160 lines
4.9 KiB
C++
160 lines
4.9 KiB
C++
#ifndef GOLD_TRADE_API_H
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#define GOLD_TRADE_API_H
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#ifdef GOLDTRADEAPI_EXPORTS
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#define GOLDTRADEAPI_LIB __declspec(dllexport)
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#else
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#ifdef WIN32
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#define GOLDTRADEAPI_LIB __declspec(dllimport)
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#else
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#define GOLDTRADEAPI_LIB
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#endif
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#endif
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#include <stdio.h>
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#include "APIError.h"
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#include "KSUserApiStructEx.h"
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class CGoldTradeSpi //回调接口
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{
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public:
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//连接建立通知
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virtual void OnFrontConnected(){};
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//连接断开
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virtual void OnFrontDisconnected(int nReason){};
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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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//市场状态通知
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virtual void OnNtyMktStatus(const CThostFtdcMarketStatusField *pfldMktStatus){};
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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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///深度行情通知
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virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) {};
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///报单录入请求响应(二级系统检查错误）
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virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///报单录入错误回报(交易所）
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virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) {};
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///报单通知
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virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) {};
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//强退通知
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virtual void OnForceLogout(CThostFtdcUserLogoutField *pLogout) {};
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//撤单应答
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///报单操作请求响应(二级系统返回包含了错误编码和错误消息)
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virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///报单操作错误回报(交易所返回)
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virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
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///成交通知
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virtual void OnRtnTrade(CThostFtdcTradeField *pTrade) {};
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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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//查询客户库存应答
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virtual void OnRspQryClientStorage(CThostFtdcStorageField *pStorage, CThostFtdcRspInfoField *pRspInfo,int nRequestID,bool bIsLast){};
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///订阅行情应答
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virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///错误应答
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//virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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};
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class GOLDTRADEAPI_LIB CGoldTradeApi
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{
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public:
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static CGoldTradeApi *CreateGoldTradeApi();
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//释放接口
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virtual void Release()=0;
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//注册前置地址
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virtual void RegisterFront(char *pszFrontAddress) = 0;
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//注册API回调接口
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virtual void RegisterSpi(CGoldTradeSpi *pGeneralSpi)=0;
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//启动API线程
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virtual int Init(bool logflag=true)=0;
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//停止API线程
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virtual void Join()=0;
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//用户登录请求
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virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
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//用户登出请求
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virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
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//断线重连
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virtual int ReqUserReLogin() = 0;
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//订阅行情
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virtual int SubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
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///退订行情。
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///@param ppInstrumentID 合约ID
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///@param nCount 要订阅/退订行情的合约个数
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///@remark
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virtual int UnSubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
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//查询期货合约
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virtual int ReqQryInstrument(CThostFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
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//下单请求
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virtual int ReqOrderInsert(CThostFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
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//报单操作请求(撤单)
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virtual int ReqOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
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//查询持仓请求
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virtual int ReqQryInvestorPosition(CThostFtdcQryInvestorPositionField *pInvestorPosition, int nRequestID) = 0;
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//查询资金请求
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virtual int ReqQryTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
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//成交查询请求
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virtual int ReqQryTrade(CThostFtdcQryTradeField *pQryTrade, int nRequestID) = 0;
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//委托查询请求
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virtual int ReqQryOrder(CThostFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
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//查询客户库存请求
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virtual int ReqQryStorage(CThostFtdcQryStorageField *pfldStorage, int nRequestID)=0;
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protected:
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virtual ~CGoldTradeApi();
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};
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#endif |