/* * traderspi.h * * Copyright (c) 2022, 2023 Xiongfei Shi * * Author: Xiongfei Shi * License: Apache-2.0 * * https://github.com/shixiongfei/napi-ctp */ #ifndef __TRADERSPI_H__ #define __TRADERSPI_H__ #include "message_queue.h" #include "napi_ctp.h" #define ET_BASE 0x2000 #define ET_QUIT (ET_BASE + 0) #define ET_FRONTCONNECTED (ET_BASE + 1) #define ET_FRONTDISCONNECTED (ET_BASE + 2) #define ET_HEARTBEATWARNING (ET_BASE + 3) #define ET_RSPAUTHENTICATE (ET_BASE + 4) #define ET_RSPUSERLOGIN (ET_BASE + 5) #define ET_RSPUSERLOGOUT (ET_BASE + 6) #define ET_RSPUSERPASSWORDUPDATE (ET_BASE + 7) #define ET_RSPTRADINGACCOUNTPASSWORDUPDATE (ET_BASE + 8) #define ET_RSPUSERAUTHMETHOD (ET_BASE + 9) #define ET_RSPGENUSERCAPTCHA (ET_BASE + 10) #define ET_RSPGENUSERTEXT (ET_BASE + 11) #define ET_RSPORDERINSERT (ET_BASE + 12) #define ET_RSPPARKEDORDERINSERT (ET_BASE + 13) #define ET_RSPPARKEDORDERACTION (ET_BASE + 14) #define ET_RSPORDERACTION (ET_BASE + 15) #define ET_RSPQRYMAXORDERVOLUME (ET_BASE + 16) #define ET_RSPSETTLEMENTINFOCONFIRM (ET_BASE + 17) #define ET_RSPREMOVEPARKEDORDER (ET_BASE + 18) #define ET_RSPREMOVEPARKEDORDERACTION (ET_BASE + 19) #define ET_RSPEXECORDERINSERT (ET_BASE + 20) #define ET_RSPEXECORDERACTION (ET_BASE + 21) #define ET_RSPFORQUOTEINSERT (ET_BASE + 22) #define ET_RSPQUOTEINSERT (ET_BASE + 23) #define ET_RSPQUOTEACTION (ET_BASE + 24) #define ET_RSPBATCHORDERACTION (ET_BASE + 25) #define ET_RSPOPTIONSELFCLOSEINSERT (ET_BASE + 26) #define ET_RSPOPTIONSELFCLOSEACTION (ET_BASE + 27) #define ET_RSPCOMBACTIONINSERT (ET_BASE + 28) #define ET_RSPQRYORDER (ET_BASE + 29) #define ET_RSPQRYTRADE (ET_BASE + 30) #define ET_RSPQRYINVESTORPOSITION (ET_BASE + 31) #define ET_RSPQRYTRADINGACCOUNT (ET_BASE + 32) #define ET_RSPQRYINVESTOR (ET_BASE + 33) #define ET_RSPQRYTRADINGCODE (ET_BASE + 34) #define ET_RSPQRYINSTRUMENTMARGINRATE (ET_BASE + 35) #define ET_RSPQRYINSTRUMENTCOMMISSIONRATE (ET_BASE + 36) #define ET_RSPQRYEXCHANGE (ET_BASE + 37) #define ET_RSPQRYPRODUCT (ET_BASE + 38) #define ET_RSPQRYINSTRUMENT (ET_BASE + 39) #define ET_RSPQRYDEPTHMARKETDATA (ET_BASE + 40) #define ET_RSPQRYTRADEROFFER (ET_BASE + 41) #define ET_RSPQRYSETTLEMENTINFO (ET_BASE + 42) #define ET_RSPQRYTRANSFERBANK (ET_BASE + 43) #define ET_RSPQRYINVESTORPOSITIONDETAIL (ET_BASE + 44) #define ET_RSPQRYNOTICE (ET_BASE + 45) #define ET_RSPQRYSETTLEMENTINFOCONFIRM (ET_BASE + 46) #define ET_RSPQRYINVESTORPOSITIONCOMBINEDETAIL (ET_BASE + 47) #define ET_RSPQRYCFMMCTRADINGACCOUNTKEY (ET_BASE + 48) #define ET_RSPQRYEWARRANTOFFSET (ET_BASE + 49) #define ET_RSPQRYINVESTORPRODUCTGROUPMARGIN (ET_BASE + 50) #define ET_RSPQRYEXCHANGEMARGINRATE (ET_BASE + 51) #define ET_RSPQRYEXCHANGEMARGINRATEADJUST (ET_BASE + 52) #define ET_RSPQRYEXCHANGERATE (ET_BASE + 53) #define ET_RSPQRYSECAGENTACIDMAP (ET_BASE + 54) #define ET_RSPQRYPRODUCTEXCHRATE (ET_BASE + 55) #define ET_RSPQRYPRODUCTGROUP (ET_BASE + 56) #define ET_RSPQRYMMINSTRUMENTCOMMISSIONRATE (ET_BASE + 57) #define ET_RSPQRYMMOPTIONINSTRCOMMRATE (ET_BASE + 58) #define ET_RSPQRYINSTRUMENTORDERCOMMRATE (ET_BASE + 59) #define ET_RSPQRYSECAGENTTRADINGACCOUNT (ET_BASE + 60) #define ET_RSPQRYSECAGENTCHECKMODE (ET_BASE + 61) #define ET_RSPQRYSECAGENTTRADEINFO (ET_BASE + 62) #define ET_RSPQRYOPTIONINSTRTRADECOST (ET_BASE + 63) #define ET_RSPQRYOPTIONINSTRCOMMRATE (ET_BASE + 64) #define ET_RSPQRYEXECORDER (ET_BASE + 65) #define ET_RSPQRYFORQUOTE (ET_BASE + 66) #define ET_RSPQRYQUOTE (ET_BASE + 67) #define ET_RSPQRYOPTIONSELFCLOSE (ET_BASE + 68) #define ET_RSPQRYINVESTUNIT (ET_BASE + 69) #define ET_RSPQRYCOMBINSTRUMENTGUARD (ET_BASE + 70) #define ET_RSPQRYCOMBACTION (ET_BASE + 71) #define ET_RSPQRYTRANSFERSERIAL (ET_BASE + 72) #define ET_RSPQRYACCOUNTREGISTER (ET_BASE + 73) #define ET_RSPERROR (ET_BASE + 74) #define ET_RTNORDER (ET_BASE + 75) #define ET_RTNTRADE (ET_BASE + 76) #define ET_ERRRTNORDERINSERT (ET_BASE + 77) #define ET_ERRRTNORDERACTION (ET_BASE + 78) #define ET_RTNINSTRUMENTSTATUS (ET_BASE + 79) #define ET_RTNBULLETIN (ET_BASE + 80) #define ET_RTNTRADINGNOTICE (ET_BASE + 81) #define ET_RTNERRORCONDITIONALORDER (ET_BASE + 82) #define ET_RTNEXECORDER (ET_BASE + 83) #define ET_ERRRTNEXECORDERINSERT (ET_BASE + 84) #define ET_ERRRTNEXECORDERACTION (ET_BASE + 85) #define ET_ERRRTNFORQUOTEINSERT (ET_BASE + 86) #define ET_RTNQUOTE (ET_BASE + 87) #define ET_ERRRTNQUOTEINSERT (ET_BASE + 88) #define ET_ERRRTNQUOTEACTION (ET_BASE + 89) #define ET_RTNFORQUOTERSP (ET_BASE + 90) #define ET_RTNCFMMCTRADINGACCOUNTTOKEN (ET_BASE + 91) #define ET_ERRRTNBATCHORDERACTION (ET_BASE + 92) #define ET_RTNOPTIONSELFCLOSE (ET_BASE + 93) #define ET_ERRRTNOPTIONSELFCLOSEINSERT (ET_BASE + 94) #define ET_ERRRTNOPTIONSELFCLOSEACTION (ET_BASE + 95) #define ET_RTNCOMBACTION (ET_BASE + 96) #define ET_ERRRTNCOMBACTIONINSERT (ET_BASE + 97) #define ET_RSPQRYCONTRACTBANK (ET_BASE + 98) #define ET_RSPQRYPARKEDORDER (ET_BASE + 99) #define ET_RSPQRYPARKEDORDERACTION (ET_BASE + 100) #define ET_RSPQRYTRADINGNOTICE (ET_BASE + 101) #define ET_RSPQRYBROKERTRADINGPARAMS (ET_BASE + 102) #define ET_RSPQRYBROKERTRADINGALGOS (ET_BASE + 103) #define ET_RSPQUERYCFMMCTRADINGACCOUNTTOKEN (ET_BASE + 104) #define ET_RTNFROMBANKTOFUTUREBYBANK (ET_BASE + 105) #define ET_RTNFROMFUTURETOBANKBYBANK (ET_BASE + 106) #define ET_RTNREPEALFROMBANKTOFUTUREBYBANK (ET_BASE + 107) #define ET_RTNREPEALFROMFUTURETOBANKBYBANK (ET_BASE + 108) #define ET_RTNFROMBANKTOFUTUREBYFUTURE (ET_BASE + 109) #define ET_RTNFROMFUTURETOBANKBYFUTURE (ET_BASE + 110) #define ET_RTNREPEALFROMBANKTOFUTUREBYFUTUREMANUAL (ET_BASE + 111) #define ET_RTNREPEALFROMFUTURETOBANKBYFUTUREMANUAL (ET_BASE + 112) #define ET_RTNQUERYBANKBALANCEBYFUTURE (ET_BASE + 113) #define ET_ERRRTNBANKTOFUTUREBYFUTURE (ET_BASE + 114) #define ET_ERRRTNFUTURETOBANKBYFUTURE (ET_BASE + 115) #define ET_ERRRTNREPEALBANKTOFUTUREBYFUTUREMANUAL (ET_BASE + 116) #define ET_ERRRTNREPEALFUTURETOBANKBYFUTUREMANUAL (ET_BASE + 117) #define ET_ERRRTNQUERYBANKBALANCEBYFUTURE (ET_BASE + 118) #define ET_RTNREPEALFROMBANKTOFUTUREBYFUTURE (ET_BASE + 119) #define ET_RTNREPEALFROMFUTURETOBANKBYFUTURE (ET_BASE + 120) #define ET_RSPFROMBANKTOFUTUREBYFUTURE (ET_BASE + 121) #define ET_RSPFROMFUTURETOBANKBYFUTURE (ET_BASE + 122) #define ET_RSPQUERYBANKACCOUNTMONEYBYFUTURE (ET_BASE + 123) #define ET_RTNOPENACCOUNTBYBANK (ET_BASE + 124) #define ET_RTNCANCELACCOUNTBYBANK (ET_BASE + 125) #define ET_RTNCHANGEACCOUNTBYBANK (ET_BASE + 126) #define ET_RSPQRYCLASSIFIEDINSTRUMENT (ET_BASE + 127) #define ET_RSPQRYCOMBPROMOTIONPARAM (ET_BASE + 128) #define ET_RSPQRYRISKSETTLEINVSTPOSITION (ET_BASE + 129) #define ET_RSPQRYRISKSETTLEPRODUCTSTATUS (ET_BASE + 130) class TraderSpi : public CThostFtdcTraderSpi { public: TraderSpi(); virtual ~TraderSpi(); int poll(Message **message, unsigned int millisec = UINT_MAX); void done(Message *message); void quit(int nCode = 0); public: static const char *eventName(int event); public: virtual void OnFrontConnected(); virtual void OnFrontDisconnected(int nReason); virtual void OnHeartBeatWarning(int nTimeLapse); virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspUserAuthMethod(CThostFtdcRspUserAuthMethodField *pRspUserAuthMethod, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspGenUserCaptcha(CThostFtdcRspGenUserCaptchaField *pRspGenUserCaptcha, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspGenUserText(CThostFtdcRspGenUserTextField *pRspGenUserText, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryMaxOrderVolume(CThostFtdcQryMaxOrderVolumeField *pQryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryTraderOffer(CThostFtdcTraderOfferField *pTraderOffer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryMMInstrumentCommissionRate(CThostFtdcMMInstrumentCommissionRateField *pMMInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryMMOptionInstrCommRate(CThostFtdcMMOptionInstrCommRateField *pMMOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQrySecAgentTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQrySecAgentCheckMode(CThostFtdcSecAgentCheckModeField *pSecAgentCheckMode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQrySecAgentTradeInfo(CThostFtdcSecAgentTradeInfoField *pSecAgentTradeInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryInvestUnit(CThostFtdcInvestUnitField *pInvestUnit, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRtnOrder(CThostFtdcOrderField *pOrder); virtual void OnRtnTrade(CThostFtdcTradeField *pTrade); virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo); virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo); virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus); virtual void OnRtnBulletin(CThostFtdcBulletinField *pBulletin); virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo); virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder); virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder); virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo); virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo); virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo); virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote); virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo); virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo); virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp); virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken); virtual void OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo); virtual void OnRtnOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose); virtual void OnErrRtnOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo); virtual void OnErrRtnOptionSelfCloseAction(CThostFtdcOptionSelfCloseActionField *pOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo); virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction); virtual void OnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo); virtual void OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField *pBrokerTradingParams, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRtnFromBankToFutureByBank(CThostFtdcRspTransferField *pRspTransfer); virtual void OnRtnFromFutureToBankByBank(CThostFtdcRspTransferField *pRspTransfer); virtual void OnRtnRepealFromBankToFutureByBank(CThostFtdcRspRepealField *pRspRepeal); virtual void OnRtnRepealFromFutureToBankByBank(CThostFtdcRspRepealField *pRspRepeal); virtual void OnRtnFromBankToFutureByFuture(CThostFtdcRspTransferField *pRspTransfer); virtual void OnRtnFromFutureToBankByFuture(CThostFtdcRspTransferField *pRspTransfer); virtual void OnRtnRepealFromBankToFutureByFutureManual(CThostFtdcRspRepealField *pRspRepeal); virtual void OnRtnRepealFromFutureToBankByFutureManual(CThostFtdcRspRepealField *pRspRepeal); virtual void OnRtnQueryBankBalanceByFuture(CThostFtdcNotifyQueryAccountField *pNotifyQueryAccount); virtual void OnErrRtnBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo); virtual void OnErrRtnFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo); virtual void OnErrRtnRepealBankToFutureByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo); virtual void OnErrRtnRepealFutureToBankByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo); virtual void OnErrRtnQueryBankBalanceByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo); virtual void OnRtnRepealFromBankToFutureByFuture(CThostFtdcRspRepealField *pRspRepeal); virtual void OnRtnRepealFromFutureToBankByFuture(CThostFtdcRspRepealField *pRspRepeal); virtual void OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRtnOpenAccountByBank(CThostFtdcOpenAccountField *pOpenAccount); virtual void OnRtnCancelAccountByBank(CThostFtdcCancelAccountField *pCancelAccount); virtual void OnRtnChangeAccountByBank(CThostFtdcChangeAccountField *pChangeAccount); virtual void OnRspQryClassifiedInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryCombPromotionParam(CThostFtdcCombPromotionParamField *pCombPromotionParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryRiskSettleInvstPosition(CThostFtdcRiskSettleInvstPositionField *pRiskSettleInvstPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); virtual void OnRspQryRiskSettleProductStatus(CThostFtdcRiskSettleProductStatusField *pRiskSettleProductStatus, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); private: bool checkErrorRspInfo(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); private: MessageQueue _msgq; }; #endif /* __TRADERSPI_H__ */