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h
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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 定义了客⼾端接口
///@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:
///当客⼾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(){};

///当客⼾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，
客⼾端可不做处理。
///@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){};

///客⼾端认证响应
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) {};
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///⽤⼾口令更新请求响应
virtual void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField
*pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool
bIsLast) {};

///资⾦账⼾口令更新请求响应
virtual void OnRspTradingAccountPasswordUpdate
(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate,
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)
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{};

///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) {};

///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) {};

///请求查询资⾦账⼾响应
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,
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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) {};

///请求查询客⼾通知响应
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⼾密钥响应
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
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*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)
{};

///请求查询产品组
virtual void OnRspQryProductGroup(CThostFtdcProductGroupField
*pProductGroup, 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
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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) {};

///保证⾦监控中⼼⽤⼾令牌
virtual void OnRtnCFMMCTradingAccountToken
(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) {};

///申请组合通知
virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction) {};
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///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⼾令牌
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
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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) {};

///银⾏发起银期开⼾通知
virtual void OnRtnOpenAccountByBank(CThostFtdcOpenAccountField
*pOpenAccount) {};

///银⾏发起银期销⼾通知
virtual void OnRtnCancelAccountByBank(CThostFtdcCancelAccountField
*pCancelAccount) {};

///银⾏发起变更银⾏账号通知
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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UserApi
static CThostFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath =
"");

///删除接口对象本⾝
///@remark 不再使⽤本接口对象时,调⽤该函数删除接口对象
virtual void Release() = 0;

///初始化
///@remark 初始化运⾏环境,只有调⽤后,接口才开始⼯作
virtual void Init() = 0;

///等待接口线程结束运⾏
///@return 线程退出代码
virtual int Join() = 0;

///获取当前交易日
///@retrun 获取到的交易日
///@remark 只有登录成功后,才能得到正确的交易日
virtual const char *GetTradingDay() = 0;

///注册前置机⽹络地址
///@param pszFrontAddress：前置机⽹络地址。
///@remark ⽹络地址的格式为：“protocol://ipaddress:port”，
如：”tcp://127.0.0.1:17001”。
///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
virtual void RegisterFront(char *pszFrontAddress) = 0;

///注册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;

///注册名字服务器⽤⼾信息
///@param pFensUserInfo：⽤⼾信息。
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
⽂件：/home/jame/桌⾯/v6.3.5_20150803…i_linux64/ThostFtdcTraderApi.h
第 10 ⻚，共 14 ⻚

/// 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;

///客⼾端认证请求
virtual int ReqAuthenticate(CThostFtdcReqAuthenticateField
*pReqAuthenticateField, int nRequestID) = 0;

///⽤⼾登录请求
virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField,
int nRequestID) = 0;

///登出请求
virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int
nRequestID) = 0;

///⽤⼾口令更新请求
virtual int ReqUserPasswordUpdate(CThostFtdcUserPasswordUpdateField
*pUserPasswordUpdate, int nRequestID) = 0;

///资⾦账⼾口令更新请求
virtual int ReqTradingAccountPasswordUpdate
(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, 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
⽂件：/home/jame/桌⾯/v6.3.5_20150803…i_linux64/ThostFtdcTraderApi.h
第 11 ⻚，共 14 ⻚

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;

///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;

///请求查询资⾦账⼾
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
⽂件：/home/jame/桌⾯/v6.3.5_20150803…i_linux64/ThostFtdcTraderApi.h
第 12 ⻚，共 14 ⻚

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;

///请求查询客⼾通知
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⼾密钥
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
⽂件：/home/jame/桌⾯/v6.3.5_20150803…i_linux64/ThostFtdcTraderApi.h
第 13 ⻚，共 14 ⻚

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;

///请求查询产品组
virtual int ReqQryProductGroup(CThostFtdcQryProductGroupField
*pQryProductGroup, int nRequestID) = 0;

///请求查询报单⼿续费
virtual int ReqQryInstrumentOrderCommRate
(CThostFtdcQryInstrumentOrderCommRateField *pQryInstrumentOrderCommRate, 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
⽂件：/home/jame/桌⾯/v6.3.5_20150803…i_linux64/ThostFtdcTraderApi.h
第 14 ⻚，共 14 ⻚

*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⼾令牌
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