///////////////////////////////////////////////////////////////////////// ///@system 风控前置系统 ///@company CFFEX ///@file USTPFtdcTraderApi.h ///@brief 定义了客户端接口 ///@history ///20130520 佘鹏飞 创建该文件 ///////////////////////////////////////////////////////////////////////// #if !defined(USTP_FTDCTRADERAPI_H) #define USTP_FTDCTRADERAPI_H #if _MSC_VER > 1000 #pragma once #endif // _MSC_VER > 1000 #include "USTPFtdcUserApiStruct.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 CUstpFtdcTraderSpi { 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(CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///风控前置系统用户登录应答 virtual void OnRspUserLogin(CUstpFtdcRspUserLoginField *pRspUserLogin, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///用户退出应答 virtual void OnRspUserLogout(CUstpFtdcRspUserLogoutField *pRspUserLogout, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///用户密码修改应答 virtual void OnRspUserPasswordUpdate(CUstpFtdcUserPasswordUpdateField *pUserPasswordUpdate, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///报单录入应答 virtual void OnRspOrderInsert(CUstpFtdcInputOrderField *pInputOrder, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///报单操作应答 virtual void OnRspOrderAction(CUstpFtdcOrderActionField *pOrderAction, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///数据流回退通知 virtual void OnRtnFlowMessageCancel(CUstpFtdcFlowMessageCancelField *pFlowMessageCancel) {}; ///成交回报 virtual void OnRtnTrade(CUstpFtdcTradeField *pTrade) {}; ///报单回报 virtual void OnRtnOrder(CUstpFtdcOrderField *pOrder) {}; ///报单录入错误回报 virtual void OnErrRtnOrderInsert(CUstpFtdcInputOrderField *pInputOrder, CUstpFtdcRspInfoField *pRspInfo) {}; ///报单操作错误回报 virtual void OnErrRtnOrderAction(CUstpFtdcOrderActionField *pOrderAction, CUstpFtdcRspInfoField *pRspInfo) {}; ///合约交易状态通知 virtual void OnRtnInstrumentStatus(CUstpFtdcInstrumentStatusField *pInstrumentStatus) {}; ///账户出入金回报 virtual void OnRtnInvestorAccountDeposit(CUstpFtdcInvestorAccountDepositResField *pInvestorAccountDepositRes) {}; ///报单查询应答 virtual void OnRspQryOrder(CUstpFtdcOrderField *pOrder, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///成交单查询应答 virtual void OnRspQryTrade(CUstpFtdcTradeField *pTrade, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///可用投资者账户查询应答 virtual void OnRspQryUserInvestor(CUstpFtdcRspUserInvestorField *pRspUserInvestor, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///交易编码查询应答 virtual void OnRspQryTradingCode(CUstpFtdcRspTradingCodeField *pRspTradingCode, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///投资者资金账户查询应答 virtual void OnRspQryInvestorAccount(CUstpFtdcRspInvestorAccountField *pRspInvestorAccount, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///合约查询应答 virtual void OnRspQryInstrument(CUstpFtdcRspInstrumentField *pRspInstrument, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///交易所查询应答 virtual void OnRspQryExchange(CUstpFtdcRspExchangeField *pRspExchange, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///投资者持仓查询应答 virtual void OnRspQryInvestorPosition(CUstpFtdcRspInvestorPositionField *pRspInvestorPosition, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///订阅主题应答 virtual void OnRspSubscribeTopic(CUstpFtdcDisseminationField *pDissemination, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///合规参数查询应答 virtual void OnRspQryComplianceParam(CUstpFtdcRspComplianceParamField *pRspComplianceParam, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///主题查询应答 virtual void OnRspQryTopic(CUstpFtdcDisseminationField *pDissemination, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///投资者手续费率查询应答 virtual void OnRspQryInvestorFee(CUstpFtdcInvestorFeeField *pInvestorFee, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///投资者保证金率查询应答 virtual void OnRspQryInvestorMargin(CUstpFtdcInvestorMarginField *pInvestorMargin, CUstpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; }; class TRADER_API_EXPORT CUstpFtdcTraderApi { 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 CUstpFtdcTraderApi *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(CUstpFtdcTraderSpi *pSpi) = 0; ///加载证书 ///@param pszCertFileName 用户证书文件名 ///@param pszKeyFileName 用户私钥文件名 ///@param pszCaFileName 可信任CA证书文件名 ///@param pszKeyFilePassword 用户私钥文件密码 ///@return 0 操作成功 ///@return -1 可信任CA证书载入失败 ///@return -2 用户证书载入失败 ///@return -3 用户私钥载入失败 ///@return -4 用户证书校验失败 virtual int RegisterCertificateFile(const char *pszCertFileName, const char *pszKeyFileName, const char *pszCaFileName, const char *pszKeyFilePassword) = 0; ///订阅私有流。 ///@param nResumeType 私有流重传方式 /// USTP_TERT_RESTART:从本交易日开始重传 /// USTP_TERT_RESUME:从上次收到的续传 /// USTP_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(USTP_TE_RESUME_TYPE nResumeType) = 0; ///订阅公共流。 ///@param nResumeType 公共流重传方式 /// USTP_TERT_RESTART:从本交易日开始重传 /// USTP_TERT_RESUME:从上次收到的续传 /// USTP_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(USTP_TE_RESUME_TYPE nResumeType) = 0; ///订阅交易员流。 ///@param nResumeType 交易员流重传方式 /// USTP_TERT_RESTART:从本交易日开始重传 /// USTP_TERT_RESUME:从上次收到的续传 /// USTP_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(USTP_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; ///风控前置系统用户登录请求 virtual int ReqUserLogin(CUstpFtdcReqUserLoginField *pReqUserLogin, int nRequestID) = 0; ///用户退出请求 virtual int ReqUserLogout(CUstpFtdcReqUserLogoutField *pReqUserLogout, int nRequestID) = 0; ///用户密码修改请求 virtual int ReqUserPasswordUpdate(CUstpFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0; ///报单录入请求 virtual int ReqOrderInsert(CUstpFtdcInputOrderField *pInputOrder, int nRequestID) = 0; ///报单操作请求 virtual int ReqOrderAction(CUstpFtdcOrderActionField *pOrderAction, int nRequestID) = 0; ///报单查询请求 virtual int ReqQryOrder(CUstpFtdcQryOrderField *pQryOrder, int nRequestID) = 0; ///成交单查询请求 virtual int ReqQryTrade(CUstpFtdcQryTradeField *pQryTrade, int nRequestID) = 0; ///可用投资者账户查询请求 virtual int ReqQryUserInvestor(CUstpFtdcQryUserInvestorField *pQryUserInvestor, int nRequestID) = 0; ///交易编码查询请求 virtual int ReqQryTradingCode(CUstpFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) = 0; ///投资者资金账户查询请求 virtual int ReqQryInvestorAccount(CUstpFtdcQryInvestorAccountField *pQryInvestorAccount, int nRequestID) = 0; ///合约查询请求 virtual int ReqQryInstrument(CUstpFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0; ///交易所查询请求 virtual int ReqQryExchange(CUstpFtdcQryExchangeField *pQryExchange, int nRequestID) = 0; ///投资者持仓查询请求 virtual int ReqQryInvestorPosition(CUstpFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0; ///订阅主题请求 virtual int ReqSubscribeTopic(CUstpFtdcDisseminationField *pDissemination, int nRequestID) = 0; ///合规参数查询请求 virtual int ReqQryComplianceParam(CUstpFtdcQryComplianceParamField *pQryComplianceParam, int nRequestID) = 0; ///主题查询请求 virtual int ReqQryTopic(CUstpFtdcDisseminationField *pDissemination, int nRequestID) = 0; ///投资者手续费率查询请求 virtual int ReqQryInvestorFee(CUstpFtdcQryInvestorFeeField *pQryInvestorFee, int nRequestID) = 0; ///投资者保证金率查询请求 virtual int ReqQryInvestorMargin(CUstpFtdcQryInvestorMarginField *pQryInvestorMargin, int nRequestID) = 0; protected: ~CUstpFtdcTraderApi(){}; }; #endif