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/////////////////////////////////////////////////////////////////////////
///@system 新一代交易所系统
///@company 上海期货信息技术有限公司
///@file ThostFtdcTraderApi.h
///@brief 定义了客户端接口
///@history
///20060106 赵鸿昊 创建该文件
/////////////////////////////////////////////////////////////////////////
#if !defined(THOST_FTDCTRADERAPI_H)
#define THOST_FTDCTRADERAPI_H
#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000
#include "ThostFtdcUserApiStruct.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 CThostFtdcTraderSpi
{
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){};
///客户端认证响应
virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///登录请求响应
virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///登出请求响应
virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///用户口令更新请求响应
virtual void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///资金账户口令更新请求响应
virtual void OnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///查询用户当前支持的认证模式的回复
virtual void OnRspUserAuthMethod(CThostFtdcRspUserAuthMethodField *pRspUserAuthMethod, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///获取图形验证码请求的回复
virtual void OnRspGenUserCaptcha(CThostFtdcRspGenUserCaptchaField *pRspGenUserCaptcha, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///获取短信验证码请求的回复
virtual void OnRspGenUserText(CThostFtdcRspGenUserTextField *pRspGenUserText, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报单录入请求响应
virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///预埋单录入请求响应
virtual void OnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///预埋撤单录入请求响应
virtual void OnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报单操作请求响应
virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///查询最大报单数量响应
virtual void OnRspQryMaxOrderVolume(CThostFtdcQryMaxOrderVolumeField *pQryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者结算结果确认响应
virtual void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///删除预埋单响应
virtual void OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///删除预埋撤单响应
virtual void OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///执行宣告录入请求响应
virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///执行宣告操作请求响应
virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///询价录入请求响应
virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报价录入请求响应
virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报价操作请求响应
virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///批量报单操作请求响应
virtual void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///期权自对冲录入请求响应
virtual void OnRspOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///期权自对冲操作请求响应
virtual void OnRspOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///申请组合录入请求响应
virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询报单响应
virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询成交响应
virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者持仓响应
virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询资金账户响应
virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者响应
virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易编码响应
virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询合约保证金率响应
virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询合约手续费率响应
virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易所响应
virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询产品响应
virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询合约响应
virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询行情响应
virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者结算结果响应
virtual void OnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询转帐银行响应
virtual void OnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者持仓明细响应
virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询客户通知响应
virtual void OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询结算信息确认响应
virtual void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者持仓明细响应
virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///查询保证金监管系统经纪公司资金账户密钥响应
virtual void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询仓单折抵信息响应
virtual void OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者品种/跨品种保证金响应
virtual void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易所保证金率响应
virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易所调整保证金率响应
virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询汇率响应
virtual void OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询二级代理操作员银期权限响应
virtual void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询产品报价汇率
virtual void OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询产品组
virtual void OnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询做市商合约手续费率响应
virtual void OnRspQryMMInstrumentCommissionRate(CThostFtdcMMInstrumentCommissionRateField *pMMInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询做市商期权合约手续费响应
virtual void OnRspQryMMOptionInstrCommRate(CThostFtdcMMOptionInstrCommRateField *pMMOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询报单手续费响应
virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询资金账户响应
virtual void OnRspQrySecAgentTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询二级代理商资金校验模式响应
virtual void OnRspQrySecAgentCheckMode(CThostFtdcSecAgentCheckModeField *pSecAgentCheckMode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询二级代理商信息响应
virtual void OnRspQrySecAgentTradeInfo(CThostFtdcSecAgentTradeInfoField *pSecAgentTradeInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询期权交易成本响应
virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询期权合约手续费响应
virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询执行宣告响应
virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询询价响应
virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询报价响应
virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询期权自对冲响应
virtual void OnRspQryOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资单元响应
virtual void OnRspQryInvestUnit(CThostFtdcInvestUnitField *pInvestUnit, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询组合合约安全系数响应
virtual void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询申请组合响应
virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询转帐流水响应
virtual void OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询银期签约关系响应
virtual void OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///错误应答
virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报单通知
virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) {};
///成交通知
virtual void OnRtnTrade(CThostFtdcTradeField *pTrade) {};
///报单录入错误回报
virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) {};
///报单操作错误回报
virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
///合约交易状态通知
virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) {};
///交易所公告通知
virtual void OnRtnBulletin(CThostFtdcBulletinField *pBulletin) {};
///交易通知
virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo) {};
///提示条件单校验错误
virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder) {};
///执行宣告通知
virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) {};
///执行宣告录入错误回报
virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo) {};
///执行宣告操作错误回报
virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
///询价录入错误回报
virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo) {};
///报价通知
virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote) {};
///报价录入错误回报
virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) {};
///报价操作错误回报
virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) {};
///询价通知
virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {};
///保证金监控中心用户令牌
virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) {};
///批量报单操作错误回报
virtual void OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
///期权自对冲通知
virtual void OnRtnOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose) {};
///期权自对冲录入错误回报
virtual void OnErrRtnOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo) {};
///期权自对冲操作错误回报
virtual void OnErrRtnOptionSelfCloseAction(CThostFtdcOptionSelfCloseActionField *pOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo) {};
///申请组合通知
virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction) {};
///申请组合录入错误回报
virtual void OnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo) {};
///请求查询签约银行响应
virtual void OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询预埋单响应
virtual void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询预埋撤单响应
virtual void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易通知响应
virtual void OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询经纪公司交易参数响应
virtual void OnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField *pBrokerTradingParams, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询经纪公司交易算法响应
virtual void OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询监控中心用户令牌
virtual void OnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///银行发起银行资金转期货通知
virtual void OnRtnFromBankToFutureByBank(CThostFtdcRspTransferField *pRspTransfer) {};
///银行发起期货资金转银行通知
virtual void OnRtnFromFutureToBankByBank(CThostFtdcRspTransferField *pRspTransfer) {};
///银行发起冲正银行转期货通知
virtual void OnRtnRepealFromBankToFutureByBank(CThostFtdcRspRepealField *pRspRepeal) {};
///银行发起冲正期货转银行通知
virtual void OnRtnRepealFromFutureToBankByBank(CThostFtdcRspRepealField *pRspRepeal) {};
///期货发起银行资金转期货通知
virtual void OnRtnFromBankToFutureByFuture(CThostFtdcRspTransferField *pRspTransfer) {};
///期货发起期货资金转银行通知
virtual void OnRtnFromFutureToBankByFuture(CThostFtdcRspTransferField *pRspTransfer) {};
///系统运行时期货端手工发起冲正银行转期货请求,银行处理完毕后报盘发回的通知
virtual void OnRtnRepealFromBankToFutureByFutureManual(CThostFtdcRspRepealField *pRspRepeal) {};
///系统运行时期货端手工发起冲正期货转银行请求,银行处理完毕后报盘发回的通知
virtual void OnRtnRepealFromFutureToBankByFutureManual(CThostFtdcRspRepealField *pRspRepeal) {};
///期货发起查询银行余额通知
virtual void OnRtnQueryBankBalanceByFuture(CThostFtdcNotifyQueryAccountField *pNotifyQueryAccount) {};
///期货发起银行资金转期货错误回报
virtual void OnErrRtnBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) {};
///期货发起期货资金转银行错误回报
virtual void OnErrRtnFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) {};
///系统运行时期货端手工发起冲正银行转期货错误回报
virtual void OnErrRtnRepealBankToFutureByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) {};
///系统运行时期货端手工发起冲正期货转银行错误回报
virtual void OnErrRtnRepealFutureToBankByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) {};
///期货发起查询银行余额错误回报
virtual void OnErrRtnQueryBankBalanceByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo) {};
///期货发起冲正银行转期货请求,银行处理完毕后报盘发回的通知
virtual void OnRtnRepealFromBankToFutureByFuture(CThostFtdcRspRepealField *pRspRepeal) {};
///期货发起冲正期货转银行请求,银行处理完毕后报盘发回的通知
virtual void OnRtnRepealFromFutureToBankByFuture(CThostFtdcRspRepealField *pRspRepeal) {};
///期货发起银行资金转期货应答
virtual void OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///期货发起期货资金转银行应答
virtual void OnRspFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///期货发起查询银行余额应答
virtual void OnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///银行发起银期开户通知
virtual void OnRtnOpenAccountByBank(CThostFtdcOpenAccountField *pOpenAccount) {};
///银行发起银期销户通知
virtual void OnRtnCancelAccountByBank(CThostFtdcCancelAccountField *pCancelAccount) {};
///银行发起变更银行账号通知
virtual void OnRtnChangeAccountByBank(CThostFtdcChangeAccountField *pChangeAccount) {};
///请求查询分类合约响应
virtual void OnRspQryClassifiedInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求组合优惠比例响应
virtual void OnRspQryCombPromotionParam(CThostFtdcCombPromotionParamField *pCombPromotionParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者风险结算持仓查询响应
virtual void OnRspQryRiskSettleInvstPosition(CThostFtdcRiskSettleInvstPositionField *pRiskSettleInvstPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///风险结算产品查询响应
virtual void OnRspQryRiskSettleProductStatus(CThostFtdcRiskSettleProductStatusField *pRiskSettleProductStatus, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
};
class TRADER_API_EXPORT CThostFtdcTraderApi
{
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 CThostFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "");
///获取API的版本信息
///@retrun 获取到的版本号
static const char *GetApiVersion();
///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;
///注册名字服务器网络地址
///@param pszNsAddress:名字服务器网络地址。
///@remark 网络地址的格式为:“protocol://ipaddress:port”,如:”tcp://127.0.0.1:12001”。
///@remark “tcp”代表传输协议,“127.0.0.1”代表服务器地址。”12001”代表服务器端口号。
///@remark RegisterNameServer优先于RegisterFront
virtual void RegisterNameServer(char *pszNsAddress) = 0;
///注册名字服务器用户信息
///@param pFensUserInfo:用户信息。
virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField * pFensUserInfo) = 0;
///注册回调接口
///@param pSpi 派生自回调接口类的实例
virtual void RegisterSpi(CThostFtdcTraderSpi *pSpi) = 0;
///订阅私有流。
///@param nResumeType 私有流重传方式
/// THOST_TERT_RESTART:从本交易日开始重传
/// THOST_TERT_RESUME:从上次收到的续传
/// THOST_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(THOST_TE_RESUME_TYPE nResumeType) = 0;
///订阅公共流。
///@param nResumeType 公共流重传方式
/// THOST_TERT_RESTART:从本交易日开始重传
/// THOST_TERT_RESUME:从上次收到的续传
/// THOST_TERT_QUICK:只传送登录后公共流的内容
/// THOST_TERT_NONE:取消订阅公共流
///@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(THOST_TE_RESUME_TYPE nResumeType) = 0;
///客户端认证请求
virtual int ReqAuthenticate(CThostFtdcReqAuthenticateField *pReqAuthenticateField, int nRequestID) = 0;
///注册用户终端信息,用于中继服务器多连接模式
///需要在终端认证成功后,用户登录前调用该接口
virtual int RegisterUserSystemInfo(CThostFtdcUserSystemInfoField *pUserSystemInfo) = 0;
///上报用户终端信息,用于中继服务器操作员登录模式
///操作员登录后,可以多次调用该接口上报客户信息
virtual int SubmitUserSystemInfo(CThostFtdcUserSystemInfoField *pUserSystemInfo) = 0;
///用户登录请求
virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
///登出请求
virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
///用户口令更新请求
virtual int ReqUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
///资金账户口令更新请求
virtual int ReqTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) = 0;
///查询用户当前支持的认证模式
virtual int ReqUserAuthMethod(CThostFtdcReqUserAuthMethodField *pReqUserAuthMethod, int nRequestID) = 0;
///用户发出获取图形验证码请求
virtual int ReqGenUserCaptcha(CThostFtdcReqGenUserCaptchaField *pReqGenUserCaptcha, int nRequestID) = 0;
///用户发出获取短信验证码请求
virtual int ReqGenUserText(CThostFtdcReqGenUserTextField *pReqGenUserText, int nRequestID) = 0;
///用户发出带有图片验证码的登陆请求
virtual int ReqUserLoginWithCaptcha(CThostFtdcReqUserLoginWithCaptchaField *pReqUserLoginWithCaptcha, int nRequestID) = 0;
///用户发出带有短信验证码的登陆请求
virtual int ReqUserLoginWithText(CThostFtdcReqUserLoginWithTextField *pReqUserLoginWithText, int nRequestID) = 0;
///用户发出带有动态口令的登陆请求
virtual int ReqUserLoginWithOTP(CThostFtdcReqUserLoginWithOTPField *pReqUserLoginWithOTP, int nRequestID) = 0;
///报单录入请求
virtual int ReqOrderInsert(CThostFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
///预埋单录入请求
virtual int ReqParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, int nRequestID) = 0;
///预埋撤单录入请求
virtual int ReqParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, int nRequestID) = 0;
///报单操作请求
virtual int ReqOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
///查询最大报单数量请求
virtual int ReqQryMaxOrderVolume(CThostFtdcQryMaxOrderVolumeField *pQryMaxOrderVolume, int nRequestID) = 0;
///投资者结算结果确认
virtual int ReqSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, int nRequestID) = 0;
///请求删除预埋单
virtual int ReqRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, int nRequestID) = 0;
///请求删除预埋撤单
virtual int ReqRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, int nRequestID) = 0;
///执行宣告录入请求
virtual int ReqExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, int nRequestID) = 0;
///执行宣告操作请求
virtual int ReqExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, int nRequestID) = 0;
///询价录入请求
virtual int ReqForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, int nRequestID) = 0;
///报价录入请求
virtual int ReqQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, int nRequestID) = 0;
///报价操作请求
virtual int ReqQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, int nRequestID) = 0;
///批量报单操作请求
virtual int ReqBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, int nRequestID) = 0;
///期权自对冲录入请求
virtual int ReqOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, int nRequestID) = 0;
///期权自对冲操作请求
virtual int ReqOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, int nRequestID) = 0;
///申请组合录入请求
virtual int ReqCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, int nRequestID) = 0;
///请求查询报单
virtual int ReqQryOrder(CThostFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
///请求查询成交
virtual int ReqQryTrade(CThostFtdcQryTradeField *pQryTrade, int nRequestID) = 0;
///请求查询投资者持仓
virtual int ReqQryInvestorPosition(CThostFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
///请求查询资金账户
virtual int ReqQryTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
///请求查询投资者
virtual int ReqQryInvestor(CThostFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0;
///请求查询交易编码
virtual int ReqQryTradingCode(CThostFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) = 0;
///请求查询合约保证金率
virtual int ReqQryInstrumentMarginRate(CThostFtdcQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID) = 0;
///请求查询合约手续费率
virtual int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) = 0;
///请求查询交易所
virtual int ReqQryExchange(CThostFtdcQryExchangeField *pQryExchange, int nRequestID) = 0;
///请求查询产品
virtual int ReqQryProduct(CThostFtdcQryProductField *pQryProduct, int nRequestID) = 0;
///请求查询合约
virtual int ReqQryInstrument(CThostFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
///请求查询行情
virtual int ReqQryDepthMarketData(CThostFtdcQryDepthMarketDataField *pQryDepthMarketData, int nRequestID) = 0;
///请求查询投资者结算结果
virtual int ReqQrySettlementInfo(CThostFtdcQrySettlementInfoField *pQrySettlementInfo, int nRequestID) = 0;
///请求查询转帐银行
virtual int ReqQryTransferBank(CThostFtdcQryTransferBankField *pQryTransferBank, int nRequestID) = 0;
///请求查询投资者持仓明细
virtual int ReqQryInvestorPositionDetail(CThostFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0;
///请求查询客户通知
virtual int ReqQryNotice(CThostFtdcQryNoticeField *pQryNotice, int nRequestID) = 0;
///请求查询结算信息确认
virtual int ReqQrySettlementInfoConfirm(CThostFtdcQrySettlementInfoConfirmField *pQrySettlementInfoConfirm, int nRequestID) = 0;
///请求查询投资者持仓明细
virtual int ReqQryInvestorPositionCombineDetail(CThostFtdcQryInvestorPositionCombineDetailField *pQryInvestorPositionCombineDetail, int nRequestID) = 0;
///请求查询保证金监管系统经纪公司资金账户密钥
virtual int ReqQryCFMMCTradingAccountKey(CThostFtdcQryCFMMCTradingAccountKeyField *pQryCFMMCTradingAccountKey, int nRequestID) = 0;
///请求查询仓单折抵信息
virtual int ReqQryEWarrantOffset(CThostFtdcQryEWarrantOffsetField *pQryEWarrantOffset, int nRequestID) = 0;
///请求查询投资者品种/跨品种保证金
virtual int ReqQryInvestorProductGroupMargin(CThostFtdcQryInvestorProductGroupMarginField *pQryInvestorProductGroupMargin, int nRequestID) = 0;
///请求查询交易所保证金率
virtual int ReqQryExchangeMarginRate(CThostFtdcQryExchangeMarginRateField *pQryExchangeMarginRate, int nRequestID) = 0;
///请求查询交易所调整保证金率
virtual int ReqQryExchangeMarginRateAdjust(CThostFtdcQryExchangeMarginRateAdjustField *pQryExchangeMarginRateAdjust, int nRequestID) = 0;
///请求查询汇率
virtual int ReqQryExchangeRate(CThostFtdcQryExchangeRateField *pQryExchangeRate, int nRequestID) = 0;
///请求查询二级代理操作员银期权限
virtual int ReqQrySecAgentACIDMap(CThostFtdcQrySecAgentACIDMapField *pQrySecAgentACIDMap, int nRequestID) = 0;
///请求查询产品报价汇率
virtual int ReqQryProductExchRate(CThostFtdcQryProductExchRateField *pQryProductExchRate, int nRequestID) = 0;
///请求查询产品组
virtual int ReqQryProductGroup(CThostFtdcQryProductGroupField *pQryProductGroup, int nRequestID) = 0;
///请求查询做市商合约手续费率
virtual int ReqQryMMInstrumentCommissionRate(CThostFtdcQryMMInstrumentCommissionRateField *pQryMMInstrumentCommissionRate, int nRequestID) = 0;
///请求查询做市商期权合约手续费
virtual int ReqQryMMOptionInstrCommRate(CThostFtdcQryMMOptionInstrCommRateField *pQryMMOptionInstrCommRate, int nRequestID) = 0;
///请求查询报单手续费
virtual int ReqQryInstrumentOrderCommRate(CThostFtdcQryInstrumentOrderCommRateField *pQryInstrumentOrderCommRate, int nRequestID) = 0;
///请求查询资金账户
virtual int ReqQrySecAgentTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
///请求查询二级代理商资金校验模式
virtual int ReqQrySecAgentCheckMode(CThostFtdcQrySecAgentCheckModeField *pQrySecAgentCheckMode, int nRequestID) = 0;
///请求查询二级代理商信息
virtual int ReqQrySecAgentTradeInfo(CThostFtdcQrySecAgentTradeInfoField *pQrySecAgentTradeInfo, int nRequestID) = 0;
///请求查询期权交易成本
virtual int ReqQryOptionInstrTradeCost(CThostFtdcQryOptionInstrTradeCostField *pQryOptionInstrTradeCost, int nRequestID) = 0;
///请求查询期权合约手续费
virtual int ReqQryOptionInstrCommRate(CThostFtdcQryOptionInstrCommRateField *pQryOptionInstrCommRate, int nRequestID) = 0;
///请求查询执行宣告
virtual int ReqQryExecOrder(CThostFtdcQryExecOrderField *pQryExecOrder, int nRequestID) = 0;
///请求查询询价
virtual int ReqQryForQuote(CThostFtdcQryForQuoteField *pQryForQuote, int nRequestID) = 0;
///请求查询报价
virtual int ReqQryQuote(CThostFtdcQryQuoteField *pQryQuote, int nRequestID) = 0;
///请求查询期权自对冲
virtual int ReqQryOptionSelfClose(CThostFtdcQryOptionSelfCloseField *pQryOptionSelfClose, int nRequestID) = 0;
///请求查询投资单元
virtual int ReqQryInvestUnit(CThostFtdcQryInvestUnitField *pQryInvestUnit, int nRequestID) = 0;
///请求查询组合合约安全系数
virtual int ReqQryCombInstrumentGuard(CThostFtdcQryCombInstrumentGuardField *pQryCombInstrumentGuard, int nRequestID) = 0;
///请求查询申请组合
virtual int ReqQryCombAction(CThostFtdcQryCombActionField *pQryCombAction, int nRequestID) = 0;
///请求查询转帐流水
virtual int ReqQryTransferSerial(CThostFtdcQryTransferSerialField *pQryTransferSerial, int nRequestID) = 0;
///请求查询银期签约关系
virtual int ReqQryAccountregister(CThostFtdcQryAccountregisterField *pQryAccountregister, int nRequestID) = 0;
///请求查询签约银行
virtual int ReqQryContractBank(CThostFtdcQryContractBankField *pQryContractBank, int nRequestID) = 0;
///请求查询预埋单
virtual int ReqQryParkedOrder(CThostFtdcQryParkedOrderField *pQryParkedOrder, int nRequestID) = 0;
///请求查询预埋撤单
virtual int ReqQryParkedOrderAction(CThostFtdcQryParkedOrderActionField *pQryParkedOrderAction, int nRequestID) = 0;
///请求查询交易通知
virtual int ReqQryTradingNotice(CThostFtdcQryTradingNoticeField *pQryTradingNotice, int nRequestID) = 0;
///请求查询经纪公司交易参数
virtual int ReqQryBrokerTradingParams(CThostFtdcQryBrokerTradingParamsField *pQryBrokerTradingParams, int nRequestID) = 0;
///请求查询经纪公司交易算法
virtual int ReqQryBrokerTradingAlgos(CThostFtdcQryBrokerTradingAlgosField *pQryBrokerTradingAlgos, int nRequestID) = 0;
///请求查询监控中心用户令牌
virtual int ReqQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, int nRequestID) = 0;
///期货发起银行资金转期货请求
virtual int ReqFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) = 0;
///期货发起期货资金转银行请求
virtual int ReqFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) = 0;
///期货发起查询银行余额请求
virtual int ReqQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, int nRequestID) = 0;
///请求查询分类合约
virtual int ReqQryClassifiedInstrument(CThostFtdcQryClassifiedInstrumentField *pQryClassifiedInstrument, int nRequestID) = 0;
///请求组合优惠比例
virtual int ReqQryCombPromotionParam(CThostFtdcQryCombPromotionParamField *pQryCombPromotionParam, int nRequestID) = 0;
///投资者风险结算持仓查询
virtual int ReqQryRiskSettleInvstPosition(CThostFtdcQryRiskSettleInvstPositionField *pQryRiskSettleInvstPosition, int nRequestID) = 0;
///风险结算产品查询
virtual int ReqQryRiskSettleProductStatus(CThostFtdcQryRiskSettleProductStatusField *pQryRiskSettleProductStatus, int nRequestID) = 0;
protected:
~CThostFtdcTraderApi(){};
};
#endif
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