ///应收期货公司费用 - TThostFtdcFutureFeeType BrokerFee; - ///发送方给接收方的消息 - TThostFtdcAddInfoType Message; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货单位帐号类型 - TThostFtdcBankAccTypeType BankSecuAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///期货单位帐号 - TThostFtdcBankAccountType BankSecuAcc; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///转账交易状态 - TThostFtdcTransferStatusType TransferStatus; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///查询账户信息请求 -struct CThostFtdcReqQueryAccountField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///期货公司流水号 - TThostFtdcFutureSerialType FutureSerial; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货单位帐号类型 - TThostFtdcBankAccTypeType BankSecuAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///期货单位帐号 - TThostFtdcBankAccountType BankSecuAcc; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///查询账户信息响应 -struct CThostFtdcRspQueryAccountField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///期货公司流水号 - TThostFtdcFutureSerialType FutureSerial; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货单位帐号类型 - TThostFtdcBankAccTypeType BankSecuAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///期货单位帐号 - TThostFtdcBankAccountType BankSecuAcc; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///银行可用金额 - TThostFtdcTradeAmountType BankUseAmount; - ///银行可取金额 - TThostFtdcTradeAmountType BankFetchAmount; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///期商签到签退 -struct CThostFtdcFutureSignIOField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///摘要 - TThostFtdcDigestType Digest; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; -}; - -///期商签到响应 -struct CThostFtdcRspFutureSignInField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///摘要 - TThostFtdcDigestType Digest; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///PIN密钥 - TThostFtdcPasswordKeyType PinKey; - ///MAC密钥 - TThostFtdcPasswordKeyType MacKey; -}; - -///期商签退请求 -struct CThostFtdcReqFutureSignOutField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///摘要 - TThostFtdcDigestType Digest; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; -}; - -///期商签退响应 -struct CThostFtdcRspFutureSignOutField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///摘要 - TThostFtdcDigestType Digest; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///查询指定流水号的交易结果请求 -struct CThostFtdcReqQueryTradeResultBySerialField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///流水号 - TThostFtdcSerialType Reference; - ///本流水号发布者的机构类型 - TThostFtdcInstitutionTypeType RefrenceIssureType; - ///本流水号发布者机构编码 - TThostFtdcOrganCodeType RefrenceIssure; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///转帐金额 - TThostFtdcTradeAmountType TradeAmount; - ///摘要 - TThostFtdcDigestType Digest; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///查询指定流水号的交易结果响应 -struct CThostFtdcRspQueryTradeResultBySerialField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///流水号 - TThostFtdcSerialType Reference; - ///本流水号发布者的机构类型 - TThostFtdcInstitutionTypeType RefrenceIssureType; - ///本流水号发布者机构编码 - TThostFtdcOrganCodeType RefrenceIssure; - ///原始返回代码 - TThostFtdcReturnCodeType OriginReturnCode; - ///原始返回码描述 - TThostFtdcDescrInfoForReturnCodeType OriginDescrInfoForReturnCode; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///转帐金额 - TThostFtdcTradeAmountType TradeAmount; - ///摘要 - TThostFtdcDigestType Digest; -}; - -///日终文件就绪请求 -struct CThostFtdcReqDayEndFileReadyField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///文件业务功能 - TThostFtdcFileBusinessCodeType FileBusinessCode; - ///摘要 - TThostFtdcDigestType Digest; -}; - -///返回结果 -struct CThostFtdcReturnResultField -{ - ///返回代码 - TThostFtdcReturnCodeType ReturnCode; - ///返回码描述 - TThostFtdcDescrInfoForReturnCodeType DescrInfoForReturnCode; -}; - -///验证期货资金密码 -struct CThostFtdcVerifyFuturePasswordField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///交易ID - TThostFtdcTIDType TID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///验证客户信息 -struct CThostFtdcVerifyCustInfoField -{ - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///验证期货资金密码和客户信息 -struct CThostFtdcVerifyFuturePasswordAndCustInfoField -{ - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///验证期货资金密码和客户信息 -struct CThostFtdcDepositResultInformField -{ - ///出入金流水号，该流水号为银期报盘返回的流水号 - TThostFtdcDepositSeqNoType DepositSeqNo; - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///入金金额 - TThostFtdcMoneyType Deposit; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///返回代码 - TThostFtdcReturnCodeType ReturnCode; - ///返回码描述 - TThostFtdcDescrInfoForReturnCodeType DescrInfoForReturnCode; -}; - -///交易核心向银期报盘发出密钥同步请求 -struct CThostFtdcReqSyncKeyField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///交易核心给银期报盘的消息 - TThostFtdcAddInfoType Message; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; -}; - -///交易核心向银期报盘发出密钥同步响应 -struct CThostFtdcRspSyncKeyField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///交易核心给银期报盘的消息 - TThostFtdcAddInfoType Message; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///查询账户信息通知 -struct CThostFtdcNotifyQueryAccountField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///期货公司流水号 - TThostFtdcFutureSerialType FutureSerial; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货单位帐号类型 - TThostFtdcBankAccTypeType BankSecuAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///期货单位帐号 - TThostFtdcBankAccountType BankSecuAcc; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///银行可用金额 - TThostFtdcTradeAmountType BankUseAmount; - ///银行可取金额 - TThostFtdcTradeAmountType BankFetchAmount; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///银期转账交易流水表 -struct CThostFtdcTransferSerialField -{ - ///平台流水号 - TThostFtdcPlateSerialType PlateSerial; - ///交易发起方日期 - TThostFtdcTradeDateType TradeDate; - ///交易日期 - TThostFtdcDateType TradingDay; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///交易代码 - TThostFtdcTradeCodeType TradeCode; - ///会话编号 - TThostFtdcSessionIDType SessionID; - ///银行编码 - TThostFtdcBankIDType BankID; - ///银行分支机构编码 - TThostFtdcBankBrchIDType BankBranchID; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///期货公司编码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///期货公司帐号类型 - TThostFtdcFutureAccTypeType FutureAccType; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///投资者代码 - TThostFtdcInvestorIDType InvestorID; - ///期货公司流水号 - TThostFtdcFutureSerialType FutureSerial; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///交易金额 - TThostFtdcTradeAmountType TradeAmount; - ///应收客户费用 - TThostFtdcCustFeeType CustFee; - ///应收期货公司费用 - TThostFtdcFutureFeeType BrokerFee; - ///有效标志 - TThostFtdcAvailabilityFlagType AvailabilityFlag; - ///操作员 - TThostFtdcOperatorCodeType OperatorCode; - ///新银行帐号 - TThostFtdcBankAccountType BankNewAccount; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///请求查询转帐流水 -struct CThostFtdcQryTransferSerialField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///银行编码 - TThostFtdcBankIDType BankID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///期商签到通知 -struct CThostFtdcNotifyFutureSignInField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///摘要 - TThostFtdcDigestType Digest; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///PIN密钥 - TThostFtdcPasswordKeyType PinKey; - ///MAC密钥 - TThostFtdcPasswordKeyType MacKey; -}; - -///期商签退通知 -struct CThostFtdcNotifyFutureSignOutField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///摘要 - TThostFtdcDigestType Digest; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///交易核心向银期报盘发出密钥同步处理结果的通知 -struct CThostFtdcNotifySyncKeyField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///交易核心给银期报盘的消息 - TThostFtdcAddInfoType Message; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///请求编号 - TThostFtdcRequestIDType RequestID; - ///交易ID - TThostFtdcTIDType TID; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///请求查询银期签约关系 -struct CThostFtdcQryAccountregisterField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///银行编码 - TThostFtdcBankIDType BankID; - ///银行分支机构编码 - TThostFtdcBankBrchIDType BankBranchID; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///客户开销户信息表 -struct CThostFtdcAccountregisterField -{ - ///交易日期 - TThostFtdcTradeDateType TradeDay; - ///银行编码 - TThostFtdcBankIDType BankID; - ///银行分支机构编码 - TThostFtdcBankBrchIDType BankBranchID; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///期货公司编码 - TThostFtdcBrokerIDType BrokerID; - ///期货公司分支机构编码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///开销户类别 - TThostFtdcOpenOrDestroyType OpenOrDestroy; - ///签约日期 - TThostFtdcTradeDateType RegDate; - ///解约日期 - TThostFtdcTradeDateType OutDate; - ///交易ID - TThostFtdcTIDType TID; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///银期开户信息 -struct CThostFtdcOpenAccountField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///性别 - TThostFtdcGenderType Gender; - ///国家代码 - TThostFtdcCountryCodeType CountryCode; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///地址 - TThostFtdcAddressType Address; - ///邮编 - TThostFtdcZipCodeType ZipCode; - ///电话号码 - TThostFtdcTelephoneType Telephone; - ///手机 - TThostFtdcMobilePhoneType MobilePhone; - ///传真 - TThostFtdcFaxType Fax; - ///电子邮件 - TThostFtdcEMailType EMail; - ///资金账户状态 - TThostFtdcMoneyAccountStatusType MoneyAccountStatus; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///汇钞标志 - TThostFtdcCashExchangeCodeType CashExchangeCode; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货单位帐号类型 - TThostFtdcBankAccTypeType BankSecuAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///期货单位帐号 - TThostFtdcBankAccountType BankSecuAcc; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///交易ID - TThostFtdcTIDType TID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///银期销户信息 -struct CThostFtdcCancelAccountField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///性别 - TThostFtdcGenderType Gender; - ///国家代码 - TThostFtdcCountryCodeType CountryCode; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///地址 - TThostFtdcAddressType Address; - ///邮编 - TThostFtdcZipCodeType ZipCode; - ///电话号码 - TThostFtdcTelephoneType Telephone; - ///手机 - TThostFtdcMobilePhoneType MobilePhone; - ///传真 - TThostFtdcFaxType Fax; - ///电子邮件 - TThostFtdcEMailType EMail; - ///资金账户状态 - TThostFtdcMoneyAccountStatusType MoneyAccountStatus; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///汇钞标志 - TThostFtdcCashExchangeCodeType CashExchangeCode; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///渠道标志 - TThostFtdcDeviceIDType DeviceID; - ///期货单位帐号类型 - TThostFtdcBankAccTypeType BankSecuAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///期货单位帐号 - TThostFtdcBankAccountType BankSecuAcc; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易柜员 - TThostFtdcOperNoType OperNo; - ///交易ID - TThostFtdcTIDType TID; - ///用户标识 - TThostFtdcUserIDType UserID; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///银期变更银行账号信息 -struct CThostFtdcChangeAccountField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///性别 - TThostFtdcGenderType Gender; - ///国家代码 - TThostFtdcCountryCodeType CountryCode; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///地址 - TThostFtdcAddressType Address; - ///邮编 - TThostFtdcZipCodeType ZipCode; - ///电话号码 - TThostFtdcTelephoneType Telephone; - ///手机 - TThostFtdcMobilePhoneType MobilePhone; - ///传真 - TThostFtdcFaxType Fax; - ///电子邮件 - TThostFtdcEMailType EMail; - ///资金账户状态 - TThostFtdcMoneyAccountStatusType MoneyAccountStatus; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///新银行帐号 - TThostFtdcBankAccountType NewBankAccount; - ///新银行密码 - TThostFtdcPasswordType NewBankPassWord; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///银行密码标志 - TThostFtdcPwdFlagType BankPwdFlag; - ///期货资金密码核对标志 - TThostFtdcPwdFlagType SecuPwdFlag; - ///交易ID - TThostFtdcTIDType TID; - ///摘要 - TThostFtdcDigestType Digest; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; - ///长客户姓名 - TThostFtdcLongIndividualNameType LongCustomerName; -}; - -///二级代理操作员银期权限 -struct CThostFtdcSecAgentACIDMapField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///资金账户 - TThostFtdcAccountIDType AccountID; - ///币种 - TThostFtdcCurrencyIDType CurrencyID; - ///境外中介机构资金帐号 - TThostFtdcAccountIDType BrokerSecAgentID; -}; - -///二级代理操作员银期权限查询 -struct CThostFtdcQrySecAgentACIDMapField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///资金账户 - TThostFtdcAccountIDType AccountID; - ///币种 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///灾备中心交易权限 -struct CThostFtdcUserRightsAssignField -{ - ///应用单元代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///交易中心代码 - TThostFtdcDRIdentityIDType DRIdentityID; -}; - -///经济公司是否有在本标示的交易权限 -struct CThostFtdcBrokerUserRightAssignField -{ - ///应用单元代码 - TThostFtdcBrokerIDType BrokerID; - ///交易中心代码 - TThostFtdcDRIdentityIDType DRIdentityID; - ///能否交易 - TThostFtdcBoolType Tradeable; -}; - -///灾备交易转换报文 -struct CThostFtdcDRTransferField -{ - ///原交易中心代码 - TThostFtdcDRIdentityIDType OrigDRIdentityID; - ///目标交易中心代码 - TThostFtdcDRIdentityIDType DestDRIdentityID; - ///原应用单元代码 - TThostFtdcBrokerIDType OrigBrokerID; - ///目标易用单元代码 - TThostFtdcBrokerIDType DestBrokerID; -}; - -///Fens用户信息 -struct CThostFtdcFensUserInfoField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///登录模式 - TThostFtdcLoginModeType LoginMode; -}; - -///当前银期所属交易中心 -struct CThostFtdcCurrTransferIdentityField -{ - ///交易中心代码 - TThostFtdcDRIdentityIDType IdentityID; -}; - -///禁止登录用户 -struct CThostFtdcLoginForbiddenUserField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; - ///IP地址 - TThostFtdcIPAddressType IPAddress; -}; - -///查询禁止登录用户 -struct CThostFtdcQryLoginForbiddenUserField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; -}; - -///UDP组播组信息 -struct CThostFtdcMulticastGroupInfoField -{ - ///组播组IP地址 - TThostFtdcIPAddressType GroupIP; - ///组播组IP端口 - TThostFtdcIPPortType GroupPort; - ///源地址 - TThostFtdcIPAddressType SourceIP; -}; - -///资金账户基本准备金 -struct CThostFtdcTradingAccountReserveField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///基本准备金 - TThostFtdcMoneyType Reserve; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///查询禁止登录IP -struct CThostFtdcQryLoginForbiddenIPField -{ - ///IP地址 - TThostFtdcIPAddressType IPAddress; -}; - -///查询IP列表 -struct CThostFtdcQryIPListField -{ - ///IP地址 - TThostFtdcIPAddressType IPAddress; -}; - -///查询用户下单权限分配表 -struct CThostFtdcQryUserRightsAssignField -{ - ///应用单元代码 - TThostFtdcBrokerIDType BrokerID; - ///用户代码 - TThostFtdcUserIDType UserID; -}; - -///银期预约开户确认请求 -struct CThostFtdcReserveOpenAccountConfirmField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcLongIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///性别 - TThostFtdcGenderType Gender; - ///国家代码 - TThostFtdcCountryCodeType CountryCode; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///地址 - TThostFtdcAddressType Address; - ///邮编 - TThostFtdcZipCodeType ZipCode; - ///电话号码 - TThostFtdcTelephoneType Telephone; - ///手机 - TThostFtdcMobilePhoneType MobilePhone; - ///传真 - TThostFtdcFaxType Fax; - ///电子邮件 - TThostFtdcEMailType EMail; - ///资金账户状态 - TThostFtdcMoneyAccountStatusType MoneyAccountStatus; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///交易ID - TThostFtdcTIDType TID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///期货密码 - TThostFtdcPasswordType Password; - ///预约开户银行流水号 - TThostFtdcBankSerialType BankReserveOpenSeq; - ///预约开户日期 - TThostFtdcTradeDateType BookDate; - ///预约开户验证密码 - TThostFtdcPasswordType BookPsw; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///银期预约开户 -struct CThostFtdcReserveOpenAccountField -{ - ///业务功能码 - TThostFtdcTradeCodeType TradeCode; - ///银行代码 - TThostFtdcBankIDType BankID; - ///银行分支机构代码 - TThostFtdcBankBrchIDType BankBranchID; - ///期商代码 - TThostFtdcBrokerIDType BrokerID; - ///期商分支机构代码 - TThostFtdcFutureBranchIDType BrokerBranchID; - ///交易日期 - TThostFtdcTradeDateType TradeDate; - ///交易时间 - TThostFtdcTradeTimeType TradeTime; - ///银行流水号 - TThostFtdcBankSerialType BankSerial; - ///交易系统日期 - TThostFtdcTradeDateType TradingDay; - ///银期平台消息流水号 - TThostFtdcSerialType PlateSerial; - ///最后分片标志 - TThostFtdcLastFragmentType LastFragment; - ///会话号 - TThostFtdcSessionIDType SessionID; - ///客户姓名 - TThostFtdcLongIndividualNameType CustomerName; - ///证件类型 - TThostFtdcIdCardTypeType IdCardType; - ///证件号码 - TThostFtdcIdentifiedCardNoType IdentifiedCardNo; - ///性别 - TThostFtdcGenderType Gender; - ///国家代码 - TThostFtdcCountryCodeType CountryCode; - ///客户类型 - TThostFtdcCustTypeType CustType; - ///地址 - TThostFtdcAddressType Address; - ///邮编 - TThostFtdcZipCodeType ZipCode; - ///电话号码 - TThostFtdcTelephoneType Telephone; - ///手机 - TThostFtdcMobilePhoneType MobilePhone; - ///传真 - TThostFtdcFaxType Fax; - ///电子邮件 - TThostFtdcEMailType EMail; - ///资金账户状态 - TThostFtdcMoneyAccountStatusType MoneyAccountStatus; - ///银行帐号 - TThostFtdcBankAccountType BankAccount; - ///银行密码 - TThostFtdcPasswordType BankPassWord; - ///安装编号 - TThostFtdcInstallIDType InstallID; - ///验证客户证件号码标志 - TThostFtdcYesNoIndicatorType VerifyCertNoFlag; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; - ///摘要 - TThostFtdcDigestType Digest; - ///银行帐号类型 - TThostFtdcBankAccTypeType BankAccType; - ///期货公司银行编码 - TThostFtdcBankCodingForFutureType BrokerIDByBank; - ///交易ID - TThostFtdcTIDType TID; - ///预约开户状态 - TThostFtdcReserveOpenAccStasType ReserveOpenAccStas; - ///错误代码 - TThostFtdcErrorIDType ErrorID; - ///错误信息 - TThostFtdcErrorMsgType ErrorMsg; -}; - -///银行账户属性 -struct CThostFtdcAccountPropertyField -{ - ///经纪公司代码 - TThostFtdcBrokerIDType BrokerID; - ///投资者帐号 - TThostFtdcAccountIDType AccountID; - ///银行统一标识类型 - TThostFtdcBankIDType BankID; - ///银行账户 - TThostFtdcBankAccountType BankAccount; - ///银行账户的开户人名称 - TThostFtdcInvestorFullNameType OpenName; - ///银行账户的开户行 - TThostFtdcOpenBankType OpenBank; - ///是否活跃 - TThostFtdcBoolType IsActive; - ///账户来源 - TThostFtdcAccountSourceTypeType AccountSourceType; - ///开户日期 - TThostFtdcDateType OpenDate; - ///注销日期 - TThostFtdcDateType CancelDate; - ///录入员代码 - TThostFtdcOperatorIDType OperatorID; - ///录入日期 - TThostFtdcDateType OperateDate; - ///录入时间 - TThostFtdcTimeType OperateTime; - ///币种代码 - TThostFtdcCurrencyIDType CurrencyID; -}; - -///查询当前交易中心 -struct CThostFtdcQryCurrDRIdentityField -{ - ///交易中心代码 - TThostFtdcDRIdentityIDType DRIdentityID; -}; - -///当前交易中心 -struct CThostFtdcCurrDRIdentityField -{ - ///交易中心代码 - TThostFtdcDRIdentityIDType DRIdentityID; -}; - - - -#endif diff --git a/vnpy/api/ctp/generator/generate_api_functions.py b/vnpy/api/ctp/generator/generate_api_functions.py index 6d868a8f..d10ce403 100644 --- a/vnpy/api/ctp/generator/generate_api_functions.py +++ b/vnpy/api/ctp/generator/generate_api_functions.py @@ -336,8 +336,8 @@ class ApiGenerator: if __name__ == "__main__": - md_generator = ApiGenerator("ThostFtdcMdApi.h", "ctp", "md", "MdApi") + md_generator = ApiGenerator("../include/ctp/ThostFtdcMdApi.h", "ctp", "md", "MdApi") md_generator.run() - td_generator = ApiGenerator("ThostFtdcTraderApi.h", "ctp", "td", "TdApi") + td_generator = ApiGenerator("../include/ctp/ThostFtdcTraderApi.h", "ctp", "td", "TdApi") td_generator.run() diff --git a/vnpy/api/ctp/generator/generate_data_type.py b/vnpy/api/ctp/generator/generate_data_type.py index 3ebd6543..2c8f9173 100644 --- a/vnpy/api/ctp/generator/generate_data_type.py +++ b/vnpy/api/ctp/generator/generate_data_type.py @@ -72,5 +72,5 @@ class DataTypeGenerator: if __name__ == "__main__": - generator = DataTypeGenerator("ThostFtdcUserApiDataType.h", "ctp") + generator = DataTypeGenerator("../include/ctp/ThostFtdcUserApiDataType.h", "ctp") generator.run() diff --git a/vnpy/api/ctp/generator/generate_struct.py b/vnpy/api/ctp/generator/generate_struct.py index f78844f2..db744756 100644 --- a/vnpy/api/ctp/generator/generate_struct.py +++ b/vnpy/api/ctp/generator/generate_struct.py @@ -80,5 +80,5 @@ class StructGenerator: if __name__ == "__main__": - generator = StructGenerator("ThostFtdcUserApiStruct.h", "ctp") + generator = StructGenerator("../include/ctp/ThostFtdcUserApiStruct.h", "ctp") generator.run() diff --git a/vnpy/api/ctp/include/ctp/ThostFtdcTraderApi.h b/vnpy/api/ctp/include/ctp/ThostFtdcTraderApi.h index ec9d4fa7..5a4a6a79 100644 --- a/vnpy/api/ctp/include/ctp/ThostFtdcTraderApi.h +++ b/vnpy/api/ctp/include/ctp/ThostFtdcTraderApi.h @@ -202,6 +202,12 @@ public: ///请求查询报单手续费响应 virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + ///请求查询资金账户响应 + virtual void OnRspQrySecAgentTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///请求查询二级代理商资金校验模式响应 + virtual void OnRspQrySecAgentCheckMode(CThostFtdcSecAgentCheckModeField *pSecAgentCheckMode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + ///请求查询期权交易成本响应 virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; @@ -624,6 +630,12 @@ public: ///请求查询报单手续费 virtual int ReqQryInstrumentOrderCommRate(CThostFtdcQryInstrumentOrderCommRateField *pQryInstrumentOrderCommRate, int nRequestID) = 0; + ///请求查询资金账户 + virtual int ReqQrySecAgentTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0; + + ///请求查询二级代理商资金校验模式 + virtual int ReqQrySecAgentCheckMode(CThostFtdcQrySecAgentCheckModeField *pQrySecAgentCheckMode, int nRequestID) = 0; + ///请求查询期权交易成本 virtual int ReqQryOptionInstrTradeCost(CThostFtdcQryOptionInstrTradeCostField *pQryOptionInstrTradeCost, int nRequestID) = 0; diff --git a/vnpy/api/ctp/include/ctp/ThostFtdcUserApiStruct.h b/vnpy/api/ctp/include/ctp/ThostFtdcUserApiStruct.h index 4cee75c4..faa83c7c 100644 --- a/vnpy/api/ctp/include/ctp/ThostFtdcUserApiStruct.h +++ b/vnpy/api/ctp/include/ctp/ThostFtdcUserApiStruct.h @@ -4998,6 +4998,21 @@ struct CThostFtdcQryInvestUnitField TThostFtdcInvestUnitIDType InvestUnitID; }; +///二级代理商资金校验模式 +struct CThostFtdcSecAgentCheckModeField +{ + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///币种 + TThostFtdcCurrencyIDType CurrencyID; + ///境外中介机构资金帐号 + TThostFtdcAccountIDType BrokerSecAgentID; + ///是否需要校验自己的资金账户 + TThostFtdcBoolType CheckSelfAccount; +}; + ///市场行情 struct CThostFtdcMarketDataField { @@ -9200,6 +9215,15 @@ struct CThostFtdcCurrDRIdentityField TThostFtdcDRIdentityIDType DRIdentityID; }; +///查询二级代理商资金校验模式 +struct CThostFtdcQrySecAgentCheckModeField +{ + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; +}; + #endif diff --git a/vnpy/api/ctp/libs/thostmduserapi.dll b/vnpy/api/ctp/libs/thostmduserapi.dll deleted file mode 100644 index a3b55069..00000000 Binary files a/vnpy/api/ctp/libs/thostmduserapi.dll and /dev/null differ diff --git a/vnpy/api/ctp/libs/thostmduserapi.lib b/vnpy/api/ctp/libs/thostmduserapi.lib index 4854ff38..766213d1 100644 Binary files a/vnpy/api/ctp/libs/thostmduserapi.lib and b/vnpy/api/ctp/libs/thostmduserapi.lib differ diff --git a/vnpy/api/ctp/libs/thosttraderapi.dll b/vnpy/api/ctp/libs/thosttraderapi.dll deleted file mode 100644 index 2f058ba8..00000000 Binary files a/vnpy/api/ctp/libs/thosttraderapi.dll and /dev/null differ diff --git a/vnpy/api/ctp/libs/thosttraderapi.lib b/vnpy/api/ctp/libs/thosttraderapi.lib index 80baf0a4..ebf5de68 100644 Binary files a/vnpy/api/ctp/libs/thosttraderapi.lib and b/vnpy/api/ctp/libs/thosttraderapi.lib differ diff --git a/vnpy/api/ctp/libthostmduserapi.so b/vnpy/api/ctp/libthostmduserapi.so index 35b9c49a..2a350b3d 100644 Binary files a/vnpy/api/ctp/libthostmduserapi.so and b/vnpy/api/ctp/libthostmduserapi.so differ diff --git a/vnpy/api/ctp/libthosttraderapi.so b/vnpy/api/ctp/libthosttraderapi.so index 82d41477..66c583da 100644 Binary files a/vnpy/api/ctp/libthosttraderapi.so and b/vnpy/api/ctp/libthosttraderapi.so differ diff --git a/vnpy/api/ctp/thostmduserapi.dll b/vnpy/api/ctp/thostmduserapi.dll index a3b55069..a88261e7 100644 Binary files a/vnpy/api/ctp/thostmduserapi.dll and b/vnpy/api/ctp/thostmduserapi.dll differ diff --git a/vnpy/api/ctp/thosttraderapi.dll b/vnpy/api/ctp/thosttraderapi.dll index 2f058ba8..9996dd0a 100644 Binary files a/vnpy/api/ctp/thosttraderapi.dll and b/vnpy/api/ctp/thosttraderapi.dll differ diff --git a/vnpy/api/ctp/vnctp/vnctptd/vnctptd.cpp b/vnpy/api/ctp/vnctp/vnctptd/vnctptd.cpp index 6a29eb70..7c7bf54b 100644 --- a/vnpy/api/ctp/vnctp/vnctptd/vnctptd.cpp +++ b/vnpy/api/ctp/vnctp/vnctptd/vnctptd.cpp @@ -7,2221 +7,2263 @@ ///------------------------------------------------------------------------------------- ///C++的回调函数将数据保存到队列中 ///------------------------------------------------------------------------------------- - void TdApi::OnFrontConnected() { - Task task = Task(); - task.task_name = ONFRONTCONNECTED; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONFRONTCONNECTED; + this->task_queue.push(task); }; void TdApi::OnFrontDisconnected(int nReason) { - Task task = Task(); - task.task_name = ONFRONTDISCONNECTED; - task.task_id = nReason; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONFRONTDISCONNECTED; + task.task_id = nReason; + this->task_queue.push(task); }; void TdApi::OnHeartBeatWarning(int nTimeLapse) { - Task task = Task(); - task.task_name = ONHEARTBEATWARNING; - task.task_id = nTimeLapse; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONHEARTBEATWARNING; + task.task_id = nTimeLapse; + this->task_queue.push(task); }; void TdApi::OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPAUTHENTICATE; - if (pRspAuthenticateField) - { - CThostFtdcRspAuthenticateField *task_data = new CThostFtdcRspAuthenticateField(); - *task_data = *pRspAuthenticateField; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPAUTHENTICATE; + if (pRspAuthenticateField) + { + CThostFtdcRspAuthenticateField *task_data = new CThostFtdcRspAuthenticateField(); + *task_data = *pRspAuthenticateField; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPUSERLOGIN; - if (pRspUserLogin) - { - CThostFtdcRspUserLoginField *task_data = new CThostFtdcRspUserLoginField(); - *task_data = *pRspUserLogin; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPUSERLOGIN; + if (pRspUserLogin) + { + CThostFtdcRspUserLoginField *task_data = new CThostFtdcRspUserLoginField(); + *task_data = *pRspUserLogin; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPUSERLOGOUT; - if (pUserLogout) - { - CThostFtdcUserLogoutField *task_data = new CThostFtdcUserLogoutField(); - *task_data = *pUserLogout; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPUSERLOGOUT; + if (pUserLogout) + { + CThostFtdcUserLogoutField *task_data = new CThostFtdcUserLogoutField(); + *task_data = *pUserLogout; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPUSERPASSWORDUPDATE; - if (pUserPasswordUpdate) - { - CThostFtdcUserPasswordUpdateField *task_data = new CThostFtdcUserPasswordUpdateField(); - *task_data = *pUserPasswordUpdate; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPUSERPASSWORDUPDATE; + if (pUserPasswordUpdate) + { + CThostFtdcUserPasswordUpdateField *task_data = new CThostFtdcUserPasswordUpdateField(); + *task_data = *pUserPasswordUpdate; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPTRADINGACCOUNTPASSWORDUPDATE; - if (pTradingAccountPasswordUpdate) - { - CThostFtdcTradingAccountPasswordUpdateField *task_data = new CThostFtdcTradingAccountPasswordUpdateField(); - *task_data = *pTradingAccountPasswordUpdate; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPTRADINGACCOUNTPASSWORDUPDATE; + if (pTradingAccountPasswordUpdate) + { + CThostFtdcTradingAccountPasswordUpdateField *task_data = new CThostFtdcTradingAccountPasswordUpdateField(); + *task_data = *pTradingAccountPasswordUpdate; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPORDERINSERT; - if (pInputOrder) - { - CThostFtdcInputOrderField *task_data = new CThostFtdcInputOrderField(); - *task_data = *pInputOrder; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPORDERINSERT; + if (pInputOrder) + { + CThostFtdcInputOrderField *task_data = new CThostFtdcInputOrderField(); + *task_data = *pInputOrder; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPPARKEDORDERINSERT; - if (pParkedOrder) - { - CThostFtdcParkedOrderField *task_data = new CThostFtdcParkedOrderField(); - *task_data = *pParkedOrder; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPPARKEDORDERINSERT; + if (pParkedOrder) + { + CThostFtdcParkedOrderField *task_data = new CThostFtdcParkedOrderField(); + *task_data = *pParkedOrder; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPPARKEDORDERACTION; - if (pParkedOrderAction) - { - CThostFtdcParkedOrderActionField *task_data = new CThostFtdcParkedOrderActionField(); - *task_data = *pParkedOrderAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPPARKEDORDERACTION; + if (pParkedOrderAction) + { + CThostFtdcParkedOrderActionField *task_data = new CThostFtdcParkedOrderActionField(); + *task_data = *pParkedOrderAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPORDERACTION; - if (pInputOrderAction) - { - CThostFtdcInputOrderActionField *task_data = new CThostFtdcInputOrderActionField(); - *task_data = *pInputOrderAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPORDERACTION; + if (pInputOrderAction) + { + CThostFtdcInputOrderActionField *task_data = new CThostFtdcInputOrderActionField(); + *task_data = *pInputOrderAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQUERYMAXORDERVOLUME; - if (pQueryMaxOrderVolume) - { - CThostFtdcQueryMaxOrderVolumeField *task_data = new CThostFtdcQueryMaxOrderVolumeField(); - *task_data = *pQueryMaxOrderVolume; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQUERYMAXORDERVOLUME; + if (pQueryMaxOrderVolume) + { + CThostFtdcQueryMaxOrderVolumeField *task_data = new CThostFtdcQueryMaxOrderVolumeField(); + *task_data = *pQueryMaxOrderVolume; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPSETTLEMENTINFOCONFIRM; - if (pSettlementInfoConfirm) - { - CThostFtdcSettlementInfoConfirmField *task_data = new CThostFtdcSettlementInfoConfirmField(); - *task_data = *pSettlementInfoConfirm; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPSETTLEMENTINFOCONFIRM; + if (pSettlementInfoConfirm) + { + CThostFtdcSettlementInfoConfirmField *task_data = new CThostFtdcSettlementInfoConfirmField(); + *task_data = *pSettlementInfoConfirm; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPREMOVEPARKEDORDER; - if (pRemoveParkedOrder) - { - CThostFtdcRemoveParkedOrderField *task_data = new CThostFtdcRemoveParkedOrderField(); - *task_data = *pRemoveParkedOrder; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPREMOVEPARKEDORDER; + if (pRemoveParkedOrder) + { + CThostFtdcRemoveParkedOrderField *task_data = new CThostFtdcRemoveParkedOrderField(); + *task_data = *pRemoveParkedOrder; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPREMOVEPARKEDORDERACTION; - if (pRemoveParkedOrderAction) - { - CThostFtdcRemoveParkedOrderActionField *task_data = new CThostFtdcRemoveParkedOrderActionField(); - *task_data = *pRemoveParkedOrderAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPREMOVEPARKEDORDERACTION; + if (pRemoveParkedOrderAction) + { + CThostFtdcRemoveParkedOrderActionField *task_data = new CThostFtdcRemoveParkedOrderActionField(); + *task_data = *pRemoveParkedOrderAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPEXECORDERINSERT; - if (pInputExecOrder) - { - CThostFtdcInputExecOrderField *task_data = new CThostFtdcInputExecOrderField(); - *task_data = *pInputExecOrder; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPEXECORDERINSERT; + if (pInputExecOrder) + { + CThostFtdcInputExecOrderField *task_data = new CThostFtdcInputExecOrderField(); + *task_data = *pInputExecOrder; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPEXECORDERACTION; - if (pInputExecOrderAction) - { - CThostFtdcInputExecOrderActionField *task_data = new CThostFtdcInputExecOrderActionField(); - *task_data = *pInputExecOrderAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPEXECORDERACTION; + if (pInputExecOrderAction) + { + CThostFtdcInputExecOrderActionField *task_data = new CThostFtdcInputExecOrderActionField(); + *task_data = *pInputExecOrderAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPFORQUOTEINSERT; - if (pInputForQuote) - { - CThostFtdcInputForQuoteField *task_data = new CThostFtdcInputForQuoteField(); - *task_data = *pInputForQuote; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPFORQUOTEINSERT; + if (pInputForQuote) + { + CThostFtdcInputForQuoteField *task_data = new CThostFtdcInputForQuoteField(); + *task_data = *pInputForQuote; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQUOTEINSERT; - if (pInputQuote) - { - CThostFtdcInputQuoteField *task_data = new CThostFtdcInputQuoteField(); - *task_data = *pInputQuote; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQUOTEINSERT; + if (pInputQuote) + { + CThostFtdcInputQuoteField *task_data = new CThostFtdcInputQuoteField(); + *task_data = *pInputQuote; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQUOTEACTION; - if (pInputQuoteAction) - { - CThostFtdcInputQuoteActionField *task_data = new CThostFtdcInputQuoteActionField(); - *task_data = *pInputQuoteAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQUOTEACTION; + if (pInputQuoteAction) + { + CThostFtdcInputQuoteActionField *task_data = new CThostFtdcInputQuoteActionField(); + *task_data = *pInputQuoteAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPBATCHORDERACTION; - if (pInputBatchOrderAction) - { - CThostFtdcInputBatchOrderActionField *task_data = new CThostFtdcInputBatchOrderActionField(); - *task_data = *pInputBatchOrderAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPBATCHORDERACTION; + if (pInputBatchOrderAction) + { + CThostFtdcInputBatchOrderActionField *task_data = new CThostFtdcInputBatchOrderActionField(); + *task_data = *pInputBatchOrderAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPOPTIONSELFCLOSEINSERT; - if (pInputOptionSelfClose) - { - CThostFtdcInputOptionSelfCloseField *task_data = new CThostFtdcInputOptionSelfCloseField(); - *task_data = *pInputOptionSelfClose; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPOPTIONSELFCLOSEINSERT; + if (pInputOptionSelfClose) + { + CThostFtdcInputOptionSelfCloseField *task_data = new CThostFtdcInputOptionSelfCloseField(); + *task_data = *pInputOptionSelfClose; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPOPTIONSELFCLOSEACTION; - if (pInputOptionSelfCloseAction) - { - CThostFtdcInputOptionSelfCloseActionField *task_data = new CThostFtdcInputOptionSelfCloseActionField(); - *task_data = *pInputOptionSelfCloseAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPOPTIONSELFCLOSEACTION; + if (pInputOptionSelfCloseAction) + { + CThostFtdcInputOptionSelfCloseActionField *task_data = new CThostFtdcInputOptionSelfCloseActionField(); + *task_data = *pInputOptionSelfCloseAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPCOMBACTIONINSERT; - if (pInputCombAction) - { - CThostFtdcInputCombActionField *task_data = new CThostFtdcInputCombActionField(); - *task_data = *pInputCombAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPCOMBACTIONINSERT; + if (pInputCombAction) + { + CThostFtdcInputCombActionField *task_data = new CThostFtdcInputCombActionField(); + *task_data = *pInputCombAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYORDER; - if (pOrder) - { - CThostFtdcOrderField *task_data = new CThostFtdcOrderField(); - *task_data = *pOrder; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYORDER; + if (pOrder) + { + CThostFtdcOrderField *task_data = new CThostFtdcOrderField(); + *task_data = *pOrder; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYTRADE; - if (pTrade) - { - CThostFtdcTradeField *task_data = new CThostFtdcTradeField(); - *task_data = *pTrade; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYTRADE; + if (pTrade) + { + CThostFtdcTradeField *task_data = new CThostFtdcTradeField(); + *task_data = *pTrade; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYINVESTORPOSITION; - if (pInvestorPosition) - { - CThostFtdcInvestorPositionField *task_data = new CThostFtdcInvestorPositionField(); - *task_data = *pInvestorPosition; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYINVESTORPOSITION; + if (pInvestorPosition) + { + CThostFtdcInvestorPositionField *task_data = new CThostFtdcInvestorPositionField(); + *task_data = *pInvestorPosition; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYTRADINGACCOUNT; - if (pTradingAccount) - { - CThostFtdcTradingAccountField *task_data = new CThostFtdcTradingAccountField(); - *task_data = *pTradingAccount; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYTRADINGACCOUNT; + if (pTradingAccount) + { + CThostFtdcTradingAccountField *task_data = new CThostFtdcTradingAccountField(); + *task_data = *pTradingAccount; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYINVESTOR; - if (pInvestor) - { - CThostFtdcInvestorField *task_data = new CThostFtdcInvestorField(); - *task_data = *pInvestor; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYINVESTOR; + if (pInvestor) + { + CThostFtdcInvestorField *task_data = new CThostFtdcInvestorField(); + *task_data = *pInvestor; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYTRADINGCODE; - if (pTradingCode) - { - CThostFtdcTradingCodeField *task_data = new CThostFtdcTradingCodeField(); - *task_data = *pTradingCode; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYTRADINGCODE; + if (pTradingCode) + { + CThostFtdcTradingCodeField *task_data = new CThostFtdcTradingCodeField(); + *task_data = *pTradingCode; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYINSTRUMENTMARGINRATE; - if (pInstrumentMarginRate) - { - CThostFtdcInstrumentMarginRateField *task_data = new CThostFtdcInstrumentMarginRateField(); - *task_data = *pInstrumentMarginRate; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYINSTRUMENTMARGINRATE; + if (pInstrumentMarginRate) + { + CThostFtdcInstrumentMarginRateField *task_data = new CThostFtdcInstrumentMarginRateField(); + *task_data = *pInstrumentMarginRate; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYINSTRUMENTCOMMISSIONRATE; - if (pInstrumentCommissionRate) - { - CThostFtdcInstrumentCommissionRateField *task_data = new CThostFtdcInstrumentCommissionRateField(); - *task_data = *pInstrumentCommissionRate; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYINSTRUMENTCOMMISSIONRATE; + if (pInstrumentCommissionRate) + { + CThostFtdcInstrumentCommissionRateField *task_data = new CThostFtdcInstrumentCommissionRateField(); + *task_data = *pInstrumentCommissionRate; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYEXCHANGE; - if (pExchange) - { - CThostFtdcExchangeField *task_data = new CThostFtdcExchangeField(); - *task_data = *pExchange; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYEXCHANGE; + if (pExchange) + { + CThostFtdcExchangeField *task_data = new CThostFtdcExchangeField(); + *task_data = *pExchange; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYPRODUCT; - if (pProduct) - { - CThostFtdcProductField *task_data = new CThostFtdcProductField(); - *task_data = *pProduct; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYPRODUCT; + if (pProduct) + { + CThostFtdcProductField *task_data = new CThostFtdcProductField(); + *task_data = *pProduct; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYINSTRUMENT; - if (pInstrument) - { - CThostFtdcInstrumentField *task_data = new CThostFtdcInstrumentField(); - *task_data = *pInstrument; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYINSTRUMENT; + if (pInstrument) + { + CThostFtdcInstrumentField *task_data = new CThostFtdcInstrumentField(); + *task_data = *pInstrument; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYDEPTHMARKETDATA; - if (pDepthMarketData) - { - CThostFtdcDepthMarketDataField *task_data = new CThostFtdcDepthMarketDataField(); - *task_data = *pDepthMarketData; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYDEPTHMARKETDATA; + if (pDepthMarketData) + { + CThostFtdcDepthMarketDataField *task_data = new CThostFtdcDepthMarketDataField(); + *task_data = *pDepthMarketData; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYSETTLEMENTINFO; - if (pSettlementInfo) - { - CThostFtdcSettlementInfoField *task_data = new CThostFtdcSettlementInfoField(); - *task_data = *pSettlementInfo; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYSETTLEMENTINFO; + if (pSettlementInfo) + { + CThostFtdcSettlementInfoField *task_data = new CThostFtdcSettlementInfoField(); + *task_data = *pSettlementInfo; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYTRANSFERBANK; - if (pTransferBank) - { - CThostFtdcTransferBankField *task_data = new CThostFtdcTransferBankField(); - *task_data = *pTransferBank; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYTRANSFERBANK; + if (pTransferBank) + { + CThostFtdcTransferBankField *task_data = new CThostFtdcTransferBankField(); + *task_data = *pTransferBank; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYINVESTORPOSITIONDETAIL; - if (pInvestorPositionDetail) - { - CThostFtdcInvestorPositionDetailField *task_data = new CThostFtdcInvestorPositionDetailField(); - *task_data = *pInvestorPositionDetail; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYINVESTORPOSITIONDETAIL; + if (pInvestorPositionDetail) + { + CThostFtdcInvestorPositionDetailField *task_data = new CThostFtdcInvestorPositionDetailField(); + *task_data = *pInvestorPositionDetail; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYNOTICE; - if (pNotice) - { - CThostFtdcNoticeField *task_data = new CThostFtdcNoticeField(); - *task_data = *pNotice; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYNOTICE; + if (pNotice) + { + CThostFtdcNoticeField *task_data = new CThostFtdcNoticeField(); + *task_data = *pNotice; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYSETTLEMENTINFOCONFIRM; - if (pSettlementInfoConfirm) - { - CThostFtdcSettlementInfoConfirmField *task_data = new CThostFtdcSettlementInfoConfirmField(); - *task_data = *pSettlementInfoConfirm; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYSETTLEMENTINFOCONFIRM; + if (pSettlementInfoConfirm) + { + CThostFtdcSettlementInfoConfirmField *task_data = new CThostFtdcSettlementInfoConfirmField(); + *task_data = *pSettlementInfoConfirm; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYINVESTORPOSITIONCOMBINEDETAIL; - if (pInvestorPositionCombineDetail) - { - CThostFtdcInvestorPositionCombineDetailField *task_data = new CThostFtdcInvestorPositionCombineDetailField(); - *task_data = *pInvestorPositionCombineDetail; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYINVESTORPOSITIONCOMBINEDETAIL; + if (pInvestorPositionCombineDetail) + { + CThostFtdcInvestorPositionCombineDetailField *task_data = new CThostFtdcInvestorPositionCombineDetailField(); + *task_data = *pInvestorPositionCombineDetail; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYCFMMCTRADINGACCOUNTKEY; - if (pCFMMCTradingAccountKey) - { - CThostFtdcCFMMCTradingAccountKeyField *task_data = new CThostFtdcCFMMCTradingAccountKeyField(); - *task_data = *pCFMMCTradingAccountKey; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYCFMMCTRADINGACCOUNTKEY; + if (pCFMMCTradingAccountKey) + { + CThostFtdcCFMMCTradingAccountKeyField *task_data = new CThostFtdcCFMMCTradingAccountKeyField(); + *task_data = *pCFMMCTradingAccountKey; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYEWARRANTOFFSET; - if (pEWarrantOffset) - { - CThostFtdcEWarrantOffsetField *task_data = new CThostFtdcEWarrantOffsetField(); - *task_data = *pEWarrantOffset; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYEWARRANTOFFSET; + if (pEWarrantOffset) + { + CThostFtdcEWarrantOffsetField *task_data = new CThostFtdcEWarrantOffsetField(); + *task_data = *pEWarrantOffset; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYINVESTORPRODUCTGROUPMARGIN; - if (pInvestorProductGroupMargin) - { - CThostFtdcInvestorProductGroupMarginField *task_data = new CThostFtdcInvestorProductGroupMarginField(); - *task_data = *pInvestorProductGroupMargin; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYINVESTORPRODUCTGROUPMARGIN; + if (pInvestorProductGroupMargin) + { + CThostFtdcInvestorProductGroupMarginField *task_data = new CThostFtdcInvestorProductGroupMarginField(); + *task_data = *pInvestorProductGroupMargin; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYEXCHANGEMARGINRATE; - if (pExchangeMarginRate) - { - CThostFtdcExchangeMarginRateField *task_data = new CThostFtdcExchangeMarginRateField(); - *task_data = *pExchangeMarginRate; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYEXCHANGEMARGINRATE; + if (pExchangeMarginRate) + { + CThostFtdcExchangeMarginRateField *task_data = new CThostFtdcExchangeMarginRateField(); + *task_data = *pExchangeMarginRate; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYEXCHANGEMARGINRATEADJUST; - if (pExchangeMarginRateAdjust) - { - CThostFtdcExchangeMarginRateAdjustField *task_data = new CThostFtdcExchangeMarginRateAdjustField(); - *task_data = *pExchangeMarginRateAdjust; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYEXCHANGEMARGINRATEADJUST; + if (pExchangeMarginRateAdjust) + { + CThostFtdcExchangeMarginRateAdjustField *task_data = new CThostFtdcExchangeMarginRateAdjustField(); + *task_data = *pExchangeMarginRateAdjust; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYEXCHANGERATE; - if (pExchangeRate) - { - CThostFtdcExchangeRateField *task_data = new CThostFtdcExchangeRateField(); - *task_data = *pExchangeRate; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYEXCHANGERATE; + if (pExchangeRate) + { + CThostFtdcExchangeRateField *task_data = new CThostFtdcExchangeRateField(); + *task_data = *pExchangeRate; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYSECAGENTACIDMAP; - if (pSecAgentACIDMap) - { - CThostFtdcSecAgentACIDMapField *task_data = new CThostFtdcSecAgentACIDMapField(); - *task_data = *pSecAgentACIDMap; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYSECAGENTACIDMAP; + if (pSecAgentACIDMap) + { + CThostFtdcSecAgentACIDMapField *task_data = new CThostFtdcSecAgentACIDMapField(); + *task_data = *pSecAgentACIDMap; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYPRODUCTEXCHRATE; - if (pProductExchRate) - { - CThostFtdcProductExchRateField *task_data = new CThostFtdcProductExchRateField(); - *task_data = *pProductExchRate; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYPRODUCTEXCHRATE; + if (pProductExchRate) + { + CThostFtdcProductExchRateField *task_data = new CThostFtdcProductExchRateField(); + *task_data = *pProductExchRate; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYPRODUCTGROUP; - if (pProductGroup) - { - CThostFtdcProductGroupField *task_data = new CThostFtdcProductGroupField(); - *task_data = *pProductGroup; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYPRODUCTGROUP; + if (pProductGroup) + { + CThostFtdcProductGroupField *task_data = new CThostFtdcProductGroupField(); + *task_data = *pProductGroup; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryMMInstrumentCommissionRate(CThostFtdcMMInstrumentCommissionRateField *pMMInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYMMINSTRUMENTCOMMISSIONRATE; - if (pMMInstrumentCommissionRate) - { - CThostFtdcMMInstrumentCommissionRateField *task_data = new CThostFtdcMMInstrumentCommissionRateField(); - *task_data = *pMMInstrumentCommissionRate; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYMMINSTRUMENTCOMMISSIONRATE; + if (pMMInstrumentCommissionRate) + { + CThostFtdcMMInstrumentCommissionRateField *task_data = new CThostFtdcMMInstrumentCommissionRateField(); + *task_data = *pMMInstrumentCommissionRate; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryMMOptionInstrCommRate(CThostFtdcMMOptionInstrCommRateField *pMMOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYMMOPTIONINSTRCOMMRATE; - if (pMMOptionInstrCommRate) - { - CThostFtdcMMOptionInstrCommRateField *task_data = new CThostFtdcMMOptionInstrCommRateField(); - *task_data = *pMMOptionInstrCommRate; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYMMOPTIONINSTRCOMMRATE; + if (pMMOptionInstrCommRate) + { + CThostFtdcMMOptionInstrCommRateField *task_data = new CThostFtdcMMOptionInstrCommRateField(); + *task_data = *pMMOptionInstrCommRate; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYINSTRUMENTORDERCOMMRATE; - if (pInstrumentOrderCommRate) - { - CThostFtdcInstrumentOrderCommRateField *task_data = new CThostFtdcInstrumentOrderCommRateField(); - *task_data = *pInstrumentOrderCommRate; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYINSTRUMENTORDERCOMMRATE; + if (pInstrumentOrderCommRate) + { + CThostFtdcInstrumentOrderCommRateField *task_data = new CThostFtdcInstrumentOrderCommRateField(); + *task_data = *pInstrumentOrderCommRate; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQrySecAgentTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYSECAGENTTRADINGACCOUNT; + if (pTradingAccount) + { + CThostFtdcTradingAccountField *task_data = new CThostFtdcTradingAccountField(); + *task_data = *pTradingAccount; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQrySecAgentCheckMode(CThostFtdcSecAgentCheckModeField *pSecAgentCheckMode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYSECAGENTCHECKMODE; + if (pSecAgentCheckMode) + { + CThostFtdcSecAgentCheckModeField *task_data = new CThostFtdcSecAgentCheckModeField(); + *task_data = *pSecAgentCheckMode; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYOPTIONINSTRTRADECOST; - if (pOptionInstrTradeCost) - { - CThostFtdcOptionInstrTradeCostField *task_data = new CThostFtdcOptionInstrTradeCostField(); - *task_data = *pOptionInstrTradeCost; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYOPTIONINSTRTRADECOST; + if (pOptionInstrTradeCost) + { + CThostFtdcOptionInstrTradeCostField *task_data = new CThostFtdcOptionInstrTradeCostField(); + *task_data = *pOptionInstrTradeCost; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYOPTIONINSTRCOMMRATE; - if (pOptionInstrCommRate) - { - CThostFtdcOptionInstrCommRateField *task_data = new CThostFtdcOptionInstrCommRateField(); - *task_data = *pOptionInstrCommRate; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYOPTIONINSTRCOMMRATE; + if (pOptionInstrCommRate) + { + CThostFtdcOptionInstrCommRateField *task_data = new CThostFtdcOptionInstrCommRateField(); + *task_data = *pOptionInstrCommRate; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYEXECORDER; - if (pExecOrder) - { - CThostFtdcExecOrderField *task_data = new CThostFtdcExecOrderField(); - *task_data = *pExecOrder; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYEXECORDER; + if (pExecOrder) + { + CThostFtdcExecOrderField *task_data = new CThostFtdcExecOrderField(); + *task_data = *pExecOrder; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYFORQUOTE; - if (pForQuote) - { - CThostFtdcForQuoteField *task_data = new CThostFtdcForQuoteField(); - *task_data = *pForQuote; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYFORQUOTE; + if (pForQuote) + { + CThostFtdcForQuoteField *task_data = new CThostFtdcForQuoteField(); + *task_data = *pForQuote; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYQUOTE; - if (pQuote) - { - CThostFtdcQuoteField *task_data = new CThostFtdcQuoteField(); - *task_data = *pQuote; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYQUOTE; + if (pQuote) + { + CThostFtdcQuoteField *task_data = new CThostFtdcQuoteField(); + *task_data = *pQuote; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYOPTIONSELFCLOSE; - if (pOptionSelfClose) - { - CThostFtdcOptionSelfCloseField *task_data = new CThostFtdcOptionSelfCloseField(); - *task_data = *pOptionSelfClose; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYOPTIONSELFCLOSE; + if (pOptionSelfClose) + { + CThostFtdcOptionSelfCloseField *task_data = new CThostFtdcOptionSelfCloseField(); + *task_data = *pOptionSelfClose; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryInvestUnit(CThostFtdcInvestUnitField *pInvestUnit, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYINVESTUNIT; - if (pInvestUnit) - { - CThostFtdcInvestUnitField *task_data = new CThostFtdcInvestUnitField(); - *task_data = *pInvestUnit; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYINVESTUNIT; + if (pInvestUnit) + { + CThostFtdcInvestUnitField *task_data = new CThostFtdcInvestUnitField(); + *task_data = *pInvestUnit; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYCOMBINSTRUMENTGUARD; - if (pCombInstrumentGuard) - { - CThostFtdcCombInstrumentGuardField *task_data = new CThostFtdcCombInstrumentGuardField(); - *task_data = *pCombInstrumentGuard; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYCOMBINSTRUMENTGUARD; + if (pCombInstrumentGuard) + { + CThostFtdcCombInstrumentGuardField *task_data = new CThostFtdcCombInstrumentGuardField(); + *task_data = *pCombInstrumentGuard; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYCOMBACTION; - if (pCombAction) - { - CThostFtdcCombActionField *task_data = new CThostFtdcCombActionField(); - *task_data = *pCombAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYCOMBACTION; + if (pCombAction) + { + CThostFtdcCombActionField *task_data = new CThostFtdcCombActionField(); + *task_data = *pCombAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYTRANSFERSERIAL; - if (pTransferSerial) - { - CThostFtdcTransferSerialField *task_data = new CThostFtdcTransferSerialField(); - *task_data = *pTransferSerial; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYTRANSFERSERIAL; + if (pTransferSerial) + { + CThostFtdcTransferSerialField *task_data = new CThostFtdcTransferSerialField(); + *task_data = *pTransferSerial; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYACCOUNTREGISTER; - if (pAccountregister) - { - CThostFtdcAccountregisterField *task_data = new CThostFtdcAccountregisterField(); - *task_data = *pAccountregister; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYACCOUNTREGISTER; + if (pAccountregister) + { + CThostFtdcAccountregisterField *task_data = new CThostFtdcAccountregisterField(); + *task_data = *pAccountregister; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPERROR; - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPERROR; + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRtnOrder(CThostFtdcOrderField *pOrder) { - Task task = Task(); - task.task_name = ONRTNORDER; - if (pOrder) - { - CThostFtdcOrderField *task_data = new CThostFtdcOrderField(); - *task_data = *pOrder; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNORDER; + if (pOrder) + { + CThostFtdcOrderField *task_data = new CThostFtdcOrderField(); + *task_data = *pOrder; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnTrade(CThostFtdcTradeField *pTrade) { - Task task = Task(); - task.task_name = ONRTNTRADE; - if (pTrade) - { - CThostFtdcTradeField *task_data = new CThostFtdcTradeField(); - *task_data = *pTrade; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNTRADE; + if (pTrade) + { + CThostFtdcTradeField *task_data = new CThostFtdcTradeField(); + *task_data = *pTrade; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNORDERINSERT; - if (pInputOrder) - { - CThostFtdcInputOrderField *task_data = new CThostFtdcInputOrderField(); - *task_data = *pInputOrder; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNORDERINSERT; + if (pInputOrder) + { + CThostFtdcInputOrderField *task_data = new CThostFtdcInputOrderField(); + *task_data = *pInputOrder; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNORDERACTION; - if (pOrderAction) - { - CThostFtdcOrderActionField *task_data = new CThostFtdcOrderActionField(); - *task_data = *pOrderAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNORDERACTION; + if (pOrderAction) + { + CThostFtdcOrderActionField *task_data = new CThostFtdcOrderActionField(); + *task_data = *pOrderAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) { - Task task = Task(); - task.task_name = ONRTNINSTRUMENTSTATUS; - if (pInstrumentStatus) - { - CThostFtdcInstrumentStatusField *task_data = new CThostFtdcInstrumentStatusField(); - *task_data = *pInstrumentStatus; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNINSTRUMENTSTATUS; + if (pInstrumentStatus) + { + CThostFtdcInstrumentStatusField *task_data = new CThostFtdcInstrumentStatusField(); + *task_data = *pInstrumentStatus; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnBulletin(CThostFtdcBulletinField *pBulletin) { - Task task = Task(); - task.task_name = ONRTNBULLETIN; - if (pBulletin) - { - CThostFtdcBulletinField *task_data = new CThostFtdcBulletinField(); - *task_data = *pBulletin; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNBULLETIN; + if (pBulletin) + { + CThostFtdcBulletinField *task_data = new CThostFtdcBulletinField(); + *task_data = *pBulletin; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo) { - Task task = Task(); - task.task_name = ONRTNTRADINGNOTICE; - if (pTradingNoticeInfo) - { - CThostFtdcTradingNoticeInfoField *task_data = new CThostFtdcTradingNoticeInfoField(); - *task_data = *pTradingNoticeInfo; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNTRADINGNOTICE; + if (pTradingNoticeInfo) + { + CThostFtdcTradingNoticeInfoField *task_data = new CThostFtdcTradingNoticeInfoField(); + *task_data = *pTradingNoticeInfo; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder) { - Task task = Task(); - task.task_name = ONRTNERRORCONDITIONALORDER; - if (pErrorConditionalOrder) - { - CThostFtdcErrorConditionalOrderField *task_data = new CThostFtdcErrorConditionalOrderField(); - *task_data = *pErrorConditionalOrder; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNERRORCONDITIONALORDER; + if (pErrorConditionalOrder) + { + CThostFtdcErrorConditionalOrderField *task_data = new CThostFtdcErrorConditionalOrderField(); + *task_data = *pErrorConditionalOrder; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) { - Task task = Task(); - task.task_name = ONRTNEXECORDER; - if (pExecOrder) - { - CThostFtdcExecOrderField *task_data = new CThostFtdcExecOrderField(); - *task_data = *pExecOrder; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNEXECORDER; + if (pExecOrder) + { + CThostFtdcExecOrderField *task_data = new CThostFtdcExecOrderField(); + *task_data = *pExecOrder; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNEXECORDERINSERT; - if (pInputExecOrder) - { - CThostFtdcInputExecOrderField *task_data = new CThostFtdcInputExecOrderField(); - *task_data = *pInputExecOrder; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNEXECORDERINSERT; + if (pInputExecOrder) + { + CThostFtdcInputExecOrderField *task_data = new CThostFtdcInputExecOrderField(); + *task_data = *pInputExecOrder; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNEXECORDERACTION; - if (pExecOrderAction) - { - CThostFtdcExecOrderActionField *task_data = new CThostFtdcExecOrderActionField(); - *task_data = *pExecOrderAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNEXECORDERACTION; + if (pExecOrderAction) + { + CThostFtdcExecOrderActionField *task_data = new CThostFtdcExecOrderActionField(); + *task_data = *pExecOrderAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNFORQUOTEINSERT; - if (pInputForQuote) - { - CThostFtdcInputForQuoteField *task_data = new CThostFtdcInputForQuoteField(); - *task_data = *pInputForQuote; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNFORQUOTEINSERT; + if (pInputForQuote) + { + CThostFtdcInputForQuoteField *task_data = new CThostFtdcInputForQuoteField(); + *task_data = *pInputForQuote; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnRtnQuote(CThostFtdcQuoteField *pQuote) { - Task task = Task(); - task.task_name = ONRTNQUOTE; - if (pQuote) - { - CThostFtdcQuoteField *task_data = new CThostFtdcQuoteField(); - *task_data = *pQuote; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNQUOTE; + if (pQuote) + { + CThostFtdcQuoteField *task_data = new CThostFtdcQuoteField(); + *task_data = *pQuote; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNQUOTEINSERT; - if (pInputQuote) - { - CThostFtdcInputQuoteField *task_data = new CThostFtdcInputQuoteField(); - *task_data = *pInputQuote; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNQUOTEINSERT; + if (pInputQuote) + { + CThostFtdcInputQuoteField *task_data = new CThostFtdcInputQuoteField(); + *task_data = *pInputQuote; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNQUOTEACTION; - if (pQuoteAction) - { - CThostFtdcQuoteActionField *task_data = new CThostFtdcQuoteActionField(); - *task_data = *pQuoteAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNQUOTEACTION; + if (pQuoteAction) + { + CThostFtdcQuoteActionField *task_data = new CThostFtdcQuoteActionField(); + *task_data = *pQuoteAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) { - Task task = Task(); - task.task_name = ONRTNFORQUOTERSP; - if (pForQuoteRsp) - { - CThostFtdcForQuoteRspField *task_data = new CThostFtdcForQuoteRspField(); - *task_data = *pForQuoteRsp; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNFORQUOTERSP; + if (pForQuoteRsp) + { + CThostFtdcForQuoteRspField *task_data = new CThostFtdcForQuoteRspField(); + *task_data = *pForQuoteRsp; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) { - Task task = Task(); - task.task_name = ONRTNCFMMCTRADINGACCOUNTTOKEN; - if (pCFMMCTradingAccountToken) - { - CThostFtdcCFMMCTradingAccountTokenField *task_data = new CThostFtdcCFMMCTradingAccountTokenField(); - *task_data = *pCFMMCTradingAccountToken; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNCFMMCTRADINGACCOUNTTOKEN; + if (pCFMMCTradingAccountToken) + { + CThostFtdcCFMMCTradingAccountTokenField *task_data = new CThostFtdcCFMMCTradingAccountTokenField(); + *task_data = *pCFMMCTradingAccountToken; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNBATCHORDERACTION; - if (pBatchOrderAction) - { - CThostFtdcBatchOrderActionField *task_data = new CThostFtdcBatchOrderActionField(); - *task_data = *pBatchOrderAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNBATCHORDERACTION; + if (pBatchOrderAction) + { + CThostFtdcBatchOrderActionField *task_data = new CThostFtdcBatchOrderActionField(); + *task_data = *pBatchOrderAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnRtnOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose) { - Task task = Task(); - task.task_name = ONRTNOPTIONSELFCLOSE; - if (pOptionSelfClose) - { - CThostFtdcOptionSelfCloseField *task_data = new CThostFtdcOptionSelfCloseField(); - *task_data = *pOptionSelfClose; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNOPTIONSELFCLOSE; + if (pOptionSelfClose) + { + CThostFtdcOptionSelfCloseField *task_data = new CThostFtdcOptionSelfCloseField(); + *task_data = *pOptionSelfClose; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNOPTIONSELFCLOSEINSERT; - if (pInputOptionSelfClose) - { - CThostFtdcInputOptionSelfCloseField *task_data = new CThostFtdcInputOptionSelfCloseField(); - *task_data = *pInputOptionSelfClose; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNOPTIONSELFCLOSEINSERT; + if (pInputOptionSelfClose) + { + CThostFtdcInputOptionSelfCloseField *task_data = new CThostFtdcInputOptionSelfCloseField(); + *task_data = *pInputOptionSelfClose; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnOptionSelfCloseAction(CThostFtdcOptionSelfCloseActionField *pOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNOPTIONSELFCLOSEACTION; - if (pOptionSelfCloseAction) - { - CThostFtdcOptionSelfCloseActionField *task_data = new CThostFtdcOptionSelfCloseActionField(); - *task_data = *pOptionSelfCloseAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNOPTIONSELFCLOSEACTION; + if (pOptionSelfCloseAction) + { + CThostFtdcOptionSelfCloseActionField *task_data = new CThostFtdcOptionSelfCloseActionField(); + *task_data = *pOptionSelfCloseAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnRtnCombAction(CThostFtdcCombActionField *pCombAction) { - Task task = Task(); - task.task_name = ONRTNCOMBACTION; - if (pCombAction) - { - CThostFtdcCombActionField *task_data = new CThostFtdcCombActionField(); - *task_data = *pCombAction; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNCOMBACTION; + if (pCombAction) + { + CThostFtdcCombActionField *task_data = new CThostFtdcCombActionField(); + *task_data = *pCombAction; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNCOMBACTIONINSERT; - if (pInputCombAction) - { - CThostFtdcInputCombActionField *task_data = new CThostFtdcInputCombActionField(); - *task_data = *pInputCombAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNCOMBACTIONINSERT; + if (pInputCombAction) + { + CThostFtdcInputCombActionField *task_data = new CThostFtdcInputCombActionField(); + *task_data = *pInputCombAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYCONTRACTBANK; - if (pContractBank) - { - CThostFtdcContractBankField *task_data = new CThostFtdcContractBankField(); - *task_data = *pContractBank; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYCONTRACTBANK; + if (pContractBank) + { + CThostFtdcContractBankField *task_data = new CThostFtdcContractBankField(); + *task_data = *pContractBank; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYPARKEDORDER; - if (pParkedOrder) - { - CThostFtdcParkedOrderField *task_data = new CThostFtdcParkedOrderField(); - *task_data = *pParkedOrder; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYPARKEDORDER; + if (pParkedOrder) + { + CThostFtdcParkedOrderField *task_data = new CThostFtdcParkedOrderField(); + *task_data = *pParkedOrder; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYPARKEDORDERACTION; - if (pParkedOrderAction) - { - CThostFtdcParkedOrderActionField *task_data = new CThostFtdcParkedOrderActionField(); - *task_data = *pParkedOrderAction; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYPARKEDORDERACTION; + if (pParkedOrderAction) + { + CThostFtdcParkedOrderActionField *task_data = new CThostFtdcParkedOrderActionField(); + *task_data = *pParkedOrderAction; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYTRADINGNOTICE; - if (pTradingNotice) - { - CThostFtdcTradingNoticeField *task_data = new CThostFtdcTradingNoticeField(); - *task_data = *pTradingNotice; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYTRADINGNOTICE; + if (pTradingNotice) + { + CThostFtdcTradingNoticeField *task_data = new CThostFtdcTradingNoticeField(); + *task_data = *pTradingNotice; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField *pBrokerTradingParams, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYBROKERTRADINGPARAMS; - if (pBrokerTradingParams) - { - CThostFtdcBrokerTradingParamsField *task_data = new CThostFtdcBrokerTradingParamsField(); - *task_data = *pBrokerTradingParams; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYBROKERTRADINGPARAMS; + if (pBrokerTradingParams) + { + CThostFtdcBrokerTradingParamsField *task_data = new CThostFtdcBrokerTradingParamsField(); + *task_data = *pBrokerTradingParams; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQRYBROKERTRADINGALGOS; - if (pBrokerTradingAlgos) - { - CThostFtdcBrokerTradingAlgosField *task_data = new CThostFtdcBrokerTradingAlgosField(); - *task_data = *pBrokerTradingAlgos; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQRYBROKERTRADINGALGOS; + if (pBrokerTradingAlgos) + { + CThostFtdcBrokerTradingAlgosField *task_data = new CThostFtdcBrokerTradingAlgosField(); + *task_data = *pBrokerTradingAlgos; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQUERYCFMMCTRADINGACCOUNTTOKEN; - if (pQueryCFMMCTradingAccountToken) - { - CThostFtdcQueryCFMMCTradingAccountTokenField *task_data = new CThostFtdcQueryCFMMCTradingAccountTokenField(); - *task_data = *pQueryCFMMCTradingAccountToken; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQUERYCFMMCTRADINGACCOUNTTOKEN; + if (pQueryCFMMCTradingAccountToken) + { + CThostFtdcQueryCFMMCTradingAccountTokenField *task_data = new CThostFtdcQueryCFMMCTradingAccountTokenField(); + *task_data = *pQueryCFMMCTradingAccountToken; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRtnFromBankToFutureByBank(CThostFtdcRspTransferField *pRspTransfer) { - Task task = Task(); - task.task_name = ONRTNFROMBANKTOFUTUREBYBANK; - if (pRspTransfer) - { - CThostFtdcRspTransferField *task_data = new CThostFtdcRspTransferField(); - *task_data = *pRspTransfer; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNFROMBANKTOFUTUREBYBANK; + if (pRspTransfer) + { + CThostFtdcRspTransferField *task_data = new CThostFtdcRspTransferField(); + *task_data = *pRspTransfer; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnFromFutureToBankByBank(CThostFtdcRspTransferField *pRspTransfer) { - Task task = Task(); - task.task_name = ONRTNFROMFUTURETOBANKBYBANK; - if (pRspTransfer) - { - CThostFtdcRspTransferField *task_data = new CThostFtdcRspTransferField(); - *task_data = *pRspTransfer; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNFROMFUTURETOBANKBYBANK; + if (pRspTransfer) + { + CThostFtdcRspTransferField *task_data = new CThostFtdcRspTransferField(); + *task_data = *pRspTransfer; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnRepealFromBankToFutureByBank(CThostFtdcRspRepealField *pRspRepeal) { - Task task = Task(); - task.task_name = ONRTNREPEALFROMBANKTOFUTUREBYBANK; - if (pRspRepeal) - { - CThostFtdcRspRepealField *task_data = new CThostFtdcRspRepealField(); - *task_data = *pRspRepeal; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNREPEALFROMBANKTOFUTUREBYBANK; + if (pRspRepeal) + { + CThostFtdcRspRepealField *task_data = new CThostFtdcRspRepealField(); + *task_data = *pRspRepeal; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnRepealFromFutureToBankByBank(CThostFtdcRspRepealField *pRspRepeal) { - Task task = Task(); - task.task_name = ONRTNREPEALFROMFUTURETOBANKBYBANK; - if (pRspRepeal) - { - CThostFtdcRspRepealField *task_data = new CThostFtdcRspRepealField(); - *task_data = *pRspRepeal; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNREPEALFROMFUTURETOBANKBYBANK; + if (pRspRepeal) + { + CThostFtdcRspRepealField *task_data = new CThostFtdcRspRepealField(); + *task_data = *pRspRepeal; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnFromBankToFutureByFuture(CThostFtdcRspTransferField *pRspTransfer) { - Task task = Task(); - task.task_name = ONRTNFROMBANKTOFUTUREBYFUTURE; - if (pRspTransfer) - { - CThostFtdcRspTransferField *task_data = new CThostFtdcRspTransferField(); - *task_data = *pRspTransfer; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNFROMBANKTOFUTUREBYFUTURE; + if (pRspTransfer) + { + CThostFtdcRspTransferField *task_data = new CThostFtdcRspTransferField(); + *task_data = *pRspTransfer; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnFromFutureToBankByFuture(CThostFtdcRspTransferField *pRspTransfer) { - Task task = Task(); - task.task_name = ONRTNFROMFUTURETOBANKBYFUTURE; - if (pRspTransfer) - { - CThostFtdcRspTransferField *task_data = new CThostFtdcRspTransferField(); - *task_data = *pRspTransfer; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNFROMFUTURETOBANKBYFUTURE; + if (pRspTransfer) + { + CThostFtdcRspTransferField *task_data = new CThostFtdcRspTransferField(); + *task_data = *pRspTransfer; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnRepealFromBankToFutureByFutureManual(CThostFtdcRspRepealField *pRspRepeal) { - Task task = Task(); - task.task_name = ONRTNREPEALFROMBANKTOFUTUREBYFUTUREMANUAL; - if (pRspRepeal) - { - CThostFtdcRspRepealField *task_data = new CThostFtdcRspRepealField(); - *task_data = *pRspRepeal; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNREPEALFROMBANKTOFUTUREBYFUTUREMANUAL; + if (pRspRepeal) + { + CThostFtdcRspRepealField *task_data = new CThostFtdcRspRepealField(); + *task_data = *pRspRepeal; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnRepealFromFutureToBankByFutureManual(CThostFtdcRspRepealField *pRspRepeal) { - Task task = Task(); - task.task_name = ONRTNREPEALFROMFUTURETOBANKBYFUTUREMANUAL; - if (pRspRepeal) - { - CThostFtdcRspRepealField *task_data = new CThostFtdcRspRepealField(); - *task_data = *pRspRepeal; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNREPEALFROMFUTURETOBANKBYFUTUREMANUAL; + if (pRspRepeal) + { + CThostFtdcRspRepealField *task_data = new CThostFtdcRspRepealField(); + *task_data = *pRspRepeal; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnQueryBankBalanceByFuture(CThostFtdcNotifyQueryAccountField *pNotifyQueryAccount) { - Task task = Task(); - task.task_name = ONRTNQUERYBANKBALANCEBYFUTURE; - if (pNotifyQueryAccount) - { - CThostFtdcNotifyQueryAccountField *task_data = new CThostFtdcNotifyQueryAccountField(); - *task_data = *pNotifyQueryAccount; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNQUERYBANKBALANCEBYFUTURE; + if (pNotifyQueryAccount) + { + CThostFtdcNotifyQueryAccountField *task_data = new CThostFtdcNotifyQueryAccountField(); + *task_data = *pNotifyQueryAccount; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNBANKTOFUTUREBYFUTURE; - if (pReqTransfer) - { - CThostFtdcReqTransferField *task_data = new CThostFtdcReqTransferField(); - *task_data = *pReqTransfer; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNBANKTOFUTUREBYFUTURE; + if (pReqTransfer) + { + CThostFtdcReqTransferField *task_data = new CThostFtdcReqTransferField(); + *task_data = *pReqTransfer; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNFUTURETOBANKBYFUTURE; - if (pReqTransfer) - { - CThostFtdcReqTransferField *task_data = new CThostFtdcReqTransferField(); - *task_data = *pReqTransfer; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNFUTURETOBANKBYFUTURE; + if (pReqTransfer) + { + CThostFtdcReqTransferField *task_data = new CThostFtdcReqTransferField(); + *task_data = *pReqTransfer; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnRepealBankToFutureByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNREPEALBANKTOFUTUREBYFUTUREMANUAL; - if (pReqRepeal) - { - CThostFtdcReqRepealField *task_data = new CThostFtdcReqRepealField(); - *task_data = *pReqRepeal; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNREPEALBANKTOFUTUREBYFUTUREMANUAL; + if (pReqRepeal) + { + CThostFtdcReqRepealField *task_data = new CThostFtdcReqRepealField(); + *task_data = *pReqRepeal; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnRepealFutureToBankByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNREPEALFUTURETOBANKBYFUTUREMANUAL; - if (pReqRepeal) - { - CThostFtdcReqRepealField *task_data = new CThostFtdcReqRepealField(); - *task_data = *pReqRepeal; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNREPEALFUTURETOBANKBYFUTUREMANUAL; + if (pReqRepeal) + { + CThostFtdcReqRepealField *task_data = new CThostFtdcReqRepealField(); + *task_data = *pReqRepeal; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnErrRtnQueryBankBalanceByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo) { - Task task = Task(); - task.task_name = ONERRRTNQUERYBANKBALANCEBYFUTURE; - if (pReqQueryAccount) - { - CThostFtdcReqQueryAccountField *task_data = new CThostFtdcReqQueryAccountField(); - *task_data = *pReqQueryAccount; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONERRRTNQUERYBANKBALANCEBYFUTURE; + if (pReqQueryAccount) + { + CThostFtdcReqQueryAccountField *task_data = new CThostFtdcReqQueryAccountField(); + *task_data = *pReqQueryAccount; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + this->task_queue.push(task); }; void TdApi::OnRtnRepealFromBankToFutureByFuture(CThostFtdcRspRepealField *pRspRepeal) { - Task task = Task(); - task.task_name = ONRTNREPEALFROMBANKTOFUTUREBYFUTURE; - if (pRspRepeal) - { - CThostFtdcRspRepealField *task_data = new CThostFtdcRspRepealField(); - *task_data = *pRspRepeal; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNREPEALFROMBANKTOFUTUREBYFUTURE; + if (pRspRepeal) + { + CThostFtdcRspRepealField *task_data = new CThostFtdcRspRepealField(); + *task_data = *pRspRepeal; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnRepealFromFutureToBankByFuture(CThostFtdcRspRepealField *pRspRepeal) { - Task task = Task(); - task.task_name = ONRTNREPEALFROMFUTURETOBANKBYFUTURE; - if (pRspRepeal) - { - CThostFtdcRspRepealField *task_data = new CThostFtdcRspRepealField(); - *task_data = *pRspRepeal; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNREPEALFROMFUTURETOBANKBYFUTURE; + if (pRspRepeal) + { + CThostFtdcRspRepealField *task_data = new CThostFtdcRspRepealField(); + *task_data = *pRspRepeal; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPFROMBANKTOFUTUREBYFUTURE; - if (pReqTransfer) - { - CThostFtdcReqTransferField *task_data = new CThostFtdcReqTransferField(); - *task_data = *pReqTransfer; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPFROMBANKTOFUTUREBYFUTURE; + if (pReqTransfer) + { + CThostFtdcReqTransferField *task_data = new CThostFtdcReqTransferField(); + *task_data = *pReqTransfer; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPFROMFUTURETOBANKBYFUTURE; - if (pReqTransfer) - { - CThostFtdcReqTransferField *task_data = new CThostFtdcReqTransferField(); - *task_data = *pReqTransfer; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPFROMFUTURETOBANKBYFUTURE; + if (pReqTransfer) + { + CThostFtdcReqTransferField *task_data = new CThostFtdcReqTransferField(); + *task_data = *pReqTransfer; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { - Task task = Task(); - task.task_name = ONRSPQUERYBANKACCOUNTMONEYBYFUTURE; - if (pReqQueryAccount) - { - CThostFtdcReqQueryAccountField *task_data = new CThostFtdcReqQueryAccountField(); - *task_data = *pReqQueryAccount; - task.task_data = task_data; - } - if (pRspInfo) - { - CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); - *task_error = *pRspInfo; - task.task_error = task_error; - } - task.task_id = nRequestID; - task.task_last = bIsLast; - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRSPQUERYBANKACCOUNTMONEYBYFUTURE; + if (pReqQueryAccount) + { + CThostFtdcReqQueryAccountField *task_data = new CThostFtdcReqQueryAccountField(); + *task_data = *pReqQueryAccount; + task.task_data = task_data; + } + if (pRspInfo) + { + CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField(); + *task_error = *pRspInfo; + task.task_error = task_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); }; void TdApi::OnRtnOpenAccountByBank(CThostFtdcOpenAccountField *pOpenAccount) { - Task task = Task(); - task.task_name = ONRTNOPENACCOUNTBYBANK; - if (pOpenAccount) - { - CThostFtdcOpenAccountField *task_data = new CThostFtdcOpenAccountField(); - *task_data = *pOpenAccount; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNOPENACCOUNTBYBANK; + if (pOpenAccount) + { + CThostFtdcOpenAccountField *task_data = new CThostFtdcOpenAccountField(); + *task_data = *pOpenAccount; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnCancelAccountByBank(CThostFtdcCancelAccountField *pCancelAccount) { - Task task = Task(); - task.task_name = ONRTNCANCELACCOUNTBYBANK; - if (pCancelAccount) - { - CThostFtdcCancelAccountField *task_data = new CThostFtdcCancelAccountField(); - *task_data = *pCancelAccount; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNCANCELACCOUNTBYBANK; + if (pCancelAccount) + { + CThostFtdcCancelAccountField *task_data = new CThostFtdcCancelAccountField(); + *task_data = *pCancelAccount; + task.task_data = task_data; + } + this->task_queue.push(task); }; void TdApi::OnRtnChangeAccountByBank(CThostFtdcChangeAccountField *pChangeAccount) { - Task task = Task(); - task.task_name = ONRTNCHANGEACCOUNTBYBANK; - if (pChangeAccount) - { - CThostFtdcChangeAccountField *task_data = new CThostFtdcChangeAccountField(); - *task_data = *pChangeAccount; - task.task_data = task_data; - } - this->task_queue.push(task); + Task task = Task(); + task.task_name = ONRTNCHANGEACCOUNTBYBANK; + if (pChangeAccount) + { + CThostFtdcChangeAccountField *task_data = new CThostFtdcChangeAccountField(); + *task_data = *pChangeAccount; + task.task_data = task_data; + } + this->task_queue.push(task); }; + ///------------------------------------------------------------------------------------- ///工作线程从队列中取出数据，转化为python对象后，进行推送 ///------------------------------------------------------------------------------------- @@ -2566,6 +2608,18 @@ void TdApi::processTask() break; } + case ONRSPQRYSECAGENTTRADINGACCOUNT: + { + this->processRspQrySecAgentTradingAccount(&task); + break; + } + + case ONRSPQRYSECAGENTCHECKMODE: + { + this->processRspQrySecAgentCheckMode(&task); + break; + } + case ONRSPQRYOPTIONINSTRTRADECOST: { this->processRspQryOptionInstrTradeCost(&task); @@ -2949,6 +3003,8 @@ void TdApi::processTask() this->processRtnChangeAccountByBank(&task); break; } + + }; } } @@ -2956,7 +3012,6 @@ void TdApi::processTask() { } }; - void TdApi::processFrontConnected(Task *task) { gil_scoped_acquire acquire; @@ -4825,6 +4880,100 @@ void TdApi::processRspQryInstrumentOrderCommRate(Task *task) this->onRspQryInstrumentOrderCommRate(data, error, task->task_id, task->task_last); }; +void TdApi::processRspQrySecAgentTradingAccount(Task *task) +{ + gil_scoped_acquire acquire; + dict data; + if (task->task_data) + { + CThostFtdcTradingAccountField *task_data = (CThostFtdcTradingAccountField*)task->task_data; + data["BrokerID"] = toUtf(task_data->BrokerID); + data["AccountID"] = toUtf(task_data->AccountID); + data["PreMortgage"] = task_data->PreMortgage; + data["PreCredit"] = task_data->PreCredit; + data["PreDeposit"] = task_data->PreDeposit; + data["PreBalance"] = task_data->PreBalance; + data["PreMargin"] = task_data->PreMargin; + data["InterestBase"] = task_data->InterestBase; + data["Interest"] = task_data->Interest; + data["Deposit"] = task_data->Deposit; + data["Withdraw"] = task_data->Withdraw; + data["FrozenMargin"] = task_data->FrozenMargin; + data["FrozenCash"] = task_data->FrozenCash; + data["FrozenCommission"] = task_data->FrozenCommission; + data["CurrMargin"] = task_data->CurrMargin; + data["CashIn"] = task_data->CashIn; + data["Commission"] = task_data->Commission; + data["CloseProfit"] = task_data->CloseProfit; + data["PositionProfit"] = task_data->PositionProfit; + data["Balance"] = task_data->Balance; + data["Available"] = task_data->Available; + data["WithdrawQuota"] = task_data->WithdrawQuota; + data["Reserve"] = task_data->Reserve; + data["TradingDay"] = toUtf(task_data->TradingDay); + data["SettlementID"] = task_data->SettlementID; + data["Credit"] = task_data->Credit; + data["Mortgage"] = task_data->Mortgage; + data["ExchangeMargin"] = task_data->ExchangeMargin; + data["DeliveryMargin"] = task_data->DeliveryMargin; + data["ExchangeDeliveryMargin"] = task_data->ExchangeDeliveryMargin; + data["ReserveBalance"] = task_data->ReserveBalance; + data["CurrencyID"] = toUtf(task_data->CurrencyID); + data["PreFundMortgageIn"] = task_data->PreFundMortgageIn; + data["PreFundMortgageOut"] = task_data->PreFundMortgageOut; + data["FundMortgageIn"] = task_data->FundMortgageIn; + data["FundMortgageOut"] = task_data->FundMortgageOut; + data["FundMortgageAvailable"] = task_data->FundMortgageAvailable; + data["MortgageableFund"] = task_data->MortgageableFund; + data["SpecProductMargin"] = task_data->SpecProductMargin; + data["SpecProductFrozenMargin"] = task_data->SpecProductFrozenMargin; + data["SpecProductCommission"] = task_data->SpecProductCommission; + data["SpecProductFrozenCommission"] = task_data->SpecProductFrozenCommission; + data["SpecProductPositionProfit"] = task_data->SpecProductPositionProfit; + data["SpecProductCloseProfit"] = task_data->SpecProductCloseProfit; + data["SpecProductPositionProfitByAlg"] = task_data->SpecProductPositionProfitByAlg; + data["SpecProductExchangeMargin"] = task_data->SpecProductExchangeMargin; + data["BizType"] = task_data->BizType; + data["FrozenSwap"] = task_data->FrozenSwap; + data["RemainSwap"] = task_data->RemainSwap; + delete task->task_data; + } + dict error; + if (task->task_error) + { + CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error; + error["ErrorID"] = task_error->ErrorID; + error["ErrorMsg"] = toUtf(task_error->ErrorMsg); + delete task->task_error; + } + this->onRspQrySecAgentTradingAccount(data, error, task->task_id, task->task_last); +}; + +void TdApi::processRspQrySecAgentCheckMode(Task *task) +{ + gil_scoped_acquire acquire; + dict data; + if (task->task_data) + { + CThostFtdcSecAgentCheckModeField *task_data = (CThostFtdcSecAgentCheckModeField*)task->task_data; + data["InvestorID"] = toUtf(task_data->InvestorID); + data["BrokerID"] = toUtf(task_data->BrokerID); + data["CurrencyID"] = toUtf(task_data->CurrencyID); + data["BrokerSecAgentID"] = toUtf(task_data->BrokerSecAgentID); + data["CheckSelfAccount"] = task_data->CheckSelfAccount; + delete task->task_data; + } + dict error; + if (task->task_error) + { + CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error; + error["ErrorID"] = task_error->ErrorID; + error["ErrorMsg"] = toUtf(task_error->ErrorMsg); + delete task->task_error; + } + this->onRspQrySecAgentCheckMode(data, error, task->task_id, task->task_last); +}; + void TdApi::processRspQryOptionInstrTradeCost(Task *task) { gil_scoped_acquire acquire; @@ -7895,1299 +8044,1321 @@ void TdApi::processRtnChangeAccountByBank(Task *task) void TdApi::createFtdcTraderApi(string pszFlowPath) { - this->api = CThostFtdcTraderApi::CreateFtdcTraderApi(pszFlowPath.c_str()); - this->api->RegisterSpi(this); + this->api = CThostFtdcTraderApi::CreateFtdcTraderApi(pszFlowPath.c_str()); + this->api->RegisterSpi(this); }; void TdApi::release() { - this->api->Release(); + this->api->Release(); }; void TdApi::init() { - this->active = true; - this->task_thread = thread(&TdApi::processTask, this); + this->active = true; + this->task_thread = thread(&TdApi::processTask, this); - this->api->Init(); + this->api->Init(); }; int TdApi::join() { - int i = this->api->Join(); - return i; + int i = this->api->Join(); + return i; }; int TdApi::exit() { - this->active = false; + this->active = false; this->task_queue.terminate(); this->task_thread.join(); - this->api->RegisterSpi(NULL); - this->api->Release(); - this->api = NULL; - return 1; + this->api->RegisterSpi(NULL); + this->api->Release(); + this->api = NULL; + return 1; }; string TdApi::getTradingDay() { - string day = this->api->GetTradingDay(); - return day; + string day = this->api->GetTradingDay(); + return day; }; void TdApi::registerFront(string pszFrontAddress) { - this->api->RegisterFront((char*)pszFrontAddress.c_str()); + this->api->RegisterFront((char*)pszFrontAddress.c_str()); }; void TdApi::subscribePrivateTopic(int nType) { - this->api->SubscribePrivateTopic((THOST_TE_RESUME_TYPE) nType); + this->api->SubscribePrivateTopic((THOST_TE_RESUME_TYPE) nType); }; void TdApi::subscribePublicTopic(int nType) { - this->api->SubscribePublicTopic((THOST_TE_RESUME_TYPE)nType); + this->api->SubscribePublicTopic((THOST_TE_RESUME_TYPE)nType); }; - int TdApi::reqAuthenticate(const dict &req, int reqid) { - CThostFtdcReqAuthenticateField myreq = CThostFtdcReqAuthenticateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "UserID", myreq.UserID); - getString(req, "UserProductInfo", myreq.UserProductInfo); - getString(req, "AuthCode", myreq.AuthCode); - int i = this->api->ReqAuthenticate(&myreq, reqid); - return i; + CThostFtdcReqAuthenticateField myreq = CThostFtdcReqAuthenticateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "UserID", myreq.UserID); + getString(req, "UserProductInfo", myreq.UserProductInfo); + getString(req, "AuthCode", myreq.AuthCode); + int i = this->api->ReqAuthenticate(&myreq, reqid); + return i; }; int TdApi::reqUserLogin(const dict &req, int reqid) { - CThostFtdcReqUserLoginField myreq = CThostFtdcReqUserLoginField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "TradingDay", myreq.TradingDay); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "UserID", myreq.UserID); - getString(req, "Password", myreq.Password); - getString(req, "UserProductInfo", myreq.UserProductInfo); - getString(req, "InterfaceProductInfo", myreq.InterfaceProductInfo); - getString(req, "ProtocolInfo", myreq.ProtocolInfo); - getString(req, "MacAddress", myreq.MacAddress); - getString(req, "OneTimePassword", myreq.OneTimePassword); - getString(req, "ClientIPAddress", myreq.ClientIPAddress); - getString(req, "LoginRemark", myreq.LoginRemark); - int i = this->api->ReqUserLogin(&myreq, reqid); - return i; + CThostFtdcReqUserLoginField myreq = CThostFtdcReqUserLoginField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "TradingDay", myreq.TradingDay); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "UserID", myreq.UserID); + getString(req, "Password", myreq.Password); + getString(req, "UserProductInfo", myreq.UserProductInfo); + getString(req, "InterfaceProductInfo", myreq.InterfaceProductInfo); + getString(req, "ProtocolInfo", myreq.ProtocolInfo); + getString(req, "MacAddress", myreq.MacAddress); + getString(req, "OneTimePassword", myreq.OneTimePassword); + getString(req, "ClientIPAddress", myreq.ClientIPAddress); + getString(req, "LoginRemark", myreq.LoginRemark); + int i = this->api->ReqUserLogin(&myreq, reqid); + return i; }; int TdApi::reqUserLogout(const dict &req, int reqid) { - CThostFtdcUserLogoutField myreq = CThostFtdcUserLogoutField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "UserID", myreq.UserID); - int i = this->api->ReqUserLogout(&myreq, reqid); - return i; + CThostFtdcUserLogoutField myreq = CThostFtdcUserLogoutField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "UserID", myreq.UserID); + int i = this->api->ReqUserLogout(&myreq, reqid); + return i; }; int TdApi::reqUserPasswordUpdate(const dict &req, int reqid) { - CThostFtdcUserPasswordUpdateField myreq = CThostFtdcUserPasswordUpdateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "UserID", myreq.UserID); - getString(req, "OldPassword", myreq.OldPassword); - getString(req, "NewPassword", myreq.NewPassword); - int i = this->api->ReqUserPasswordUpdate(&myreq, reqid); - return i; + CThostFtdcUserPasswordUpdateField myreq = CThostFtdcUserPasswordUpdateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "UserID", myreq.UserID); + getString(req, "OldPassword", myreq.OldPassword); + getString(req, "NewPassword", myreq.NewPassword); + int i = this->api->ReqUserPasswordUpdate(&myreq, reqid); + return i; }; int TdApi::reqTradingAccountPasswordUpdate(const dict &req, int reqid) { - CThostFtdcTradingAccountPasswordUpdateField myreq = CThostFtdcTradingAccountPasswordUpdateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "AccountID", myreq.AccountID); - getString(req, "OldPassword", myreq.OldPassword); - getString(req, "NewPassword", myreq.NewPassword); - getString(req, "CurrencyID", myreq.CurrencyID); - int i = this->api->ReqTradingAccountPasswordUpdate(&myreq, reqid); - return i; + CThostFtdcTradingAccountPasswordUpdateField myreq = CThostFtdcTradingAccountPasswordUpdateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "AccountID", myreq.AccountID); + getString(req, "OldPassword", myreq.OldPassword); + getString(req, "NewPassword", myreq.NewPassword); + getString(req, "CurrencyID", myreq.CurrencyID); + int i = this->api->ReqTradingAccountPasswordUpdate(&myreq, reqid); + return i; }; int TdApi::reqUserLogin2(const dict &req, int reqid) { - CThostFtdcReqUserLoginField myreq = CThostFtdcReqUserLoginField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "TradingDay", myreq.TradingDay); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "UserID", myreq.UserID); - getString(req, "Password", myreq.Password); - getString(req, "UserProductInfo", myreq.UserProductInfo); - getString(req, "InterfaceProductInfo", myreq.InterfaceProductInfo); - getString(req, "ProtocolInfo", myreq.ProtocolInfo); - getString(req, "MacAddress", myreq.MacAddress); - getString(req, "OneTimePassword", myreq.OneTimePassword); - getString(req, "ClientIPAddress", myreq.ClientIPAddress); - getString(req, "LoginRemark", myreq.LoginRemark); - int i = this->api->ReqUserLogin2(&myreq, reqid); - return i; + CThostFtdcReqUserLoginField myreq = CThostFtdcReqUserLoginField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "TradingDay", myreq.TradingDay); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "UserID", myreq.UserID); + getString(req, "Password", myreq.Password); + getString(req, "UserProductInfo", myreq.UserProductInfo); + getString(req, "InterfaceProductInfo", myreq.InterfaceProductInfo); + getString(req, "ProtocolInfo", myreq.ProtocolInfo); + getString(req, "MacAddress", myreq.MacAddress); + getString(req, "OneTimePassword", myreq.OneTimePassword); + getString(req, "ClientIPAddress", myreq.ClientIPAddress); + getString(req, "LoginRemark", myreq.LoginRemark); + int i = this->api->ReqUserLogin2(&myreq, reqid); + return i; }; int TdApi::reqUserPasswordUpdate2(const dict &req, int reqid) { - CThostFtdcUserPasswordUpdateField myreq = CThostFtdcUserPasswordUpdateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "UserID", myreq.UserID); - getString(req, "OldPassword", myreq.OldPassword); - getString(req, "NewPassword", myreq.NewPassword); - int i = this->api->ReqUserPasswordUpdate2(&myreq, reqid); - return i; + CThostFtdcUserPasswordUpdateField myreq = CThostFtdcUserPasswordUpdateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "UserID", myreq.UserID); + getString(req, "OldPassword", myreq.OldPassword); + getString(req, "NewPassword", myreq.NewPassword); + int i = this->api->ReqUserPasswordUpdate2(&myreq, reqid); + return i; }; int TdApi::reqOrderInsert(const dict &req, int reqid) { - CThostFtdcInputOrderField myreq = CThostFtdcInputOrderField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "OrderRef", myreq.OrderRef); - getString(req, "UserID", myreq.UserID); - getChar(req, "OrderPriceType", &myreq.OrderPriceType); - getChar(req, "Direction", &myreq.Direction); - getString(req, "CombOffsetFlag", myreq.CombOffsetFlag); - getString(req, "CombHedgeFlag", myreq.CombHedgeFlag); - getDouble(req, "LimitPrice", &myreq.LimitPrice); - getInt(req, "VolumeTotalOriginal", &myreq.VolumeTotalOriginal); - getChar(req, "TimeCondition", &myreq.TimeCondition); - getString(req, "GTDDate", myreq.GTDDate); - getChar(req, "VolumeCondition", &myreq.VolumeCondition); - getInt(req, "MinVolume", &myreq.MinVolume); - getChar(req, "ContingentCondition", &myreq.ContingentCondition); - getDouble(req, "StopPrice", &myreq.StopPrice); - getChar(req, "ForceCloseReason", &myreq.ForceCloseReason); - getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend); - getString(req, "BusinessUnit", myreq.BusinessUnit); - getInt(req, "RequestID", &myreq.RequestID); - getInt(req, "UserForceClose", &myreq.UserForceClose); - getInt(req, "IsSwapOrder", &myreq.IsSwapOrder); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - getString(req, "AccountID", myreq.AccountID); - getString(req, "CurrencyID", myreq.CurrencyID); - getString(req, "ClientID", myreq.ClientID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - int i = this->api->ReqOrderInsert(&myreq, reqid); - return i; + CThostFtdcInputOrderField myreq = CThostFtdcInputOrderField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "OrderRef", myreq.OrderRef); + getString(req, "UserID", myreq.UserID); + getChar(req, "OrderPriceType", &myreq.OrderPriceType); + getChar(req, "Direction", &myreq.Direction); + getString(req, "CombOffsetFlag", myreq.CombOffsetFlag); + getString(req, "CombHedgeFlag", myreq.CombHedgeFlag); + getDouble(req, "LimitPrice", &myreq.LimitPrice); + getInt(req, "VolumeTotalOriginal", &myreq.VolumeTotalOriginal); + getChar(req, "TimeCondition", &myreq.TimeCondition); + getString(req, "GTDDate", myreq.GTDDate); + getChar(req, "VolumeCondition", &myreq.VolumeCondition); + getInt(req, "MinVolume", &myreq.MinVolume); + getChar(req, "ContingentCondition", &myreq.ContingentCondition); + getDouble(req, "StopPrice", &myreq.StopPrice); + getChar(req, "ForceCloseReason", &myreq.ForceCloseReason); + getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend); + getString(req, "BusinessUnit", myreq.BusinessUnit); + getInt(req, "RequestID", &myreq.RequestID); + getInt(req, "UserForceClose", &myreq.UserForceClose); + getInt(req, "IsSwapOrder", &myreq.IsSwapOrder); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + getString(req, "AccountID", myreq.AccountID); + getString(req, "CurrencyID", myreq.CurrencyID); + getString(req, "ClientID", myreq.ClientID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + int i = this->api->ReqOrderInsert(&myreq, reqid); + return i; }; int TdApi::reqParkedOrderInsert(const dict &req, int reqid) { - CThostFtdcParkedOrderField myreq = CThostFtdcParkedOrderField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "OrderRef", myreq.OrderRef); - getString(req, "UserID", myreq.UserID); - getChar(req, "OrderPriceType", &myreq.OrderPriceType); - getChar(req, "Direction", &myreq.Direction); - getString(req, "CombOffsetFlag", myreq.CombOffsetFlag); - getString(req, "CombHedgeFlag", myreq.CombHedgeFlag); - getDouble(req, "LimitPrice", &myreq.LimitPrice); - getInt(req, "VolumeTotalOriginal", &myreq.VolumeTotalOriginal); - getChar(req, "TimeCondition", &myreq.TimeCondition); - getString(req, "GTDDate", myreq.GTDDate); - getChar(req, "VolumeCondition", &myreq.VolumeCondition); - getInt(req, "MinVolume", &myreq.MinVolume); - getChar(req, "ContingentCondition", &myreq.ContingentCondition); - getDouble(req, "StopPrice", &myreq.StopPrice); - getChar(req, "ForceCloseReason", &myreq.ForceCloseReason); - getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend); - getString(req, "BusinessUnit", myreq.BusinessUnit); - getInt(req, "RequestID", &myreq.RequestID); - getInt(req, "UserForceClose", &myreq.UserForceClose); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "ParkedOrderID", myreq.ParkedOrderID); - getChar(req, "UserType", &myreq.UserType); - getChar(req, "Status", &myreq.Status); - getInt(req, "ErrorID", &myreq.ErrorID); - getString(req, "ErrorMsg", myreq.ErrorMsg); - getInt(req, "IsSwapOrder", &myreq.IsSwapOrder); - getString(req, "AccountID", myreq.AccountID); - getString(req, "CurrencyID", myreq.CurrencyID); - getString(req, "ClientID", myreq.ClientID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - int i = this->api->ReqParkedOrderInsert(&myreq, reqid); - return i; + CThostFtdcParkedOrderField myreq = CThostFtdcParkedOrderField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "OrderRef", myreq.OrderRef); + getString(req, "UserID", myreq.UserID); + getChar(req, "OrderPriceType", &myreq.OrderPriceType); + getChar(req, "Direction", &myreq.Direction); + getString(req, "CombOffsetFlag", myreq.CombOffsetFlag); + getString(req, "CombHedgeFlag", myreq.CombHedgeFlag); + getDouble(req, "LimitPrice", &myreq.LimitPrice); + getInt(req, "VolumeTotalOriginal", &myreq.VolumeTotalOriginal); + getChar(req, "TimeCondition", &myreq.TimeCondition); + getString(req, "GTDDate", myreq.GTDDate); + getChar(req, "VolumeCondition", &myreq.VolumeCondition); + getInt(req, "MinVolume", &myreq.MinVolume); + getChar(req, "ContingentCondition", &myreq.ContingentCondition); + getDouble(req, "StopPrice", &myreq.StopPrice); + getChar(req, "ForceCloseReason", &myreq.ForceCloseReason); + getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend); + getString(req, "BusinessUnit", myreq.BusinessUnit); + getInt(req, "RequestID", &myreq.RequestID); + getInt(req, "UserForceClose", &myreq.UserForceClose); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "ParkedOrderID", myreq.ParkedOrderID); + getChar(req, "UserType", &myreq.UserType); + getChar(req, "Status", &myreq.Status); + getInt(req, "ErrorID", &myreq.ErrorID); + getString(req, "ErrorMsg", myreq.ErrorMsg); + getInt(req, "IsSwapOrder", &myreq.IsSwapOrder); + getString(req, "AccountID", myreq.AccountID); + getString(req, "CurrencyID", myreq.CurrencyID); + getString(req, "ClientID", myreq.ClientID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + int i = this->api->ReqParkedOrderInsert(&myreq, reqid); + return i; }; int TdApi::reqParkedOrderAction(const dict &req, int reqid) { - CThostFtdcParkedOrderActionField myreq = CThostFtdcParkedOrderActionField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getInt(req, "OrderActionRef", &myreq.OrderActionRef); - getString(req, "OrderRef", myreq.OrderRef); - getInt(req, "RequestID", &myreq.RequestID); - getInt(req, "FrontID", &myreq.FrontID); - getInt(req, "SessionID", &myreq.SessionID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "OrderSysID", myreq.OrderSysID); - getChar(req, "ActionFlag", &myreq.ActionFlag); - getDouble(req, "LimitPrice", &myreq.LimitPrice); - getInt(req, "VolumeChange", &myreq.VolumeChange); - getString(req, "UserID", myreq.UserID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ParkedOrderActionID", myreq.ParkedOrderActionID); - getChar(req, "UserType", &myreq.UserType); - getChar(req, "Status", &myreq.Status); - getInt(req, "ErrorID", &myreq.ErrorID); - getString(req, "ErrorMsg", myreq.ErrorMsg); - getString(req, "InvestUnitID", myreq.InvestUnitID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - int i = this->api->ReqParkedOrderAction(&myreq, reqid); - return i; + CThostFtdcParkedOrderActionField myreq = CThostFtdcParkedOrderActionField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getInt(req, "OrderActionRef", &myreq.OrderActionRef); + getString(req, "OrderRef", myreq.OrderRef); + getInt(req, "RequestID", &myreq.RequestID); + getInt(req, "FrontID", &myreq.FrontID); + getInt(req, "SessionID", &myreq.SessionID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "OrderSysID", myreq.OrderSysID); + getChar(req, "ActionFlag", &myreq.ActionFlag); + getDouble(req, "LimitPrice", &myreq.LimitPrice); + getInt(req, "VolumeChange", &myreq.VolumeChange); + getString(req, "UserID", myreq.UserID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ParkedOrderActionID", myreq.ParkedOrderActionID); + getChar(req, "UserType", &myreq.UserType); + getChar(req, "Status", &myreq.Status); + getInt(req, "ErrorID", &myreq.ErrorID); + getString(req, "ErrorMsg", myreq.ErrorMsg); + getString(req, "InvestUnitID", myreq.InvestUnitID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + int i = this->api->ReqParkedOrderAction(&myreq, reqid); + return i; }; int TdApi::reqOrderAction(const dict &req, int reqid) { - CThostFtdcInputOrderActionField myreq = CThostFtdcInputOrderActionField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getInt(req, "OrderActionRef", &myreq.OrderActionRef); - getString(req, "OrderRef", myreq.OrderRef); - getInt(req, "RequestID", &myreq.RequestID); - getInt(req, "FrontID", &myreq.FrontID); - getInt(req, "SessionID", &myreq.SessionID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "OrderSysID", myreq.OrderSysID); - getChar(req, "ActionFlag", &myreq.ActionFlag); - getDouble(req, "LimitPrice", &myreq.LimitPrice); - getInt(req, "VolumeChange", &myreq.VolumeChange); - getString(req, "UserID", myreq.UserID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - int i = this->api->ReqOrderAction(&myreq, reqid); - return i; + CThostFtdcInputOrderActionField myreq = CThostFtdcInputOrderActionField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getInt(req, "OrderActionRef", &myreq.OrderActionRef); + getString(req, "OrderRef", myreq.OrderRef); + getInt(req, "RequestID", &myreq.RequestID); + getInt(req, "FrontID", &myreq.FrontID); + getInt(req, "SessionID", &myreq.SessionID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "OrderSysID", myreq.OrderSysID); + getChar(req, "ActionFlag", &myreq.ActionFlag); + getDouble(req, "LimitPrice", &myreq.LimitPrice); + getInt(req, "VolumeChange", &myreq.VolumeChange); + getString(req, "UserID", myreq.UserID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + int i = this->api->ReqOrderAction(&myreq, reqid); + return i; }; int TdApi::reqQueryMaxOrderVolume(const dict &req, int reqid) { - CThostFtdcQueryMaxOrderVolumeField myreq = CThostFtdcQueryMaxOrderVolumeField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getChar(req, "Direction", &myreq.Direction); - getChar(req, "OffsetFlag", &myreq.OffsetFlag); - getChar(req, "HedgeFlag", &myreq.HedgeFlag); - getInt(req, "MaxVolume", &myreq.MaxVolume); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQueryMaxOrderVolume(&myreq, reqid); - return i; + CThostFtdcQueryMaxOrderVolumeField myreq = CThostFtdcQueryMaxOrderVolumeField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "Direction", &myreq.Direction); + getChar(req, "OffsetFlag", &myreq.OffsetFlag); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getInt(req, "MaxVolume", &myreq.MaxVolume); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQueryMaxOrderVolume(&myreq, reqid); + return i; }; int TdApi::reqSettlementInfoConfirm(const dict &req, int reqid) { - CThostFtdcSettlementInfoConfirmField myreq = CThostFtdcSettlementInfoConfirmField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "ConfirmDate", myreq.ConfirmDate); - getString(req, "ConfirmTime", myreq.ConfirmTime); - getInt(req, "SettlementID", &myreq.SettlementID); - getString(req, "AccountID", myreq.AccountID); - getString(req, "CurrencyID", myreq.CurrencyID); - int i = this->api->ReqSettlementInfoConfirm(&myreq, reqid); - return i; + CThostFtdcSettlementInfoConfirmField myreq = CThostFtdcSettlementInfoConfirmField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "ConfirmDate", myreq.ConfirmDate); + getString(req, "ConfirmTime", myreq.ConfirmTime); + getInt(req, "SettlementID", &myreq.SettlementID); + getString(req, "AccountID", myreq.AccountID); + getString(req, "CurrencyID", myreq.CurrencyID); + int i = this->api->ReqSettlementInfoConfirm(&myreq, reqid); + return i; }; int TdApi::reqRemoveParkedOrder(const dict &req, int reqid) { - CThostFtdcRemoveParkedOrderField myreq = CThostFtdcRemoveParkedOrderField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "ParkedOrderID", myreq.ParkedOrderID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqRemoveParkedOrder(&myreq, reqid); - return i; + CThostFtdcRemoveParkedOrderField myreq = CThostFtdcRemoveParkedOrderField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "ParkedOrderID", myreq.ParkedOrderID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqRemoveParkedOrder(&myreq, reqid); + return i; }; int TdApi::reqRemoveParkedOrderAction(const dict &req, int reqid) { - CThostFtdcRemoveParkedOrderActionField myreq = CThostFtdcRemoveParkedOrderActionField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "ParkedOrderActionID", myreq.ParkedOrderActionID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqRemoveParkedOrderAction(&myreq, reqid); - return i; + CThostFtdcRemoveParkedOrderActionField myreq = CThostFtdcRemoveParkedOrderActionField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "ParkedOrderActionID", myreq.ParkedOrderActionID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqRemoveParkedOrderAction(&myreq, reqid); + return i; }; int TdApi::reqExecOrderInsert(const dict &req, int reqid) { - CThostFtdcInputExecOrderField myreq = CThostFtdcInputExecOrderField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExecOrderRef", myreq.ExecOrderRef); - getString(req, "UserID", myreq.UserID); - getInt(req, "Volume", &myreq.Volume); - getInt(req, "RequestID", &myreq.RequestID); - getString(req, "BusinessUnit", myreq.BusinessUnit); - getChar(req, "OffsetFlag", &myreq.OffsetFlag); - getChar(req, "HedgeFlag", &myreq.HedgeFlag); - getChar(req, "ActionType", &myreq.ActionType); - getChar(req, "PosiDirection", &myreq.PosiDirection); - getChar(req, "ReservePositionFlag", &myreq.ReservePositionFlag); - getChar(req, "CloseFlag", &myreq.CloseFlag); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - getString(req, "AccountID", myreq.AccountID); - getString(req, "CurrencyID", myreq.CurrencyID); - getString(req, "ClientID", myreq.ClientID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - int i = this->api->ReqExecOrderInsert(&myreq, reqid); - return i; + CThostFtdcInputExecOrderField myreq = CThostFtdcInputExecOrderField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExecOrderRef", myreq.ExecOrderRef); + getString(req, "UserID", myreq.UserID); + getInt(req, "Volume", &myreq.Volume); + getInt(req, "RequestID", &myreq.RequestID); + getString(req, "BusinessUnit", myreq.BusinessUnit); + getChar(req, "OffsetFlag", &myreq.OffsetFlag); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getChar(req, "ActionType", &myreq.ActionType); + getChar(req, "PosiDirection", &myreq.PosiDirection); + getChar(req, "ReservePositionFlag", &myreq.ReservePositionFlag); + getChar(req, "CloseFlag", &myreq.CloseFlag); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + getString(req, "AccountID", myreq.AccountID); + getString(req, "CurrencyID", myreq.CurrencyID); + getString(req, "ClientID", myreq.ClientID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + int i = this->api->ReqExecOrderInsert(&myreq, reqid); + return i; }; int TdApi::reqExecOrderAction(const dict &req, int reqid) { - CThostFtdcInputExecOrderActionField myreq = CThostFtdcInputExecOrderActionField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getInt(req, "ExecOrderActionRef", &myreq.ExecOrderActionRef); - getString(req, "ExecOrderRef", myreq.ExecOrderRef); - getInt(req, "RequestID", &myreq.RequestID); - getInt(req, "FrontID", &myreq.FrontID); - getInt(req, "SessionID", &myreq.SessionID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "ExecOrderSysID", myreq.ExecOrderSysID); - getChar(req, "ActionFlag", &myreq.ActionFlag); - getString(req, "UserID", myreq.UserID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - int i = this->api->ReqExecOrderAction(&myreq, reqid); - return i; + CThostFtdcInputExecOrderActionField myreq = CThostFtdcInputExecOrderActionField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getInt(req, "ExecOrderActionRef", &myreq.ExecOrderActionRef); + getString(req, "ExecOrderRef", myreq.ExecOrderRef); + getInt(req, "RequestID", &myreq.RequestID); + getInt(req, "FrontID", &myreq.FrontID); + getInt(req, "SessionID", &myreq.SessionID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "ExecOrderSysID", myreq.ExecOrderSysID); + getChar(req, "ActionFlag", &myreq.ActionFlag); + getString(req, "UserID", myreq.UserID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + int i = this->api->ReqExecOrderAction(&myreq, reqid); + return i; }; int TdApi::reqForQuoteInsert(const dict &req, int reqid) { - CThostFtdcInputForQuoteField myreq = CThostFtdcInputForQuoteField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ForQuoteRef", myreq.ForQuoteRef); - getString(req, "UserID", myreq.UserID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - int i = this->api->ReqForQuoteInsert(&myreq, reqid); - return i; + CThostFtdcInputForQuoteField myreq = CThostFtdcInputForQuoteField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ForQuoteRef", myreq.ForQuoteRef); + getString(req, "UserID", myreq.UserID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + int i = this->api->ReqForQuoteInsert(&myreq, reqid); + return i; }; int TdApi::reqQuoteInsert(const dict &req, int reqid) { - CThostFtdcInputQuoteField myreq = CThostFtdcInputQuoteField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "QuoteRef", myreq.QuoteRef); - getString(req, "UserID", myreq.UserID); - getDouble(req, "AskPrice", &myreq.AskPrice); - getDouble(req, "BidPrice", &myreq.BidPrice); - getInt(req, "AskVolume", &myreq.AskVolume); - getInt(req, "BidVolume", &myreq.BidVolume); - getInt(req, "RequestID", &myreq.RequestID); - getString(req, "BusinessUnit", myreq.BusinessUnit); - getChar(req, "AskOffsetFlag", &myreq.AskOffsetFlag); - getChar(req, "BidOffsetFlag", &myreq.BidOffsetFlag); - getChar(req, "AskHedgeFlag", &myreq.AskHedgeFlag); - getChar(req, "BidHedgeFlag", &myreq.BidHedgeFlag); - getString(req, "AskOrderRef", myreq.AskOrderRef); - getString(req, "BidOrderRef", myreq.BidOrderRef); - getString(req, "ForQuoteSysID", myreq.ForQuoteSysID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - getString(req, "ClientID", myreq.ClientID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - int i = this->api->ReqQuoteInsert(&myreq, reqid); - return i; + CThostFtdcInputQuoteField myreq = CThostFtdcInputQuoteField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "QuoteRef", myreq.QuoteRef); + getString(req, "UserID", myreq.UserID); + getDouble(req, "AskPrice", &myreq.AskPrice); + getDouble(req, "BidPrice", &myreq.BidPrice); + getInt(req, "AskVolume", &myreq.AskVolume); + getInt(req, "BidVolume", &myreq.BidVolume); + getInt(req, "RequestID", &myreq.RequestID); + getString(req, "BusinessUnit", myreq.BusinessUnit); + getChar(req, "AskOffsetFlag", &myreq.AskOffsetFlag); + getChar(req, "BidOffsetFlag", &myreq.BidOffsetFlag); + getChar(req, "AskHedgeFlag", &myreq.AskHedgeFlag); + getChar(req, "BidHedgeFlag", &myreq.BidHedgeFlag); + getString(req, "AskOrderRef", myreq.AskOrderRef); + getString(req, "BidOrderRef", myreq.BidOrderRef); + getString(req, "ForQuoteSysID", myreq.ForQuoteSysID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + getString(req, "ClientID", myreq.ClientID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + int i = this->api->ReqQuoteInsert(&myreq, reqid); + return i; }; int TdApi::reqQuoteAction(const dict &req, int reqid) { - CThostFtdcInputQuoteActionField myreq = CThostFtdcInputQuoteActionField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getInt(req, "QuoteActionRef", &myreq.QuoteActionRef); - getString(req, "QuoteRef", myreq.QuoteRef); - getInt(req, "RequestID", &myreq.RequestID); - getInt(req, "FrontID", &myreq.FrontID); - getInt(req, "SessionID", &myreq.SessionID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "QuoteSysID", myreq.QuoteSysID); - getChar(req, "ActionFlag", &myreq.ActionFlag); - getString(req, "UserID", myreq.UserID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - getString(req, "ClientID", myreq.ClientID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - int i = this->api->ReqQuoteAction(&myreq, reqid); - return i; + CThostFtdcInputQuoteActionField myreq = CThostFtdcInputQuoteActionField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getInt(req, "QuoteActionRef", &myreq.QuoteActionRef); + getString(req, "QuoteRef", myreq.QuoteRef); + getInt(req, "RequestID", &myreq.RequestID); + getInt(req, "FrontID", &myreq.FrontID); + getInt(req, "SessionID", &myreq.SessionID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "QuoteSysID", myreq.QuoteSysID); + getChar(req, "ActionFlag", &myreq.ActionFlag); + getString(req, "UserID", myreq.UserID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + getString(req, "ClientID", myreq.ClientID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + int i = this->api->ReqQuoteAction(&myreq, reqid); + return i; }; int TdApi::reqBatchOrderAction(const dict &req, int reqid) { - CThostFtdcInputBatchOrderActionField myreq = CThostFtdcInputBatchOrderActionField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getInt(req, "OrderActionRef", &myreq.OrderActionRef); - getInt(req, "RequestID", &myreq.RequestID); - getInt(req, "FrontID", &myreq.FrontID); - getInt(req, "SessionID", &myreq.SessionID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "UserID", myreq.UserID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - int i = this->api->ReqBatchOrderAction(&myreq, reqid); - return i; + CThostFtdcInputBatchOrderActionField myreq = CThostFtdcInputBatchOrderActionField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getInt(req, "OrderActionRef", &myreq.OrderActionRef); + getInt(req, "RequestID", &myreq.RequestID); + getInt(req, "FrontID", &myreq.FrontID); + getInt(req, "SessionID", &myreq.SessionID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "UserID", myreq.UserID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + int i = this->api->ReqBatchOrderAction(&myreq, reqid); + return i; }; int TdApi::reqOptionSelfCloseInsert(const dict &req, int reqid) { - CThostFtdcInputOptionSelfCloseField myreq = CThostFtdcInputOptionSelfCloseField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "OptionSelfCloseRef", myreq.OptionSelfCloseRef); - getString(req, "UserID", myreq.UserID); - getInt(req, "Volume", &myreq.Volume); - getInt(req, "RequestID", &myreq.RequestID); - getString(req, "BusinessUnit", myreq.BusinessUnit); - getChar(req, "HedgeFlag", &myreq.HedgeFlag); - getChar(req, "OptSelfCloseFlag", &myreq.OptSelfCloseFlag); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - getString(req, "AccountID", myreq.AccountID); - getString(req, "CurrencyID", myreq.CurrencyID); - getString(req, "ClientID", myreq.ClientID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - int i = this->api->ReqOptionSelfCloseInsert(&myreq, reqid); - return i; + CThostFtdcInputOptionSelfCloseField myreq = CThostFtdcInputOptionSelfCloseField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "OptionSelfCloseRef", myreq.OptionSelfCloseRef); + getString(req, "UserID", myreq.UserID); + getInt(req, "Volume", &myreq.Volume); + getInt(req, "RequestID", &myreq.RequestID); + getString(req, "BusinessUnit", myreq.BusinessUnit); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getChar(req, "OptSelfCloseFlag", &myreq.OptSelfCloseFlag); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + getString(req, "AccountID", myreq.AccountID); + getString(req, "CurrencyID", myreq.CurrencyID); + getString(req, "ClientID", myreq.ClientID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + int i = this->api->ReqOptionSelfCloseInsert(&myreq, reqid); + return i; }; int TdApi::reqOptionSelfCloseAction(const dict &req, int reqid) { - CThostFtdcInputOptionSelfCloseActionField myreq = CThostFtdcInputOptionSelfCloseActionField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getInt(req, "OptionSelfCloseActionRef", &myreq.OptionSelfCloseActionRef); - getString(req, "OptionSelfCloseRef", myreq.OptionSelfCloseRef); - getInt(req, "RequestID", &myreq.RequestID); - getInt(req, "FrontID", &myreq.FrontID); - getInt(req, "SessionID", &myreq.SessionID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "OptionSelfCloseSysID", myreq.OptionSelfCloseSysID); - getChar(req, "ActionFlag", &myreq.ActionFlag); - getString(req, "UserID", myreq.UserID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - int i = this->api->ReqOptionSelfCloseAction(&myreq, reqid); - return i; + CThostFtdcInputOptionSelfCloseActionField myreq = CThostFtdcInputOptionSelfCloseActionField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getInt(req, "OptionSelfCloseActionRef", &myreq.OptionSelfCloseActionRef); + getString(req, "OptionSelfCloseRef", myreq.OptionSelfCloseRef); + getInt(req, "RequestID", &myreq.RequestID); + getInt(req, "FrontID", &myreq.FrontID); + getInt(req, "SessionID", &myreq.SessionID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "OptionSelfCloseSysID", myreq.OptionSelfCloseSysID); + getChar(req, "ActionFlag", &myreq.ActionFlag); + getString(req, "UserID", myreq.UserID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + int i = this->api->ReqOptionSelfCloseAction(&myreq, reqid); + return i; }; int TdApi::reqCombActionInsert(const dict &req, int reqid) { - CThostFtdcInputCombActionField myreq = CThostFtdcInputCombActionField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "CombActionRef", myreq.CombActionRef); - getString(req, "UserID", myreq.UserID); - getChar(req, "Direction", &myreq.Direction); - getInt(req, "Volume", &myreq.Volume); - getChar(req, "CombDirection", &myreq.CombDirection); - getChar(req, "HedgeFlag", &myreq.HedgeFlag); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "IPAddress", myreq.IPAddress); - getString(req, "MacAddress", myreq.MacAddress); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqCombActionInsert(&myreq, reqid); - return i; + CThostFtdcInputCombActionField myreq = CThostFtdcInputCombActionField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "CombActionRef", myreq.CombActionRef); + getString(req, "UserID", myreq.UserID); + getChar(req, "Direction", &myreq.Direction); + getInt(req, "Volume", &myreq.Volume); + getChar(req, "CombDirection", &myreq.CombDirection); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "IPAddress", myreq.IPAddress); + getString(req, "MacAddress", myreq.MacAddress); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqCombActionInsert(&myreq, reqid); + return i; }; int TdApi::reqQryOrder(const dict &req, int reqid) { - CThostFtdcQryOrderField myreq = CThostFtdcQryOrderField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "OrderSysID", myreq.OrderSysID); - getString(req, "InsertTimeStart", myreq.InsertTimeStart); - getString(req, "InsertTimeEnd", myreq.InsertTimeEnd); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryOrder(&myreq, reqid); - return i; + CThostFtdcQryOrderField myreq = CThostFtdcQryOrderField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "OrderSysID", myreq.OrderSysID); + getString(req, "InsertTimeStart", myreq.InsertTimeStart); + getString(req, "InsertTimeEnd", myreq.InsertTimeEnd); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryOrder(&myreq, reqid); + return i; }; int TdApi::reqQryTrade(const dict &req, int reqid) { - CThostFtdcQryTradeField myreq = CThostFtdcQryTradeField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "TradeID", myreq.TradeID); - getString(req, "TradeTimeStart", myreq.TradeTimeStart); - getString(req, "TradeTimeEnd", myreq.TradeTimeEnd); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryTrade(&myreq, reqid); - return i; + CThostFtdcQryTradeField myreq = CThostFtdcQryTradeField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "TradeID", myreq.TradeID); + getString(req, "TradeTimeStart", myreq.TradeTimeStart); + getString(req, "TradeTimeEnd", myreq.TradeTimeEnd); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryTrade(&myreq, reqid); + return i; }; int TdApi::reqQryInvestorPosition(const dict &req, int reqid) { - CThostFtdcQryInvestorPositionField myreq = CThostFtdcQryInvestorPositionField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryInvestorPosition(&myreq, reqid); - return i; + CThostFtdcQryInvestorPositionField myreq = CThostFtdcQryInvestorPositionField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryInvestorPosition(&myreq, reqid); + return i; }; int TdApi::reqQryTradingAccount(const dict &req, int reqid) { - CThostFtdcQryTradingAccountField myreq = CThostFtdcQryTradingAccountField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "CurrencyID", myreq.CurrencyID); - getChar(req, "BizType", &myreq.BizType); - getString(req, "AccountID", myreq.AccountID); - int i = this->api->ReqQryTradingAccount(&myreq, reqid); - return i; + CThostFtdcQryTradingAccountField myreq = CThostFtdcQryTradingAccountField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "CurrencyID", myreq.CurrencyID); + getChar(req, "BizType", &myreq.BizType); + getString(req, "AccountID", myreq.AccountID); + int i = this->api->ReqQryTradingAccount(&myreq, reqid); + return i; }; int TdApi::reqQryInvestor(const dict &req, int reqid) { - CThostFtdcQryInvestorField myreq = CThostFtdcQryInvestorField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - int i = this->api->ReqQryInvestor(&myreq, reqid); - return i; + CThostFtdcQryInvestorField myreq = CThostFtdcQryInvestorField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + int i = this->api->ReqQryInvestor(&myreq, reqid); + return i; }; int TdApi::reqQryTradingCode(const dict &req, int reqid) { - CThostFtdcQryTradingCodeField myreq = CThostFtdcQryTradingCodeField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "ClientID", myreq.ClientID); - getChar(req, "ClientIDType", &myreq.ClientIDType); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryTradingCode(&myreq, reqid); - return i; + CThostFtdcQryTradingCodeField myreq = CThostFtdcQryTradingCodeField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "ClientID", myreq.ClientID); + getChar(req, "ClientIDType", &myreq.ClientIDType); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryTradingCode(&myreq, reqid); + return i; }; int TdApi::reqQryInstrumentMarginRate(const dict &req, int reqid) { - CThostFtdcQryInstrumentMarginRateField myreq = CThostFtdcQryInstrumentMarginRateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getChar(req, "HedgeFlag", &myreq.HedgeFlag); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryInstrumentMarginRate(&myreq, reqid); - return i; + CThostFtdcQryInstrumentMarginRateField myreq = CThostFtdcQryInstrumentMarginRateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryInstrumentMarginRate(&myreq, reqid); + return i; }; int TdApi::reqQryInstrumentCommissionRate(const dict &req, int reqid) { - CThostFtdcQryInstrumentCommissionRateField myreq = CThostFtdcQryInstrumentCommissionRateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryInstrumentCommissionRate(&myreq, reqid); - return i; + CThostFtdcQryInstrumentCommissionRateField myreq = CThostFtdcQryInstrumentCommissionRateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryInstrumentCommissionRate(&myreq, reqid); + return i; }; int TdApi::reqQryExchange(const dict &req, int reqid) { - CThostFtdcQryExchangeField myreq = CThostFtdcQryExchangeField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "ExchangeID", myreq.ExchangeID); - int i = this->api->ReqQryExchange(&myreq, reqid); - return i; + CThostFtdcQryExchangeField myreq = CThostFtdcQryExchangeField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "ExchangeID", myreq.ExchangeID); + int i = this->api->ReqQryExchange(&myreq, reqid); + return i; }; int TdApi::reqQryProduct(const dict &req, int reqid) { - CThostFtdcQryProductField myreq = CThostFtdcQryProductField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "ProductID", myreq.ProductID); - getChar(req, "ProductClass", &myreq.ProductClass); - getString(req, "ExchangeID", myreq.ExchangeID); - int i = this->api->ReqQryProduct(&myreq, reqid); - return i; + CThostFtdcQryProductField myreq = CThostFtdcQryProductField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "ProductID", myreq.ProductID); + getChar(req, "ProductClass", &myreq.ProductClass); + getString(req, "ExchangeID", myreq.ExchangeID); + int i = this->api->ReqQryProduct(&myreq, reqid); + return i; }; int TdApi::reqQryInstrument(const dict &req, int reqid) { - CThostFtdcQryInstrumentField myreq = CThostFtdcQryInstrumentField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "ExchangeInstID", myreq.ExchangeInstID); - getString(req, "ProductID", myreq.ProductID); - int i = this->api->ReqQryInstrument(&myreq, reqid); - return i; + CThostFtdcQryInstrumentField myreq = CThostFtdcQryInstrumentField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "ExchangeInstID", myreq.ExchangeInstID); + getString(req, "ProductID", myreq.ProductID); + int i = this->api->ReqQryInstrument(&myreq, reqid); + return i; }; int TdApi::reqQryDepthMarketData(const dict &req, int reqid) { - CThostFtdcQryDepthMarketDataField myreq = CThostFtdcQryDepthMarketDataField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - int i = this->api->ReqQryDepthMarketData(&myreq, reqid); - return i; + CThostFtdcQryDepthMarketDataField myreq = CThostFtdcQryDepthMarketDataField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + int i = this->api->ReqQryDepthMarketData(&myreq, reqid); + return i; }; int TdApi::reqQrySettlementInfo(const dict &req, int reqid) { - CThostFtdcQrySettlementInfoField myreq = CThostFtdcQrySettlementInfoField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "TradingDay", myreq.TradingDay); - getString(req, "AccountID", myreq.AccountID); - getString(req, "CurrencyID", myreq.CurrencyID); - int i = this->api->ReqQrySettlementInfo(&myreq, reqid); - return i; + CThostFtdcQrySettlementInfoField myreq = CThostFtdcQrySettlementInfoField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "TradingDay", myreq.TradingDay); + getString(req, "AccountID", myreq.AccountID); + getString(req, "CurrencyID", myreq.CurrencyID); + int i = this->api->ReqQrySettlementInfo(&myreq, reqid); + return i; }; int TdApi::reqQryTransferBank(const dict &req, int reqid) { - CThostFtdcQryTransferBankField myreq = CThostFtdcQryTransferBankField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BankID", myreq.BankID); - getString(req, "BankBrchID", myreq.BankBrchID); - int i = this->api->ReqQryTransferBank(&myreq, reqid); - return i; + CThostFtdcQryTransferBankField myreq = CThostFtdcQryTransferBankField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BankID", myreq.BankID); + getString(req, "BankBrchID", myreq.BankBrchID); + int i = this->api->ReqQryTransferBank(&myreq, reqid); + return i; }; int TdApi::reqQryInvestorPositionDetail(const dict &req, int reqid) { - CThostFtdcQryInvestorPositionDetailField myreq = CThostFtdcQryInvestorPositionDetailField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryInvestorPositionDetail(&myreq, reqid); - return i; + CThostFtdcQryInvestorPositionDetailField myreq = CThostFtdcQryInvestorPositionDetailField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryInvestorPositionDetail(&myreq, reqid); + return i; }; int TdApi::reqQryNotice(const dict &req, int reqid) { - CThostFtdcQryNoticeField myreq = CThostFtdcQryNoticeField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - int i = this->api->ReqQryNotice(&myreq, reqid); - return i; + CThostFtdcQryNoticeField myreq = CThostFtdcQryNoticeField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQryNotice(&myreq, reqid); + return i; }; int TdApi::reqQrySettlementInfoConfirm(const dict &req, int reqid) { - CThostFtdcQrySettlementInfoConfirmField myreq = CThostFtdcQrySettlementInfoConfirmField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "AccountID", myreq.AccountID); - getString(req, "CurrencyID", myreq.CurrencyID); - int i = this->api->ReqQrySettlementInfoConfirm(&myreq, reqid); - return i; + CThostFtdcQrySettlementInfoConfirmField myreq = CThostFtdcQrySettlementInfoConfirmField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "AccountID", myreq.AccountID); + getString(req, "CurrencyID", myreq.CurrencyID); + int i = this->api->ReqQrySettlementInfoConfirm(&myreq, reqid); + return i; }; int TdApi::reqQryInvestorPositionCombineDetail(const dict &req, int reqid) { - CThostFtdcQryInvestorPositionCombineDetailField myreq = CThostFtdcQryInvestorPositionCombineDetailField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "CombInstrumentID", myreq.CombInstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryInvestorPositionCombineDetail(&myreq, reqid); - return i; + CThostFtdcQryInvestorPositionCombineDetailField myreq = CThostFtdcQryInvestorPositionCombineDetailField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "CombInstrumentID", myreq.CombInstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryInvestorPositionCombineDetail(&myreq, reqid); + return i; }; int TdApi::reqQryCFMMCTradingAccountKey(const dict &req, int reqid) { - CThostFtdcQryCFMMCTradingAccountKeyField myreq = CThostFtdcQryCFMMCTradingAccountKeyField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - int i = this->api->ReqQryCFMMCTradingAccountKey(&myreq, reqid); - return i; + CThostFtdcQryCFMMCTradingAccountKeyField myreq = CThostFtdcQryCFMMCTradingAccountKeyField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + int i = this->api->ReqQryCFMMCTradingAccountKey(&myreq, reqid); + return i; }; int TdApi::reqQryEWarrantOffset(const dict &req, int reqid) { - CThostFtdcQryEWarrantOffsetField myreq = CThostFtdcQryEWarrantOffsetField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryEWarrantOffset(&myreq, reqid); - return i; + CThostFtdcQryEWarrantOffsetField myreq = CThostFtdcQryEWarrantOffsetField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryEWarrantOffset(&myreq, reqid); + return i; }; int TdApi::reqQryInvestorProductGroupMargin(const dict &req, int reqid) { - CThostFtdcQryInvestorProductGroupMarginField myreq = CThostFtdcQryInvestorProductGroupMarginField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "ProductGroupID", myreq.ProductGroupID); - getChar(req, "HedgeFlag", &myreq.HedgeFlag); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryInvestorProductGroupMargin(&myreq, reqid); - return i; + CThostFtdcQryInvestorProductGroupMarginField myreq = CThostFtdcQryInvestorProductGroupMarginField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "ProductGroupID", myreq.ProductGroupID); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryInvestorProductGroupMargin(&myreq, reqid); + return i; }; int TdApi::reqQryExchangeMarginRate(const dict &req, int reqid) { - CThostFtdcQryExchangeMarginRateField myreq = CThostFtdcQryExchangeMarginRateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InstrumentID", myreq.InstrumentID); - getChar(req, "HedgeFlag", &myreq.HedgeFlag); - getString(req, "ExchangeID", myreq.ExchangeID); - int i = this->api->ReqQryExchangeMarginRate(&myreq, reqid); - return i; + CThostFtdcQryExchangeMarginRateField myreq = CThostFtdcQryExchangeMarginRateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getString(req, "ExchangeID", myreq.ExchangeID); + int i = this->api->ReqQryExchangeMarginRate(&myreq, reqid); + return i; }; int TdApi::reqQryExchangeMarginRateAdjust(const dict &req, int reqid) { - CThostFtdcQryExchangeMarginRateAdjustField myreq = CThostFtdcQryExchangeMarginRateAdjustField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InstrumentID", myreq.InstrumentID); - getChar(req, "HedgeFlag", &myreq.HedgeFlag); - int i = this->api->ReqQryExchangeMarginRateAdjust(&myreq, reqid); - return i; + CThostFtdcQryExchangeMarginRateAdjustField myreq = CThostFtdcQryExchangeMarginRateAdjustField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + int i = this->api->ReqQryExchangeMarginRateAdjust(&myreq, reqid); + return i; }; int TdApi::reqQryExchangeRate(const dict &req, int reqid) { - CThostFtdcQryExchangeRateField myreq = CThostFtdcQryExchangeRateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "FromCurrencyID", myreq.FromCurrencyID); - getString(req, "ToCurrencyID", myreq.ToCurrencyID); - int i = this->api->ReqQryExchangeRate(&myreq, reqid); - return i; + CThostFtdcQryExchangeRateField myreq = CThostFtdcQryExchangeRateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "FromCurrencyID", myreq.FromCurrencyID); + getString(req, "ToCurrencyID", myreq.ToCurrencyID); + int i = this->api->ReqQryExchangeRate(&myreq, reqid); + return i; }; int TdApi::reqQrySecAgentACIDMap(const dict &req, int reqid) { - CThostFtdcQrySecAgentACIDMapField myreq = CThostFtdcQrySecAgentACIDMapField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "UserID", myreq.UserID); - getString(req, "AccountID", myreq.AccountID); - getString(req, "CurrencyID", myreq.CurrencyID); - int i = this->api->ReqQrySecAgentACIDMap(&myreq, reqid); - return i; + CThostFtdcQrySecAgentACIDMapField myreq = CThostFtdcQrySecAgentACIDMapField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "UserID", myreq.UserID); + getString(req, "AccountID", myreq.AccountID); + getString(req, "CurrencyID", myreq.CurrencyID); + int i = this->api->ReqQrySecAgentACIDMap(&myreq, reqid); + return i; }; int TdApi::reqQryProductExchRate(const dict &req, int reqid) { - CThostFtdcQryProductExchRateField myreq = CThostFtdcQryProductExchRateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "ProductID", myreq.ProductID); - getString(req, "ExchangeID", myreq.ExchangeID); - int i = this->api->ReqQryProductExchRate(&myreq, reqid); - return i; + CThostFtdcQryProductExchRateField myreq = CThostFtdcQryProductExchRateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "ProductID", myreq.ProductID); + getString(req, "ExchangeID", myreq.ExchangeID); + int i = this->api->ReqQryProductExchRate(&myreq, reqid); + return i; }; int TdApi::reqQryProductGroup(const dict &req, int reqid) { - CThostFtdcQryProductGroupField myreq = CThostFtdcQryProductGroupField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "ProductID", myreq.ProductID); - getString(req, "ExchangeID", myreq.ExchangeID); - int i = this->api->ReqQryProductGroup(&myreq, reqid); - return i; + CThostFtdcQryProductGroupField myreq = CThostFtdcQryProductGroupField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "ProductID", myreq.ProductID); + getString(req, "ExchangeID", myreq.ExchangeID); + int i = this->api->ReqQryProductGroup(&myreq, reqid); + return i; }; int TdApi::reqQryMMInstrumentCommissionRate(const dict &req, int reqid) { - CThostFtdcQryMMInstrumentCommissionRateField myreq = CThostFtdcQryMMInstrumentCommissionRateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - int i = this->api->ReqQryMMInstrumentCommissionRate(&myreq, reqid); - return i; + CThostFtdcQryMMInstrumentCommissionRateField myreq = CThostFtdcQryMMInstrumentCommissionRateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + int i = this->api->ReqQryMMInstrumentCommissionRate(&myreq, reqid); + return i; }; int TdApi::reqQryMMOptionInstrCommRate(const dict &req, int reqid) { - CThostFtdcQryMMOptionInstrCommRateField myreq = CThostFtdcQryMMOptionInstrCommRateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - int i = this->api->ReqQryMMOptionInstrCommRate(&myreq, reqid); - return i; + CThostFtdcQryMMOptionInstrCommRateField myreq = CThostFtdcQryMMOptionInstrCommRateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + int i = this->api->ReqQryMMOptionInstrCommRate(&myreq, reqid); + return i; }; int TdApi::reqQryInstrumentOrderCommRate(const dict &req, int reqid) { - CThostFtdcQryInstrumentOrderCommRateField myreq = CThostFtdcQryInstrumentOrderCommRateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - int i = this->api->ReqQryInstrumentOrderCommRate(&myreq, reqid); - return i; + CThostFtdcQryInstrumentOrderCommRateField myreq = CThostFtdcQryInstrumentOrderCommRateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + int i = this->api->ReqQryInstrumentOrderCommRate(&myreq, reqid); + return i; +}; + +int TdApi::reqQrySecAgentTradingAccount(const dict &req, int reqid) +{ + CThostFtdcQryTradingAccountField myreq = CThostFtdcQryTradingAccountField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "CurrencyID", myreq.CurrencyID); + getChar(req, "BizType", &myreq.BizType); + getString(req, "AccountID", myreq.AccountID); + int i = this->api->ReqQrySecAgentTradingAccount(&myreq, reqid); + return i; +}; + +int TdApi::reqQrySecAgentCheckMode(const dict &req, int reqid) +{ + CThostFtdcQrySecAgentCheckModeField myreq = CThostFtdcQrySecAgentCheckModeField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + int i = this->api->ReqQrySecAgentCheckMode(&myreq, reqid); + return i; }; int TdApi::reqQryOptionInstrTradeCost(const dict &req, int reqid) { - CThostFtdcQryOptionInstrTradeCostField myreq = CThostFtdcQryOptionInstrTradeCostField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getChar(req, "HedgeFlag", &myreq.HedgeFlag); - getDouble(req, "InputPrice", &myreq.InputPrice); - getDouble(req, "UnderlyingPrice", &myreq.UnderlyingPrice); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryOptionInstrTradeCost(&myreq, reqid); - return i; + CThostFtdcQryOptionInstrTradeCostField myreq = CThostFtdcQryOptionInstrTradeCostField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getDouble(req, "InputPrice", &myreq.InputPrice); + getDouble(req, "UnderlyingPrice", &myreq.UnderlyingPrice); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryOptionInstrTradeCost(&myreq, reqid); + return i; }; int TdApi::reqQryOptionInstrCommRate(const dict &req, int reqid) { - CThostFtdcQryOptionInstrCommRateField myreq = CThostFtdcQryOptionInstrCommRateField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryOptionInstrCommRate(&myreq, reqid); - return i; + CThostFtdcQryOptionInstrCommRateField myreq = CThostFtdcQryOptionInstrCommRateField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryOptionInstrCommRate(&myreq, reqid); + return i; }; int TdApi::reqQryExecOrder(const dict &req, int reqid) { - CThostFtdcQryExecOrderField myreq = CThostFtdcQryExecOrderField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "ExecOrderSysID", myreq.ExecOrderSysID); - getString(req, "InsertTimeStart", myreq.InsertTimeStart); - getString(req, "InsertTimeEnd", myreq.InsertTimeEnd); - int i = this->api->ReqQryExecOrder(&myreq, reqid); - return i; + CThostFtdcQryExecOrderField myreq = CThostFtdcQryExecOrderField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "ExecOrderSysID", myreq.ExecOrderSysID); + getString(req, "InsertTimeStart", myreq.InsertTimeStart); + getString(req, "InsertTimeEnd", myreq.InsertTimeEnd); + int i = this->api->ReqQryExecOrder(&myreq, reqid); + return i; }; int TdApi::reqQryForQuote(const dict &req, int reqid) { - CThostFtdcQryForQuoteField myreq = CThostFtdcQryForQuoteField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InsertTimeStart", myreq.InsertTimeStart); - getString(req, "InsertTimeEnd", myreq.InsertTimeEnd); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryForQuote(&myreq, reqid); - return i; + CThostFtdcQryForQuoteField myreq = CThostFtdcQryForQuoteField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InsertTimeStart", myreq.InsertTimeStart); + getString(req, "InsertTimeEnd", myreq.InsertTimeEnd); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryForQuote(&myreq, reqid); + return i; }; int TdApi::reqQryQuote(const dict &req, int reqid) { - CThostFtdcQryQuoteField myreq = CThostFtdcQryQuoteField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "QuoteSysID", myreq.QuoteSysID); - getString(req, "InsertTimeStart", myreq.InsertTimeStart); - getString(req, "InsertTimeEnd", myreq.InsertTimeEnd); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryQuote(&myreq, reqid); - return i; + CThostFtdcQryQuoteField myreq = CThostFtdcQryQuoteField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "QuoteSysID", myreq.QuoteSysID); + getString(req, "InsertTimeStart", myreq.InsertTimeStart); + getString(req, "InsertTimeEnd", myreq.InsertTimeEnd); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryQuote(&myreq, reqid); + return i; }; int TdApi::reqQryOptionSelfClose(const dict &req, int reqid) { - CThostFtdcQryOptionSelfCloseField myreq = CThostFtdcQryOptionSelfCloseField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "OptionSelfCloseSysID", myreq.OptionSelfCloseSysID); - getString(req, "InsertTimeStart", myreq.InsertTimeStart); - getString(req, "InsertTimeEnd", myreq.InsertTimeEnd); - int i = this->api->ReqQryOptionSelfClose(&myreq, reqid); - return i; + CThostFtdcQryOptionSelfCloseField myreq = CThostFtdcQryOptionSelfCloseField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "OptionSelfCloseSysID", myreq.OptionSelfCloseSysID); + getString(req, "InsertTimeStart", myreq.InsertTimeStart); + getString(req, "InsertTimeEnd", myreq.InsertTimeEnd); + int i = this->api->ReqQryOptionSelfClose(&myreq, reqid); + return i; }; int TdApi::reqQryInvestUnit(const dict &req, int reqid) { - CThostFtdcQryInvestUnitField myreq = CThostFtdcQryInvestUnitField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryInvestUnit(&myreq, reqid); - return i; + CThostFtdcQryInvestUnitField myreq = CThostFtdcQryInvestUnitField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryInvestUnit(&myreq, reqid); + return i; }; int TdApi::reqQryCombInstrumentGuard(const dict &req, int reqid) { - CThostFtdcQryCombInstrumentGuardField myreq = CThostFtdcQryCombInstrumentGuardField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - int i = this->api->ReqQryCombInstrumentGuard(&myreq, reqid); - return i; + CThostFtdcQryCombInstrumentGuardField myreq = CThostFtdcQryCombInstrumentGuardField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + int i = this->api->ReqQryCombInstrumentGuard(&myreq, reqid); + return i; }; int TdApi::reqQryCombAction(const dict &req, int reqid) { - CThostFtdcQryCombActionField myreq = CThostFtdcQryCombActionField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryCombAction(&myreq, reqid); - return i; + CThostFtdcQryCombActionField myreq = CThostFtdcQryCombActionField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryCombAction(&myreq, reqid); + return i; }; int TdApi::reqQryTransferSerial(const dict &req, int reqid) { - CThostFtdcQryTransferSerialField myreq = CThostFtdcQryTransferSerialField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "AccountID", myreq.AccountID); - getString(req, "BankID", myreq.BankID); - getString(req, "CurrencyID", myreq.CurrencyID); - int i = this->api->ReqQryTransferSerial(&myreq, reqid); - return i; + CThostFtdcQryTransferSerialField myreq = CThostFtdcQryTransferSerialField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "AccountID", myreq.AccountID); + getString(req, "BankID", myreq.BankID); + getString(req, "CurrencyID", myreq.CurrencyID); + int i = this->api->ReqQryTransferSerial(&myreq, reqid); + return i; }; int TdApi::reqQryAccountregister(const dict &req, int reqid) { - CThostFtdcQryAccountregisterField myreq = CThostFtdcQryAccountregisterField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "AccountID", myreq.AccountID); - getString(req, "BankID", myreq.BankID); - getString(req, "BankBranchID", myreq.BankBranchID); - getString(req, "CurrencyID", myreq.CurrencyID); - int i = this->api->ReqQryAccountregister(&myreq, reqid); - return i; + CThostFtdcQryAccountregisterField myreq = CThostFtdcQryAccountregisterField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "AccountID", myreq.AccountID); + getString(req, "BankID", myreq.BankID); + getString(req, "BankBranchID", myreq.BankBranchID); + getString(req, "CurrencyID", myreq.CurrencyID); + int i = this->api->ReqQryAccountregister(&myreq, reqid); + return i; }; int TdApi::reqQryContractBank(const dict &req, int reqid) { - CThostFtdcQryContractBankField myreq = CThostFtdcQryContractBankField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "BankID", myreq.BankID); - getString(req, "BankBrchID", myreq.BankBrchID); - int i = this->api->ReqQryContractBank(&myreq, reqid); - return i; + CThostFtdcQryContractBankField myreq = CThostFtdcQryContractBankField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "BankID", myreq.BankID); + getString(req, "BankBrchID", myreq.BankBrchID); + int i = this->api->ReqQryContractBank(&myreq, reqid); + return i; }; int TdApi::reqQryParkedOrder(const dict &req, int reqid) { - CThostFtdcQryParkedOrderField myreq = CThostFtdcQryParkedOrderField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryParkedOrder(&myreq, reqid); - return i; + CThostFtdcQryParkedOrderField myreq = CThostFtdcQryParkedOrderField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryParkedOrder(&myreq, reqid); + return i; }; int TdApi::reqQryParkedOrderAction(const dict &req, int reqid) { - CThostFtdcQryParkedOrderActionField myreq = CThostFtdcQryParkedOrderActionField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InstrumentID", myreq.InstrumentID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryParkedOrderAction(&myreq, reqid); - return i; + CThostFtdcQryParkedOrderActionField myreq = CThostFtdcQryParkedOrderActionField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InstrumentID", myreq.InstrumentID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryParkedOrderAction(&myreq, reqid); + return i; }; int TdApi::reqQryTradingNotice(const dict &req, int reqid) { - CThostFtdcQryTradingNoticeField myreq = CThostFtdcQryTradingNoticeField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQryTradingNotice(&myreq, reqid); - return i; + CThostFtdcQryTradingNoticeField myreq = CThostFtdcQryTradingNoticeField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQryTradingNotice(&myreq, reqid); + return i; }; int TdApi::reqQryBrokerTradingParams(const dict &req, int reqid) { - CThostFtdcQryBrokerTradingParamsField myreq = CThostFtdcQryBrokerTradingParamsField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "CurrencyID", myreq.CurrencyID); - getString(req, "AccountID", myreq.AccountID); - int i = this->api->ReqQryBrokerTradingParams(&myreq, reqid); - return i; + CThostFtdcQryBrokerTradingParamsField myreq = CThostFtdcQryBrokerTradingParamsField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "CurrencyID", myreq.CurrencyID); + getString(req, "AccountID", myreq.AccountID); + int i = this->api->ReqQryBrokerTradingParams(&myreq, reqid); + return i; }; int TdApi::reqQryBrokerTradingAlgos(const dict &req, int reqid) { - CThostFtdcQryBrokerTradingAlgosField myreq = CThostFtdcQryBrokerTradingAlgosField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "ExchangeID", myreq.ExchangeID); - getString(req, "InstrumentID", myreq.InstrumentID); - int i = this->api->ReqQryBrokerTradingAlgos(&myreq, reqid); - return i; + CThostFtdcQryBrokerTradingAlgosField myreq = CThostFtdcQryBrokerTradingAlgosField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "ExchangeID", myreq.ExchangeID); + getString(req, "InstrumentID", myreq.InstrumentID); + int i = this->api->ReqQryBrokerTradingAlgos(&myreq, reqid); + return i; }; int TdApi::reqQueryCFMMCTradingAccountToken(const dict &req, int reqid) { - CThostFtdcQueryCFMMCTradingAccountTokenField myreq = CThostFtdcQueryCFMMCTradingAccountTokenField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "InvestorID", myreq.InvestorID); - getString(req, "InvestUnitID", myreq.InvestUnitID); - int i = this->api->ReqQueryCFMMCTradingAccountToken(&myreq, reqid); - return i; + CThostFtdcQueryCFMMCTradingAccountTokenField myreq = CThostFtdcQueryCFMMCTradingAccountTokenField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "InvestorID", myreq.InvestorID); + getString(req, "InvestUnitID", myreq.InvestUnitID); + int i = this->api->ReqQueryCFMMCTradingAccountToken(&myreq, reqid); + return i; }; int TdApi::reqFromBankToFutureByFuture(const dict &req, int reqid) { - CThostFtdcReqTransferField myreq = CThostFtdcReqTransferField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "TradeCode", myreq.TradeCode); - getString(req, "BankID", myreq.BankID); - getString(req, "BankBranchID", myreq.BankBranchID); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "BrokerBranchID", myreq.BrokerBranchID); - getString(req, "TradeDate", myreq.TradeDate); - getString(req, "TradeTime", myreq.TradeTime); - getString(req, "BankSerial", myreq.BankSerial); - getString(req, "TradingDay", myreq.TradingDay); - getInt(req, "PlateSerial", &myreq.PlateSerial); - getChar(req, "LastFragment", &myreq.LastFragment); - getInt(req, "SessionID", &myreq.SessionID); - getString(req, "CustomerName", myreq.CustomerName); - getChar(req, "IdCardType", &myreq.IdCardType); - getString(req, "IdentifiedCardNo", myreq.IdentifiedCardNo); - getChar(req, "CustType", &myreq.CustType); - getString(req, "BankAccount", myreq.BankAccount); - getString(req, "BankPassWord", myreq.BankPassWord); - getString(req, "AccountID", myreq.AccountID); - getString(req, "Password", myreq.Password); - getInt(req, "InstallID", &myreq.InstallID); - getInt(req, "FutureSerial", &myreq.FutureSerial); - getString(req, "UserID", myreq.UserID); - getChar(req, "VerifyCertNoFlag", &myreq.VerifyCertNoFlag); - getString(req, "CurrencyID", myreq.CurrencyID); - getDouble(req, "TradeAmount", &myreq.TradeAmount); - getDouble(req, "FutureFetchAmount", &myreq.FutureFetchAmount); - getChar(req, "FeePayFlag", &myreq.FeePayFlag); - getDouble(req, "CustFee", &myreq.CustFee); - getDouble(req, "BrokerFee", &myreq.BrokerFee); - getString(req, "Message", myreq.Message); - getString(req, "Digest", myreq.Digest); - getChar(req, "BankAccType", &myreq.BankAccType); - getString(req, "DeviceID", myreq.DeviceID); - getChar(req, "BankSecuAccType", &myreq.BankSecuAccType); - getString(req, "BrokerIDByBank", myreq.BrokerIDByBank); - getString(req, "BankSecuAcc", myreq.BankSecuAcc); - getChar(req, "BankPwdFlag", &myreq.BankPwdFlag); - getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag); - getString(req, "OperNo", myreq.OperNo); - getInt(req, "RequestID", &myreq.RequestID); - getInt(req, "TID", &myreq.TID); - getChar(req, "TransferStatus", &myreq.TransferStatus); - getString(req, "LongCustomerName", myreq.LongCustomerName); - int i = this->api->ReqFromBankToFutureByFuture(&myreq, reqid); - return i; + CThostFtdcReqTransferField myreq = CThostFtdcReqTransferField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "TradeCode", myreq.TradeCode); + getString(req, "BankID", myreq.BankID); + getString(req, "BankBranchID", myreq.BankBranchID); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "BrokerBranchID", myreq.BrokerBranchID); + getString(req, "TradeDate", myreq.TradeDate); + getString(req, "TradeTime", myreq.TradeTime); + getString(req, "BankSerial", myreq.BankSerial); + getString(req, "TradingDay", myreq.TradingDay); + getInt(req, "PlateSerial", &myreq.PlateSerial); + getChar(req, "LastFragment", &myreq.LastFragment); + getInt(req, "SessionID", &myreq.SessionID); + getString(req, "CustomerName", myreq.CustomerName); + getChar(req, "IdCardType", &myreq.IdCardType); + getString(req, "IdentifiedCardNo", myreq.IdentifiedCardNo); + getChar(req, "CustType", &myreq.CustType); + getString(req, "BankAccount", myreq.BankAccount); + getString(req, "BankPassWord", myreq.BankPassWord); + getString(req, "AccountID", myreq.AccountID); + getString(req, "Password", myreq.Password); + getInt(req, "InstallID", &myreq.InstallID); + getInt(req, "FutureSerial", &myreq.FutureSerial); + getString(req, "UserID", myreq.UserID); + getChar(req, "VerifyCertNoFlag", &myreq.VerifyCertNoFlag); + getString(req, "CurrencyID", myreq.CurrencyID); + getDouble(req, "TradeAmount", &myreq.TradeAmount); + getDouble(req, "FutureFetchAmount", &myreq.FutureFetchAmount); + getChar(req, "FeePayFlag", &myreq.FeePayFlag); + getDouble(req, "CustFee", &myreq.CustFee); + getDouble(req, "BrokerFee", &myreq.BrokerFee); + getString(req, "Message", myreq.Message); + getString(req, "Digest", myreq.Digest); + getChar(req, "BankAccType", &myreq.BankAccType); + getString(req, "DeviceID", myreq.DeviceID); + getChar(req, "BankSecuAccType", &myreq.BankSecuAccType); + getString(req, "BrokerIDByBank", myreq.BrokerIDByBank); + getString(req, "BankSecuAcc", myreq.BankSecuAcc); + getChar(req, "BankPwdFlag", &myreq.BankPwdFlag); + getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag); + getString(req, "OperNo", myreq.OperNo); + getInt(req, "RequestID", &myreq.RequestID); + getInt(req, "TID", &myreq.TID); + getChar(req, "TransferStatus", &myreq.TransferStatus); + getString(req, "LongCustomerName", myreq.LongCustomerName); + int i = this->api->ReqFromBankToFutureByFuture(&myreq, reqid); + return i; }; int TdApi::reqFromFutureToBankByFuture(const dict &req, int reqid) { - CThostFtdcReqTransferField myreq = CThostFtdcReqTransferField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "TradeCode", myreq.TradeCode); - getString(req, "BankID", myreq.BankID); - getString(req, "BankBranchID", myreq.BankBranchID); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "BrokerBranchID", myreq.BrokerBranchID); - getString(req, "TradeDate", myreq.TradeDate); - getString(req, "TradeTime", myreq.TradeTime); - getString(req, "BankSerial", myreq.BankSerial); - getString(req, "TradingDay", myreq.TradingDay); - getInt(req, "PlateSerial", &myreq.PlateSerial); - getChar(req, "LastFragment", &myreq.LastFragment); - getInt(req, "SessionID", &myreq.SessionID); - getString(req, "CustomerName", myreq.CustomerName); - getChar(req, "IdCardType", &myreq.IdCardType); - getString(req, "IdentifiedCardNo", myreq.IdentifiedCardNo); - getChar(req, "CustType", &myreq.CustType); - getString(req, "BankAccount", myreq.BankAccount); - getString(req, "BankPassWord", myreq.BankPassWord); - getString(req, "AccountID", myreq.AccountID); - getString(req, "Password", myreq.Password); - getInt(req, "InstallID", &myreq.InstallID); - getInt(req, "FutureSerial", &myreq.FutureSerial); - getString(req, "UserID", myreq.UserID); - getChar(req, "VerifyCertNoFlag", &myreq.VerifyCertNoFlag); - getString(req, "CurrencyID", myreq.CurrencyID); - getDouble(req, "TradeAmount", &myreq.TradeAmount); - getDouble(req, "FutureFetchAmount", &myreq.FutureFetchAmount); - getChar(req, "FeePayFlag", &myreq.FeePayFlag); - getDouble(req, "CustFee", &myreq.CustFee); - getDouble(req, "BrokerFee", &myreq.BrokerFee); - getString(req, "Message", myreq.Message); - getString(req, "Digest", myreq.Digest); - getChar(req, "BankAccType", &myreq.BankAccType); - getString(req, "DeviceID", myreq.DeviceID); - getChar(req, "BankSecuAccType", &myreq.BankSecuAccType); - getString(req, "BrokerIDByBank", myreq.BrokerIDByBank); - getString(req, "BankSecuAcc", myreq.BankSecuAcc); - getChar(req, "BankPwdFlag", &myreq.BankPwdFlag); - getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag); - getString(req, "OperNo", myreq.OperNo); - getInt(req, "RequestID", &myreq.RequestID); - getInt(req, "TID", &myreq.TID); - getChar(req, "TransferStatus", &myreq.TransferStatus); - getString(req, "LongCustomerName", myreq.LongCustomerName); - int i = this->api->ReqFromFutureToBankByFuture(&myreq, reqid); - return i; + CThostFtdcReqTransferField myreq = CThostFtdcReqTransferField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "TradeCode", myreq.TradeCode); + getString(req, "BankID", myreq.BankID); + getString(req, "BankBranchID", myreq.BankBranchID); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "BrokerBranchID", myreq.BrokerBranchID); + getString(req, "TradeDate", myreq.TradeDate); + getString(req, "TradeTime", myreq.TradeTime); + getString(req, "BankSerial", myreq.BankSerial); + getString(req, "TradingDay", myreq.TradingDay); + getInt(req, "PlateSerial", &myreq.PlateSerial); + getChar(req, "LastFragment", &myreq.LastFragment); + getInt(req, "SessionID", &myreq.SessionID); + getString(req, "CustomerName", myreq.CustomerName); + getChar(req, "IdCardType", &myreq.IdCardType); + getString(req, "IdentifiedCardNo", myreq.IdentifiedCardNo); + getChar(req, "CustType", &myreq.CustType); + getString(req, "BankAccount", myreq.BankAccount); + getString(req, "BankPassWord", myreq.BankPassWord); + getString(req, "AccountID", myreq.AccountID); + getString(req, "Password", myreq.Password); + getInt(req, "InstallID", &myreq.InstallID); + getInt(req, "FutureSerial", &myreq.FutureSerial); + getString(req, "UserID", myreq.UserID); + getChar(req, "VerifyCertNoFlag", &myreq.VerifyCertNoFlag); + getString(req, "CurrencyID", myreq.CurrencyID); + getDouble(req, "TradeAmount", &myreq.TradeAmount); + getDouble(req, "FutureFetchAmount", &myreq.FutureFetchAmount); + getChar(req, "FeePayFlag", &myreq.FeePayFlag); + getDouble(req, "CustFee", &myreq.CustFee); + getDouble(req, "BrokerFee", &myreq.BrokerFee); + getString(req, "Message", myreq.Message); + getString(req, "Digest", myreq.Digest); + getChar(req, "BankAccType", &myreq.BankAccType); + getString(req, "DeviceID", myreq.DeviceID); + getChar(req, "BankSecuAccType", &myreq.BankSecuAccType); + getString(req, "BrokerIDByBank", myreq.BrokerIDByBank); + getString(req, "BankSecuAcc", myreq.BankSecuAcc); + getChar(req, "BankPwdFlag", &myreq.BankPwdFlag); + getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag); + getString(req, "OperNo", myreq.OperNo); + getInt(req, "RequestID", &myreq.RequestID); + getInt(req, "TID", &myreq.TID); + getChar(req, "TransferStatus", &myreq.TransferStatus); + getString(req, "LongCustomerName", myreq.LongCustomerName); + int i = this->api->ReqFromFutureToBankByFuture(&myreq, reqid); + return i; }; int TdApi::reqQueryBankAccountMoneyByFuture(const dict &req, int reqid) { - CThostFtdcReqQueryAccountField myreq = CThostFtdcReqQueryAccountField(); - memset(&myreq, 0, sizeof(myreq)); - getString(req, "TradeCode", myreq.TradeCode); - getString(req, "BankID", myreq.BankID); - getString(req, "BankBranchID", myreq.BankBranchID); - getString(req, "BrokerID", myreq.BrokerID); - getString(req, "BrokerBranchID", myreq.BrokerBranchID); - getString(req, "TradeDate", myreq.TradeDate); - getString(req, "TradeTime", myreq.TradeTime); - getString(req, "BankSerial", myreq.BankSerial); - getString(req, "TradingDay", myreq.TradingDay); - getInt(req, "PlateSerial", &myreq.PlateSerial); - getChar(req, "LastFragment", &myreq.LastFragment); - getInt(req, "SessionID", &myreq.SessionID); - getString(req, "CustomerName", myreq.CustomerName); - getChar(req, "IdCardType", &myreq.IdCardType); - getString(req, "IdentifiedCardNo", myreq.IdentifiedCardNo); - getChar(req, "CustType", &myreq.CustType); - getString(req, "BankAccount", myreq.BankAccount); - getString(req, "BankPassWord", myreq.BankPassWord); - getString(req, "AccountID", myreq.AccountID); - getString(req, "Password", myreq.Password); - getInt(req, "FutureSerial", &myreq.FutureSerial); - getInt(req, "InstallID", &myreq.InstallID); - getString(req, "UserID", myreq.UserID); - getChar(req, "VerifyCertNoFlag", &myreq.VerifyCertNoFlag); - getString(req, "CurrencyID", myreq.CurrencyID); - getString(req, "Digest", myreq.Digest); - getChar(req, "BankAccType", &myreq.BankAccType); - getString(req, "DeviceID", myreq.DeviceID); - getChar(req, "BankSecuAccType", &myreq.BankSecuAccType); - getString(req, "BrokerIDByBank", myreq.BrokerIDByBank); - getString(req, "BankSecuAcc", myreq.BankSecuAcc); - getChar(req, "BankPwdFlag", &myreq.BankPwdFlag); - getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag); - getString(req, "OperNo", myreq.OperNo); - getInt(req, "RequestID", &myreq.RequestID); - getInt(req, "TID", &myreq.TID); - getString(req, "LongCustomerName", myreq.LongCustomerName); - int i = this->api->ReqQueryBankAccountMoneyByFuture(&myreq, reqid); - return i; + CThostFtdcReqQueryAccountField myreq = CThostFtdcReqQueryAccountField(); + memset(&myreq, 0, sizeof(myreq)); + getString(req, "TradeCode", myreq.TradeCode); + getString(req, "BankID", myreq.BankID); + getString(req, "BankBranchID", myreq.BankBranchID); + getString(req, "BrokerID", myreq.BrokerID); + getString(req, "BrokerBranchID", myreq.BrokerBranchID); + getString(req, "TradeDate", myreq.TradeDate); + getString(req, "TradeTime", myreq.TradeTime); + getString(req, "BankSerial", myreq.BankSerial); + getString(req, "TradingDay", myreq.TradingDay); + getInt(req, "PlateSerial", &myreq.PlateSerial); + getChar(req, "LastFragment", &myreq.LastFragment); + getInt(req, "SessionID", &myreq.SessionID); + getString(req, "CustomerName", myreq.CustomerName); + getChar(req, "IdCardType", &myreq.IdCardType); + getString(req, "IdentifiedCardNo", myreq.IdentifiedCardNo); + getChar(req, "CustType", &myreq.CustType); + getString(req, "BankAccount", myreq.BankAccount); + getString(req, "BankPassWord", myreq.BankPassWord); + getString(req, "AccountID", myreq.AccountID); + getString(req, "Password", myreq.Password); + getInt(req, "FutureSerial", &myreq.FutureSerial); + getInt(req, "InstallID", &myreq.InstallID); + getString(req, "UserID", myreq.UserID); + getChar(req, "VerifyCertNoFlag", &myreq.VerifyCertNoFlag); + getString(req, "CurrencyID", myreq.CurrencyID); + getString(req, "Digest", myreq.Digest); + getChar(req, "BankAccType", &myreq.BankAccType); + getString(req, "DeviceID", myreq.DeviceID); + getChar(req, "BankSecuAccType", &myreq.BankSecuAccType); + getString(req, "BrokerIDByBank", myreq.BrokerIDByBank); + getString(req, "BankSecuAcc", myreq.BankSecuAcc); + getChar(req, "BankPwdFlag", &myreq.BankPwdFlag); + getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag); + getString(req, "OperNo", myreq.OperNo); + getInt(req, "RequestID", &myreq.RequestID); + getInt(req, "TID", &myreq.TID); + getString(req, "LongCustomerName", myreq.LongCustomerName); + int i = this->api->ReqQueryBankAccountMoneyByFuture(&myreq, reqid); + return i; }; @@ -9198,1648 +9369,1680 @@ int TdApi::reqQueryBankAccountMoneyByFuture(const dict &req, int reqid) class PyTdApi : public TdApi { public: - using TdApi::TdApi; - - void onFrontConnected() override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onFrontConnected); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onFrontDisconnected(int reqid) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onFrontDisconnected, reqid); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onHeartBeatWarning(int reqid) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onHeartBeatWarning, reqid); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspAuthenticate(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspAuthenticate, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspUserLogin(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspUserLogin, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspUserLogout(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspUserLogout, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspUserPasswordUpdate(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspUserPasswordUpdate, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspTradingAccountPasswordUpdate(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspTradingAccountPasswordUpdate, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspOrderInsert(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspOrderInsert, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspParkedOrderInsert(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspParkedOrderInsert, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspParkedOrderAction(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspParkedOrderAction, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspOrderAction(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspOrderAction, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQueryMaxOrderVolume(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQueryMaxOrderVolume, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspSettlementInfoConfirm(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspSettlementInfoConfirm, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspRemoveParkedOrder(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspRemoveParkedOrder, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspRemoveParkedOrderAction(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspRemoveParkedOrderAction, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspExecOrderInsert(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspExecOrderInsert, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspExecOrderAction(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspExecOrderAction, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspForQuoteInsert(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspForQuoteInsert, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQuoteInsert(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQuoteInsert, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQuoteAction(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQuoteAction, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspBatchOrderAction(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspBatchOrderAction, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspOptionSelfCloseInsert(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspOptionSelfCloseInsert, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspOptionSelfCloseAction(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspOptionSelfCloseAction, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspCombActionInsert(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspCombActionInsert, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryOrder(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryOrder, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryTrade(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryTrade, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryInvestorPosition(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryInvestorPosition, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryTradingAccount(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryTradingAccount, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryInvestor(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryInvestor, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryTradingCode(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryTradingCode, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryInstrumentMarginRate(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryInstrumentMarginRate, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryInstrumentCommissionRate(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryInstrumentCommissionRate, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryExchange(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryExchange, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryProduct(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryProduct, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryInstrument(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryInstrument, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryDepthMarketData(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryDepthMarketData, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQrySettlementInfo(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQrySettlementInfo, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryTransferBank(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryTransferBank, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryInvestorPositionDetail(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryInvestorPositionDetail, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryNotice(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryNotice, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQrySettlementInfoConfirm(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQrySettlementInfoConfirm, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryInvestorPositionCombineDetail(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryInvestorPositionCombineDetail, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryCFMMCTradingAccountKey(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryCFMMCTradingAccountKey, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryEWarrantOffset(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryEWarrantOffset, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryInvestorProductGroupMargin(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryInvestorProductGroupMargin, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryExchangeMarginRate(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryExchangeMarginRate, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryExchangeMarginRateAdjust(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryExchangeMarginRateAdjust, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryExchangeRate(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryExchangeRate, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQrySecAgentACIDMap(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQrySecAgentACIDMap, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryProductExchRate(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryProductExchRate, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryProductGroup(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryProductGroup, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryMMInstrumentCommissionRate(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryMMInstrumentCommissionRate, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryMMOptionInstrCommRate(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryMMOptionInstrCommRate, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryInstrumentOrderCommRate(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryInstrumentOrderCommRate, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryOptionInstrTradeCost(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryOptionInstrTradeCost, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryOptionInstrCommRate(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryOptionInstrCommRate, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryExecOrder(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryExecOrder, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryForQuote(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryForQuote, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryQuote(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryQuote, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryOptionSelfClose(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryOptionSelfClose, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryInvestUnit(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryInvestUnit, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryCombInstrumentGuard(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryCombInstrumentGuard, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryCombAction(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryCombAction, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryTransferSerial(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryTransferSerial, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryAccountregister(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryAccountregister, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspError(const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspError, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnOrder(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnOrder, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnTrade(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnTrade, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnOrderInsert(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnOrderInsert, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnOrderAction(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnOrderAction, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnInstrumentStatus(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnInstrumentStatus, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnBulletin(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnBulletin, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnTradingNotice(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnTradingNotice, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnErrorConditionalOrder(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnErrorConditionalOrder, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnExecOrder(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnExecOrder, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnExecOrderInsert(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnExecOrderInsert, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnExecOrderAction(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnExecOrderAction, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnForQuoteInsert(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnForQuoteInsert, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnQuote(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnQuote, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnQuoteInsert(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnQuoteInsert, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnQuoteAction(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnQuoteAction, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnForQuoteRsp(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnForQuoteRsp, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnCFMMCTradingAccountToken(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnCFMMCTradingAccountToken, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnBatchOrderAction(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnBatchOrderAction, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnOptionSelfClose(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnOptionSelfClose, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnOptionSelfCloseInsert(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnOptionSelfCloseInsert, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnOptionSelfCloseAction(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnOptionSelfCloseAction, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnCombAction(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnCombAction, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnCombActionInsert(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnCombActionInsert, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryContractBank(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryContractBank, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryParkedOrder(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryParkedOrder, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryParkedOrderAction(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryParkedOrderAction, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryTradingNotice(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryTradingNotice, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryBrokerTradingParams(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryBrokerTradingParams, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQryBrokerTradingAlgos(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQryBrokerTradingAlgos, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQueryCFMMCTradingAccountToken(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQueryCFMMCTradingAccountToken, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnFromBankToFutureByBank(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnFromBankToFutureByBank, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnFromFutureToBankByBank(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnFromFutureToBankByBank, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnRepealFromBankToFutureByBank(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnRepealFromBankToFutureByBank, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnRepealFromFutureToBankByBank(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnRepealFromFutureToBankByBank, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnFromBankToFutureByFuture(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnFromBankToFutureByFuture, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnFromFutureToBankByFuture(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnFromFutureToBankByFuture, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnRepealFromBankToFutureByFutureManual(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnRepealFromBankToFutureByFutureManual, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnRepealFromFutureToBankByFutureManual(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnRepealFromFutureToBankByFutureManual, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnQueryBankBalanceByFuture(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnQueryBankBalanceByFuture, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnBankToFutureByFuture(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnBankToFutureByFuture, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnFutureToBankByFuture(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnFutureToBankByFuture, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnRepealBankToFutureByFutureManual(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnRepealBankToFutureByFutureManual, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnRepealFutureToBankByFutureManual(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnRepealFutureToBankByFutureManual, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onErrRtnQueryBankBalanceByFuture(const dict &data, const dict &error) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onErrRtnQueryBankBalanceByFuture, data, error); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnRepealFromBankToFutureByFuture(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnRepealFromBankToFutureByFuture, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnRepealFromFutureToBankByFuture(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnRepealFromFutureToBankByFuture, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspFromBankToFutureByFuture(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspFromBankToFutureByFuture, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspFromFutureToBankByFuture(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspFromFutureToBankByFuture, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRspQueryBankAccountMoneyByFuture(const dict &data, const dict &error, int reqid, bool last) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRspQueryBankAccountMoneyByFuture, data, error, reqid, last); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnOpenAccountByBank(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnOpenAccountByBank, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnCancelAccountByBank(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnCancelAccountByBank, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; - - void onRtnChangeAccountByBank(const dict &data) override - { - try - { - PYBIND11_OVERLOAD(void, TdApi, onRtnChangeAccountByBank, data); - } - catch (const error_already_set &e) - { - cout << e.what() << endl; - } - }; + using TdApi::TdApi; + void onFrontConnected() override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onFrontConnected); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onFrontDisconnected(int reqid) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onFrontDisconnected, reqid); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onHeartBeatWarning(int reqid) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onHeartBeatWarning, reqid); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspAuthenticate(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspAuthenticate, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspUserLogin(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspUserLogin, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspUserLogout(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspUserLogout, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspUserPasswordUpdate(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspUserPasswordUpdate, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspTradingAccountPasswordUpdate(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspTradingAccountPasswordUpdate, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspOrderInsert(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspOrderInsert, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspParkedOrderInsert(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspParkedOrderInsert, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspParkedOrderAction(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspParkedOrderAction, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspOrderAction(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspOrderAction, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQueryMaxOrderVolume(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQueryMaxOrderVolume, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspSettlementInfoConfirm(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspSettlementInfoConfirm, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspRemoveParkedOrder(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspRemoveParkedOrder, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspRemoveParkedOrderAction(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspRemoveParkedOrderAction, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspExecOrderInsert(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspExecOrderInsert, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspExecOrderAction(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspExecOrderAction, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspForQuoteInsert(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspForQuoteInsert, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQuoteInsert(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQuoteInsert, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQuoteAction(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQuoteAction, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspBatchOrderAction(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspBatchOrderAction, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspOptionSelfCloseInsert(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspOptionSelfCloseInsert, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspOptionSelfCloseAction(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspOptionSelfCloseAction, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspCombActionInsert(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspCombActionInsert, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryOrder(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryOrder, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryTrade(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryTrade, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryInvestorPosition(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryInvestorPosition, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryTradingAccount(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryTradingAccount, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryInvestor(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryInvestor, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryTradingCode(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryTradingCode, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryInstrumentMarginRate(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryInstrumentMarginRate, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryInstrumentCommissionRate(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryInstrumentCommissionRate, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryExchange(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryExchange, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryProduct(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryProduct, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryInstrument(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryInstrument, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryDepthMarketData(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryDepthMarketData, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQrySettlementInfo(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQrySettlementInfo, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryTransferBank(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryTransferBank, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryInvestorPositionDetail(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryInvestorPositionDetail, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryNotice(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryNotice, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQrySettlementInfoConfirm(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQrySettlementInfoConfirm, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryInvestorPositionCombineDetail(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryInvestorPositionCombineDetail, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryCFMMCTradingAccountKey(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryCFMMCTradingAccountKey, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryEWarrantOffset(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryEWarrantOffset, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryInvestorProductGroupMargin(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryInvestorProductGroupMargin, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryExchangeMarginRate(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryExchangeMarginRate, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryExchangeMarginRateAdjust(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryExchangeMarginRateAdjust, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryExchangeRate(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryExchangeRate, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQrySecAgentACIDMap(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQrySecAgentACIDMap, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryProductExchRate(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryProductExchRate, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryProductGroup(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryProductGroup, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryMMInstrumentCommissionRate(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryMMInstrumentCommissionRate, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryMMOptionInstrCommRate(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryMMOptionInstrCommRate, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryInstrumentOrderCommRate(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryInstrumentOrderCommRate, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQrySecAgentTradingAccount(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQrySecAgentTradingAccount, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQrySecAgentCheckMode(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQrySecAgentCheckMode, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryOptionInstrTradeCost(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryOptionInstrTradeCost, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryOptionInstrCommRate(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryOptionInstrCommRate, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryExecOrder(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryExecOrder, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryForQuote(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryForQuote, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryQuote(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryQuote, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryOptionSelfClose(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryOptionSelfClose, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryInvestUnit(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryInvestUnit, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryCombInstrumentGuard(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryCombInstrumentGuard, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryCombAction(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryCombAction, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryTransferSerial(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryTransferSerial, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryAccountregister(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryAccountregister, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspError(const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspError, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnOrder(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnOrder, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnTrade(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnTrade, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnOrderInsert(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnOrderInsert, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnOrderAction(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnOrderAction, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnInstrumentStatus(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnInstrumentStatus, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnBulletin(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnBulletin, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnTradingNotice(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnTradingNotice, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnErrorConditionalOrder(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnErrorConditionalOrder, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnExecOrder(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnExecOrder, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnExecOrderInsert(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnExecOrderInsert, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnExecOrderAction(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnExecOrderAction, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnForQuoteInsert(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnForQuoteInsert, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnQuote(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnQuote, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnQuoteInsert(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnQuoteInsert, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnQuoteAction(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnQuoteAction, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnForQuoteRsp(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnForQuoteRsp, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnCFMMCTradingAccountToken(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnCFMMCTradingAccountToken, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnBatchOrderAction(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnBatchOrderAction, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnOptionSelfClose(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnOptionSelfClose, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnOptionSelfCloseInsert(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnOptionSelfCloseInsert, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnOptionSelfCloseAction(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnOptionSelfCloseAction, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnCombAction(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnCombAction, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnCombActionInsert(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnCombActionInsert, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryContractBank(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryContractBank, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryParkedOrder(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryParkedOrder, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryParkedOrderAction(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryParkedOrderAction, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryTradingNotice(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryTradingNotice, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryBrokerTradingParams(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryBrokerTradingParams, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQryBrokerTradingAlgos(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQryBrokerTradingAlgos, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQueryCFMMCTradingAccountToken(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQueryCFMMCTradingAccountToken, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnFromBankToFutureByBank(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnFromBankToFutureByBank, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnFromFutureToBankByBank(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnFromFutureToBankByBank, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnRepealFromBankToFutureByBank(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnRepealFromBankToFutureByBank, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnRepealFromFutureToBankByBank(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnRepealFromFutureToBankByBank, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnFromBankToFutureByFuture(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnFromBankToFutureByFuture, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnFromFutureToBankByFuture(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnFromFutureToBankByFuture, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnRepealFromBankToFutureByFutureManual(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnRepealFromBankToFutureByFutureManual, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnRepealFromFutureToBankByFutureManual(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnRepealFromFutureToBankByFutureManual, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnQueryBankBalanceByFuture(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnQueryBankBalanceByFuture, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnBankToFutureByFuture(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnBankToFutureByFuture, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnFutureToBankByFuture(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnFutureToBankByFuture, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnRepealBankToFutureByFutureManual(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnRepealBankToFutureByFutureManual, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnRepealFutureToBankByFutureManual(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnRepealFutureToBankByFutureManual, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onErrRtnQueryBankBalanceByFuture(const dict &data, const dict &error) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onErrRtnQueryBankBalanceByFuture, data, error); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnRepealFromBankToFutureByFuture(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnRepealFromBankToFutureByFuture, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnRepealFromFutureToBankByFuture(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnRepealFromFutureToBankByFuture, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspFromBankToFutureByFuture(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspFromBankToFutureByFuture, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspFromFutureToBankByFuture(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspFromFutureToBankByFuture, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRspQueryBankAccountMoneyByFuture(const dict &data, const dict &error, int reqid, bool last) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRspQueryBankAccountMoneyByFuture, data, error, reqid, last); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnOpenAccountByBank(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnOpenAccountByBank, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnCancelAccountByBank(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnCancelAccountByBank, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + void onRtnChangeAccountByBank(const dict &data) override + { + try + { + PYBIND11_OVERLOAD(void, TdApi, onRtnChangeAccountByBank, data); + } + catch (const error_already_set &e) + { + cout << e.what() << endl; + } + }; + + }; PYBIND11_MODULE(vnctptd, m) { - class_ TdApi(m, "TdApi"); - TdApi - .def(init<>()) - .def("createFtdcTraderApi", &TdApi::createFtdcTraderApi) - .def("release", &TdApi::release) - .def("init", &TdApi::init) - .def("join", &TdApi::join) - .def("exit", &TdApi::exit) - .def("getTradingDay", &TdApi::getTradingDay) - .def("registerFront", &TdApi::registerFront) - .def("subscribePublicTopic", &TdApi::subscribePublicTopic) - .def("subscribePrivateTopic", &TdApi::subscribePrivateTopic) - .def("reqAuthenticate", &TdApi::reqAuthenticate) - .def("reqUserLogin", &TdApi::reqUserLogin) - .def("reqUserLogout", &TdApi::reqUserLogout) - .def("reqUserPasswordUpdate", &TdApi::reqUserPasswordUpdate) - .def("reqTradingAccountPasswordUpdate", &TdApi::reqTradingAccountPasswordUpdate) - .def("reqUserLogin2", &TdApi::reqUserLogin2) - .def("reqUserPasswordUpdate2", &TdApi::reqUserPasswordUpdate2) - .def("reqOrderInsert", &TdApi::reqOrderInsert) - .def("reqParkedOrderInsert", &TdApi::reqParkedOrderInsert) - .def("reqParkedOrderAction", &TdApi::reqParkedOrderAction) - .def("reqOrderAction", &TdApi::reqOrderAction) - .def("reqQueryMaxOrderVolume", &TdApi::reqQueryMaxOrderVolume) - .def("reqSettlementInfoConfirm", &TdApi::reqSettlementInfoConfirm) - .def("reqRemoveParkedOrder", &TdApi::reqRemoveParkedOrder) - .def("reqRemoveParkedOrderAction", &TdApi::reqRemoveParkedOrderAction) - .def("reqExecOrderInsert", &TdApi::reqExecOrderInsert) - .def("reqExecOrderAction", &TdApi::reqExecOrderAction) - .def("reqForQuoteInsert", &TdApi::reqForQuoteInsert) - .def("reqQuoteInsert", &TdApi::reqQuoteInsert) - .def("reqQuoteAction", &TdApi::reqQuoteAction) - .def("reqBatchOrderAction", &TdApi::reqBatchOrderAction) - .def("reqOptionSelfCloseInsert", &TdApi::reqOptionSelfCloseInsert) - .def("reqOptionSelfCloseAction", &TdApi::reqOptionSelfCloseAction) - .def("reqCombActionInsert", &TdApi::reqCombActionInsert) - .def("reqQryOrder", &TdApi::reqQryOrder) - .def("reqQryTrade", &TdApi::reqQryTrade) - .def("reqQryInvestorPosition", &TdApi::reqQryInvestorPosition) - .def("reqQryTradingAccount", &TdApi::reqQryTradingAccount) - .def("reqQryInvestor", &TdApi::reqQryInvestor) - .def("reqQryTradingCode", &TdApi::reqQryTradingCode) - .def("reqQryInstrumentMarginRate", &TdApi::reqQryInstrumentMarginRate) - .def("reqQryInstrumentCommissionRate", &TdApi::reqQryInstrumentCommissionRate) - .def("reqQryExchange", &TdApi::reqQryExchange) - .def("reqQryProduct", &TdApi::reqQryProduct) - .def("reqQryInstrument", &TdApi::reqQryInstrument) - .def("reqQryDepthMarketData", &TdApi::reqQryDepthMarketData) - .def("reqQrySettlementInfo", &TdApi::reqQrySettlementInfo) - .def("reqQryTransferBank", &TdApi::reqQryTransferBank) - .def("reqQryInvestorPositionDetail", &TdApi::reqQryInvestorPositionDetail) - .def("reqQryNotice", &TdApi::reqQryNotice) - .def("reqQrySettlementInfoConfirm", &TdApi::reqQrySettlementInfoConfirm) - .def("reqQryInvestorPositionCombineDetail", &TdApi::reqQryInvestorPositionCombineDetail) - .def("reqQryCFMMCTradingAccountKey", &TdApi::reqQryCFMMCTradingAccountKey) - .def("reqQryEWarrantOffset", &TdApi::reqQryEWarrantOffset) - .def("reqQryInvestorProductGroupMargin", &TdApi::reqQryInvestorProductGroupMargin) - .def("reqQryExchangeMarginRate", &TdApi::reqQryExchangeMarginRate) - .def("reqQryExchangeMarginRateAdjust", &TdApi::reqQryExchangeMarginRateAdjust) - .def("reqQryExchangeRate", &TdApi::reqQryExchangeRate) - .def("reqQrySecAgentACIDMap", &TdApi::reqQrySecAgentACIDMap) - .def("reqQryProductExchRate", &TdApi::reqQryProductExchRate) - .def("reqQryProductGroup", &TdApi::reqQryProductGroup) - .def("reqQryMMInstrumentCommissionRate", &TdApi::reqQryMMInstrumentCommissionRate) - .def("reqQryMMOptionInstrCommRate", &TdApi::reqQryMMOptionInstrCommRate) - .def("reqQryInstrumentOrderCommRate", &TdApi::reqQryInstrumentOrderCommRate) - .def("reqQryOptionInstrTradeCost", &TdApi::reqQryOptionInstrTradeCost) - .def("reqQryOptionInstrCommRate", &TdApi::reqQryOptionInstrCommRate) - .def("reqQryExecOrder", &TdApi::reqQryExecOrder) - .def("reqQryForQuote", &TdApi::reqQryForQuote) - .def("reqQryQuote", &TdApi::reqQryQuote) - .def("reqQryOptionSelfClose", &TdApi::reqQryOptionSelfClose) - .def("reqQryInvestUnit", &TdApi::reqQryInvestUnit) - .def("reqQryCombInstrumentGuard", &TdApi::reqQryCombInstrumentGuard) - .def("reqQryCombAction", &TdApi::reqQryCombAction) - .def("reqQryTransferSerial", &TdApi::reqQryTransferSerial) - .def("reqQryAccountregister", &TdApi::reqQryAccountregister) - .def("reqQryContractBank", &TdApi::reqQryContractBank) - .def("reqQryParkedOrder", &TdApi::reqQryParkedOrder) - .def("reqQryParkedOrderAction", &TdApi::reqQryParkedOrderAction) - .def("reqQryTradingNotice", &TdApi::reqQryTradingNotice) - .def("reqQryBrokerTradingParams", &TdApi::reqQryBrokerTradingParams) - .def("reqQryBrokerTradingAlgos", &TdApi::reqQryBrokerTradingAlgos) - .def("reqQueryCFMMCTradingAccountToken", &TdApi::reqQueryCFMMCTradingAccountToken) - .def("reqFromBankToFutureByFuture", &TdApi::reqFromBankToFutureByFuture) - .def("reqFromFutureToBankByFuture", &TdApi::reqFromFutureToBankByFuture) - .def("reqQueryBankAccountMoneyByFuture", &TdApi::reqQueryBankAccountMoneyByFuture) + class_ TdApi(m, "TdApi"); + TdApi + .def(init<>()) + .def("createFtdcTraderApi", &TdApi::createFtdcTraderApi) + .def("release", &TdApi::release) + .def("init", &TdApi::init) + .def("join", &TdApi::join) + .def("exit", &TdApi::exit) + .def("getTradingDay", &TdApi::getTradingDay) + .def("registerFront", &TdApi::registerFront) + .def("subscribePublicTopic", &TdApi::subscribePublicTopic) + .def("subscribePrivateTopic", &TdApi::subscribePrivateTopic) - .def("onFrontConnected", &TdApi::onFrontConnected) - .def("onFrontDisconnected", &TdApi::onFrontDisconnected) - .def("onHeartBeatWarning", &TdApi::onHeartBeatWarning) - .def("onRspAuthenticate", &TdApi::onRspAuthenticate) - .def("onRspUserLogin", &TdApi::onRspUserLogin) - .def("onRspUserLogout", &TdApi::onRspUserLogout) - .def("onRspUserPasswordUpdate", &TdApi::onRspUserPasswordUpdate) - .def("onRspTradingAccountPasswordUpdate", &TdApi::onRspTradingAccountPasswordUpdate) - .def("onRspOrderInsert", &TdApi::onRspOrderInsert) - .def("onRspParkedOrderInsert", &TdApi::onRspParkedOrderInsert) - .def("onRspParkedOrderAction", &TdApi::onRspParkedOrderAction) - .def("onRspOrderAction", &TdApi::onRspOrderAction) - .def("onRspQueryMaxOrderVolume", &TdApi::onRspQueryMaxOrderVolume) - .def("onRspSettlementInfoConfirm", &TdApi::onRspSettlementInfoConfirm) - .def("onRspRemoveParkedOrder", &TdApi::onRspRemoveParkedOrder) - .def("onRspRemoveParkedOrderAction", &TdApi::onRspRemoveParkedOrderAction) - .def("onRspExecOrderInsert", &TdApi::onRspExecOrderInsert) - .def("onRspExecOrderAction", &TdApi::onRspExecOrderAction) - .def("onRspForQuoteInsert", &TdApi::onRspForQuoteInsert) - .def("onRspQuoteInsert", &TdApi::onRspQuoteInsert) - .def("onRspQuoteAction", &TdApi::onRspQuoteAction) - .def("onRspBatchOrderAction", &TdApi::onRspBatchOrderAction) - .def("onRspOptionSelfCloseInsert", &TdApi::onRspOptionSelfCloseInsert) - .def("onRspOptionSelfCloseAction", &TdApi::onRspOptionSelfCloseAction) - .def("onRspCombActionInsert", &TdApi::onRspCombActionInsert) - .def("onRspQryOrder", &TdApi::onRspQryOrder) - .def("onRspQryTrade", &TdApi::onRspQryTrade) - .def("onRspQryInvestorPosition", &TdApi::onRspQryInvestorPosition) - .def("onRspQryTradingAccount", &TdApi::onRspQryTradingAccount) - .def("onRspQryInvestor", &TdApi::onRspQryInvestor) - .def("onRspQryTradingCode", &TdApi::onRspQryTradingCode) - .def("onRspQryInstrumentMarginRate", &TdApi::onRspQryInstrumentMarginRate) - .def("onRspQryInstrumentCommissionRate", &TdApi::onRspQryInstrumentCommissionRate) - .def("onRspQryExchange", &TdApi::onRspQryExchange) - .def("onRspQryProduct", &TdApi::onRspQryProduct) - .def("onRspQryInstrument", &TdApi::onRspQryInstrument) - .def("onRspQryDepthMarketData", &TdApi::onRspQryDepthMarketData) - .def("onRspQrySettlementInfo", &TdApi::onRspQrySettlementInfo) - .def("onRspQryTransferBank", &TdApi::onRspQryTransferBank) - .def("onRspQryInvestorPositionDetail", &TdApi::onRspQryInvestorPositionDetail) - .def("onRspQryNotice", &TdApi::onRspQryNotice) - .def("onRspQrySettlementInfoConfirm", &TdApi::onRspQrySettlementInfoConfirm) - .def("onRspQryInvestorPositionCombineDetail", &TdApi::onRspQryInvestorPositionCombineDetail) - .def("onRspQryCFMMCTradingAccountKey", &TdApi::onRspQryCFMMCTradingAccountKey) - .def("onRspQryEWarrantOffset", &TdApi::onRspQryEWarrantOffset) - .def("onRspQryInvestorProductGroupMargin", &TdApi::onRspQryInvestorProductGroupMargin) - .def("onRspQryExchangeMarginRate", &TdApi::onRspQryExchangeMarginRate) - .def("onRspQryExchangeMarginRateAdjust", &TdApi::onRspQryExchangeMarginRateAdjust) - .def("onRspQryExchangeRate", &TdApi::onRspQryExchangeRate) - .def("onRspQrySecAgentACIDMap", &TdApi::onRspQrySecAgentACIDMap) - .def("onRspQryProductExchRate", &TdApi::onRspQryProductExchRate) - .def("onRspQryProductGroup", &TdApi::onRspQryProductGroup) - .def("onRspQryMMInstrumentCommissionRate", &TdApi::onRspQryMMInstrumentCommissionRate) - .def("onRspQryMMOptionInstrCommRate", &TdApi::onRspQryMMOptionInstrCommRate) - .def("onRspQryInstrumentOrderCommRate", &TdApi::onRspQryInstrumentOrderCommRate) - .def("onRspQryOptionInstrTradeCost", &TdApi::onRspQryOptionInstrTradeCost) - .def("onRspQryOptionInstrCommRate", &TdApi::onRspQryOptionInstrCommRate) - .def("onRspQryExecOrder", &TdApi::onRspQryExecOrder) - .def("onRspQryForQuote", &TdApi::onRspQryForQuote) - .def("onRspQryQuote", &TdApi::onRspQryQuote) - .def("onRspQryOptionSelfClose", &TdApi::onRspQryOptionSelfClose) - .def("onRspQryInvestUnit", &TdApi::onRspQryInvestUnit) - .def("onRspQryCombInstrumentGuard", &TdApi::onRspQryCombInstrumentGuard) - .def("onRspQryCombAction", &TdApi::onRspQryCombAction) - .def("onRspQryTransferSerial", &TdApi::onRspQryTransferSerial) - .def("onRspQryAccountregister", &TdApi::onRspQryAccountregister) - .def("onRspError", &TdApi::onRspError) - .def("onRtnOrder", &TdApi::onRtnOrder) - .def("onRtnTrade", &TdApi::onRtnTrade) - .def("onErrRtnOrderInsert", &TdApi::onErrRtnOrderInsert) - .def("onErrRtnOrderAction", &TdApi::onErrRtnOrderAction) - .def("onRtnInstrumentStatus", &TdApi::onRtnInstrumentStatus) - .def("onRtnBulletin", &TdApi::onRtnBulletin) - .def("onRtnTradingNotice", &TdApi::onRtnTradingNotice) - .def("onRtnErrorConditionalOrder", &TdApi::onRtnErrorConditionalOrder) - .def("onRtnExecOrder", &TdApi::onRtnExecOrder) - .def("onErrRtnExecOrderInsert", &TdApi::onErrRtnExecOrderInsert) - .def("onErrRtnExecOrderAction", &TdApi::onErrRtnExecOrderAction) - .def("onErrRtnForQuoteInsert", &TdApi::onErrRtnForQuoteInsert) - .def("onRtnQuote", &TdApi::onRtnQuote) - .def("onErrRtnQuoteInsert", &TdApi::onErrRtnQuoteInsert) - .def("onErrRtnQuoteAction", &TdApi::onErrRtnQuoteAction) - .def("onRtnForQuoteRsp", &TdApi::onRtnForQuoteRsp) - .def("onRtnCFMMCTradingAccountToken", &TdApi::onRtnCFMMCTradingAccountToken) - .def("onErrRtnBatchOrderAction", &TdApi::onErrRtnBatchOrderAction) - .def("onRtnOptionSelfClose", &TdApi::onRtnOptionSelfClose) - .def("onErrRtnOptionSelfCloseInsert", &TdApi::onErrRtnOptionSelfCloseInsert) - .def("onErrRtnOptionSelfCloseAction", &TdApi::onErrRtnOptionSelfCloseAction) - .def("onRtnCombAction", &TdApi::onRtnCombAction) - .def("onErrRtnCombActionInsert", &TdApi::onErrRtnCombActionInsert) - .def("onRspQryContractBank", &TdApi::onRspQryContractBank) - .def("onRspQryParkedOrder", &TdApi::onRspQryParkedOrder) - .def("onRspQryParkedOrderAction", &TdApi::onRspQryParkedOrderAction) - .def("onRspQryTradingNotice", &TdApi::onRspQryTradingNotice) - .def("onRspQryBrokerTradingParams", &TdApi::onRspQryBrokerTradingParams) - .def("onRspQryBrokerTradingAlgos", &TdApi::onRspQryBrokerTradingAlgos) - .def("onRspQueryCFMMCTradingAccountToken", &TdApi::onRspQueryCFMMCTradingAccountToken) - .def("onRtnFromBankToFutureByBank", &TdApi::onRtnFromBankToFutureByBank) - .def("onRtnFromFutureToBankByBank", &TdApi::onRtnFromFutureToBankByBank) - .def("onRtnRepealFromBankToFutureByBank", &TdApi::onRtnRepealFromBankToFutureByBank) - .def("onRtnRepealFromFutureToBankByBank", &TdApi::onRtnRepealFromFutureToBankByBank) - .def("onRtnFromBankToFutureByFuture", &TdApi::onRtnFromBankToFutureByFuture) - .def("onRtnFromFutureToBankByFuture", &TdApi::onRtnFromFutureToBankByFuture) - .def("onRtnRepealFromBankToFutureByFutureManual", &TdApi::onRtnRepealFromBankToFutureByFutureManual) - .def("onRtnRepealFromFutureToBankByFutureManual", &TdApi::onRtnRepealFromFutureToBankByFutureManual) - .def("onRtnQueryBankBalanceByFuture", &TdApi::onRtnQueryBankBalanceByFuture) - .def("onErrRtnBankToFutureByFuture", &TdApi::onErrRtnBankToFutureByFuture) - .def("onErrRtnFutureToBankByFuture", &TdApi::onErrRtnFutureToBankByFuture) - .def("onErrRtnRepealBankToFutureByFutureManual", &TdApi::onErrRtnRepealBankToFutureByFutureManual) - .def("onErrRtnRepealFutureToBankByFutureManual", &TdApi::onErrRtnRepealFutureToBankByFutureManual) - .def("onErrRtnQueryBankBalanceByFuture", &TdApi::onErrRtnQueryBankBalanceByFuture) - .def("onRtnRepealFromBankToFutureByFuture", &TdApi::onRtnRepealFromBankToFutureByFuture) - .def("onRtnRepealFromFutureToBankByFuture", &TdApi::onRtnRepealFromFutureToBankByFuture) - .def("onRspFromBankToFutureByFuture", &TdApi::onRspFromBankToFutureByFuture) - .def("onRspFromFutureToBankByFuture", &TdApi::onRspFromFutureToBankByFuture) - .def("onRspQueryBankAccountMoneyByFuture", &TdApi::onRspQueryBankAccountMoneyByFuture) - .def("onRtnOpenAccountByBank", &TdApi::onRtnOpenAccountByBank) - .def("onRtnCancelAccountByBank", &TdApi::onRtnCancelAccountByBank) - .def("onRtnChangeAccountByBank", &TdApi::onRtnChangeAccountByBank) - ; + .def("reqAuthenticate", &TdApi::reqAuthenticate) + .def("reqUserLogin", &TdApi::reqUserLogin) + .def("reqUserLogout", &TdApi::reqUserLogout) + .def("reqUserPasswordUpdate", &TdApi::reqUserPasswordUpdate) + .def("reqTradingAccountPasswordUpdate", &TdApi::reqTradingAccountPasswordUpdate) + .def("reqUserLogin2", &TdApi::reqUserLogin2) + .def("reqUserPasswordUpdate2", &TdApi::reqUserPasswordUpdate2) + .def("reqOrderInsert", &TdApi::reqOrderInsert) + .def("reqParkedOrderInsert", &TdApi::reqParkedOrderInsert) + .def("reqParkedOrderAction", &TdApi::reqParkedOrderAction) + .def("reqOrderAction", &TdApi::reqOrderAction) + .def("reqQueryMaxOrderVolume", &TdApi::reqQueryMaxOrderVolume) + .def("reqSettlementInfoConfirm", &TdApi::reqSettlementInfoConfirm) + .def("reqRemoveParkedOrder", &TdApi::reqRemoveParkedOrder) + .def("reqRemoveParkedOrderAction", &TdApi::reqRemoveParkedOrderAction) + .def("reqExecOrderInsert", &TdApi::reqExecOrderInsert) + .def("reqExecOrderAction", &TdApi::reqExecOrderAction) + .def("reqForQuoteInsert", &TdApi::reqForQuoteInsert) + .def("reqQuoteInsert", &TdApi::reqQuoteInsert) + .def("reqQuoteAction", &TdApi::reqQuoteAction) + .def("reqBatchOrderAction", &TdApi::reqBatchOrderAction) + .def("reqOptionSelfCloseInsert", &TdApi::reqOptionSelfCloseInsert) + .def("reqOptionSelfCloseAction", &TdApi::reqOptionSelfCloseAction) + .def("reqCombActionInsert", &TdApi::reqCombActionInsert) + .def("reqQryOrder", &TdApi::reqQryOrder) + .def("reqQryTrade", &TdApi::reqQryTrade) + .def("reqQryInvestorPosition", &TdApi::reqQryInvestorPosition) + .def("reqQryTradingAccount", &TdApi::reqQryTradingAccount) + .def("reqQryInvestor", &TdApi::reqQryInvestor) + .def("reqQryTradingCode", &TdApi::reqQryTradingCode) + .def("reqQryInstrumentMarginRate", &TdApi::reqQryInstrumentMarginRate) + .def("reqQryInstrumentCommissionRate", &TdApi::reqQryInstrumentCommissionRate) + .def("reqQryExchange", &TdApi::reqQryExchange) + .def("reqQryProduct", &TdApi::reqQryProduct) + .def("reqQryInstrument", &TdApi::reqQryInstrument) + .def("reqQryDepthMarketData", &TdApi::reqQryDepthMarketData) + .def("reqQrySettlementInfo", &TdApi::reqQrySettlementInfo) + .def("reqQryTransferBank", &TdApi::reqQryTransferBank) + .def("reqQryInvestorPositionDetail", &TdApi::reqQryInvestorPositionDetail) + .def("reqQryNotice", &TdApi::reqQryNotice) + .def("reqQrySettlementInfoConfirm", &TdApi::reqQrySettlementInfoConfirm) + .def("reqQryInvestorPositionCombineDetail", &TdApi::reqQryInvestorPositionCombineDetail) + .def("reqQryCFMMCTradingAccountKey", &TdApi::reqQryCFMMCTradingAccountKey) + .def("reqQryEWarrantOffset", &TdApi::reqQryEWarrantOffset) + .def("reqQryInvestorProductGroupMargin", &TdApi::reqQryInvestorProductGroupMargin) + .def("reqQryExchangeMarginRate", &TdApi::reqQryExchangeMarginRate) + .def("reqQryExchangeMarginRateAdjust", &TdApi::reqQryExchangeMarginRateAdjust) + .def("reqQryExchangeRate", &TdApi::reqQryExchangeRate) + .def("reqQrySecAgentACIDMap", &TdApi::reqQrySecAgentACIDMap) + .def("reqQryProductExchRate", &TdApi::reqQryProductExchRate) + .def("reqQryProductGroup", &TdApi::reqQryProductGroup) + .def("reqQryMMInstrumentCommissionRate", &TdApi::reqQryMMInstrumentCommissionRate) + .def("reqQryMMOptionInstrCommRate", &TdApi::reqQryMMOptionInstrCommRate) + .def("reqQryInstrumentOrderCommRate", &TdApi::reqQryInstrumentOrderCommRate) + .def("reqQrySecAgentTradingAccount", &TdApi::reqQrySecAgentTradingAccount) + .def("reqQrySecAgentCheckMode", &TdApi::reqQrySecAgentCheckMode) + .def("reqQryOptionInstrTradeCost", &TdApi::reqQryOptionInstrTradeCost) + .def("reqQryOptionInstrCommRate", &TdApi::reqQryOptionInstrCommRate) + .def("reqQryExecOrder", &TdApi::reqQryExecOrder) + .def("reqQryForQuote", &TdApi::reqQryForQuote) + .def("reqQryQuote", &TdApi::reqQryQuote) + .def("reqQryOptionSelfClose", &TdApi::reqQryOptionSelfClose) + .def("reqQryInvestUnit", &TdApi::reqQryInvestUnit) + .def("reqQryCombInstrumentGuard", &TdApi::reqQryCombInstrumentGuard) + .def("reqQryCombAction", &TdApi::reqQryCombAction) + .def("reqQryTransferSerial", &TdApi::reqQryTransferSerial) + .def("reqQryAccountregister", &TdApi::reqQryAccountregister) + .def("reqQryContractBank", &TdApi::reqQryContractBank) + .def("reqQryParkedOrder", &TdApi::reqQryParkedOrder) + .def("reqQryParkedOrderAction", &TdApi::reqQryParkedOrderAction) + .def("reqQryTradingNotice", &TdApi::reqQryTradingNotice) + .def("reqQryBrokerTradingParams", &TdApi::reqQryBrokerTradingParams) + .def("reqQryBrokerTradingAlgos", &TdApi::reqQryBrokerTradingAlgos) + .def("reqQueryCFMMCTradingAccountToken", &TdApi::reqQueryCFMMCTradingAccountToken) + .def("reqFromBankToFutureByFuture", &TdApi::reqFromBankToFutureByFuture) + .def("reqFromFutureToBankByFuture", &TdApi::reqFromFutureToBankByFuture) + .def("reqQueryBankAccountMoneyByFuture", &TdApi::reqQueryBankAccountMoneyByFuture) - ; + .def("onFrontConnected", &TdApi::onFrontConnected) + .def("onFrontDisconnected", &TdApi::onFrontDisconnected) + .def("onHeartBeatWarning", &TdApi::onHeartBeatWarning) + .def("onRspAuthenticate", &TdApi::onRspAuthenticate) + .def("onRspUserLogin", &TdApi::onRspUserLogin) + .def("onRspUserLogout", &TdApi::onRspUserLogout) + .def("onRspUserPasswordUpdate", &TdApi::onRspUserPasswordUpdate) + .def("onRspTradingAccountPasswordUpdate", &TdApi::onRspTradingAccountPasswordUpdate) + .def("onRspOrderInsert", &TdApi::onRspOrderInsert) + .def("onRspParkedOrderInsert", &TdApi::onRspParkedOrderInsert) + .def("onRspParkedOrderAction", &TdApi::onRspParkedOrderAction) + .def("onRspOrderAction", &TdApi::onRspOrderAction) + .def("onRspQueryMaxOrderVolume", &TdApi::onRspQueryMaxOrderVolume) + .def("onRspSettlementInfoConfirm", &TdApi::onRspSettlementInfoConfirm) + .def("onRspRemoveParkedOrder", &TdApi::onRspRemoveParkedOrder) + .def("onRspRemoveParkedOrderAction", &TdApi::onRspRemoveParkedOrderAction) + .def("onRspExecOrderInsert", &TdApi::onRspExecOrderInsert) + .def("onRspExecOrderAction", &TdApi::onRspExecOrderAction) + .def("onRspForQuoteInsert", &TdApi::onRspForQuoteInsert) + .def("onRspQuoteInsert", &TdApi::onRspQuoteInsert) + .def("onRspQuoteAction", &TdApi::onRspQuoteAction) + .def("onRspBatchOrderAction", &TdApi::onRspBatchOrderAction) + .def("onRspOptionSelfCloseInsert", &TdApi::onRspOptionSelfCloseInsert) + .def("onRspOptionSelfCloseAction", &TdApi::onRspOptionSelfCloseAction) + .def("onRspCombActionInsert", &TdApi::onRspCombActionInsert) + .def("onRspQryOrder", &TdApi::onRspQryOrder) + .def("onRspQryTrade", &TdApi::onRspQryTrade) + .def("onRspQryInvestorPosition", &TdApi::onRspQryInvestorPosition) + .def("onRspQryTradingAccount", &TdApi::onRspQryTradingAccount) + .def("onRspQryInvestor", &TdApi::onRspQryInvestor) + .def("onRspQryTradingCode", &TdApi::onRspQryTradingCode) + .def("onRspQryInstrumentMarginRate", &TdApi::onRspQryInstrumentMarginRate) + .def("onRspQryInstrumentCommissionRate", &TdApi::onRspQryInstrumentCommissionRate) + .def("onRspQryExchange", &TdApi::onRspQryExchange) + .def("onRspQryProduct", &TdApi::onRspQryProduct) + .def("onRspQryInstrument", &TdApi::onRspQryInstrument) + .def("onRspQryDepthMarketData", &TdApi::onRspQryDepthMarketData) + .def("onRspQrySettlementInfo", &TdApi::onRspQrySettlementInfo) + .def("onRspQryTransferBank", &TdApi::onRspQryTransferBank) + .def("onRspQryInvestorPositionDetail", &TdApi::onRspQryInvestorPositionDetail) + .def("onRspQryNotice", &TdApi::onRspQryNotice) + .def("onRspQrySettlementInfoConfirm", &TdApi::onRspQrySettlementInfoConfirm) + .def("onRspQryInvestorPositionCombineDetail", &TdApi::onRspQryInvestorPositionCombineDetail) + .def("onRspQryCFMMCTradingAccountKey", &TdApi::onRspQryCFMMCTradingAccountKey) + .def("onRspQryEWarrantOffset", &TdApi::onRspQryEWarrantOffset) + .def("onRspQryInvestorProductGroupMargin", &TdApi::onRspQryInvestorProductGroupMargin) + .def("onRspQryExchangeMarginRate", &TdApi::onRspQryExchangeMarginRate) + .def("onRspQryExchangeMarginRateAdjust", &TdApi::onRspQryExchangeMarginRateAdjust) + .def("onRspQryExchangeRate", &TdApi::onRspQryExchangeRate) + .def("onRspQrySecAgentACIDMap", &TdApi::onRspQrySecAgentACIDMap) + .def("onRspQryProductExchRate", &TdApi::onRspQryProductExchRate) + .def("onRspQryProductGroup", &TdApi::onRspQryProductGroup) + .def("onRspQryMMInstrumentCommissionRate", &TdApi::onRspQryMMInstrumentCommissionRate) + .def("onRspQryMMOptionInstrCommRate", &TdApi::onRspQryMMOptionInstrCommRate) + .def("onRspQryInstrumentOrderCommRate", &TdApi::onRspQryInstrumentOrderCommRate) + .def("onRspQrySecAgentTradingAccount", &TdApi::onRspQrySecAgentTradingAccount) + .def("onRspQrySecAgentCheckMode", &TdApi::onRspQrySecAgentCheckMode) + .def("onRspQryOptionInstrTradeCost", &TdApi::onRspQryOptionInstrTradeCost) + .def("onRspQryOptionInstrCommRate", &TdApi::onRspQryOptionInstrCommRate) + .def("onRspQryExecOrder", &TdApi::onRspQryExecOrder) + .def("onRspQryForQuote", &TdApi::onRspQryForQuote) + .def("onRspQryQuote", &TdApi::onRspQryQuote) + .def("onRspQryOptionSelfClose", &TdApi::onRspQryOptionSelfClose) + .def("onRspQryInvestUnit", &TdApi::onRspQryInvestUnit) + .def("onRspQryCombInstrumentGuard", &TdApi::onRspQryCombInstrumentGuard) + .def("onRspQryCombAction", &TdApi::onRspQryCombAction) + .def("onRspQryTransferSerial", &TdApi::onRspQryTransferSerial) + .def("onRspQryAccountregister", &TdApi::onRspQryAccountregister) + .def("onRspError", &TdApi::onRspError) + .def("onRtnOrder", &TdApi::onRtnOrder) + .def("onRtnTrade", &TdApi::onRtnTrade) + .def("onErrRtnOrderInsert", &TdApi::onErrRtnOrderInsert) + .def("onErrRtnOrderAction", &TdApi::onErrRtnOrderAction) + .def("onRtnInstrumentStatus", &TdApi::onRtnInstrumentStatus) + .def("onRtnBulletin", &TdApi::onRtnBulletin) + .def("onRtnTradingNotice", &TdApi::onRtnTradingNotice) + .def("onRtnErrorConditionalOrder", &TdApi::onRtnErrorConditionalOrder) + .def("onRtnExecOrder", &TdApi::onRtnExecOrder) + .def("onErrRtnExecOrderInsert", &TdApi::onErrRtnExecOrderInsert) + .def("onErrRtnExecOrderAction", &TdApi::onErrRtnExecOrderAction) + .def("onErrRtnForQuoteInsert", &TdApi::onErrRtnForQuoteInsert) + .def("onRtnQuote", &TdApi::onRtnQuote) + .def("onErrRtnQuoteInsert", &TdApi::onErrRtnQuoteInsert) + .def("onErrRtnQuoteAction", &TdApi::onErrRtnQuoteAction) + .def("onRtnForQuoteRsp", &TdApi::onRtnForQuoteRsp) + .def("onRtnCFMMCTradingAccountToken", &TdApi::onRtnCFMMCTradingAccountToken) + .def("onErrRtnBatchOrderAction", &TdApi::onErrRtnBatchOrderAction) + .def("onRtnOptionSelfClose", &TdApi::onRtnOptionSelfClose) + .def("onErrRtnOptionSelfCloseInsert", &TdApi::onErrRtnOptionSelfCloseInsert) + .def("onErrRtnOptionSelfCloseAction", &TdApi::onErrRtnOptionSelfCloseAction) + .def("onRtnCombAction", &TdApi::onRtnCombAction) + .def("onErrRtnCombActionInsert", &TdApi::onErrRtnCombActionInsert) + .def("onRspQryContractBank", &TdApi::onRspQryContractBank) + .def("onRspQryParkedOrder", &TdApi::onRspQryParkedOrder) + .def("onRspQryParkedOrderAction", &TdApi::onRspQryParkedOrderAction) + .def("onRspQryTradingNotice", &TdApi::onRspQryTradingNotice) + .def("onRspQryBrokerTradingParams", &TdApi::onRspQryBrokerTradingParams) + .def("onRspQryBrokerTradingAlgos", &TdApi::onRspQryBrokerTradingAlgos) + .def("onRspQueryCFMMCTradingAccountToken", &TdApi::onRspQueryCFMMCTradingAccountToken) + .def("onRtnFromBankToFutureByBank", &TdApi::onRtnFromBankToFutureByBank) + .def("onRtnFromFutureToBankByBank", &TdApi::onRtnFromFutureToBankByBank) + .def("onRtnRepealFromBankToFutureByBank", &TdApi::onRtnRepealFromBankToFutureByBank) + .def("onRtnRepealFromFutureToBankByBank", &TdApi::onRtnRepealFromFutureToBankByBank) + .def("onRtnFromBankToFutureByFuture", &TdApi::onRtnFromBankToFutureByFuture) + .def("onRtnFromFutureToBankByFuture", &TdApi::onRtnFromFutureToBankByFuture) + .def("onRtnRepealFromBankToFutureByFutureManual", &TdApi::onRtnRepealFromBankToFutureByFutureManual) + .def("onRtnRepealFromFutureToBankByFutureManual", &TdApi::onRtnRepealFromFutureToBankByFutureManual) + .def("onRtnQueryBankBalanceByFuture", &TdApi::onRtnQueryBankBalanceByFuture) + .def("onErrRtnBankToFutureByFuture", &TdApi::onErrRtnBankToFutureByFuture) + .def("onErrRtnFutureToBankByFuture", &TdApi::onErrRtnFutureToBankByFuture) + .def("onErrRtnRepealBankToFutureByFutureManual", &TdApi::onErrRtnRepealBankToFutureByFutureManual) + .def("onErrRtnRepealFutureToBankByFutureManual", &TdApi::onErrRtnRepealFutureToBankByFutureManual) + .def("onErrRtnQueryBankBalanceByFuture", &TdApi::onErrRtnQueryBankBalanceByFuture) + .def("onRtnRepealFromBankToFutureByFuture", &TdApi::onRtnRepealFromBankToFutureByFuture) + .def("onRtnRepealFromFutureToBankByFuture", &TdApi::onRtnRepealFromFutureToBankByFuture) + .def("onRspFromBankToFutureByFuture", &TdApi::onRspFromBankToFutureByFuture) + .def("onRspFromFutureToBankByFuture", &TdApi::onRspFromFutureToBankByFuture) + .def("onRspQueryBankAccountMoneyByFuture", &TdApi::onRspQueryBankAccountMoneyByFuture) + .def("onRtnOpenAccountByBank", &TdApi::onRtnOpenAccountByBank) + .def("onRtnCancelAccountByBank", &TdApi::onRtnCancelAccountByBank) + .def("onRtnChangeAccountByBank", &TdApi::onRtnChangeAccountByBank) + ; + + ; + + ; } diff --git a/vnpy/api/ctp/vnctp/vnctptd/vnctptd.h b/vnpy/api/ctp/vnctp/vnctptd/vnctptd.h index e31f58ef..df9d08a9 100644 --- a/vnpy/api/ctp/vnctp/vnctptd/vnctptd.h +++ b/vnpy/api/ctp/vnctp/vnctptd/vnctptd.h @@ -66,70 +66,73 @@ using namespace pybind11; #define ONRSPQRYMMINSTRUMENTCOMMISSIONRATE 52 #define ONRSPQRYMMOPTIONINSTRCOMMRATE 53 #define ONRSPQRYINSTRUMENTORDERCOMMRATE 54 -#define ONRSPQRYOPTIONINSTRTRADECOST 55 -#define ONRSPQRYOPTIONINSTRCOMMRATE 56 -#define ONRSPQRYEXECORDER 57 -#define ONRSPQRYFORQUOTE 58 -#define ONRSPQRYQUOTE 59 -#define ONRSPQRYOPTIONSELFCLOSE 60 -#define ONRSPQRYINVESTUNIT 61 -#define ONRSPQRYCOMBINSTRUMENTGUARD 62 -#define ONRSPQRYCOMBACTION 63 -#define ONRSPQRYTRANSFERSERIAL 64 -#define ONRSPQRYACCOUNTREGISTER 65 -#define ONRSPERROR 66 -#define ONRTNORDER 67 -#define ONRTNTRADE 68 -#define ONERRRTNORDERINSERT 69 -#define ONERRRTNORDERACTION 70 -#define ONRTNINSTRUMENTSTATUS 71 -#define ONRTNBULLETIN 72 -#define ONRTNTRADINGNOTICE 73 -#define ONRTNERRORCONDITIONALORDER 74 -#define ONRTNEXECORDER 75 -#define ONERRRTNEXECORDERINSERT 76 -#define ONERRRTNEXECORDERACTION 77 -#define ONERRRTNFORQUOTEINSERT 78 -#define ONRTNQUOTE 79 -#define ONERRRTNQUOTEINSERT 80 -#define ONERRRTNQUOTEACTION 81 -#define ONRTNFORQUOTERSP 82 -#define ONRTNCFMMCTRADINGACCOUNTTOKEN 83 -#define ONERRRTNBATCHORDERACTION 84 -#define ONRTNOPTIONSELFCLOSE 85 -#define ONERRRTNOPTIONSELFCLOSEINSERT 86 -#define ONERRRTNOPTIONSELFCLOSEACTION 87 -#define ONRTNCOMBACTION 88 -#define ONERRRTNCOMBACTIONINSERT 89 -#define ONRSPQRYCONTRACTBANK 90 -#define ONRSPQRYPARKEDORDER 91 -#define ONRSPQRYPARKEDORDERACTION 92 -#define ONRSPQRYTRADINGNOTICE 93 -#define ONRSPQRYBROKERTRADINGPARAMS 94 -#define ONRSPQRYBROKERTRADINGALGOS 95 -#define ONRSPQUERYCFMMCTRADINGACCOUNTTOKEN 96 -#define ONRTNFROMBANKTOFUTUREBYBANK 97 -#define ONRTNFROMFUTURETOBANKBYBANK 98 -#define ONRTNREPEALFROMBANKTOFUTUREBYBANK 99 -#define ONRTNREPEALFROMFUTURETOBANKBYBANK 100 -#define ONRTNFROMBANKTOFUTUREBYFUTURE 101 -#define ONRTNFROMFUTURETOBANKBYFUTURE 102 -#define ONRTNREPEALFROMBANKTOFUTUREBYFUTUREMANUAL 103 -#define ONRTNREPEALFROMFUTURETOBANKBYFUTUREMANUAL 104 -#define ONRTNQUERYBANKBALANCEBYFUTURE 105 -#define ONERRRTNBANKTOFUTUREBYFUTURE 106 -#define ONERRRTNFUTURETOBANKBYFUTURE 107 -#define ONERRRTNREPEALBANKTOFUTUREBYFUTUREMANUAL 108 -#define ONERRRTNREPEALFUTURETOBANKBYFUTUREMANUAL 109 -#define ONERRRTNQUERYBANKBALANCEBYFUTURE 110 -#define ONRTNREPEALFROMBANKTOFUTUREBYFUTURE 111 -#define ONRTNREPEALFROMFUTURETOBANKBYFUTURE 112 -#define ONRSPFROMBANKTOFUTUREBYFUTURE 113 -#define ONRSPFROMFUTURETOBANKBYFUTURE 114 -#define ONRSPQUERYBANKACCOUNTMONEYBYFUTURE 115 -#define ONRTNOPENACCOUNTBYBANK 116 -#define ONRTNCANCELACCOUNTBYBANK 117 -#define ONRTNCHANGEACCOUNTBYBANK 118 +#define ONRSPQRYSECAGENTTRADINGACCOUNT 55 +#define ONRSPQRYSECAGENTCHECKMODE 56 +#define ONRSPQRYOPTIONINSTRTRADECOST 57 +#define ONRSPQRYOPTIONINSTRCOMMRATE 58 +#define ONRSPQRYEXECORDER 59 +#define ONRSPQRYFORQUOTE 60 +#define ONRSPQRYQUOTE 61 +#define ONRSPQRYOPTIONSELFCLOSE 62 +#define ONRSPQRYINVESTUNIT 63 +#define ONRSPQRYCOMBINSTRUMENTGUARD 64 +#define ONRSPQRYCOMBACTION 65 +#define ONRSPQRYTRANSFERSERIAL 66 +#define ONRSPQRYACCOUNTREGISTER 67 +#define ONRSPERROR 68 +#define ONRTNORDER 69 +#define ONRTNTRADE 70 +#define ONERRRTNORDERINSERT 71 +#define ONERRRTNORDERACTION 72 +#define ONRTNINSTRUMENTSTATUS 73 +#define ONRTNBULLETIN 74 +#define ONRTNTRADINGNOTICE 75 +#define ONRTNERRORCONDITIONALORDER 76 +#define ONRTNEXECORDER 77 +#define ONERRRTNEXECORDERINSERT 78 +#define ONERRRTNEXECORDERACTION 79 +#define ONERRRTNFORQUOTEINSERT 80 +#define ONRTNQUOTE 81 +#define ONERRRTNQUOTEINSERT 82 +#define ONERRRTNQUOTEACTION 83 +#define ONRTNFORQUOTERSP 84 +#define ONRTNCFMMCTRADINGACCOUNTTOKEN 85 +#define ONERRRTNBATCHORDERACTION 86 +#define ONRTNOPTIONSELFCLOSE 87 +#define ONERRRTNOPTIONSELFCLOSEINSERT 88 +#define ONERRRTNOPTIONSELFCLOSEACTION 89 +#define ONRTNCOMBACTION 90 +#define ONERRRTNCOMBACTIONINSERT 91 +#define ONRSPQRYCONTRACTBANK 92 +#define ONRSPQRYPARKEDORDER 93 +#define ONRSPQRYPARKEDORDERACTION 94 +#define ONRSPQRYTRADINGNOTICE 95 +#define ONRSPQRYBROKERTRADINGPARAMS 96 +#define ONRSPQRYBROKERTRADINGALGOS 97 +#define ONRSPQUERYCFMMCTRADINGACCOUNTTOKEN 98 +#define ONRTNFROMBANKTOFUTUREBYBANK 99 +#define ONRTNFROMFUTURETOBANKBYBANK 100 +#define ONRTNREPEALFROMBANKTOFUTUREBYBANK 101 +#define ONRTNREPEALFROMFUTURETOBANKBYBANK 102 +#define ONRTNFROMBANKTOFUTUREBYFUTURE 103 +#define ONRTNFROMFUTURETOBANKBYFUTURE 104 +#define ONRTNREPEALFROMBANKTOFUTUREBYFUTUREMANUAL 105 +#define ONRTNREPEALFROMFUTURETOBANKBYFUTUREMANUAL 106 +#define ONRTNQUERYBANKBALANCEBYFUTURE 107 +#define ONERRRTNBANKTOFUTUREBYFUTURE 108 +#define ONERRRTNFUTURETOBANKBYFUTURE 109 +#define ONERRRTNREPEALBANKTOFUTUREBYFUTUREMANUAL 110 +#define ONERRRTNREPEALFUTURETOBANKBYFUTUREMANUAL 111 +#define ONERRRTNQUERYBANKBALANCEBYFUTURE 112 +#define ONRTNREPEALFROMBANKTOFUTUREBYFUTURE 113 +#define ONRTNREPEALFROMFUTURETOBANKBYFUTURE 114 +#define ONRSPFROMBANKTOFUTUREBYFUTURE 115 +#define ONRSPFROMFUTURETOBANKBYFUTURE 116 +#define ONRSPQUERYBANKACCOUNTMONEYBYFUTURE 117 +#define ONRTNOPENACCOUNTBYBANK 118 +#define ONRTNCANCELACCOUNTBYBANK 119 +#define ONRTNCHANGEACCOUNTBYBANK 120 + ///------------------------------------------------------------------------------------- @@ -140,398 +143,403 @@ using namespace pybind11; class TdApi : public CThostFtdcTraderSpi { private: - CThostFtdcTraderApi* api; //API对象 - thread task_thread; //工作线程指针（向python中推送数据） - TaskQueue task_queue; //任务队列 - bool active = false; //工作状态 + CThostFtdcTraderApi* api; //API对象 + thread task_thread; //工作线程指针（向python中推送数据） + TaskQueue task_queue; //任务队列 + bool active = false; //工作状态 public: - TdApi() - { - }; + TdApi() + { + }; - ~TdApi() - { - if (this->active) - { - this->exit(); - } - }; + ~TdApi() + { + if (this->active) + { + this->exit(); + } + }; - //------------------------------------------------------------------------------------- - //API回调函数 - //------------------------------------------------------------------------------------- + //------------------------------------------------------------------------------------- + //API回调函数 + //------------------------------------------------------------------------------------- - ///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) ; + ///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) ; + ///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) ; - ///客户端认证响应 - virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///客户端认证响应 + virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///登录请求响应 - virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///登录请求响应 + virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///登出请求响应 - virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///登出请求响应 + virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///用户口令更新请求响应 - virtual void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///用户口令更新请求响应 + virtual void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///资金账户口令更新请求响应 - virtual void OnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///资金账户口令更新请求响应 + virtual void OnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///报单录入请求响应 - virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///报单录入请求响应 + virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///预埋单录入请求响应 - virtual void OnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///预埋单录入请求响应 + virtual void OnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///预埋撤单录入请求响应 - virtual void OnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///预埋撤单录入请求响应 + virtual void OnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///报单操作请求响应 - virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///报单操作请求响应 + virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///查询最大报单数量响应 - virtual void OnRspQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///查询最大报单数量响应 + virtual void OnRspQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///投资者结算结果确认响应 - virtual void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///投资者结算结果确认响应 + virtual void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///删除预埋单响应 - virtual void OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///删除预埋单响应 + virtual void OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///删除预埋撤单响应 - virtual void OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///删除预埋撤单响应 + virtual void OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///执行宣告录入请求响应 - virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///执行宣告录入请求响应 + virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///执行宣告操作请求响应 - virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///执行宣告操作请求响应 + virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///询价录入请求响应 - virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///询价录入请求响应 + virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///报价录入请求响应 - virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///报价录入请求响应 + virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///报价操作请求响应 - virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///报价操作请求响应 + virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///批量报单操作请求响应 - virtual void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///批量报单操作请求响应 + virtual void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///期权自对冲录入请求响应 - virtual void OnRspOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///期权自对冲录入请求响应 + virtual void OnRspOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///期权自对冲操作请求响应 - virtual void OnRspOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///期权自对冲操作请求响应 + virtual void OnRspOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///申请组合录入请求响应 - virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///申请组合录入请求响应 + virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询报单响应 - virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询报单响应 + virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询成交响应 - virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询成交响应 + virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询投资者持仓响应 - virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询投资者持仓响应 + virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询资金账户响应 - virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询资金账户响应 + virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询投资者响应 - virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询投资者响应 + virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询交易编码响应 - virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询交易编码响应 + virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询合约保证金率响应 - virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询合约保证金率响应 + virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询合约手续费率响应 - virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询合约手续费率响应 + virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询交易所响应 - virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询交易所响应 + virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询产品响应 - virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询产品响应 + virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询合约响应 - virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询合约响应 + virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询行情响应 - virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询行情响应 + virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询投资者结算结果响应 - virtual void OnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询投资者结算结果响应 + virtual void OnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询转帐银行响应 - virtual void OnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询转帐银行响应 + virtual void OnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询投资者持仓明细响应 - virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询投资者持仓明细响应 + virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询客户通知响应 - virtual void OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询客户通知响应 + virtual void OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询结算信息确认响应 - virtual void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询结算信息确认响应 + virtual void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询投资者持仓明细响应 - virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询投资者持仓明细响应 + virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///查询保证金监管系统经纪公司资金账户密钥响应 - virtual void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///查询保证金监管系统经纪公司资金账户密钥响应 + virtual void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询仓单折抵信息响应 - virtual void OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询仓单折抵信息响应 + virtual void OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询投资者品种/跨品种保证金响应 - virtual void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询投资者品种/跨品种保证金响应 + virtual void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询交易所保证金率响应 - virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询交易所保证金率响应 + virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询交易所调整保证金率响应 - virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询交易所调整保证金率响应 + virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询汇率响应 - virtual void OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询汇率响应 + virtual void OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询二级代理操作员银期权限响应 - virtual void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询二级代理操作员银期权限响应 + virtual void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询产品报价汇率 - virtual void OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询产品报价汇率 + virtual void OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询产品组 - virtual void OnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询产品组 + virtual void OnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询做市商合约手续费率响应 - virtual void OnRspQryMMInstrumentCommissionRate(CThostFtdcMMInstrumentCommissionRateField *pMMInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询做市商合约手续费率响应 + virtual void OnRspQryMMInstrumentCommissionRate(CThostFtdcMMInstrumentCommissionRateField *pMMInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询做市商期权合约手续费响应 - virtual void OnRspQryMMOptionInstrCommRate(CThostFtdcMMOptionInstrCommRateField *pMMOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询做市商期权合约手续费响应 + virtual void OnRspQryMMOptionInstrCommRate(CThostFtdcMMOptionInstrCommRateField *pMMOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询报单手续费响应 - virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询报单手续费响应 + virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询期权交易成本响应 - virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询资金账户响应 + virtual void OnRspQrySecAgentTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); - ///请求查询期权合约手续费响应 - virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询二级代理商资金校验模式响应 + virtual void OnRspQrySecAgentCheckMode(CThostFtdcSecAgentCheckModeField *pSecAgentCheckMode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); - ///请求查询执行宣告响应 - virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询期权交易成本响应 + virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询询价响应 - virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询期权合约手续费响应 + virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询报价响应 - virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询执行宣告响应 + virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询期权自对冲响应 - virtual void OnRspQryOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询询价响应 + virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询投资单元响应 - virtual void OnRspQryInvestUnit(CThostFtdcInvestUnitField *pInvestUnit, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询报价响应 + virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询组合合约安全系数响应 - virtual void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询期权自对冲响应 + virtual void OnRspQryOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询申请组合响应 - virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询投资单元响应 + virtual void OnRspQryInvestUnit(CThostFtdcInvestUnitField *pInvestUnit, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询转帐流水响应 - virtual void OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询组合合约安全系数响应 + virtual void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询银期签约关系响应 - virtual void OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询申请组合响应 + virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///错误应答 - virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询转帐流水响应 + virtual void OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///报单通知 - virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) ; + ///请求查询银期签约关系响应 + virtual void OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///成交通知 - virtual void OnRtnTrade(CThostFtdcTradeField *pTrade) ; + ///错误应答 + virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///报单录入错误回报 - virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) ; + ///报单通知 + virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) ; - ///报单操作错误回报 - virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) ; + ///成交通知 + virtual void OnRtnTrade(CThostFtdcTradeField *pTrade) ; - ///合约交易状态通知 - virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) ; + ///报单录入错误回报 + virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) ; - ///交易所公告通知 - virtual void OnRtnBulletin(CThostFtdcBulletinField *pBulletin) ; + ///报单操作错误回报 + virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) ; - ///交易通知 - virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo) ; + ///合约交易状态通知 + virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) ; - ///提示条件单校验错误 - virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder) ; + ///交易所公告通知 + virtual void OnRtnBulletin(CThostFtdcBulletinField *pBulletin) ; - ///执行宣告通知 - virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) ; + ///交易通知 + virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo) ; - ///执行宣告录入错误回报 - virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo) ; + ///提示条件单校验错误 + virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder) ; - ///执行宣告操作错误回报 - virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo) ; + ///执行宣告通知 + virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) ; - ///询价录入错误回报 - virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo) ; + ///执行宣告录入错误回报 + virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo) ; - ///报价通知 - virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote) ; + ///执行宣告操作错误回报 + virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo) ; - ///报价录入错误回报 - virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) ; + ///询价录入错误回报 + virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo) ; - ///报价操作错误回报 - virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) ; + ///报价通知 + virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote) ; - ///询价通知 - virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) ; + ///报价录入错误回报 + virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) ; - ///保证金监控中心用户令牌 - virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) ; + ///报价操作错误回报 + virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) ; - ///批量报单操作错误回报 - virtual void OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo) ; + ///询价通知 + virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) ; - ///期权自对冲通知 - virtual void OnRtnOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose) ; + ///保证金监控中心用户令牌 + virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) ; - ///期权自对冲录入错误回报 - virtual void OnErrRtnOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo) ; + ///批量报单操作错误回报 + virtual void OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo) ; - ///期权自对冲操作错误回报 - virtual void OnErrRtnOptionSelfCloseAction(CThostFtdcOptionSelfCloseActionField *pOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo) ; + ///期权自对冲通知 + virtual void OnRtnOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose) ; - ///申请组合通知 - virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction) ; + ///期权自对冲录入错误回报 + virtual void OnErrRtnOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo) ; - ///申请组合录入错误回报 - virtual void OnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo) ; + ///期权自对冲操作错误回报 + virtual void OnErrRtnOptionSelfCloseAction(CThostFtdcOptionSelfCloseActionField *pOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo) ; - ///请求查询签约银行响应 - virtual void OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///申请组合通知 + virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction) ; - ///请求查询预埋单响应 - virtual void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///申请组合录入错误回报 + virtual void OnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo) ; - ///请求查询预埋撤单响应 - virtual void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询签约银行响应 + virtual void OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询交易通知响应 - virtual void OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询预埋单响应 + virtual void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询经纪公司交易参数响应 - virtual void OnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField *pBrokerTradingParams, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询预埋撤单响应 + virtual void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询经纪公司交易算法响应 - virtual void OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询交易通知响应 + virtual void OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///请求查询监控中心用户令牌 - virtual void OnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///请求查询经纪公司交易参数响应 + virtual void OnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField *pBrokerTradingParams, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///银行发起银行资金转期货通知 - virtual void OnRtnFromBankToFutureByBank(CThostFtdcRspTransferField *pRspTransfer) ; + ///请求查询经纪公司交易算法响应 + virtual void OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///银行发起期货资金转银行通知 - virtual void OnRtnFromFutureToBankByBank(CThostFtdcRspTransferField *pRspTransfer) ; + ///请求查询监控中心用户令牌 + virtual void OnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///银行发起冲正银行转期货通知 - virtual void OnRtnRepealFromBankToFutureByBank(CThostFtdcRspRepealField *pRspRepeal) ; + ///银行发起银行资金转期货通知 + virtual void OnRtnFromBankToFutureByBank(CThostFtdcRspTransferField *pRspTransfer) ; - ///银行发起冲正期货转银行通知 - virtual void OnRtnRepealFromFutureToBankByBank(CThostFtdcRspRepealField *pRspRepeal) ; + ///银行发起期货资金转银行通知 + virtual void OnRtnFromFutureToBankByBank(CThostFtdcRspTransferField *pRspTransfer) ; - ///期货发起银行资金转期货通知 - virtual void OnRtnFromBankToFutureByFuture(CThostFtdcRspTransferField *pRspTransfer) ; + ///银行发起冲正银行转期货通知 + virtual void OnRtnRepealFromBankToFutureByBank(CThostFtdcRspRepealField *pRspRepeal) ; - ///期货发起期货资金转银行通知 - virtual void OnRtnFromFutureToBankByFuture(CThostFtdcRspTransferField *pRspTransfer) ; + ///银行发起冲正期货转银行通知 + virtual void OnRtnRepealFromFutureToBankByBank(CThostFtdcRspRepealField *pRspRepeal) ; - ///系统运行时期货端手工发起冲正银行转期货请求，银行处理完毕后报盘发回的通知 - virtual void OnRtnRepealFromBankToFutureByFutureManual(CThostFtdcRspRepealField *pRspRepeal) ; + ///期货发起银行资金转期货通知 + virtual void OnRtnFromBankToFutureByFuture(CThostFtdcRspTransferField *pRspTransfer) ; - ///系统运行时期货端手工发起冲正期货转银行请求，银行处理完毕后报盘发回的通知 - virtual void OnRtnRepealFromFutureToBankByFutureManual(CThostFtdcRspRepealField *pRspRepeal) ; + ///期货发起期货资金转银行通知 + virtual void OnRtnFromFutureToBankByFuture(CThostFtdcRspTransferField *pRspTransfer) ; - ///期货发起查询银行余额通知 - virtual void OnRtnQueryBankBalanceByFuture(CThostFtdcNotifyQueryAccountField *pNotifyQueryAccount) ; + ///系统运行时期货端手工发起冲正银行转期货请求，银行处理完毕后报盘发回的通知 + virtual void OnRtnRepealFromBankToFutureByFutureManual(CThostFtdcRspRepealField *pRspRepeal) ; - ///期货发起银行资金转期货错误回报 - virtual void OnErrRtnBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) ; + ///系统运行时期货端手工发起冲正期货转银行请求，银行处理完毕后报盘发回的通知 + virtual void OnRtnRepealFromFutureToBankByFutureManual(CThostFtdcRspRepealField *pRspRepeal) ; - ///期货发起期货资金转银行错误回报 - virtual void OnErrRtnFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) ; + ///期货发起查询银行余额通知 + virtual void OnRtnQueryBankBalanceByFuture(CThostFtdcNotifyQueryAccountField *pNotifyQueryAccount) ; - ///系统运行时期货端手工发起冲正银行转期货错误回报 - virtual void OnErrRtnRepealBankToFutureByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) ; + ///期货发起银行资金转期货错误回报 + virtual void OnErrRtnBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) ; - ///系统运行时期货端手工发起冲正期货转银行错误回报 - virtual void OnErrRtnRepealFutureToBankByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) ; + ///期货发起期货资金转银行错误回报 + virtual void OnErrRtnFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) ; - ///期货发起查询银行余额错误回报 - virtual void OnErrRtnQueryBankBalanceByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo) ; + ///系统运行时期货端手工发起冲正银行转期货错误回报 + virtual void OnErrRtnRepealBankToFutureByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) ; - ///期货发起冲正银行转期货请求，银行处理完毕后报盘发回的通知 - virtual void OnRtnRepealFromBankToFutureByFuture(CThostFtdcRspRepealField *pRspRepeal) ; + ///系统运行时期货端手工发起冲正期货转银行错误回报 + virtual void OnErrRtnRepealFutureToBankByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) ; - ///期货发起冲正期货转银行请求，银行处理完毕后报盘发回的通知 - virtual void OnRtnRepealFromFutureToBankByFuture(CThostFtdcRspRepealField *pRspRepeal) ; + ///期货发起查询银行余额错误回报 + virtual void OnErrRtnQueryBankBalanceByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo) ; - ///期货发起银行资金转期货应答 - virtual void OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///期货发起冲正银行转期货请求，银行处理完毕后报盘发回的通知 + virtual void OnRtnRepealFromBankToFutureByFuture(CThostFtdcRspRepealField *pRspRepeal) ; - ///期货发起期货资金转银行应答 - virtual void OnRspFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///期货发起冲正期货转银行请求，银行处理完毕后报盘发回的通知 + virtual void OnRtnRepealFromFutureToBankByFuture(CThostFtdcRspRepealField *pRspRepeal) ; - ///期货发起查询银行余额应答 - virtual void OnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; + ///期货发起银行资金转期货应答 + virtual void OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///银行发起银期开户通知 - virtual void OnRtnOpenAccountByBank(CThostFtdcOpenAccountField *pOpenAccount) ; + ///期货发起期货资金转银行应答 + virtual void OnRspFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///银行发起银期销户通知 - virtual void OnRtnCancelAccountByBank(CThostFtdcCancelAccountField *pCancelAccount) ; + ///期货发起查询银行余额应答 + virtual void OnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ; - ///银行发起变更银行账号通知 - virtual void OnRtnChangeAccountByBank(CThostFtdcChangeAccountField *pChangeAccount) ; + ///银行发起银期开户通知 + virtual void OnRtnOpenAccountByBank(CThostFtdcOpenAccountField *pOpenAccount) ; - //------------------------------------------------------------------------------------- - //task：任务 - //------------------------------------------------------------------------------------- + ///银行发起银期销户通知 + virtual void OnRtnCancelAccountByBank(CThostFtdcCancelAccountField *pCancelAccount) ; - void processTask(); + ///银行发起变更银行账号通知 + virtual void OnRtnChangeAccountByBank(CThostFtdcChangeAccountField *pChangeAccount) ; + + //------------------------------------------------------------------------------------- + //task：任务 + //------------------------------------------------------------------------------------- + void processTask(); void processFrontConnected(Task *task); @@ -643,6 +651,10 @@ public: void processRspQryInstrumentOrderCommRate(Task *task); + void processRspQrySecAgentTradingAccount(Task *task); + + void processRspQrySecAgentCheckMode(Task *task); + void processRspQryOptionInstrTradeCost(Task *task); void processRspQryOptionInstrCommRate(Task *task); @@ -773,13 +785,14 @@ public: - //------------------------------------------------------------------------------------- - //data：回调函数的数据字典 - //error：回调函数的错误字典 - //id：请求id - //last：是否为最后返回 - //i：整数 - //------------------------------------------------------------------------------------- + + //------------------------------------------------------------------------------------- + //data：回调函数的数据字典 + //error：回调函数的错误字典 + //id：请求id + //last：是否为最后返回 + //i：整数 + //------------------------------------------------------------------------------------- virtual void onFrontConnected() {}; virtual void onFrontDisconnected(int reqid) {}; @@ -890,6 +903,10 @@ public: virtual void onRspQryInstrumentOrderCommRate(const dict &data, const dict &error, int reqid, bool last) {}; + virtual void onRspQrySecAgentTradingAccount(const dict &data, const dict &error, int reqid, bool last) {}; + + virtual void onRspQrySecAgentCheckMode(const dict &data, const dict &error, int reqid, bool last) {}; + virtual void onRspQryOptionInstrTradeCost(const dict &data, const dict &error, int reqid, bool last) {}; virtual void onRspQryOptionInstrCommRate(const dict &data, const dict &error, int reqid, bool last) {}; @@ -1019,176 +1036,181 @@ public: virtual void onRtnChangeAccountByBank(const dict &data) {}; + //------------------------------------------------------------------------------------- + //req:主动函数的请求字典 + //------------------------------------------------------------------------------------- - //------------------------------------------------------------------------------------- - //req:主动函数的请求字典 - //------------------------------------------------------------------------------------- + void createFtdcTraderApi(string pszFlowPath = ""); - void createFtdcTraderApi(string pszFlowPath = ""); + void release(); - void release(); + void init(); - void init(); + int join(); - int join(); + int exit(); - int exit(); + string getTradingDay(); - string getTradingDay(); + void registerFront(string pszFrontAddress); - void registerFront(string pszFrontAddress); + void subscribePrivateTopic(int nType); - void subscribePrivateTopic(int nType); + void subscribePublicTopic(int nType); - void subscribePublicTopic(int nType); + int reqAuthenticate(const dict &req, int reqid); - int reqAuthenticate(const dict &req, int reqid); + int reqUserLogin(const dict &req, int reqid); - int reqUserLogin(const dict &req, int reqid); + int reqUserLogout(const dict &req, int reqid); - int reqUserLogout(const dict &req, int reqid); + int reqUserPasswordUpdate(const dict &req, int reqid); - int reqUserPasswordUpdate(const dict &req, int reqid); + int reqTradingAccountPasswordUpdate(const dict &req, int reqid); - int reqTradingAccountPasswordUpdate(const dict &req, int reqid); + int reqUserLogin2(const dict &req, int reqid); - int reqUserLogin2(const dict &req, int reqid); + int reqUserPasswordUpdate2(const dict &req, int reqid); - int reqUserPasswordUpdate2(const dict &req, int reqid); + int reqOrderInsert(const dict &req, int reqid); - int reqOrderInsert(const dict &req, int reqid); + int reqParkedOrderInsert(const dict &req, int reqid); - int reqParkedOrderInsert(const dict &req, int reqid); + int reqParkedOrderAction(const dict &req, int reqid); - int reqParkedOrderAction(const dict &req, int reqid); + int reqOrderAction(const dict &req, int reqid); - int reqOrderAction(const dict &req, int reqid); + int reqQueryMaxOrderVolume(const dict &req, int reqid); - int reqQueryMaxOrderVolume(const dict &req, int reqid); + int reqSettlementInfoConfirm(const dict &req, int reqid); - int reqSettlementInfoConfirm(const dict &req, int reqid); + int reqRemoveParkedOrder(const dict &req, int reqid); - int reqRemoveParkedOrder(const dict &req, int reqid); + int reqRemoveParkedOrderAction(const dict &req, int reqid); - int reqRemoveParkedOrderAction(const dict &req, int reqid); + int reqExecOrderInsert(const dict &req, int reqid); - int reqExecOrderInsert(const dict &req, int reqid); + int reqExecOrderAction(const dict &req, int reqid); - int reqExecOrderAction(const dict &req, int reqid); + int reqForQuoteInsert(const dict &req, int reqid); - int reqForQuoteInsert(const dict &req, int reqid); + int reqQuoteInsert(const dict &req, int reqid); - int reqQuoteInsert(const dict &req, int reqid); + int reqQuoteAction(const dict &req, int reqid); - int reqQuoteAction(const dict &req, int reqid); + int reqBatchOrderAction(const dict &req, int reqid); - int reqBatchOrderAction(const dict &req, int reqid); + int reqOptionSelfCloseInsert(const dict &req, int reqid); - int reqOptionSelfCloseInsert(const dict &req, int reqid); + int reqOptionSelfCloseAction(const dict &req, int reqid); - int reqOptionSelfCloseAction(const dict &req, int reqid); + int reqCombActionInsert(const dict &req, int reqid); - int reqCombActionInsert(const dict &req, int reqid); + int reqQryOrder(const dict &req, int reqid); - int reqQryOrder(const dict &req, int reqid); + int reqQryTrade(const dict &req, int reqid); - int reqQryTrade(const dict &req, int reqid); + int reqQryInvestorPosition(const dict &req, int reqid); - int reqQryInvestorPosition(const dict &req, int reqid); + int reqQryTradingAccount(const dict &req, int reqid); - int reqQryTradingAccount(const dict &req, int reqid); + int reqQryInvestor(const dict &req, int reqid); - int reqQryInvestor(const dict &req, int reqid); + int reqQryTradingCode(const dict &req, int reqid); - int reqQryTradingCode(const dict &req, int reqid); + int reqQryInstrumentMarginRate(const dict &req, int reqid); - int reqQryInstrumentMarginRate(const dict &req, int reqid); + int reqQryInstrumentCommissionRate(const dict &req, int reqid); - int reqQryInstrumentCommissionRate(const dict &req, int reqid); + int reqQryExchange(const dict &req, int reqid); - int reqQryExchange(const dict &req, int reqid); + int reqQryProduct(const dict &req, int reqid); - int reqQryProduct(const dict &req, int reqid); + int reqQryInstrument(const dict &req, int reqid); - int reqQryInstrument(const dict &req, int reqid); + int reqQryDepthMarketData(const dict &req, int reqid); - int reqQryDepthMarketData(const dict &req, int reqid); + int reqQrySettlementInfo(const dict &req, int reqid); - int reqQrySettlementInfo(const dict &req, int reqid); + int reqQryTransferBank(const dict &req, int reqid); - int reqQryTransferBank(const dict &req, int reqid); + int reqQryInvestorPositionDetail(const dict &req, int reqid); - int reqQryInvestorPositionDetail(const dict &req, int reqid); + int reqQryNotice(const dict &req, int reqid); - int reqQryNotice(const dict &req, int reqid); + int reqQrySettlementInfoConfirm(const dict &req, int reqid); - int reqQrySettlementInfoConfirm(const dict &req, int reqid); + int reqQryInvestorPositionCombineDetail(const dict &req, int reqid); - int reqQryInvestorPositionCombineDetail(const dict &req, int reqid); + int reqQryCFMMCTradingAccountKey(const dict &req, int reqid); - int reqQryCFMMCTradingAccountKey(const dict &req, int reqid); + int reqQryEWarrantOffset(const dict &req, int reqid); - int reqQryEWarrantOffset(const dict &req, int reqid); + int reqQryInvestorProductGroupMargin(const dict &req, int reqid); - int reqQryInvestorProductGroupMargin(const dict &req, int reqid); + int reqQryExchangeMarginRate(const dict &req, int reqid); - int reqQryExchangeMarginRate(const dict &req, int reqid); + int reqQryExchangeMarginRateAdjust(const dict &req, int reqid); - int reqQryExchangeMarginRateAdjust(const dict &req, int reqid); + int reqQryExchangeRate(const dict &req, int reqid); - int reqQryExchangeRate(const dict &req, int reqid); + int reqQrySecAgentACIDMap(const dict &req, int reqid); - int reqQrySecAgentACIDMap(const dict &req, int reqid); + int reqQryProductExchRate(const dict &req, int reqid); - int reqQryProductExchRate(const dict &req, int reqid); + int reqQryProductGroup(const dict &req, int reqid); - int reqQryProductGroup(const dict &req, int reqid); + int reqQryMMInstrumentCommissionRate(const dict &req, int reqid); - int reqQryMMInstrumentCommissionRate(const dict &req, int reqid); + int reqQryMMOptionInstrCommRate(const dict &req, int reqid); - int reqQryMMOptionInstrCommRate(const dict &req, int reqid); + int reqQryInstrumentOrderCommRate(const dict &req, int reqid); - int reqQryInstrumentOrderCommRate(const dict &req, int reqid); + int reqQrySecAgentTradingAccount(const dict &req, int reqid); - int reqQryOptionInstrTradeCost(const dict &req, int reqid); + int reqQrySecAgentCheckMode(const dict &req, int reqid); - int reqQryOptionInstrCommRate(const dict &req, int reqid); + int reqQryOptionInstrTradeCost(const dict &req, int reqid); - int reqQryExecOrder(const dict &req, int reqid); + int reqQryOptionInstrCommRate(const dict &req, int reqid); - int reqQryForQuote(const dict &req, int reqid); + int reqQryExecOrder(const dict &req, int reqid); - int reqQryQuote(const dict &req, int reqid); + int reqQryForQuote(const dict &req, int reqid); - int reqQryOptionSelfClose(const dict &req, int reqid); + int reqQryQuote(const dict &req, int reqid); - int reqQryInvestUnit(const dict &req, int reqid); + int reqQryOptionSelfClose(const dict &req, int reqid); - int reqQryCombInstrumentGuard(const dict &req, int reqid); + int reqQryInvestUnit(const dict &req, int reqid); - int reqQryCombAction(const dict &req, int reqid); + int reqQryCombInstrumentGuard(const dict &req, int reqid); - int reqQryTransferSerial(const dict &req, int reqid); + int reqQryCombAction(const dict &req, int reqid); - int reqQryAccountregister(const dict &req, int reqid); + int reqQryTransferSerial(const dict &req, int reqid); - int reqQryContractBank(const dict &req, int reqid); + int reqQryAccountregister(const dict &req, int reqid); - int reqQryParkedOrder(const dict &req, int reqid); + int reqQryContractBank(const dict &req, int reqid); - int reqQryParkedOrderAction(const dict &req, int reqid); + int reqQryParkedOrder(const dict &req, int reqid); - int reqQryTradingNotice(const dict &req, int reqid); + int reqQryParkedOrderAction(const dict &req, int reqid); - int reqQryBrokerTradingParams(const dict &req, int reqid); + int reqQryTradingNotice(const dict &req, int reqid); - int reqQryBrokerTradingAlgos(const dict &req, int reqid); + int reqQryBrokerTradingParams(const dict &req, int reqid); - int reqQueryCFMMCTradingAccountToken(const dict &req, int reqid); + int reqQryBrokerTradingAlgos(const dict &req, int reqid); - int reqFromBankToFutureByFuture(const dict &req, int reqid); + int reqQueryCFMMCTradingAccountToken(const dict &req, int reqid); + + int reqFromBankToFutureByFuture(const dict &req, int reqid); + + int reqFromFutureToBankByFuture(const dict &req, int reqid); + + int reqQueryBankAccountMoneyByFuture(const dict &req, int reqid); - int reqFromFutureToBankByFuture(const dict &req, int reqid); - int reqQueryBankAccountMoneyByFuture(const dict &req, int reqid); }; diff --git a/vnpy/api/ctp/vnctpmd.pyd b/vnpy/api/ctp/vnctpmd.pyd index 55daf6f5..e85fa6e2 100644 Binary files a/vnpy/api/ctp/vnctpmd.pyd and b/vnpy/api/ctp/vnctpmd.pyd differ diff --git a/vnpy/api/ctp/vnctptd.pyd b/vnpy/api/ctp/vnctptd.pyd index df0cd159..bcaf7404 100644 Binary files a/vnpy/api/ctp/vnctptd.pyd and b/vnpy/api/ctp/vnctptd.pyd differ diff --git a/vnpy/app/csv_loader/ui/widget.py b/vnpy/app/csv_loader/ui/widget.py index 8de067c7..6e89741c 100644 --- a/vnpy/app/csv_loader/ui/widget.py +++ b/vnpy/app/csv_loader/ui/widget.py @@ -5,7 +5,7 @@ Author: Zehua Wei (nanoric) from vnpy.event import EventEngine from vnpy.trader.constant import Exchange, Interval from vnpy.trader.engine import MainEngine -from vnpy.trader.ui import QtWidgets, QtCore +from vnpy.trader.ui import QtCore, QtWidgets from ..engine import APP_NAME @@ -27,8 +27,8 @@ class CsvLoaderWidget(QtWidgets.QWidget): self.setFixedWidth(300) self.setWindowFlags( - (self.windowFlags() | QtCore.Qt.CustomizeWindowHint) & - ~QtCore.Qt.WindowMaximizeButtonHint) + (self.windowFlags() | QtCore.Qt.CustomizeWindowHint) + & ~QtCore.Qt.WindowMaximizeButtonHint) file_button = QtWidgets.QPushButton("閫夋嫨鏂囦欢") file_button.clicked.connect(self.select_file)