vnpy/vn.ksotp/ksotpapi/KSOTPTraderApi.h
WOLF 47d8f1d0d3 增加金仕达期权接口的封装vn.ksotp,并已加入vn.trader。
同时对vn.trader的CTA模块进行了一些修改。
2015-12-09 11:19:45 +08:00

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#ifndef __KSOTPTRADERAPI_H_INCLUDED_
#define __KSOTPTRADERAPI_H_INCLUDED_
#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000
#include "KSOTPUserApiStruct.h"
#if defined(ISLIB) && defined(WIN32)
#ifdef LIB_OTP_TRADER_API_EXPORT
#define OTP_TRADER_API_EXPORT __declspec(dllexport)
#else
#define OTP_TRADER_API_EXPORT __declspec(dllimport)
#endif
#else
#ifdef WIN32
#define OTP_TRADER_API_EXPORT
#else
#define OTP_TRADER_API_EXPORT __attribute__((visibility("default")))
#endif
#endif
namespace KingstarAPI
{
class CKSOTPTraderSpi
{
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.
///@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
/// 0x2004 服务器主动断开
virtual void OnFrontDisconnected(int nReason){};
///登录请求响应
virtual void OnRspUserLogin(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///登出请求响应
virtual void OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///用户口令更新请求响应
virtual void OnRspUserPasswordUpdate(CKSOTPUserPasswordUpdateField *pUserPasswordUpdate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///资金账户口令更新请求响应
virtual void OnRspTradingAccountPasswordUpdate(CKSOTPTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报单录入请求响应
virtual void OnRspOrderInsert(CKSOTPInputOrderField *pInputOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报单操作请求响应
virtual void OnRspOrderAction(CKSOTPInputOrderActionField *pInputOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询报单响应
virtual void OnRspQryOrder(CKSOTPOrderField *pOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询成交响应
virtual void OnRspQryTrade(CKSOTPTradeField *pTrade, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者持仓响应
virtual void OnRspQryInvestorPosition(CKSOTPInvestorPositionField *pInvestorPosition, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询资金账户响应
virtual void OnRspQryTradingAccount(CKSOTPTradingAccountField *pTradingAccount, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者响应
virtual void OnRspQryInvestor(CKSOTPInvestorField *pInvestor, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询合约账号响应
virtual void OnRspQryTradingCode(CKSOTPTradingCodeField *pTradingCode, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易所响应
virtual void OnRspQryExchange(CKSOTPExchangeField *pExchange, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询合约响应
virtual void OnRspQryInstrument(CKSOTPInstrumentField *pInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者持仓明细响应
virtual void OnRspQryInvestorPositionDetail(CKSOTPInvestorPositionDetailField *pInvestorPositionDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易通知响应
virtual void OnRspQryTradingNotice(CKSOTPTradingNoticeField *pTradingNotice, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///执行宣告录入请求响应
virtual void OnRspExecOrderInsert(CKSOTPInputExecOrderField *pInputExecOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///锁定应答
virtual void OnRspLockInsert(CKSOTPInputLockField *pInputLock, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///执行宣告操作请求响应
virtual void OnRspExecOrderAction(CKSOTPInputExecOrderActionField *pInputExecOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询执行宣告响应
virtual void OnRspQryExecOrder(CKSOTPExecOrderField *pExecOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///查询宣告数量请求响应
virtual void OnRspQryExecOrderVolume(CKSOTPExecOrderVolumeField *pExecOrderVolume, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询锁定应答
virtual void OnRspQryLock(CKSOTPLockField *pLock, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询锁定证券仓位应答
virtual void OnRspQryLockPosition(CKSOTPLockPositionField *pLockPosition, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询标的券信息响应
virtual void OnRspQryUnderlyingStockInfo(CKSOTPUnderlyingStockInfoField *pUnderlyingStockInfo, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast){};
///查询个股期权手续费率请求响应
virtual void OnRspQryOTPInsCommRate(CKSOTPOTPInsCommRateField *pOTPInsCommRate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast){};
///查询个股期权合约保证金率请求响应
virtual void OnRspQryInstrumentMarginRate(CKSOTPInstrumentMarginRateField *pInstrumentMarginRate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast){};
///查询个股行权指派信息请求响应
virtual void OnRspQryOTPAssignment(CKSOTPOTPAssignmentField *pOTPAssignment, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询行情响应
virtual void OnRspQryDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///发起银行资金转证券应答
virtual void OnRspFromBankToStockByStock(CKSOTPReqTransferField *pReqTransfer, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///证券发起银行资金转证券通知
virtual void OnRtnFromBankToStockByStock(CKSOTPRspTransferField *pRspTransfer) {};
///证券发起证券资金转银行应答
virtual void OnRspFromStockToBankByStock(CKSOTPReqTransferField *pReqTransfer, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///证券发起证券资金转银行通知
virtual void OnRtnFromStockToBankByStock(CKSOTPRspTransferField *pRspTransfer) {};
///证券发起查询银行余额通知
virtual void OnRtnQueryBankBalanceByStock(CKSOTPNotifyQueryAccountField *pNotifyQueryAccount) {};
///请求查询签约银行响应
virtual void OnRspQryContractBank(CKSOTPContractBankField *pContractBank, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///证券发起查询银行余额应答
virtual void OnRspQueryBankAccountMoneyByStock(CKSOTPReqQueryAccountField *pReqQueryAccount, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询转帐流水响应
virtual void OnRspQryTransferSerial(CKSOTPTransferSerialField *pTransferSerial, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询结算信息确认响应
virtual void OnRspQrySettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者结算结果确认响应
virtual void OnRspSettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者结算结果响应
virtual void OnRspQrySettlementInfo(CKSOTPSettlementInfoField *pSettlementInfo, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///查询客户交易级别响应
virtual void OnRspQryInvestorTradeLevel(CKSOTPInvestorTradeLevelField *pInvestorTradeLevel, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///查询个股限购额度响应
virtual void OnRspQryPurchaseLimitAmt(CKSOTPPurchaseLimitAmtField *pPurchaseLimitAmt, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///查询个股限仓额度响应
virtual void OnRspQryPositionLimitVol(CKSOTPPositionLimitVolField *pPositionLimitVol, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询历史报单响应
virtual void OnRspQryHistoryOrder(CKSOTPHistoryOrderField *pHistoryOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询历史成交响应
virtual void OnRspQryHistoryTrade(CKSOTPHistoryTradeField *pHistoryTrade, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询历史行权指派明细响应
virtual void OnRspQryHistoryAssignment(CKSOTPHistoryAssignmentField *pHistoryAssignment, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询行权交割明细响应
virtual void OnRspQryDelivDetail(CKSOTPDelivDetailField *pDelivDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///自动行权执行操作响应
virtual void OnRspAutoExecOrderAction(CKSOTPAutoExecOrderActionField *pAutoExecOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///申请组合录入请求响应
virtual void OnRspCombActionInsert(CKSOTPInputCombActionField *pInputCombAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///查询个股组合持仓明细应答
virtual void OnRspQryInvestorCombinePosition(CKSOTPInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///个股可组合可拆分手数请求响应
virtual void OnRspQryCombActionVolume(CKSOTPCombActionVolumeField *pCombActionVolume, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///客户每日出金额度申请响应
virtual void OnRspFundOutCreditApply(CKSOTPInputFundOutCreditApplyField *pFundOutCreditApply, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///客户每日出金额度查询响应
virtual void OnRspQryFundOutCredit(CKSOTPRspQryFundOutCreditField *pRspQryFundOutCredit, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///客户每日出金额度申请查询响应
virtual void OnRspQryFundOutCreditApply(CKSOTPRspQryFundOutCreditApplyField *pRspQryFundOutCreditApply, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///错误应答
virtual void OnRspError(CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报单通知
virtual void OnRtnOrder(CKSOTPOrderField *pOrder) {};
///成交通知
virtual void OnRtnTrade(CKSOTPTradeField *pTrade) {};
///执行宣告通知
virtual void OnRtnExecOrder(CKSOTPExecOrderField *pExecOrder) {};
///锁定通知
virtual void OnRtnLock(CKSOTPLockField *pLock) {};
///合约交易状态通知
virtual void OnRtnInstrumentStatus(CKSOTPInstrumentStatusField *pInstrumentStatus) {};
///交易通知
virtual void OnRtnTradingNotice(CKSOTPTradingNoticeInfoField *pTradingNoticeInfo) {};
///个股组合拆分委托通知
virtual void OnRtnCombAction(CKSOTPCombActionField *pCombAction) {};
};
class OTP_TRADER_API_EXPORT CKSOTPTraderApi
{
public:
///创建TraderApi
///@return 创建出的UserApi
///@param pszFlowPath 存贮订阅信息文件的目录,默认为当前目录
static CKSOTPTraderApi *CreateOTPTraderApi(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;
///获取当前交易日
///@return 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””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(CKSOTPTraderSpi *pSpi) = 0;
///订阅私有流.
///@param nResumeType 私有流重传方式
/// THOST_TERT_RESTART:从本交易日开始重传
/// THOST_TERT_RESUME:从上次收到的续传
/// THOST_TERT_QUICK:只传送登录后私有流的内容
///@remark 该方法要在Init方法前调用.若不调用则不会收到私有流的数据.
virtual void SubscribePrivateTopic(KSOTP_TE_RESUME_TYPE nResumeType) = 0;
///订阅公共流.
///@param nResumeType 公共流重传方式
/// THOST_TERT_RESTART:从本交易日开始重传
/// THOST_TERT_RESUME:从上次收到的续传
/// THOST_TERT_QUICK:只传送登录后公共流的内容
///@remark 该方法要在Init方法前调用.若不调用则不会收到公共流的数据.
virtual void SubscribePublicTopic(KSOTP_TE_RESUME_TYPE nResumeType) = 0;
///用户登录请求
virtual int ReqUserLogin(CKSOTPReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
///登出请求
virtual int ReqUserLogout(CKSOTPUserLogoutField *pUserLogout, int nRequestID) = 0;
///用户口令更新请求
virtual int ReqUserPasswordUpdate(CKSOTPUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
///资金账户口令更新请求
virtual int ReqTradingAccountPasswordUpdate(CKSOTPTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) = 0;
///报单录入请求
virtual int ReqOrderInsert(CKSOTPInputOrderField *pInputOrder, int nRequestID) = 0;
///报单操作请求
virtual int ReqOrderAction(CKSOTPInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
///请求查询报单
virtual int ReqQryOrder(CKSOTPQryOrderField *pQryOrder, int nRequestID) = 0;
///请求查询成交
virtual int ReqQryTrade(CKSOTPQryTradeField *pQryTrade, int nRequestID) = 0;
///请求查询投资者持仓
virtual int ReqQryInvestorPosition(CKSOTPQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
///请求查询资金账户
virtual int ReqQryTradingAccount(CKSOTPQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
///请求查询投资者
virtual int ReqQryInvestor(CKSOTPQryInvestorField *pQryInvestor, int nRequestID) = 0;
///请求查询合约账号
virtual int ReqQryTradingCode(CKSOTPQryTradingCodeField *pQryTradingCode, int nRequestID) = 0;
///请求查询交易所
virtual int ReqQryExchange(CKSOTPQryExchangeField *pQryExchange, int nRequestID) = 0;
///请求查询合约
virtual int ReqQryInstrument(CKSOTPQryInstrumentField *pQryInstrument, int nRequestID) = 0;
///请求查询投资者持仓明细
virtual int ReqQryInvestorPositionDetail(CKSOTPQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0;
///请求查询交易通知
virtual int ReqQryTradingNotice(CKSOTPQryTradingNoticeField *pQryTradingNotice, int nRequestID) = 0;
///执行宣告录入请求
virtual int ReqExecOrderInsert(CKSOTPInputExecOrderField *pInputExecOrder, int nRequestID) = 0;
///执行宣告操作请求
virtual int ReqExecOrderAction(CKSOTPInputExecOrderActionField *pInputExecOrderAction, int nRequestID) = 0;
///锁定请求
virtual int ReqLockInsert(CKSOTPInputLockField *pInputLock, int nRequestID) = 0;
///请求查询执行宣告
virtual int ReqQryExecOrder(CKSOTPQryExecOrderField *pQryExecOrder, int nRequestID) = 0;
///查询宣告数量请求
virtual int ReqQryExecOrderVolume(CKSOTPQryExecOrderVolumeField *pQryExecOrderVolume, int nRequestID) = 0;
///请求查询锁定
virtual int ReqQryLock(CKSOTPQryLockField *pQryLock, int nRequestID) = 0;
///请求查询锁定证券仓位
virtual int ReqQryLockPosition(CKSOTPQryLockPositionField *pQryLockPosition, int nRequestID) = 0;
///查询标的券信息请求
virtual int ReqQryUnderlyingStockInfo(CKSOTPQryUnderlyingStockInfoField *pQryOTPOrderParams, int nRequestID) = 0;
///查询个股期权手续费率请求
virtual int ReqQryOTPInsCommRate(CKSOTPQryOTPInsCommRateField *pQryOTPInsCommRate, int nRequestID) = 0;
///查询个股期权合约保证金率请求
virtual int ReqQryInstrumentMarginRate(CKSOTPQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID) = 0;
///查询个股行权指派信息
virtual int ReqQryOTPAssignment(CKSOTPQryOTPAssignmentField *pQryOTPAssignment, int nRequestID) = 0;
///请求查询行情
virtual int ReqQryDepthMarketData(CKSOTPQryDepthMarketDataField *pQryOTPDepthMarketData, int nRequestID) = 0;
///银行资金转个股请求
virtual int ReqFromBankToStockByStock(CKSOTPReqTransferField *pReqTransfer, int nRequestID) = 0;
///证券资金转银行请求
virtual int ReqFromStockToBankByStock(CKSOTPReqTransferField *pReqTransfer, int nRequestID) = 0;
///请求查询签约银行
virtual int ReqQryContractBank(CKSOTPQryContractBankField *pQryContractBank, int nRequestID) = 0;
///查询银行余额请求
virtual int ReqQueryBankAccountMoneyByStock(CKSOTPReqQueryAccountField *pReqQueryAccount, int nRequestID) = 0;
///请求查询转帐流水
virtual int ReqQryTransferSerial(CKSOTPQryTransferSerialField *pQryTransferSerial, int nRequestID) = 0;
///请求查询结算信息确认
virtual int ReqQrySettlementInfoConfirm(CKSOTPQrySettlementInfoConfirmField *pQrySettlementInfoConfirm, int nRequestID) = 0;
///投资者结算结果确认
virtual int ReqSettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, int nRequestID) = 0;
///请求查询投资者结算结果
virtual int ReqQrySettlementInfo(CKSOTPQrySettlementInfoField *pQrySettlementInfo, int nRequestID) = 0;
///查询客户交易级别
virtual int ReqQryInvestorTradeLevel(CKSOTPQryInvestorTradeLevelField *pQryInvestorTradeLevel, int nRequestID) = 0;
///查询个股限购额度
virtual int ReqQryPurchaseLimitAmt(CKSOTPQryPurchaseLimitAmtField *pQryPurchaseLimitAmt, int nRequestID) = 0;
///查询个股限仓额度
virtual int ReqQryPositionLimitVol(CKSOTPQryPositionLimitVolField *pQryPositionLimitVol, int nRequestID) = 0;
///请求查询历史报单
virtual int ReqQryHistoryOrder(CKSOTPQryHistoryOrderField *pQryHistoryOrder, int nRequestID) = 0;
///请求查询历史成交
virtual int ReqQryHistoryTrade(CKSOTPQryHistoryTradeField *pQryHistoryTrade, int nRequestID) = 0;
///请求查询历史行权指派明细
virtual int ReqQryHistoryAssignment(CKSOTPQryHistoryAssignmentField *pQryHistoryAssignment, int nRequestID) = 0;
///请求查询行权交割明细
virtual int ReqQryDelivDetail(CKSOTPQryDelivDetailField *pQryDelivDetail, int nRequestID) = 0;
///自动行权执行操作
virtual int ReqAutoExecOrderAction(CKSOTPAutoExecOrderActionField *pAutoExecOrderAction, int nRequestID) = 0;
///个股组合拆分委托请求
virtual int ReqCombActionInsert(CKSOTPInputCombActionField *pInputCombAction, int nRequestID) = 0;
///查询个股组合持仓明细
virtual int ReqQryInvestorCombinePosition(CKSOTPQryInvestorPositionCombineDetailField *pQryInvestorCombinePosition, int nRequestID) = 0;
///查询个股可组合可拆分手数请求
virtual int ReqQryCombActionVolume(CKSOTPQryCombActionVolumeField *pQryCombActionVolume, int nRequestID) = 0;
///客户每日出金额度申请
virtual int ReqFundOutCreditApply(CKSOTPInputFundOutCreditApplyField *pFundOutCreditApply, int nRequestID) = 0;
///客户每日出金额度查询
virtual int ReqQryFundOutCredit(CKSOTPQryFundOutCreditField *pQryFundOutCredit, int nRequestID) = 0;
///客户每日出金额度申请查询
virtual int ReqQryFundOutCreditApply(CKSOTPQryFundOutCreditApplyField *pQryFundOutCreditApply, int nRequestID) = 0;
protected:
~CKSOTPTraderApi(){};
};
} // end of namespace KingstarAPI
#endif