ctpbee-opt-api 0.1.0__cp310-cp310-win_amd64.whl

ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/vnctp_minitd.h

@@ -0,0 +1,680 @@
+//ϵͳ
+#ifdef WIN32
+#include "stdafx.h"
+#endif
+
+#include "vnctp_mini.h"
+#include "pybind11/pybind11.h"
+#include "mini/ThostFtdcTraderApi.h"
+
+
+using namespace pybind11;
+
+//����
+#define ONFRONTCONNECTED 0
+#define ONFRONTDISCONNECTED 1
+#define ONHEARTBEATWARNING 2
+#define ONRSPAUTHENTICATE 3
+#define ONRSPUSERLOGIN 4
+#define ONRSPUSERLOGOUT 5
+#define ONRSPORDERINSERT 6
+#define ONRSPORDERACTION 7
+#define ONRSPEXECORDERINSERT 8
+#define ONRSPEXECORDERACTION 9
+#define ONRSPFORQUOTEINSERT 10
+#define ONRSPQUOTEINSERT 11
+#define ONRSPQUOTEACTION 12
+#define ONRSPBATCHORDERACTION 13
+#define ONRSPOPTIONSELFCLOSEINSERT 14
+#define ONRSPOPTIONSELFCLOSEACTION 15
+#define ONRSPCOMBACTIONINSERT 16
+#define ONRSPQRYORDER 17
+#define ONRSPQRYTRADE 18
+#define ONRSPQRYINVESTORPOSITION 19
+#define ONRSPQRYTRADINGACCOUNT 20
+#define ONRSPQRYINVESTOR 21
+#define ONRSPQRYTRADINGCODE 22
+#define ONRSPQRYINSTRUMENTMARGINRATE 23
+#define ONRSPQRYINSTRUMENTCOMMISSIONRATE 24
+#define ONRSPQRYEXCHANGE 25
+#define ONRSPQRYPRODUCT 26
+#define ONRSPQRYINSTRUMENT 27
+#define ONRSPQRYCOMBINSTRUMENT 28
+#define ONRSPQRYCOMBACTION 29
+#define ONRSPQRYINVESTORPOSITIONFORCOMB 30
+#define ONRSPQRYDEPTHMARKETDATA 31
+#define ONRSPQRYINSTRUMENTSTATUS 32
+#define ONRSPQRYINVESTORPOSITIONDETAIL 33
+#define ONRSPQRYINVESTORPOSITIONCOMBINEDETAIL 34
+#define ONRSPQRYEXCHANGEMARGINRATE 35
+#define ONRSPQRYEXCHANGEMARGINRATEADJUST 36
+#define ONRSPQRYOPTIONINSTRTRADECOST 37
+#define ONRSPQRYOPTIONINSTRCOMMRATE 38
+#define ONRSPQRYEXECORDER 39
+#define ONRSPQRYFORQUOTE 40
+#define ONRSPQRYQUOTE 41
+#define ONRSPQRYOPTIONSELFCLOSE 42
+#define ONRSPERROR 43
+#define ONRTNORDER 44
+#define ONRTNTRADE 45
+#define ONERRRTNORDERINSERT 46
+#define ONERRRTNORDERACTION 47
+#define ONRTNINSTRUMENTSTATUS 48
+#define ONRTNEXECORDER 49
+#define ONERRRTNEXECORDERINSERT 50
+#define ONERRRTNEXECORDERACTION 51
+#define ONERRRTNFORQUOTEINSERT 52
+#define ONRTNQUOTE 53
+#define ONERRRTNQUOTEINSERT 54
+#define ONERRRTNQUOTEACTION 55
+#define ONRTNFORQUOTERSP 56
+#define ONERRRTNBATCHORDERACTION 57
+#define ONRTNOPTIONSELFCLOSE 58
+#define ONERRRTNOPTIONSELFCLOSEINSERT 59
+#define ONERRRTNOPTIONSELFCLOSEACTION 60
+#define ONRTNCOMBACTION 61
+#define ONRSPQRYINSTRUMENTORDERCOMMRATE 62
+
+
+///-------------------------------------------------------------------------------------
+///C++ SPI�Ļص���������ʵ��
+///-------------------------------------------------------------------------------------
+
+//API�ļ̳�ʵ��
+class TdApi : public CThostFtdcTraderSpi
+{
+private:
+    CThostFtdcTraderApi* api;            //API����
+    thread task_thread;                    //�����߳�ָ�루��python���������ݣ�
+    TaskQueue task_queue;                //�������
+    bool active = false;                //����״̬
+
+public:
+    TdApi()
+    {
+    };
+
+    ~TdApi()
+    {
+        if (this->active)
+        {
+            this->exit();
+        }
+    };
+
+    //-------------------------------------------------------------------------------------
+    //API�ص�����
+    //-------------------------------------------------------------------------------------
+    	///���ͻ����뽻�׺�̨������ͨ������ʱ����δ��¼ǰ�����÷��������á�
+	virtual void OnFrontConnected();
+
+	///���ͻ����뽻�׺�̨ͨ�����ӶϿ�ʱ���÷��������á���������������API���Զ��������ӣ��ͻ��˿ɲ���������
+	///@param nReason ����ԭ��
+	///        0x1001 �����ʧ��
+	///        0x1002 ����дʧ��
+	///        0x2001 ����������ʱ
+	///        0x2002 ��������ʧ��
+	///        0x2003 �յ�������
+	virtual void OnFrontDisconnected(int nReason);
+
+	///������ʱ���档����ʱ��δ�յ�����ʱ���÷��������á�
+	///@param nTimeLapse �����ϴν��ձ��ĵ�ʱ��
+	virtual void OnHeartBeatWarning(int nTimeLapse);
+
+	///�ͻ�����֤��Ӧ
+	virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+
+	///��¼������Ӧ
+	virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�dz�������Ӧ
+	virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///����¼��������Ӧ
+	virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///��������������Ӧ
+	virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///ִ������¼��������Ӧ
+	virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///ִ���������������Ӧ
+	virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///ѯ��¼��������Ӧ
+	virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///����¼��������Ӧ
+	virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///���۲���������Ӧ
+	virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///������������������Ӧ
+	virtual void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///��Ȩ�ԶԳ�¼��������Ӧ
+	virtual void OnRspOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///��Ȩ�ԶԳ����������Ӧ
+	virtual void OnRspOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�������¼��������Ӧ
+	virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ������Ӧ
+	virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ�ɽ���Ӧ
+	virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯͶ���ֲ߳���Ӧ
+	virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ�ʽ��˻���Ӧ
+	virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯͶ������Ӧ
+	virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ���ױ�����Ӧ
+	virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ��Լ��֤������Ӧ
+	virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ��Լ����������Ӧ
+	virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ��������Ӧ
+	virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ��Ʒ��Ӧ
+	virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ��Լ��Ӧ
+	virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ������Ϻ�Լ��Ӧ
+	virtual void OnRspQryCombInstrument(CThostFtdcCombInstrumentField *pCombInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ���������Ӧ
+	virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ��ϵ��Ȼ��ܱ���Ӧ
+	virtual void OnRspQryInvestorPositionForComb(CThostFtdcInvestorPositionForCombField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ������Ӧ
+	virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ��Լ״̬��Ӧ
+	virtual void OnRspQryInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯͶ���ֲ߳���ϸ��Ӧ
+	virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯͶ���ֲ߳���ϸ��Ӧ
+	virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ��������֤������Ӧ
+	virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ������������֤������Ӧ
+	virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ��Ȩ���׳ɱ���Ӧ
+	virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ��Ȩ��Լ��������Ӧ
+	virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯִ��������Ӧ
+	virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯѯ����Ӧ
+	virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ������Ӧ
+	virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///�����ѯ��Ȩ�ԶԳ���Ӧ
+	virtual void OnRspQryOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///����Ӧ��
+	virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+	///����֪ͨ
+	virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) ;
+
+	///�ɽ�֪ͨ
+	virtual void OnRtnTrade(CThostFtdcTradeField *pTrade) ;
+
+	///����¼�����ر�
+	virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) ;
+
+	///������������ر�
+	virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) ;
+
+	///��Լ����״̬֪ͨ
+	virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) ;
+
+	///ִ������֪ͨ
+	virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) ;
+
+	///ִ������¼�����ر�
+	virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo) ;
+
+	///ִ�������������ر�
+	virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo) ;
+
+	///ѯ��¼�����ر�
+	virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo) ;
+
+	///����֪ͨ
+	virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote) ;
+
+	///����¼�����ر�
+	virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) ;
+
+	///���۲�������ر�
+	virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) ;
+
+	///ѯ��֪ͨ
+	virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) ;
+
+	///����������������ر�
+	virtual void OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo);
+
+	///��Ȩ�ԶԳ�֪ͨ
+	virtual void OnRtnOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose) ;
+
+	///��Ȩ�ԶԳ�¼�����ر�
+	virtual void OnErrRtnOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo) ;
+
+	///��Ȩ�ԶԳ��������ر�
+	virtual void OnErrRtnOptionSelfCloseAction(CThostFtdcOptionSelfCloseActionField *pOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo) ;
+
+	///�������֪ͨ
+	virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction) ;
+
+	///�����ѯ�걨����Ӧ
+	virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;
+
+
+    //-------------------------------------------------------------------------------------
+    //task������
+    //-------------------------------------------------------------------------------------
+    void processTask();
+
+    void processFrontConnected(Task *task);
+
+    void processFrontDisconnected(Task *task);
+
+    void processHeartBeatWarning(Task *task);
+
+    void processRspAuthenticate(Task *task);
+
+    void processRspUserLogin(Task *task);
+
+    void processRspUserLogout(Task *task);
+
+    void processRspOrderInsert(Task *task);
+
+    void processRspOrderAction(Task *task);
+
+    void processRspExecOrderInsert(Task *task);
+
+    void processRspExecOrderAction(Task *task);
+
+    void processRspForQuoteInsert(Task *task);
+
+    void processRspQuoteInsert(Task *task);
+
+    void processRspQuoteAction(Task *task);
+
+    void processRspBatchOrderAction(Task *task);
+
+    void processRspOptionSelfCloseInsert(Task *task);
+
+    void processRspOptionSelfCloseAction(Task *task);
+
+    void processRspCombActionInsert(Task *task);
+
+    void processRspQryOrder(Task *task);
+
+    void processRspQryTrade(Task *task);
+
+    void processRspQryInvestorPosition(Task *task);
+
+    void processRspQryTradingAccount(Task *task);
+
+    void processRspQryInvestor(Task *task);
+
+    void processRspQryTradingCode(Task *task);
+
+    void processRspQryInstrumentMarginRate(Task *task);
+
+    void processRspQryInstrumentCommissionRate(Task *task);
+
+    void processRspQryExchange(Task *task);
+
+    void processRspQryProduct(Task *task);
+
+    void processRspQryInstrument(Task *task);
+
+    void processRspQryCombInstrument(Task *task);
+
+    void processRspQryCombAction(Task *task);
+
+    void processRspQryInvestorPositionForComb(Task *task);
+
+    void processRspQryDepthMarketData(Task *task);
+
+    void processRspQryInstrumentStatus(Task *task);
+
+    void processRspQryInvestorPositionDetail(Task *task);
+
+    void processRspQryInvestorPositionCombineDetail(Task *task);
+
+    void processRspQryExchangeMarginRate(Task *task);
+
+    void processRspQryExchangeMarginRateAdjust(Task *task);
+
+    void processRspQryOptionInstrTradeCost(Task *task);
+
+    void processRspQryOptionInstrCommRate(Task *task);
+
+    void processRspQryExecOrder(Task *task);
+
+    void processRspQryForQuote(Task *task);
+
+    void processRspQryQuote(Task *task);
+
+    void processRspQryOptionSelfClose(Task *task);
+
+    void processRspError(Task *task);
+
+    void processRtnOrder(Task *task);
+
+    void processRtnTrade(Task *task);
+
+    void processErrRtnOrderInsert(Task *task);
+
+    void processErrRtnOrderAction(Task *task);
+
+    void processRtnInstrumentStatus(Task *task);
+
+    void processRtnExecOrder(Task *task);
+
+    void processErrRtnExecOrderInsert(Task *task);
+
+    void processErrRtnExecOrderAction(Task *task);
+
+    void processErrRtnForQuoteInsert(Task *task);
+
+    void processRtnQuote(Task *task);
+
+    void processErrRtnQuoteInsert(Task *task);
+
+    void processErrRtnQuoteAction(Task *task);
+
+    void processRtnForQuoteRsp(Task *task);
+
+    void processErrRtnBatchOrderAction(Task *task);
+
+    void processRtnOptionSelfClose(Task *task);
+
+    void processErrRtnOptionSelfCloseInsert(Task *task);
+
+    void processErrRtnOptionSelfCloseAction(Task *task);
+
+    void processRtnCombAction(Task *task);
+
+    void processRspQryInstrumentOrderCommRate(Task *task);
+
+
+    //-------------------------------------------------------------------------------------
+    //data���ص������������ֵ�
+    //error���ص������Ĵ����ֵ�
+    //id������id
+    //last���Ƿ�Ϊ��󷵻�
+    //i������
+    //-------------------------------------------------------------------------------------
+
+    virtual void onFrontConnected() {};
+
+    virtual void onFrontDisconnected(int reqid) {};
+
+    virtual void onHeartBeatWarning(int reqid) {};
+
+    virtual void onRspAuthenticate(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspUserLogin(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspUserLogout(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspOrderInsert(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspOrderAction(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspExecOrderInsert(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspExecOrderAction(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspForQuoteInsert(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQuoteInsert(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQuoteAction(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspBatchOrderAction(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspOptionSelfCloseInsert(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspOptionSelfCloseAction(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspCombActionInsert(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryOrder(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryTrade(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryInvestorPosition(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryTradingAccount(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryInvestor(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryTradingCode(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryInstrumentMarginRate(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryInstrumentCommissionRate(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryExchange(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryProduct(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryInstrument(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryCombInstrument(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryCombAction(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryInvestorPositionForComb(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryDepthMarketData(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryInstrumentStatus(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryInvestorPositionDetail(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryInvestorPositionCombineDetail(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryExchangeMarginRate(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryExchangeMarginRateAdjust(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryOptionInstrTradeCost(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryOptionInstrCommRate(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryExecOrder(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryForQuote(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryQuote(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspQryOptionSelfClose(const dict &data, const dict &error, int reqid, bool last) {};
+
+    virtual void onRspError(const dict &error, int reqid, bool last) {};
+
+    virtual void onRtnOrder(const dict &data) {};
+
+    virtual void onRtnTrade(const dict &data) {};
+
+    virtual void onErrRtnOrderInsert(const dict &data, const dict &error) {};
+
+    virtual void onErrRtnOrderAction(const dict &data, const dict &error) {};
+
+    virtual void onRtnInstrumentStatus(const dict &data) {};
+
+    virtual void onRtnExecOrder(const dict &data) {};
+
+    virtual void onErrRtnExecOrderInsert(const dict &data, const dict &error) {};
+
+    virtual void onErrRtnExecOrderAction(const dict &data, const dict &error) {};
+
+    virtual void onErrRtnForQuoteInsert(const dict &data, const dict &error) {};
+
+    virtual void onRtnQuote(const dict &data) {};
+
+    virtual void onErrRtnQuoteInsert(const dict &data, const dict &error) {};
+
+    virtual void onErrRtnQuoteAction(const dict &data, const dict &error) {};
+
+    virtual void onRtnForQuoteRsp(const dict &data) {};
+
+    virtual void onErrRtnBatchOrderAction(const dict &data, const dict &error) {};
+
+    virtual void onRtnOptionSelfClose(const dict &data) {};
+
+    virtual void onErrRtnOptionSelfCloseInsert(const dict &data, const dict &error) {};
+
+    virtual void onErrRtnOptionSelfCloseAction(const dict &data, const dict &error) {};
+
+    virtual void onRtnCombAction(const dict &data) {};
+
+    virtual void onRspQryInstrumentOrderCommRate(const dict &data, const dict &error, int reqid, bool last) {};
+
+
+
+
+    //-------------------------------------------------------------------------------------
+    //req:���������������ֵ�
+    //-------------------------------------------------------------------------------------
+
+    void createFtdcTraderApi(string pszFlowPath = "");
+
+    void release();
+
+    void init();
+
+    int join();
+
+    int exit();
+
+    string getTradingDay();
+
+    void registerFront(string pszFrontAddress);
+
+    void subscribePrivateTopic(int nType);
+
+    void subscribePublicTopic(int nType);
+
+	int reqAuthenticate(const dict &req, int reqid);
+
+    int reqUserLogin(const dict &req, int reqid);
+
+    int reqUserLoginEncrypt(const dict &req, int reqid);
+
+    int reqUserLogout(const dict &req, int reqid);
+
+    int reqOrderInsert(const dict &req, int reqid);
+
+    int reqOrderAction(const dict &req, int reqid);
+
+    int reqExecOrderInsert(const dict &req, int reqid);
+
+    int reqExecOrderAction(const dict &req, int reqid);
+
+    int reqForQuoteInsert(const dict &req, int reqid);
+
+    int reqQuoteInsert(const dict &req, int reqid);
+
+    int reqQuoteAction(const dict &req, int reqid);
+
+    int reqBatchOrderAction(const dict &req, int reqid);
+
+    int reqOptionSelfCloseInsert(const dict &req, int reqid);
+
+    int reqOptionSelfCloseAction(const dict &req, int reqid);
+
+    int reqCombActionInsert(const dict &req, int reqid);
+
+    int reqQryOrder(const dict &req, int reqid);
+
+    int reqQryTrade(const dict &req, int reqid);
+
+    int reqQryInvestorPosition(const dict &req, int reqid);
+
+    int reqQryTradingAccount(const dict &req, int reqid);
+
+    int reqQryInvestor(const dict &req, int reqid);
+
+    int reqQryTradingCode(const dict &req, int reqid);
+
+    int reqQryInstrumentMarginRate(const dict &req, int reqid);
+
+    int reqQryInstrumentCommissionRate(const dict &req, int reqid);
+
+    int reqQryExchange(const dict &req, int reqid);
+
+    int reqQryProduct(const dict &req, int reqid);
+
+    int reqQryInstrument(const dict &req, int reqid);
+
+    int reqQryCombInstrument(const dict &req, int reqid);
+
+    int reqQryInvestorPositionForComb(const dict &req, int reqid);
+
+    int reqQryCombAction(const dict &req, int reqid);
+
+    int reqQryDepthMarketData(const dict &req, int reqid);
+
+    int reqQryOptionSelfClose(const dict &req, int reqid);
+
+    int reqQryInstrumentStatus(const dict &req, int reqid);
+
+    int reqQryInvestorPositionDetail(const dict &req, int reqid);
+
+    int reqQryInvestorPositionCombineDetail(const dict &req, int reqid);
+
+    int reqQryExchangeMarginRate(const dict &req, int reqid);
+
+    int reqQryExchangeMarginRateAdjust(const dict &req, int reqid);
+
+    int reqQryOptionInstrTradeCost(const dict &req, int reqid);
+
+    int reqQryOptionInstrCommRate(const dict &req, int reqid);
+
+    int reqQryExecOrder(const dict &req, int reqid);
+
+    int reqQryForQuote(const dict &req, int reqid);
+
+    int reqQryQuote(const dict &req, int reqid);
+
+    int reqQryInstrumentOrderCommRate(const dict &req, int reqid);
+};