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traderapi_wrap.h
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traderapi_wrap.h
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// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
#ifndef _TRADERAPI_WRAP_H_
#define _TRADERAPI_WRAP_H_
class QCTPTraderSpi : public CThostFtdcTraderSpi {
public:
QCTPTraderSpi(CThostFtdcTraderApi* pUserApi);
QCTPTraderSpi(CThostFtdcTraderApi* pUserApi, uintptr_t gUserApi);
QCTPTraderSpi();
~QCTPTraderSpi() { }
// 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。
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
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
void OnHeartBeatWarning(int nTimeLapse);
// 客户端认证响应
void OnRspAuthenticate(CThostFtdcRspAuthenticateField* pRspAuthenticateField, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 登录请求响应
void OnRspUserLogin(CThostFtdcRspUserLoginField* pRspUserLogin, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 登出请求响应
void OnRspUserLogout(CThostFtdcUserLogoutField* pUserLogout, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 用户口令更新请求响应
void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField* pUserPasswordUpdate, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 资金账户口令更新请求响应
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
void OnRspUserAuthMethod(CThostFtdcRspUserAuthMethodField* pRspUserAuthMethod, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 获取图形验证码请求的回复
void OnRspGenUserCaptcha(CThostFtdcRspGenUserCaptchaField* pRspGenUserCaptcha, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 获取短信验证码请求的回复
void OnRspGenUserText(CThostFtdcRspGenUserTextField* pRspGenUserText, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 报单录入请求响应
void OnRspOrderInsert(CThostFtdcInputOrderField* pInputOrder, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 预埋单录入请求响应
void OnRspParkedOrderInsert(CThostFtdcParkedOrderField* pParkedOrder, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 预埋撤单录入请求响应
void OnRspParkedOrderAction(CThostFtdcParkedOrderActionField* pParkedOrderAction, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 报单操作请求响应
void OnRspOrderAction(CThostFtdcInputOrderActionField* pInputOrderAction, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 查询最大报单数量响应
void OnRspQryMaxOrderVolume(CThostFtdcQryMaxOrderVolumeField* pQryMaxOrderVolume, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 投资者结算结果确认响应
void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField* pSettlementInfoConfirm, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 删除预埋单响应
void OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField* pRemoveParkedOrder, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 删除预埋撤单响应
void OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField* pRemoveParkedOrderAction, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 执行宣告录入请求响应
void OnRspExecOrderInsert(CThostFtdcInputExecOrderField* pInputExecOrder, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 执行宣告操作请求响应
void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField* pInputExecOrderAction, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 询价录入请求响应
void OnRspForQuoteInsert(CThostFtdcInputForQuoteField* pInputForQuote, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 报价录入请求响应
void OnRspQuoteInsert(CThostFtdcInputQuoteField* pInputQuote, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 报价操作请求响应
void OnRspQuoteAction(CThostFtdcInputQuoteActionField* pInputQuoteAction, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 批量报单操作请求响应
void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField* pInputBatchOrderAction, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 期权自对冲录入请求响应
void OnRspOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField* pInputOptionSelfClose, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 期权自对冲操作请求响应
void OnRspOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField* pInputOptionSelfCloseAction, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 申请组合录入请求响应
void OnRspCombActionInsert(CThostFtdcInputCombActionField* pInputCombAction, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询报单响应
void OnRspQryOrder(CThostFtdcOrderField* pOrder, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询成交响应
void OnRspQryTrade(CThostFtdcTradeField* pTrade, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询投资者持仓响应
void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField* pInvestorPosition, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询资金账户响应
void OnRspQryTradingAccount(CThostFtdcTradingAccountField* pTradingAccount, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询投资者响应
void OnRspQryInvestor(CThostFtdcInvestorField* pInvestor, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询交易编码响应
void OnRspQryTradingCode(CThostFtdcTradingCodeField* pTradingCode, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询合约保证金率响应
void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField* pInstrumentMarginRate, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询合约手续费率响应
void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField* pInstrumentCommissionRate, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询交易所响应
void OnRspQryExchange(CThostFtdcExchangeField* pExchange, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询产品响应
void OnRspQryProduct(CThostFtdcProductField* pProduct, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询合约响应
void OnRspQryInstrument(CThostFtdcInstrumentField* pInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询行情响应
void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField* pDepthMarketData, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询投资者结算结果响应
void OnRspQrySettlementInfo(CThostFtdcSettlementInfoField* pSettlementInfo, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询转帐银行响应
void OnRspQryTransferBank(CThostFtdcTransferBankField* pTransferBank, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询投资者持仓明细响应
void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField* pInvestorPositionDetail, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询客户通知响应
void OnRspQryNotice(CThostFtdcNoticeField* pNotice, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询结算信息确认响应
void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField* pSettlementInfoConfirm, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询投资者持仓明细响应
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
void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField* pCFMMCTradingAccountKey, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询仓单折抵信息响应
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
void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField* pInvestorProductGroupMargin, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询交易所保证金率响应
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
void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField* pExchangeMarginRateAdjust, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询汇率响应
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
void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField* pSecAgentACIDMap, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询产品报价汇率
void OnRspQryProductExchRate(CThostFtdcProductExchRateField* pProductExchRate, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询产品组
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
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
void OnRspQryMMOptionInstrCommRate(CThostFtdcMMOptionInstrCommRateField* pMMOptionInstrCommRate, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询报单手续费响应
void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField* pInstrumentOrderCommRate, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询资金账户响应
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
void OnRspQrySecAgentCheckMode(CThostFtdcSecAgentCheckModeField* pSecAgentCheckMode, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询二级代理商信息响应
void OnRspQrySecAgentTradeInfo(CThostFtdcSecAgentTradeInfoField* pSecAgentTradeInfo, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询期权交易成本响应
void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField* pOptionInstrTradeCost, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询期权合约手续费响应
void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField* pOptionInstrCommRate, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询执行宣告响应
void OnRspQryExecOrder(CThostFtdcExecOrderField* pExecOrder, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询询价响应
void OnRspQryForQuote(CThostFtdcForQuoteField* pForQuote, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询报价响应
void OnRspQryQuote(CThostFtdcQuoteField* pQuote, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询期权自对冲响应
void OnRspQryOptionSelfClose(CThostFtdcOptionSelfCloseField* pOptionSelfClose, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询投资单元响应
void OnRspQryInvestUnit(CThostFtdcInvestUnitField* pInvestUnit, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询组合合约安全系数响应
void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField* pCombInstrumentGuard, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询申请组合响应
void OnRspQryCombAction(CThostFtdcCombActionField* pCombAction, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询转帐流水响应
void OnRspQryTransferSerial(CThostFtdcTransferSerialField* pTransferSerial, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询银期签约关系响应
void OnRspQryAccountregister(CThostFtdcAccountregisterField* pAccountregister, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 错误应答
void OnRspError(CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 报单通知
void OnRtnOrder(CThostFtdcOrderField* pOrder);
// 成交通知
void OnRtnTrade(CThostFtdcTradeField* pTrade);
// 报单录入错误回报
void OnErrRtnOrderInsert(CThostFtdcInputOrderField* pInputOrder, CThostFtdcRspInfoField* pRspInfo);
// 报单操作错误回报
void OnErrRtnOrderAction(CThostFtdcOrderActionField* pOrderAction, CThostFtdcRspInfoField* pRspInfo);
// 合约交易状态通知
void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField* pInstrumentStatus);
// 交易所公告通知
void OnRtnBulletin(CThostFtdcBulletinField* pBulletin);
// 交易通知
void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField* pTradingNoticeInfo);
// 提示条件单校验错误
void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField* pErrorConditionalOrder);
// 执行宣告通知
void OnRtnExecOrder(CThostFtdcExecOrderField* pExecOrder);
// 执行宣告录入错误回报
void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField* pInputExecOrder, CThostFtdcRspInfoField* pRspInfo);
// 执行宣告操作错误回报
void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField* pExecOrderAction, CThostFtdcRspInfoField* pRspInfo);
// 询价录入错误回报
void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField* pInputForQuote, CThostFtdcRspInfoField* pRspInfo);
// 报价通知
void OnRtnQuote(CThostFtdcQuoteField* pQuote);
// 报价录入错误回报
void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField* pInputQuote, CThostFtdcRspInfoField* pRspInfo);
// 报价操作错误回报
void OnErrRtnQuoteAction(CThostFtdcQuoteActionField* pQuoteAction, CThostFtdcRspInfoField* pRspInfo);
// 询价通知
void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField* pForQuoteRsp);
// 保证金监控中心用户令牌
void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField* pCFMMCTradingAccountToken);
// 批量报单操作错误回报
void OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField* pBatchOrderAction, CThostFtdcRspInfoField* pRspInfo);
// 期权自对冲通知
void OnRtnOptionSelfClose(CThostFtdcOptionSelfCloseField* pOptionSelfClose);
// 期权自对冲录入错误回报
void OnErrRtnOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField* pInputOptionSelfClose, CThostFtdcRspInfoField* pRspInfo);
// 期权自对冲操作错误回报
void OnErrRtnOptionSelfCloseAction(CThostFtdcOptionSelfCloseActionField* pOptionSelfCloseAction, CThostFtdcRspInfoField* pRspInfo);
// 申请组合通知
void OnRtnCombAction(CThostFtdcCombActionField* pCombAction);
// 申请组合录入错误回报
void OnErrRtnCombActionInsert(CThostFtdcInputCombActionField* pInputCombAction, CThostFtdcRspInfoField* pRspInfo);
// 请求查询签约银行响应
void OnRspQryContractBank(CThostFtdcContractBankField* pContractBank, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询预埋单响应
void OnRspQryParkedOrder(CThostFtdcParkedOrderField* pParkedOrder, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询预埋撤单响应
void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField* pParkedOrderAction, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询交易通知响应
void OnRspQryTradingNotice(CThostFtdcTradingNoticeField* pTradingNotice, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询经纪公司交易参数响应
void OnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField* pBrokerTradingParams, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询经纪公司交易算法响应
void OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField* pBrokerTradingAlgos, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求查询监控中心用户令牌
void OnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField* pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 银行发起银行资金转期货通知
void OnRtnFromBankToFutureByBank(CThostFtdcRspTransferField* pRspTransfer);
// 银行发起期货资金转银行通知
void OnRtnFromFutureToBankByBank(CThostFtdcRspTransferField* pRspTransfer);
// 银行发起冲正银行转期货通知
void OnRtnRepealFromBankToFutureByBank(CThostFtdcRspRepealField* pRspRepeal);
// 银行发起冲正期货转银行通知
void OnRtnRepealFromFutureToBankByBank(CThostFtdcRspRepealField* pRspRepeal);
// 期货发起银行资金转期货通知
void OnRtnFromBankToFutureByFuture(CThostFtdcRspTransferField* pRspTransfer);
// 期货发起期货资金转银行通知
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
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
void OnRtnRepealFromFutureToBankByFutureManual(CThostFtdcRspRepealField* pRspRepeal);
// 期货发起查询银行余额通知
void OnRtnQueryBankBalanceByFuture(CThostFtdcNotifyQueryAccountField* pNotifyQueryAccount);
// 期货发起银行资金转期货错误回报
void OnErrRtnBankToFutureByFuture(CThostFtdcReqTransferField* pReqTransfer, CThostFtdcRspInfoField* pRspInfo);
// 期货发起期货资金转银行错误回报
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
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
void OnErrRtnRepealFutureToBankByFutureManual(CThostFtdcReqRepealField* pReqRepeal, CThostFtdcRspInfoField* pRspInfo);
// 期货发起查询银行余额错误回报
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
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
void OnRtnRepealFromFutureToBankByFuture(CThostFtdcRspRepealField* pRspRepeal);
// 期货发起银行资金转期货应答
void OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField* pReqTransfer, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 期货发起期货资金转银行应答
void OnRspFromFutureToBankByFuture(CThostFtdcReqTransferField* pReqTransfer, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 期货发起查询银行余额应答
void OnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField* pReqQueryAccount, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 银行发起银期开户通知
void OnRtnOpenAccountByBank(CThostFtdcOpenAccountField* pOpenAccount);
// 银行发起银期销户通知
void OnRtnCancelAccountByBank(CThostFtdcCancelAccountField* pCancelAccount);
// 银行发起变更银行账号通知
void OnRtnChangeAccountByBank(CThostFtdcChangeAccountField* pChangeAccount);
// 请求查询分类合约响应
void OnRspQryClassifiedInstrument(CThostFtdcInstrumentField* pInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 请求组合优惠比例响应
void OnRspQryCombPromotionParam(CThostFtdcCombPromotionParamField* pCombPromotionParam, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 投资者风险结算持仓查询响应
void OnRspQryRiskSettleInvstPosition(CThostFtdcRiskSettleInvstPositionField* pRiskSettleInvstPosition, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 风险结算产品查询响应
void OnRspQryRiskSettleProductStatus(CThostFtdcRiskSettleProductStatusField* pRiskSettleProductStatus, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast);
// 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
CThostFtdcTraderApi* CreateFtdcTraderApi(const char* pszFlowPath);
// 获取API的版本信息
///@retrun 获取到的版本号
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
void Release();
// 初始化
///@remark 初始化运行环境,只有调用后,接口才开始工作
void Init();
// 等待接口线程结束运行
///@return 线程退出代码
int Join();
// 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
const char* GetTradingDay();
// 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。
void RegisterFront(char* pszFrontAddress);
// 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
void RegisterNameServer(char* pszNsAddress);
// 注册名字服务器用户信息
///@param pFensUserInfo:用户信息。
void RegisterFensUserInfo(CThostFtdcFensUserInfoField* pFensUserInfo);
// 注册回调接口
///@param pSpi 派生自回调接口类的实例
void RegisterSpi(CThostFtdcTraderSpi* pSpi);
// 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。
void SubscribePrivateTopic(THOST_TE_RESUME_TYPE nResumeType);
// 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。
void SubscribePublicTopic(THOST_TE_RESUME_TYPE nResumeType);
// 客户端认证请求
int ReqAuthenticate(CThostFtdcReqAuthenticateField* pReqAuthenticateField, int nRequestID);
// 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
int RegisterUserSystemInfo(CThostFtdcUserSystemInfoField* pUserSystemInfo);
// 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
int SubmitUserSystemInfo(CThostFtdcUserSystemInfoField* pUserSystemInfo);
// 用户登录请求
int ReqUserLogin(CThostFtdcReqUserLoginField* pReqUserLoginField, int nRequestID);
// 用户登录请求
int ReqUserLogin(CThostFtdcReqUserLoginField* pReqUserLoginField, int nRequestID, TThostFtdcSystemInfoLenType length, TThostFtdcClientSystemInfoType systemInfo);
// 登出请求
int ReqUserLogout(CThostFtdcUserLogoutField* pUserLogout, int nRequestID);
// 用户口令更新请求
int ReqUserPasswordUpdate(CThostFtdcUserPasswordUpdateField* pUserPasswordUpdate, int nRequestID);
// 资金账户口令更新请求
int ReqTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField* pTradingAccountPasswordUpdate, int nRequestID);
// 查询用户当前支持的认证模式
int ReqUserAuthMethod(CThostFtdcReqUserAuthMethodField* pReqUserAuthMethod, int nRequestID);
// 用户发出获取图形验证码请求
int ReqGenUserCaptcha(CThostFtdcReqGenUserCaptchaField* pReqGenUserCaptcha, int nRequestID);
// 用户发出获取短信验证码请求
int ReqGenUserText(CThostFtdcReqGenUserTextField* pReqGenUserText, int nRequestID);
// 用户发出带有图片验证码的登陆请求
int ReqUserLoginWithCaptcha(CThostFtdcReqUserLoginWithCaptchaField* pReqUserLoginWithCaptcha, int nRequestID);
// 用户发出带有短信验证码的登陆请求
int ReqUserLoginWithText(CThostFtdcReqUserLoginWithTextField* pReqUserLoginWithText, int nRequestID);
// 用户发出带有动态口令的登陆请求
int ReqUserLoginWithOTP(CThostFtdcReqUserLoginWithOTPField* pReqUserLoginWithOTP, int nRequestID);
// 报单录入请求
int ReqOrderInsert(CThostFtdcInputOrderField* pInputOrder, int nRequestID);
// 预埋单录入请求
int ReqParkedOrderInsert(CThostFtdcParkedOrderField* pParkedOrder, int nRequestID);
// 预埋撤单录入请求
int ReqParkedOrderAction(CThostFtdcParkedOrderActionField* pParkedOrderAction, int nRequestID);
// 报单操作请求
int ReqOrderAction(CThostFtdcInputOrderActionField* pInputOrderAction, int nRequestID);
// 查询最大报单数量请求
int ReqQryMaxOrderVolume(CThostFtdcQryMaxOrderVolumeField* pQryMaxOrderVolume, int nRequestID);
// 投资者结算结果确认
int ReqSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField* pSettlementInfoConfirm, int nRequestID);
// 请求删除预埋单
int ReqRemoveParkedOrder(CThostFtdcRemoveParkedOrderField* pRemoveParkedOrder, int nRequestID);
// 请求删除预埋撤单
int ReqRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField* pRemoveParkedOrderAction, int nRequestID);
// 执行宣告录入请求
int ReqExecOrderInsert(CThostFtdcInputExecOrderField* pInputExecOrder, int nRequestID);
// 执行宣告操作请求
int ReqExecOrderAction(CThostFtdcInputExecOrderActionField* pInputExecOrderAction, int nRequestID);
// 询价录入请求
int ReqForQuoteInsert(CThostFtdcInputForQuoteField* pInputForQuote, int nRequestID);
// 报价录入请求
int ReqQuoteInsert(CThostFtdcInputQuoteField* pInputQuote, int nRequestID);
// 报价操作请求
int ReqQuoteAction(CThostFtdcInputQuoteActionField* pInputQuoteAction, int nRequestID);
// 批量报单操作请求
int ReqBatchOrderAction(CThostFtdcInputBatchOrderActionField* pInputBatchOrderAction, int nRequestID);
// 期权自对冲录入请求
int ReqOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField* pInputOptionSelfClose, int nRequestID);
// 期权自对冲操作请求
int ReqOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField* pInputOptionSelfCloseAction, int nRequestID);
// 申请组合录入请求
int ReqCombActionInsert(CThostFtdcInputCombActionField* pInputCombAction, int nRequestID);
// 请求查询报单
int ReqQryOrder(CThostFtdcQryOrderField* pQryOrder, int nRequestID);
// 请求查询成交
int ReqQryTrade(CThostFtdcQryTradeField* pQryTrade, int nRequestID);
// 请求查询投资者持仓
int ReqQryInvestorPosition(CThostFtdcQryInvestorPositionField* pQryInvestorPosition, int nRequestID);
// 请求查询资金账户
int ReqQryTradingAccount(CThostFtdcQryTradingAccountField* pQryTradingAccount, int nRequestID);
// 请求查询投资者
int ReqQryInvestor(CThostFtdcQryInvestorField* pQryInvestor, int nRequestID);
// 请求查询交易编码
int ReqQryTradingCode(CThostFtdcQryTradingCodeField* pQryTradingCode, int nRequestID);
// 请求查询合约保证金率
int ReqQryInstrumentMarginRate(CThostFtdcQryInstrumentMarginRateField* pQryInstrumentMarginRate, int nRequestID);
// 请求查询合约手续费率
int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField* pQryInstrumentCommissionRate, int nRequestID);
// 请求查询交易所
int ReqQryExchange(CThostFtdcQryExchangeField* pQryExchange, int nRequestID);
// 请求查询产品
int ReqQryProduct(CThostFtdcQryProductField* pQryProduct, int nRequestID);
// 请求查询合约
int ReqQryInstrument(CThostFtdcQryInstrumentField* pQryInstrument, int nRequestID);
// 请求查询行情
int ReqQryDepthMarketData(CThostFtdcQryDepthMarketDataField* pQryDepthMarketData, int nRequestID);
// 请求查询投资者结算结果
int ReqQrySettlementInfo(CThostFtdcQrySettlementInfoField* pQrySettlementInfo, int nRequestID);
// 请求查询转帐银行
int ReqQryTransferBank(CThostFtdcQryTransferBankField* pQryTransferBank, int nRequestID);
// 请求查询投资者持仓明细
int ReqQryInvestorPositionDetail(CThostFtdcQryInvestorPositionDetailField* pQryInvestorPositionDetail, int nRequestID);
// 请求查询客户通知
int ReqQryNotice(CThostFtdcQryNoticeField* pQryNotice, int nRequestID);
// 请求查询结算信息确认
int ReqQrySettlementInfoConfirm(CThostFtdcQrySettlementInfoConfirmField* pQrySettlementInfoConfirm, int nRequestID);
// 请求查询投资者持仓明细
int ReqQryInvestorPositionCombineDetail(CThostFtdcQryInvestorPositionCombineDetailField* pQryInvestorPositionCombineDetail, int nRequestID);
// 请求查询保证金监管系统经纪公司资金账户密钥
int ReqQryCFMMCTradingAccountKey(CThostFtdcQryCFMMCTradingAccountKeyField* pQryCFMMCTradingAccountKey, int nRequestID);
// 请求查询仓单折抵信息
int ReqQryEWarrantOffset(CThostFtdcQryEWarrantOffsetField* pQryEWarrantOffset, int nRequestID);
// 请求查询投资者品种/跨品种保证金
int ReqQryInvestorProductGroupMargin(CThostFtdcQryInvestorProductGroupMarginField* pQryInvestorProductGroupMargin, int nRequestID);
// 请求查询交易所保证金率
int ReqQryExchangeMarginRate(CThostFtdcQryExchangeMarginRateField* pQryExchangeMarginRate, int nRequestID);
// 请求查询交易所调整保证金率
int ReqQryExchangeMarginRateAdjust(CThostFtdcQryExchangeMarginRateAdjustField* pQryExchangeMarginRateAdjust, int nRequestID);
// 请求查询汇率
int ReqQryExchangeRate(CThostFtdcQryExchangeRateField* pQryExchangeRate, int nRequestID);
// 请求查询二级代理操作员银期权限
int ReqQrySecAgentACIDMap(CThostFtdcQrySecAgentACIDMapField* pQrySecAgentACIDMap, int nRequestID);
// 请求查询产品报价汇率
int ReqQryProductExchRate(CThostFtdcQryProductExchRateField* pQryProductExchRate, int nRequestID);
// 请求查询产品组
int ReqQryProductGroup(CThostFtdcQryProductGroupField* pQryProductGroup, int nRequestID);
// 请求查询做市商合约手续费率
int ReqQryMMInstrumentCommissionRate(CThostFtdcQryMMInstrumentCommissionRateField* pQryMMInstrumentCommissionRate, int nRequestID);
// 请求查询做市商期权合约手续费
int ReqQryMMOptionInstrCommRate(CThostFtdcQryMMOptionInstrCommRateField* pQryMMOptionInstrCommRate, int nRequestID);
// 请求查询报单手续费
int ReqQryInstrumentOrderCommRate(CThostFtdcQryInstrumentOrderCommRateField* pQryInstrumentOrderCommRate, int nRequestID);
// 请求查询资金账户
int ReqQrySecAgentTradingAccount(CThostFtdcQryTradingAccountField* pQryTradingAccount, int nRequestID);
// 请求查询二级代理商资金校验模式
int ReqQrySecAgentCheckMode(CThostFtdcQrySecAgentCheckModeField* pQrySecAgentCheckMode, int nRequestID);
// 请求查询二级代理商信息
int ReqQrySecAgentTradeInfo(CThostFtdcQrySecAgentTradeInfoField* pQrySecAgentTradeInfo, int nRequestID);
// 请求查询期权交易成本
int ReqQryOptionInstrTradeCost(CThostFtdcQryOptionInstrTradeCostField* pQryOptionInstrTradeCost, int nRequestID);
// 请求查询期权合约手续费
int ReqQryOptionInstrCommRate(CThostFtdcQryOptionInstrCommRateField* pQryOptionInstrCommRate, int nRequestID);
// 请求查询执行宣告
int ReqQryExecOrder(CThostFtdcQryExecOrderField* pQryExecOrder, int nRequestID);
// 请求查询询价
int ReqQryForQuote(CThostFtdcQryForQuoteField* pQryForQuote, int nRequestID);
// 请求查询报价
int ReqQryQuote(CThostFtdcQryQuoteField* pQryQuote, int nRequestID);
// 请求查询期权自对冲
int ReqQryOptionSelfClose(CThostFtdcQryOptionSelfCloseField* pQryOptionSelfClose, int nRequestID);
// 请求查询投资单元
int ReqQryInvestUnit(CThostFtdcQryInvestUnitField* pQryInvestUnit, int nRequestID);
// 请求查询组合合约安全系数
int ReqQryCombInstrumentGuard(CThostFtdcQryCombInstrumentGuardField* pQryCombInstrumentGuard, int nRequestID);
// 请求查询申请组合
int ReqQryCombAction(CThostFtdcQryCombActionField* pQryCombAction, int nRequestID);
// 请求查询转帐流水
int ReqQryTransferSerial(CThostFtdcQryTransferSerialField* pQryTransferSerial, int nRequestID);
// 请求查询银期签约关系
int ReqQryAccountregister(CThostFtdcQryAccountregisterField* pQryAccountregister, int nRequestID);
// 请求查询签约银行
int ReqQryContractBank(CThostFtdcQryContractBankField* pQryContractBank, int nRequestID);
// 请求查询预埋单
int ReqQryParkedOrder(CThostFtdcQryParkedOrderField* pQryParkedOrder, int nRequestID);
// 请求查询预埋撤单
int ReqQryParkedOrderAction(CThostFtdcQryParkedOrderActionField* pQryParkedOrderAction, int nRequestID);
// 请求查询交易通知
int ReqQryTradingNotice(CThostFtdcQryTradingNoticeField* pQryTradingNotice, int nRequestID);
// 请求查询经纪公司交易参数
int ReqQryBrokerTradingParams(CThostFtdcQryBrokerTradingParamsField* pQryBrokerTradingParams, int nRequestID);
// 请求查询经纪公司交易算法
int ReqQryBrokerTradingAlgos(CThostFtdcQryBrokerTradingAlgosField* pQryBrokerTradingAlgos, int nRequestID);
// 请求查询监控中心用户令牌
int ReqQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField* pQueryCFMMCTradingAccountToken, int nRequestID);
// 期货发起银行资金转期货请求
int ReqFromBankToFutureByFuture(CThostFtdcReqTransferField* pReqTransfer, int nRequestID);
// 期货发起期货资金转银行请求
int ReqFromFutureToBankByFuture(CThostFtdcReqTransferField* pReqTransfer, int nRequestID);
// 期货发起查询银行余额请求
int ReqQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField* pReqQueryAccount, int nRequestID);
// 请求查询分类合约
int ReqQryClassifiedInstrument(CThostFtdcQryClassifiedInstrumentField* pQryClassifiedInstrument, int nRequestID);
// 请求组合优惠比例
int ReqQryCombPromotionParam(CThostFtdcQryCombPromotionParamField* pQryCombPromotionParam, int nRequestID);
// 投资者风险结算持仓查询
int ReqQryRiskSettleInvstPosition(CThostFtdcQryRiskSettleInvstPositionField* pQryRiskSettleInvstPosition, int nRequestID);
// 风险结算产品查询
int ReqQryRiskSettleProductStatus(CThostFtdcQryRiskSettleProductStatusField* pQryRiskSettleProductStatus, int nRequestID);
private:
CThostFtdcTraderApi* pUserApi;
uintptr_t gUserApi;
};
#endif // end _TRADERAPI_WRAP_H_