///////////////////////////////////////////////////////////////////////// ///@system QuantDo Platform ///@company 上海量投网络科技有限公司 ///@file QdpFtdcTraderApi.h ///@brief 定义了客户端接口 ///@history ///20150520 徐忠华 创建该文件 ///////////////////////////////////////////////////////////////////////// #if !defined(QDP_FTDCTRADERAPI_H) #define QDP_FTDCTRADERAPI_H #if _MSC_VER > 1000 #pragma once #endif // _MSC_VER > 1000 #include "QdpFtdcUserApiStruct.h" #if defined(ISLIB) && defined(WIN32) #ifdef LIB_TRADER_API_EXPORT #define TRADER_API_EXPORT __declspec(dllexport) #else #define TRADER_API_EXPORT __declspec(dllimport) #endif #else #define TRADER_API_EXPORT #endif class CQdpFtdcTraderSpi { public: ///当客户端与交易后台建立起通信连接时(还未登录前),该方法被调用。 virtual void OnFrontConnected(){}; ///当客户端与交易后台通信连接断开时,该方法被调用。当发生这个情况后,API会自动重新连接,客户端可不做处理。 ///@param nReason 错误原因 /// 0x1001 网络读失败 /// 0x1002 网络写失败 /// 0x2001 接收心跳超时 /// 0x2002 发送心跳失败 /// 0x2003 收到错误报文 virtual void OnFrontDisconnected(int nReason){}; ///心跳超时警告。当长时间未收到报文时,该方法被调用。 ///@param nTimeLapse 距离上次接收报文的时间 virtual void OnHeartBeatWarning(int nTimeLapse){}; ///报文回调开始通知。当API收到一个报文后,首先调用本方法,然后是各数据域的回调,最后是报文回调结束通知。 ///@param nTopicID 主题代码(如私有流、公共流、行情流等) ///@param nSequenceNo 报文序号 virtual void OnPackageStart(int nTopicID, int nSequenceNo){}; ///报文回调结束通知。当API收到一个报文后,首先调用报文回调开始通知,然后是各数据域的回调,最后调用本方法。 ///@param nTopicID 主题代码(如私有流、公共流、行情流等) ///@param nSequenceNo 报文序号 virtual void OnPackageEnd(int nTopicID, int nSequenceNo){}; ///错误应答 virtual void OnRspError(CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///用户登录应答 virtual void OnRspUserLogin(CQdpFtdcRspUserLoginField *pRspUserLogin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///用户退出应答 virtual void OnRspUserLogout(CQdpFtdcRspUserLogoutField *pRspUserLogout, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///用户密码修改应答 virtual void OnRspUserPasswordUpdate(CQdpFtdcUserPasswordUpdateField *pUserPasswordUpdate, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///报单录入应答 virtual void OnRspOrderInsert(CQdpFtdcInputOrderField *pInputOrder, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///报单操作应答 virtual void OnRspOrderAction(CQdpFtdcOrderActionField *pOrderAction, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///期货发起银行资金转期货应答 virtual void OnRspFromBankToFutureByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///期货发起期货资金转银行应答 virtual void OnRspFromFutureToBankByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///数据流回退通知 virtual void OnRtnFlowMessageCancel(CQdpFtdcFlowMessageCancelField *pFlowMessageCancel) {}; ///成交回报 virtual void OnRtnTrade(CQdpFtdcTradeField *pTrade) {}; ///报单回报 virtual void OnRtnOrder(CQdpFtdcOrderField *pOrder) {}; ///报单录入错误回报 virtual void OnErrRtnOrderInsert(CQdpFtdcInputOrderField *pInputOrder, CQdpFtdcRspInfoField *pRspInfo) {}; ///报单操作错误回报 virtual void OnErrRtnOrderAction(CQdpFtdcOrderActionField *pOrderAction, CQdpFtdcRspInfoField *pRspInfo) {}; ///合约交易状态通知 virtual void OnRtnInstrumentStatus(CQdpFtdcInstrumentStatusField *pInstrumentStatus) {}; ///账户出入金回报 virtual void OnRtnInvestorAccountDeposit(CQdpFtdcInvestorAccountDepositResField *pInvestorAccountDepositRes) {}; ///QDP警告消息通知 virtual void OnRtnMessageNotify(CQdpFtdcMessageNotifyInfoField *pMessageNotifyInfo) {}; ///期货发起查询银行余额错误回报 virtual void OnErrRtnQueryBankBalanceByFuture(CQdpFtdcReqQueryAccountField *pReqQueryAccount, CQdpFtdcRspInfoField *pRspInfo) {}; ///期货发起银行资金转期货错误回报 virtual void OnErrRtnBankToFutureByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo) {}; ///期货发起期货资金转银行错误回报 virtual void OnErrRtnFutureToBankByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo) {}; ///期货发起查询银行余额通知 virtual void OnRtnQueryBankBalanceByFuture(CQdpFtdcNotifyQueryAccountField *pNotifyQueryAccount) {}; ///期货发起银行资金转期货通知 virtual void OnRtnFromBankToFutureByFuture(CQdpFtdcRspTransferField *pRspTransfer) {}; ///期货发起期货资金转银行通知 virtual void OnRtnFromFutureToBankByFuture(CQdpFtdcRspTransferField *pRspTransfer) {}; ///金交所递延费率通知 virtual void OnRtnSGEDeferRate(CQdpFtdcSGEDeferRateField *pSGEDeferRate) {}; ///报单查询应答 virtual void OnRspQryOrder(CQdpFtdcOrderField *pOrder, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///成交单查询应答 virtual void OnRspQryTrade(CQdpFtdcTradeField *pTrade, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///可用投资者账户查询应答 virtual void OnRspQryUserInvestor(CQdpFtdcRspUserInvestorField *pRspUserInvestor, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///投资者资金账户查询应答 virtual void OnRspQryInvestorAccount(CQdpFtdcRspInvestorAccountField *pRspInvestorAccount, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///合约查询应答 virtual void OnRspQryInstrument(CQdpFtdcRspInstrumentField *pRspInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///交易所查询应答 virtual void OnRspQryExchange(CQdpFtdcRspExchangeField *pRspExchange, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///投资者持仓查询应答 virtual void OnRspQryInvestorPosition(CQdpFtdcRspInvestorPositionField *pRspInvestorPosition, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///订阅主题应答 virtual void OnRspSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///主题查询应答 virtual void OnRspQryTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///投资者手续费率查询应答 virtual void OnRspQryInvestorFee(CQdpFtdcInvestorFeeField *pInvestorFee, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///投资者保证金率查询应答 virtual void OnRspQryInvestorMargin(CQdpFtdcInvestorMarginField *pInvestorMargin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///交易所时间偏差查询应答 virtual void OnRspQryExchangeDiffTime(CQdpFtdcRspExchangeDiffTimeField *pRspExchangeDiffTime, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///查询签约银行应答 virtual void OnRspQryContractBank(CQdpFtdcContractBankField *pContractBank, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///期货发起查询银行余额应答 virtual void OnRspQueryBankAccountMoneyByFuture(CQdpFtdcReqQueryAccountField *pReqQueryAccount, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///查询转账流水应答 virtual void OnRspQryTransferSerial(CQdpFtdcTransferSerialField *pTransferSerial, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///金交所递延费率查询应答 virtual void OnRspQrySGEDeferRate(CQdpFtdcSGEDeferRateField *pSGEDeferRate, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///实时行情查询应答 virtual void OnRspQryMarketData(CQdpFtdcMarketDataField *pMarketData, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; }; class TRADER_API_EXPORT CQdpFtdcTraderApi { public: ///创建TraderApi ///@param pszFlowPath 存贮订阅信息文件的目录,默认为当前目录 ///@return 创建出的UserApi static CQdpFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = ""); ///获取系统版本号 ///@param nMajorVersion 主版本号 ///@param nMinorVersion 子版本号 ///@return 系统标识字符串 static const char *GetVersion(int &nMajorVersion, int &nMinorVersion); ///删除接口对象本身 ///@remark 不再使用本接口对象时,调用该函数删除接口对象 virtual void Release() = 0; ///初始化 ///@remark 初始化运行环境,只有调用后,接口才开始工作 virtual void Init() = 0; ///等待接口线程结束运行 ///@return 线程退出代码 virtual int Join() = 0; ///获取当前交易日 ///@retrun 获取到的交易日 ///@remark 只有登录成功后,才能得到正确的交易日 virtual const char *GetTradingDay() = 0; ///注册前置机网络地址 ///@param pszFrontAddress:前置机网络地址。 ///@remark 网络地址的格式为:“protocol://ipaddress:port”,如:”tcp://127.0.0.1:17001”。 ///@remark “tcp”代表传输协议,“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。 virtual void RegisterFront(char *pszFrontAddress) = 0; ///注册名字服务器网络地址 ///@param pszNsAddress:名字服务器网络地址。 ///@remark 网络地址的格式为:“protocol://ipaddress:port”,如:”tcp://127.0.0.1:12001”。 ///@remark “tcp”代表传输协议,“127.0.0.1”代表服务器地址。”12001”代表服务器端口号。 ///@remark RegisterFront优先于RegisterNameServer virtual void RegisterNameServer(char *pszNsAddress) = 0; ///注册回调接口 ///@param pSpi 派生自回调接口类的实例 virtual void RegisterSpi(CQdpFtdcTraderSpi *pSpi) = 0; ///订阅私有流。 ///@param nResumeType 私有流重传方式 /// QDP_TERT_RESTART:从本交易日开始重传 /// QDP_TERT_RESUME:从上次收到的续传 /// QDP_TERT_QUICK:只传送登录后私有流的内容 ///@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。 virtual void SubscribePrivateTopic(QDP_TE_RESUME_TYPE nResumeType) = 0; ///订阅公共流。 ///@param nResumeType 公共流重传方式 /// QDP_TERT_RESTART:从本交易日开始重传 /// QDP_TERT_RESUME:从上次收到的续传 /// QDP_TERT_QUICK:只传送登录后公共流的内容 ///@remark 该方法要在Init方法前调用。若不调用则不会收到公共流的数据。 virtual void SubscribePublicTopic(QDP_TE_RESUME_TYPE nResumeType) = 0; ///订阅交易员流。 ///@param nResumeType 交易员流重传方式 /// QDP_TERT_RESTART:从本交易日开始重传 /// QDP_TERT_RESUME:从上次收到的续传 /// QDP_TERT_QUICK:只传送登录后交易员流的内容 ///@remark 该方法要在Init方法前调用。若不调用则不会收到交易员流的数据。 virtual void SubscribeUserTopic(QDP_TE_RESUME_TYPE nResumeType) = 0; ///设置心跳超时时间。 ///@param timeout 心跳超时时间(秒) virtual void SetHeartbeatTimeout(unsigned int timeout) = 0; ///打开请求日志文件 ///@param pszReqLogFileName 请求日志文件名 ///@return 0 操作成功 ///@return -1 打开日志文件失败 virtual int OpenRequestLog(const char *pszReqLogFileName) = 0; ///打开应答日志文件 ///@param pszRspLogFileName 应答日志文件名 ///@return 0 操作成功 ///@return -1 打开日志文件失败 virtual int OpenResponseLog(const char *pszRspLogFileName) = 0; ///用户登录请求 virtual int ReqUserLogin(CQdpFtdcReqUserLoginField *pReqUserLogin, int nRequestID) = 0; ///用户退出请求 virtual int ReqUserLogout(CQdpFtdcReqUserLogoutField *pReqUserLogout, int nRequestID) = 0; ///用户密码修改请求 virtual int ReqUserPasswordUpdate(CQdpFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0; ///报单录入请求 virtual int ReqOrderInsert(CQdpFtdcInputOrderField *pInputOrder, int nRequestID) = 0; ///报单操作请求 virtual int ReqOrderAction(CQdpFtdcOrderActionField *pOrderAction, int nRequestID) = 0; ///期货发起银行资金转期货请求 virtual int ReqFromBankToFutureByFuture(CQdpFtdcReqTransferField *pReqTransfer, int nRequestID) = 0; ///期货发起期货资金转银行请求 virtual int ReqFromFutureToBankByFuture(CQdpFtdcReqTransferField *pReqTransfer, int nRequestID) = 0; ///报单查询请求 virtual int ReqQryOrder(CQdpFtdcQryOrderField *pQryOrder, int nRequestID) = 0; ///成交单查询请求 virtual int ReqQryTrade(CQdpFtdcQryTradeField *pQryTrade, int nRequestID) = 0; ///可用投资者账户查询请求 virtual int ReqQryUserInvestor(CQdpFtdcQryUserInvestorField *pQryUserInvestor, int nRequestID) = 0; ///投资者资金账户查询请求 virtual int ReqQryInvestorAccount(CQdpFtdcQryInvestorAccountField *pQryInvestorAccount, int nRequestID) = 0; ///合约查询请求 virtual int ReqQryInstrument(CQdpFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0; ///交易所查询请求 virtual int ReqQryExchange(CQdpFtdcQryExchangeField *pQryExchange, int nRequestID) = 0; ///投资者持仓查询请求 virtual int ReqQryInvestorPosition(CQdpFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0; ///订阅主题请求 virtual int ReqSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0; ///主题查询请求 virtual int ReqQryTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0; ///投资者手续费率查询请求 virtual int ReqQryInvestorFee(CQdpFtdcQryInvestorFeeField *pQryInvestorFee, int nRequestID) = 0; ///投资者保证金率查询请求 virtual int ReqQryInvestorMargin(CQdpFtdcQryInvestorMarginField *pQryInvestorMargin, int nRequestID) = 0; ///交易所时间偏差查询请求 virtual int ReqQryExchangeDiffTime(CQdpFtdcQryExchangeDiffTimeField *pQryExchangeDiffTime, int nRequestID) = 0; ///查询签约银行请求 virtual int ReqQryContractBank(CQdpFtdcQryContractBankField *pQryContractBank, int nRequestID) = 0; ///期货发起查询银行余额请求 virtual int ReqQueryBankAccountMoneyByFuture(CQdpFtdcReqQueryAccountField *pReqQueryAccount, int nRequestID) = 0; ///查询转账流水请求 virtual int ReqQryTransferSerial(CQdpFtdcQryTransferSerialField *pQryTransferSerial, int nRequestID) = 0; ///金交所递延费率查询请求 virtual int ReqQrySGEDeferRate(CQdpFtdcQrySGEDeferRateField *pQrySGEDeferRate, int nRequestID) = 0; ///实时行情查询请求 virtual int ReqQryMarketData(CQdpFtdcQryMarketDataField *pQryMarketData, int nRequestID) = 0; protected: ~CQdpFtdcTraderApi(){}; }; #endif