ctp 0.1.0
Sign up to get free protection for your applications and to get access to all the features.
- 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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+
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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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+
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///�ȴ��ӿ��߳̽�������
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///@return �߳��˳�����
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virtual int Join() = 0;
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+
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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;
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+
///ע��ǰ�û������ַ
|
108
|
+
///@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
|
+
virtual void RegisterFront(char *pszFrontAddress) = 0;
|
112
|
+
|
113
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+
///ע�����ַ����������ַ
|
114
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+
///@param pszNsAddress�����ַ����������ַ��
|
115
|
+
///@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
|
+
///@remark RegisterNameServer������RegisterFront
|
118
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+
virtual void RegisterNameServer(char *pszNsAddress) = 0;
|
119
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+
|
120
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+
///ע�����ַ������û���Ϣ
|
121
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+
///@param pFensUserInfo���û���Ϣ��
|
122
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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
|
130
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+
///@param nCount Ҫ����/�˶�����ĺ�Լ����
|
131
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+
///@remark
|
132
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+
virtual int SubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
|
133
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+
|
134
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+
///�˶����顣
|
135
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+
///@param ppInstrumentID ��ԼID
|
136
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+
///@param nCount Ҫ����/�˶�����ĺ�Լ����
|
137
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+
///@remark
|
138
|
+
virtual int UnSubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
|
139
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+
|
140
|
+
///����ѯ�ۡ�
|
141
|
+
///@param ppInstrumentID ��ԼID
|
142
|
+
///@param nCount Ҫ����/�˶�����ĺ�Լ����
|
143
|
+
///@remark
|
144
|
+
virtual int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
|
145
|
+
|
146
|
+
///�˶�ѯ�ۡ�
|
147
|
+
///@param ppInstrumentID ��ԼID
|
148
|
+
///@param nCount Ҫ����/�˶�����ĺ�Լ����
|
149
|
+
///@remark
|
150
|
+
virtual int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
|
151
|
+
|
152
|
+
///�û���¼����
|
153
|
+
virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
|
154
|
+
|
155
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+
|
156
|
+
///�dz�����
|
157
|
+
virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
|
158
|
+
protected:
|
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+
~CThostFtdcMdApi(){};
|
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+
};
|
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+
|
162
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+
#endif
|
@@ -0,0 +1,618 @@
|
|
1
|
+
/////////////////////////////////////////////////////////////////////////
|
2
|
+
///@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
|
+
|
199
|
+
///�����ѯ��Ϻ�Լ��ȫϵ����Ӧ
|
200
|
+
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
|