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SecurityFtdcTraderApi.h
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335 lines (241 loc) · 14.4 KB
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/////////////////////////////////////////////////////////////////////////
///@company shanghai liber information Technology Co.,Ltd
///@file SecurityFtdcTraderApi.h
///@brief 定义客户端接口
/////////////////////////////////////////////////////////////////////////
#if !defined(SECURITY_FTDCTRADERAPI_H)
#define SECURITY_FTDCTRADERAPI_H
#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000
#include "SecurityFtdcUserApiStruct.h"
#if defined(ISLIB) && defined(WIN32)
#ifdef LIB_TRADER_API_EXPORT
#define TRADER_API_EXPORT __declspec(dllexport)
#else
#define TRADER_API_EXPORT __declspec(dllimport)
#endif
#else
#define TRADER_API_EXPORT
#endif
class CSecurityFtdcTraderSpi
{
public:
///当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
virtual void OnFrontConnected(){};
///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
///@param nReason 错误原因
/// 0x1001 网络读失败
/// 0x1002 网络写失败
/// 0x2001 接收心跳超时
/// 0x2002 发送心跳失败
/// 0x2003 收到错误报文
virtual void OnFrontDisconnected(int nReason){};
///心跳超时警告。当长时间未收到报文时，该方法被调用。
///@param nTimeLapse 距离上次接收报文的时间
virtual void OnHeartBeatWarning(int nTimeLapse){};
///错误应答
virtual void OnRspError(CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///登录请求响应
virtual void OnRspUserLogin(CSecurityFtdcRspUserLoginField *pRspUserLogin, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///登出请求响应
virtual void OnRspUserLogout(CSecurityFtdcUserLogoutField *pUserLogout, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报单录入请求响应
virtual void OnRspOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报单操作请求响应
virtual void OnRspOrderAction(CSecurityFtdcInputOrderActionField *pInputOrderAction, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///用户口令更新请求响应
virtual void OnRspUserPasswordUpdate(CSecurityFtdcUserPasswordUpdateField *pUserPasswordUpdate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///资金账户口令更新请求响应
virtual void OnRspTradingAccountPasswordUpdate(CSecurityFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易所响应
virtual void OnRspQryExchange(CSecurityFtdcExchangeField *pExchange, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询合约响应
virtual void OnRspQryInstrument(CSecurityFtdcInstrumentField *pInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者响应
virtual void OnRspQryInvestor(CSecurityFtdcInvestorField *pInvestor, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易编码响应
virtual void OnRspQryTradingCode(CSecurityFtdcTradingCodeField *pTradingCode, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询资金账户响应
virtual void OnRspQryTradingAccount(CSecurityFtdcTradingAccountField *pTradingAccount, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询行情响应
virtual void OnRspQryDepthMarketData(CSecurityFtdcDepthMarketDataField *pDepthMarketData, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询债券利息响应
virtual void OnRspQryBondInterest(CSecurityFtdcBondInterestField *pBondInterest, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询市值配售信息响应
virtual void OnRspQryMarketRationInfo(CSecurityFtdcMarketRationInfoField *pMarketRationInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询合约手续费率响应
virtual void OnRspQryInstrumentCommissionRate(CSecurityFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询ETF合约响应
virtual void OnRspQryETFInstrument(CSecurityFtdcETFInstrumentField *pETFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询ETF股票篮响应
virtual void OnRspQryETFBasket(CSecurityFtdcETFBasketField *pETFBasket, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询OF合约响应
virtual void OnRspQryOFInstrument(CSecurityFtdcOFInstrumentField *pOFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询SF合约响应
virtual void OnRspQrySFInstrument(CSecurityFtdcSFInstrumentField *pSFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询合约单手保证金响应
virtual void OnRspQryInstrumentUnitMargin(CSecurityFtdcInstrumentUnitMarginField *pInstrumentUnitMargin, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询预交割信息响应
virtual void OnRspQryPreDelivInfo(CSecurityFtdcPreDelivInfoField *pPreDelivInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询可融券分配信息响应
virtual void OnRspQryCreditStockAssignInfo(CSecurityFtdcCreditStockAssignInfoField *pCreditStockAssignInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询可融资分配信息响应
virtual void OnRspQryCreditCashAssignInfo(CSecurityFtdcCreditCashAssignInfoField *pCreditCashAssignInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询证券折算率响应
virtual void OnRspQryConversionRate(CSecurityFtdcConversionRateField *pConversionRate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询历史信用负债信息响应
virtual void OnRspQryHisCreditDebtInfo(CSecurityFtdcHisCreditDebtInfoField *pHisCreditDebtInfo, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询报单响应
virtual void OnRspQryOrder(CSecurityFtdcOrderField *pOrder, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询成交响应
virtual void OnRspQryTrade(CSecurityFtdcTradeField *pTrade, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者持仓响应
virtual void OnRspQryInvestorPosition(CSecurityFtdcInvestorPositionField *pInvestorPosition, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报单通知
virtual void OnRtnOrder(CSecurityFtdcOrderField *pOrder) {};
///成交通知
virtual void OnRtnTrade(CSecurityFtdcTradeField *pTrade) {};
///报单录入错误回报
virtual void OnErrRtnOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurityFtdcRspInfoField *pRspInfo) {};
///报单操作错误回报
virtual void OnErrRtnOrderAction(CSecurityFtdcOrderActionField *pOrderAction, CSecurityFtdcRspInfoField *pRspInfo) {};
///Liber发起出金应答
virtual void OnRspFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///Liber发起出金通知
virtual void OnRtnFundOutByLiber(CSecurityFtdcFundTransferField *pFundTransfer) {};
///Liber发起出金错误回报
virtual void OnErrRtnFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundTransfer, CSecurityFtdcRspInfoField *pRspInfo) {};
///银行发起入金通知
virtual void OnRtnFundInByBank(CSecurityFtdcFundTransferField *pFundTransfer) {};
///资金转账查询应答
virtual void OnRspQryFundTransferSerial(CSecurityFtdcFundTransferField *pFundTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///资金内转应答
virtual void OnRspFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///资金内转流水查询应答
virtual void OnRspQryFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialField *pFundInterTransferSerial, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///资金内转流水通知
virtual void OnRtnFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialField *pFundInterTransferSerial) {};
///资金内转错误回报
virtual void OnErrRtnFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, CSecurityFtdcRspInfoField *pRspInfo) {};
};
#ifndef WINDOWS
#if __GNUC__ >= 4
#pragma GCC visibility push(default)
#endif
#endif
class TRADER_API_EXPORT CSecurityFtdcTraderApi
{
public:
///创建TraderApi
///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
///@return 创建出的UserApi
static CSecurityFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "");
///删除接口对象本身
///@remark 不再使用本接口对象时,调用该函数删除接口对象
virtual void Release() = 0;
///初始化
///@remark 初始化运行环境,只有调用后,接口才开始工作
virtual void Init() = 0;
///等待接口线程结束运行
///@return 线程退出代码
virtual int Join() = 0;
///获取当前交易日
///@retrun 获取到的交易日
///@remark 只有登录成功后,才能得到正确的交易日
virtual const char *GetTradingDay() = 0;
///注册前置机网络地址
///@param pszFrontAddress：前置机网络地址。
///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
virtual void RegisterFront(char *pszFrontAddress) = 0;
///注册回调接口
///@param pSpi 派生自回调接口类的实例
virtual void RegisterSpi(CSecurityFtdcTraderSpi *pSpi) = 0;
///订阅私有流。
///@param nResumeType 私有流重传方式
/// SECURITY_TERT_RESTART:从本交易日开始重传
/// SECURITY_TERT_RESUME:从上次收到的续传
/// SECURITY_TERT_QUICK:只传送登录后私有流的内容
///@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。
virtual void SubscribePrivateTopic(SECURITY_TE_RESUME_TYPE nResumeType) = 0;
///订阅公共流。
///@param nResumeType 公共流重传方式
/// SECURITY_TERT_RESTART:从本交易日开始重传
/// SECURITY_TERT_RESUME:从上次收到的续传
/// SECURITY_TERT_QUICK:只传送登录后公共流的内容
///@remark 该方法要在Init方法前调用。若不调用则不会收到公共流的数据。
virtual void SubscribePublicTopic(SECURITY_TE_RESUME_TYPE nResumeType) = 0;
///用户登录请求
virtual int ReqUserLogin(CSecurityFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
///登出请求
virtual int ReqUserLogout(CSecurityFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
///报单录入请求
virtual int ReqOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
///报单操作请求
virtual int ReqOrderAction(CSecurityFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
///用户口令更新请求
virtual int ReqUserPasswordUpdate(CSecurityFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
///资金账户口令更新请求
virtual int ReqTradingAccountPasswordUpdate(CSecurityFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) = 0;
///请求查询交易所
virtual int ReqQryExchange(CSecurityFtdcQryExchangeField *pQryExchange, int nRequestID) = 0;
///请求查询合约
virtual int ReqQryInstrument(CSecurityFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
///请求查询投资者
virtual int ReqQryInvestor(CSecurityFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0;
///请求查询交易编码
virtual int ReqQryTradingCode(CSecurityFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) = 0;
///请求查询资金账户
virtual int ReqQryTradingAccount(CSecurityFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
///请求查询行情
virtual int ReqQryDepthMarketData(CSecurityFtdcQryDepthMarketDataField *pQryDepthMarketData, int nRequestID) = 0;
///请求查询债券利息
virtual int ReqQryBondInterest(CSecurityFtdcQryBondInterestField *pQryBondInterest, int nRequestID) = 0;
///请求查询市值配售信息
virtual int ReqQryMarketRationInfo(CSecurityFtdcQryMarketRationInfoField *pQryMarketRationInfo, int nRequestID) = 0;
///请求查询合约手续费率
virtual int ReqQryInstrumentCommissionRate(CSecurityFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) = 0;
///请求查询ETF合约
virtual int ReqQryETFInstrument(CSecurityFtdcQryETFInstrumentField *pQryETFInstrument, int nRequestID) = 0;
///请求查询ETF股票篮
virtual int ReqQryETFBasket(CSecurityFtdcQryETFBasketField *pQryETFBasket, int nRequestID) = 0;
///请求查询OF合约
virtual int ReqQryOFInstrument(CSecurityFtdcQryOFInstrumentField *pQryOFInstrument, int nRequestID) = 0;
///请求查询SF合约
virtual int ReqQrySFInstrument(CSecurityFtdcQrySFInstrumentField *pQrySFInstrument, int nRequestID) = 0;
///请求查询合约单手保证金
virtual int ReqQryInstrumentUnitMargin(CSecurityFtdcQryInstrumentUnitMarginField *pQryInstrumentUnitMargin, int nRequestID) = 0;
///请求查询预交割信息
virtual int ReqQryPreDelivInfo(CSecurityFtdcQryPreDelivInfoField *pQryPreDelivInfo, int nRequestID) = 0;
///请求查询可融券分配信息
virtual int ReqQryCreditStockAssignInfo(CSecurityFtdcQryCreditStockAssignInfoField *pQryCreditStockAssignInfo, int nRequestID) = 0;
///请求查询可融资分配信息
virtual int ReqQryCreditCashAssignInfo(CSecurityFtdcQryCreditCashAssignInfoField *pQryCreditCashAssignInfo, int nRequestID) = 0;
///请求查询证券折算率
virtual int ReqQryConversionRate(CSecurityFtdcQryConversionRateField *pQryConversionRate, int nRequestID) = 0;
///请求查询历史信用负债信息
virtual int ReqQryHisCreditDebtInfo(CSecurityFtdcQryHisCreditDebtInfoField *pQryHisCreditDebtInfo, int nRequestID) = 0;
///请求查询报单
virtual int ReqQryOrder(CSecurityFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
///请求查询成交
virtual int ReqQryTrade(CSecurityFtdcQryTradeField *pQryTrade, int nRequestID) = 0;
///请求查询投资者持仓
virtual int ReqQryInvestorPosition(CSecurityFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
///Liber发起出金请求
virtual int ReqFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundTransfer, int nRequestID) = 0;
///资金转账查询请求
virtual int ReqQryFundTransferSerial(CSecurityFtdcQryFundTransferSerialField *pQryFundTransferSerial, int nRequestID) = 0;
///资金内转请求
virtual int ReqFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, int nRequestID) = 0;
///资金内转流水查询请求
virtual int ReqQryFundInterTransferSerial(CSecurityFtdcQryFundInterTransferSerialField *pQryFundInterTransferSerial, int nRequestID) = 0;
protected:
~CSecurityFtdcTraderApi(){};
};
#ifndef WINDOWS
#if __GNUC__ >= 4
#pragma GCC visibility pop
#endif
#endif
#endif