///////////////////////////////////////////////////////////////////////// ///@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) {}; ///锁定应答 virtual void OnRspLockInsert(CThostFtdcInputLockField *pInputLock, 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) {}; ///请求查询锁定应答 virtual void OnRspQryLock(CThostFtdcLockField *pLock, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///请求查询锁定证券仓位应答 virtual void OnRspQryLockPosition(CThostFtdcLockPositionField *pLockPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///请求查询投资者分级 virtual void OnRspQryInvestorLevel(CThostFtdcInvestorLevelField *pInvestorLevel, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; ///请求查询E+1日行权冻结响应 virtual void OnRspQryExecFreeze(CThostFtdcExecFreezeField *pExecFreeze, 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) {}; ///锁定通知 virtual void OnRtnLock(CThostFtdcLockField *pLock) {}; ///锁定错误通知 virtual void OnErrRtnLockInsert(CThostFtdcInputLockField *pInputLock, 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; ///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; ///锁定请求 virtual int ReqLockInsert(CThostFtdcInputLockField *pInputLock, 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; ///请求查询锁定 virtual int ReqQryLock(CThostFtdcQryLockField *pQryLock, int nRequestID) = 0; ///请求查询锁定证券仓位 virtual int ReqQryLockPosition(CThostFtdcQryLockPositionField *pQryLockPosition, int nRequestID) = 0; ///请求查询投资者分级 virtual int ReqQryInvestorLevel(CThostFtdcQryInvestorLevelField *pQryInvestorLevel, int nRequestID) = 0; ///请求查询E+1日行权冻结 virtual int ReqQryExecFreeze(CThostFtdcQryExecFreezeField *pQryExecFreeze, 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