ctp 0.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +7 -0
- data/.gitignore +18 -0
- data/.rspec +2 -0
- data/.travis.yml +5 -0
- data/CODE_OF_CONDUCT.md +74 -0
- data/Gemfile +4 -0
- data/LICENSE.txt +21 -0
- data/README.md +41 -0
- data/Rakefile +14 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/ctp.gemspec +29 -0
- data/docker-compose.yml +7 -0
- data/ext/ctp/ThostFtdcMdApi.h +162 -0
- data/ext/ctp/ThostFtdcTraderApi.h +618 -0
- data/ext/ctp/ThostFtdcUserApiDataType.h +6276 -0
- data/ext/ctp/ThostFtdcUserApiStruct.h +7639 -0
- data/ext/ctp/ctp.cxx +213529 -0
- data/ext/ctp/ctp.h +150 -0
- data/ext/ctp/ctp.i +47 -0
- data/ext/ctp/error.dtd +9 -0
- data/ext/ctp/error.xml +181 -0
- data/ext/ctp/extconf.rb +9 -0
- data/ext/ctp/libthostmduserapi.so +0 -0
- data/ext/ctp/libthosttraderapi.so +0 -0
- data/lib/ctp.rb +5 -0
- data/lib/ctp/version.rb +3 -0
- metadata +127 -0
checksums.yaml
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---
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SHA1:
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metadata.gz: 466ecdc06a23ad2ba73eb2578fb48177e29cc856
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data.tar.gz: 3316717828bac736647e4285bcba1fcf017653e3
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SHA512:
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metadata.gz: aea421adf51966f2a989d460890c5677fb000203eb7df56268af7d32f8c03ae46bf40ccb32166eb5722e0132db8f25a7a8c613cbb84c1b063586e65dfc2369e6
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data.tar.gz: a947c06ecae8f6a2953f25ed72037feb88ba6c638d3d03ba3df8882c61e3005292ad95a0615302375bd0a07f65d096771ea787e9f7fb93b76539e421230919a6
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data/.gitignore
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data/.rspec
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data/.travis.yml
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data/CODE_OF_CONDUCT.md
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# Contributor Covenant Code of Conduct
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## Our Pledge
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In the interest of fostering an open and welcoming environment, we as
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contributors and maintainers pledge to making participation in our project and
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our community a harassment-free experience for everyone, regardless of age, body
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size, disability, ethnicity, gender identity and expression, level of experience,
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nationality, personal appearance, race, religion, or sexual identity and
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orientation.
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## Our Standards
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Examples of behavior that contributes to creating a positive environment
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include:
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* Using welcoming and inclusive language
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* Being respectful of differing viewpoints and experiences
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* Gracefully accepting constructive criticism
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* Focusing on what is best for the community
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* Showing empathy towards other community members
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Examples of unacceptable behavior by participants include:
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* The use of sexualized language or imagery and unwelcome sexual attention or
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advances
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* Trolling, insulting/derogatory comments, and personal or political attacks
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* Public or private harassment
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* Publishing others' private information, such as a physical or electronic
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address, without explicit permission
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* Other conduct which could reasonably be considered inappropriate in a
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professional setting
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## Our Responsibilities
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Project maintainers are responsible for clarifying the standards of acceptable
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behavior and are expected to take appropriate and fair corrective action in
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response to any instances of unacceptable behavior.
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Project maintainers have the right and responsibility to remove, edit, or
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reject comments, commits, code, wiki edits, issues, and other contributions
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that are not aligned to this Code of Conduct, or to ban temporarily or
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permanently any contributor for other behaviors that they deem inappropriate,
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threatening, offensive, or harmful.
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## Scope
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This Code of Conduct applies both within project spaces and in public spaces
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when an individual is representing the project or its community. Examples of
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representing a project or community include using an official project e-mail
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address, posting via an official social media account, or acting as an appointed
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representative at an online or offline event. Representation of a project may be
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further defined and clarified by project maintainers.
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## Enforcement
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Instances of abusive, harassing, or otherwise unacceptable behavior may be
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reported by contacting the project team at i@qinix.com. All
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complaints will be reviewed and investigated and will result in a response that
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is deemed necessary and appropriate to the circumstances. The project team is
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obligated to maintain confidentiality with regard to the reporter of an incident.
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Further details of specific enforcement policies may be posted separately.
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Project maintainers who do not follow or enforce the Code of Conduct in good
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faith may face temporary or permanent repercussions as determined by other
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members of the project's leadership.
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## Attribution
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This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
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available at [http://contributor-covenant.org/version/1/4][version]
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[homepage]: http://contributor-covenant.org
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[version]: http://contributor-covenant.org/version/1/4/
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data/Gemfile
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data/LICENSE.txt
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The MIT License (MIT)
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Copyright (c) 2017 Eric Zhang
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
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THE SOFTWARE.
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data/README.md
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# Ctp
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Welcome to your new gem! In this directory, you'll find the files you need to be able to package up your Ruby library into a gem. Put your Ruby code in the file `lib/ctp`. To experiment with that code, run `bin/console` for an interactive prompt.
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TODO: Delete this and the text above, and describe your gem
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'ctp'
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```
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And then execute:
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$ bundle
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Or install it yourself as:
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$ gem install ctp
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## Usage
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TODO: Write usage instructions here
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## Development
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After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
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To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
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## Contributing
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Bug reports and pull requests are welcome on GitHub at https://github.com/Eric Zhang/ctp. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [Contributor Covenant](http://contributor-covenant.org) code of conduct.
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## License
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The gem is available as open source under the terms of the [MIT License](http://opensource.org/licenses/MIT).
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data/Rakefile
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require "bundler/gem_tasks"
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require "rspec/core/rake_task"
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RSpec::Core::RakeTask.new(:spec)
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require "rake/extensiontask"
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task :build => :compile
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Rake::ExtensionTask.new("ctp") do |ext|
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ext.lib_dir = "lib/ctp"
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end
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task :default => [:clobber, :compile, :spec]
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data/bin/console
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "ctp"
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# You can add fixtures and/or initialization code here to make experimenting
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# with your gem easier. You can also use a different console, if you like.
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# (If you use this, don't forget to add pry to your Gemfile!)
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# require "pry"
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# Pry.start
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require "irb"
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IRB.start(__FILE__)
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data/bin/setup
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data/ctp.gemspec
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# coding: utf-8
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lib = File.expand_path('../lib', __FILE__)
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$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
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require 'ctp/version'
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Gem::Specification.new do |spec|
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spec.name = "ctp"
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spec.version = Ctp::VERSION
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spec.authors = ["Eric Zhang"]
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spec.email = ["i@qinix.com"]
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spec.summary = %q{Ruby support for CTP}
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spec.description = %q{Ruby support for CTP}
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spec.homepage = "https://github.com/qinix/rb-ctp"
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spec.license = "MIT"
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spec.files = `git ls-files -z`.split("\x0").reject do |f|
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f.match(%r{^(test|spec|features)/})
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end
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spec.bindir = "exe"
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spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
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spec.require_paths = ["lib"]
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spec.extensions = ["ext/ctp/extconf.rb"]
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spec.add_development_dependency "bundler", "~> 1.14"
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spec.add_development_dependency "rake", "~> 10.0"
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spec.add_development_dependency "rake-compiler"
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spec.add_development_dependency "rspec", "~> 3.0"
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end
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data/docker-compose.yml
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/////////////////////////////////////////////////////////////////////////
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///@system ��һ��������ϵͳ
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///@company �Ϻ��ڻ���Ϣ��������˾
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///@file ThostFtdcMdApi.h
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///@brief �����˿ͻ��˽ӿ�
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///@history
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///20060106 �Ժ�� �������ļ�
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/////////////////////////////////////////////////////////////////////////
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#if !defined(THOST_FTDCMDAPI_H)
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#define THOST_FTDCMDAPI_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 "ThostFtdcUserApiStruct.h"
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#if defined(ISLIB) && defined(WIN32)
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#ifdef LIB_MD_API_EXPORT
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#define MD_API_EXPORT __declspec(dllexport)
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#else
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#define MD_API_EXPORT __declspec(dllimport)
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#endif
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#else
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#define MD_API_EXPORT
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#endif
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class CThostFtdcMdSpi
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{
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public:
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///���ͻ����뽻��̨������ͨ������ʱ����δ��¼ǰ�����÷��������á�
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virtual void OnFrontConnected(){};
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///���ͻ����뽻��̨ͨ�����ӶϿ�ʱ���÷��������á���������������API���Զ��������ӣ��ͻ��˿ɲ���������
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///@param nReason ����ԭ��
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/// 0x1001 �����ʧ��
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/// 0x1002 ����дʧ��
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/// 0x2001 ����������ʱ
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/// 0x2002 ��������ʧ��
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/// 0x2003 �յ�������
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virtual void OnFrontDisconnected(int nReason){};
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///������ʱ���档����ʱ��δ�յ�����ʱ���÷��������á�
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///@param nTimeLapse �����ϴν��ձ��ĵ�ʱ��
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virtual void OnHeartBeatWarning(int nTimeLapse){};
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///��¼������Ӧ
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virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///�dz�������Ӧ
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virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///����Ӧ��
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virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///��������Ӧ��
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virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///ȡ����������Ӧ��
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virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///����ѯ��Ӧ��
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virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///ȡ������ѯ��Ӧ��
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virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
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///�������֪ͨ
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virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) {};
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///ѯ��֪ͨ
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virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {};
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};
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class MD_API_EXPORT CThostFtdcMdApi
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{
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public:
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///����MdApi
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///@param pszFlowPath ����������Ϣ�ļ���Ŀ¼��Ĭ��Ϊ��ǰĿ¼
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///@return ��������UserApi
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///modify for udp marketdata
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static CThostFtdcMdApi *CreateFtdcMdApi(const char *pszFlowPath = "", const bool bIsUsingUdp=false, const bool bIsMulticast=false);
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///��ȡAPI�İ汾��Ϣ
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///@retrun ��ȡ���İ汾��
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static const char *GetApiVersion();
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///ɾ���ӿڶ�����
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///@remark ����ʹ�ñ��ӿڶ���ʱ,���øú���ɾ���ӿڶ���
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virtual void Release() = 0;
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///��ʼ��
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///@remark ��ʼ�����л���,ֻ�е��ú�,�ӿڲſ�ʼ����
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virtual void Init() = 0;
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///�ȴ��ӿ��߳̽�������
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///@return �߳��˳�����
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virtual int Join() = 0;
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///��ȡ��ǰ������
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///@retrun ��ȡ���Ľ�����
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///@remark ֻ�е�¼�ɹ���,���ܵõ���ȷ�Ľ�����
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virtual const char *GetTradingDay() = 0;
|
106
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+
|
107
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+
///ע��ǰ�û������ַ
|
108
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+
///@param pszFrontAddress��ǰ�û������ַ��
|
109
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+
///@remark �����ַ�ĸ�ʽΪ����protocol://ipaddress:port�����磺��tcp://127.0.0.1:17001����
|
110
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+
///@remark ��tcp����������Э�飬��127.0.0.1��������������ַ����17001�������������˿ںš�
|
111
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+
virtual void RegisterFront(char *pszFrontAddress) = 0;
|
112
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+
|
113
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+
///ע�����ַ����������ַ
|
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+
///@param pszNsAddress�����ַ����������ַ��
|
115
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+
///@remark �����ַ�ĸ�ʽΪ����protocol://ipaddress:port�����磺��tcp://127.0.0.1:12001����
|
116
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+
///@remark ��tcp����������Э�飬��127.0.0.1��������������ַ����12001�������������˿ںš�
|
117
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+
///@remark RegisterNameServer������RegisterFront
|
118
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+
virtual void RegisterNameServer(char *pszNsAddress) = 0;
|
119
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+
|
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+
///ע�����ַ������û���Ϣ
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121
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+
///@param pFensUserInfo���û���Ϣ��
|
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+
virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField * pFensUserInfo) = 0;
|
123
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+
|
124
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+
///ע��ص��ӿ�
|
125
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+
///@param pSpi �����Իص��ӿ����ʵ��
|
126
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+
virtual void RegisterSpi(CThostFtdcMdSpi *pSpi) = 0;
|
127
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+
|
128
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+
///�������顣
|
129
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+
///@param ppInstrumentID ��ԼID
|
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+
///@param nCount Ҫ����/�˶�����ĺ�Լ����
|
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+
///@remark
|
132
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+
virtual int SubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
|
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+
|
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+
///�˶����顣
|
135
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+
///@param ppInstrumentID ��ԼID
|
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+
///@param nCount Ҫ����/�˶�����ĺ�Լ����
|
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+
///@remark
|
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+
virtual int UnSubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
|
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+
|
140
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+
///����ѯ�ۡ�
|
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+
///@param ppInstrumentID ��ԼID
|
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+
///@param nCount Ҫ����/�˶�����ĺ�Լ����
|
143
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+
///@remark
|
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+
virtual int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
|
145
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+
|
146
|
+
///�˶�ѯ�ۡ�
|
147
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+
///@param ppInstrumentID ��ԼID
|
148
|
+
///@param nCount Ҫ����/�˶�����ĺ�Լ����
|
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|
+
///@remark
|
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|
+
virtual int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
|
151
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+
|
152
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+
///�û���¼����
|
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+
virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
|
154
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+
|
155
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+
|
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+
///�dz�����
|
157
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+
virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
|
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+
protected:
|
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+
~CThostFtdcMdApi(){};
|
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+
};
|
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+
|
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+
#endif
|
@@ -0,0 +1,618 @@
|
|
1
|
+
/////////////////////////////////////////////////////////////////////////
|
2
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+
///@system ��һ��������ϵͳ
|
3
|
+
///@company �Ϻ��ڻ���Ϣ��������˾
|
4
|
+
///@file ThostFtdcTraderApi.h
|
5
|
+
///@brief �����˿ͻ��˽ӿ�
|
6
|
+
///@history
|
7
|
+
///20060106 �Ժ�� �������ļ�
|
8
|
+
/////////////////////////////////////////////////////////////////////////
|
9
|
+
|
10
|
+
#if !defined(THOST_FTDCTRADERAPI_H)
|
11
|
+
#define THOST_FTDCTRADERAPI_H
|
12
|
+
|
13
|
+
#if _MSC_VER > 1000
|
14
|
+
#pragma once
|
15
|
+
#endif // _MSC_VER > 1000
|
16
|
+
|
17
|
+
#include "ThostFtdcUserApiStruct.h"
|
18
|
+
|
19
|
+
#if defined(ISLIB) && defined(WIN32)
|
20
|
+
#ifdef LIB_TRADER_API_EXPORT
|
21
|
+
#define TRADER_API_EXPORT __declspec(dllexport)
|
22
|
+
#else
|
23
|
+
#define TRADER_API_EXPORT __declspec(dllimport)
|
24
|
+
#endif
|
25
|
+
#else
|
26
|
+
#define TRADER_API_EXPORT
|
27
|
+
#endif
|
28
|
+
|
29
|
+
class CThostFtdcTraderSpi
|
30
|
+
{
|
31
|
+
public:
|
32
|
+
///���ͻ����뽻��̨������ͨ������ʱ����δ��¼ǰ�����÷��������á�
|
33
|
+
virtual void OnFrontConnected(){};
|
34
|
+
|
35
|
+
///���ͻ����뽻��̨ͨ�����ӶϿ�ʱ���÷��������á���������������API���Զ��������ӣ��ͻ��˿ɲ���������
|
36
|
+
///@param nReason ����ԭ��
|
37
|
+
/// 0x1001 �����ʧ��
|
38
|
+
/// 0x1002 ����дʧ��
|
39
|
+
/// 0x2001 ����������ʱ
|
40
|
+
/// 0x2002 ��������ʧ��
|
41
|
+
/// 0x2003 �յ�������
|
42
|
+
virtual void OnFrontDisconnected(int nReason){};
|
43
|
+
|
44
|
+
///������ʱ���档����ʱ��δ�յ�����ʱ���÷��������á�
|
45
|
+
///@param nTimeLapse �����ϴν��ձ��ĵ�ʱ��
|
46
|
+
virtual void OnHeartBeatWarning(int nTimeLapse){};
|
47
|
+
|
48
|
+
///�ͻ�����֤��Ӧ
|
49
|
+
virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
50
|
+
|
51
|
+
|
52
|
+
///��¼������Ӧ
|
53
|
+
virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
54
|
+
|
55
|
+
///�dz�������Ӧ
|
56
|
+
virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
57
|
+
|
58
|
+
///�û��������������Ӧ
|
59
|
+
virtual void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
60
|
+
|
61
|
+
///�ʽ��˻��������������Ӧ
|
62
|
+
virtual void OnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
63
|
+
|
64
|
+
///����¼��������Ӧ
|
65
|
+
virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
66
|
+
|
67
|
+
///Ԥ��¼��������Ӧ
|
68
|
+
virtual void OnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
69
|
+
|
70
|
+
///Ԥ��¼��������Ӧ
|
71
|
+
virtual void OnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
72
|
+
|
73
|
+
///��������������Ӧ
|
74
|
+
virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
75
|
+
|
76
|
+
///��ѯ���������Ӧ
|
77
|
+
virtual void OnRspQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
78
|
+
|
79
|
+
///Ͷ���߽�����ȷ����Ӧ
|
80
|
+
virtual void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
81
|
+
|
82
|
+
///ɾ��Ԥ����Ӧ
|
83
|
+
virtual void OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
84
|
+
|
85
|
+
///ɾ��Ԥ����Ӧ
|
86
|
+
virtual void OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
87
|
+
|
88
|
+
///ִ������¼��������Ӧ
|
89
|
+
virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
90
|
+
|
91
|
+
///ִ���������������Ӧ
|
92
|
+
virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
93
|
+
|
94
|
+
///ѯ��¼��������Ӧ
|
95
|
+
virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
96
|
+
|
97
|
+
///����¼��������Ӧ
|
98
|
+
virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
99
|
+
|
100
|
+
///���۲���������Ӧ
|
101
|
+
virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
102
|
+
|
103
|
+
///�������¼��������Ӧ
|
104
|
+
virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
105
|
+
|
106
|
+
///�����ѯ������Ӧ
|
107
|
+
virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
108
|
+
|
109
|
+
///�����ѯ�ɽ���Ӧ
|
110
|
+
virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
111
|
+
|
112
|
+
///�����ѯͶ���ֲ߳���Ӧ
|
113
|
+
virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
114
|
+
|
115
|
+
///�����ѯ�ʽ��˻���Ӧ
|
116
|
+
virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
117
|
+
|
118
|
+
///�����ѯͶ������Ӧ
|
119
|
+
virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
120
|
+
|
121
|
+
///�����ѯ���ױ�����Ӧ
|
122
|
+
virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
123
|
+
|
124
|
+
///�����ѯ��Լ��֤������Ӧ
|
125
|
+
virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
126
|
+
|
127
|
+
///�����ѯ��Լ����������Ӧ
|
128
|
+
virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
129
|
+
|
130
|
+
///�����ѯ��������Ӧ
|
131
|
+
virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
132
|
+
|
133
|
+
///�����ѯ��Ʒ��Ӧ
|
134
|
+
virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
135
|
+
|
136
|
+
///�����ѯ��Լ��Ӧ
|
137
|
+
virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
138
|
+
|
139
|
+
///�����ѯ������Ӧ
|
140
|
+
virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
141
|
+
|
142
|
+
///�����ѯͶ���߽�������Ӧ
|
143
|
+
virtual void OnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
144
|
+
|
145
|
+
///�����ѯת��������Ӧ
|
146
|
+
virtual void OnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
147
|
+
|
148
|
+
///�����ѯͶ���ֲ߳���ϸ��Ӧ
|
149
|
+
virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
150
|
+
|
151
|
+
///�����ѯ�ͻ�֪ͨ��Ӧ
|
152
|
+
virtual void OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
153
|
+
|
154
|
+
///�����ѯ������Ϣȷ����Ӧ
|
155
|
+
virtual void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
156
|
+
|
157
|
+
///�����ѯͶ���ֲ߳���ϸ��Ӧ
|
158
|
+
virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
159
|
+
|
160
|
+
///��ѯ��֤����ϵͳ����˾�ʽ��˻���Կ��Ӧ
|
161
|
+
virtual void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
162
|
+
|
163
|
+
///�����ѯ�ֵ��۵���Ϣ��Ӧ
|
164
|
+
virtual void OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
165
|
+
|
166
|
+
///�����ѯͶ����Ʒ��/��Ʒ�ֱ�֤����Ӧ
|
167
|
+
virtual void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
168
|
+
|
169
|
+
///�����ѯ��������֤������Ӧ
|
170
|
+
virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
171
|
+
|
172
|
+
///�����ѯ������������֤������Ӧ
|
173
|
+
virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
174
|
+
|
175
|
+
///�����ѯ������Ӧ
|
176
|
+
virtual void OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
177
|
+
|
178
|
+
///�����ѯ������������Ա����Ȩ����Ӧ
|
179
|
+
virtual void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
180
|
+
|
181
|
+
///�����ѯ��Ʒ���ۻ���
|
182
|
+
virtual void OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
183
|
+
|
184
|
+
///�����ѯ��Ȩ���׳ɱ���Ӧ
|
185
|
+
virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
186
|
+
|
187
|
+
///�����ѯ��Ȩ��Լ��������Ӧ
|
188
|
+
virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
189
|
+
|
190
|
+
///�����ѯִ��������Ӧ
|
191
|
+
virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
192
|
+
|
193
|
+
///�����ѯѯ����Ӧ
|
194
|
+
virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
195
|
+
|
196
|
+
///�����ѯ������Ӧ
|
197
|
+
virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
198
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+
|
199
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+
///�����ѯ��Ϻ�Լ��ȫϵ����Ӧ
|
200
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+
virtual void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
201
|
+
|
202
|
+
///�����ѯ���������Ӧ
|
203
|
+
virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
204
|
+
|
205
|
+
///�����ѯת����ˮ��Ӧ
|
206
|
+
virtual void OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
207
|
+
|
208
|
+
///�����ѯ����ǩԼ��ϵ��Ӧ
|
209
|
+
virtual void OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
210
|
+
|
211
|
+
///����Ӧ��
|
212
|
+
virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
213
|
+
|
214
|
+
///����֪ͨ
|
215
|
+
virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) {};
|
216
|
+
|
217
|
+
///�ɽ�֪ͨ
|
218
|
+
virtual void OnRtnTrade(CThostFtdcTradeField *pTrade) {};
|
219
|
+
|
220
|
+
///����¼�����ر�
|
221
|
+
virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) {};
|
222
|
+
|
223
|
+
///������������ر�
|
224
|
+
virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
|
225
|
+
|
226
|
+
///��Լ����״̬֪ͨ
|
227
|
+
virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) {};
|
228
|
+
|
229
|
+
///����֪ͨ
|
230
|
+
virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo) {};
|
231
|
+
|
232
|
+
///��ʾ������У�����
|
233
|
+
virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder) {};
|
234
|
+
|
235
|
+
///ִ������֪ͨ
|
236
|
+
virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) {};
|
237
|
+
|
238
|
+
///ִ������¼�����ر�
|
239
|
+
virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo) {};
|
240
|
+
|
241
|
+
///ִ�������������ر�
|
242
|
+
virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
|
243
|
+
|
244
|
+
///ѯ��¼�����ر�
|
245
|
+
virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo) {};
|
246
|
+
|
247
|
+
///����֪ͨ
|
248
|
+
virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote) {};
|
249
|
+
|
250
|
+
///����¼�����ر�
|
251
|
+
virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) {};
|
252
|
+
|
253
|
+
///���۲�������ر�
|
254
|
+
virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) {};
|
255
|
+
|
256
|
+
///ѯ��֪ͨ
|
257
|
+
virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {};
|
258
|
+
|
259
|
+
///��֤���������û�����
|
260
|
+
virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) {};
|
261
|
+
|
262
|
+
///�������֪ͨ
|
263
|
+
virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction) {};
|
264
|
+
|
265
|
+
///�������¼�����ر�
|
266
|
+
virtual void OnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo) {};
|
267
|
+
|
268
|
+
///�����ѯǩԼ������Ӧ
|
269
|
+
virtual void OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
270
|
+
|
271
|
+
///�����ѯԤ����Ӧ
|
272
|
+
virtual void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
273
|
+
|
274
|
+
///�����ѯԤ����Ӧ
|
275
|
+
virtual void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
276
|
+
|
277
|
+
///�����ѯ����֪ͨ��Ӧ
|
278
|
+
virtual void OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
279
|
+
|
280
|
+
///�����ѯ����˾���ײ�����Ӧ
|
281
|
+
virtual void OnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField *pBrokerTradingParams, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
282
|
+
|
283
|
+
///�����ѯ����˾�����㷨��Ӧ
|
284
|
+
virtual void OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
285
|
+
|
286
|
+
///�����ѯ��������û�����
|
287
|
+
virtual void OnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
288
|
+
|
289
|
+
///���з��������ʽ�ת�ڻ�֪ͨ
|
290
|
+
virtual void OnRtnFromBankToFutureByBank(CThostFtdcRspTransferField *pRspTransfer) {};
|
291
|
+
|
292
|
+
///���з����ڻ��ʽ�ת����֪ͨ
|
293
|
+
virtual void OnRtnFromFutureToBankByBank(CThostFtdcRspTransferField *pRspTransfer) {};
|
294
|
+
|
295
|
+
///���з����������ת�ڻ�֪ͨ
|
296
|
+
virtual void OnRtnRepealFromBankToFutureByBank(CThostFtdcRspRepealField *pRspRepeal) {};
|
297
|
+
|
298
|
+
///���з�������ڻ�ת����֪ͨ
|
299
|
+
virtual void OnRtnRepealFromFutureToBankByBank(CThostFtdcRspRepealField *pRspRepeal) {};
|
300
|
+
|
301
|
+
///�ڻ����������ʽ�ת�ڻ�֪ͨ
|
302
|
+
virtual void OnRtnFromBankToFutureByFuture(CThostFtdcRspTransferField *pRspTransfer) {};
|
303
|
+
|
304
|
+
///�ڻ������ڻ��ʽ�ת����֪ͨ
|
305
|
+
virtual void OnRtnFromFutureToBankByFuture(CThostFtdcRspTransferField *pRspTransfer) {};
|
306
|
+
|
307
|
+
///ϵͳ����ʱ�ڻ����ֹ������������ת�ڻ��������д�����Ϻ��̷��ص�֪ͨ
|
308
|
+
virtual void OnRtnRepealFromBankToFutureByFutureManual(CThostFtdcRspRepealField *pRspRepeal) {};
|
309
|
+
|
310
|
+
///ϵͳ����ʱ�ڻ����ֹ���������ڻ�ת�����������д�����Ϻ��̷��ص�֪ͨ
|
311
|
+
virtual void OnRtnRepealFromFutureToBankByFutureManual(CThostFtdcRspRepealField *pRspRepeal) {};
|
312
|
+
|
313
|
+
///�ڻ������ѯ�������֪ͨ
|
314
|
+
virtual void OnRtnQueryBankBalanceByFuture(CThostFtdcNotifyQueryAccountField *pNotifyQueryAccount) {};
|
315
|
+
|
316
|
+
///�ڻ����������ʽ�ת�ڻ�����ر�
|
317
|
+
virtual void OnErrRtnBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) {};
|
318
|
+
|
319
|
+
///�ڻ������ڻ��ʽ�ת���д���ر�
|
320
|
+
virtual void OnErrRtnFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) {};
|
321
|
+
|
322
|
+
///ϵͳ����ʱ�ڻ����ֹ������������ת�ڻ�����ر�
|
323
|
+
virtual void OnErrRtnRepealBankToFutureByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) {};
|
324
|
+
|
325
|
+
///ϵͳ����ʱ�ڻ����ֹ���������ڻ�ת���д���ر�
|
326
|
+
virtual void OnErrRtnRepealFutureToBankByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) {};
|
327
|
+
|
328
|
+
///�ڻ������ѯ����������ر�
|
329
|
+
virtual void OnErrRtnQueryBankBalanceByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo) {};
|
330
|
+
|
331
|
+
///�ڻ������������ת�ڻ��������д�����Ϻ��̷��ص�֪ͨ
|
332
|
+
virtual void OnRtnRepealFromBankToFutureByFuture(CThostFtdcRspRepealField *pRspRepeal) {};
|
333
|
+
|
334
|
+
///�ڻ���������ڻ�ת�����������д�����Ϻ��̷��ص�֪ͨ
|
335
|
+
virtual void OnRtnRepealFromFutureToBankByFuture(CThostFtdcRspRepealField *pRspRepeal) {};
|
336
|
+
|
337
|
+
///�ڻ����������ʽ�ת�ڻ�Ӧ��
|
338
|
+
virtual void OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
339
|
+
|
340
|
+
///�ڻ������ڻ��ʽ�ת����Ӧ��
|
341
|
+
virtual void OnRspFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
342
|
+
|
343
|
+
///�ڻ������ѯ�������Ӧ��
|
344
|
+
virtual void OnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
345
|
+
|
346
|
+
///���з������ڿ���֪ͨ
|
347
|
+
virtual void OnRtnOpenAccountByBank(CThostFtdcOpenAccountField *pOpenAccount) {};
|
348
|
+
|
349
|
+
///���з�����������֪ͨ
|
350
|
+
virtual void OnRtnCancelAccountByBank(CThostFtdcCancelAccountField *pCancelAccount) {};
|
351
|
+
|
352
|
+
///���з����������˺�֪ͨ
|
353
|
+
virtual void OnRtnChangeAccountByBank(CThostFtdcChangeAccountField *pChangeAccount) {};
|
354
|
+
};
|
355
|
+
|
356
|
+
class TRADER_API_EXPORT CThostFtdcTraderApi
|
357
|
+
{
|
358
|
+
public:
|
359
|
+
///����TraderApi
|
360
|
+
///@param pszFlowPath ����������Ϣ�ļ���Ŀ¼��Ĭ��Ϊ��ǰĿ¼
|
361
|
+
///@return ��������UserApi
|
362
|
+
static CThostFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "");
|
363
|
+
|
364
|
+
///��ȡAPI�İ汾��Ϣ
|
365
|
+
///@retrun ��ȡ���İ汾��
|
366
|
+
static const char *GetApiVersion();
|
367
|
+
|
368
|
+
///ɾ���ӿڶ�����
|
369
|
+
///@remark ����ʹ�ñ��ӿڶ���ʱ,���øú���ɾ���ӿڶ���
|
370
|
+
virtual void Release() = 0;
|
371
|
+
|
372
|
+
///��ʼ��
|
373
|
+
///@remark ��ʼ�����л���,ֻ�е��ú�,�ӿڲſ�ʼ����
|
374
|
+
virtual void Init() = 0;
|
375
|
+
|
376
|
+
///�ȴ��ӿ��߳̽�������
|
377
|
+
///@return �߳��˳�����
|
378
|
+
virtual int Join() = 0;
|
379
|
+
|
380
|
+
///��ȡ��ǰ������
|
381
|
+
///@retrun ��ȡ���Ľ�����
|
382
|
+
///@remark ֻ�е�¼�ɹ���,���ܵõ���ȷ�Ľ�����
|
383
|
+
virtual const char *GetTradingDay() = 0;
|
384
|
+
|
385
|
+
///ע��ǰ�û������ַ
|
386
|
+
///@param pszFrontAddress��ǰ�û������ַ��
|
387
|
+
///@remark �����ַ�ĸ�ʽΪ����protocol://ipaddress:port�����磺��tcp://127.0.0.1:17001����
|
388
|
+
///@remark ��tcp����������Э�飬��127.0.0.1��������������ַ����17001�������������˿ںš�
|
389
|
+
virtual void RegisterFront(char *pszFrontAddress) = 0;
|
390
|
+
|
391
|
+
///ע�����ַ����������ַ
|
392
|
+
///@param pszNsAddress�����ַ����������ַ��
|
393
|
+
///@remark �����ַ�ĸ�ʽΪ����protocol://ipaddress:port�����磺��tcp://127.0.0.1:12001����
|
394
|
+
///@remark ��tcp����������Э�飬��127.0.0.1��������������ַ����12001�������������˿ںš�
|
395
|
+
///@remark RegisterNameServer������RegisterFront
|
396
|
+
virtual void RegisterNameServer(char *pszNsAddress) = 0;
|
397
|
+
|
398
|
+
///ע�����ַ������û���Ϣ
|
399
|
+
///@param pFensUserInfo���û���Ϣ��
|
400
|
+
virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField * pFensUserInfo) = 0;
|
401
|
+
|
402
|
+
///ע��ص��ӿ�
|
403
|
+
///@param pSpi �����Իص��ӿ����ʵ��
|
404
|
+
virtual void RegisterSpi(CThostFtdcTraderSpi *pSpi) = 0;
|
405
|
+
|
406
|
+
///����˽������
|
407
|
+
///@param nResumeType ˽�����ش���ʽ
|
408
|
+
/// THOST_TERT_RESTART:�ӱ������տ�ʼ�ش�
|
409
|
+
/// THOST_TERT_RESUME:���ϴ��յ�������
|
410
|
+
/// THOST_TERT_QUICK:ֻ���͵�¼��˽����������
|
411
|
+
///@remark �÷���Ҫ��Init����ǰ���á������������յ�˽���������ݡ�
|
412
|
+
virtual void SubscribePrivateTopic(THOST_TE_RESUME_TYPE nResumeType) = 0;
|
413
|
+
|
414
|
+
///����������
|
415
|
+
///@param nResumeType �������ش���ʽ
|
416
|
+
/// THOST_TERT_RESTART:�ӱ������տ�ʼ�ش�
|
417
|
+
/// THOST_TERT_RESUME:���ϴ��յ�������
|
418
|
+
/// THOST_TERT_QUICK:ֻ���͵�¼����������
|
419
|
+
///@remark �÷���Ҫ��Init����ǰ���á������������յ������������ݡ�
|
420
|
+
virtual void SubscribePublicTopic(THOST_TE_RESUME_TYPE nResumeType) = 0;
|
421
|
+
|
422
|
+
///�ͻ�����֤����
|
423
|
+
virtual int ReqAuthenticate(CThostFtdcReqAuthenticateField *pReqAuthenticateField, int nRequestID) = 0;
|
424
|
+
|
425
|
+
///�û���¼����
|
426
|
+
virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
|
427
|
+
|
428
|
+
|
429
|
+
///�dz�����
|
430
|
+
virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
|
431
|
+
|
432
|
+
///�û������������
|
433
|
+
virtual int ReqUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
|
434
|
+
|
435
|
+
///�ʽ��˻������������
|
436
|
+
virtual int ReqTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) = 0;
|
437
|
+
|
438
|
+
///����¼������
|
439
|
+
virtual int ReqOrderInsert(CThostFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
|
440
|
+
|
441
|
+
///Ԥ��¼������
|
442
|
+
virtual int ReqParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, int nRequestID) = 0;
|
443
|
+
|
444
|
+
///Ԥ��¼������
|
445
|
+
virtual int ReqParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, int nRequestID) = 0;
|
446
|
+
|
447
|
+
///������������
|
448
|
+
virtual int ReqOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
|
449
|
+
|
450
|
+
///��ѯ�����������
|
451
|
+
virtual int ReqQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, int nRequestID) = 0;
|
452
|
+
|
453
|
+
///Ͷ���߽�����ȷ��
|
454
|
+
virtual int ReqSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, int nRequestID) = 0;
|
455
|
+
|
456
|
+
///����ɾ��Ԥ��
|
457
|
+
virtual int ReqRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, int nRequestID) = 0;
|
458
|
+
|
459
|
+
///����ɾ��Ԥ��
|
460
|
+
virtual int ReqRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, int nRequestID) = 0;
|
461
|
+
|
462
|
+
///ִ������¼������
|
463
|
+
virtual int ReqExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, int nRequestID) = 0;
|
464
|
+
|
465
|
+
///ִ�������������
|
466
|
+
virtual int ReqExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, int nRequestID) = 0;
|
467
|
+
|
468
|
+
///ѯ��¼������
|
469
|
+
virtual int ReqForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, int nRequestID) = 0;
|
470
|
+
|
471
|
+
///����¼������
|
472
|
+
virtual int ReqQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, int nRequestID) = 0;
|
473
|
+
|
474
|
+
///���۲�������
|
475
|
+
virtual int ReqQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, int nRequestID) = 0;
|
476
|
+
|
477
|
+
///�������¼������
|
478
|
+
virtual int ReqCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, int nRequestID) = 0;
|
479
|
+
|
480
|
+
///�����ѯ����
|
481
|
+
virtual int ReqQryOrder(CThostFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
|
482
|
+
|
483
|
+
///�����ѯ�ɽ�
|
484
|
+
virtual int ReqQryTrade(CThostFtdcQryTradeField *pQryTrade, int nRequestID) = 0;
|
485
|
+
|
486
|
+
///�����ѯͶ���ֲ߳�
|
487
|
+
virtual int ReqQryInvestorPosition(CThostFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
|
488
|
+
|
489
|
+
///�����ѯ�ʽ��˻�
|
490
|
+
virtual int ReqQryTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
|
491
|
+
|
492
|
+
///�����ѯͶ����
|
493
|
+
virtual int ReqQryInvestor(CThostFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0;
|
494
|
+
|
495
|
+
///�����ѯ���ױ���
|
496
|
+
virtual int ReqQryTradingCode(CThostFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) = 0;
|
497
|
+
|
498
|
+
///�����ѯ��Լ��֤����
|
499
|
+
virtual int ReqQryInstrumentMarginRate(CThostFtdcQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID) = 0;
|
500
|
+
|
501
|
+
///�����ѯ��Լ��������
|
502
|
+
virtual int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) = 0;
|
503
|
+
|
504
|
+
///�����ѯ������
|
505
|
+
virtual int ReqQryExchange(CThostFtdcQryExchangeField *pQryExchange, int nRequestID) = 0;
|
506
|
+
|
507
|
+
///�����ѯ��Ʒ
|
508
|
+
virtual int ReqQryProduct(CThostFtdcQryProductField *pQryProduct, int nRequestID) = 0;
|
509
|
+
|
510
|
+
///�����ѯ��Լ
|
511
|
+
virtual int ReqQryInstrument(CThostFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
|
512
|
+
|
513
|
+
///�����ѯ����
|
514
|
+
virtual int ReqQryDepthMarketData(CThostFtdcQryDepthMarketDataField *pQryDepthMarketData, int nRequestID) = 0;
|
515
|
+
|
516
|
+
///�����ѯͶ���߽�����
|
517
|
+
virtual int ReqQrySettlementInfo(CThostFtdcQrySettlementInfoField *pQrySettlementInfo, int nRequestID) = 0;
|
518
|
+
|
519
|
+
///�����ѯת������
|
520
|
+
virtual int ReqQryTransferBank(CThostFtdcQryTransferBankField *pQryTransferBank, int nRequestID) = 0;
|
521
|
+
|
522
|
+
///�����ѯͶ���ֲ߳���ϸ
|
523
|
+
virtual int ReqQryInvestorPositionDetail(CThostFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0;
|
524
|
+
|
525
|
+
///�����ѯ�ͻ�֪ͨ
|
526
|
+
virtual int ReqQryNotice(CThostFtdcQryNoticeField *pQryNotice, int nRequestID) = 0;
|
527
|
+
|
528
|
+
///�����ѯ������Ϣȷ��
|
529
|
+
virtual int ReqQrySettlementInfoConfirm(CThostFtdcQrySettlementInfoConfirmField *pQrySettlementInfoConfirm, int nRequestID) = 0;
|
530
|
+
|
531
|
+
///�����ѯͶ���ֲ߳���ϸ
|
532
|
+
virtual int ReqQryInvestorPositionCombineDetail(CThostFtdcQryInvestorPositionCombineDetailField *pQryInvestorPositionCombineDetail, int nRequestID) = 0;
|
533
|
+
|
534
|
+
///�����ѯ��֤����ϵͳ����˾�ʽ��˻���Կ
|
535
|
+
virtual int ReqQryCFMMCTradingAccountKey(CThostFtdcQryCFMMCTradingAccountKeyField *pQryCFMMCTradingAccountKey, int nRequestID) = 0;
|
536
|
+
|
537
|
+
///�����ѯ�ֵ��۵���Ϣ
|
538
|
+
virtual int ReqQryEWarrantOffset(CThostFtdcQryEWarrantOffsetField *pQryEWarrantOffset, int nRequestID) = 0;
|
539
|
+
|
540
|
+
///�����ѯͶ����Ʒ��/��Ʒ�ֱ�֤��
|
541
|
+
virtual int ReqQryInvestorProductGroupMargin(CThostFtdcQryInvestorProductGroupMarginField *pQryInvestorProductGroupMargin, int nRequestID) = 0;
|
542
|
+
|
543
|
+
///�����ѯ��������֤����
|
544
|
+
virtual int ReqQryExchangeMarginRate(CThostFtdcQryExchangeMarginRateField *pQryExchangeMarginRate, int nRequestID) = 0;
|
545
|
+
|
546
|
+
///�����ѯ������������֤����
|
547
|
+
virtual int ReqQryExchangeMarginRateAdjust(CThostFtdcQryExchangeMarginRateAdjustField *pQryExchangeMarginRateAdjust, int nRequestID) = 0;
|
548
|
+
|
549
|
+
///�����ѯ����
|
550
|
+
virtual int ReqQryExchangeRate(CThostFtdcQryExchangeRateField *pQryExchangeRate, int nRequestID) = 0;
|
551
|
+
|
552
|
+
///�����ѯ������������Ա����Ȩ��
|
553
|
+
virtual int ReqQrySecAgentACIDMap(CThostFtdcQrySecAgentACIDMapField *pQrySecAgentACIDMap, int nRequestID) = 0;
|
554
|
+
|
555
|
+
///�����ѯ��Ʒ���ۻ���
|
556
|
+
virtual int ReqQryProductExchRate(CThostFtdcQryProductExchRateField *pQryProductExchRate, int nRequestID) = 0;
|
557
|
+
|
558
|
+
///�����ѯ��Ȩ���׳ɱ�
|
559
|
+
virtual int ReqQryOptionInstrTradeCost(CThostFtdcQryOptionInstrTradeCostField *pQryOptionInstrTradeCost, int nRequestID) = 0;
|
560
|
+
|
561
|
+
///�����ѯ��Ȩ��Լ������
|
562
|
+
virtual int ReqQryOptionInstrCommRate(CThostFtdcQryOptionInstrCommRateField *pQryOptionInstrCommRate, int nRequestID) = 0;
|
563
|
+
|
564
|
+
///�����ѯִ������
|
565
|
+
virtual int ReqQryExecOrder(CThostFtdcQryExecOrderField *pQryExecOrder, int nRequestID) = 0;
|
566
|
+
|
567
|
+
///�����ѯѯ��
|
568
|
+
virtual int ReqQryForQuote(CThostFtdcQryForQuoteField *pQryForQuote, int nRequestID) = 0;
|
569
|
+
|
570
|
+
///�����ѯ����
|
571
|
+
virtual int ReqQryQuote(CThostFtdcQryQuoteField *pQryQuote, int nRequestID) = 0;
|
572
|
+
|
573
|
+
///�����ѯ��Ϻ�Լ��ȫϵ��
|
574
|
+
virtual int ReqQryCombInstrumentGuard(CThostFtdcQryCombInstrumentGuardField *pQryCombInstrumentGuard, int nRequestID) = 0;
|
575
|
+
|
576
|
+
///�����ѯ�������
|
577
|
+
virtual int ReqQryCombAction(CThostFtdcQryCombActionField *pQryCombAction, int nRequestID) = 0;
|
578
|
+
|
579
|
+
///�����ѯת����ˮ
|
580
|
+
virtual int ReqQryTransferSerial(CThostFtdcQryTransferSerialField *pQryTransferSerial, int nRequestID) = 0;
|
581
|
+
|
582
|
+
///�����ѯ����ǩԼ��ϵ
|
583
|
+
virtual int ReqQryAccountregister(CThostFtdcQryAccountregisterField *pQryAccountregister, int nRequestID) = 0;
|
584
|
+
|
585
|
+
///�����ѯǩԼ����
|
586
|
+
virtual int ReqQryContractBank(CThostFtdcQryContractBankField *pQryContractBank, int nRequestID) = 0;
|
587
|
+
|
588
|
+
///�����ѯԤ��
|
589
|
+
virtual int ReqQryParkedOrder(CThostFtdcQryParkedOrderField *pQryParkedOrder, int nRequestID) = 0;
|
590
|
+
|
591
|
+
///�����ѯԤ��
|
592
|
+
virtual int ReqQryParkedOrderAction(CThostFtdcQryParkedOrderActionField *pQryParkedOrderAction, int nRequestID) = 0;
|
593
|
+
|
594
|
+
///�����ѯ����֪ͨ
|
595
|
+
virtual int ReqQryTradingNotice(CThostFtdcQryTradingNoticeField *pQryTradingNotice, int nRequestID) = 0;
|
596
|
+
|
597
|
+
///�����ѯ����˾���ײ���
|
598
|
+
virtual int ReqQryBrokerTradingParams(CThostFtdcQryBrokerTradingParamsField *pQryBrokerTradingParams, int nRequestID) = 0;
|
599
|
+
|
600
|
+
///�����ѯ����˾�����㷨
|
601
|
+
virtual int ReqQryBrokerTradingAlgos(CThostFtdcQryBrokerTradingAlgosField *pQryBrokerTradingAlgos, int nRequestID) = 0;
|
602
|
+
|
603
|
+
///�����ѯ��������û�����
|
604
|
+
virtual int ReqQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, int nRequestID) = 0;
|
605
|
+
|
606
|
+
///�ڻ����������ʽ�ת�ڻ�����
|
607
|
+
virtual int ReqFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) = 0;
|
608
|
+
|
609
|
+
///�ڻ������ڻ��ʽ�ת��������
|
610
|
+
virtual int ReqFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) = 0;
|
611
|
+
|
612
|
+
///�ڻ������ѯ�����������
|
613
|
+
virtual int ReqQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, int nRequestID) = 0;
|
614
|
+
protected:
|
615
|
+
~CThostFtdcTraderApi(){};
|
616
|
+
};
|
617
|
+
|
618
|
+
#endif
|