1215 lines
42 KiB
C++
1215 lines
42 KiB
C++
//说明部分
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//系统
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#include "stdafx.h"
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#include <string>
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#include <queue>
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//Boost
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#define BOOST_PYTHON_STATIC_LIB
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#include <boost/python/module.hpp> //python封装
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#include <boost/python/def.hpp> //python封装
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#include <boost/python/dict.hpp> //python封装
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#include <boost/python/object.hpp> //python封装
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#include <boost/python.hpp> //python封装
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#include <boost/thread.hpp> //任务队列的线程功能
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#include <boost/bind.hpp> //任务队列的线程功能
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#include <boost/any.hpp> //任务队列的任务实现
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//API
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#include "SgitFtdcTraderApi.h"
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//命名空间
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using namespace std;
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using namespace boost::python;
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using namespace boost;
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using namespace fstech;
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//常量
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#define ONFRONTCONNECTED 1
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#define ONFRONTDISCONNECTED 2
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#define ONHEARTBEATWARNING 3
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#define ONRSPAUTHENTICATE 4
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#define ONRSPUSERLOGIN 5
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#define ONRSPUSERLOGOUT 6
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#define ONRSPUSERPASSWORDUPDATE 7
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#define ONRSPTRADINGACCOUNTPASSWORDUPDATE 8
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#define ONRSPORDERINSERT 9
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#define ONRSPPARKEDORDERINSERT 10
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#define ONRSPPARKEDORDERACTION 11
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#define ONRSPORDERACTION 12
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#define ONRSPQUERYMAXORDERVOLUME 13
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#define ONRSPSETTLEMENTINFOCONFIRM 14
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#define ONRSPREMOVEPARKEDORDER 15
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#define ONRSPREMOVEPARKEDORDERACTION 16
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#define ONRSPEXECORDERINSERT 17
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#define ONRSPEXECORDERACTION 18
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#define ONRSPFORQUOTEINSERT 19
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#define ONRSPQUOTEINSERT 20
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#define ONRSPQUOTEACTION 21
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#define ONRSPBATCHORDERACTION 22
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#define ONRSPCOMBACTIONINSERT 23
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#define ONRSPQRYORDER 24
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#define ONRSPQRYTRADE 25
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#define ONRSPQRYINVESTORPOSITION 26
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#define ONRSPQRYTRADINGACCOUNT 27
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#define ONRSPQRYINVESTOR 28
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#define ONRSPQRYTRADINGCODE 29
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#define ONRSPQRYINSTRUMENTMARGINRATE 30
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#define ONRSPQRYINSTRUMENTCOMMISSIONRATE 31
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#define ONRSPQRYEXCHANGE 32
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#define ONRSPQRYPRODUCT 33
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#define ONRSPQRYINSTRUMENT 34
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#define ONRSPQRYDEPTHMARKETDATA 35
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#define ONRSPQRYSETTLEMENTINFO 36
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#define ONRSPQRYTRANSFERBANK 37
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#define ONRSPQRYINVESTORPOSITIONDETAIL 38
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#define ONRSPQRYNOTICE 39
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#define ONRSPQRYSETTLEMENTINFOCONFIRM 40
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#define ONRSPQRYINVESTORPOSITIONCOMBINEDETAIL 41
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#define ONRSPQRYCFMMCTRADINGACCOUNTKEY 42
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#define ONRSPQRYEWARRANTOFFSET 43
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#define ONRSPQRYINVESTORPRODUCTGROUPMARGIN 44
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#define ONRSPQRYEXCHANGEMARGINRATE 45
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#define ONRSPQRYEXCHANGEMARGINRATEADJUST 46
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#define ONRSPQRYEXCHANGERATE 47
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#define ONRSPQRYSECAGENTACIDMAP 48
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#define ONRSPQRYPRODUCTEXCHRATE 49
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#define ONRSPQRYPRODUCTGROUP 50
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#define ONRSPQRYOPTIONINSTRTRADECOST 51
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#define ONRSPQRYOPTIONINSTRCOMMRATE 52
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#define ONRSPQRYEXECORDER 53
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#define ONRSPQRYFORQUOTE 54
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#define ONRSPQRYQUOTE 55
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#define ONRSPQRYCOMBINSTRUMENTGUARD 56
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#define ONRSPQRYCOMBACTION 57
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#define ONRSPQRYTRANSFERSERIAL 58
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#define ONRSPQRYACCOUNTREGISTER 59
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#define ONRSPERROR 60
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#define ONRTNORDER 61
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#define ONRTNTRADE 62
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#define ONERRRTNORDERINSERT 63
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#define ONERRRTNORDERACTION 64
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#define ONRTNINSTRUMENTSTATUS 65
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#define ONRTNTRADINGNOTICE 66
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#define ONRTNERRORCONDITIONALORDER 67
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#define ONRTNEXECORDER 68
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#define ONERRRTNEXECORDERINSERT 69
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#define ONERRRTNEXECORDERACTION 70
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#define ONERRRTNFORQUOTEINSERT 71
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#define ONRTNQUOTE 72
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#define ONERRRTNQUOTEINSERT 73
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#define ONERRRTNQUOTEACTION 74
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#define ONRTNFORQUOTERSP 75
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#define ONRTNCFMMCTRADINGACCOUNTTOKEN 76
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#define ONERRRTNBATCHORDERACTION 77
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#define ONRTNCOMBACTION 78
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#define ONERRRTNCOMBACTIONINSERT 79
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#define ONRSPQRYCONTRACTBANK 80
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#define ONRSPQRYPARKEDORDER 81
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#define ONRSPQRYPARKEDORDERACTION 82
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#define ONRSPQRYTRADINGNOTICE 83
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#define ONRSPQRYBROKERTRADINGPARAMS 84
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#define ONRSPQRYBROKERTRADINGALGOS 85
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#define ONRSPQUERYCFMMCTRADINGACCOUNTTOKEN 86
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#define ONRTNFROMBANKTOFUTUREBYBANK 87
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#define ONRTNFROMFUTURETOBANKBYBANK 88
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#define ONRTNREPEALFROMBANKTOFUTUREBYBANK 89
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#define ONRTNREPEALFROMFUTURETOBANKBYBANK 90
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#define ONRTNFROMBANKTOFUTUREBYFUTURE 91
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#define ONRTNFROMFUTURETOBANKBYFUTURE 92
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#define ONRTNREPEALFROMBANKTOFUTUREBYFUTUREMANUAL 93
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#define ONRTNREPEALFROMFUTURETOBANKBYFUTUREMANUAL 94
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#define ONRTNQUERYBANKBALANCEBYFUTURE 95
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#define ONERRRTNBANKTOFUTUREBYFUTURE 96
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#define ONERRRTNFUTURETOBANKBYFUTURE 97
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#define ONERRRTNREPEALBANKTOFUTUREBYFUTUREMANUAL 98
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#define ONERRRTNREPEALFUTURETOBANKBYFUTUREMANUAL 99
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#define ONERRRTNQUERYBANKBALANCEBYFUTURE 100
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#define ONRTNREPEALFROMBANKTOFUTUREBYFUTURE 101
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#define ONRTNREPEALFROMFUTURETOBANKBYFUTURE 102
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#define ONRSPFROMBANKTOFUTUREBYFUTURE 103
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#define ONRSPFROMFUTURETOBANKBYFUTURE 104
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#define ONRSPQUERYBANKACCOUNTMONEYBYFUTURE 105
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#define ONRTNOPENACCOUNTBYBANK 106
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#define ONRTNCANCELACCOUNTBYBANK 107
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#define ONRTNCHANGEACCOUNTBYBANK 108
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///-------------------------------------------------------------------------------------
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///API中的部分组件
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///-------------------------------------------------------------------------------------
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//GIL全局锁简化获取用，
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//用于帮助C++线程获得GIL锁，从而防止python崩溃
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class PyLock
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{
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private:
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PyGILState_STATE gil_state;
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public:
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//在某个函数方法中创建该对象时，获得GIL锁
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PyLock()
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{
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gil_state = PyGILState_Ensure();
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}
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//在某个函数完成后销毁该对象时，解放GIL锁
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~PyLock()
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{
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PyGILState_Release(gil_state);
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}
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};
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//任务结构体
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struct Task
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{
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int task_name; //回调函数名称对应的常量
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any task_data; //数据结构体
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any task_error; //错误结构体
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int task_id; //请求id
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bool task_last; //是否为最后返回
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};
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///线程安全的队列
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template<typename Data>
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class ConcurrentQueue
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{
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private:
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queue<Data> the_queue; //标准库队列
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mutable mutex the_mutex; //boost互斥锁
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condition_variable the_condition_variable; //boost条件变量
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public:
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//存入新的任务
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void push(Data const& data)
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{
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mutex::scoped_lock lock(the_mutex); //获取互斥锁
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the_queue.push(data); //向队列中存入数据
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lock.unlock(); //释放锁
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the_condition_variable.notify_one(); //通知正在阻塞等待的线程
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}
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//检查队列是否为空
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bool empty() const
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{
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mutex::scoped_lock lock(the_mutex);
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return the_queue.empty();
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}
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//取出
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Data wait_and_pop()
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{
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mutex::scoped_lock lock(the_mutex);
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while (the_queue.empty()) //当队列为空时
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{
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the_condition_variable.wait(lock); //等待条件变量通知
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}
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Data popped_value = the_queue.front(); //获取队列中的最后一个任务
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the_queue.pop(); //删除该任务
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return popped_value; //返回该任务
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}
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};
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//从字典中获取某个建值对应的整数，并赋值到请求结构体对象的值上
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void getInt(dict d, string key, int* value);
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//从字典中获取某个建值对应的长整数，并赋值到请求结构体对象的值上
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void getLong(dict d, string key, long* value);
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//从字典中获取某个建值对应的短整数，并赋值到请求结构体对象的值上
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void getShort(dict d, string key, short* value);
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//从字典中获取某个建值对应的浮点数，并赋值到请求结构体对象的值上
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void getDouble(dict d, string key, double* value);
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//从字典中获取某个建值对应的单字符，并赋值到请求结构体对象的值上
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void getChar(dict d, string key, char* value);
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//从字典中获取某个建值对应的字符串，并赋值到请求结构体对象的值上
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void getStr(dict d, string key, char* value);
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///-------------------------------------------------------------------------------------
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///C++ SPI的回调函数方法实现
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///-------------------------------------------------------------------------------------
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//API的继承实现
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class TdApi : public CThostFtdcTraderSpi
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{
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private:
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CThostFtdcTraderApi* api; //API对象
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thread *task_thread; //工作线程指针（向python中推送数据）
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ConcurrentQueue<Task> task_queue; //任务队列
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public:
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TdApi()
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{
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function0<void> f = boost::bind(&TdApi::processTask, this);
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thread t(f);
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this->task_thread = &t;
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};
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~TdApi()
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{
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};
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//-------------------------------------------------------------------------------------
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//API回调函数
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//-------------------------------------------------------------------------------------
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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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///批量报单操作请求响应
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virtual void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, 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
|
||
virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询客户通知响应
|
||
virtual void OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询结算信息确认响应
|
||
virtual void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询投资者持仓明细响应
|
||
virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///查询保证金监管系统经纪公司资金账户密钥响应
|
||
virtual void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询仓单折抵信息响应
|
||
virtual void OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询投资者品种/跨品种保证金响应
|
||
virtual void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询交易所保证金率响应
|
||
virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询交易所调整保证金率响应
|
||
virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询汇率响应
|
||
virtual void OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询二级代理操作员银期权限响应
|
||
virtual void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询产品报价汇率
|
||
virtual void OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询产品组
|
||
virtual void OnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询期权交易成本响应
|
||
virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询期权合约手续费响应
|
||
virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询执行宣告响应
|
||
virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询询价响应
|
||
virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询报价响应
|
||
virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询组合合约安全系数响应
|
||
virtual void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询申请组合响应
|
||
virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询转帐流水响应
|
||
virtual void OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询银期签约关系响应
|
||
virtual void OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///错误应答
|
||
virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///报单通知
|
||
virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) ;
|
||
|
||
///成交通知
|
||
virtual void OnRtnTrade(CThostFtdcTradeField *pTrade) ;
|
||
|
||
///报单录入错误回报
|
||
virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) ;
|
||
|
||
///报单操作错误回报
|
||
virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) ;
|
||
|
||
///合约交易状态通知
|
||
virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) ;
|
||
|
||
///交易通知
|
||
virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo) ;
|
||
|
||
///提示条件单校验错误
|
||
virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder) ;
|
||
|
||
///执行宣告通知
|
||
virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) ;
|
||
|
||
///执行宣告录入错误回报
|
||
virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo) ;
|
||
|
||
///执行宣告操作错误回报
|
||
virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo) ;
|
||
|
||
///询价录入错误回报
|
||
virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo) ;
|
||
|
||
///报价通知
|
||
virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote) ;
|
||
|
||
///报价录入错误回报
|
||
virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) ;
|
||
|
||
///报价操作错误回报
|
||
virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) ;
|
||
|
||
///询价通知
|
||
virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) ;
|
||
|
||
///保证金监控中心用户令牌
|
||
virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) ;
|
||
|
||
///批量报单操作错误回报
|
||
virtual void OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo) ;
|
||
|
||
///申请组合通知
|
||
virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction) ;
|
||
|
||
///申请组合录入错误回报
|
||
virtual void OnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo) ;
|
||
|
||
///请求查询签约银行响应
|
||
virtual void OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询预埋单响应
|
||
virtual void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询预埋撤单响应
|
||
virtual void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询交易通知响应
|
||
virtual void OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
|
||
|
||
///请求查询经纪公司交易参数响应
|
||
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) ;
|
||
|
||
/// 当收到合约价位查询应答时回调该函数
|
||
//virtual void onRspMBLQuot(CThostMBLQuotData *pMBLQuotData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
|
||
|
||
//-------------------------------------------------------------------------------------
|
||
//task：任务
|
||
//-------------------------------------------------------------------------------------
|
||
|
||
void processTask();
|
||
|
||
void processFrontConnected(Task task);
|
||
|
||
void processFrontDisconnected(Task task);
|
||
|
||
void processHeartBeatWarning(Task task);
|
||
|
||
void processRspAuthenticate(Task task);
|
||
|
||
void processRspUserLogin(Task task);
|
||
|
||
void processRspUserLogout(Task task);
|
||
|
||
void processRspUserPasswordUpdate(Task task);
|
||
|
||
void processRspTradingAccountPasswordUpdate(Task task);
|
||
|
||
void processRspOrderInsert(Task task);
|
||
|
||
void processRspParkedOrderInsert(Task task);
|
||
|
||
void processRspParkedOrderAction(Task task);
|
||
|
||
void processRspOrderAction(Task task);
|
||
|
||
void processRspQueryMaxOrderVolume(Task task);
|
||
|
||
void processRspSettlementInfoConfirm(Task task);
|
||
|
||
void processRspRemoveParkedOrder(Task task);
|
||
|
||
void processRspRemoveParkedOrderAction(Task task);
|
||
|
||
void processRspExecOrderInsert(Task task);
|
||
|
||
void processRspExecOrderAction(Task task);
|
||
|
||
void processRspForQuoteInsert(Task task);
|
||
|
||
void processRspQuoteInsert(Task task);
|
||
|
||
void processRspQuoteAction(Task task);
|
||
|
||
void processRspBatchOrderAction(Task task);
|
||
|
||
void processRspCombActionInsert(Task task);
|
||
|
||
void processRspQryOrder(Task task);
|
||
|
||
void processRspQryTrade(Task task);
|
||
|
||
void processRspQryInvestorPosition(Task task);
|
||
|
||
void processRspQryTradingAccount(Task task);
|
||
|
||
void processRspQryInvestor(Task task);
|
||
|
||
void processRspQryTradingCode(Task task);
|
||
|
||
void processRspQryInstrumentMarginRate(Task task);
|
||
|
||
void processRspQryInstrumentCommissionRate(Task task);
|
||
|
||
void processRspQryExchange(Task task);
|
||
|
||
void processRspQryProduct(Task task);
|
||
|
||
void processRspQryInstrument(Task task);
|
||
|
||
void processRspQryDepthMarketData(Task task);
|
||
|
||
void processRspQrySettlementInfo(Task task);
|
||
|
||
void processRspQryTransferBank(Task task);
|
||
|
||
void processRspQryInvestorPositionDetail(Task task);
|
||
|
||
void processRspQryNotice(Task task);
|
||
|
||
void processRspQrySettlementInfoConfirm(Task task);
|
||
|
||
void processRspQryInvestorPositionCombineDetail(Task task);
|
||
|
||
void processRspQryCFMMCTradingAccountKey(Task task);
|
||
|
||
void processRspQryEWarrantOffset(Task task);
|
||
|
||
void processRspQryInvestorProductGroupMargin(Task task);
|
||
|
||
void processRspQryExchangeMarginRate(Task task);
|
||
|
||
void processRspQryExchangeMarginRateAdjust(Task task);
|
||
|
||
void processRspQryExchangeRate(Task task);
|
||
|
||
void processRspQrySecAgentACIDMap(Task task);
|
||
|
||
void processRspQryProductExchRate(Task task);
|
||
|
||
void processRspQryProductGroup(Task task);
|
||
|
||
void processRspQryOptionInstrTradeCost(Task task);
|
||
|
||
void processRspQryOptionInstrCommRate(Task task);
|
||
|
||
void processRspQryExecOrder(Task task);
|
||
|
||
void processRspQryForQuote(Task task);
|
||
|
||
void processRspQryQuote(Task task);
|
||
|
||
void processRspQryCombInstrumentGuard(Task task);
|
||
|
||
void processRspQryCombAction(Task task);
|
||
|
||
void processRspQryTransferSerial(Task task);
|
||
|
||
void processRspQryAccountregister(Task task);
|
||
|
||
void processRspError(Task task);
|
||
|
||
void processRtnOrder(Task task);
|
||
|
||
void processRtnTrade(Task task);
|
||
|
||
void processErrRtnOrderInsert(Task task);
|
||
|
||
void processErrRtnOrderAction(Task task);
|
||
|
||
void processRtnInstrumentStatus(Task task);
|
||
|
||
void processRtnTradingNotice(Task task);
|
||
|
||
void processRtnErrorConditionalOrder(Task task);
|
||
|
||
void processRtnExecOrder(Task task);
|
||
|
||
void processErrRtnExecOrderInsert(Task task);
|
||
|
||
void processErrRtnExecOrderAction(Task task);
|
||
|
||
void processErrRtnForQuoteInsert(Task task);
|
||
|
||
void processRtnQuote(Task task);
|
||
|
||
void processErrRtnQuoteInsert(Task task);
|
||
|
||
void processErrRtnQuoteAction(Task task);
|
||
|
||
void processRtnForQuoteRsp(Task task);
|
||
|
||
void processRtnCFMMCTradingAccountToken(Task task);
|
||
|
||
void processErrRtnBatchOrderAction(Task task);
|
||
|
||
void processRtnCombAction(Task task);
|
||
|
||
void processErrRtnCombActionInsert(Task task);
|
||
|
||
void processRspQryContractBank(Task task);
|
||
|
||
void processRspQryParkedOrder(Task task);
|
||
|
||
void processRspQryParkedOrderAction(Task task);
|
||
|
||
void processRspQryTradingNotice(Task task);
|
||
|
||
void processRspQryBrokerTradingParams(Task task);
|
||
|
||
void processRspQryBrokerTradingAlgos(Task task);
|
||
|
||
void processRspQueryCFMMCTradingAccountToken(Task task);
|
||
|
||
void processRtnFromBankToFutureByBank(Task task);
|
||
|
||
void processRtnFromFutureToBankByBank(Task task);
|
||
|
||
void processRtnRepealFromBankToFutureByBank(Task task);
|
||
|
||
void processRtnRepealFromFutureToBankByBank(Task task);
|
||
|
||
void processRtnFromBankToFutureByFuture(Task task);
|
||
|
||
void processRtnFromFutureToBankByFuture(Task task);
|
||
|
||
void processRtnRepealFromBankToFutureByFutureManual(Task task);
|
||
|
||
void processRtnRepealFromFutureToBankByFutureManual(Task task);
|
||
|
||
void processRtnQueryBankBalanceByFuture(Task task);
|
||
|
||
void processErrRtnBankToFutureByFuture(Task task);
|
||
|
||
void processErrRtnFutureToBankByFuture(Task task);
|
||
|
||
void processErrRtnRepealBankToFutureByFutureManual(Task task);
|
||
|
||
void processErrRtnRepealFutureToBankByFutureManual(Task task);
|
||
|
||
void processErrRtnQueryBankBalanceByFuture(Task task);
|
||
|
||
void processRtnRepealFromBankToFutureByFuture(Task task);
|
||
|
||
void processRtnRepealFromFutureToBankByFuture(Task task);
|
||
|
||
void processRspFromBankToFutureByFuture(Task task);
|
||
|
||
void processRspFromFutureToBankByFuture(Task task);
|
||
|
||
void processRspQueryBankAccountMoneyByFuture(Task task);
|
||
|
||
void processRtnOpenAccountByBank(Task task);
|
||
|
||
void processRtnCancelAccountByBank(Task task);
|
||
|
||
void processRtnChangeAccountByBank(Task task);
|
||
|
||
|
||
//-------------------------------------------------------------------------------------
|
||
//data：回调函数的数据字典
|
||
//error：回调函数的错误字典
|
||
//id：请求id
|
||
//last：是否为最后返回
|
||
//i：整数
|
||
//-------------------------------------------------------------------------------------
|
||
|
||
virtual void onFrontConnected(){};
|
||
|
||
virtual void onFrontDisconnected(int reason){};
|
||
|
||
virtual void onHeartBeatWarning(int timeLapse){};
|
||
|
||
virtual void onRspAuthenticate(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspUserLogin(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspUserLogout(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspUserPasswordUpdate(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspTradingAccountPasswordUpdate(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspOrderInsert(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspParkedOrderInsert(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspParkedOrderAction(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspOrderAction(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQueryMaxOrderVolume(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspSettlementInfoConfirm(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspRemoveParkedOrder(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspRemoveParkedOrderAction(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspExecOrderInsert(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspExecOrderAction(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspForQuoteInsert(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQuoteInsert(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQuoteAction(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspBatchOrderAction(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspCombActionInsert(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryOrder(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryTrade(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryInvestorPosition(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryTradingAccount(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryInvestor(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryTradingCode(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryInstrumentMarginRate(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryInstrumentCommissionRate(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryExchange(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryProduct(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryInstrument(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryDepthMarketData(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQrySettlementInfo(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryTransferBank(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryInvestorPositionDetail(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryNotice(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQrySettlementInfoConfirm(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryInvestorPositionCombineDetail(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryCFMMCTradingAccountKey(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryEWarrantOffset(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryInvestorProductGroupMargin(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryExchangeMarginRate(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryExchangeMarginRateAdjust(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryExchangeRate(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQrySecAgentACIDMap(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryProductExchRate(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryProductGroup(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryOptionInstrTradeCost(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryOptionInstrCommRate(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryExecOrder(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryForQuote(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryQuote(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryCombInstrumentGuard(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryCombAction(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryTransferSerial(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryAccountregister(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspError(dict error, int id, bool last) {};
|
||
|
||
virtual void onRtnOrder(dict data) {};
|
||
|
||
virtual void onRtnTrade(dict data) {};
|
||
|
||
virtual void onErrRtnOrderInsert(dict data, dict error) {};
|
||
|
||
virtual void onErrRtnOrderAction(dict data, dict error) {};
|
||
|
||
virtual void onRtnInstrumentStatus(dict data) {};
|
||
|
||
virtual void onRtnTradingNotice(dict data) {};
|
||
|
||
virtual void onRtnErrorConditionalOrder(dict data) {};
|
||
|
||
virtual void onRtnExecOrder(dict data) {};
|
||
|
||
virtual void onErrRtnExecOrderInsert(dict data, dict error) {};
|
||
|
||
virtual void onErrRtnExecOrderAction(dict data, dict error) {};
|
||
|
||
virtual void onErrRtnForQuoteInsert(dict data, dict error) {};
|
||
|
||
virtual void onRtnQuote(dict data) {};
|
||
|
||
virtual void onErrRtnQuoteInsert(dict data, dict error) {};
|
||
|
||
virtual void onErrRtnQuoteAction(dict data, dict error) {};
|
||
|
||
virtual void onRtnForQuoteRsp(dict data) {};
|
||
|
||
virtual void onRtnCFMMCTradingAccountToken(dict data) {};
|
||
|
||
virtual void onErrRtnBatchOrderAction(dict data, dict error) {};
|
||
|
||
virtual void onRtnCombAction(dict data) {};
|
||
|
||
virtual void onErrRtnCombActionInsert(dict data, dict error) {};
|
||
|
||
virtual void onRspQryContractBank(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryParkedOrder(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryParkedOrderAction(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryTradingNotice(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryBrokerTradingParams(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQryBrokerTradingAlgos(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQueryCFMMCTradingAccountToken(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRtnFromBankToFutureByBank(dict data) {};
|
||
|
||
virtual void onRtnFromFutureToBankByBank(dict data) {};
|
||
|
||
virtual void onRtnRepealFromBankToFutureByBank(dict data) {};
|
||
|
||
virtual void onRtnRepealFromFutureToBankByBank(dict data) {};
|
||
|
||
virtual void onRtnFromBankToFutureByFuture(dict data) {};
|
||
|
||
virtual void onRtnFromFutureToBankByFuture(dict data) {};
|
||
|
||
virtual void onRtnRepealFromBankToFutureByFutureManual(dict data) {};
|
||
|
||
virtual void onRtnRepealFromFutureToBankByFutureManual(dict data) {};
|
||
|
||
virtual void onRtnQueryBankBalanceByFuture(dict data) {};
|
||
|
||
virtual void onErrRtnBankToFutureByFuture(dict data, dict error) {};
|
||
|
||
virtual void onErrRtnFutureToBankByFuture(dict data, dict error) {};
|
||
|
||
virtual void onErrRtnRepealBankToFutureByFutureManual(dict data, dict error) {};
|
||
|
||
virtual void onErrRtnRepealFutureToBankByFutureManual(dict data, dict error) {};
|
||
|
||
virtual void onErrRtnQueryBankBalanceByFuture(dict data, dict error) {};
|
||
|
||
virtual void onRtnRepealFromBankToFutureByFuture(dict data) {};
|
||
|
||
virtual void onRtnRepealFromFutureToBankByFuture(dict data) {};
|
||
|
||
virtual void onRspFromBankToFutureByFuture(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspFromFutureToBankByFuture(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRspQueryBankAccountMoneyByFuture(dict data, dict error, int id, bool last) {};
|
||
|
||
virtual void onRtnOpenAccountByBank(dict data) {};
|
||
|
||
virtual void onRtnCancelAccountByBank(dict data) {};
|
||
|
||
virtual void onRtnChangeAccountByBank(dict data) {};
|
||
|
||
//-------------------------------------------------------------------------------------
|
||
//req:主动函数的请求字典
|
||
//-------------------------------------------------------------------------------------
|
||
|
||
void createFtdcTraderApi(string pszFlowPath);
|
||
|
||
string getApiVersion();
|
||
|
||
void release();
|
||
|
||
void init();
|
||
|
||
int join();
|
||
|
||
int exit();
|
||
|
||
string getTradingDay();
|
||
|
||
void registerFront(string pszFrontAddress);
|
||
|
||
void registerNameServer(string pszNsAddress);
|
||
|
||
void subscribePrivateTopic(int type);
|
||
|
||
void subscribePublicTopic(int type);
|
||
|
||
int reqAuthenticate(dict req, int nRequestID);
|
||
|
||
int reqUserLogin(dict req, int nRequestID);
|
||
|
||
int reqUserLogout(dict req, int nRequestID);
|
||
|
||
int reqUserPasswordUpdate(dict req, int nRequestID);
|
||
|
||
int reqTradingAccountPasswordUpdate(dict req, int nRequestID);
|
||
|
||
int reqOrderInsert(dict req, int nRequestID);
|
||
|
||
int reqParkedOrderInsert(dict req, int nRequestID);
|
||
|
||
int reqParkedOrderAction(dict req, int nRequestID);
|
||
|
||
int reqOrderAction(dict req, int nRequestID);
|
||
|
||
int reqQueryMaxOrderVolume(dict req, int nRequestID);
|
||
|
||
int reqSettlementInfoConfirm(dict req, int nRequestID);
|
||
|
||
int reqRemoveParkedOrder(dict req, int nRequestID);
|
||
|
||
int reqRemoveParkedOrderAction(dict req, int nRequestID);
|
||
|
||
int reqExecOrderInsert(dict req, int nRequestID);
|
||
|
||
int reqExecOrderAction(dict req, int nRequestID);
|
||
|
||
int reqForQuoteInsert(dict req, int nRequestID);
|
||
|
||
int reqQuoteInsert(dict req, int nRequestID);
|
||
|
||
int reqQuoteAction(dict req, int nRequestID);
|
||
|
||
int reqBatchOrderAction(dict req, int nRequestID);
|
||
|
||
int reqCombActionInsert(dict req, int nRequestID);
|
||
|
||
int reqQryOrder(dict req, int nRequestID);
|
||
|
||
int reqQryTrade(dict req, int nRequestID);
|
||
|
||
int reqQryInvestorPosition(dict req, int nRequestID);
|
||
|
||
int reqQryTradingAccount(dict req, int nRequestID);
|
||
|
||
int reqQryInvestor(dict req, int nRequestID);
|
||
|
||
int reqQryTradingCode(dict req, int nRequestID);
|
||
|
||
int reqQryInstrumentMarginRate(dict req, int nRequestID);
|
||
|
||
int reqQryInstrumentCommissionRate(dict req, int nRequestID);
|
||
|
||
int reqQryExchange(dict req, int nRequestID);
|
||
|
||
int reqQryProduct(dict req, int nRequestID);
|
||
|
||
int reqQryInstrument(dict req, int nRequestID);
|
||
|
||
int reqQryDepthMarketData(dict req, int nRequestID);
|
||
|
||
int reqQrySettlementInfo(dict req, int nRequestID);
|
||
|
||
int reqQryTransferBank(dict req, int nRequestID);
|
||
|
||
int reqQryInvestorPositionDetail(dict req, int nRequestID);
|
||
|
||
int reqQryNotice(dict req, int nRequestID);
|
||
|
||
int reqQrySettlementInfoConfirm(dict req, int nRequestID);
|
||
|
||
int reqQryInvestorPositionCombineDetail(dict req, int nRequestID);
|
||
|
||
int reqQryCFMMCTradingAccountKey(dict req, int nRequestID);
|
||
|
||
int reqQryEWarrantOffset(dict req, int nRequestID);
|
||
|
||
int reqQryInvestorProductGroupMargin(dict req, int nRequestID);
|
||
|
||
int reqQryExchangeMarginRate(dict req, int nRequestID);
|
||
|
||
int reqQryExchangeMarginRateAdjust(dict req, int nRequestID);
|
||
|
||
int reqQryExchangeRate(dict req, int nRequestID);
|
||
|
||
int reqQrySecAgentACIDMap(dict req, int nRequestID);
|
||
|
||
int reqQryProductExchRate(dict req, int nRequestID);
|
||
|
||
int reqQryProductGroup(dict req, int nRequestID);
|
||
|
||
int reqQryOptionInstrTradeCost(dict req, int nRequestID);
|
||
|
||
int reqQryOptionInstrCommRate(dict req, int nRequestID);
|
||
|
||
int reqQryExecOrder(dict req, int nRequestID);
|
||
|
||
int reqQryForQuote(dict req, int nRequestID);
|
||
|
||
int reqQryQuote(dict req, int nRequestID);
|
||
|
||
int reqQryCombInstrumentGuard(dict req, int nRequestID);
|
||
|
||
int reqQryCombAction(dict req, int nRequestID);
|
||
|
||
int reqQryTransferSerial(dict req, int nRequestID);
|
||
|
||
int reqQryAccountregister(dict req, int nRequestID);
|
||
|
||
int reqQryContractBank(dict req, int nRequestID);
|
||
|
||
int reqQryParkedOrder(dict req, int nRequestID);
|
||
|
||
int reqQryParkedOrderAction(dict req, int nRequestID);
|
||
|
||
int reqQryTradingNotice(dict req, int nRequestID);
|
||
|
||
int reqQryBrokerTradingParams(dict req, int nRequestID);
|
||
|
||
int reqQryBrokerTradingAlgos(dict req, int nRequestID);
|
||
|
||
int reqQueryCFMMCTradingAccountToken(dict req, int nRequestID);
|
||
|
||
int reqFromBankToFutureByFuture(dict req, int nRequestID);
|
||
|
||
int reqFromFutureToBankByFuture(dict req, int nRequestID);
|
||
|
||
int reqQueryBankAccountMoneyByFuture(dict req, int nRequestID);
|
||
|
||
int reqMBLQuot(dict req, int nRequestID);
|
||
};
|