10 #if !defined(THOST_FTDCMDAPI_H) 11 #define THOST_FTDCMDAPI_H 15 #endif // _MSC_VER > 1000 19 #if defined(ISLIB) && defined(WIN32) 20 #ifdef LIB_MD_API_EXPORT 21 #define MD_API_EXPORT __declspec(dllexport) 23 #define MD_API_EXPORT __declspec(dllimport) 84 static CThostFtdcMdApi *CreateFtdcMdApi(
const char *pszFlowPath =
"",
const bool bIsUsingUdp=
false,
const bool bIsMulticast=
false);
88 static const char *GetApiVersion();
92 virtual void Release() = 0;
96 virtual void Init() = 0;
100 virtual int Join() = 0;
105 virtual const char *GetTradingDay() = 0;
111 virtual void RegisterFront(
char *pszFrontAddress) = 0;
118 virtual void RegisterNameServer(
char *pszNsAddress) = 0;
132 virtual int SubscribeMarketData(
char *ppInstrumentID[],
int nCount) = 0;
138 virtual int UnSubscribeMarketData(
char *ppInstrumentID[],
int nCount) = 0;
144 virtual int SubscribeForQuoteRsp(
char *ppInstrumentID[],
int nCount) = 0;
150 virtual int UnSubscribeForQuoteRsp(
char *ppInstrumentID[],
int nCount) = 0;
Definition: ThostFtdcMdApi.h:29
响应信息
Definition: ThostFtdcUserApiStruct.h:315
指定的合约
Definition: ThostFtdcUserApiStruct.h:4527
virtual void OnFrontConnected()
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。
Definition: ThostFtdcMdApi.h:33
发给做市商的询价请求
Definition: ThostFtdcUserApiStruct.h:3854
virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
订阅行情应答
Definition: ThostFtdcMdApi.h:59
virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
取消订阅询价应答
Definition: ThostFtdcMdApi.h:68
virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
订阅询价应答
Definition: ThostFtdcMdApi.h:65
virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp)
询价通知
Definition: ThostFtdcMdApi.h:74
virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
取消订阅行情应答
Definition: ThostFtdcMdApi.h:62
Fens用户信息
Definition: ThostFtdcUserApiStruct.h:8194
深度行情
Definition: ThostFtdcUserApiStruct.h:803
virtual void OnFrontDisconnected(int nReason)
Definition: ThostFtdcMdApi.h:42
virtual void OnHeartBeatWarning(int nTimeLapse)
Definition: ThostFtdcMdApi.h:46
定义了客户端接口使用的业务数据结构 20060106 赵鸿昊 创建该文件
virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
登出请求响应
Definition: ThostFtdcMdApi.h:53
virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData)
深度行情通知
Definition: ThostFtdcMdApi.h:71
用户登录应答
Definition: ThostFtdcUserApiStruct.h:56
virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
错误应答
Definition: ThostFtdcMdApi.h:56
Definition: ThostFtdcMdApi.h:77
virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
登录请求响应
Definition: ThostFtdcMdApi.h:50
用户登录请求
Definition: ThostFtdcUserApiStruct.h:29
用户登出请求
Definition: ThostFtdcUserApiStruct.h:87