交易相关组件的定义

一、spi
- 1.1、以On...开头
- 1.2、以OnRsp...开头
- 1.3、以OnRtn...开头
- 1.4、以OnErrRtn...开头
二、Api
- 2.1、Create...
- 2.2、Req...开头的
- 2.3、非Req...开头的
三、源代码

该文件中包含了API中交易相关组件的定义，文件包含了两个类class CThostFtdcTraderSpi和class CThostFtdcTraderApi，这两个类和MdApi中的两个类在结构上非常接近，区别仅仅在于类包含的方法函数上。

一、spi

Spi（包括MdSpi和TraderSpi）类的回调函数基本上可以分为以下四种：

1.1、以On…开头

这种回调函数通常是返回API连接相关的信息内容，与业务逻辑无关，返回值（即回调函数的参数）通常为空或是简单的整数类型。

1.2、以OnRsp…开头

这种回调函数通常是针对用户的某次特定业务逻辑操作返回信息内容，返回值通常会包括4个参数：业务逻辑相关结构体的指针，错误信息结构体的指针，本次操作的请求号整数，是否是本次操作最后返回信息的布尔值。其中OnRspError主要用于一些通用错误信息的返回，因此返回的值中不包含业务逻辑相关结构体指针，只有3个返回值。

1.3、以OnRtn…开头

这种回调函数返回的通常是由柜台向用户主动推送的信息内容，如客户报单状态的变化、成交情况的变化、市场行情等等，因此返回值通常只有1个参数，为推送信息内容结构体的指针。

1.4、以OnErrRtn…开头

这种回调函数通常由于用户进行的某种业务逻辑操作请求（挂单、撤单等等）在交易所端触发了错误，如用户发出撤单指令、但是该订单在交易所端已经成交，返回值通常是2个参数，即业务逻辑相关结构体的指针和错误信息的指针。

二、Api

Api类包括的主动函数通常分为以下三种：

2.1、Create…

Create…，类的静态方法，用于创建API对象，传入参数是用来保存API通讯.con文件的文件夹路径。

2.2、Req…开头的

Req…开头的函数，可以由用户主动调用的业务逻辑请求，传入参数通常包括2个：业务请求结构体指针和一个请求号的整数。

2.3、非Req…开头的

其他非Req…开头的函数，包括初始化、订阅数据流等等参数较为简单的功能，传入参数的数量和类型视乎函数功能不一定。

三、源代码

/
///@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
#endifclass 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 OnRspQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, 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) {};
};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UserApistatic 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RegisterFrontvirtual 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///@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 ReqQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, 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;
protected:~CThostFtdcTraderApi(){};
};#endif

上期所API头文件四、ThostFtdcTraderApi.h--交易相关组件的定义（源代码6.3.19版）相关推荐

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