///////////////////////////////////////////////////////////////////////// ///////////////////////////////////////////////////////////////////////// #if !defined(Sgit_FTDCTRADERAPI_H) #define Sgit_FTDCTRADERAPI_H #if _MSC_VER > 1000 #pragma once #endif // _MSC_VER > 1000 #include "SgitFtdcUserApiStruct.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 CSgitFtdcTraderSpi { 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 pErrMsg 错误原因 virtual void OnFrontDisconnected(char *pErrMsg){}; ///登录请求响应 virtual void OnRspUserLogin(CSgitFtdcRspUserLoginField *pRspUserLogin, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///登出请求响应 virtual void OnRspUserLogout(CSgitFtdcUserLogoutField *pUserLogout, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///用户口令更新请求响应 virtual void OnRspUserPasswordUpdate(CSgitFtdcUserPasswordUpdateField *pUserPasswordUpdate, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///报单录入请求响应 virtual void OnRspOrderInsert(CSgitFtdcInputOrderField *pInputOrder, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///报单操作请求响应 virtual void OnRspOrderAction(CSgitFtdcInputOrderActionField *pInputOrderAction, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///请求查询报单响应 virtual void OnRspQryOrder(CSgitFtdcOrderField *pOrder, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///请求查询资金账户响应 virtual void OnRspQryTradingAccount(CSgitFtdcTradingAccountField *pTradingAccount, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///请求查询投资者响应 virtual void OnRspQryInvestor(CSgitFtdcInvestorField *pInvestor, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///请求查询合约响应 virtual void OnRspQryInstrument(CSgitFtdcInstrumentField *pInstrument, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///报单通知 virtual void OnRtnOrder(CSgitFtdcOrderField *pOrder,CSgitFtdcRspInfoField *pRspInfo) {}; ///成交通知 virtual void OnRtnTrade(CSgitFtdcTradeField *pTrade) {}; ///合约交易状态通知 virtual void OnRtnInstrumentStatus(CSgitFtdcInstrumentStatusField *pInstrumentStatus) {}; ///请求查询投资者持仓明细响应 virtual void OnRspQryInvestorPositionDetail(CSgitFtdcInvestorPositionDetailField *pInvestorPositionDetail, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///请求查询投资者持仓响应 virtual void OnRspQryInvestorPosition(CSgitFtdcInvestorPositionField *pInvestorPosition, CSgitFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; /// 当收到合约价位查询应答时回调该函数 virtual void onRspMBLQuot(CSgitMBLQuotData *pMBLQuotData,CSgitFtdcRspInfoField *pRspMsg,int nRequestID,bool bIsLast){}; }; class TRADER_API_EXPORT CSgitFtdcTraderApi { 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 CSgitFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = ""); ///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 ///isLogged 开发调试时使用true,可以打印出收到的消息包内容 virtual void Init(bool isLogged) = 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; ///注册回调接口 ///@param pSpi 派生自回调接口类的实例 virtual void RegisterSpi(CSgitFtdcTraderSpi *pSpi) = 0; ///订阅私有流。 ///@param nResumeType 私有流重传方式 /// Sgit_TERT_RESTART:从本交易日开始重传 /// Sgit_TERT_RESUME:从上次收到的续传 /// Sgit_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(Sgit_TE_RESUME_TYPE nResumeType) = 0; ///订阅公共流。 ///@param nResumeType 公共流重传方式 /// Sgit_TERT_RESTART:从本交易日开始重传 /// Sgit_TERT_RESUME:从上次收到的续传 /// Sgit_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(Sgit_TE_RESUME_TYPE nResumeType) = 0; ///发送就绪指令到前置,通知前置可以给自己发送私有流与公共流 /// @return 0表示成功 /// @return 其它参见错误码 /// virtual int Ready() = 0; ///用户登录请求 virtual int ReqUserLogin(CSgitFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0; ///登出请求 virtual int ReqUserLogout(CSgitFtdcUserLogoutField *pUserLogout, int nRequestID) = 0; ///用户口令更新请求 virtual int ReqUserPasswordUpdate(CSgitFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0; ///报单录入请求 virtual int ReqOrderInsert(CSgitFtdcInputOrderField *pInputOrder, int nRequestID) = 0; ///报单操作请求 virtual int ReqOrderAction(CSgitFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0; ///请求查询报单 virtual int ReqQryOrder(CSgitFtdcQryOrderField *pQryOrder, int nRequestID) = 0; ///请求查询资金账户 virtual int ReqQryTradingAccount(CSgitFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0; ///请求查询投资者 virtual int ReqQryInvestor(CSgitFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0; ///请求查询合约 virtual int ReqQryInstrument(CSgitFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0; ///请求查询投资者持仓明细 virtual int ReqQryInvestorPositionDetail(CSgitFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0; ///请求查询投资者持仓 virtual int ReqQryInvestorPosition(CSgitFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0; /// 发送合约价位查询请求 virtual int ReqMBLQuot(int iRequestID,CSgitMBLQuotReq *pMBLQuotReq) = 0; protected: ~CSgitFtdcTraderApi(){}; }; #endif