ctpbee-opt-api 0.1.0__cp310-cp310-win_amd64.whl
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.
- ctpbee_api/__init__.py +17 -0
- ctpbee_api/ctp/__init__.py +3 -0
- ctpbee_api/ctp/ctp_constant.py +1253 -0
- ctpbee_api/ctp/generator/concat.py +93 -0
- ctpbee_api/ctp/generator/const.py +325 -0
- ctpbee_api/ctp/generator/ctp_constant.py +1274 -0
- ctpbee_api/ctp/generator/ctp_md_header_define.h +13 -0
- ctpbee_api/ctp/generator/ctp_md_header_function.h +6 -0
- ctpbee_api/ctp/generator/ctp_md_header_on.h +26 -0
- ctpbee_api/ctp/generator/ctp_md_header_process.h +26 -0
- ctpbee_api/ctp/generator/ctp_md_source_function.cpp +42 -0
- ctpbee_api/ctp/generator/ctp_md_source_module.cpp +18 -0
- ctpbee_api/ctp/generator/ctp_md_source_on.cpp +156 -0
- ctpbee_api/ctp/generator/ctp_md_source_process.cpp +282 -0
- ctpbee_api/ctp/generator/ctp_md_source_switch.cpp +78 -0
- ctpbee_api/ctp/generator/ctp_md_source_task.cpp +211 -0
- ctpbee_api/ctp/generator/ctp_struct.py +5640 -0
- ctpbee_api/ctp/generator/ctp_td_header_define.h +130 -0
- ctpbee_api/ctp/generator/ctp_td_header_function.h +174 -0
- ctpbee_api/ctp/generator/ctp_td_header_on.h +260 -0
- ctpbee_api/ctp/generator/ctp_td_header_process.h +260 -0
- ctpbee_api/ctp/generator/ctp_td_source_function.cpp +1456 -0
- ctpbee_api/ctp/generator/ctp_td_source_module.cpp +222 -0
- ctpbee_api/ctp/generator/ctp_td_source_on.cpp +1572 -0
- ctpbee_api/ctp/generator/ctp_td_source_process.cpp +5472 -0
- ctpbee_api/ctp/generator/ctp_td_source_switch.cpp +780 -0
- ctpbee_api/ctp/generator/ctp_td_source_task.cpp +2444 -0
- ctpbee_api/ctp/generator/ctp_typedef.py +800 -0
- ctpbee_api/ctp/generator/generate_api_functions.py +345 -0
- ctpbee_api/ctp/generator/generate_data_type.py +76 -0
- ctpbee_api/ctp/generator/generate_struct.py +84 -0
- ctpbee_api/ctp/include/mac/ctp/ThostFtdcMdApi.h +168 -0
- ctpbee_api/ctp/include/mac/ctp/ThostFtdcTraderApi.h +770 -0
- ctpbee_api/ctp/include/mac/ctp/ThostFtdcUserApiDataType.h +6878 -0
- ctpbee_api/ctp/include/mac/ctp/ThostFtdcUserApiStruct.h +10915 -0
- ctpbee_api/ctp/include/mac/pybind11/attr.h +690 -0
- ctpbee_api/ctp/include/mac/pybind11/buffer_info.h +208 -0
- ctpbee_api/ctp/include/mac/pybind11/cast.h +1704 -0
- ctpbee_api/ctp/include/mac/pybind11/chrono.h +225 -0
- ctpbee_api/ctp/include/mac/pybind11/common.h +2 -0
- ctpbee_api/ctp/include/mac/pybind11/complex.h +74 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/class.h +743 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/common.h +1255 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/descr.h +171 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/init.h +434 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/internals.h +656 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/type_caster_base.h +1177 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/typeid.h +65 -0
- ctpbee_api/ctp/include/mac/pybind11/eigen/common.h +9 -0
- ctpbee_api/ctp/include/mac/pybind11/eigen/matrix.h +714 -0
- ctpbee_api/ctp/include/mac/pybind11/eigen/tensor.h +516 -0
- ctpbee_api/ctp/include/mac/pybind11/eigen.h +12 -0
- ctpbee_api/ctp/include/mac/pybind11/embed.h +316 -0
- ctpbee_api/ctp/include/mac/pybind11/eval.h +156 -0
- ctpbee_api/ctp/include/mac/pybind11/functional.h +137 -0
- ctpbee_api/ctp/include/mac/pybind11/gil.h +239 -0
- ctpbee_api/ctp/include/mac/pybind11/iostream.h +265 -0
- ctpbee_api/ctp/include/mac/pybind11/numpy.h +1998 -0
- ctpbee_api/ctp/include/mac/pybind11/operators.h +202 -0
- ctpbee_api/ctp/include/mac/pybind11/options.h +92 -0
- ctpbee_api/ctp/include/mac/pybind11/pybind11.h +2890 -0
- ctpbee_api/ctp/include/mac/pybind11/pytypes.h +2557 -0
- ctpbee_api/ctp/include/mac/pybind11/stl/filesystem.h +116 -0
- ctpbee_api/ctp/include/mac/pybind11/stl.h +447 -0
- ctpbee_api/ctp/include/mac/pybind11/stl_bind.h +851 -0
- ctpbee_api/ctp/include/mac/pybind11/type_caster_pyobject_ptr.h +61 -0
- ctpbee_api/ctp/include/new/ctp/ThostFtdcMdApi.h +168 -0
- ctpbee_api/ctp/include/new/ctp/ThostFtdcTraderApi.h +770 -0
- ctpbee_api/ctp/include/new/ctp/ThostFtdcUserApiDataType.h +6878 -0
- ctpbee_api/ctp/include/new/ctp/ThostFtdcUserApiStruct.h +10915 -0
- ctpbee_api/ctp/include/new/pybind11/attr.h +690 -0
- ctpbee_api/ctp/include/new/pybind11/buffer_info.h +208 -0
- ctpbee_api/ctp/include/new/pybind11/cast.h +1704 -0
- ctpbee_api/ctp/include/new/pybind11/chrono.h +225 -0
- ctpbee_api/ctp/include/new/pybind11/common.h +2 -0
- ctpbee_api/ctp/include/new/pybind11/complex.h +74 -0
- ctpbee_api/ctp/include/new/pybind11/detail/class.h +743 -0
- ctpbee_api/ctp/include/new/pybind11/detail/common.h +1255 -0
- ctpbee_api/ctp/include/new/pybind11/detail/descr.h +171 -0
- ctpbee_api/ctp/include/new/pybind11/detail/init.h +434 -0
- ctpbee_api/ctp/include/new/pybind11/detail/internals.h +656 -0
- ctpbee_api/ctp/include/new/pybind11/detail/type_caster_base.h +1177 -0
- ctpbee_api/ctp/include/new/pybind11/detail/typeid.h +65 -0
- ctpbee_api/ctp/include/new/pybind11/eigen/common.h +9 -0
- ctpbee_api/ctp/include/new/pybind11/eigen/matrix.h +714 -0
- ctpbee_api/ctp/include/new/pybind11/eigen/tensor.h +516 -0
- ctpbee_api/ctp/include/new/pybind11/eigen.h +12 -0
- ctpbee_api/ctp/include/new/pybind11/embed.h +316 -0
- ctpbee_api/ctp/include/new/pybind11/eval.h +156 -0
- ctpbee_api/ctp/include/new/pybind11/functional.h +137 -0
- ctpbee_api/ctp/include/new/pybind11/gil.h +239 -0
- ctpbee_api/ctp/include/new/pybind11/iostream.h +265 -0
- ctpbee_api/ctp/include/new/pybind11/numpy.h +1998 -0
- ctpbee_api/ctp/include/new/pybind11/operators.h +202 -0
- ctpbee_api/ctp/include/new/pybind11/options.h +92 -0
- ctpbee_api/ctp/include/new/pybind11/pybind11.h +2890 -0
- ctpbee_api/ctp/include/new/pybind11/pytypes.h +2557 -0
- ctpbee_api/ctp/include/new/pybind11/stl/filesystem.h +116 -0
- ctpbee_api/ctp/include/new/pybind11/stl.h +447 -0
- ctpbee_api/ctp/include/new/pybind11/stl_bind.h +851 -0
- ctpbee_api/ctp/include/new/pybind11/type_caster_pyobject_ptr.h +61 -0
- ctpbee_api/ctp/include/previous/ctp/ThostFtdcMdApi.h +168 -0
- ctpbee_api/ctp/include/previous/ctp/ThostFtdcTraderApi.h +770 -0
- ctpbee_api/ctp/include/previous/ctp/ThostFtdcUserApiDataType.h +6878 -0
- ctpbee_api/ctp/include/previous/ctp/ThostFtdcUserApiStruct.h +10915 -0
- ctpbee_api/ctp/include/previous/pybind11/attr.h +489 -0
- ctpbee_api/ctp/include/previous/pybind11/buffer_info.h +108 -0
- ctpbee_api/ctp/include/previous/pybind11/cast.h +2067 -0
- ctpbee_api/ctp/include/previous/pybind11/chrono.h +162 -0
- ctpbee_api/ctp/include/previous/pybind11/common.h +2 -0
- ctpbee_api/ctp/include/previous/pybind11/complex.h +61 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/class.h +626 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/common.h +803 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/descr.h +185 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/init.h +335 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/internals.h +285 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/typeid.h +53 -0
- ctpbee_api/ctp/include/previous/pybind11/eigen.h +604 -0
- ctpbee_api/ctp/include/previous/pybind11/embed.h +194 -0
- ctpbee_api/ctp/include/previous/pybind11/eval.h +117 -0
- ctpbee_api/ctp/include/previous/pybind11/functional.h +85 -0
- ctpbee_api/ctp/include/previous/pybind11/iostream.h +200 -0
- ctpbee_api/ctp/include/previous/pybind11/numpy.h +1601 -0
- ctpbee_api/ctp/include/previous/pybind11/operators.h +168 -0
- ctpbee_api/ctp/include/previous/pybind11/options.h +65 -0
- ctpbee_api/ctp/include/previous/pybind11/pybind11.h +1965 -0
- ctpbee_api/ctp/include/previous/pybind11/pytypes.h +1332 -0
- ctpbee_api/ctp/include/previous/pybind11/stl.h +376 -0
- ctpbee_api/ctp/include/previous/pybind11/stl_bind.h +599 -0
- ctpbee_api/ctp/libs/libcomunicationkey.a +0 -0
- ctpbee_api/ctp/libs/libcrypto.a +0 -0
- ctpbee_api/ctp/libs/libssl.a +0 -0
- ctpbee_api/ctp/libs/thostmduserapi_se.lib +0 -0
- ctpbee_api/ctp/libs/thosttraderapi_se.lib +0 -0
- ctpbee_api/ctp/libthostmduserapi_se.so +0 -0
- ctpbee_api/ctp/libthosttraderapi_se.so +0 -0
- ctpbee_api/ctp/thostmduserapi_se.dll +0 -0
- ctpbee_api/ctp/thosttraderapi_se.dll +0 -0
- ctpbee_api/ctp/vnctp/vnctp.h +189 -0
- ctpbee_api/ctp/vnctp/vnctp.sln +41 -0
- ctpbee_api/ctp/vnctp/vnctpmd/dllmain.cpp +19 -0
- ctpbee_api/ctp/vnctp/vnctpmd/stdafx.cpp +1 -0
- ctpbee_api/ctp/vnctp/vnctpmd/stdafx.h +17 -0
- ctpbee_api/ctp/vnctp/vnctpmd/targetver.h +8 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.cpp +953 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.h +209 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj +200 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj.filters +54 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj.user +4 -0
- ctpbee_api/ctp/vnctp/vnctptd/dllmain.cpp +19 -0
- ctpbee_api/ctp/vnctp/vnctptd/stdafx.cpp +1 -0
- ctpbee_api/ctp/vnctp/vnctptd/stdafx.h +16 -0
- ctpbee_api/ctp/vnctp/vnctptd/targetver.h +8 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.cpp +12148 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.h +1329 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.vcxproj +198 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.vcxproj.filters +54 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.vcxproj.user +4 -0
- ctpbee_api/ctp/vnctpmd.cp310-win_amd64.pyd +0 -0
- ctpbee_api/ctp/vnctptd.cp310-win_amd64.pyd +0 -0
- ctpbee_api/ctp_mini/__init__.py +3 -0
- ctpbee_api/ctp_mini/generator/generate_api_functions.py +343 -0
- ctpbee_api/ctp_mini/generator/generate_data_type.py +76 -0
- ctpbee_api/ctp_mini/generator/generate_struct.py +85 -0
- ctpbee_api/ctp_mini/generator/mini_constant.py +1186 -0
- ctpbee_api/ctp_mini/generator/mini_md_header_define.h +13 -0
- ctpbee_api/ctp_mini/generator/mini_md_header_function.h +4 -0
- ctpbee_api/ctp_mini/generator/mini_md_header_on.h +26 -0
- ctpbee_api/ctp_mini/generator/mini_md_header_process.h +26 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_function.cpp +29 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_module.cpp +17 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_on.cpp +156 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_process.cpp +264 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_switch.cpp +78 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_task.cpp +203 -0
- ctpbee_api/ctp_mini/generator/mini_struct.py +4599 -0
- ctpbee_api/ctp_mini/generator/mini_td_header_define.h +63 -0
- ctpbee_api/ctp_mini/generator/mini_td_header_function.h +84 -0
- ctpbee_api/ctp_mini/generator/mini_td_header_on.h +126 -0
- ctpbee_api/ctp_mini/generator/mini_td_header_process.h +126 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_function.cpp +663 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_module.cpp +107 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_on.cpp +756 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_process.cpp +2492 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_switch.cpp +378 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_task.cpp +1193 -0
- ctpbee_api/ctp_mini/generator/mini_typedef.py +755 -0
- ctpbee_api/ctp_mini/generator/package/vnminimd.cpp +886 -0
- ctpbee_api/ctp_mini/generator/package/vnminimd.h +205 -0
- ctpbee_api/ctp_mini/include/new/mini/ThostFtdcMdApi.h +148 -0
- ctpbee_api/ctp_mini/include/new/mini/ThostFtdcTraderApi.h +419 -0
- ctpbee_api/ctp_mini/include/new/mini/ThostFtdcUserApiDataType.h +6458 -0
- ctpbee_api/ctp_mini/include/new/mini/ThostFtdcUserApiStruct.h +8890 -0
- ctpbee_api/ctp_mini/include/new/pybind11/attr.h +690 -0
- ctpbee_api/ctp_mini/include/new/pybind11/buffer_info.h +208 -0
- ctpbee_api/ctp_mini/include/new/pybind11/cast.h +1704 -0
- ctpbee_api/ctp_mini/include/new/pybind11/chrono.h +225 -0
- ctpbee_api/ctp_mini/include/new/pybind11/common.h +2 -0
- ctpbee_api/ctp_mini/include/new/pybind11/complex.h +74 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/class.h +743 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/common.h +1255 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/descr.h +171 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/init.h +434 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/internals.h +656 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/type_caster_base.h +1177 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/typeid.h +65 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eigen/common.h +9 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eigen/matrix.h +714 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eigen/tensor.h +516 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eigen.h +12 -0
- ctpbee_api/ctp_mini/include/new/pybind11/embed.h +316 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eval.h +156 -0
- ctpbee_api/ctp_mini/include/new/pybind11/functional.h +137 -0
- ctpbee_api/ctp_mini/include/new/pybind11/gil.h +239 -0
- ctpbee_api/ctp_mini/include/new/pybind11/iostream.h +265 -0
- ctpbee_api/ctp_mini/include/new/pybind11/numpy.h +1998 -0
- ctpbee_api/ctp_mini/include/new/pybind11/operators.h +202 -0
- ctpbee_api/ctp_mini/include/new/pybind11/options.h +92 -0
- ctpbee_api/ctp_mini/include/new/pybind11/pybind11.h +2890 -0
- ctpbee_api/ctp_mini/include/new/pybind11/pytypes.h +2557 -0
- ctpbee_api/ctp_mini/include/new/pybind11/stl/filesystem.h +116 -0
- ctpbee_api/ctp_mini/include/new/pybind11/stl.h +447 -0
- ctpbee_api/ctp_mini/include/new/pybind11/stl_bind.h +851 -0
- ctpbee_api/ctp_mini/include/new/pybind11/type_caster_pyobject_ptr.h +61 -0
- ctpbee_api/ctp_mini/include/previous/mini/ThostFtdcMdApi.h +148 -0
- ctpbee_api/ctp_mini/include/previous/mini/ThostFtdcTraderApi.h +419 -0
- ctpbee_api/ctp_mini/include/previous/mini/ThostFtdcUserApiDataType.h +6458 -0
- ctpbee_api/ctp_mini/include/previous/mini/ThostFtdcUserApiStruct.h +8890 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/attr.h +489 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/buffer_info.h +108 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/cast.h +2067 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/chrono.h +162 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/common.h +2 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/complex.h +61 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/class.h +626 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/common.h +803 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/descr.h +185 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/init.h +335 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/internals.h +285 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/typeid.h +53 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/eigen.h +604 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/embed.h +194 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/eval.h +117 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/functional.h +85 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/iostream.h +200 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/numpy.h +1601 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/operators.h +168 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/options.h +65 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/pybind11.h +1965 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/pytypes.h +1332 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/stl.h +376 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/stl_bind.h +599 -0
- ctpbee_api/ctp_mini/libs/thostmduserapi.lib +0 -0
- ctpbee_api/ctp_mini/libs/thosttraderapi.lib +0 -0
- ctpbee_api/ctp_mini/libthostmduserapi.so +0 -0
- ctpbee_api/ctp_mini/libthosttraderapi.so +0 -0
- ctpbee_api/ctp_mini/mini_constant.py +1186 -0
- ctpbee_api/ctp_mini/thostmduserapi.dll +0 -0
- ctpbee_api/ctp_mini/thosttraderapi.dll +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_mini.h +146 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_mini.sln +41 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/dllmain.cpp +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/stdafx.cpp +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/stdafx.h +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/targetver.h +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.cpp +886 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.h +203 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.vcxproj +183 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.vcxproj.filters +54 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.vcxproj.user +4 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/dllmain.cpp +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/stdafx.cpp +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/stdafx.h +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/targetver.h +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/vnctp_minitd.cpp +5716 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/vnctp_minitd.h +680 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/vnctp_minitd.vcxproj +180 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/vnctp_minitd.vcxproj.filters +54 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/vnctp_minitd.vcxproj.user +4 -0
- ctpbee_api/ctp_mini/vnctp_minimd.cp310-win_amd64.pyd +0 -0
- ctpbee_api/ctp_mini/vnctp_minitd.cp310-win_amd64.pyd +0 -0
- ctpbee_api/ctp_mini/vnctp_minitd.lib +0 -0
- ctpbee_api/rohon/RohonBaseV64.dll +0 -0
- ctpbee_api/rohon/WinDataCollect.dll +0 -0
- ctpbee_api/rohon/__init__.py +3 -0
- ctpbee_api/rohon/generator/generate_api_functions.py +348 -0
- ctpbee_api/rohon/generator/generate_data_type.py +76 -0
- ctpbee_api/rohon/generator/generate_struct.py +84 -0
- ctpbee_api/rohon/generator/rohon_constant.py +1242 -0
- ctpbee_api/rohon/generator/rohon_md_header_define.h +13 -0
- ctpbee_api/rohon/generator/rohon_md_header_function.h +6 -0
- ctpbee_api/rohon/generator/rohon_md_header_on.h +26 -0
- ctpbee_api/rohon/generator/rohon_md_header_process.h +26 -0
- ctpbee_api/rohon/generator/rohon_md_source_function.cpp +40 -0
- ctpbee_api/rohon/generator/rohon_md_source_module.cpp +18 -0
- ctpbee_api/rohon/generator/rohon_md_source_on.cpp +156 -0
- ctpbee_api/rohon/generator/rohon_md_source_process.cpp +271 -0
- ctpbee_api/rohon/generator/rohon_md_source_switch.cpp +78 -0
- ctpbee_api/rohon/generator/rohon_md_source_task.cpp +211 -0
- ctpbee_api/rohon/generator/rohon_struct.py +4958 -0
- ctpbee_api/rohon/generator/rohon_td_header_define.h +125 -0
- ctpbee_api/rohon/generator/rohon_td_header_function.h +164 -0
- ctpbee_api/rohon/generator/rohon_td_header_on.h +250 -0
- ctpbee_api/rohon/generator/rohon_td_header_process.h +250 -0
- ctpbee_api/rohon/generator/rohon_td_source_function.cpp +1338 -0
- ctpbee_api/rohon/generator/rohon_td_source_module.cpp +209 -0
- ctpbee_api/rohon/generator/rohon_td_source_on.cpp +1500 -0
- ctpbee_api/rohon/generator/rohon_td_source_process.cpp +5125 -0
- ctpbee_api/rohon/generator/rohon_td_source_switch.cpp +750 -0
- ctpbee_api/rohon/generator/rohon_td_source_task.cpp +2339 -0
- ctpbee_api/rohon/generator/rohon_typedef.py +781 -0
- ctpbee_api/rohon/include/new/pybind11/attr.h +690 -0
- ctpbee_api/rohon/include/new/pybind11/buffer_info.h +208 -0
- ctpbee_api/rohon/include/new/pybind11/cast.h +1704 -0
- ctpbee_api/rohon/include/new/pybind11/chrono.h +225 -0
- ctpbee_api/rohon/include/new/pybind11/common.h +2 -0
- ctpbee_api/rohon/include/new/pybind11/complex.h +74 -0
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- ctpbee_api/rohon/include/new/pybind11/detail/common.h +1255 -0
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- ctpbee_api/rohon/include/new/pybind11/detail/type_caster_base.h +1177 -0
- ctpbee_api/rohon/include/new/pybind11/detail/typeid.h +65 -0
- ctpbee_api/rohon/include/new/pybind11/eigen/common.h +9 -0
- ctpbee_api/rohon/include/new/pybind11/eigen/matrix.h +714 -0
- ctpbee_api/rohon/include/new/pybind11/eigen/tensor.h +516 -0
- ctpbee_api/rohon/include/new/pybind11/eigen.h +12 -0
- ctpbee_api/rohon/include/new/pybind11/embed.h +316 -0
- ctpbee_api/rohon/include/new/pybind11/eval.h +156 -0
- ctpbee_api/rohon/include/new/pybind11/functional.h +137 -0
- ctpbee_api/rohon/include/new/pybind11/gil.h +239 -0
- ctpbee_api/rohon/include/new/pybind11/iostream.h +265 -0
- ctpbee_api/rohon/include/new/pybind11/numpy.h +1998 -0
- ctpbee_api/rohon/include/new/pybind11/operators.h +202 -0
- ctpbee_api/rohon/include/new/pybind11/options.h +92 -0
- ctpbee_api/rohon/include/new/pybind11/pybind11.h +2890 -0
- ctpbee_api/rohon/include/new/pybind11/pytypes.h +2557 -0
- ctpbee_api/rohon/include/new/pybind11/stl/filesystem.h +116 -0
- ctpbee_api/rohon/include/new/pybind11/stl.h +447 -0
- ctpbee_api/rohon/include/new/pybind11/stl_bind.h +851 -0
- ctpbee_api/rohon/include/new/pybind11/type_caster_pyobject_ptr.h +61 -0
- ctpbee_api/rohon/include/new/rohon/ThostFtdcMdApi.h +168 -0
- ctpbee_api/rohon/include/new/rohon/ThostFtdcTraderApi.h +739 -0
- ctpbee_api/rohon/include/new/rohon/ThostFtdcUserApiDataType.h +6708 -0
- ctpbee_api/rohon/include/new/rohon/ThostFtdcUserApiStruct.h +9580 -0
- ctpbee_api/rohon/include/previous/pybind11/attr.h +489 -0
- ctpbee_api/rohon/include/previous/pybind11/buffer_info.h +108 -0
- ctpbee_api/rohon/include/previous/pybind11/cast.h +2067 -0
- ctpbee_api/rohon/include/previous/pybind11/chrono.h +162 -0
- ctpbee_api/rohon/include/previous/pybind11/common.h +2 -0
- ctpbee_api/rohon/include/previous/pybind11/complex.h +61 -0
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- ctpbee_api/rohon/include/previous/pybind11/eigen.h +604 -0
- ctpbee_api/rohon/include/previous/pybind11/embed.h +194 -0
- ctpbee_api/rohon/include/previous/pybind11/eval.h +117 -0
- ctpbee_api/rohon/include/previous/pybind11/functional.h +85 -0
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- ctpbee_api/rohon/include/previous/pybind11/stl_bind.h +599 -0
- ctpbee_api/rohon/include/previous/rohon/ThostFtdcMdApi.h +168 -0
- ctpbee_api/rohon/include/previous/rohon/ThostFtdcTraderApi.h +739 -0
- ctpbee_api/rohon/include/previous/rohon/ThostFtdcUserApiDataType.h +6708 -0
- ctpbee_api/rohon/include/previous/rohon/ThostFtdcUserApiStruct.h +9580 -0
- ctpbee_api/rohon/libLinuxDataCollect.so +0 -0
- ctpbee_api/rohon/librohonbase.so +0 -0
- ctpbee_api/rohon/librohonbase.so.1.1 +0 -0
- ctpbee_api/rohon/librohonbase.so.1.1.0.1 +0 -0
- ctpbee_api/rohon/libs/thostmduserapi_se.lib +0 -0
- ctpbee_api/rohon/libs/thosttraderapi_se.lib +0 -0
- ctpbee_api/rohon/libthostmduserapi_se.so +0 -0
- ctpbee_api/rohon/libthosttraderapi_se.so +0 -0
- ctpbee_api/rohon/rohon_constant.py +1242 -0
- ctpbee_api/rohon/thostmduserapi_se.dll +0 -0
- ctpbee_api/rohon/thosttraderapi_se.dll +0 -0
- ctpbee_api/rohon/vnrohon/.vs/vnrohon/v15/.suo +0 -0
- ctpbee_api/rohon/vnrohon/.vs/vnrohon/v15/Browse.VC.db +0 -0
- ctpbee_api/rohon/vnrohon/.vs/vnrohon/v15/Solution.VC.db +0 -0
- ctpbee_api/rohon/vnrohon/vnrohon.h +147 -0
- ctpbee_api/rohon/vnrohon/vnrohon.sln +41 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/dllmain.cpp +19 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/framework.h +5 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/pch.cpp +5 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/pch.h +13 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/vnrohonmd.cpp +931 -0
- ctpbee_api/rohon/vnrohon/vnrohonmd/vnrohonmd.h +207 -0
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- ctpbee_api/rohon/vnrohon/vnrohonmd/vnrohonmd.vcxproj.user +4 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/dllmain.cpp +19 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/framework.h +5 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/pch.cpp +5 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/pch.h +13 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/vnrohontd.cpp +11395 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/vnrohontd.h +1259 -0
- ctpbee_api/rohon/vnrohon/vnrohontd/vnrohontd.vcxproj +188 -0
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- ctpbee_api/rohon/vnrohon/vnrohontd/vnrohontd.vcxproj.user +4 -0
- ctpbee_api/rohon/vnrohonmd.cp310-win_amd64.pyd +0 -0
- ctpbee_api/rohon/vnrohontd.cp310-win_amd64.pyd +0 -0
- ctpbee_opt_api-0.1.0.dist-info/METADATA +46 -0
- ctpbee_opt_api-0.1.0.dist-info/RECORD +414 -0
- ctpbee_opt_api-0.1.0.dist-info/WHEEL +5 -0
- ctpbee_opt_api-0.1.0.dist-info/top_level.txt +1 -0
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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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///20150422 ���� �������ļ�
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/////////////////////////////////////////////////////////////////////////
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#if !defined(THOST_FTDCMDAPI_H)
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#include "ThostFtdcUserApiStruct.h"
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#ifdef MD_API_EXPORT
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#define MD_API_DLL_EXPORT __declspec(dllexport)
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#else
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#define MD_API_DLL_EXPORT __attribute__ ((visibility("default")))
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#endif
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#else
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#define MD_API_DLL_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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///�ּ۱�֪ͨ
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virtual void OnRtnMBLMarketData(CThostFtdcMBLMarketDataField *pMBLMarketData) {};
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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_DLL_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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+
///@param bIsUsingUdp �Ƿ�ʹ��udp,mini2�汾����ʹ��
|
|
81
|
+
///@param bIsMulticast �Ƿ�ʹ�öಥ,mini2�汾����ʹ�ã�api��������ӵĺ�̨�Զ������Ƿ�ʹ�öಥ
|
|
82
|
+
///@return ��������UserApi
|
|
83
|
+
///modify for udp marketdata
|
|
84
|
+
static CThostFtdcMdApi *CreateFtdcMdApi(const char *pszFlowPath = "", const bool bIsUsingUdp = false, const bool bIsMulticast = false);
|
|
85
|
+
|
|
86
|
+
///��ȡAPI�İ汾��Ϣ
|
|
87
|
+
///@retrun ��ȡ���İ汾��
|
|
88
|
+
static const char *GetApiVersion();
|
|
89
|
+
|
|
90
|
+
///ɾ���ӿڶ�����
|
|
91
|
+
///@remark ����ʹ�ñ��ӿڶ���ʱ,���øú���ɾ���ӿڶ���
|
|
92
|
+
virtual void Release() = 0;
|
|
93
|
+
|
|
94
|
+
///��ʼ��
|
|
95
|
+
///@remark ��ʼ�����л���,ֻ�е��ú�,�ӿڲſ�ʼ����
|
|
96
|
+
virtual void Init(bool bContinuousm = false) = 0;
|
|
97
|
+
|
|
98
|
+
///�ȴ��ӿ��߳̽�������
|
|
99
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+
///@return �߳��˳�����
|
|
100
|
+
virtual int Join() = 0;
|
|
101
|
+
|
|
102
|
+
///��ȡ��ǰ������
|
|
103
|
+
///@retrun ��ȡ���Ľ�����
|
|
104
|
+
///@remark ֻ�е�¼�ɹ���,���ܵõ���ȷ�Ľ�����
|
|
105
|
+
virtual const char *GetTradingDay() = 0;
|
|
106
|
+
|
|
107
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+
///ע��ǰ�û������ַ
|
|
108
|
+
///@param pszFrontAddress��ǰ�û������ַ��
|
|
109
|
+
///@remark �����ַ�ĸ�ʽΪ����protocol://ipaddress:port�����磺��tcp://127.0.0.1:17001����
|
|
110
|
+
///@remark ��tcp����������Э�飬��127.0.0.1��������������ַ����17001�������������˿ںš�
|
|
111
|
+
virtual void RegisterFront(char *pszFrontAddress) = 0;
|
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112
|
+
|
|
113
|
+
///ע��ص��ӿ�
|
|
114
|
+
///@param pSpi �����Իص��ӿ����ʵ��
|
|
115
|
+
virtual void RegisterSpi(CThostFtdcMdSpi *pSpi) = 0;
|
|
116
|
+
|
|
117
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+
///�������顣
|
|
118
|
+
///@param ppInstrumentID ��ԼID
|
|
119
|
+
///@param nCount Ҫ����/�˶�����ĺ�Լ����
|
|
120
|
+
///@remark
|
|
121
|
+
virtual int SubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
|
|
122
|
+
|
|
123
|
+
///ȡ���������顣
|
|
124
|
+
virtual int UnSubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
|
|
125
|
+
|
|
126
|
+
///����ѯ�ۡ�
|
|
127
|
+
///@param ppInstrumentID ��ԼID
|
|
128
|
+
///@param nCount Ҫ����/�˶�����ĺ�Լ����
|
|
129
|
+
///@remark
|
|
130
|
+
virtual int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
|
|
131
|
+
|
|
132
|
+
///�˶�ѯ�ۡ�
|
|
133
|
+
///@param ppInstrumentID ��ԼID
|
|
134
|
+
///@param nCount Ҫ����/�˶�����ĺ�Լ����
|
|
135
|
+
///@remark
|
|
136
|
+
virtual int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
|
|
137
|
+
|
|
138
|
+
///�û���¼����
|
|
139
|
+
virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
|
|
140
|
+
|
|
141
|
+
///�dz�����
|
|
142
|
+
virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
|
|
143
|
+
|
|
144
|
+
protected:
|
|
145
|
+
~CThostFtdcMdApi(){};
|
|
146
|
+
};
|
|
147
|
+
|
|
148
|
+
#endif
|
|
@@ -0,0 +1,419 @@
|
|
|
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
|
+
#ifdef TRADER_API_EXPORT
|
|
20
|
+
#ifdef WINDOWS
|
|
21
|
+
#define TRADER_API_DLL_EXPORT __declspec(dllexport)
|
|
22
|
+
#else
|
|
23
|
+
#define TRADER_API_DLL_EXPORT __attribute__ ((visibility("default")))
|
|
24
|
+
#endif
|
|
25
|
+
#else
|
|
26
|
+
#define TRADER_API_DLL_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
|
+
///����¼��������Ӧ
|
|
59
|
+
virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
60
|
+
|
|
61
|
+
///��������������Ӧ
|
|
62
|
+
virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
63
|
+
|
|
64
|
+
///ִ������¼��������Ӧ
|
|
65
|
+
virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
66
|
+
|
|
67
|
+
///ִ���������������Ӧ
|
|
68
|
+
virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
69
|
+
|
|
70
|
+
///ѯ��¼��������Ӧ
|
|
71
|
+
virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
72
|
+
|
|
73
|
+
///����¼��������Ӧ
|
|
74
|
+
virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
75
|
+
|
|
76
|
+
///���۲���������Ӧ
|
|
77
|
+
virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
78
|
+
|
|
79
|
+
///������������������Ӧ
|
|
80
|
+
virtual void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
81
|
+
|
|
82
|
+
///��Ȩ�ԶԳ�¼��������Ӧ
|
|
83
|
+
virtual void OnRspOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
84
|
+
|
|
85
|
+
///��Ȩ�ԶԳ����������Ӧ
|
|
86
|
+
virtual void OnRspOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
87
|
+
|
|
88
|
+
///�������¼��������Ӧ
|
|
89
|
+
virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
90
|
+
|
|
91
|
+
///�����ѯ������Ӧ
|
|
92
|
+
virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
93
|
+
|
|
94
|
+
///�����ѯ�ɽ���Ӧ
|
|
95
|
+
virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
96
|
+
|
|
97
|
+
///�����ѯͶ���ֲ߳���Ӧ
|
|
98
|
+
virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
99
|
+
|
|
100
|
+
///�����ѯ�ʽ��˻���Ӧ
|
|
101
|
+
virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
102
|
+
|
|
103
|
+
///�����ѯͶ������Ӧ
|
|
104
|
+
virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
105
|
+
|
|
106
|
+
///�����ѯ���ױ�����Ӧ
|
|
107
|
+
virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
108
|
+
|
|
109
|
+
///�����ѯ��Լ��֤������Ӧ
|
|
110
|
+
virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
111
|
+
|
|
112
|
+
///�����ѯ��Լ����������Ӧ
|
|
113
|
+
virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
114
|
+
|
|
115
|
+
///�����ѯ��������Ӧ
|
|
116
|
+
virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
117
|
+
|
|
118
|
+
///�����ѯ��Ʒ��Ӧ
|
|
119
|
+
virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
120
|
+
|
|
121
|
+
///�����ѯ��Լ��Ӧ
|
|
122
|
+
virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
123
|
+
|
|
124
|
+
///�����ѯ������Ϻ�Լ��Ӧ
|
|
125
|
+
virtual void OnRspQryCombInstrument(CThostFtdcCombInstrumentField *pCombInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
126
|
+
|
|
127
|
+
///�����ѯ���������Ӧ
|
|
128
|
+
virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
129
|
+
|
|
130
|
+
///�����ѯ��ϵ��Ȼ��ܱ���Ӧ
|
|
131
|
+
virtual void OnRspQryInvestorPositionForComb(CThostFtdcInvestorPositionForCombField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
132
|
+
|
|
133
|
+
///�����ѯ������Ӧ
|
|
134
|
+
virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
135
|
+
|
|
136
|
+
///�����ѯ��Լ״̬��Ӧ
|
|
137
|
+
virtual void OnRspQryInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
138
|
+
|
|
139
|
+
///�����ѯͶ���ֲ߳���ϸ��Ӧ
|
|
140
|
+
virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
141
|
+
|
|
142
|
+
///�����ѯͶ���ֲ߳���ϸ��Ӧ
|
|
143
|
+
virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
144
|
+
|
|
145
|
+
///�����ѯ��������֤������Ӧ
|
|
146
|
+
virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
147
|
+
|
|
148
|
+
///�����ѯ������������֤������Ӧ
|
|
149
|
+
virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
150
|
+
|
|
151
|
+
///�����ѯ��Ȩ���׳ɱ���Ӧ
|
|
152
|
+
virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
153
|
+
|
|
154
|
+
///�����ѯ��Ȩ��Լ��������Ӧ
|
|
155
|
+
virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
156
|
+
|
|
157
|
+
///�����ѯִ��������Ӧ
|
|
158
|
+
virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
159
|
+
|
|
160
|
+
///�����ѯѯ����Ӧ
|
|
161
|
+
virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
162
|
+
|
|
163
|
+
///�����ѯ������Ӧ
|
|
164
|
+
virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
165
|
+
|
|
166
|
+
///�����ѯ��Ȩ�ԶԳ���Ӧ
|
|
167
|
+
virtual void OnRspQryOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
168
|
+
|
|
169
|
+
///����Ӧ��
|
|
170
|
+
virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
171
|
+
|
|
172
|
+
///����֪ͨ
|
|
173
|
+
virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) {};
|
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174
|
+
|
|
175
|
+
///�ɽ�֪ͨ
|
|
176
|
+
virtual void OnRtnTrade(CThostFtdcTradeField *pTrade) {};
|
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177
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+
|
|
178
|
+
///����¼�����ر�
|
|
179
|
+
virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) {};
|
|
180
|
+
|
|
181
|
+
///������������ر�
|
|
182
|
+
virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
|
|
183
|
+
|
|
184
|
+
///��Լ����״̬֪ͨ
|
|
185
|
+
virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) {};
|
|
186
|
+
|
|
187
|
+
///ִ������֪ͨ
|
|
188
|
+
virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) {};
|
|
189
|
+
|
|
190
|
+
///ִ������¼�����ر�
|
|
191
|
+
virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo) {};
|
|
192
|
+
|
|
193
|
+
///ִ�������������ر�
|
|
194
|
+
virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
|
|
195
|
+
|
|
196
|
+
///ѯ��¼�����ر�
|
|
197
|
+
virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo) {};
|
|
198
|
+
|
|
199
|
+
///����֪ͨ
|
|
200
|
+
virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote) {};
|
|
201
|
+
|
|
202
|
+
///����¼�����ر�
|
|
203
|
+
virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) {};
|
|
204
|
+
|
|
205
|
+
///���۲�������ر�
|
|
206
|
+
virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) {};
|
|
207
|
+
|
|
208
|
+
///ѯ��֪ͨ
|
|
209
|
+
virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {};
|
|
210
|
+
|
|
211
|
+
///����������������ر�
|
|
212
|
+
virtual void OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
|
|
213
|
+
|
|
214
|
+
///��Ȩ�ԶԳ�֪ͨ
|
|
215
|
+
virtual void OnRtnOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose) {};
|
|
216
|
+
|
|
217
|
+
///��Ȩ�ԶԳ�¼�����ر�
|
|
218
|
+
virtual void OnErrRtnOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo) {};
|
|
219
|
+
|
|
220
|
+
///��Ȩ�ԶԳ��������ر�
|
|
221
|
+
virtual void OnErrRtnOptionSelfCloseAction(CThostFtdcOptionSelfCloseActionField *pOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo) {};
|
|
222
|
+
|
|
223
|
+
///�������֪ͨ
|
|
224
|
+
virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction) {};
|
|
225
|
+
|
|
226
|
+
///�����ѯ�걨����Ӧ
|
|
227
|
+
virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
|
|
228
|
+
|
|
229
|
+
};
|
|
230
|
+
|
|
231
|
+
class TRADER_API_DLL_EXPORT CThostFtdcTraderApi
|
|
232
|
+
{
|
|
233
|
+
public:
|
|
234
|
+
///����TraderApi
|
|
235
|
+
///@param pszFlowPath ����������Ϣ�ļ���Ŀ¼��Ĭ��Ϊ��ǰĿ¼
|
|
236
|
+
///@return ��������UserApi
|
|
237
|
+
static CThostFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "");
|
|
238
|
+
|
|
239
|
+
///��ȡAPI�İ汾��Ϣ
|
|
240
|
+
///@retrun ��ȡ���İ汾��
|
|
241
|
+
static const char *GetApiVersion();
|
|
242
|
+
|
|
243
|
+
///ɾ���ӿڶ�����
|
|
244
|
+
///@remark ����ʹ�ñ��ӿڶ���ʱ,���øú���ɾ���ӿڶ���
|
|
245
|
+
virtual void Release() = 0;
|
|
246
|
+
|
|
247
|
+
///��ʼ��
|
|
248
|
+
///@param bContinuous Ϊtrue��ʾ�̲߳�����
|
|
249
|
+
///@remark ��ʼ�����л���,ֻ�е��ú�,�ӿڲſ�ʼ����
|
|
250
|
+
virtual void Init(bool bContinuous = false) = 0;
|
|
251
|
+
|
|
252
|
+
///�ȴ��ӿ��߳̽�������
|
|
253
|
+
///@return �߳��˳�����
|
|
254
|
+
virtual int Join() = 0;
|
|
255
|
+
|
|
256
|
+
///��ȡ��ǰ������
|
|
257
|
+
///@retrun ��ȡ���Ľ�����
|
|
258
|
+
///@remark ֻ�е�¼�ɹ���,���ܵõ���ȷ�Ľ�����
|
|
259
|
+
virtual const char *GetTradingDay() = 0;
|
|
260
|
+
|
|
261
|
+
///ע��ǰ�û������ַ
|
|
262
|
+
///@param pszFrontAddress��ǰ�û������ַ��
|
|
263
|
+
///@remark �����ַ�ĸ�ʽΪ����protocol://ipaddress:port�����磺��tcp://127.0.0.1:17001����
|
|
264
|
+
///@remark ��tcp����������Э�飬��127.0.0.1��������������ַ����17001�������������˿ںš�
|
|
265
|
+
virtual void RegisterFront(char *pszFrontAddress) = 0;
|
|
266
|
+
|
|
267
|
+
///ע��ص��ӿ�
|
|
268
|
+
///@param pSpi �����Իص��ӿ����ʵ��
|
|
269
|
+
virtual void RegisterSpi(CThostFtdcTraderSpi *pSpi) = 0;
|
|
270
|
+
|
|
271
|
+
///����˽������
|
|
272
|
+
///@param nResumeType ˽�����ش���ʽ
|
|
273
|
+
/// THOST_TERT_RESTART:�ӱ������տ�ʼ�ش�
|
|
274
|
+
/// THOST_TERT_RESUME:���ϴ��յ�������
|
|
275
|
+
/// THOST_TERT_QUICK:ֻ���͵�¼��˽����������
|
|
276
|
+
///@remark �÷���Ҫ��Init����ǰ���á������������յ�˽���������ݡ�
|
|
277
|
+
virtual void SubscribePrivateTopic(THOST_TE_RESUME_TYPE nResumeType) = 0;
|
|
278
|
+
|
|
279
|
+
///����������
|
|
280
|
+
///@param nResumeType �������ش���ʽ
|
|
281
|
+
/// THOST_TERT_RESTART:�ӱ������տ�ʼ�ش�
|
|
282
|
+
/// THOST_TERT_RESUME:���ϴ��յ�������
|
|
283
|
+
/// THOST_TERT_QUICK:ֻ���͵�¼����������
|
|
284
|
+
///@remark �÷���Ҫ��Init����ǰ���á������������յ������������ݡ�
|
|
285
|
+
virtual void SubscribePublicTopic(THOST_TE_RESUME_TYPE nResumeType) = 0;
|
|
286
|
+
|
|
287
|
+
///�ͻ�����֤����
|
|
288
|
+
virtual int ReqAuthenticate(CThostFtdcReqAuthenticateField *pReqAuthenticateField, int nRequestID) = 0 ;
|
|
289
|
+
|
|
290
|
+
///�û���¼����
|
|
291
|
+
virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
|
|
292
|
+
|
|
293
|
+
///�û����ܵ�¼����
|
|
294
|
+
virtual int ReqUserLoginEncrypt(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
|
|
295
|
+
|
|
296
|
+
///�dz�����
|
|
297
|
+
virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
|
|
298
|
+
|
|
299
|
+
///����¼������
|
|
300
|
+
virtual int ReqOrderInsert(CThostFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
|
|
301
|
+
|
|
302
|
+
///������������
|
|
303
|
+
virtual int ReqOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
|
|
304
|
+
|
|
305
|
+
///ִ������¼������
|
|
306
|
+
virtual int ReqExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, int nRequestID) = 0;
|
|
307
|
+
|
|
308
|
+
///ִ�������������
|
|
309
|
+
virtual int ReqExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, int nRequestID) = 0;
|
|
310
|
+
|
|
311
|
+
///ѯ��¼������
|
|
312
|
+
virtual int ReqForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, int nRequestID) = 0;
|
|
313
|
+
|
|
314
|
+
///����¼������
|
|
315
|
+
virtual int ReqQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, int nRequestID) = 0;
|
|
316
|
+
|
|
317
|
+
///���۲�������
|
|
318
|
+
virtual int ReqQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, int nRequestID) = 0;
|
|
319
|
+
|
|
320
|
+
///����������������
|
|
321
|
+
virtual int ReqBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, int nRequestID) = 0;
|
|
322
|
+
|
|
323
|
+
///��Ȩ�ԶԳ�¼������
|
|
324
|
+
virtual int ReqOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, int nRequestID) = 0;
|
|
325
|
+
|
|
326
|
+
///��Ȩ�ԶԳ��������
|
|
327
|
+
virtual int ReqOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, int nRequestID) = 0;
|
|
328
|
+
|
|
329
|
+
///�������¼������
|
|
330
|
+
virtual int ReqCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, int nRequestID) = 0;
|
|
331
|
+
|
|
332
|
+
///�����ѯ����
|
|
333
|
+
virtual int ReqQryOrder(CThostFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
|
|
334
|
+
|
|
335
|
+
///�����ѯ�ɽ�
|
|
336
|
+
virtual int ReqQryTrade(CThostFtdcQryTradeField *pQryTrade, int nRequestID) = 0;
|
|
337
|
+
|
|
338
|
+
///�����ѯͶ���ֲ߳�
|
|
339
|
+
virtual int ReqQryInvestorPosition(CThostFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
|
|
340
|
+
|
|
341
|
+
///�����ѯ�ʽ��˻�
|
|
342
|
+
virtual int ReqQryTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
|
|
343
|
+
|
|
344
|
+
///�����ѯͶ����
|
|
345
|
+
virtual int ReqQryInvestor(CThostFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0;
|
|
346
|
+
|
|
347
|
+
///�����ѯ���ױ���
|
|
348
|
+
virtual int ReqQryTradingCode(CThostFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) = 0;
|
|
349
|
+
|
|
350
|
+
///�����ѯ��Լ��֤����
|
|
351
|
+
virtual int ReqQryInstrumentMarginRate(CThostFtdcQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID) = 0;
|
|
352
|
+
|
|
353
|
+
///�����ѯ��Լ��������
|
|
354
|
+
virtual int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) = 0;
|
|
355
|
+
|
|
356
|
+
///�����ѯ������
|
|
357
|
+
virtual int ReqQryExchange(CThostFtdcQryExchangeField *pQryExchange, int nRequestID) = 0;
|
|
358
|
+
|
|
359
|
+
///�����ѯ��Ʒ
|
|
360
|
+
virtual int ReqQryProduct(CThostFtdcQryProductField *pQryProduct, int nRequestID) = 0;
|
|
361
|
+
|
|
362
|
+
///�����ѯ��Լ
|
|
363
|
+
virtual int ReqQryInstrument(CThostFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
|
|
364
|
+
|
|
365
|
+
///�����ѯ������Ϻ�Լ
|
|
366
|
+
virtual int ReqQryCombInstrument(CThostFtdcQryCombInstrumentField *pQryCombInstrument, int nRequestID) = 0;
|
|
367
|
+
|
|
368
|
+
///�����ȳֲֻ���
|
|
369
|
+
virtual int ReqQryInvestorPositionForComb(CThostFtdcQryInvestorPositionForCombField *pQryIPForComb, int nRequestID) = 0;
|
|
370
|
+
|
|
371
|
+
///�����ѯ�������
|
|
372
|
+
virtual int ReqQryCombAction(CThostFtdcQryCombActionField *pQryCombAction, int nRequestID) = 0;
|
|
373
|
+
|
|
374
|
+
///�����ѯ����
|
|
375
|
+
virtual int ReqQryDepthMarketData(CThostFtdcQryDepthMarketDataField *pQryDepthMarketData, int nRequestID) = 0;
|
|
376
|
+
|
|
377
|
+
///�����ѯ��Ȩ�ԶԳ�
|
|
378
|
+
virtual int ReqQryOptionSelfClose(CThostFtdcQryOptionSelfCloseField *pQryOptionSelfClose, int nRequestID) = 0;
|
|
379
|
+
|
|
380
|
+
///�����ѯ��Լ״̬
|
|
381
|
+
virtual int ReqQryInstrumentStatus(CThostFtdcQryInstrumentStatusField *pQryInstrumentStatus, int nRequestID) = 0;
|
|
382
|
+
|
|
383
|
+
///�����ѯͶ���ֲ߳���ϸ
|
|
384
|
+
///�ֲ���ϸ����ά���������Բ�ѯ���Ϊ
|
|
385
|
+
virtual int ReqQryInvestorPositionDetail(CThostFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0;
|
|
386
|
+
|
|
387
|
+
///�����ѯͶ������ϳֲ���ϸ
|
|
388
|
+
///��ϳֲ���ϸ����ά���������Բ�ѯ���Ϊ
|
|
389
|
+
virtual int ReqQryInvestorPositionCombineDetail(CThostFtdcQryInvestorPositionCombineDetailField *pQryInvestorPositionCombineDetail, int nRequestID) = 0;
|
|
390
|
+
|
|
391
|
+
///�����ѯ��������֤����
|
|
392
|
+
virtual int ReqQryExchangeMarginRate(CThostFtdcQryExchangeMarginRateField *pQryExchangeMarginRate, int nRequestID) = 0;
|
|
393
|
+
|
|
394
|
+
///�����ѯ������������֤����
|
|
395
|
+
virtual int ReqQryExchangeMarginRateAdjust(CThostFtdcQryExchangeMarginRateAdjustField *pQryExchangeMarginRateAdjust, int nRequestID) = 0;
|
|
396
|
+
|
|
397
|
+
///�����ѯ��Ȩ���׳ɱ�
|
|
398
|
+
virtual int ReqQryOptionInstrTradeCost(CThostFtdcQryOptionInstrTradeCostField *pQryOptionInstrTradeCost, int nRequestID) = 0;
|
|
399
|
+
|
|
400
|
+
///�����ѯ��Ȩ��Լ������
|
|
401
|
+
virtual int ReqQryOptionInstrCommRate(CThostFtdcQryOptionInstrCommRateField *pQryOptionInstrCommRate, int nRequestID) = 0;
|
|
402
|
+
|
|
403
|
+
///�����ѯִ������
|
|
404
|
+
virtual int ReqQryExecOrder(CThostFtdcQryExecOrderField *pQryExecOrder, int nRequestID) = 0;
|
|
405
|
+
|
|
406
|
+
///�����ѯѯ��
|
|
407
|
+
virtual int ReqQryForQuote(CThostFtdcQryForQuoteField *pQryForQuote, int nRequestID) = 0;
|
|
408
|
+
|
|
409
|
+
///�����ѯ����
|
|
410
|
+
virtual int ReqQryQuote(CThostFtdcQryQuoteField *pQryQuote, int nRequestID) = 0;
|
|
411
|
+
|
|
412
|
+
///�����ѯ�걨��
|
|
413
|
+
virtual int ReqQryInstrumentOrderCommRate(CThostFtdcQryInstrumentOrderCommRateField *pQryInstrumentOrderCommRate, int nRequestID) = 0;
|
|
414
|
+
|
|
415
|
+
protected:
|
|
416
|
+
~CThostFtdcTraderApi(){};
|
|
417
|
+
};
|
|
418
|
+
|
|
419
|
+
#endif
|