///////////////////////////////////////////////////////////////////////// ///@system node ctp addon ///@company 慧网基金 ///@file ThostFtdcTraderSpiI.h ///@brief ctp 接口 ///@history ///20160326 dreamyzhang 创建该文件 ///////////////////////////////////////////////////////////////////////// #ifndef __THOSTFTDCTRADERSPI_H__ #define __THOSTFTDCTRADERSPI_H__ //#include //#include #include #include #include #include #include #include #include //#include #include #include #include "comm.h" #include "ThostFtdcUserApiDataType.h" #include "ThostFtdcUserApiStruct.h" #include "ThostFtdcTraderApi.h" using namespace std; namespace td { class CThostFtdcTraderSpiI; //以api来划分结构体 struct taskdata { taskdata(CThostFtdcTraderSpiI* p){handle.data = this; ptd = p;} CThostFtdcTraderSpiI* ptd; string api; //表示是那个api回调 uv_async_t handle; void reinit() { api = ""; memset(&data, 0, sizeof(data)); nRequestID = 0; bIsLast = 0; memset(&RspInfo, 0, sizeof(RspInfo)); } union _data { int nReason; int nTimeLapse; CThostFtdcAccountregisterField Accountregister; CThostFtdcBatchOrderActionField BatchOrderAction; CThostFtdcBrokerTradingAlgosField BrokerTradingAlgos; CThostFtdcBrokerTradingParamsField BrokerTradingParams; CThostFtdcBulletinField Bulletin; CThostFtdcCancelAccountField CancelAccount; CThostFtdcCFMMCTradingAccountKeyField CFMMCTradingAccountKey; CThostFtdcCFMMCTradingAccountTokenField CFMMCTradingAccountToken; CThostFtdcChangeAccountField ChangeAccount; CThostFtdcCombActionField CombAction; CThostFtdcCombInstrumentGuardField CombInstrumentGuard; CThostFtdcContractBankField ContractBank; CThostFtdcDepthMarketDataField DepthMarketData; CThostFtdcErrorConditionalOrderField ErrorConditionalOrder; CThostFtdcEWarrantOffsetField EWarrantOffset; CThostFtdcExchangeField Exchange; CThostFtdcExchangeMarginRateAdjustField ExchangeMarginRateAdjust; CThostFtdcExchangeMarginRateField ExchangeMarginRate; CThostFtdcExchangeRateField ExchangeRate; CThostFtdcExecOrderActionField ExecOrderAction; CThostFtdcExecOrderField ExecOrder; CThostFtdcForQuoteField ForQuote; CThostFtdcForQuoteRspField ForQuoteRsp; CThostFtdcInputBatchOrderActionField InputBatchOrderAction; CThostFtdcInputCombActionField InputCombAction; CThostFtdcInputExecOrderActionField InputExecOrderAction; CThostFtdcInputExecOrderField InputExecOrder; CThostFtdcInputForQuoteField InputForQuote; CThostFtdcInputOrderActionField InputOrderAction; CThostFtdcInputOrderField InputOrder; CThostFtdcInputQuoteActionField InputQuoteAction; CThostFtdcInputQuoteField InputQuote; CThostFtdcInstrumentCommissionRateField InstrumentCommissionRate; CThostFtdcInstrumentField Instrument; CThostFtdcInstrumentMarginRateField InstrumentMarginRate; CThostFtdcInstrumentOrderCommRateField InstrumentOrderCommRate; CThostFtdcInstrumentStatusField InstrumentStatus; CThostFtdcInvestorField Investor; CThostFtdcInvestorPositionCombineDetailField InvestorPositionCombineDetail; CThostFtdcInvestorPositionDetailField InvestorPositionDetail; CThostFtdcInvestorPositionField InvestorPosition; CThostFtdcInvestorProductGroupMarginField InvestorProductGroupMargin; CThostFtdcMMInstrumentCommissionRateField MMInstrumentCommissionRate; CThostFtdcMMOptionInstrCommRateField MMOptionInstrCommRate; CThostFtdcNoticeField Notice; CThostFtdcNotifyQueryAccountField NotifyQueryAccount; CThostFtdcOpenAccountField OpenAccount; CThostFtdcOptionInstrCommRateField OptionInstrCommRate; CThostFtdcOptionInstrTradeCostField OptionInstrTradeCost; CThostFtdcOrderActionField OrderAction; CThostFtdcOrderField Order; CThostFtdcParkedOrderActionField ParkedOrderAction; CThostFtdcParkedOrderField ParkedOrder; CThostFtdcProductExchRateField ProductExchRate; CThostFtdcProductField Product; CThostFtdcProductGroupField ProductGroup; CThostFtdcQueryCFMMCTradingAccountTokenField QueryCFMMCTradingAccountToken; CThostFtdcQueryMaxOrderVolumeField QueryMaxOrderVolume; CThostFtdcQuoteActionField QuoteAction; CThostFtdcQuoteField Quote; CThostFtdcRemoveParkedOrderActionField RemoveParkedOrderAction; CThostFtdcRemoveParkedOrderField RemoveParkedOrder; CThostFtdcReqQueryAccountField ReqQueryAccount; CThostFtdcReqRepealField ReqRepeal; CThostFtdcReqTransferField ReqTransfer; CThostFtdcRspAuthenticateField RspAuthenticateField; CThostFtdcRspRepealField RspRepeal; CThostFtdcRspTransferField RspTransfer; CThostFtdcRspUserLoginField RspUserLogin; CThostFtdcSecAgentACIDMapField SecAgentACIDMap; CThostFtdcSettlementInfoConfirmField SettlementInfoConfirm; CThostFtdcSettlementInfoField SettlementInfo; CThostFtdcTradeField Trade; CThostFtdcTradingAccountField TradingAccount; CThostFtdcTradingAccountPasswordUpdateField TradingAccountPasswordUpdate; CThostFtdcTradingCodeField TradingCode; CThostFtdcTradingNoticeField TradingNotice; CThostFtdcTradingNoticeInfoField TradingNoticeInfo; CThostFtdcTransferBankField TransferBank; CThostFtdcTransferSerialField TransferSerial; CThostFtdcUserLogoutField UserLogout; CThostFtdcUserPasswordUpdateField UserPasswordUpdate; // TODO 穿透式监管新增结构体 CThostFtdcRspUserAuthMethodField RspUserAuthMethod; CThostFtdcRspGenUserCaptchaField RspGenUserCaptcha; CThostFtdcRspGenUserTextField RspGenUserText; CThostFtdcSecAgentTradeInfoField SecAgentTradeInfo; CThostFtdcSecAgentCheckModeField SecAgentCheckMode; }data; int nRequestID; bool bIsLast; CThostFtdcRspInfoField RspInfo; //公用返回 }; //一个实例对用一个用户 class CThostFtdcTraderSpiI : public CThostFtdcTraderSpi { public: CThostFtdcTraderSpiI(); virtual ~CThostFtdcTraderSpiI(); CThostFtdcTraderApi* GetTdApi(){ return m_pApi;} void setTdApi(CThostFtdcTraderApi* _m_pApi){ m_pApi = _m_pApi;} void RegisterSpi(){ m_pApi->RegisterSpi(this);} void dispose() { m_pApi->RegisterSpi(NULL); m_pApi->Release(); m_pApi = NULL; } void uv_async_send_s(uv_async_t* handle) { //uv_async_init(uv_default_loop(), handle, on_async_cb); uv_async_send(handle); } inline void QUEUEPUSH(const char* api, void* p=NULL, int len=0, CThostFtdcRspInfoField* pRspInfo=NULL, int nRequestID=0, int bIsLast=0) { taskdata* t = get_task(); if(t->api != "") {printf("%s process fail. task queue is full.\n", api);return;} t->api = api; //taskdata* t = new taskdata(this); if(len > 0 && p!=NULL) { memcpy((char*)&t->data, p, len); } else { memset((char*)&t->data, 0, len); } memset(&t->RspInfo, 0, sizeof(t->RspInfo)); if(pRspInfo != NULL)t->RspInfo = *pRspInfo; t->nRequestID = nRequestID; t->bIsLast = bIsLast; //uv_queue_work(uv_default_loop(), &t->work, _on_async_queue, _on_completed); uv_async_send_s(&t->handle); } virtual void MainOnFrontConnected() = 0; virtual void MainOnFrontDisconnected(int nReason) = 0; virtual void MainOnHeartBeatWarning(int nTimeLapse) = 0; virtual void MainOnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryMMInstrumentCommissionRate(CThostFtdcMMInstrumentCommissionRateField *pMMInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryMMOptionInstrCommRate(CThostFtdcMMOptionInstrCommRateField *pMMOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRtnBulletin(CThostFtdcBulletinField *pBulletin) = 0; virtual void MainOnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRtnOrder(CThostFtdcOrderField *pOrder) = 0; virtual void MainOnRtnTrade(CThostFtdcTradeField *pTrade) = 0; virtual void MainOnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) = 0; virtual void MainOnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo) = 0; virtual void MainOnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder) = 0; virtual void MainOnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) = 0; virtual void MainOnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnRtnQuote(CThostFtdcQuoteField *pQuote) = 0; virtual void MainOnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) = 0; virtual void MainOnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) = 0; virtual void MainOnRtnCombAction(CThostFtdcCombActionField *pCombAction) = 0; virtual void MainOnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField *pBrokerTradingParams, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRtnFromBankToFutureByBank(CThostFtdcRspTransferField *pRspTransfer) = 0; virtual void MainOnRtnFromFutureToBankByBank(CThostFtdcRspTransferField *pRspTransfer) = 0; virtual void MainOnRtnRepealFromBankToFutureByBank(CThostFtdcRspRepealField *pRspRepeal) = 0; virtual void MainOnRtnRepealFromFutureToBankByBank(CThostFtdcRspRepealField *pRspRepeal) = 0; virtual void MainOnRtnFromBankToFutureByFuture(CThostFtdcRspTransferField *pRspTransfer) = 0; virtual void MainOnRtnFromFutureToBankByFuture(CThostFtdcRspTransferField *pRspTransfer) = 0; virtual void MainOnRtnRepealFromBankToFutureByFutureManual(CThostFtdcRspRepealField *pRspRepeal) = 0; virtual void MainOnRtnRepealFromFutureToBankByFutureManual(CThostFtdcRspRepealField *pRspRepeal) = 0; virtual void MainOnRtnQueryBankBalanceByFuture(CThostFtdcNotifyQueryAccountField *pNotifyQueryAccount) = 0; virtual void MainOnErrRtnBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnErrRtnFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnErrRtnRepealBankToFutureByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnErrRtnRepealFutureToBankByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnErrRtnQueryBankBalanceByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo) = 0; virtual void MainOnRtnRepealFromBankToFutureByFuture(CThostFtdcRspRepealField *pRspRepeal) = 0; virtual void MainOnRtnRepealFromFutureToBankByFuture(CThostFtdcRspRepealField *pRspRepeal) = 0; virtual void MainOnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRtnOpenAccountByBank(CThostFtdcOpenAccountField *pOpenAccount) = 0; virtual void MainOnRtnCancelAccountByBank(CThostFtdcCancelAccountField *pCancelAccount) = 0; virtual void MainOnRtnChangeAccountByBank(CThostFtdcChangeAccountField *pChangeAccount) = 0; // TODO 穿透式监管新增响应接口 virtual void MainOnRspUserAuthMethod(CThostFtdcRspUserAuthMethodField *pRspUserAuthMethod, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspGenUserCaptcha(CThostFtdcRspGenUserCaptchaField *pRspGenUserCaptcha, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspGenUserText(CThostFtdcRspGenUserTextField *pRspGenUserText, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQrySecAgentTradeInfo(CThostFtdcSecAgentTradeInfoField *pSecAgentTradeInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQrySecAgentTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; virtual void MainOnRspQrySecAgentCheckMode(CThostFtdcSecAgentCheckModeField *pSecAgentCheckMode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) = 0; ///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。 virtual void OnFrontConnected(); ///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 ///@param nReason 错误原因 /// 0x1001 网络读失败 /// 0x1002 网络写失败 /// 0x2001 接收心跳超时 /// 0x2002 发送心跳失败 /// 0x2003 收到错误报文 virtual void OnFrontDisconnected(int nReason); ///心跳超时警告。当长时间未收到报文时，该方法被调用。 ///@param nTimeLapse 距离上次接收报文的时间 virtual void OnHeartBeatWarning(int nTimeLapse); ///客户端认证响应 virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///登录请求响应 virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///登出请求响应 virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///用户口令更新请求响应 virtual void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///资金账户口令更新请求响应 virtual void OnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///报单录入请求响应 virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///预埋单录入请求响应 virtual void OnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///预埋撤单录入请求响应 virtual void OnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///报单操作请求响应 virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///查询最大报单数量响应 virtual void OnRspQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///投资者结算结果确认响应 virtual void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///删除预埋单响应 virtual void OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///删除预埋撤单响应 virtual void OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///执行宣告录入请求响应 virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///执行宣告操作请求响应 virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///询价录入请求响应 virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///报价录入请求响应 virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///报价操作请求响应 virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///批量报单操作请求响应 virtual void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询产品组 virtual void OnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询做市商合约手续费率响应 virtual void OnRspQryMMInstrumentCommissionRate(CThostFtdcMMInstrumentCommissionRateField *pMMInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询做市商期权合约手续费响应 virtual void OnRspQryMMOptionInstrCommRate(CThostFtdcMMOptionInstrCommRateField *pMMOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询报单手续费响应 virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///交易所公告通知 virtual void OnRtnBulletin(CThostFtdcBulletinField *pBulletin); ///批量报单操作错误回报 virtual void OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo); ///申请组合录入请求响应 virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询报单响应 virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询成交响应 virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询投资者持仓响应 virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询资金账户响应 virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询投资者响应 virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询交易编码响应 virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询合约保证金率响应 virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询合约手续费率响应 virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询交易所响应 virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询产品响应 virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询合约响应 virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询行情响应 virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询投资者结算结果响应 virtual void OnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询转帐银行响应 virtual void OnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询投资者持仓明细响应 virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询客户通知响应 virtual void OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询结算信息确认响应 virtual void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询投资者持仓明细响应 virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, 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 virtual void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询仓单折抵信息响应 virtual void OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询投资者品种/跨品种保证金响应 virtual void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询交易所保证金率响应 virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询交易所调整保证金率响应 virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询汇率响应 virtual void OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询二级代理操作员银期权限响应 virtual void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询产品报价汇率 virtual void OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询期权交易成本响应 virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询期权合约手续费响应 virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询执行宣告响应 virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询询价响应 virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询报价响应 virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询组合合约安全系数响应 virtual void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询申请组合响应 virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询转帐流水响应 virtual void OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询银期签约关系响应 virtual void OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///错误应答 virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///报单通知 virtual void OnRtnOrder(CThostFtdcOrderField *pOrder); ///成交通知 virtual void OnRtnTrade(CThostFtdcTradeField *pTrade); ///报单录入错误回报 virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo); ///报单操作错误回报 virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo); ///合约交易状态通知 virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus); ///交易通知 virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo); ///提示条件单校验错误 virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder); ///执行宣告通知 virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder); ///执行宣告录入错误回报 virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo); ///执行宣告操作错误回报 virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo); ///询价录入错误回报 virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo); ///报价通知 virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote); ///报价录入错误回报 virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo); ///报价操作错误回报 virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo); ///询价通知 virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp); ///保证金监控中心用户令牌 virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken); ///申请组合通知 virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction); ///申请组合录入错误回报 virtual void OnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo); ///请求查询签约银行响应 virtual void OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询预埋单响应 virtual void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询预埋撤单响应 virtual void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询交易通知响应 virtual void OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询经纪公司交易参数响应 virtual void OnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField *pBrokerTradingParams, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询经纪公司交易算法响应 virtual void OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询监控中心用户令牌 virtual void OnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///银行发起银行资金转期货通知 virtual void OnRtnFromBankToFutureByBank(CThostFtdcRspTransferField *pRspTransfer); ///银行发起期货资金转银行通知 virtual void OnRtnFromFutureToBankByBank(CThostFtdcRspTransferField *pRspTransfer); ///银行发起冲正银行转期货通知 virtual void OnRtnRepealFromBankToFutureByBank(CThostFtdcRspRepealField *pRspRepeal); ///银行发起冲正期货转银行通知 virtual void OnRtnRepealFromFutureToBankByBank(CThostFtdcRspRepealField *pRspRepeal); ///期货发起银行资金转期货通知 virtual void OnRtnFromBankToFutureByFuture(CThostFtdcRspTransferField *pRspTransfer); ///期货发起期货资金转银行通知 virtual void OnRtnFromFutureToBankByFuture(CThostFtdcRspTransferField *pRspTransfer); ///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 virtual void OnRtnRepealFromBankToFutureByFutureManual(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 virtual void OnRtnRepealFromFutureToBankByFutureManual(CThostFtdcRspRepealField *pRspRepeal); ///期货发起查询银行余额通知 virtual void OnRtnQueryBankBalanceByFuture(CThostFtdcNotifyQueryAccountField *pNotifyQueryAccount); ///期货发起银行资金转期货错误回报 virtual void OnErrRtnBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo); ///期货发起期货资金转银行错误回报 virtual void OnErrRtnFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, 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 virtual void OnErrRtnRepealBankToFutureByFutureManual(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 virtual void OnErrRtnRepealFutureToBankByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo); ///期货发起查询银行余额错误回报 virtual void OnErrRtnQueryBankBalanceByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo); ///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 virtual void OnRtnRepealFromBankToFutureByFuture(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 virtual void OnRtnRepealFromFutureToBankByFuture(CThostFtdcRspRepealField *pRspRepeal); ///期货发起银行资金转期货应答 virtual void OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///期货发起期货资金转银行应答 virtual void OnRspFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///期货发起查询银行余额应答 virtual void OnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///银行发起银期开户通知 virtual void OnRtnOpenAccountByBank(CThostFtdcOpenAccountField *pOpenAccount); ///银行发起银期销户通知 virtual void OnRtnCancelAccountByBank(CThostFtdcCancelAccountField *pCancelAccount); ///银行发起变更银行账号通知 virtual void OnRtnChangeAccountByBank(CThostFtdcChangeAccountField *pChangeAccount); // TODO 穿透式监管新增响应接口 ///查询用户当前支持的认证模式的回复 virtual void OnRspUserAuthMethod(CThostFtdcRspUserAuthMethodField *pRspUserAuthMethod, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///获取图形验证码请求的回复 virtual void OnRspGenUserCaptcha(CThostFtdcRspGenUserCaptchaField *pRspGenUserCaptcha, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///获取短信验证码请求的回复 virtual void OnRspGenUserText(CThostFtdcRspGenUserTextField *pRspGenUserText, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询二级代理商信息响应 virtual void OnRspQrySecAgentTradeInfo(CThostFtdcSecAgentTradeInfoField *pSecAgentTradeInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询资金账户响应 virtual void OnRspQrySecAgentTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); ///请求查询二级代理商资金校验模式响应 virtual void OnRspQrySecAgentCheckMode(CThostFtdcSecAgentCheckModeField *pSecAgentCheckMode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); private: taskdata* get_task() { if(task_position >= task_size) task_position = 0; return ptask[task_position++]; } taskdata** ptask; uint32_t task_size; uint32_t task_position; static void on_uv_close_cb(uv_handle_t* handle); static void on_async_cb(uv_async_t* handle); CThostFtdcTraderApi* m_pApi; //交易请求结构体 }; } #endif