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

ctpbee_api/ctp_mini/generator/mini_td_header_define.h

@@ -0,0 +1,63 @@
+#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

ctpbee_api/ctp_mini/generator/mini_td_header_function.h

@@ -0,0 +1,84 @@
+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);
+

ctpbee_api/ctp_mini/generator/mini_td_header_on.h

@@ -0,0 +1,126 @@
+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) {};
+

ctpbee_api/ctp_mini/generator/mini_td_header_process.h

@@ -0,0 +1,126 @@
+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);
+