281 lines
12 KiB
C++
281 lines
12 KiB
C++
/////////////////////////////////////////////////////////////////////////
|
||
///@company shanghai liber information Technology Co.,Ltd
|
||
///@file SecurityFtdcQueryApi.h
|
||
///@brief 定义客户端接口
|
||
/////////////////////////////////////////////////////////////////////////
|
||
|
||
#if !defined(SECURITY_FTDCQUERYAPI_H)
|
||
#define SECURITY_FTDCQUERYAPI_H
|
||
|
||
#if _MSC_VER > 1000
|
||
#pragma once
|
||
#endif // _MSC_VER > 1000
|
||
|
||
#include "SecurityFtdcUserApiStruct.h"
|
||
|
||
#if defined(ISLIB) && defined(WIN32)
|
||
#ifdef LIB_QUERY_API_EXPORT
|
||
#define QUERY_API_EXPORT __declspec(dllexport)
|
||
#else
|
||
#define QUERY_API_EXPORT __declspec(dllimport)
|
||
#endif
|
||
#else
|
||
#define QUERY_API_EXPORT
|
||
#endif
|
||
|
||
class CSecurityFtdcQuerySpi
|
||
{
|
||
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){};
|
||
|
||
///错误应答
|
||
virtual void OnRspError(CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///登录请求响应
|
||
virtual void OnRspUserLogin(CSecurityFtdcRspUserLoginField *pRspUserLogin, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///登出请求响应
|
||
virtual void OnRspUserLogout(CSecurityFtdcUserLogoutField *pUserLogout, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///获取认证随机码请求响应
|
||
virtual void OnRspFetchAuthRandCode(CSecurityFtdcAuthRandCodeField *pAuthRandCode, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询交易所响应
|
||
virtual void OnRspQryExchange(CSecurityFtdcExchangeField *pExchange, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询合约响应
|
||
virtual void OnRspQryInstrument(CSecurityFtdcInstrumentField *pInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询投资者响应
|
||
virtual void OnRspQryInvestor(CSecurityFtdcInvestorField *pInvestor, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询交易编码响应
|
||
virtual void OnRspQryTradingCode(CSecurityFtdcTradingCodeField *pTradingCode, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询资金账户响应
|
||
virtual void OnRspQryTradingAccount(CSecurityFtdcTradingAccountField *pTradingAccount, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询债券利息响应
|
||
virtual void OnRspQryBondInterest(CSecurityFtdcBondInterestField *pBondInterest, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询市值配售信息响应
|
||
virtual void OnRspQryMarketRationInfo(CSecurityFtdcMarketRationInfoField *pMarketRationInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询合约手续费率响应
|
||
virtual void OnRspQryInstrumentCommissionRate(CSecurityFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询ETF合约响应
|
||
virtual void OnRspQryETFInstrument(CSecurityFtdcETFInstrumentField *pETFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询ETF股票篮响应
|
||
virtual void OnRspQryETFBasket(CSecurityFtdcETFBasketField *pETFBasket, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询OF合约响应
|
||
virtual void OnRspQryOFInstrument(CSecurityFtdcOFInstrumentField *pOFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询SF合约响应
|
||
virtual void OnRspQrySFInstrument(CSecurityFtdcSFInstrumentField *pSFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询合约单手保证金响应
|
||
virtual void OnRspQryInstrumentUnitMargin(CSecurityFtdcInstrumentUnitMarginField *pInstrumentUnitMargin, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询预交割信息响应
|
||
virtual void OnRspQryPreDelivInfo(CSecurityFtdcPreDelivInfoField *pPreDelivInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询可融券分配信息响应
|
||
virtual void OnRspQryCreditStockAssignInfo(CSecurityFtdcCreditStockAssignInfoField *pCreditStockAssignInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询可融资分配信息响应
|
||
virtual void OnRspQryCreditCashAssignInfo(CSecurityFtdcCreditCashAssignInfoField *pCreditCashAssignInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询证券折算率响应
|
||
virtual void OnRspQryConversionRate(CSecurityFtdcConversionRateField *pConversionRate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询历史信用负债信息响应
|
||
virtual void OnRspQryHisCreditDebtInfo(CSecurityFtdcHisCreditDebtInfoField *pHisCreditDebtInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询行情静态信息响应
|
||
virtual void OnRspQryMarketDataStaticInfo(CSecurityFtdcMarketDataStaticInfoField *pMarketDataStaticInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询到期回购信息响应
|
||
virtual void OnRspQryExpireRepurchInfo(CSecurityFtdcExpireRepurchInfoField *pExpireRepurchInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询债券质押为标准券比例响应
|
||
virtual void OnRspQryBondPledgeRate(CSecurityFtdcBondPledgeRateField *pBondPledgeRate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询债券质押代码对照关系响应
|
||
virtual void OnRspQryPledgeBond(CSecurityFtdcPledgeBondField *pPledgeBond, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询报单响应
|
||
virtual void OnRspQryOrder(CSecurityFtdcOrderField *pOrder, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询成交响应
|
||
virtual void OnRspQryTrade(CSecurityFtdcTradeField *pTrade, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///请求查询投资者持仓响应
|
||
virtual void OnRspQryInvestorPosition(CSecurityFtdcInvestorPositionField *pInvestorPosition, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///资金转账查询应答
|
||
virtual void OnRspQryFundTransferSerial(CSecurityFtdcFundTransferField *pFundTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
|
||
///资金内转流水查询应答
|
||
virtual void OnRspQryFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialField *pFundInterTransferSerial, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
||
};
|
||
|
||
#ifndef WINDOWS
|
||
#if __GNUC__ >= 4
|
||
#pragma GCC visibility push(default)
|
||
#endif
|
||
#endif
|
||
|
||
class QUERY_API_EXPORT CSecurityFtdcQueryApi
|
||
{
|
||
public:
|
||
///创建QueryApi
|
||
///@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 CSecurityFtdcQueryApi *CreateFtdcQueryApi(const char *pszFlowPath = "");
|
||
|
||
///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;
|
||
|
||
///注册回调接口
|
||
///@param pSpi 派生自回调接口类的实例
|
||
virtual void RegisterSpi(CSecurityFtdcQuerySpi *pSpi) = 0;
|
||
|
||
///用户登录请求
|
||
virtual int ReqUserLogin(CSecurityFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
|
||
|
||
|
||
///登出请求
|
||
virtual int ReqUserLogout(CSecurityFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
|
||
|
||
///获取认证随机码请求
|
||
virtual int ReqFetchAuthRandCode(CSecurityFtdcAuthRandCodeField *pAuthRandCode, int nRequestID) = 0;
|
||
|
||
///请求查询交易所
|
||
virtual int ReqQryExchange(CSecurityFtdcQryExchangeField *pQryExchange, int nRequestID) = 0;
|
||
|
||
///请求查询合约
|
||
virtual int ReqQryInstrument(CSecurityFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
|
||
|
||
///请求查询投资者
|
||
virtual int ReqQryInvestor(CSecurityFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0;
|
||
|
||
///请求查询交易编码
|
||
virtual int ReqQryTradingCode(CSecurityFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) = 0;
|
||
|
||
///请求查询资金账户
|
||
virtual int ReqQryTradingAccount(CSecurityFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
|
||
|
||
///请求查询债券利息
|
||
virtual int ReqQryBondInterest(CSecurityFtdcQryBondInterestField *pQryBondInterest, int nRequestID) = 0;
|
||
|
||
///请求查询市值配售信息
|
||
virtual int ReqQryMarketRationInfo(CSecurityFtdcQryMarketRationInfoField *pQryMarketRationInfo, int nRequestID) = 0;
|
||
|
||
///请求查询合约手续费率
|
||
virtual int ReqQryInstrumentCommissionRate(CSecurityFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) = 0;
|
||
|
||
///请求查询ETF合约
|
||
virtual int ReqQryETFInstrument(CSecurityFtdcQryETFInstrumentField *pQryETFInstrument, int nRequestID) = 0;
|
||
|
||
///请求查询ETF股票篮
|
||
virtual int ReqQryETFBasket(CSecurityFtdcQryETFBasketField *pQryETFBasket, int nRequestID) = 0;
|
||
|
||
///请求查询OF合约
|
||
virtual int ReqQryOFInstrument(CSecurityFtdcQryOFInstrumentField *pQryOFInstrument, int nRequestID) = 0;
|
||
|
||
///请求查询SF合约
|
||
virtual int ReqQrySFInstrument(CSecurityFtdcQrySFInstrumentField *pQrySFInstrument, int nRequestID) = 0;
|
||
|
||
///请求查询合约单手保证金
|
||
virtual int ReqQryInstrumentUnitMargin(CSecurityFtdcQryInstrumentUnitMarginField *pQryInstrumentUnitMargin, int nRequestID) = 0;
|
||
|
||
///请求查询预交割信息
|
||
virtual int ReqQryPreDelivInfo(CSecurityFtdcQryPreDelivInfoField *pQryPreDelivInfo, int nRequestID) = 0;
|
||
|
||
///请求查询可融券分配信息
|
||
virtual int ReqQryCreditStockAssignInfo(CSecurityFtdcQryCreditStockAssignInfoField *pQryCreditStockAssignInfo, int nRequestID) = 0;
|
||
|
||
///请求查询可融资分配信息
|
||
virtual int ReqQryCreditCashAssignInfo(CSecurityFtdcQryCreditCashAssignInfoField *pQryCreditCashAssignInfo, int nRequestID) = 0;
|
||
|
||
///请求查询证券折算率
|
||
virtual int ReqQryConversionRate(CSecurityFtdcQryConversionRateField *pQryConversionRate, int nRequestID) = 0;
|
||
|
||
///请求查询历史信用负债信息
|
||
virtual int ReqQryHisCreditDebtInfo(CSecurityFtdcQryHisCreditDebtInfoField *pQryHisCreditDebtInfo, int nRequestID) = 0;
|
||
|
||
///请求查询行情静态信息
|
||
virtual int ReqQryMarketDataStaticInfo(CSecurityFtdcQryMarketDataStaticInfoField *pQryMarketDataStaticInfo, int nRequestID) = 0;
|
||
|
||
///请求查询到期回购信息
|
||
virtual int ReqQryExpireRepurchInfo(CSecurityFtdcQryExpireRepurchInfoField *pQryExpireRepurchInfo, int nRequestID) = 0;
|
||
|
||
///请求查询债券质押为标准券比例
|
||
virtual int ReqQryBondPledgeRate(CSecurityFtdcQryBondPledgeRateField *pQryBondPledgeRate, int nRequestID) = 0;
|
||
|
||
///请求查询债券质押代码对照关系
|
||
virtual int ReqQryPledgeBond(CSecurityFtdcQryPledgeBondField *pQryPledgeBond, int nRequestID) = 0;
|
||
|
||
///请求查询报单
|
||
virtual int ReqQryOrder(CSecurityFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
|
||
|
||
///请求查询成交
|
||
virtual int ReqQryTrade(CSecurityFtdcQryTradeField *pQryTrade, int nRequestID) = 0;
|
||
|
||
///请求查询投资者持仓
|
||
virtual int ReqQryInvestorPosition(CSecurityFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
|
||
|
||
///资金转账查询请求
|
||
virtual int ReqQryFundTransferSerial(CSecurityFtdcQryFundTransferSerialField *pQryFundTransferSerial, int nRequestID) = 0;
|
||
|
||
///资金内转流水查询请求
|
||
virtual int ReqQryFundInterTransferSerial(CSecurityFtdcQryFundInterTransferSerialField *pQryFundInterTransferSerial, int nRequestID) = 0;
|
||
protected:
|
||
~CSecurityFtdcQueryApi(){};
|
||
};
|
||
|
||
#ifndef WINDOWS
|
||
#if __GNUC__ >= 4
|
||
#pragma GCC visibility pop
|
||
#endif
|
||
#endif
|
||
|
||
#endif
|