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ThostFtdcMdApi.h
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1 
10 #if !defined(THOST_FTDCMDAPI_H)
11 #define THOST_FTDCMDAPI_H
12 
13 #if _MSC_VER > 1000
14 #pragma once
15 #endif // _MSC_VER > 1000
16 
17 #include "ThostFtdcUserApiStruct.h"
18 
19 #if defined(ISLIB) && defined(WIN32)
20 #ifdef LIB_MD_API_EXPORT
21 #define MD_API_EXPORT __declspec(dllexport)
22 #else
23 #define MD_API_EXPORT __declspec(dllimport)
24 #endif
25 #else
26 #define MD_API_EXPORT
27 #endif
28 
30 {
31 public:
33  virtual void OnFrontConnected(){};
34 
42  virtual void OnFrontDisconnected(int nReason){};
43 
46  virtual void OnHeartBeatWarning(int nTimeLapse){};
47 
48 
50  virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
51 
53  virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
54 
56  virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
57 
59  virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
60 
62  virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
63 
65  virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
66 
68  virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
69 
71  virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) {};
72 
74  virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {};
75 };
76 
77 class MD_API_EXPORT CThostFtdcMdApi
78 {
79 public:
84  static CThostFtdcMdApi *CreateFtdcMdApi(const char *pszFlowPath = "", const bool bIsUsingUdp=false, const bool bIsMulticast=false);
85 
88  static const char *GetApiVersion();
89 
92  virtual void Release() = 0;
93 
96  virtual void Init() = 0;
97 
100  virtual int Join() = 0;
101 
105  virtual const char *GetTradingDay() = 0;
106 
111  virtual void RegisterFront(char *pszFrontAddress) = 0;
112 
118  virtual void RegisterNameServer(char *pszNsAddress) = 0;
119 
122  virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField * pFensUserInfo) = 0;
123 
126  virtual void RegisterSpi(CThostFtdcMdSpi *pSpi) = 0;
127 
132  virtual int SubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
133 
138  virtual int UnSubscribeMarketData(char *ppInstrumentID[], int nCount) = 0;
139 
144  virtual int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
145 
150  virtual int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0;
151 
153  virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
154 
155 
157  virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
158 protected:
159  ~CThostFtdcMdApi(){};
160 };
161 
162 #endif
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