traderApi.h
#pragma once
#include "ThostFtdcTraderApi.h"
#include <vector>
#include <string>
#include <map>
using namespace std;
class CTraderApi : public CThostFtdcTraderApi
{
public:
CTraderApi() {};
~CTraderApi() {};
private:
CThostFtdcTraderApi *m_pApi;
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
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
virtual 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
virtual void Init();
///等待接口线程结束运行
///@return 线程退出代码
virtual 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
virtual 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。
virtual 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
virtual void RegisterNameServer(char *pszNsAddress);
///注册名字服务器用户信息
///@param pFensUserInfo：用户信息。
virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField * pFensUserInfo);
///注册回调接口
///@param pSpi 派生自回调接口类的实例
virtual 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。
virtual 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
///@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);
///客户端认证请求
virtual 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
virtual 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
virtual int SubmitUserSystemInfo(CThostFtdcUserSystemInfoField *pUserSystemInfo);
///用户登录请求
virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID);
///登出请求
virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID);
///用户口令更新请求
virtual int ReqUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID);
///资金账户口令更新请求
virtual int ReqTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID);
///查询用户当前支持的认证模式
virtual int ReqUserAuthMethod(CThostFtdcReqUserAuthMethodField *pReqUserAuthMethod, int nRequestID);
///用户发出获取图形验证码请求
virtual int ReqGenUserCaptcha(CThostFtdcReqGenUserCaptchaField *pReqGenUserCaptcha, int nRequestID);
///用户发出获取短信验证码请求
virtual int ReqGenUserText(CThostFtdcReqGenUserTextField *pReqGenUserText, int nRequestID);
///用户发出带有图片验证码的登陆请求
virtual int ReqUserLoginWithCaptcha(CThostFtdcReqUserLoginWithCaptchaField *pReqUserLoginWithCaptcha, int nRequestID);
///用户发出带有短信验证码的登陆请求
virtual int ReqUserLoginWithText(CThostFtdcReqUserLoginWithTextField *pReqUserLoginWithText, int nRequestID);
///用户发出带有动态口令的登陆请求
virtual int ReqUserLoginWithOTP(CThostFtdcReqUserLoginWithOTPField *pReqUserLoginWithOTP, int nRequestID);
///报单录入请求
virtual int ReqOrderInsert(CThostFtdcInputOrderField *pInputOrder, int nRequestID);
///预埋单录入请求
virtual int ReqParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, int nRequestID);
///预埋撤单录入请求
virtual int ReqParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, int nRequestID);
///报单操作请求
virtual int ReqOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, int nRequestID);
///查询最大报单数量请求
virtual int ReqQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, int nRequestID);
///投资者结算结果确认
virtual int ReqSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, int nRequestID);
///请求删除预埋单
virtual int ReqRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, int nRequestID);
///请求删除预埋撤单
virtual int ReqRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, int nRequestID);
///执行宣告录入请求
virtual int ReqExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, int nRequestID);
///执行宣告操作请求
virtual int ReqExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, int nRequestID);
///询价录入请求
virtual int ReqForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, int nRequestID);
///报价录入请求
virtual int ReqQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, int nRequestID);
///报价操作请求
virtual int ReqQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, int nRequestID);
///批量报单操作请求
virtual int ReqBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, int nRequestID);
///期权自对冲录入请求
virtual int ReqOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, int nRequestID);
///期权自对冲操作请求
virtual int ReqOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, int nRequestID);
///申请组合录入请求
virtual int ReqCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, int nRequestID);
///请求查询报单
virtual int ReqQryOrder(CThostFtdcQryOrderField *pQryOrder, int nRequestID);
///请求查询成交
virtual int ReqQryTrade(CThostFtdcQryTradeField *pQryTrade, int nRequestID);
///请求查询投资者持仓
virtual int ReqQryInvestorPosition(CThostFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID);
///请求查询资金账户
virtual int ReqQryTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID);
///请求查询投资者
virtual int ReqQryInvestor(CThostFtdcQryInvestorField *pQryInvestor, int nRequestID);
///请求查询交易编码
virtual int ReqQryTradingCode(CThostFtdcQryTradingCodeField *pQryTradingCode, int nRequestID);
///请求查询合约保证金率
virtual int ReqQryInstrumentMarginRate(CThostFtdcQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID);
///请求查询合约手续费率
virtual int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID);
///请求查询交易所
virtual int ReqQryExchange(CThostFtdcQryExchangeField *pQryExchange, int nRequestID);
///请求查询产品
virtual int ReqQryProduct(CThostFtdcQryProductField *pQryProduct, int nRequestID);
///请求查询合约
virtual int ReqQryInstrument(CThostFtdcQryInstrumentField *pQryInstrument, int nRequestID);
///请求查询行情
virtual int ReqQryDepthMarketData(CThostFtdcQryDepthMarketDataField *pQryDepthMarketData, int nRequestID);
///请求查询投资者结算结果
virtual int ReqQrySettlementInfo(CThostFtdcQrySettlementInfoField *pQrySettlementInfo, int nRequestID);
///请求查询转帐银行
virtual int ReqQryTransferBank(CThostFtdcQryTransferBankField *pQryTransferBank, int nRequestID);
///请求查询投资者持仓明细
virtual int ReqQryInvestorPositionDetail(CThostFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID);
///请求查询客户通知
virtual int ReqQryNotice(CThostFtdcQryNoticeField *pQryNotice, int nRequestID);
///请求查询结算信息确认
virtual int ReqQrySettlementInfoConfirm(CThostFtdcQrySettlementInfoConfirmField *pQrySettlementInfoConfirm, int nRequestID);
///请求查询投资者持仓明细
virtual 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
virtual int ReqQryCFMMCTradingAccountKey(CThostFtdcQryCFMMCTradingAccountKeyField *pQryCFMMCTradingAccountKey, int nRequestID);
///请求查询仓单折抵信息
virtual int ReqQryEWarrantOffset(CThostFtdcQryEWarrantOffsetField *pQryEWarrantOffset, int nRequestID);
///请求查询投资者品种/跨品种保证金
virtual int ReqQryInvestorProductGroupMargin(CThostFtdcQryInvestorProductGroupMarginField *pQryInvestorProductGroupMargin, int nRequestID);
///请求查询交易所保证金率
virtual int ReqQryExchangeMarginRate(CThostFtdcQryExchangeMarginRateField *pQryExchangeMarginRate, int nRequestID);
///请求查询交易所调整保证金率
virtual int ReqQryExchangeMarginRateAdjust(CThostFtdcQryExchangeMarginRateAdjustField *pQryExchangeMarginRateAdjust, int nRequestID);
///请求查询汇率
virtual int ReqQryExchangeRate(CThostFtdcQryExchangeRateField *pQryExchangeRate, int nRequestID);
///请求查询二级代理操作员银期权限
virtual int ReqQrySecAgentACIDMap(CThostFtdcQrySecAgentACIDMapField *pQrySecAgentACIDMap, int nRequestID);
///请求查询产品报价汇率
virtual int ReqQryProductExchRate(CThostFtdcQryProductExchRateField *pQryProductExchRate, int nRequestID);
///请求查询产品组
virtual int ReqQryProductGroup(CThostFtdcQryProductGroupField *pQryProductGroup, int nRequestID);
///请求查询做市商合约手续费率
virtual int ReqQryMMInstrumentCommissionRate(CThostFtdcQryMMInstrumentCommissionRateField *pQryMMInstrumentCommissionRate, int nRequestID);
///请求查询做市商期权合约手续费
virtual int ReqQryMMOptionInstrCommRate(CThostFtdcQryMMOptionInstrCommRateField *pQryMMOptionInstrCommRate, int nRequestID);
///请求查询报单手续费
virtual int ReqQryInstrumentOrderCommRate(CThostFtdcQryInstrumentOrderCommRateField *pQryInstrumentOrderCommRate, int nRequestID);
///请求查询资金账户
virtual int ReqQrySecAgentTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID);
///请求查询二级代理商资金校验模式
virtual int ReqQrySecAgentCheckMode(CThostFtdcQrySecAgentCheckModeField *pQrySecAgentCheckMode, int nRequestID);
///请求查询二级代理商信息
virtual int ReqQrySecAgentTradeInfo(CThostFtdcQrySecAgentTradeInfoField *pQrySecAgentTradeInfo, int nRequestID);
///请求查询期权交易成本
virtual int ReqQryOptionInstrTradeCost(CThostFtdcQryOptionInstrTradeCostField *pQryOptionInstrTradeCost, int nRequestID);
///请求查询期权合约手续费
virtual int ReqQryOptionInstrCommRate(CThostFtdcQryOptionInstrCommRateField *pQryOptionInstrCommRate, int nRequestID);
///请求查询执行宣告
virtual int ReqQryExecOrder(CThostFtdcQryExecOrderField *pQryExecOrder, int nRequestID);
///请求查询询价
virtual int ReqQryForQuote(CThostFtdcQryForQuoteField *pQryForQuote, int nRequestID);
///请求查询报价
virtual int ReqQryQuote(CThostFtdcQryQuoteField *pQryQuote, int nRequestID);
///请求查询期权自对冲
virtual int ReqQryOptionSelfClose(CThostFtdcQryOptionSelfCloseField *pQryOptionSelfClose, int nRequestID);
///请求查询投资单元
virtual int ReqQryInvestUnit(CThostFtdcQryInvestUnitField *pQryInvestUnit, int nRequestID);
///请求查询组合合约安全系数
virtual int ReqQryCombInstrumentGuard(CThostFtdcQryCombInstrumentGuardField *pQryCombInstrumentGuard, int nRequestID);
///请求查询申请组合
virtual int ReqQryCombAction(CThostFtdcQryCombActionField *pQryCombAction, int nRequestID);
///请求查询转帐流水
virtual int ReqQryTransferSerial(CThostFtdcQryTransferSerialField *pQryTransferSerial, int nRequestID);
///请求查询银期签约关系
virtual int ReqQryAccountregister(CThostFtdcQryAccountregisterField *pQryAccountregister, int nRequestID);
///请求查询签约银行
virtual int ReqQryContractBank(CThostFtdcQryContractBankField *pQryContractBank, int nRequestID);
///请求查询预埋单
virtual int ReqQryParkedOrder(CThostFtdcQryParkedOrderField *pQryParkedOrder, int nRequestID);
///请求查询预埋撤单
virtual int ReqQryParkedOrderAction(CThostFtdcQryParkedOrderActionField *pQryParkedOrderAction, int nRequestID);
///请求查询交易通知
virtual int ReqQryTradingNotice(CThostFtdcQryTradingNoticeField *pQryTradingNotice, int nRequestID);
///请求查询经纪公司交易参数
virtual int ReqQryBrokerTradingParams(CThostFtdcQryBrokerTradingParamsField *pQryBrokerTradingParams, int nRequestID);
///请求查询经纪公司交易算法
virtual int ReqQryBrokerTradingAlgos(CThostFtdcQryBrokerTradingAlgosField *pQryBrokerTradingAlgos, int nRequestID);
///请求查询监控中心用户令牌
virtual int ReqQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, int nRequestID);
///期货发起银行资金转期货请求
virtual int ReqFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID);
///期货发起期货资金转银行请求
virtual int ReqFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID);
///期货发起查询银行余额请求
virtual int ReqQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, int nRequestID);
};
