300 lines
12 KiB
C++
300 lines
12 KiB
C++
/////////////////////////////////////////////////////////////////////////
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///@company shanghai liber information Technology Co.,Ltd
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///@file SecurityFtdcTraderApi.h
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///@brief 定义客户端接口
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/////////////////////////////////////////////////////////////////////////
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#if !defined(SECURITY_FTDCTRADERAPI_H)
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#define SECURITY_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 "SecurityFtdcUserApiStruct.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 CSecurityFtdcTraderSpi
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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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///报单录入请求响应
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virtual void OnRspOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///报单操作请求响应
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virtual void OnRspOrderAction(CSecurityFtdcInputOrderActionField *pInputOrderAction, CSecurityFtdcRspInfoField *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(CSecurityFtdcUserPasswordUpdateField *pUserPasswordUpdate, CSecurityFtdcRspInfoField *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(CSecurityFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CSecurityFtdcRspInfoField *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(CSecurityFtdcExchangeField *pExchange, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询合约响应
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virtual void OnRspQryInstrument(CSecurityFtdcInstrumentField *pInstrument, CSecurityFtdcRspInfoField *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(CSecurityFtdcInvestorField *pInvestor, CSecurityFtdcRspInfoField *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(CSecurityFtdcTradingCodeField *pTradingCode, CSecurityFtdcRspInfoField *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(CSecurityFtdcTradingAccountField *pTradingAccount, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询行情响应
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virtual void OnRspQryDepthMarketData(CSecurityFtdcDepthMarketDataField *pDepthMarketData, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询债券利息响应
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virtual void OnRspQryBondInterest(CSecurityFtdcBondInterestField *pBondInterest, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询市值配售信息响应
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virtual void OnRspQryMarketRationInfo(CSecurityFtdcMarketRationInfoField *pMarketRationInfo, CSecurityFtdcRspInfoField *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(CSecurityFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询ETF合约响应
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virtual void OnRspQryETFInstrument(CSecurityFtdcETFInstrumentField *pETFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询ETF股票篮响应
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virtual void OnRspQryETFBasket(CSecurityFtdcETFBasketField *pETFBasket, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询OF合约响应
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virtual void OnRspQryOFInstrument(CSecurityFtdcOFInstrumentField *pOFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询SF合约响应
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virtual void OnRspQrySFInstrument(CSecurityFtdcSFInstrumentField *pSFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询报单响应
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virtual void OnRspQryOrder(CSecurityFtdcOrderField *pOrder, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///请求查询成交响应
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virtual void OnRspQryTrade(CSecurityFtdcTradeField *pTrade, CSecurityFtdcRspInfoField *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(CSecurityFtdcInvestorPositionField *pInvestorPosition, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///报单通知
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virtual void OnRtnOrder(CSecurityFtdcOrderField *pOrder) {};
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///成交通知
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virtual void OnRtnTrade(CSecurityFtdcTradeField *pTrade) {};
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///报单录入错误回报
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virtual void OnErrRtnOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurityFtdcRspInfoField *pRspInfo) {};
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///报单操作错误回报
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virtual void OnErrRtnOrderAction(CSecurityFtdcOrderActionField *pOrderAction, CSecurityFtdcRspInfoField *pRspInfo) {};
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///Liber发起出金应答
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virtual void OnRspFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///Liber发起出金通知
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virtual void OnRtnFundOutByLiber(CSecurityFtdcFundTransferField *pFundTransfer) {};
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///Liber发起出金错误回报
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virtual void OnErrRtnFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundTransfer, CSecurityFtdcRspInfoField *pRspInfo) {};
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///银行发起入金通知
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virtual void OnRtnFundInByBank(CSecurityFtdcFundTransferField *pFundTransfer) {};
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///资金转账查询应答
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virtual void OnRspQryFundTransferSerial(CSecurityFtdcFundTransferField *pFundTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///资金内转应答
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virtual void OnRspFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///资金内转流水查询应答
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virtual void OnRspQryFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialField *pFundInterTransferSerial, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///资金内转流水通知
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virtual void OnRtnFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialField *pFundInterTransferSerial) {};
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///资金内转错误回报
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virtual void OnErrRtnFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, CSecurityFtdcRspInfoField *pRspInfo) {};
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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 TRADER_API_EXPORT CSecurityFtdcTraderApi
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{
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public:
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///创建TraderApi
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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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static CSecurityFtdcTraderApi *CreateFtdcTraderApi(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(CSecurityFtdcTraderSpi *pSpi) = 0;
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///订阅私有流。
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///@param nResumeType 私有流重传方式
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/// SECURITY_TERT_RESTART:从本交易日开始重传
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/// SECURITY_TERT_RESUME:从上次收到的续传
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/// SECURITY_TERT_QUICK:只传送登录后私有流的内容
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///@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。
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virtual void SubscribePrivateTopic(SECURITY_TE_RESUME_TYPE nResumeType) = 0;
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///订阅公共流。
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///@param nResumeType 公共流重传方式
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/// SECURITY_TERT_RESTART:从本交易日开始重传
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/// SECURITY_TERT_RESUME:从上次收到的续传
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/// SECURITY_TERT_QUICK:只传送登录后公共流的内容
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///@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。
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virtual void SubscribePublicTopic(SECURITY_TE_RESUME_TYPE nResumeType) = 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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///报单录入请求
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virtual int ReqOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
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///报单操作请求
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virtual int ReqOrderAction(CSecurityFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
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///用户口令更新请求
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virtual int ReqUserPasswordUpdate(CSecurityFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
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///资金账户口令更新请求
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virtual int ReqTradingAccountPasswordUpdate(CSecurityFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) = 0;
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///请求查询交易所
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virtual int ReqQryExchange(CSecurityFtdcQryExchangeField *pQryExchange, int nRequestID) = 0;
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///请求查询合约
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virtual int ReqQryInstrument(CSecurityFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
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///请求查询投资者
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virtual int ReqQryInvestor(CSecurityFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0;
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///请求查询交易编码
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virtual int ReqQryTradingCode(CSecurityFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) = 0;
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///请求查询资金账户
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virtual int ReqQryTradingAccount(CSecurityFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
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///请求查询行情
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virtual int ReqQryDepthMarketData(CSecurityFtdcQryDepthMarketDataField *pQryDepthMarketData, int nRequestID) = 0;
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///请求查询债券利息
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virtual int ReqQryBondInterest(CSecurityFtdcQryBondInterestField *pQryBondInterest, int nRequestID) = 0;
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///请求查询市值配售信息
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virtual int ReqQryMarketRationInfo(CSecurityFtdcQryMarketRationInfoField *pQryMarketRationInfo, int nRequestID) = 0;
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///请求查询合约手续费率
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virtual int ReqQryInstrumentCommissionRate(CSecurityFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) = 0;
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///请求查询ETF合约
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virtual int ReqQryETFInstrument(CSecurityFtdcQryETFInstrumentField *pQryETFInstrument, int nRequestID) = 0;
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///请求查询ETF股票篮
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virtual int ReqQryETFBasket(CSecurityFtdcQryETFBasketField *pQryETFBasket, int nRequestID) = 0;
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///请求查询OF合约
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virtual int ReqQryOFInstrument(CSecurityFtdcQryOFInstrumentField *pQryOFInstrument, int nRequestID) = 0;
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///请求查询SF合约
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virtual int ReqQrySFInstrument(CSecurityFtdcQrySFInstrumentField *pQrySFInstrument, int nRequestID) = 0;
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///请求查询报单
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virtual int ReqQryOrder(CSecurityFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
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///请求查询成交
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virtual int ReqQryTrade(CSecurityFtdcQryTradeField *pQryTrade, int nRequestID) = 0;
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///请求查询投资者持仓
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virtual int ReqQryInvestorPosition(CSecurityFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
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///Liber发起出金请求
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virtual int ReqFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundTransfer, int nRequestID) = 0;
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///资金转账查询请求
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virtual int ReqQryFundTransferSerial(CSecurityFtdcQryFundTransferSerialField *pQryFundTransferSerial, int nRequestID) = 0;
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///资金内转请求
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virtual int ReqFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, int nRequestID) = 0;
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///资金内转流水查询请求
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virtual int ReqQryFundInterTransferSerial(CSecurityFtdcQryFundInterTransferSerialField *pQryFundInterTransferSerial, int nRequestID) = 0;
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protected:
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~CSecurityFtdcTraderApi(){};
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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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