346 lines
14 KiB
C++
346 lines
14 KiB
C++
/////////////////////////////////////////////////////////////////////////
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///@system QuantDo Platform
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///@company 上海量投网络科技有限公司
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///@file QdpFtdcTraderApi.h
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///@brief 定义了客户端接口
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///@history
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///20150520 徐忠华 创建该文件
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/////////////////////////////////////////////////////////////////////////
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#if !defined(QDP_FTDCTRADERAPI_H)
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#define QDP_FTDCTRADERAPI_H
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#if _MSC_VER > 1000
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#pragma once
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#endif // _MSC_VER > 1000
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#include "QdpFtdcUserApiStruct.h"
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#if defined(ISLIB) && defined(WIN32)
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#ifdef LIB_TRADER_API_EXPORT
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#define TRADER_API_EXPORT __declspec(dllexport)
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#else
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#define TRADER_API_EXPORT __declspec(dllimport)
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#endif
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#else
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#define TRADER_API_EXPORT
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#endif
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class CQdpFtdcTraderSpi
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{
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public:
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///当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
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virtual void OnFrontConnected(){};
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///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
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///@param nReason 错误原因
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/// 0x1001 网络读失败
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/// 0x1002 网络写失败
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/// 0x2001 接收心跳超时
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/// 0x2002 发送心跳失败
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/// 0x2003 收到错误报文
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virtual void OnFrontDisconnected(int nReason){};
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///心跳超时警告。当长时间未收到报文时，该方法被调用。
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///@param nTimeLapse 距离上次接收报文的时间
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virtual void OnHeartBeatWarning(int nTimeLapse){};
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///报文回调开始通知。当API收到一个报文后，首先调用本方法，然后是各数据域的回调，最后是报文回调结束通知。
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///@param nTopicID 主题代码（如私有流、公共流、行情流等）
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///@param nSequenceNo 报文序号
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virtual void OnPackageStart(int nTopicID, int nSequenceNo){};
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///报文回调结束通知。当API收到一个报文后，首先调用报文回调开始通知，然后是各数据域的回调，最后调用本方法。
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///@param nTopicID 主题代码（如私有流、公共流、行情流等）
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///@param nSequenceNo 报文序号
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virtual void OnPackageEnd(int nTopicID, int nSequenceNo){};
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///错误应答
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virtual void OnRspError(CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///用户登录应答
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virtual void OnRspUserLogin(CQdpFtdcRspUserLoginField *pRspUserLogin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///用户退出应答
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virtual void OnRspUserLogout(CQdpFtdcRspUserLogoutField *pRspUserLogout, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///用户密码修改应答
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virtual void OnRspUserPasswordUpdate(CQdpFtdcUserPasswordUpdateField *pUserPasswordUpdate, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///报单录入应答
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virtual void OnRspOrderInsert(CQdpFtdcInputOrderField *pInputOrder, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///报单操作应答
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virtual void OnRspOrderAction(CQdpFtdcOrderActionField *pOrderAction, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///期货发起银行资金转期货应答
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virtual void OnRspFromBankToFutureByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///期货发起期货资金转银行应答
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virtual void OnRspFromFutureToBankByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///数据流回退通知
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virtual void OnRtnFlowMessageCancel(CQdpFtdcFlowMessageCancelField *pFlowMessageCancel) {};
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///成交回报
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virtual void OnRtnTrade(CQdpFtdcTradeField *pTrade) {};
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///报单回报
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virtual void OnRtnOrder(CQdpFtdcOrderField *pOrder) {};
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///报单录入错误回报
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virtual void OnErrRtnOrderInsert(CQdpFtdcInputOrderField *pInputOrder, CQdpFtdcRspInfoField *pRspInfo) {};
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///报单操作错误回报
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virtual void OnErrRtnOrderAction(CQdpFtdcOrderActionField *pOrderAction, CQdpFtdcRspInfoField *pRspInfo) {};
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///合约交易状态通知
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virtual void OnRtnInstrumentStatus(CQdpFtdcInstrumentStatusField *pInstrumentStatus) {};
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///账户出入金回报
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virtual void OnRtnInvestorAccountDeposit(CQdpFtdcInvestorAccountDepositResField *pInvestorAccountDepositRes) {};
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///QDP警告消息通知
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virtual void OnRtnMessageNotify(CQdpFtdcMessageNotifyInfoField *pMessageNotifyInfo) {};
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///期货发起查询银行余额错误回报
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virtual void OnErrRtnQueryBankBalanceByFuture(CQdpFtdcReqQueryAccountField *pReqQueryAccount, CQdpFtdcRspInfoField *pRspInfo) {};
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///期货发起银行资金转期货错误回报
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virtual void OnErrRtnBankToFutureByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo) {};
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///期货发起期货资金转银行错误回报
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virtual void OnErrRtnFutureToBankByFuture(CQdpFtdcReqTransferField *pReqTransfer, CQdpFtdcRspInfoField *pRspInfo) {};
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///期货发起查询银行余额通知
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virtual void OnRtnQueryBankBalanceByFuture(CQdpFtdcNotifyQueryAccountField *pNotifyQueryAccount) {};
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///期货发起银行资金转期货通知
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virtual void OnRtnFromBankToFutureByFuture(CQdpFtdcRspTransferField *pRspTransfer) {};
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///期货发起期货资金转银行通知
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virtual void OnRtnFromFutureToBankByFuture(CQdpFtdcRspTransferField *pRspTransfer) {};
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///金交所递延费率通知
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virtual void OnRtnSGEDeferRate(CQdpFtdcSGEDeferRateField *pSGEDeferRate) {};
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///报单查询应答
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virtual void OnRspQryOrder(CQdpFtdcOrderField *pOrder, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///成交单查询应答
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virtual void OnRspQryTrade(CQdpFtdcTradeField *pTrade, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///可用投资者账户查询应答
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virtual void OnRspQryUserInvestor(CQdpFtdcRspUserInvestorField *pRspUserInvestor, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///投资者资金账户查询应答
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virtual void OnRspQryInvestorAccount(CQdpFtdcRspInvestorAccountField *pRspInvestorAccount, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///合约查询应答
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virtual void OnRspQryInstrument(CQdpFtdcRspInstrumentField *pRspInstrument, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///交易所查询应答
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virtual void OnRspQryExchange(CQdpFtdcRspExchangeField *pRspExchange, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///投资者持仓查询应答
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virtual void OnRspQryInvestorPosition(CQdpFtdcRspInvestorPositionField *pRspInvestorPosition, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///订阅主题应答
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virtual void OnRspSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///主题查询应答
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virtual void OnRspQryTopic(CQdpFtdcDisseminationField *pDissemination, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///投资者手续费率查询应答
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virtual void OnRspQryInvestorFee(CQdpFtdcInvestorFeeField *pInvestorFee, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///投资者保证金率查询应答
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virtual void OnRspQryInvestorMargin(CQdpFtdcInvestorMarginField *pInvestorMargin, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///交易所时间偏差查询应答
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virtual void OnRspQryExchangeDiffTime(CQdpFtdcRspExchangeDiffTimeField *pRspExchangeDiffTime, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///查询签约银行应答
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virtual void OnRspQryContractBank(CQdpFtdcContractBankField *pContractBank, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///期货发起查询银行余额应答
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virtual void OnRspQueryBankAccountMoneyByFuture(CQdpFtdcReqQueryAccountField *pReqQueryAccount, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///查询转账流水应答
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virtual void OnRspQryTransferSerial(CQdpFtdcTransferSerialField *pTransferSerial, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///金交所递延费率查询应答
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virtual void OnRspQrySGEDeferRate(CQdpFtdcSGEDeferRateField *pSGEDeferRate, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///实时行情查询应答
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virtual void OnRspQryMarketData(CQdpFtdcMarketDataField *pMarketData, CQdpFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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};
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class TRADER_API_EXPORT CQdpFtdcTraderApi
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{
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public:
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///创建TraderApi
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///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
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///@return 创建出的UserApi
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static CQdpFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "");
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///获取系统版本号
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///@param nMajorVersion 主版本号
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///@param nMinorVersion 子版本号
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///@return 系统标识字符串
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static const char *GetVersion(int &nMajorVersion, int &nMinorVersion);
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///删除接口对象本身
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///@remark 不再使用本接口对象时,调用该函数删除接口对象
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virtual void Release() = 0;
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///初始化
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///@remark 初始化运行环境,只有调用后,接口才开始工作
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virtual void Init() = 0;
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///等待接口线程结束运行
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///@return 线程退出代码
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virtual int Join() = 0;
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///获取当前交易日
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///@retrun 获取到的交易日
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///@remark 只有登录成功后,才能得到正确的交易日
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virtual const char *GetTradingDay() = 0;
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///注册前置机网络地址
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///@param pszFrontAddress：前置机网络地址。
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///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
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///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
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virtual void RegisterFront(char *pszFrontAddress) = 0;
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///注册名字服务器网络地址
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///@param pszNsAddress：名字服务器网络地址。
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///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。
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///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”12001”代表服务器端口号。
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///@remark RegisterFront优先于RegisterNameServer
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virtual void RegisterNameServer(char *pszNsAddress) = 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(CQdpFtdcTraderSpi *pSpi) = 0;
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///订阅私有流。
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///@param nResumeType 私有流重传方式
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/// QDP_TERT_RESTART:从本交易日开始重传
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/// QDP_TERT_RESUME:从上次收到的续传
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/// QDP_TERT_QUICK:只传送登录后私有流的内容
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///@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。
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virtual void SubscribePrivateTopic(QDP_TE_RESUME_TYPE nResumeType) = 0;
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///订阅公共流。
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///@param nResumeType 公共流重传方式
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/// QDP_TERT_RESTART:从本交易日开始重传
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/// QDP_TERT_RESUME:从上次收到的续传
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/// QDP_TERT_QUICK:只传送登录后公共流的内容
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///@remark 该方法要在Init方法前调用。若不调用则不会收到公共流的数据。
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virtual void SubscribePublicTopic(QDP_TE_RESUME_TYPE nResumeType) = 0;
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///订阅交易员流。
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///@param nResumeType 交易员流重传方式
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/// QDP_TERT_RESTART:从本交易日开始重传
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/// QDP_TERT_RESUME:从上次收到的续传
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/// QDP_TERT_QUICK:只传送登录后交易员流的内容
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///@remark 该方法要在Init方法前调用。若不调用则不会收到交易员流的数据。
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virtual void SubscribeUserTopic(QDP_TE_RESUME_TYPE nResumeType) = 0;
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///设置心跳超时时间。
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///@param timeout 心跳超时时间(秒)
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virtual void SetHeartbeatTimeout(unsigned int timeout) = 0;
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///打开请求日志文件
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///@param pszReqLogFileName 请求日志文件名
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///@return 0 操作成功
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///@return -1 打开日志文件失败
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virtual int OpenRequestLog(const char *pszReqLogFileName) = 0;
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///打开应答日志文件
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///@param pszRspLogFileName 应答日志文件名
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///@return 0 操作成功
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///@return -1 打开日志文件失败
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virtual int OpenResponseLog(const char *pszRspLogFileName) = 0;
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///用户登录请求
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virtual int ReqUserLogin(CQdpFtdcReqUserLoginField *pReqUserLogin, int nRequestID) = 0;
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///用户退出请求
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virtual int ReqUserLogout(CQdpFtdcReqUserLogoutField *pReqUserLogout, int nRequestID) = 0;
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///用户密码修改请求
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virtual int ReqUserPasswordUpdate(CQdpFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
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///报单录入请求
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virtual int ReqOrderInsert(CQdpFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
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///报单操作请求
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virtual int ReqOrderAction(CQdpFtdcOrderActionField *pOrderAction, int nRequestID) = 0;
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///期货发起银行资金转期货请求
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virtual int ReqFromBankToFutureByFuture(CQdpFtdcReqTransferField *pReqTransfer, int nRequestID) = 0;
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///期货发起期货资金转银行请求
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virtual int ReqFromFutureToBankByFuture(CQdpFtdcReqTransferField *pReqTransfer, int nRequestID) = 0;
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///报单查询请求
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virtual int ReqQryOrder(CQdpFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
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///成交单查询请求
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virtual int ReqQryTrade(CQdpFtdcQryTradeField *pQryTrade, int nRequestID) = 0;
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///可用投资者账户查询请求
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virtual int ReqQryUserInvestor(CQdpFtdcQryUserInvestorField *pQryUserInvestor, int nRequestID) = 0;
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///投资者资金账户查询请求
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virtual int ReqQryInvestorAccount(CQdpFtdcQryInvestorAccountField *pQryInvestorAccount, int nRequestID) = 0;
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///合约查询请求
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virtual int ReqQryInstrument(CQdpFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
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///交易所查询请求
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virtual int ReqQryExchange(CQdpFtdcQryExchangeField *pQryExchange, int nRequestID) = 0;
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///投资者持仓查询请求
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virtual int ReqQryInvestorPosition(CQdpFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
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///订阅主题请求
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virtual int ReqSubscribeTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0;
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///主题查询请求
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virtual int ReqQryTopic(CQdpFtdcDisseminationField *pDissemination, int nRequestID) = 0;
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///投资者手续费率查询请求
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virtual int ReqQryInvestorFee(CQdpFtdcQryInvestorFeeField *pQryInvestorFee, int nRequestID) = 0;
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///投资者保证金率查询请求
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virtual int ReqQryInvestorMargin(CQdpFtdcQryInvestorMarginField *pQryInvestorMargin, int nRequestID) = 0;
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///交易所时间偏差查询请求
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virtual int ReqQryExchangeDiffTime(CQdpFtdcQryExchangeDiffTimeField *pQryExchangeDiffTime, int nRequestID) = 0;
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///查询签约银行请求
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virtual int ReqQryContractBank(CQdpFtdcQryContractBankField *pQryContractBank, int nRequestID) = 0;
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///期货发起查询银行余额请求
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virtual int ReqQueryBankAccountMoneyByFuture(CQdpFtdcReqQueryAccountField *pReqQueryAccount, int nRequestID) = 0;
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///查询转账流水请求
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virtual int ReqQryTransferSerial(CQdpFtdcQryTransferSerialField *pQryTransferSerial, int nRequestID) = 0;
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///金交所递延费率查询请求
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virtual int ReqQrySGEDeferRate(CQdpFtdcQrySGEDeferRateField *pQrySGEDeferRate, int nRequestID) = 0;
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///实时行情查询请求
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virtual int ReqQryMarketData(CQdpFtdcQryMarketDataField *pQryMarketData, int nRequestID) = 0;
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protected:
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~CQdpFtdcTraderApi(){};
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};
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#endif
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