151 lines
5.0 KiB
C++
151 lines
5.0 KiB
C++
/////////////////////////////////////////////////////////////////////////
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///@company shanghai liber information Technology Co.,Ltd
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///@file SecurityFtdcL2MDUserApi.h
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///@brief 定义客户端接口
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/////////////////////////////////////////////////////////////////////////
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#if !defined(SECURITY_L2MD_FTDCUSERAPI_H)
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#define SECURITY_L2MD_FTDCUSERAPI_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 "SecurityFtdcL2MDUserApiStruct.h"
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_LTS_NS_BEGIN_
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#if defined(L2MD_USERAPI_IS_LIB) && defined(WINDOWS)
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#ifdef LIB_L2MD_USER_API_EXPORT
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#define L2MD_USER_API_EXPORT __declspec(dllexport)
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#else
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#define L2MD_USER_API_EXPORT __declspec(dllimport)
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#endif
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#else
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#define L2MD_USER_API_EXPORT
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#endif
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class CSecurityFtdcL2MDUserSpi
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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
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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(CSecurityFtdcUserLoginField *pUserLogin, 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Level2行情应答
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virtual void OnRspSubL2MarketData(CSecurityFtdcSpecificInstrumentField *pSpecificInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///取消订阅Level2行情应答
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virtual void OnRspUnSubL2MarketData(CSecurityFtdcSpecificInstrumentField *pSpecificInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///订阅Level2指数行情应答
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virtual void OnRspSubL2Index(CSecurityFtdcSpecificInstrumentField *pSpecificInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///取消订阅Level2指数行情应答
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virtual void OnRspUnSubL2Index(CSecurityFtdcSpecificInstrumentField *pSpecificInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///Level2行情通知
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virtual void OnRtnL2MarketData(CSecurityFtdcL2MarketDataField *pL2MarketData) {};
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///Level2指数行情通知
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virtual void OnRtnL2Index(CSecurityFtdcL2IndexField *pL2Index) {};
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///订阅逐笔委托及成交应答
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virtual void OnRspSubL2OrderAndTrade(CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///取消订阅逐笔委托及成交应答
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virtual void OnRspUnSubL2OrderAndTrade(CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///Level2委托通知
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virtual void OnRtnL2Order(CSecurityFtdcL2OrderField *pL2Order) {};
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///Level2成交通知
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virtual void OnRtnL2Trade(CSecurityFtdcL2TradeField *pL2Trade) {};
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///通知清理SSE买卖一队列中数量为0的报单
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virtual void OnNtfCheckOrderList(TSecurityFtdcInstrumentIDType InstrumentID, TSecurityFtdcFunctionCodeType FunctionCode) {};
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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 L2MD_USER_API_EXPORT CSecurityFtdcL2MDUserApi
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{
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public:
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///创建UserApi
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static CSecurityFtdcL2MDUserApi *CreateFtdcL2MDUserApi(const bool bIsMulticast=false);
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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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virtual int Join() = 0;
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///获取当前交易日
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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(CSecurityFtdcL2MDUserSpi *pSpi) = 0;
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virtual int SubscribeL2MarketData(char *ppInstrumentID[], int nCount, char* pExchageID) = 0;
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virtual int UnSubscribeL2MarketData(char *ppInstrumentID[], int nCount, char* pExchageID) = 0;
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virtual int SubscribeL2Index(char *ppInstrumentID[], int nCount, char* pExchageID) = 0;
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virtual int UnSubscribeL2Index(char *ppInstrumentID[], int nCount, char* pExchageID) = 0;
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virtual int SubscribeL2OrderAndTrade() = 0;
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virtual int UnSubscribeL2OrderAndTrade() = 0;
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///登录请求
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virtual int ReqUserLogin(CSecurityFtdcUserLoginField *pUserLogin, 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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~CSecurityFtdcL2MDUserApi(){};
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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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_LTS_NS_END_
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#endif
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