661 lines
30 KiB
C++
661 lines
30 KiB
C++
/////////////////////////////////////////////////////////////////////////
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///@system 新一代交易所系统
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///@company 上海期货信息技术有限公司
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///@file ThostFtdcTraderApi.h
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///@brief 定义了客户端接口
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///@history
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///20060106 赵鸿昊 创建该文件
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/////////////////////////////////////////////////////////////////////////
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#if !defined(THOST_FTDCTRADERAPI_H)
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#define THOST_FTDCTRADERAPI_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 "ThostFtdcUserApiStruct.h"
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#if defined(ISLIB) && defined(WIN32)
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#ifdef LIB_TRADER_API_EXPORT
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#define TRADER_API_EXPORT __declspec(dllexport)
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#else
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#define TRADER_API_EXPORT __declspec(dllimport)
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#endif
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#else
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#define TRADER_API_EXPORT
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#endif
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class CThostFtdcTraderSpi
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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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///客户端认证响应
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virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///登录请求响应
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virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///登出请求响应
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virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///用户口令更新请求响应
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virtual void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///资金账户口令更新请求响应
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virtual void OnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///报单录入请求响应
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virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///预埋单录入请求响应
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virtual void OnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///预埋撤单录入请求响应
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virtual void OnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///报单操作请求响应
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virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///查询最大报单数量响应
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virtual void OnRspQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///投资者结算结果确认响应
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virtual void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///删除预埋单响应
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virtual void OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///删除预埋撤单响应
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virtual void OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///执行宣告录入请求响应
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virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///执行宣告操作请求响应
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virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///询价录入请求响应
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virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///报价录入请求响应
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virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///报价操作请求响应
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virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///锁定应答
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virtual void OnRspLockInsert(CThostFtdcInputLockField *pInputLock, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///申请组合录入请求响应
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virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询报单响应
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virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询成交响应
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virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询投资者持仓响应
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virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询资金账户响应
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virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询投资者响应
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virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询交易编码响应
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virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询合约保证金率响应
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virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询合约手续费率响应
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virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询交易所响应
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virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询产品响应
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virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询合约响应
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virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询行情响应
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virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询投资者结算结果响应
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virtual void OnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询转帐银行响应
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virtual void OnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询投资者持仓明细响应
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virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询客户通知响应
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virtual void OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询结算信息确认响应
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virtual void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询投资者持仓明细响应
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virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///查询保证金监管系统经纪公司资金账户密钥响应
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virtual void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询仓单折抵信息响应
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virtual void OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询投资者品种/跨品种保证金响应
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virtual void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询交易所保证金率响应
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virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询交易所调整保证金率响应
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virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询汇率响应
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virtual void OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询二级代理操作员银期权限响应
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virtual void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询产品报价汇率
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virtual void OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询产品组
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virtual void OnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询期权交易成本响应
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virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询期权合约手续费响应
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virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询执行宣告响应
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virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询询价响应
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virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询报价响应
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virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询锁定应答
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virtual void OnRspQryLock(CThostFtdcLockField *pLock, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询锁定证券仓位应答
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virtual void OnRspQryLockPosition(CThostFtdcLockPositionField *pLockPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询投资者分级
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virtual void OnRspQryInvestorLevel(CThostFtdcInvestorLevelField *pInvestorLevel, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询E+1日行权冻结响应
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virtual void OnRspQryExecFreeze(CThostFtdcExecFreezeField *pExecFreeze, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询组合合约安全系数响应
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virtual void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询申请组合响应
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virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询转帐流水响应
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virtual void OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询银期签约关系响应
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virtual void OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///错误应答
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virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///报单通知
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virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) {};
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///成交通知
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virtual void OnRtnTrade(CThostFtdcTradeField *pTrade) {};
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///报单录入错误回报
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virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) {};
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///报单操作错误回报
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virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
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///合约交易状态通知
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virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) {};
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///交易通知
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virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo) {};
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///提示条件单校验错误
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virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder) {};
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///执行宣告通知
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virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) {};
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///执行宣告录入错误回报
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virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo) {};
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///执行宣告操作错误回报
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virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
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///询价录入错误回报
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virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo) {};
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///报价通知
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virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote) {};
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///报价录入错误回报
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virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) {};
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///报价操作错误回报
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virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) {};
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///询价通知
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virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {};
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///保证金监控中心用户令牌
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virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) {};
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///锁定通知
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virtual void OnRtnLock(CThostFtdcLockField *pLock) {};
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///锁定错误通知
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virtual void OnErrRtnLockInsert(CThostFtdcInputLockField *pInputLock, CThostFtdcRspInfoField *pRspInfo) {};
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///申请组合通知
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virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction) {};
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///申请组合录入错误回报
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virtual void OnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo) {};
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///请求查询签约银行响应
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virtual void OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询预埋单响应
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virtual void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询预埋撤单响应
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virtual void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询交易通知响应
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virtual void OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询经纪公司交易参数响应
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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
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virtual int ReqQryParkedOrderAction(CThostFtdcQryParkedOrderActionField *pQryParkedOrderAction, int nRequestID) = 0;
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///请求查询交易通知
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virtual int ReqQryTradingNotice(CThostFtdcQryTradingNoticeField *pQryTradingNotice, int nRequestID) = 0;
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///请求查询经纪公司交易参数
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virtual int ReqQryBrokerTradingParams(CThostFtdcQryBrokerTradingParamsField *pQryBrokerTradingParams, int nRequestID) = 0;
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||
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///请求查询经纪公司交易算法
|
||
virtual int ReqQryBrokerTradingAlgos(CThostFtdcQryBrokerTradingAlgosField *pQryBrokerTradingAlgos, int nRequestID) = 0;
|
||
|
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///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(){};
|
||
};
|
||
|
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#endif
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