136 lines
4.0 KiB
C++
136 lines
4.0 KiB
C++
/////////////////////////////////////////////////////////////////////////
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///@company shanghai liber information Technology Co.,Ltd
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///@file SecurityFtdcMdApi.h
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///@brief 定义客户端接口
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/////////////////////////////////////////////////////////////////////////
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#if !defined(SECURITY_FTDCMDAPI_H)
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#define SECURITY_FTDCMDAPI_H
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#if _MSC_VER > 1000
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#pragma once
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#endif // _MSC_VER > 1000
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#include "SecurityFtdcUserApiStruct.h"
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#if defined(ISLIB) && defined(WIN32)
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#ifdef LIB_MD_API_EXPORT
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#define MD_API_EXPORT __declspec(dllexport)
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#else
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#define MD_API_EXPORT __declspec(dllimport)
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#endif
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#else
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#define MD_API_EXPORT
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#endif
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class CSecurityFtdcMdSpi
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{
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public:
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///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。
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virtual void OnFrontConnected(){};
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///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。
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///@param nReason 错误原因
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/// 0x1001 网络读失败
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/// 0x1002 网络写失败
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/// 0x2001 接收心跳超时
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/// 0x2002 发送心跳失败
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/// 0x2003 收到错误报文
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virtual void OnFrontDisconnected(int nReason){};
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///心跳超时警告。当长时间未收到报文时，该方法被调用。
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///@param nTimeLapse 距离上次接收报文的时间
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virtual void OnHeartBeatWarning(int nTimeLapse){};
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///错误应答
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virtual void OnRspError(CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///登录请求响应
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virtual void OnRspUserLogin(CSecurityFtdcRspUserLoginField *pRspUserLogin, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///登出请求响应
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virtual void OnRspUserLogout(CSecurityFtdcUserLogoutField *pUserLogout, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///订阅行情应答
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virtual void OnRspSubMarketData(CSecurityFtdcSpecificInstrumentField *pSpecificInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///取消订阅行情应答
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virtual void OnRspUnSubMarketData(CSecurityFtdcSpecificInstrumentField *pSpecificInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///深度行情通知
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virtual void OnRtnDepthMarketData(CSecurityFtdcDepthMarketDataField *pDepthMarketData) {};
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};
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#ifndef WINDOWS
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#if __GNUC__ >= 4
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#pragma GCC visibility push(default)
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#endif
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#endif
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class MD_API_EXPORT CSecurityFtdcMdApi
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{
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public:
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///创建MdApi
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///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
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///@return 创建出的UserApi
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///modify for udp marketdata
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static CSecurityFtdcMdApi *CreateFtdcMdApi(const char *pszFlowPath = "");
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///删除接口对象本身
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///@remark 不再使用本接口对象时,调用该函数删除接口对象
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virtual void Release() = 0;
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///初始化
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///@remark 初始化运行环境,只有调用后,接口才开始工作
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virtual void Init() = 0;
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///等待接口线程结束运行
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///@return 线程退出代码
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virtual int Join() = 0;
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///获取当前交易日
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///@retrun 获取到的交易日
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///@remark 只有登录成功后,才能得到正确的交易日
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virtual const char *GetTradingDay() = 0;
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///注册前置机网络地址
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///@param pszFrontAddress：前置机网络地址。
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///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
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///@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。
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virtual void RegisterFront(char *pszFrontAddress) = 0;
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///注册回调接口
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///@param pSpi 派生自回调接口类的实例
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virtual void RegisterSpi(CSecurityFtdcMdSpi *pSpi) = 0;
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///订阅行情。
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///@param ppInstrumentID 合约ID
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///@param nCount 要订阅/退订行情的合约个数
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///@remark
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virtual int SubscribeMarketData(char *ppInstrumentID[], int nCount, char* pExchageID) = 0;
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///退订行情。
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///@param ppInstrumentID 合约ID
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///@param nCount 要订阅/退订行情的合约个数
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///@remark
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virtual int UnSubscribeMarketData(char *ppInstrumentID[], int nCount, char* pExchageID) = 0;
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///用户登录请求
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virtual int ReqUserLogin(CSecurityFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
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///登出请求
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virtual int ReqUserLogout(CSecurityFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
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protected:
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~CSecurityFtdcMdApi(){};
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};
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#ifndef WINDOWS
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#if __GNUC__ >= 4
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#pragma GCC visibility pop
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#endif
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#endif
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#endif
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