CTP
ThostFtdcTraderApi.h
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1 
10 #if !defined(THOST_FTDCTRADERAPI_H)
11 #define THOST_FTDCTRADERAPI_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_TRADER_API_EXPORT
21 #define TRADER_API_EXPORT __declspec(dllexport)
22 #else
23 #define TRADER_API_EXPORT __declspec(dllimport)
24 #endif
25 #else
26 #define TRADER_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 
49  virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
50 
51 
53  virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
54 
56  virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
57 
59  virtual void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
60 
62  virtual void OnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
63 
65  virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
66 
68  virtual void OnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
69 
71  virtual void OnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
72 
74  virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
75 
77  virtual void OnRspQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
78 
80  virtual void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
81 
83  virtual void OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
84 
86  virtual void OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
87 
89  virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
90 
92  virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
93 
95  virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
96 
98  virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
99 
101  virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
102 
104  virtual void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
105 
107  virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
108 
110  virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
111 
113  virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
114 
116  virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
117 
119  virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
120 
122  virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
123 
125  virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
126 
128  virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
129 
131  virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
132 
134  virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
135 
137  virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
138 
140  virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
141 
143  virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
144 
146  virtual void OnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
147 
149  virtual void OnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
150 
152  virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
153 
155  virtual void OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
156 
158  virtual void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
159 
161  virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
162 
164  virtual void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
165 
167  virtual void OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
168 
170  virtual void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
171 
173  virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
174 
176  virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
177 
179  virtual void OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
180 
182  virtual void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
183 
185  virtual void OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
186 
188  virtual void OnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
189 
191  virtual void OnRspQryMMInstrumentCommissionRate(CThostFtdcMMInstrumentCommissionRateField *pMMInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
192 
194  virtual void OnRspQryMMOptionInstrCommRate(CThostFtdcMMOptionInstrCommRateField *pMMOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
195 
197  virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
198 
200  virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
201 
203  virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
204 
206  virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
207 
209  virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
210 
212  virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
213 
215  virtual void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
216 
218  virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
219 
221  virtual void OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
222 
224  virtual void OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
225 
227  virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
228 
230  virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) {};
231 
233  virtual void OnRtnTrade(CThostFtdcTradeField *pTrade) {};
234 
236  virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) {};
237 
239  virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
240 
242  virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) {};
243 
245  virtual void OnRtnBulletin(CThostFtdcBulletinField *pBulletin) {};
246 
248  virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo) {};
249 
251  virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder) {};
252 
254  virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) {};
255 
258 
261 
264 
266  virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote) {};
267 
269  virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) {};
270 
272  virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) {};
273 
275  virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {};
276 
278  virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) {};
279 
282 
284  virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction) {};
285 
288 
290  virtual void OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
291 
293  virtual void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
294 
296  virtual void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
297 
299  virtual void OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
300 
302  virtual void OnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField *pBrokerTradingParams, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
303 
305  virtual void OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
306 
308  virtual void OnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
309 
312 
315 
318 
321 
324 
327 
330 
333 
336 
339 
342 
345 
348 
351 
354 
357 
359  virtual void OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
360 
362  virtual void OnRspFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
363 
365  virtual void OnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
366 
368  virtual void OnRtnOpenAccountByBank(CThostFtdcOpenAccountField *pOpenAccount) {};
369 
371  virtual void OnRtnCancelAccountByBank(CThostFtdcCancelAccountField *pCancelAccount) {};
372 
374  virtual void OnRtnChangeAccountByBank(CThostFtdcChangeAccountField *pChangeAccount) {};
375 };
376 
377 class TRADER_API_EXPORT CThostFtdcTraderApi
378 {
379 public:
383  static CThostFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "");
384 
387  static const char *GetApiVersion();
388 
391  virtual void Release() = 0;
392 
395  virtual void Init() = 0;
396 
399  virtual int Join() = 0;
400 
404  virtual const char *GetTradingDay() = 0;
405 
410  virtual void RegisterFront(char *pszFrontAddress) = 0;
411 
417  virtual void RegisterNameServer(char *pszNsAddress) = 0;
418 
421  virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField * pFensUserInfo) = 0;
422 
425  virtual void RegisterSpi(CThostFtdcTraderSpi *pSpi) = 0;
426 
433  virtual void SubscribePrivateTopic(THOST_TE_RESUME_TYPE nResumeType) = 0;
434 
441  virtual void SubscribePublicTopic(THOST_TE_RESUME_TYPE nResumeType) = 0;
442 
444  virtual int ReqAuthenticate(CThostFtdcReqAuthenticateField *pReqAuthenticateField, int nRequestID) = 0;
445 
447  virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
448 
449 
451  virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
452 
454  virtual int ReqUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
455 
457  virtual int ReqTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) = 0;
458 
460  virtual int ReqOrderInsert(CThostFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
461 
463  virtual int ReqParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, int nRequestID) = 0;
464 
466  virtual int ReqParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, int nRequestID) = 0;
467 
469  virtual int ReqOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
470 
472  virtual int ReqQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, int nRequestID) = 0;
473 
475  virtual int ReqSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, int nRequestID) = 0;
476 
478  virtual int ReqRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, int nRequestID) = 0;
479 
481  virtual int ReqRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, int nRequestID) = 0;
482 
484  virtual int ReqExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, int nRequestID) = 0;
485 
487  virtual int ReqExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, int nRequestID) = 0;
488 
490  virtual int ReqForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, int nRequestID) = 0;
491 
493  virtual int ReqQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, int nRequestID) = 0;
494 
496  virtual int ReqQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, int nRequestID) = 0;
497 
499  virtual int ReqBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, int nRequestID) = 0;
500 
502  virtual int ReqCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, int nRequestID) = 0;
503 
505  virtual int ReqQryOrder(CThostFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
506 
508  virtual int ReqQryTrade(CThostFtdcQryTradeField *pQryTrade, int nRequestID) = 0;
509 
511  virtual int ReqQryInvestorPosition(CThostFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
512 
514  virtual int ReqQryTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
515 
517  virtual int ReqQryInvestor(CThostFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0;
518 
520  virtual int ReqQryTradingCode(CThostFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) = 0;
521 
523  virtual int ReqQryInstrumentMarginRate(CThostFtdcQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID) = 0;
524 
526  virtual int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) = 0;
527 
529  virtual int ReqQryExchange(CThostFtdcQryExchangeField *pQryExchange, int nRequestID) = 0;
530 
532  virtual int ReqQryProduct(CThostFtdcQryProductField *pQryProduct, int nRequestID) = 0;
533 
535  virtual int ReqQryInstrument(CThostFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
536 
538  virtual int ReqQryDepthMarketData(CThostFtdcQryDepthMarketDataField *pQryDepthMarketData, int nRequestID) = 0;
539 
541  virtual int ReqQrySettlementInfo(CThostFtdcQrySettlementInfoField *pQrySettlementInfo, int nRequestID) = 0;
542 
544  virtual int ReqQryTransferBank(CThostFtdcQryTransferBankField *pQryTransferBank, int nRequestID) = 0;
545 
547  virtual int ReqQryInvestorPositionDetail(CThostFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0;
548 
550  virtual int ReqQryNotice(CThostFtdcQryNoticeField *pQryNotice, int nRequestID) = 0;
551 
553  virtual int ReqQrySettlementInfoConfirm(CThostFtdcQrySettlementInfoConfirmField *pQrySettlementInfoConfirm, int nRequestID) = 0;
554 
556  virtual int ReqQryInvestorPositionCombineDetail(CThostFtdcQryInvestorPositionCombineDetailField *pQryInvestorPositionCombineDetail, int nRequestID) = 0;
557 
559  virtual int ReqQryCFMMCTradingAccountKey(CThostFtdcQryCFMMCTradingAccountKeyField *pQryCFMMCTradingAccountKey, int nRequestID) = 0;
560 
562  virtual int ReqQryEWarrantOffset(CThostFtdcQryEWarrantOffsetField *pQryEWarrantOffset, int nRequestID) = 0;
563 
565  virtual int ReqQryInvestorProductGroupMargin(CThostFtdcQryInvestorProductGroupMarginField *pQryInvestorProductGroupMargin, int nRequestID) = 0;
566 
568  virtual int ReqQryExchangeMarginRate(CThostFtdcQryExchangeMarginRateField *pQryExchangeMarginRate, int nRequestID) = 0;
569 
571  virtual int ReqQryExchangeMarginRateAdjust(CThostFtdcQryExchangeMarginRateAdjustField *pQryExchangeMarginRateAdjust, int nRequestID) = 0;
572 
574  virtual int ReqQryExchangeRate(CThostFtdcQryExchangeRateField *pQryExchangeRate, int nRequestID) = 0;
575 
577  virtual int ReqQrySecAgentACIDMap(CThostFtdcQrySecAgentACIDMapField *pQrySecAgentACIDMap, int nRequestID) = 0;
578 
580  virtual int ReqQryProductExchRate(CThostFtdcQryProductExchRateField *pQryProductExchRate, int nRequestID) = 0;
581 
583  virtual int ReqQryProductGroup(CThostFtdcQryProductGroupField *pQryProductGroup, int nRequestID) = 0;
584 
586  virtual int ReqQryMMInstrumentCommissionRate(CThostFtdcQryMMInstrumentCommissionRateField *pQryMMInstrumentCommissionRate, int nRequestID) = 0;
587 
589  virtual int ReqQryMMOptionInstrCommRate(CThostFtdcQryMMOptionInstrCommRateField *pQryMMOptionInstrCommRate, int nRequestID) = 0;
590 
592  virtual int ReqQryInstrumentOrderCommRate(CThostFtdcQryInstrumentOrderCommRateField *pQryInstrumentOrderCommRate, int nRequestID) = 0;
593 
595  virtual int ReqQryOptionInstrTradeCost(CThostFtdcQryOptionInstrTradeCostField *pQryOptionInstrTradeCost, int nRequestID) = 0;
596 
598  virtual int ReqQryOptionInstrCommRate(CThostFtdcQryOptionInstrCommRateField *pQryOptionInstrCommRate, int nRequestID) = 0;
599 
601  virtual int ReqQryExecOrder(CThostFtdcQryExecOrderField *pQryExecOrder, int nRequestID) = 0;
602 
604  virtual int ReqQryForQuote(CThostFtdcQryForQuoteField *pQryForQuote, int nRequestID) = 0;
605 
607  virtual int ReqQryQuote(CThostFtdcQryQuoteField *pQryQuote, int nRequestID) = 0;
608 
610  virtual int ReqQryCombInstrumentGuard(CThostFtdcQryCombInstrumentGuardField *pQryCombInstrumentGuard, int nRequestID) = 0;
611 
613  virtual int ReqQryCombAction(CThostFtdcQryCombActionField *pQryCombAction, int nRequestID) = 0;
614 
616  virtual int ReqQryTransferSerial(CThostFtdcQryTransferSerialField *pQryTransferSerial, int nRequestID) = 0;
617 
619  virtual int ReqQryAccountregister(CThostFtdcQryAccountregisterField *pQryAccountregister, int nRequestID) = 0;
620 
622  virtual int ReqQryContractBank(CThostFtdcQryContractBankField *pQryContractBank, int nRequestID) = 0;
623 
625  virtual int ReqQryParkedOrder(CThostFtdcQryParkedOrderField *pQryParkedOrder, int nRequestID) = 0;
626 
628  virtual int ReqQryParkedOrderAction(CThostFtdcQryParkedOrderActionField *pQryParkedOrderAction, int nRequestID) = 0;
629 
631  virtual int ReqQryTradingNotice(CThostFtdcQryTradingNoticeField *pQryTradingNotice, int nRequestID) = 0;
632 
634  virtual int ReqQryBrokerTradingParams(CThostFtdcQryBrokerTradingParamsField *pQryBrokerTradingParams, int nRequestID) = 0;
635 
637  virtual int ReqQryBrokerTradingAlgos(CThostFtdcQryBrokerTradingAlgosField *pQryBrokerTradingAlgos, int nRequestID) = 0;
638 
640  virtual int ReqQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, int nRequestID) = 0;
641 
643  virtual int ReqFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) = 0;
644 
646  virtual int ReqFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) = 0;
647 
649  virtual int ReqQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, int nRequestID) = 0;
650 protected:
651  ~CThostFtdcTraderApi(){};
652 };
653 
654 #endif
产品
Definition: ThostFtdcUserApiStruct.h:335
virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
申请组合录入请求响应
Definition: ThostFtdcTraderApi.h:107
询价
Definition: ThostFtdcUserApiStruct.h:3307
输入的询价
Definition: ThostFtdcUserApiStruct.h:3284
查询投资者结算结果
Definition: ThostFtdcUserApiStruct.h:2529
virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询交易所响应
Definition: ThostFtdcTraderApi.h:134
响应信息
Definition: ThostFtdcUserApiStruct.h:315
执行宣告查询
Definition: ThostFtdcUserApiStruct.h:2982
virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询产品响应
Definition: ThostFtdcTraderApi.h:137
virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo)
交易通知
Definition: ThostFtdcTraderApi.h:248
virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询报单手续费响应
Definition: ThostFtdcTraderApi.h:197
查询做市商合约手续费率
Definition: ThostFtdcUserApiStruct.h:4301
virtual void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
批量报单操作请求响应
Definition: ThostFtdcTraderApi.h:104
查询经纪公司交易参数
Definition: ThostFtdcUserApiStruct.h:5655
virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询报单响应
Definition: ThostFtdcTraderApi.h:110
合约状态
Definition: ThostFtdcUserApiStruct.h:4534
virtual void OnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
资金账户口令更新请求响应
Definition: ThostFtdcTraderApi.h:62
报单
Definition: ThostFtdcUserApiStruct.h:1288
查询手续费率
Definition: ThostFtdcUserApiStruct.h:2331
virtual void OnHeartBeatWarning(int nTimeLapse)
Definition: ThostFtdcTraderApi.h:46
投资者持仓明细
Definition: ThostFtdcUserApiStruct.h:4638
查询投资者持仓明细
Definition: ThostFtdcUserApiStruct.h:4627
查询汇率
Definition: ThostFtdcUserApiStruct.h:2562
组合合约安全系数
Definition: ThostFtdcUserApiStruct.h:4015
查询报单
Definition: ThostFtdcUserApiStruct.h:2227
virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
错误应答
Definition: ThostFtdcTraderApi.h:227
Definition: ThostFtdcTraderApi.h:377
报单手续费率查询
Definition: ThostFtdcUserApiStruct.h:4331
监控中心用户令牌
Definition: ThostFtdcUserApiStruct.h:5994
virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
报单操作请求响应
Definition: ThostFtdcTraderApi.h:74
报单操作
Definition: ThostFtdcUserApiStruct.h:1572
输入的报价
Definition: ThostFtdcUserApiStruct.h:3419
virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
执行宣告录入请求响应
Definition: ThostFtdcTraderApi.h:89
查询预埋单
Definition: ThostFtdcUserApiStruct.h:5171
客户端认证响应
Definition: ThostFtdcUserApiStruct.h:118
virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询投资者响应
Definition: ThostFtdcTraderApi.h:122
删除预埋单
Definition: ThostFtdcUserApiStruct.h:5197
Definition: ThostFtdcTraderApi.h:29
查询产品组
Definition: ThostFtdcUserApiStruct.h:6009
virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询投资者持仓明细响应
Definition: ThostFtdcTraderApi.h:161
virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp)
询价通知
Definition: ThostFtdcTraderApi.h:275
virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo)
执行宣告录入错误回报
Definition: ThostFtdcTraderApi.h:257
virtual void OnRtnTrade(CThostFtdcTradeField *pTrade)
成交通知
Definition: ThostFtdcTraderApi.h:233
virtual void OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询仓单折抵信息响应
Definition: ThostFtdcTraderApi.h:167
请求查询银期签约关系
Definition: ThostFtdcUserApiStruct.h:7786
经纪公司交易算法
Definition: ThostFtdcUserApiStruct.h:5696
交易所
Definition: ThostFtdcUserApiStruct.h:324
virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询资金账户响应
Definition: ThostFtdcTraderApi.h:119
查询交易编码
Definition: ThostFtdcUserApiStruct.h:2296
virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询交易所调整保证金率响应
Definition: ThostFtdcTraderApi.h:176
发给做市商的询价请求
Definition: ThostFtdcUserApiStruct.h:3854
virtual void OnRspQryMMOptionInstrCommRate(CThostFtdcMMOptionInstrCommRateField *pMMOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询做市商期权合约手续费响应
Definition: ThostFtdcTraderApi.h:194
查询交易所保证金率
Definition: ThostFtdcUserApiStruct.h:2540
做市商期权手续费率查询
Definition: ThostFtdcUserApiStruct.h:4265
virtual void OnRtnRepealFromFutureToBankByBank(CThostFtdcRspRepealField *pRspRepeal)
银行发起冲正期货转银行通知
Definition: ThostFtdcTraderApi.h:320
当前期权合约手续费的详细内容
Definition: ThostFtdcUserApiStruct.h:2655
做市商合约手续费率
Definition: ThostFtdcUserApiStruct.h:4276
virtual void OnErrRtnFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo)
期货发起期货资金转银行错误回报
Definition: ThostFtdcTraderApi.h:341
投资者
Definition: ThostFtdcUserApiStruct.h:471
合约
Definition: ThostFtdcUserApiStruct.h:374
申请组合
Definition: ThostFtdcUserApiStruct.h:4064
查询投资者持仓
Definition: ThostFtdcUserApiStruct.h:2265
virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo)
报单操作错误回报
Definition: ThostFtdcTraderApi.h:239
请求查询转帐流水
Definition: ThostFtdcUserApiStruct.h:7618
virtual void OnRtnQueryBankBalanceByFuture(CThostFtdcNotifyQueryAccountField *pNotifyQueryAccount)
期货发起查询银行余额通知
Definition: ThostFtdcTraderApi.h:335
二级代理操作员银期权限
Definition: ThostFtdcUserApiStruct.h:8131
virtual void OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo)
批量报单操作错误回报
Definition: ThostFtdcTraderApi.h:281
交易所保证金率
Definition: ThostFtdcUserApiStruct.h:1035
virtual void OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询客户通知响应
Definition: ThostFtdcTraderApi.h:155
virtual void OnRtnFromBankToFutureByBank(CThostFtdcRspTransferField *pRspTransfer)
银行发起银行资金转期货通知
Definition: ThostFtdcTraderApi.h:311
查询成交
Definition: ThostFtdcUserApiStruct.h:2246
产品报价汇率查询
Definition: ThostFtdcUserApiStruct.h:4203
输入批量报单操作
Definition: ThostFtdcUserApiStruct.h:3899
查询结算信息确认域
Definition: ThostFtdcUserApiStruct.h:4793
经纪公司交易参数
Definition: ThostFtdcUserApiStruct.h:5666
查询合约
Definition: ThostFtdcUserApiStruct.h:2471
仓单折抵信息
Definition: ThostFtdcUserApiStruct.h:5879
银期销户信息
Definition: ThostFtdcUserApiStruct.h:7941
执行宣告操作
Definition: ThostFtdcUserApiStruct.h:2921
二级代理操作员银期权限查询
Definition: ThostFtdcUserApiStruct.h:8146
保证金监管系统经纪公司资金账户密钥
Definition: ThostFtdcUserApiStruct.h:5779
virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询成交响应
Definition: ThostFtdcTraderApi.h:113
virtual void OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
删除预埋撤单响应
Definition: ThostFtdcTraderApi.h:86
投资者组合持仓明细
Definition: ThostFtdcUserApiStruct.h:5002
输入的执行宣告
Definition: ThostFtdcUserApiStruct.h:2746
virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询执行宣告响应
Definition: ThostFtdcTraderApi.h:206
virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询交易所保证金率响应
Definition: ThostFtdcTraderApi.h:173
virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询投资者持仓明细响应
Definition: ThostFtdcTraderApi.h:152
virtual void OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询经纪公司交易算法响应
Definition: ThostFtdcTraderApi.h:305
virtual void OnRtnRepealFromFutureToBankByFutureManual(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
Definition: ThostFtdcTraderApi.h:332
查询经纪公司交易算法
Definition: ThostFtdcUserApiStruct.h:5685
投资者持仓
Definition: ThostFtdcUserApiStruct.h:662
报价
Definition: ThostFtdcUserApiStruct.h:3507
查询交易所调整保证金率
Definition: ThostFtdcUserApiStruct.h:2551
virtual void OnRtnOpenAccountByBank(CThostFtdcOpenAccountField *pOpenAccount)
银行发起银期开户通知
Definition: ThostFtdcTraderApi.h:368
合约保证金率
Definition: ThostFtdcUserApiStruct.h:753
virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo)
报单录入错误回报
Definition: ThostFtdcTraderApi.h:236
virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询合约响应
Definition: ThostFtdcTraderApi.h:140
virtual void OnRspQryMMInstrumentCommissionRate(CThostFtdcMMInstrumentCommissionRateField *pMMInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询做市商合约手续费率响应
Definition: ThostFtdcTraderApi.h:191
virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询合约保证金率响应
Definition: ThostFtdcTraderApi.h:128
当前做市商期权合约手续费的详细内容
Definition: ThostFtdcUserApiStruct.h:4236
virtual void OnErrRtnBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo)
期货发起银行资金转期货错误回报
Definition: ThostFtdcTraderApi.h:338
期权手续费率查询
Definition: ThostFtdcUserApiStruct.h:2724
客户开销户信息表
Definition: ThostFtdcUserApiStruct.h:7801
查询仓单折抵信息
Definition: ThostFtdcUserApiStruct.h:5900
银期变更银行账号信息
Definition: ThostFtdcUserApiStruct.h:8040
virtual void OnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
预埋单录入请求响应
Definition: ThostFtdcTraderApi.h:68
投资者结算结果确认信息
Definition: ThostFtdcUserApiStruct.h:1861
virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询期权交易成本响应
Definition: ThostFtdcTraderApi.h:200
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: ThostFtdcTraderApi.h:33
virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo)
询价录入错误回报
Definition: ThostFtdcTraderApi.h:263
汇率
Definition: ThostFtdcUserApiStruct.h:1089
合约手续费率
Definition: ThostFtdcUserApiStruct.h:778
客户通知
Definition: ThostFtdcUserApiStruct.h:4769
查询转帐银行
Definition: ThostFtdcUserApiStruct.h:4605
virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote)
报价通知
Definition: ThostFtdcTraderApi.h:266
查询交易所
Definition: ThostFtdcUserApiStruct.h:2455
查询错误报单操作
Definition: ThostFtdcUserApiStruct.h:5405
报价操作
Definition: ThostFtdcUserApiStruct.h:3612
资金账户口令变更域
Definition: ThostFtdcUserApiStruct.h:4847
成交
Definition: ThostFtdcUserApiStruct.h:1748
virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken)
保证金监控中心用户令牌
Definition: ThostFtdcTraderApi.h:278
Fens用户信息
Definition: ThostFtdcUserApiStruct.h:8194
查询行情
Definition: ThostFtdcUserApiStruct.h:2484
virtual void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询投资者品种/跨品种保证金响应
Definition: ThostFtdcTraderApi.h:170
查询监控中心用户令牌
Definition: ThostFtdcUserApiStruct.h:5985
virtual void OnRtnCancelAccountByBank(CThostFtdcCancelAccountField *pCancelAccount)
银行发起银期销户通知
Definition: ThostFtdcTraderApi.h:371
virtual void OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
期货发起银行资金转期货应答
Definition: ThostFtdcTraderApi.h:359
virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo)
报价录入错误回报
Definition: ThostFtdcTraderApi.h:269
转账请求
Definition: ThostFtdcUserApiStruct.h:6350
virtual void OnRtnFromBankToFutureByFuture(CThostFtdcRspTransferField *pRspTransfer)
期货发起银行资金转期货通知
Definition: ThostFtdcTraderApi.h:323
virtual void OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
删除预埋单响应
Definition: ThostFtdcTraderApi.h:83
virtual void OnRtnBulletin(CThostFtdcBulletinField *pBulletin)
交易所公告通知
Definition: ThostFtdcTraderApi.h:245
输入报价操作
Definition: ThostFtdcUserApiStruct.h:3470
virtual void OnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询投资者结算结果响应
Definition: ThostFtdcTraderApi.h:146
virtual void OnErrRtnRepealBankToFutureByFutureManual(CThostFtdcReqRepealField *pReqRepeal, 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
Definition: ThostFtdcTraderApi.h:344
银行发起银行资金转期货响应
Definition: ThostFtdcUserApiStruct.h:6443
virtual void OnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo)
申请组合录入错误回报
Definition: ThostFtdcTraderApi.h:287
银期转账交易流水表
Definition: ThostFtdcUserApiStruct.h:7557
virtual void OnRtnFromFutureToBankByFuture(CThostFtdcRspTransferField *pRspTransfer)
期货发起期货资金转银行通知
Definition: ThostFtdcTraderApi.h:326
查询合约保证金率
Definition: ThostFtdcUserApiStruct.h:2318
转帐银行
Definition: ThostFtdcUserApiStruct.h:4614
深度行情
Definition: ThostFtdcUserApiStruct.h:803
virtual void OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询交易通知响应
Definition: ThostFtdcTraderApi.h:299
virtual void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询结算信息确认响应
Definition: ThostFtdcTraderApi.h:158
查询预埋撤单
Definition: ThostFtdcUserApiStruct.h:5184
冲正响应
Definition: ThostFtdcUserApiStruct.h:6647
产品报价汇率
Definition: ThostFtdcUserApiStruct.h:4192
期权交易成本查询
Definition: ThostFtdcUserApiStruct.h:2707
virtual void OnRtnFromFutureToBankByBank(CThostFtdcRspTransferField *pRspTransfer)
银行发起期货资金转银行通知
Definition: ThostFtdcTraderApi.h:314
virtual void OnRtnRepealFromFutureToBankByFuture(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
Definition: ThostFtdcTraderApi.h:356
资金账户
Definition: ThostFtdcUserApiStruct.h:565
客户端认证请求
Definition: ThostFtdcUserApiStruct.h:105
期权交易成本
Definition: ThostFtdcUserApiStruct.h:2684
virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
询价录入请求响应
Definition: ThostFtdcTraderApi.h:95
virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询交易编码响应
Definition: ThostFtdcTraderApi.h:125
预埋单
Definition: ThostFtdcUserApiStruct.h:5047
virtual void OnRtnRepealFromBankToFutureByBank(CThostFtdcRspRepealField *pRspRepeal)
银行发起冲正银行转期货通知
Definition: ThostFtdcTraderApi.h:317
投资者品种/跨品种保证金产品组
Definition: ThostFtdcUserApiStruct.h:6018
交易所公告
Definition: ThostFtdcUserApiStruct.h:6029
用户事件通知信息
Definition: ThostFtdcUserApiStruct.h:5280
virtual void OnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField *pBrokerTradingParams, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询经纪公司交易参数响应
Definition: ThostFtdcTraderApi.h:302
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 OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询询价响应
Definition: ThostFtdcTraderApi.h:209
查询产品
Definition: ThostFtdcUserApiStruct.h:2462
请求查询保证金监管系统经纪公司资金账户密钥
Definition: ThostFtdcUserApiStruct.h:5794
查询资金账户
Definition: ThostFtdcUserApiStruct.h:2276
virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
登录请求响应
Definition: ThostFtdcTraderApi.h:53
virtual void OnRtnRepealFromBankToFutureByFuture(CThostFtdcRspRepealField *pRspRepeal)
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
Definition: ThostFtdcTraderApi.h:353
用户口令变更
Definition: ThostFtdcUserApiStruct.h:1210
查询最大报单数量
Definition: ThostFtdcUserApiStruct.h:1842
virtual void OnRtnChangeAccountByBank(CThostFtdcChangeAccountField *pChangeAccount)
银行发起变更银行账号通知
Definition: ThostFtdcTraderApi.h:374
virtual void OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询转帐流水响应
Definition: ThostFtdcTraderApi.h:221
查询投资者品种/跨品种保证金
Definition: ThostFtdcUserApiStruct.h:5913
查询交易事件通知
Definition: ThostFtdcUserApiStruct.h:5318
virtual void OnRtnOrder(CThostFtdcOrderField *pOrder)
报单通知
Definition: ThostFtdcTraderApi.h:230
virtual void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询组合合约安全系数响应
Definition: ThostFtdcTraderApi.h:215
查询签约银行请求
Definition: ThostFtdcUserApiStruct.h:4978
virtual void OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询产品报价汇率
Definition: ThostFtdcTraderApi.h:185
输入报单
Definition: ThostFtdcUserApiStruct.h:1223
virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
客户端认证响应
Definition: ThostFtdcTraderApi.h:49
virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询行情响应
Definition: ThostFtdcTraderApi.h:143
virtual void OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询汇率响应
Definition: ThostFtdcTraderApi.h:179
当前报单手续费的详细内容
Definition: ThostFtdcUserApiStruct.h:4312
组合合约安全系数查询
Definition: ThostFtdcUserApiStruct.h:4026
查询账户信息通知
Definition: ThostFtdcUserApiStruct.h:7470
virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询申请组合响应
Definition: ThostFtdcTraderApi.h:218
输入执行宣告操作
Definition: ThostFtdcUserApiStruct.h:2793
virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
登出请求响应
Definition: ThostFtdcTraderApi.h:56
virtual void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
用户口令更新请求响应
Definition: ThostFtdcTraderApi.h:59
virtual void OnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
期货发起查询银行余额应答
Definition: ThostFtdcTraderApi.h:365
查询投资者
Definition: ThostFtdcUserApiStruct.h:2287
virtual void OnRtnRepealFromBankToFutureByFutureManual(CThostFtdcRspRepealField *pRspRepeal)
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
Definition: ThostFtdcTraderApi.h:329
查询签约银行响应
Definition: ThostFtdcUserApiStruct.h:4989
virtual void OnErrRtnQueryBankBalanceByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo)
期货发起查询银行余额错误回报
Definition: ThostFtdcTraderApi.h:350
投资者品种/跨品种保证金
Definition: ThostFtdcUserApiStruct.h:5926
virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询投资者持仓响应
Definition: ThostFtdcTraderApi.h:116
virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
报价录入请求响应
Definition: ThostFtdcTraderApi.h:98
virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
报价操作请求响应
Definition: ThostFtdcTraderApi.h:101
查询组合持仓明细
Definition: ThostFtdcUserApiStruct.h:5236
执行宣告
Definition: ThostFtdcUserApiStruct.h:2828
输入报单操作
Definition: ThostFtdcUserApiStruct.h:1533
virtual void OnFrontDisconnected(int nReason)
Definition: ThostFtdcTraderApi.h:42
virtual void OnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询转帐银行响应
Definition: ThostFtdcTraderApi.h:149
virtual void OnRspQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
查询最大报单数量响应
Definition: ThostFtdcTraderApi.h:77
virtual void OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询签约银行响应
Definition: ThostFtdcTraderApi.h:290
批量报单操作
Definition: ThostFtdcUserApiStruct.h:3926
virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
报单录入请求响应
Definition: ThostFtdcTraderApi.h:65
virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询合约手续费率响应
Definition: ThostFtdcTraderApi.h:131
输入预埋单操作
Definition: ThostFtdcUserApiStruct.h:5122
询价查询
Definition: ThostFtdcUserApiStruct.h:3358
交易所保证金率调整
Definition: ThostFtdcUserApiStruct.h:1054
投资者结算结果
Definition: ThostFtdcUserApiStruct.h:993
输入的申请组合
Definition: ThostFtdcUserApiStruct.h:4035
报价查询
Definition: ThostFtdcUserApiStruct.h:3671
virtual void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询二级代理操作员银期权限响应
Definition: ThostFtdcTraderApi.h:182
virtual void OnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询监控中心用户令牌
Definition: ThostFtdcTraderApi.h:308
用户登录应答
Definition: ThostFtdcUserApiStruct.h:56
virtual void OnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
预埋撤单录入请求响应
Definition: ThostFtdcTraderApi.h:71
virtual void OnErrRtnRepealFutureToBankByFutureManual(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
Definition: ThostFtdcTraderApi.h:347
查询账户信息请求
Definition: ThostFtdcUserApiStruct.h:6758
virtual void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
投资者结算结果确认响应
Definition: ThostFtdcTraderApi.h:80
virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction)
申请组合通知
Definition: ThostFtdcTraderApi.h:284
virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder)
执行宣告通知
Definition: ThostFtdcTraderApi.h:254
virtual void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询预埋单响应
Definition: ThostFtdcTraderApi.h:293
查询客户通知
Definition: ThostFtdcUserApiStruct.h:4762
virtual void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, 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
Definition: ThostFtdcTraderApi.h:164
virtual void OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询银期签约关系响应
Definition: ThostFtdcTraderApi.h:224
virtual void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询预埋撤单响应
Definition: ThostFtdcTraderApi.h:296
virtual void OnRspFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
期货发起期货资金转银行应答
Definition: ThostFtdcTraderApi.h:362
virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo)
执行宣告操作错误回报
Definition: ThostFtdcTraderApi.h:260
用户事件通知
Definition: ThostFtdcUserApiStruct.h:5297
virtual void OnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询产品组
Definition: ThostFtdcTraderApi.h:188
用户登录请求
Definition: ThostFtdcUserApiStruct.h:29
申请组合查询
Definition: ThostFtdcUserApiStruct.h:4123
virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询期权合约手续费响应
Definition: ThostFtdcTraderApi.h:203
virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
执行宣告操作请求响应
Definition: ThostFtdcTraderApi.h:92
用户登出请求
Definition: ThostFtdcUserApiStruct.h:87
删除预埋撤单
Definition: ThostFtdcUserApiStruct.h:5208
交易编码
Definition: ThostFtdcUserApiStruct.h:502
virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
请求查询报价响应
Definition: ThostFtdcTraderApi.h:212
virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo)
报价操作错误回报
Definition: ThostFtdcTraderApi.h:272
冲正请求
Definition: ThostFtdcUserApiStruct.h:6540
virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus)
合约交易状态通知
Definition: ThostFtdcTraderApi.h:242
virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder)
提示条件单校验错误
Definition: ThostFtdcTraderApi.h:251
银期开户信息
Definition: ThostFtdcUserApiStruct.h:7842