diff --git a/README.md b/README.md index a637bcc..da5a373 100644 --- a/README.md +++ b/README.md @@ -2,22 +2,26 @@ 本项目是中泰证券XTP极速交易PYTHON接口的开源实现，供客户在量化交易中使用PYTHON接口快速接入XTP系统。中泰证券XTP是为股票交易而生的极速交易系统，为投资者提供极速交易、极速行情、Level2行情。 -目前支持xtp版本为1.1.19.2，支持windows、linux平台运行 +目前xtp系统最新的api版本为2.2.42.1，支持windows、linux平台运行。 -请先到中泰证券xtp官方网站申请测试账号 https://xtp.zts.com.cn/register 及测试环境的连接ip、端口等信息 +请先到中泰证券xtp官方网站申请测试账号 https://xtp.zts.com.cn 及测试环境的连接ip、端口等信息。 -API参考官方C++版本的接口文档https://xtp.zts.com.cn/home +API参考官方C++版本的接口文档 https://xtp.zts.com.cn/doc/api/xtpDoc -由于python版api的封装用的是vs2010,如果未安装vs环境,运行时会提示ImportError:DLL load failed。需要根据python的位数选择对应的运行库,32位的选x86,64位选x64,下载链接分别 -x86网址:https://www.microsoft.com/zh-cn/download/confirmation.aspx?id=5555 -x64网址:https://www.microsoft.com/zh-cn/download/confirmation.aspx?id=14632 +python版本api封装使用的Visual Studio 2015，如果本地安装的vs是较低的vs2010版本，并且未安装vs环境，运行时会提示ImportError:DLL load failed。需根据python的位数选择对应Visual C++库的运行时组件，64位选vc_redist.x64.exe，执行程序参考文件包vs2015运行库。 + +官网下载地址：https://www.microsoft.com/zh-CN/download/details.aspx?id=48145 ##事项说明: -1.当前xtp的api的python封装支持windows系统和Linux系统，在bin目录下有Linux文件夹下存放Linux下python2和python3的封装库，Windows文件夹下还分别包括32位和64位下的python2和python3的封装库。test文件夹下包含行情和交易的测试脚本。 +1.当前xtp的python api封装支持win7系统、win10系统和Linux系统，在bin目录下Linux文件夹中有python3封装库，Windows文件夹中有64位的python3封装库。test文件夹下包含行情和交易的测试脚本。 + +2.当前bin目录下编译时使用的 python3.9.13 + boost_1_80_0 版本，如果直接使用当前的封装库，请注意使用的python版本是否为3.9系列，如果您使用的python版本和我们编译时使用的版本不一致，会导致调用python封装库失败。 + +3.如果客户需要按自己的python版本编译封装库，可以使用source目录下的代码，根据自己的python的版本，及该python版本对应的编译后的boost库，自行编译所需的python封装库。（具体过程在doc文件夹下有编译过程文档，source文件夹下有源码，包括Linux和Windows下编译的python3封装库)。 -2.当前bin目录下编译时用的python2的版本为python2.7.15，python3用的版本的python3.6.5，在Windows下发现如果python的版本不对应时会导致调用python封装库会失败，如果使用当前的封装库请注意python的版本是否一致。 +4.XTP_API_20231222_2.2.42.1文件夹下存放最新的xtp系统的api，当前python封装库分别包含行情和交易库，python封装后的接口与当前xtp系统api的所有接口都保持一致，只有方法名有所区别，python封装后的接口方法名首字母小写，而xtp系统api的方法名首字母大写。 -3.如果客户需要按自己的python版本编译封装库，可以自行用source目录下的代码，根据自己的python的版本，及该python版本对应的编译后的boost库，可自行编译所需的python封装库。（具体过程在doc文件夹下有编译过程文档，source文件夹下有源码,包括Linux和Windows下编译python2和python3封装库) + 因此所有封装后的python接口方法使用和功能都可以参见xtp系统api的接口方法。请在xtp_quote_api.h、xtp_trader_api.h两个头文件中了解各个接口的使用及功能。 -4.XTP_API_1.1.19.2_20190627文件夹下存放最新的xtp系统的api，当前python封装库的分别包含行情和交易库，python封装后的接口与当前xtp系统的api的所有接口都保持一致，只有方法名有所区别，python封装后的接口方法名首字母小写，xtp的api的方法名首字母大写。因此所有封装后的python接口方法使用和功能都可以参见xtp的api的接口方法。既在以下两个头文件中了解各个方法使用及功能。 +5. python版本的sdk包，请在git下使用clone下载：https://github.com/ztsec/xtp_api_python.git。 \ No newline at end of file diff --git a/XTP_API_1.1.19.2_20190627/bin/include/xoms_api_struct.h b/XTP_API_1.1.19.2_20190627/bin/include/xoms_api_struct.h deleted file mode 100644 index 64e03b1..0000000 --- a/XTP_API_1.1.19.2_20190627/bin/include/xoms_api_struct.h +++ /dev/null @@ -1,680 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_struct.h -///@brief 定义交易类相关数据结构 -///////////////////////////////////////////////////////////////////////// -#ifndef _XOMS_API_STRUCT_H_ -#define _XOMS_API_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "stddef.h" - -#pragma pack(8) - -//=====================客户端接口定义================================= -///新订单请求 -struct XTPOrderInsertInfo -{ - ///XTP系统订单ID，无需用户填写，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，由客户自定义 - uint32_t order_client_id; - ///合约代码 客户端请求不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///止损价（保留字段） - double stop_price; - ///数量(股票单位为股，逆回购单位为张) - int64_t quantity; - ///报单价格 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - }; - - -///撤单失败响应消息 -struct XTPOrderCancelInfo -{ - ///撤单XTPID - uint64_t order_cancel_xtp_id; - ///原始订单XTPID - uint64_t order_xtp_id; -}; - - -///报单响应结构体 -struct XTPOrderInfo -{ - ///XTP系统订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，用户自定义 - uint32_t order_client_id; - ///报单操作引用，用户自定义（暂未使用） - uint32_t order_cancel_client_id; - ///撤单在XTP系统中的id，在XTP系统中唯一 - uint64_t order_cancel_xtp_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///数量，此订单的报单数量 - int64_t quantity; - ///报单价格条件 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///今成交数量，为此订单累计成交数量 - int64_t qty_traded; - ///剩余数量，当撤单成功时，表示撤单数量 - int64_t qty_left; - ///委托时间，格式为YYYYMMDDHHMMSSsss - int64_t insert_time; - ///最后修改时间，格式为YYYYMMDDHHMMSSsss - int64_t update_time; - ///撤销时间，格式为YYYYMMDDHHMMSSsss - int64_t cancel_time; - ///成交金额，为此订单的成交总金额 - double trade_amount; - ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 - char order_local_id[XTP_LOCAL_ORDER_LEN]; - ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 - XTP_ORDER_STATUS_TYPE order_status; - ///报单提交状态，OMS内部使用，用户无需关心 - XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; - ///报单类型 - TXTPOrderTypeType order_type; -}; - - - -///报单成交结构体 -struct XTPTradeReport -{ - ///XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用 - uint32_t order_client_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留。 - uint64_t local_order_id; - ///成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 - char exec_id[XTP_EXEC_ID_LEN]; - ///价格，此次成交的价格 - double price; - ///数量，此次成交的数量，不是累计数量 - int64_t quantity; - ///成交时间，格式为YYYYMMDDHHMMSSsss - int64_t trade_time; - ///成交金额，此次成交的总金额 = price*quantity - double trade_amount; - ///成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 - uint64_t report_index; - ///报单编号 --交易所单号，上交所为空，深交所有此字段 - char order_exch_id[XTP_ORDER_EXCH_LEN]; - ///成交类型 --成交回报中的执行类型 - TXTPTradeTypeType trade_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///交易所交易员代码 - char branch_pbu[XTP_BRANCH_PBU_LEN]; -}; - - -////////////////////////////////////////////////////////////////////////// -///报单查询 -////////////////////////////////////////////////////////////////////////// -///报单查询请求-条件查询 -struct XTPQueryOrderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///报单查询响应结构体 -typedef struct XTPOrderInfo XTPQueryOrderRsp; - - -///查询订单请求-分页查询 -struct XTPQueryOrderByPageReq -{ - ///需要查询的订单条数 - int64_t req_count; - ///上一次收到的查询订单结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///成交回报查询 -////////////////////////////////////////////////////////////////////////// -///查询成交报告请求-根据执行编号查询（保留字段） -struct XTPQueryReportByExecIdReq -{ - ///XTP订单系统ID - uint64_t order_xtp_id; - ///成交执行编号 - char exec_id[XTP_EXEC_ID_LEN]; -}; - -///查询成交回报请求-查询条件 -struct XTPQueryTraderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///成交回报查询响应结构体 -typedef struct XTPTradeReport XTPQueryTradeRsp; - -///查询成交回报请求-分页查询 -struct XTPQueryTraderByPageReq -{ - ///需要查询的成交回报条数 - int64_t req_count; - ///上一次收到的查询成交回报结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///账户资金查询响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryAssetRsp -{ - ///总资产(=可用资金 + 证券资产（目前为0）+ 预扣的资金) - double total_asset; - ///可用资金 - double buying_power; - ///证券资产（保留字段，目前为0） - double security_asset; - ///累计买入成交证券占用资金 - double fund_buy_amount; - ///累计买入成交交易费用 - double fund_buy_fee; - ///累计卖出成交证券所得资金 - double fund_sell_amount; - ///累计卖出成交交易费用 - double fund_sell_fee; - ///XTP系统预扣的资金（包括购买卖股票时预扣的交易资金+预扣手续费） - double withholding_amount; - ///账户类型 - XTP_ACCOUNT_TYPE account_type; - - ///冻结的保证金 - double frozen_margin; - ///行权冻结资金 - double frozen_exec_cash; - ///行权费用 - double frozen_exec_fee; - ///垫付资金 - double pay_later; - ///预垫付资金 - double preadva_pay; - ///昨日余额 - double orig_banlance; - ///当前余额 - double banlance; - ///当天出入金 - double deposit_withdraw; - ///当日交易资金轧差 - double trade_netting; - ///资金资产 - double captial_asset; - - ///强锁资金 - double force_freeze_amount; - ///可取资金 - double preferred_amount; - - // 信用业务新增字段开始（数量1） - // 融券卖出所得资金余额（只能用于买券还券） - double repay_stock_aval_banlance; - - // 信用业务新增字段结束（数量1） - - ///(保留字段) - uint64_t unknown[43 - 12 - 1]; -}; - - - -////////////////////////////////////////////////////////////////////////// -///查询股票持仓情况 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStkPositionRsp -{ - ///证券代码 - char ticker[XTP_TICKER_LEN]; - ///证券名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///总持仓 - int64_t total_qty; - ///可卖持仓 - int64_t sellable_qty; - ///持仓成本 - double avg_price; - ///浮动盈亏（保留字段） - double unrealized_pnl; - ///昨日持仓 - int64_t yesterday_position; - ///今日申购赎回数量（申购和赎回数量不可能同时存在，因此可以共用一个字段） - int64_t purchase_redeemable_qty; - - /// 持仓方向 - XTP_POSITION_DIRECTION_TYPE position_direction; - ///保留字段1 - uint32_t reserved1; - /// 可行权合约 - int64_t executable_option; - /// 可锁定标的 - int64_t lockable_position; - /// 可行权标的 - int64_t executable_underlying; - /// 已锁定标的 - int64_t locked_position; - /// 可用已锁定标的 - int64_t usable_locked_position; - - - ///(保留字段) - uint64_t unknown[50 - 6]; -}; - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水通知 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferNotice -{ - ///资金内转编号 - uint64_t serial_id; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - ///金额 - double amount; - ///操作结果 - XTP_FUND_OPER_STATUS oper_status; - ///操作时间 - uint64_t transfer_time; -}; - - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水查询请求与响应 -///////////////////////////////////////////////////////////////////////// -struct XTPQueryFundTransferLogReq { - ///资金内转编号 - uint64_t serial_id; - -}; - -///////////////////////////////////////////////////////////////////////// -///资金内转流水记录结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferLog; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStructuredFundInfoReq -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码，不可为空 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码，可以为空，如果为空，则默认查询所有的分级基金 -}; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPStructuredFundInfo -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码 - char sf_ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金母基金名称 - char ticker[XTP_TICKER_LEN]; ///<分级基金子基金代码 - char ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金子基金名称 - XTP_SPLIT_MERGE_STATUS split_merge_status; ///<基金允许拆分合并状态 - uint32_t ratio; ///<拆分合并比例 - uint32_t min_split_qty;///<最小拆分数量 - uint32_t min_merge_qty; ///<最小合并数量 - double net_price;///<基金净值 -}; - - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--请求结构体, -///请求参数为多条件参数:1,不填则返回所有市场的ETF合约信息。 -/// 2,只填写market,返回该交易市场下结果 -/// 3,填写market及ticker参数,只返回该etf信息。 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryETFBaseReq -{ - ///交易市场 - XTP_MARKET_TYPE market; - ///ETF买卖代码 - char ticker[XTP_TICKER_LEN]; -}; - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--响应结构体 -////////////////////////////////////////////////////////////////////////// -typedef struct XTPQueryETFBaseRsp -{ - XTP_MARKET_TYPE market; ///<交易市场 - char etf[XTP_TICKER_LEN]; /// -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///指定的合约 -typedef struct XTPSpecificTickerStruct -{ - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息）例如"600000"，不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; -} XTPST; - -///股票、基金、债券等额外数据 -struct XTPMarketDataStockExData { - ///委托买入总量(SH,SZ) - int64_t total_bid_qty; - ///委托卖出总量(SH,SZ) - int64_t total_ask_qty; - ///加权平均委买价格(SH,SZ) - double ma_bid_price; - ///加权平均委卖价格(SH,SZ) - double ma_ask_price; - ///债券加权平均委买价格(SH) - double ma_bond_bid_price; - ///债券加权平均委卖价格(SH) - double ma_bond_ask_price; - ///债券到期收益率(SH) - double yield_to_maturity; - ///基金实时参考净值(SH,SZ) - double iopv; - ///ETF申购笔数(SH) - int32_t etf_buy_count; - ///ETF赎回笔数(SH) - int32_t etf_sell_count; - ///ETF申购数量(SH) - double etf_buy_qty; - ///ETF申购金额(SH) - double etf_buy_money; - ///ETF赎回数量(SH) - double etf_sell_qty; - ///ETF赎回金额(SH) - double etf_sell_money; - ///权证执行的总数量(SH) - double total_warrant_exec_qty; - ///权证跌停价格（元）(SH) - double warrant_lower_price; - ///权证涨停价格（元）(SH) - double warrant_upper_price; - ///买入撤单笔数(SH) - int32_t cancel_buy_count; - ///卖出撤单笔数(SH) - int32_t cancel_sell_count; - ///买入撤单数量(SH) - double cancel_buy_qty; - ///卖出撤单数量(SH) - double cancel_sell_qty; - ///买入撤单金额(SH) - double cancel_buy_money; - ///卖出撤单金额(SH) - double cancel_sell_money; - ///买入总笔数(SH) - int64_t total_buy_count; - ///卖出总笔数(SH) - int64_t total_sell_count; - ///买入委托成交最大等待时间(SH) - int32_t duration_after_buy; - ///卖出委托成交最大等待时间(SH) - int32_t duration_after_sell; - ///买方委托价位数(SH) - int32_t num_bid_orders; - ///卖方委托价位数(SH) - int32_t num_ask_orders; - - ///基金T-1日净值(SZ) - double pre_iopv; - ///预留 - int64_t r1; - ///预留 - int64_t r2; -}; - -// 期权额外数据 -struct XTPMarketDataOptionExData { - ///波段性中断参考价(SH) - double auction_price; - ///波段性中断集合竞价虚拟匹配量(SH) - int64_t auction_qty; - ///最近询价时间(SH) - int64_t last_enquiry_time; -}; - -enum XTP_MARKETDATA_TYPE { - XTP_MARKETDATA_ACTUAL = 0, // 现货(股票/基金/债券等) - XTP_MARKETDATA_OPTION = 1, // 期权 -}; - -///行情 -typedef struct XTPMarketDataStruct -{ - // 代码 - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - // 价格 - ///最新价 - double last_price; - ///昨收盘 - double pre_close_price; - ///今开盘 - double open_price; - ///最高价 - double high_price; - ///最低价 - double low_price; - ///今收盘 - double close_price; - - // 期权数据 - ///昨日持仓量(张)(目前未填写) - int64_t pre_total_long_positon; - ///持仓量(张) - int64_t total_long_positon; - ///昨日结算价 - double pre_settl_price; - ///今日结算价 - double settl_price; - - // 涨跌停 - ///涨停价 - double upper_limit_price; - ///跌停价 - double lower_limit_price; - ///预留 - double pre_delta; - ///预留 - double curr_delta; - - /// 时间类，格式为YYYYMMDDHHMMSSsss - int64_t data_time; - - // 量额数据 - ///数量，为总成交量（单位股，与交易所一致） - int64_t qty; - ///成交金额，为总成交金额（单位元，与交易所一致） - double turnover; - ///当日均价=(turnover/qty) - double avg_price; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - - // 额外数据 - ///成交笔数 - int64_t trades_count; - ///当前交易状态说明 - char ticker_status[8]; - ///数据 - union { - XTPMarketDataStockExData stk; - XTPMarketDataOptionExData opt; - } ; - ///决定了union是哪种数据类型 - XTP_MARKETDATA_TYPE data_type; - ///预留 - int32_t r4; -} XTPMD; - - -///股票行情静态信息 -typedef struct XTPQuoteStaticInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - /// 合约名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - /// 合约类型 - XTP_TICKER_TYPE ticker_type; - ///昨收盘 - double pre_close_price; - ///涨停板价 - double upper_limit_price; - ///跌停板价 - double lower_limit_price; - ///最小变动价位 - double price_tick; - /// 合约最小交易量(买) - int32_t buy_qty_unit; - /// 合约最小交易量(卖) - int32_t sell_qty_unit; -} XTPQSI; - - -///定单薄 -typedef struct OrderBookStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - ///最新价 - double last_price; - ///数量，为总成交量 - int64_t qty; - ///成交金额，为总成交金额 - double turnover; - ///成交笔数 - int64_t trades_count; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - /// 时间类 - int64_t data_time; -} XTPOB; - -////////////////////////////////// 逐笔数据 - - -///逐笔委托(仅适用深交所) -struct XTPTickByTickEntrust { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///委托价格 - double price; - ///委托数量 - int64_t qty; - ///'1':买; '2':卖; 'G':借入; 'F':出借 - char side; - ///订单类别: '1': 市价; '2': 限价; 'U': 本方最优 - char ord_type; -}; - -///逐笔成交 -struct XTPTickByTickTrade { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///成交价格 - double price; - ///成交量 - int64_t qty; - ///成交金额(仅适用上交所) - double money; - ///买方订单号 - int64_t bid_no; - ///卖方订单号 - int64_t ask_no; - /// SH: 内外盘标识('B':主动买; 'S':主动卖; 'N':未知) - /// SZ: 成交标识('4':撤; 'F':成交) - char trade_flag; -}; - -///逐笔数据信息 -typedef struct XTPTickByTickStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///预留 - int64_t seq; - ///委托时间 or 成交时间 - int64_t data_time; - ///委托 or 成交 - XTP_TBT_TYPE type; - - union { - XTPTickByTickEntrust entrust; - XTPTickByTickTrade trade; - }; -} XTPTBT; - - -///供查询的最新信息 -typedef struct XTPTickerPriceInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///最新价 - double last_price; -} XTPTPI; - -#pragma pack() - -#endif diff --git a/XTP_API_1.1.19.2_20190627/bin/include/xtp_api_data_type.h b/XTP_API_1.1.19.2_20190627/bin/include/xtp_api_data_type.h deleted file mode 100644 index ebf2b4e..0000000 --- a/XTP_API_1.1.19.2_20190627/bin/include/xtp_api_data_type.h +++ /dev/null @@ -1,401 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_api_data_type.h -///@brief 定义兼容数据基本类型 -///////////////////////////////////////////////////////////////////////// -#ifndef _XTP_API_DATA_TYPE_H_ -#define _XTP_API_DATA_TYPE_H_ - -#pragma pack(8) - -/// 存放版本号的字符串长度 -#define XTP_VERSION_LEN 16 -/// 版本号类型 -typedef char XTPVersionType[XTP_VERSION_LEN]; -/// 可交易日字符串长度 -#define XTP_TRADING_DAY_LEN 9 -/// 存放证券代码的字符串长度 -#define XTP_TICKER_LEN 16 -/// 存放证券名称的字符串长度 -#define XTP_TICKER_NAME_LEN 64 -/// 本地报单编号的字符串长度 -#define XTP_LOCAL_ORDER_LEN 11 -/// 交易所单号的字符串长度 -#define XTP_ORDER_EXCH_LEN 17 -/// 成交执行编号的字符串长度 -#define XTP_EXEC_ID_LEN 18 -/// 交易所交易员代码字符串长度 -#define XTP_BRANCH_PBU_LEN 7 -/// 用户资金账户的字符串长度 -#define XTP_ACCOUNT_NAME_LEN 16 - -///////////////////////////////////////////////////////////////////////// -///@brief XTP_LOG_LEVEL是日志输出级别类型 -///////////////////////////////////////////////////////////////////////// -typedef enum XTP_LOG_LEVEL { - XTP_LOG_LEVEL_FATAL, ///<严重错误级别 - XTP_LOG_LEVEL_ERROR, ///<错误级别 - XTP_LOG_LEVEL_WARNING, ///<警告级别 - XTP_LOG_LEVEL_INFO, /// 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_TRADER_API_EXPORT -#define TRADER_API_EXPORT __declspec(dllexport) -#else -#define TRADER_API_EXPORT __declspec(dllimport) -#endif -#else -#define TRADER_API_EXPORT -#endif - -/*! -* \class XTP::API::TraderSpi -* -* \brief 交易接口响应类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TraderSpi - { - public: - - ///当客户端的某个连接与交易后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 用户主动调用logout导致的断线，不会触发此函数。api不会自动重连，当断线发生时，请用户自行选择后续操作，可以在此函数中调用Login重新登录，并更新session_id，此时用户收到的数据跟断线之前是连续的 - virtual void OnDisconnected(uint64_t session_id, int reason) {}; - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息,当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///报单通知 - ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 - ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; - - ///成交通知 - ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) {}; - - ///撤单出错响应 - ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id - ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 此响应只会在撤单发生错误时被回调 - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param req_count 分页请求的最大数量 - ///@param order_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询成交响应 - ///@param trade_info 查询到的一个成交回报 - ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询成交响应 - ///@param trade_info 查询到的一个成交信息 - ///@param req_count 分页请求的最大数量 - ///@param trade_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询投资者持仓响应 - ///@param position 查询到的一只股票的持仓情况 - ///@param error_info 查询账户持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金账户响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param asset 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询分级基金信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_info 查询到的分级基金情况 - ///@param error_info 查询分级基金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金划拨订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_transfer_info 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///资金划拨通知 - ///@param fund_transfer_info 资金划拨通知的具体信息，用户可以通过fund_transfer_info.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 - ///@param error_info 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error_info.error_id=11000382时，error_info.error_msg为结点中可用于划拨的资金（以整数为准），用户需进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。 - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询ETF清单文件的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_info 查询到的ETF清单文件情况 - ///@param error_info 查询ETF清单文件发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询ETF股票篮的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_component_info 查询到的ETF合约的相关成分股信息 - ///@param error_info 查询ETF股票篮发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询今日新股申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param ipo_info 查询到的今日新股申购的一只股票信息 - ///@param error_info 查询今日新股申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询用户新股申购额度信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param quota_info 查询到的用户某个市场的今日新股申购额度信息 - ///@param error_info 查查询用户新股申购额度信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询期权合约的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param option_info 查询到的期权合约情况 - ///@param error_info 查询期权合约发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::TraderApi -* -* \brief 交易接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TRADER_API_EXPORT TraderApi - { - public: - ///创建TraderApi - ///@param client_id （必须输入）客户端id，用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个真实存在的有可写权限的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接。系统不支持过夜，请确保每天开盘前重新启动 - static TraderApi *CreateTraderApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level = XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - ///获取当前交易日 - ///@return 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() = 0; - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(TraderSpi *spi) = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、InsertOrder、CancelOrder返回值为0时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///通过报单在xtp系统中的ID获取下单的客户端id - ///@return 返回客户端id，可以用此方法过滤自己下的订单 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 - virtual uint8_t GetClientIDByXTPID(uint64_t order_xtp_id) = 0; - - ///通过报单在xtp系统中的ID获取相关资金账户名 - ///@return 返回资金账户名 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 只有资金账户登录成功后,才能得到正确的信息 - virtual const char* GetAccountByXTPID(uint64_t order_xtp_id) = 0; - - ///订阅公共流。 - ///@param resume_type 公共流（订单响应、成交回报）重传方式 - /// XTP_TERT_RESTART:从本交易日开始重传 - /// XTP_TERT_RESUME:(保留字段，此方式暂未支持)从上次收到的续传 - /// XTP_TERT_QUICK:只传送登录后公共流的内容 - ///@remark 该方法要在Login方法前调用。若不调用则不会收到公共流的数据。注意在用户断线后，如果不登出就login()，公共流订阅方式不会起作用。用户只会收到断线后的所有消息。如果先logout()再login()，那么公共流订阅方式会起作用，用户收到的数据会根据用户的选择方式而定。 - virtual void SubscribePublicTopic(XTP_TE_RESUME_TYPE resume_type) = 0; - - ///设置软件开发版本号 - ///@param version 用户开发软件版本号，非api发行版本号，长度不超过15位，以'\0'结尾 - ///@remark 此函数必须在Login之前调用，标识的是客户端版本号，而不是API的版本号，由用户自定义 - virtual void SetSoftwareVersion(const char* version) = 0; - - ///设置软件开发Key - ///@param key 用户开发软件Key，用户申请开户时给予，以'\0'结尾 - ///@remark 此函数必须在Login之前调用 - virtual void SetSoftwareKey(const char* key) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///用户登录请求 - ///@return session_id表明此资金账号登录是否成功，“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，非“0”表示登录成功，此时需要记录下这个返回值session_id，与登录的资金账户对应 - ///@param ip 服务器地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登录用户名 - ///@param password 登录密码 - ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api可支持多个账户连接，但是同一个账户同一个client_id只能有一个session连接，后面的登录在前一个session存续期间，无法连接 - virtual uint64_t Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败 - ///@param session_id 资金账户对应的session_id,登录时得到 - virtual int Logout(uint64_t session_id) = 0; - - ///服务器是否重启过 - ///@return “true”表示重启过，“false”表示没有重启过 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数必须在Login之后调用 - virtual bool IsServerRestart(uint64_t session_id) = 0; - - ///报单录入请求 - ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 - virtual uint64_t InsertOrder(XTPOrderInsertInfo *order, uint64_t session_id) = 0; - - ///报单操作请求 - ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order_xtp_id 需要撤销的委托单在XTP系统中的ID - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 如果撤单成功，会在报单响应函数OnOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 - virtual uint64_t CancelOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; - - ///根据报单ID请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryOrders(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryOrdersByPage(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///根据委托编号请求查询相关成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询已成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryTrades(XTPQueryTraderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询成交回报 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryTradesByPage(const XTPQueryTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询投资者持仓 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param ticker 需要查询的持仓合约代码，可以为空，如果不为空，请不带空格，并以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息，如果合约代码为空，则默认查询所有持仓信息 - virtual int QueryPosition(const char *ticker, uint64_t session_id, int request_id) = 0; - - ///请求查询资产 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryAsset(uint64_t session_id, int request_id) = 0; - - ///请求查询分级基金 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的分级基金筛选条件，其中母基金代码可以为空，则默认所有存在的母基金，如果不为空，请不带空格，并以'\0'结尾，其中交易市场不能为空 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryStructuredFund(XTPQueryStructuredFundInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - ///资金划拨请求 - ///@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param fund_transfer 资金划拨的请求信息 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。 - virtual uint64_t FundTransfer(XTPFundTransferReq *fund_transfer, uint64_t session_id) = 0; - - ///请求查询资金划拨 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的资金划拨订单筛选条件，其中serial_id可以为0，则默认所有资金划拨订单，如果不为0，则请求特定的资金划拨订单 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryFundTransfer(XTPQueryFundTransferLogReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF清单文件 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的ETF清单文件的筛选条件，其中合约代码可以为空，则默认所有存在的ETF合约代码，market字段也可以为初始值，则默认所有市场的ETF合约 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETF(XTPQueryETFBaseReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF股票篮 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询股票篮的的ETF合约，其中合约代码不可以为空，market字段也必须指定 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETFTickerBasket(XTPQueryETFComponentReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询今日新股申购信息列表 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOInfoList(uint64_t session_id, int request_id) = 0; - - ///请求查询用户新股申购额度信息 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOQuotaInfo(uint64_t session_id, int request_id) = 0; - - ///请求查询期权合约 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的期权合约的筛选条件，可以为NULL（为NULL表示查询所有的期权合约） - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOptionAuctionInfo(XTPQueryOptionAuctionInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - - protected: - ~TraderApi() {}; - }; - - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif diff --git a/XTP_API_1.1.19.2_20190627/bin/linux_centos6/libxtpquoteapi.so b/XTP_API_1.1.19.2_20190627/bin/linux_centos6/libxtpquoteapi.so deleted file mode 100644 index 42288d8..0000000 Binary files a/XTP_API_1.1.19.2_20190627/bin/linux_centos6/libxtpquoteapi.so and /dev/null differ diff --git a/XTP_API_1.1.19.2_20190627/bin/linux_centos6/libxtptraderapi.so b/XTP_API_1.1.19.2_20190627/bin/linux_centos6/libxtptraderapi.so deleted file mode 100644 index 839c180..0000000 Binary files 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b/XTP_API_1.1.19.2_20190627/bin/win64/dll/xtptraderapi.dll deleted file mode 100644 index 1b0c776..0000000 Binary files a/XTP_API_1.1.19.2_20190627/bin/win64/dll/xtptraderapi.dll and /dev/null differ diff --git a/XTP_API_1.1.19.2_20190627/bin/win64/dll/xtptraderapi.lib b/XTP_API_1.1.19.2_20190627/bin/win64/dll/xtptraderapi.lib deleted file mode 100644 index c78fe9a..0000000 Binary files a/XTP_API_1.1.19.2_20190627/bin/win64/dll/xtptraderapi.lib and /dev/null differ diff --git a/XTP_API_1.1.19.2_20190627/changelist.txt b/XTP_API_1.1.19.2_20190627/changelist.txt deleted file mode 100644 index 9355e44..0000000 --- a/XTP_API_1.1.19.2_20190627/changelist.txt +++ /dev/null @@ -1,141 +0,0 @@ -version 1.1.19.2 -1޸IsServerRestart()ӿ޷ȷؽbug - -version 1.1.19.1 -1ֿ֧ƴҵ -2XTPQueryIPOTickerRspṹ֤ȯticker_type֤ȯֶ -3XTP_TICKER_TYPEöֵƴƱXTP_TICKER_TYPE_TECH_STOCK -4XTPQueryIPOQuotaRspṹϺƴ¹깺tech_quantityֶ - -version 1.1.18.32 -1TradeAPIҳѯӿQueryOrdersByPage()ԼӦӦӿOnQueryOrderByPage() -2TradeAPIҳѯɽӿQueryTradesByPage()ԼӦӦӿOnQueryTradeByPage() -3TradeAPIȷϷǷӿIsServerRestart() - -version 1.1.18.19 -1ŻUDP - -version 1.1.18.18 -1TradeAPI֧һ˺Ľڵ֮ʽ𻮲 -2XTP_FUND_TRANSFER_TYPEӽڵ֮ʽ𻮲öֵ - -version 1.1.18.14 -1TXTPTradeTypeType гʽɽöֵ XTP_TRDT_CROSS_MKT_CASH -2TradeAPIгETFҵ֧ - -version 1.1.18.13 -1޸QuoteAPIlinuxʹUDPӻcrashbug - -version 1.1.18.12 -1QuoteAPI޸ı󣬽exchage_idΪexchange_id -2޸ͷļ룬GB2312ΪUTF-8 - -version 1.1.18.9 -1TradeAPIȨҵ֧֣business_type = XTP_BUSINESS_TYPE_OPTION -2ѯֲֽṹXTPQueryStkPositionRspֶΣֲַposition_directionȨԼexecutable_optionlockable_positionȨexecutable_underlyinglocked_positionusable_locked_position -3TradeAPIѯȨԼӿOnQueryOptionAuctionInfo() -4XTP_SIDE_TYPEint32öͱΪuint8͵öֵ -5ṹXTPOrderInsertInfoXTPOrderInfoXTPTradeReportƽʶֶposition_effectȨҵͨƱҵposition_effect = XTP_POSITION_EFFECT_INIT -6XTP_PRICE_TYPEöֵȨ޼걨FOK XTP_PRICE_LIMIT_OR_CANCEL -7ѯʽṹXTPQueryAssetRspֶΣı֤frozen_marginȨʽfrozen_exec_cashȨfrozen_exec_fee渶ʽpay_laterԤ渶ʽpreadva_payorig_banlanceǰbanlancedeposit_withdrawսʽtrade_nettingʽʲcaptial_assetǿʽforce_freeze_amountȡʽpreferred_amount -8QuoteAPIȨ֧֣ԭеĵĺ -9QuoteAPIȫгĺУexchage_idûԽегȫˣexchage_id = XTP_EXCHANGE_UNKNOWN ʾȫгģԭеȫгĺֹ֧Ʊ -10QuoteAPIȨȫг鶩/ȡĺSubscribeAllOptionMarketData()/UnSubscribeAllOptionMarketData() -11QuoteAPIȨȫг鶩/ȡĺSubscribeAllOptionOrderBook()/UnSubscribeAllOptionOrderBook() -12QuoteAPIȨȫг鶩/ȡĺSubscribeAllOptionTickByTick()/UnSubscribeAllOptionTickByTick() - -version 1.1.16.20 -1ȥsodium -2޸ijЩ£޷ȡmacַcrashbug -3޸apiʹUDPʱڶʱᵼbug -4mac osϵͳ֧ - -version 1.1.16.13 -1޸ʹwin32汾Ŀвѯѯѯƥbug - -version 1.1.16.9 -1QuoteAPIUDPӷʽ -2QuoteAPIȫġȫ˶ӿ -3QuoteAPI֧OrderBooklevel2plusġ˶ -4QuoteAPI֧ί/ɽĶġ˶ -5QuoteAPIѯԼ¼۽ӿ -6QuoteSPIԭOnMarketData()ص -7QuoteSPIúһһеOnDepthMarketData()ص -8QuoteAPI޸ĬϻеĴСӿSetUDPBufferSize()λΪMBĬϴСΪ64MBɸΪ64MBСĻ棩 -9TradeAPI¹깺ȲѯӿQueryIPOQuotaInfo() -10TradeAPI¹깺ϢбѯӿQueryIPOInfoList() -11TradeAPIصӿsession_id -12TradeAPIQuoteAPIⳬʱʱýӿSetHeartBeatInterval() - -version 1.1.16.1 -1TradeAPIѯETF嵥ӿQueryETF -2TradeAPIѯETFƱӿQueryETFTickerBasket -3TradeAPI֧ETFҵbusiness_type = XTP_BUSINESS_TYPE_ETF side = XTP_SIDE_PURCHASEXTP_SIDE_REDEMPTION -4ѯʽرṹXTPQueryAssetRspӲֶ -5ѯֲֻرĽṹXTPQueryStkPositionRsp˲ֶ - -version 1.1.15.101 -1TradeAPIּҵbusiness_type = XTP_BUSINESS_TYPE_STRUCTURED_FUND_PURCHASE_REDEMPTIONside = XTP_SIDE_PURCHASEXTP_SIDE_REDEMPTION -2TradeAPIֺּϲҵbusiness_type = XTP_BUSINESS_TYPE_STRUCTURED_FUND_SPLIT_MERGEside = XTP_SIDE_SPLITXTP_SIDE_MERGE -3TradeAPIּѯQueryStructuredFund -4TradeAPIͻʽ𻮲ܽӿFundTransfer -5TradeAPIѯͻʽ𻮲ӿQueryFundTransfer - -version 1.1.14.1 -1XTP_BUSINESS_TYPE ҵ -2XTPϵͳ֧عҵ -3XTP_TICKER_TYPE֤ȯXTP_TICKER_TYPE_BONDծȯ - -version 1.1.13.10 -1ṹXTPQuoteStaticInfoһֶΣ - ///С䶯λ - double price_tick; - -version 1.1.13.8 -1ṹXTPQueryAssetRsp1ֶΣ - ///Ԥ۵ʽ𣨰ƱʱԤ۵Ľʽ+Ԥѣ - double withholding_amount; - -version 1.1.13.3 -1ṹXTPOrderInsertInfoXTPOrderInfoXTPTradeReportbusiness_typeֶ -2ṹXTPMarketDataStructвֶint32_tΪint64_t -3¹깺ҵ -4order_client_idֶΣȥ - -version 1.1.12.7 -1޸linuxʹ·߶̴߳־Ŀ¼³core dumpbug -2apiCreateӿӵ־ -3޸Release()³bug - -version 1.1.10.0 -1XTPQuoteAPIѯпɽ׺Լӿ -2ȥõݽṹͺ궨壺 - XTP_TICKER_LEN - XTP_TICKER_NAME_LEN - XTP_TICKERNAME_LEN - - XTP_API_TICKER_LEN - XTP_API_TICKER_NAME_LEN - - TXTPTickerType - TXTPTickerNameType - ͳһɣ - XTP_TICKER_LEN - XTP_TICKER_NAME_LEN - -version 1.1.8.2 -1û¼ûߣûߣʱûµ¼ʱܻᶪʧϢbug - -version 1.1.8.0 - (1) ޸ͨѶЭ - -version 1.1.7.2 -1Ŀ¼һǰ־ļ -2·ʱԴ· -3SetSoftwareKey()ӿڣkeyΪͻ뿪ʱ -4SetSoftwareCode()ӿ -5ȡmacַӲкʱǿԵ¼ʧ - -version 1.1.6.2 -1GetApiLastErrorӿڵķֵ int32_t Ϊ XTPRI* -2ѯֲӦӿ market ֶ \ No newline at end of file diff --git "a/XTP_API_1.1.19.2_20190627/demo/Demo\346\265\213\350\257\225\350\264\246\345\217\267\351\205\215\347\275\256.doc" "b/XTP_API_1.1.19.2_20190627/demo/Demo\346\265\213\350\257\225\350\264\246\345\217\267\351\205\215\347\275\256.doc" deleted file mode 100644 index 61668eb..0000000 Binary files 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file mode 100644 index 0000000..404ebc5 --- /dev/null +++ b/XTP_API_20240611_2.2.42.1/bin/include/algo_api_struct.h @@ -0,0 +1,103 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file algo_api_struct.h +///@brief 定义业务公共数据结构 +///////////////////////////////////////////////////////////////////////// +#ifndef _XTP_ALGO_API_STRUCT_H_ +#define _XTP_ALGO_API_STRUCT_H_ + +#include "algo_data_type.h" +#include "xtp_api_struct_common.h" + +#pragma pack(8) + +///策略信息结构体 +typedef struct XTPStrategyInfoStruct +{ + uint16_t m_strategy_type; ///< 策略类型 + XTPStrategyStateType m_strategy_state; ///< 策略状态 + uint64_t m_client_strategy_id; ///< 客户策略id + uint64_t m_xtp_strategy_id; ///< xtp策略id +} XTPStrategyInfoStruct; + +///策略中指定证券信息结构体 +typedef struct XTPStrategySymbolInfoStruct +{ + XTPStrategyInfoStruct m_strategy_info; ///< 策略信息 + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + XTP_MARKET_TYPE m_market; ///< 市场 +} XTPStrategySymbolInfo; + +///策略状态结构体 +typedef struct XTPStrategyStateReportStruct +{ + XTPStrategyInfoStruct m_strategy_info; ///< 策略信息 + int64_t m_strategy_qty; ///< 策略总量 + int64_t m_strategy_ordered_qty; ///< 策略已委托数量 + int64_t m_strategy_cancelled_qty; ///< 策略已撤单数量 + int64_t m_strategy_execution_qty; ///< 策略已成交数量 + int64_t m_strategy_unclosed_qty; ///< 策略未平仓数量(T0卖出数量-买入数量) + double m_strategy_asset; ///< 策略总金额 + double m_strategy_ordered_asset; ///< 策略已委托金额 + double m_strategy_execution_asset; ///< 策略已成交金额 + double m_strategy_execution_price; ///< 策略执行价格 + double m_strategy_market_price; ///< 策略市场价 + double m_strategy_price_diff; ///< 策略执行价差 + double m_strategy_asset_diff; ///< 策略执行绩效(T0资金预净收入) + XTPRI m_error_info; ///< 错误信息 +} XTPStrategyStateReport; + +///指定策略指定证券的请求结构体 +typedef struct XTPStrategySymbolReqStruct +{ + uint64_t m_xtp_strategy_id; ///< xtp策略id + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + XTP_MARKET_TYPE m_market; ///< 市场 +} XTPStrategySymbolReq; + +///策略中指定证券的算法执行状态结构体 +typedef struct XTPStrategySymbolStateReportStruct +{ + XTPStrategyInfoStruct m_strategy_info; ///< 策略信息 + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + XTP_MARKET_TYPE m_market; ///< 市场 + XTP_SIDE_TYPE m_side; ///< 买卖方向，=0时为T0单 + int64_t m_strategy_qty; ///< 策略总量 + int64_t m_strategy_ordered_qty; ///< 策略已委托数量 + int64_t m_strategy_cancelled_qty; ///< 策略已撤单数量 + int64_t m_strategy_execution_qty; ///< 策略已成交数量 + int64_t m_strategy_buy_qty; ///< 策略已买入数量(T0) + int64_t m_strategy_sell_qty; ///< 策略已卖出数量(T0) + int64_t m_strategy_unclosed_qty; ///< 策略未平仓数量(T0卖出数量-买入数量) + double m_strategy_asset; ///< 策略总金额 + double m_strategy_ordered_asset; ///< 策略已委托金额 + double m_strategy_execution_asset; ///< 策略已成交金额 + double m_strategy_buy_asset; ///< 策略买入金额(T0) + double m_strategy_sell_asset; ///< 策略卖出金额(TO) + double m_strategy_unclosed_asset; ///< 策略未平仓金额(T0) + double m_strategy_asset_diff; ///< 策略毛收益增强金额(T0) + double m_strategy_execution_price; ///< 策略执行价格 + double m_strategy_market_price; ///< 策略市场价 + double m_strategy_price_diff; ///< 策略执行价差(T0时为毛增强收益率) + XTPRI m_error_info; ///< 错误信息 +} XTPStrategySymbolStateReport; + +///推荐算法结构体 +typedef struct XTPStrategyRecommendationInfoStruct +{ + uint16_t m_strategy_type; ///< 策略类型 + XTP_MARKET_TYPE m_market; ///< 交易市场 + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + char m_reserved[64]; ///< 保留域 +} XTPStrategyRecommendationInfo; + +///策略中的证券信息结构体 +typedef struct XTPStrategyTickerInfoStruct +{ + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + XTP_MARKET_TYPE m_market; ///< 交易市场 +} XTPStrategyTickerInfo; + +#pragma pack() + +#endif //_XTP_ALGO_API_STRUCT_H_ diff --git a/XTP_API_20240611_2.2.42.1/bin/include/algo_data_type.h b/XTP_API_20240611_2.2.42.1/bin/include/algo_data_type.h new file mode 100644 index 0000000..f34a66c --- /dev/null +++ b/XTP_API_20240611_2.2.42.1/bin/include/algo_data_type.h @@ -0,0 +1,35 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file algo_data_type.h +///@brief 定义业务公共数据结构 +///////////////////////////////////////////////////////////////////////// +#ifndef _XTP_ALGO_DATA_TYPE_H_ +#define _XTP_ALGO_DATA_TYPE_H_ + +///@brief XTPStrategyStateType策略状态类型 +typedef uint8_t XTPStrategyStateType; + +///创建中 +#define XTP_STRATEGY_STATE_CREATING 0 +///已创建 +#define XTP_STRATEGY_STATE_CREATED 1 +///开始执行中 +#define XTP_STRATEGY_STATE_STARTING 2 +///已执行 +#define XTP_STRATEGY_STATE_STARTED 3 +///停止中 +#define XTP_STRATEGY_STATE_STOPPING 4 +///已停止 +#define XTP_STRATEGY_STATE_STOPPED 5 +///销毁中 +#define XTP_STRATEGY_STATE_DESTROYING 6 +///已销毁 +#define XTP_STRATEGY_STATE_DESTROYED 7 +///发生错误 +#define XTP_STRATEGY_STATE_ERROR 8 +#define XTP_STRATEGY_STATE_PARTPAUSE 9 +#define XTP_STRATEGY_STATE_PAUSE 10 +#define XTP_STRATEGY_STATE_RESUMING 11 +#define XTP_STRATEGY_STATE_RESUMED 12 + +#endif //_XTP_ALGO_DATA_TYPE_H_ diff --git a/XTP_API_1.1.19.2_20190627/bin/include/xoms_api_fund_struct.h b/XTP_API_20240611_2.2.42.1/bin/include/xoms_api_fund_struct.h similarity index 57% rename from XTP_API_1.1.19.2_20190627/bin/include/xoms_api_fund_struct.h rename to XTP_API_20240611_2.2.42.1/bin/include/xoms_api_fund_struct.h index 7b0168a..c685a70 100644 --- a/XTP_API_1.1.19.2_20190627/bin/include/xoms_api_fund_struct.h +++ b/XTP_API_20240611_2.2.42.1/bin/include/xoms_api_fund_struct.h @@ -1,42 +1,73 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_fund_struct.h -///@brief 定义资金划拨相关结构体类型 -///////////////////////////////////////////////////////////////////////// -#ifndef XOMS_API_FUND_STRUCT_H_ -#define XOMS_API_FUND_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "xoms_api_struct.h" -#include "xtp_api_struct_common.h" - -#pragma pack(8) - -#define XTP_ACCOUNT_PASSWORD_LEN 64 - -///////////////////////////////////////////////////////////////////////// -///用户资金请求 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferReq -{ - ///资金内转编号，无需用户填写，类似于xtp_id - uint64_t serial_id; - ///资金账户代码 - char fund_account[XTP_ACCOUNT_NAME_LEN]; - ///资金账户密码 - char password[XTP_ACCOUNT_PASSWORD_LEN]; - ///金额 - double amount; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - -}; - -///////////////////////////////////////////////////////////////////////// -///用户资金划转请求的响应-复用资金通知结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferAck ; - -#pragma pack() - +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xoms_api_fund_struct.h +///@brief 定义资金划拨相关结构体类型 +///////////////////////////////////////////////////////////////////////// +#ifndef XOMS_API_FUND_STRUCT_H_ +#define XOMS_API_FUND_STRUCT_H_ + +#include "xtp_api_data_type.h" +#include "xoms_api_struct.h" +#include "xtp_api_struct_common.h" + +#pragma pack(8) + +/// 用户资金账户的密码字符串长度 +#define XTP_ACCOUNT_PASSWORD_LEN 64 + +///////////////////////////////////////////////////////////////////////// +///用户资金请求 +///////////////////////////////////////////////////////////////////////// +struct XTPFundTransferReq +{ + ///资金内转编号，无需用户填写，类似于xtp_id + uint64_t serial_id; + ///资金账户代码 + char fund_account[XTP_ACCOUNT_NAME_LEN]; + ///资金账户密码 + char password[XTP_ACCOUNT_PASSWORD_LEN]; + ///金额 + double amount; + ///内转类型 + XTP_FUND_TRANSFER_TYPE transfer_type; + +}; + +///////////////////////////////////////////////////////////////////////// +///用户资金划转请求的响应-复用资金通知结构体 +///////////////////////////////////////////////////////////////////////// +typedef struct XTPFundTransferNotice XTPFundTransferAck ; + +///////////////////////////////////////////////////////////////////////// +///用户资金查询请求结构体 +///////////////////////////////////////////////////////////////////////// +struct XTPFundQueryReq +{ + ///资金账户代码 + char fund_account[XTP_ACCOUNT_NAME_LEN]; + ///资金账户密码 + char password[XTP_ACCOUNT_PASSWORD_LEN]; + ///查询类型 + XTP_FUND_QUERY_TYPE query_type; + ///预留字段，用户无需填写 + uint64_t unknown[4]; + +}; + +///////////////////////////////////////////////////////////////////////// +///用户资金查询响应结构体 +///////////////////////////////////////////////////////////////////////// +struct XTPFundQueryRsp +{ + ///金额 + double amount; + ///查询类型 + XTP_FUND_QUERY_TYPE query_type; + ///预留字段，用户无需填写 + uint64_t unknown[4]; + +}; + +#pragma pack() + #endif \ No newline at end of file diff --git a/XTP_API_20240611_2.2.42.1/bin/include/xoms_api_struct.h b/XTP_API_20240611_2.2.42.1/bin/include/xoms_api_struct.h new file mode 100644 index 0000000..5f35f12 --- /dev/null +++ b/XTP_API_20240611_2.2.42.1/bin/include/xoms_api_struct.h @@ -0,0 +1,1338 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xoms_api_struct.h +///@brief 定义交易类相关数据结构 +///////////////////////////////////////////////////////////////////////// +#ifndef _XOMS_API_STRUCT_H_ +#define _XOMS_API_STRUCT_H_ + +#include "xtp_api_data_type.h" +#include "stddef.h" +#include "xtp_api_struct_common.h" + +#pragma pack(8) + +//=====================客户端接口定义================================= +///新订单请求 +struct XTPOrderInsertInfo +{ + ///XTP系统订单ID，无需用户填写，在XTP系统中唯一 + uint64_t order_xtp_id; + ///报单引用，由客户自定义 + uint32_t order_client_id; + ///合约代码 客户端请求不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///价格 + double price; + ///止损价（保留字段） + double stop_price; + ///数量(股票单位为股，逆回购单位为张) + int64_t quantity; + ///报单价格 + XTP_PRICE_TYPE price_type; + union{ + ///32位字段，用来兼容老版本api，用户无需关心 + uint32_t u32; + struct { + ///买卖方向 + XTP_SIDE_TYPE side; + ///开平标志 + XTP_POSITION_EFFECT_TYPE position_effect; + ///预留字段1 + uint8_t reserved1; + ///预留字段2 + uint8_t reserved2; + }; + }; + ///业务类型 + XTP_BUSINESS_TYPE business_type; + }; + + +///撤单失败响应消息 +struct XTPOrderCancelInfo +{ + ///撤单XTPID + uint64_t order_cancel_xtp_id; + ///原始订单XTPID + uint64_t order_xtp_id; +}; + + +///报单响应结构体 +struct XTPOrderInfo +{ + ///XTP系统订单ID，在XTP系统中唯一 + uint64_t order_xtp_id; + ///报单引用，用户自定义 + uint32_t order_client_id; + ///报单操作引用，用户自定义（暂未使用） + uint32_t order_cancel_client_id; + ///撤单在XTP系统中的id，在XTP系统中唯一 + uint64_t order_cancel_xtp_id; + ///合约代码 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///价格 + double price; + ///数量，此订单的报单数量 + int64_t quantity; + ///报单价格条件 + XTP_PRICE_TYPE price_type; + union{ + ///32位字段，用来兼容老版本api，用户无需关心 + uint32_t u32; + struct { + ///买卖方向 + XTP_SIDE_TYPE side; + ///开平标志，期权用户关注字段，其余用户填0即可 + XTP_POSITION_EFFECT_TYPE position_effect; + ///预留字段1 + uint8_t reserved1; + ///预留字段2 + uint8_t reserved2; + }; + }; + ///业务类型 + XTP_BUSINESS_TYPE business_type; + ///今成交数量，为此订单累计成交数量 + int64_t qty_traded; + ///剩余数量，当撤单成功时，表示撤单数量 + int64_t qty_left; + ///委托时间，格式为YYYYMMDDHHMMSSsss + int64_t insert_time; + ///最后修改时间，格式为YYYYMMDDHHMMSSsss + int64_t update_time; + ///撤销时间，格式为YYYYMMDDHHMMSSsss + int64_t cancel_time; + ///成交金额，为此订单的成交总金额 + double trade_amount; + ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + char order_local_id[XTP_LOCAL_ORDER_LEN]; + ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + XTP_ORDER_STATUS_TYPE order_status; + ///报单提交状态，OMS内部使用，用户可用此字段来区分撤单和报单 + XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; + ///报单类型 + TXTPOrderTypeType order_type; +}; + + + +///报单响应结构体，新版本 +struct XTPOrderInfoEx +{ + ///XTP系统订单ID，在XTP系统中唯一 + uint64_t order_xtp_id; + ///报单引用，用户自定义 + uint32_t order_client_id; + ///报单操作引用，用户自定义（暂未使用） + uint32_t order_cancel_client_id; + ///撤单在XTP系统中的id，在XTP系统中唯一 + uint64_t order_cancel_xtp_id; + ///合约代码 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///价格 + double price; + ///数量，此订单的报单数量 + int64_t quantity; + ///报单价格条件 + XTP_PRICE_TYPE price_type; + union{ + uint32_t u32; + struct { + ///买卖方向 + XTP_SIDE_TYPE side; + ///开平标志 + XTP_POSITION_EFFECT_TYPE position_effect; + ///预留字段1 + uint8_t reserved1; + ///预留字段2 + uint8_t reserved2; + }; + }; + ///业务类型 + XTP_BUSINESS_TYPE business_type; + ///今成交数量，为此订单累计成交数量 + int64_t qty_traded; + ///剩余数量，当撤单成功时，表示撤单数量 + int64_t qty_left; + ///委托时间，格式为YYYYMMDDHHMMSSsss + int64_t insert_time; + ///最后修改时间，格式为YYYYMMDDHHMMSSsss + int64_t update_time; + ///撤销时间，格式为YYYYMMDDHHMMSSsss + int64_t cancel_time; + ///成交金额，为此订单的成交总金额 + double trade_amount; + ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + char order_local_id[XTP_LOCAL_ORDER_LEN]; + ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + XTP_ORDER_STATUS_TYPE order_status; + ///报单提交状态，OMS内部使用，用户无需关心 + XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; + ///报单类型 + TXTPOrderTypeType order_type; + ///报单编号 --交易所单号，深交所有此字段，上交所股票债券业务有此字段，上交所申赎业务暂无此字段 + char order_exch_id[XTP_ORDER_EXCH_LEN]; + ///订单的错误信息 + XTPRI order_err_t; + ///保留字段 + uint64_t unknown[2]; +}; + + + +///报单成交结构体 +struct XTPTradeReport +{ + ///XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 + uint64_t order_xtp_id; + ///报单引用 + uint32_t order_client_id; + ///合约代码 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留。 + uint64_t local_order_id; + ///成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 + char exec_id[XTP_EXEC_ID_LEN]; + ///价格，此次成交的价格 + double price; + ///数量，此次成交的数量，不是累计数量 + int64_t quantity; + ///成交时间，格式为YYYYMMDDHHMMSSsss + int64_t trade_time; + ///成交金额，此次成交的总金额 = price*quantity + double trade_amount; + ///成交序号 --回报记录号，对于单个账户来说，深交所每个平台（不同交易品种）唯一，上交所唯一，对于多账户来说，不唯一 + uint64_t report_index; + ///报单编号 --交易所单号，上交所为空，深交所有此字段 + char order_exch_id[XTP_ORDER_EXCH_LEN]; + ///成交类型 --成交回报中的执行类型 + TXTPTradeTypeType trade_type; + union{ + ///32位字段，用来兼容老版本api，用户无需关心 + uint32_t u32; + struct { + ///买卖方向 + XTP_SIDE_TYPE side; + ///开平标志 + XTP_POSITION_EFFECT_TYPE position_effect; + ///预留字段1 + uint8_t reserved1; + ///预留字段2 + uint8_t reserved2; + }; + }; + ///业务类型 + XTP_BUSINESS_TYPE business_type; + ///交易所交易员代码 + char branch_pbu[XTP_BRANCH_PBU_LEN]; +}; + + +////////////////////////////////////////////////////////////////////////// +///报单查询 +////////////////////////////////////////////////////////////////////////// +///报单查询请求-条件查询 +struct XTPQueryOrderReq +{ + ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 + char ticker[XTP_TICKER_LEN]; + ///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 + int64_t begin_time; + ///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + int64_t end_time; +}; + +///报单查询响应结构体 +typedef struct XTPOrderInfo XTPQueryOrderRsp; + + +///查询订单请求-分页查询 +struct XTPQueryOrderByPageReq +{ + ///需要查询的订单条数 + int64_t req_count; + ///上一次收到的查询订单结果中带回来的索引，如果是从头查询，请置0 + int64_t reference; + ///保留字段 + int64_t reserved; +}; + +////////////////////////////////////////////////////////////////////////// +///成交回报查询 +////////////////////////////////////////////////////////////////////////// +///查询成交报告请求-根据执行编号查询（保留字段） +struct XTPQueryReportByExecIdReq +{ + ///XTP订单系统ID + uint64_t order_xtp_id; + ///成交执行编号 + char exec_id[XTP_EXEC_ID_LEN]; +}; + +///查询成交回报请求-查询条件 +struct XTPQueryTraderReq +{ + ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 + char ticker[XTP_TICKER_LEN]; + ///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 + int64_t begin_time; + ///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + int64_t end_time; +}; + +///成交回报查询响应结构体 +typedef struct XTPTradeReport XTPQueryTradeRsp; + +///查询成交回报请求-分页查询 +struct XTPQueryTraderByPageReq +{ + ///需要查询的成交回报条数 + int64_t req_count; + ///上一次收到的查询成交回报结果中带回来的索引，如果是从头查询，请置0 + int64_t reference; + ///保留字段 + int64_t reserved; +}; + +////////////////////////////////////////////////////////////////////////// +///账户资金查询响应结构体 +////////////////////////////////////////////////////////////////////////// +struct XTPQueryAssetRsp +{ + ///总资产（现货账户/期权账户参考公式：总资产 = 可用资金 + 证券资产（目前为0）+ 预扣的资金），（信用账户参考公式：总资产 = 可用资金 + 融券卖出所得资金余额 + 证券资产+ 预扣的资金） + double total_asset; + ///可用资金 + double buying_power; + ///证券资产（保留字段，目前为0） + double security_asset; + ///累计买入成交证券占用资金（仅限现货账户/期权账户，信用账户暂不可用） + double fund_buy_amount; + ///累计买入成交交易费用（仅限现货账户/期权账户，信用账户暂不可用） + double fund_buy_fee; + ///累计卖出成交证券所得资金（仅限现货账户/期权账户，信用账户暂不可用） + double fund_sell_amount; + ///累计卖出成交交易费用（仅限现货账户/期权账户，信用账户暂不可用） + double fund_sell_fee; + ///XTP系统预扣的资金（包括买卖股票时预扣的交易资金+预扣手续费） + double withholding_amount; + ///账户类型 + XTP_ACCOUNT_TYPE account_type; + + ///冻结的保证金（仅限期权账户） + double frozen_margin; + ///行权冻结资金（仅限期权账户） + double frozen_exec_cash; + ///行权费用（仅限期权账户） + double frozen_exec_fee; + ///垫付资金（仅限期权账户） + double pay_later; + ///预垫付资金（仅限期权账户） + double preadva_pay; + ///昨日余额（仅限期权账户） + double orig_banlance; + ///当前余额（仅限期权账户） + double banlance; + ///当天出入金（仅限期权账户） + double deposit_withdraw; + ///当日交易资金轧差（仅限期权账户） + double trade_netting; + ///资金资产（仅限期权账户） + double captial_asset; + + ///强锁资金（仅限期权账户） + double force_freeze_amount; + ///可取资金（仅限期权账户） + double preferred_amount; + + // 信用业务新增字段开始（数量1） + ///融券卖出所得资金余额（仅限信用账户，只能用于买券还券） + double repay_stock_aval_banlance; + + // 信用业务新增字段结束（数量1） + + ///累计订单流量费 + double fund_order_data_charges; + ///累计撤单流量费 + double fund_cancel_data_charges; + //流量费统计新增字段结束（数量2） + + ///交易所实时风险度（仅限期权账户,后续服务器版本支持，目前为0） + double exchange_cur_risk_degree; + ///公司实时风险度（仅限期权账户,后续服务器版本支持，目前为0） + double company_cur_risk_degree; + //风险度新增字段结束（数量2） + + ///(保留字段) + uint64_t unknown[43 - 12 - 1 - 2 - 2]; +}; + +////////////////////////////////////////////////////////////////////////// +///查询股票持仓情况请求结构体 +////////////////////////////////////////////////////////////////////////// +struct XTPQueryStkPositionReq +{ + ///证券代码 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; +}; + +////////////////////////////////////////////////////////////////////////// +///查询股票持仓情况 +////////////////////////////////////////////////////////////////////////// +struct XTPQueryStkPositionRsp +{ + ///证券代码 + char ticker[XTP_TICKER_LEN]; + ///证券名称 + char ticker_name[XTP_TICKER_NAME_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///总持仓 + int64_t total_qty; + ///可卖持仓 + int64_t sellable_qty; + ///持仓成本 + double avg_price; + ///浮动盈亏（保留字段） + double unrealized_pnl; + ///昨日持仓 + int64_t yesterday_position; + ///今日申购赎回数量（申购和赎回数量不可能同时存在，因此可以共用一个字段） + int64_t purchase_redeemable_qty; + + //以下为期权用户关心字段 + /// 持仓方向 + XTP_POSITION_DIRECTION_TYPE position_direction; + ///持仓类型(此字段所有账户都可能用到，可以用来区分股份是否为配售) + XTP_POSITION_SECURITY_TYPE position_security_type; + /// 可行权合约 + int64_t executable_option; + /// 可锁定标的 + int64_t lockable_position; + /// 可行权标的 + int64_t executable_underlying; + /// 已锁定标的 + int64_t locked_position; + /// 可用已锁定标的 + int64_t usable_locked_position; + + //以下为现货用户关心字段 + ///盈亏成本价 + double profit_price; + ///买入成本 + double buy_cost; + ///盈亏成本 + double profit_cost; + + ///持仓市值（此字段目前只有期权账户有值，其他类型账户为0） + double market_value; + ///义务仓占用保证金（此字段目前只有期权账户有值，其他类型账户为0） + double margin; + + ///昨日买入成本 + double last_buy_cost; + ///昨日盈亏成本 + double last_profit_cost; + + ///(保留字段) + uint64_t unknown[50 - 13]; +}; + +///////////////////////////////////////////////////////////////////////// +///用户展期请求的通知 +///////////////////////////////////////////////////////////////////////// +struct XTPCreditDebtExtendNotice +{ + uint64_t xtpid; /// +#include "xtp_api_data_type.h" + +#pragma pack(8) + +///指定的合约 +typedef struct XTPSpecificTickerStruct +{ + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息）例如"600000"，不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; +} XTPST; + +///股票、基金 等额外数据 +struct XTPMarketDataStockExData { + ///委托买入总量(SH,SZ) + int64_t total_bid_qty; + ///委托卖出总量(SH,SZ) + int64_t total_ask_qty; + ///加权平均委买价格(SH,SZ) + double ma_bid_price; + ///加权平均委卖价格(SH,SZ) + double ma_ask_price; + ///债券加权平均委买价格(SH) + double ma_bond_bid_price; + ///债券加权平均委卖价格(SH) + double ma_bond_ask_price; + ///债券到期收益率(SH) + double yield_to_maturity; + ///基金实时参考净值(SH,SZ) + double iopv; + ///ETF申购笔数(SH) + int32_t etf_buy_count; + ///ETF赎回笔数(SH) + int32_t etf_sell_count; + ///ETF申购数量(SH) + double etf_buy_qty; + ///ETF申购金额(SH) + double etf_buy_money; + ///ETF赎回数量(SH) + double etf_sell_qty; + ///ETF赎回金额(SH) + double etf_sell_money; + ///权证执行的总数量(SH) + double total_warrant_exec_qty; + ///权证跌停价格（元）(SH) + double warrant_lower_price; + ///权证涨停价格（元）(SH) + double warrant_upper_price; + ///买入撤单笔数(SH) + int32_t cancel_buy_count; + ///卖出撤单笔数(SH) + int32_t cancel_sell_count; + ///买入撤单数量(SH) + double cancel_buy_qty; + ///卖出撤单数量(SH) + double cancel_sell_qty; + ///买入撤单金额(SH) + double cancel_buy_money; + ///卖出撤单金额(SH) + double cancel_sell_money; + ///买入总笔数(SH) + int64_t total_buy_count; + ///卖出总笔数(SH) + int64_t total_sell_count; + ///买入委托成交最大等待时间(SH) + int32_t duration_after_buy; + ///卖出委托成交最大等待时间(SH) + int32_t duration_after_sell; + ///买方委托价位数(SH) + int32_t num_bid_orders; + ///卖方委托价位数(SH) + int32_t num_ask_orders; + + ///基金T-1日净值(SZ) + double pre_iopv; + ///预留 + int64_t r1; + ///预留 + int64_t r2; +}; + +///债券额外数据 +struct XTPMarketDataBondExData { + ///委托买入总量(SH,SZ) + int64_t total_bid_qty; + ///委托卖出总量(SH,SZ) + int64_t total_ask_qty; + ///加权平均委买价格(SZ) + double ma_bid_price; + ///加权平均委卖价格(SZ) + double ma_ask_price; + ///债券加权平均委买价格(SH) + double ma_bond_bid_price; + ///债券加权平均委卖价格(SH) + double ma_bond_ask_price; + ///债券到期收益率(SH) + double yield_to_maturity; + ///匹配成交最近价(SZ) + double match_lastpx; + ///债券加权平均价格(SH) + double ma_bond_price; + ///匹配成交成交量(SZ) + int64_t match_qty; + ///匹配成交成交金额(SZ) + double match_turnover; + ///预留 + double r4; + ///预留 + double r5; + ///预留 + double r6; + ///预留 + double r7; + ///预留 + double r8; + ///买入撤单笔数(SH) + int32_t cancel_buy_count; + ///卖出撤单笔数(SH) + int32_t cancel_sell_count; + ///买入撤单数量(SH) + double cancel_buy_qty; + ///卖出撤单数量(SH) + double cancel_sell_qty; + ///买入撤单金额(SH) + double cancel_buy_money; + ///卖出撤单金额(SH) + double cancel_sell_money; + ///买入总笔数(SH) + int64_t total_buy_count; + ///卖出总笔数(SH) + int64_t total_sell_count; + ///买入委托成交最大等待时间(SH) + int32_t duration_after_buy; + ///卖出委托成交最大等待时间(SH) + int32_t duration_after_sell; + ///买方委托价位数(SH) + int32_t num_bid_orders; + ///卖方委托价位数(SH) + int32_t num_ask_orders; + ///时段(SHL2)，L1快照数据没有此字段，具体字段说明参阅《上海新债券Level2行情说明.doc》文档 + char instrument_status[8]; +}; + +/// 期权额外数据 +struct XTPMarketDataOptionExData { + ///波段性中断参考价(SH) + double auction_price; + ///波段性中断集合竞价虚拟匹配量(SH) + int64_t auction_qty; + ///最近询价时间(SH) + int64_t last_enquiry_time; +}; + +///////////////////////////////////////////////////////////////////////// +///@brief XTP_MARKETDATA_TYPE是行情快照数据类型，2.2.32以前版本所用 +///////////////////////////////////////////////////////////////////////// +enum XTP_MARKETDATA_TYPE { + XTP_MARKETDATA_ACTUAL = 0, // 现货(股票/基金/债券等) + XTP_MARKETDATA_OPTION = 1, // 期权 +}; + +///////////////////////////////////////////////////////////////////////// +///@brief XTP_MARKETDATA_TYPE_V2是行情快照数据类型，2.2.32版本新增字段 +///////////////////////////////////////////////////////////////////////// +enum XTP_MARKETDATA_TYPE_V2 { + XTP_MARKETDATA_V2_INDEX = 0, // 指数 + XTP_MARKETDATA_V2_OPTION = 1, // 期权 + XTP_MARKETDATA_V2_ACTUAL = 2, // 现货(股票/基金等) + XTP_MARKETDATA_V2_BOND = 3, // 债券 +}; + +///行情 +typedef struct XTPMarketDataStruct +{ + // 代码 + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + + // 价格 + ///最新价 + double last_price; + ///昨收盘 + double pre_close_price; + ///今开盘 + double open_price; + ///最高价 + double high_price; + ///最低价 + double low_price; + ///今收盘 + double close_price; + + // 期权数据 + ///昨日持仓量(张)(目前未填写) + int64_t pre_total_long_positon; + ///持仓量(张) + int64_t total_long_positon; + ///昨日结算价（SH） + double pre_settl_price; + ///今日结算价（SH） + double settl_price; + + // 涨跌停 + ///涨停价 + double upper_limit_price; + ///跌停价 + double lower_limit_price; + ///预留 + double pre_delta; + ///预留 + double curr_delta; + + /// 时间类，格式为YYYYMMDDHHMMSSsss + int64_t data_time; + + // 量额数据 + ///数量，为总成交量（单位股，与交易所一致） + int64_t qty; + ///成交金额，为总成交金额（单位元，与交易所一致） + double turnover; + ///预留(无意义) + double avg_price; + + // 买卖盘 + ///十档申买价 + double bid[10]; + ///十档申卖价 + double ask[10]; + ///十档申买量 + int64_t bid_qty[10]; + ///十档申卖量 + int64_t ask_qty[10]; + + // 额外数据 + ///成交笔数 + int64_t trades_count; + ///当前交易状态说明，参阅《XTP API常见问题.doc》文档 + char ticker_status[8]; + + //对于新三板行情来说，以下结构和字段均无效 + ///数据 + union { + XTPMarketDataStockExData stk; + XTPMarketDataOptionExData opt; + XTPMarketDataBondExData bond; + } ; + ///决定了union是哪种数据类型 (2.2.32版本以前所用字段，仅为了保持兼容，不建议使用该字段) + XTP_MARKETDATA_TYPE data_type; + ///决定了union是哪种数据类型（2.2.32版本新增字段，更详细区分了行情快照数据类型） + XTP_MARKETDATA_TYPE_V2 data_type_v2; +} XTPMD; + +///IOPV信息 +struct IOPV { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + /// 时间 + int64_t data_time; + /// iopv值 + double iopv; +}; + +///股票行情静态信息 +typedef struct XTPQuoteStaticInfo { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + /// 合约名称 + char ticker_name[XTP_TICKER_NAME_LEN]; + /// 合约类型 + XTP_TICKER_TYPE ticker_type; + ///昨收盘 + double pre_close_price; + ///涨停板价 + double upper_limit_price; + ///跌停板价 + double lower_limit_price; + ///最小变动价位 + double price_tick; + /// 合约最小交易量(买) + int32_t buy_qty_unit; + /// 合约最小交易量(卖) + int32_t sell_qty_unit; +} XTPQSI; + + +///订单薄 +typedef struct OrderBookStruct { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + + ///最新价 + double last_price; + ///数量，为总成交量 + int64_t qty; + ///成交金额，为总成交金额 + double turnover; + ///成交笔数 + int64_t trades_count; + + // 买卖盘 + ///十档申买价 + double bid[10]; + ///十档申卖价 + double ask[10]; + ///十档申买量 + int64_t bid_qty[10]; + ///十档申卖量 + int64_t ask_qty[10]; + /// 时间类 + int64_t data_time; +} XTPOB; + +////////////////////////////////// 逐笔数据 + + +///逐笔委托 +struct XTPTickByTickEntrust { + ///频道代码 + int32_t channel_no; + ///SH: 委托序号(委托单独编号, 同一channel_no内连续) + ///SZ、NQ: 委托序号(委托成交统一编号, 同一channel_no内连续) + int64_t seq; + ///委托价格 + double price; + ///SH: 剩余委托数量(balance) + ///SZ、NQ: 委托数量 + int64_t qty; + ///SH: 'B':买; 'S':卖 + ///SZ: '1':买; '2':卖; 'G':借入; 'F':出借 + ///NQ: '1':买; '2':卖; + char side; + ///SH: 'A': 增加; 'D': 删除 + ///SZ、NQ: 订单类别: '1': 市价; '2': 限价; 'U': 本方最优 + char ord_type; + ///SH: 原始订单号 + ///SZ、NQ: 无意义 + int64_t order_no; +}; + +///逐笔成交 +struct XTPTickByTickTrade { + ///频道代码 + int32_t channel_no; + ///SH: 成交序号(成交单独编号, 同一channel_no内连续) + ///SZ、NQ: 成交序号(委托成交统一编号, 同一channel_no内连续) + int64_t seq; + ///成交价格 + double price; + ///成交量 + int64_t qty; + ///成交金额(适用上交所、北交所) + double money; + ///买方订单号 + int64_t bid_no; + ///卖方订单号 + int64_t ask_no; + /// SH: 内外盘标识('B':主动买; 'S':主动卖; 'N':未知) + /// SZ、NQ: 成交标识('4':撤; 'F':成交) + char trade_flag; +}; + +///逐笔状态订单 +struct XTPTickByTickStatus { + ///频道代码 + int32_t channel_no; + ///同一channel_no内连续 + int64_t seq; + ///状态信息 + char flag[8]; +}; + +///逐笔数据信息 +typedef struct XTPTickByTickStruct { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + /// SH: 业务序号（委托成交统一编号，同一个channel_no内连续，此seq区别于联合体内的seq，channel_no等同于联合体内的channel_no） + /// SZ、NQ: 无意义 + int64_t seq; + ///委托时间 or 成交时间 + int64_t data_time; + ///委托 or 成交 + XTP_TBT_TYPE type; + + union { + XTPTickByTickEntrust entrust; + XTPTickByTickTrade trade; + XTPTickByTickStatus state; + }; +} XTPTBT; + + +///供查询的最新信息 +typedef struct XTPTickerPriceInfo { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + ///最新价 + double last_price; +} XTPTPI; + +///股票行情全量静态信息 +typedef struct XTPQuoteFullInfo { + XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 + char ticker[XTP_TICKER_LEN]; ///<证券代码 + char ticker_name[XTP_TICKER_NAME_LEN]; ///<证券名称 + XTP_SECURITY_TYPE security_type; ///<合约详细类型 + XTP_QUALIFICATION_TYPE ticker_qualification_class; ///<合约适当性类别 + bool is_registration; ///<是否注册制(仅适用创业板股票，创新企业股票及存托凭证) + bool is_VIE; ///<是否具有协议控制架构(仅适用创业板股票，创新企业股票及存托凭证) + bool is_noprofit; ///<是否尚未盈利(仅适用创业板股票，创新企业股票及存托凭证) + bool is_weighted_voting_rights; ///<是否存在投票权差异(仅适用创业板股票，创新企业股票及存托凭证) + bool is_have_price_limit; ///<是否有涨跌幅限制(注：不提供具体幅度，可通过涨跌停价和昨收价来计算幅度) + double upper_limit_price; ///<涨停价（仅在有涨跌幅限制时有效） + double lower_limit_price; ///<跌停价（仅在有涨跌幅限制时有效） + double pre_close_price; ///<昨收价 + double price_tick; ///<价格最小变动价位 + int32_t bid_qty_upper_limit; ///<限价买委托数量上限 + int32_t bid_qty_lower_limit; ///<限价买委托数量下限 + int32_t bid_qty_unit; ///<限价买数量单位 + int32_t ask_qty_upper_limit; ///<限价卖委托数量上限 + int32_t ask_qty_lower_limit; ///<限价卖委托数量下限 + int32_t ask_qty_unit; ///<限价卖数量单位 + int32_t market_bid_qty_upper_limit; ///<市价买委托数量上限 + int32_t market_bid_qty_lower_limit; ///<市价买委托数量下限 + int32_t market_bid_qty_unit; ///<市价买数量单位 + int32_t market_ask_qty_upper_limit; ///<市价卖委托数量上限 + int32_t market_ask_qty_lower_limit; ///<市价卖委托数量上限 + int32_t market_ask_qty_unit; ///<市价卖数量单位 + XTP_SECURITY_STATUS security_status; ///<证券状态 + uint32_t unknown1; ///<保留字段 + uint64_t unknown[3]; ///<保留字段 + +}XTPQFI; + +///新三板全量静态信息 +typedef struct XTPQuoteNQFullInfo { + XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 + char ticker[XTP_TICKER_LEN]; ///<证券代码 + char ticker_name[XTP_TICKER_NAME_LEN]; ///<证券名称 + XTP_SECURITY_TYPE security_type; ///<合约详细类型，目前均为255 + XTP_QUALIFICATION_TYPE ticker_qualification_class; ///<合约适当性类别 + char ticker_abbr_en[XTP_TICKER_NAME_LEN]; ///<英文简称 + char base_ticker[XTP_TICKER_LEN]; ///<基础证券 + char industry_type[6]; ///<行业种类 + char currency_type[3]; ///<货币种类 + int32_t trade_unit; ///<交易单位 + int32_t hang_out_date; ///<挂牌日期 + int32_t value_date; ///<起息日期 + int32_t maturity_date; ///<到期日 + int32_t per_limit_vol; ///<每笔限量 + int32_t buy_vol_unit; ///<买数量单位 + int32_t sell_vol_unit; ///<卖数量单位 + int32_t mini_declared_vol; ///<最小申报数量 + int32_t limit_price_attr; ///<限价参数性质 + int32_t market_maker_quantity; ///<做市商数量 + double price_gear; ///<价格档位 + double first_limit_trans; ///<首笔交易限价参数 + double subsequent_limit_trans; ///<后续交易限价参数 + double limit_upper_price; ///<涨停价格 + double limit_lower_price; ///<跌停价格 + double block_trade_upper; ///<大宗交易价格上限(预留，默认0) + double block_trade_lower; ///<大宗交易价格下限(预留，默认0) + double convert_into_ration; ///<折合比例 + XTP_TRADE_STATUS trade_status : 8; ///<交易状态 + XTP_SECURITY_LEVEL security_level : 8; ///<证券级别 + XTP_TRADE_TYPE trade_type : 8; ///<交易类型 + XTP_SUSPEND_FLAG suspend_flag : 8; ///<停牌标志 + XTP_EX_DIVIDEND_FLAG ex_dividend_flag : 8; ///<除权除息标志 + XTP_SECURITY_LAYER_TYPE layer_type : 8; ///<分层信息 + int32_t reserved1 : 16; ///<保留字段 + char trade_places[3]; ///<交易场所 预留 + char is_rzbd; ///<是否融资标的 Y是 N否 + char is_rqbd; ///<是否融券标的 Y是 N否 + char is_drrz; ///<是否当日可融资 Y是 N否 + char is_drrq; ///<是否当日可融券 Y是 N否 + char reserved; ///<保留字段 + uint64_t unknown[3]; ///<保留字段 +}XTPNQFI; + +///指数静态信息 +typedef struct XTPIndexPressStaticInfo { + XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码(无意义) + char ticker[XTP_TICKER_LEN]; ///<证券代码 + char ticker_name[XTP_TICKER_NAME_LEN]; ///<证券名称 + char market_code; ///<市场代码 + char unknown[7]; ///<预留 +}XTPIPSI; + +///指数行情快照 +typedef struct XTPIndexPress { + ///数据来源, 7=指数通. + char data_source; + + // 代码 + ///交易所代码(无意义) + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + /// 时间类，格式为YYYYMMDDHHMMSSsss + int64_t data_time; + + // 价格 + ///最新价 + double last_price; + ///昨收盘 + double pre_close_price; + ///今开盘 + double open_price; + ///最高价 + double high_price; + ///最低价 + double low_price; + ///今收盘 + double close_price; + + + // 量额数据 + ///总成交量 + int64_t qty; + ///总成交金额 + double turnover; + ///成交笔数 + int64_t trades_count; +}XTPIP; + + +#pragma pack() + +#endif diff --git a/XTP_API_20240611_2.2.42.1/bin/include/xtp_api_data_type.h b/XTP_API_20240611_2.2.42.1/bin/include/xtp_api_data_type.h new file mode 100644 index 0000000..e64f734 --- /dev/null +++ b/XTP_API_20240611_2.2.42.1/bin/include/xtp_api_data_type.h @@ -0,0 +1,743 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xtp_api_data_type.h +///@brief 定义兼容数据基本类型 +///////////////////////////////////////////////////////////////////////// +#ifndef _XTP_API_DATA_TYPE_H_ +#define _XTP_API_DATA_TYPE_H_ + +#pragma pack(8) + +/// 每个PBU最多被10个TGW使用。 +#define MAX_TGW_CNT_PER_PBU 10 + +/// 存放版本号的字符串长度 +#define XTP_VERSION_LEN 16 +/// 版本号类型 +typedef char XTPVersionType[XTP_VERSION_LEN]; +/// 可交易日字符串长度 +#define XTP_TRADING_DAY_LEN 9 +/// 存放证券代码的字符串长度 +#define XTP_TICKER_LEN 16 +/// 存放证券名称的字符串长度 +#define XTP_TICKER_NAME_LEN 64 +/// 本地报单编号的字符串长度 +#define XTP_LOCAL_ORDER_LEN 11 +/// 交易所单号的字符串长度 +#define XTP_ORDER_EXCH_LEN 17 +/// 成交执行编号的字符串长度 +#define XTP_EXEC_ID_LEN 18 +/// 交易所交易员代码字符串长度 +#define XTP_BRANCH_PBU_LEN 7 +/// 用户资金账户的字符串长度 +#define XTP_ACCOUNT_NAME_LEN 16 +/// 信用业务合约负债编号长度 +#define XTP_CREDIT_DEBT_ID_LEN 33 +/// IP地址的字符串长度 +#define XTP_INET_ADDRESS_STR_LEN 64 +/// MAC地址的字符串长度 +#define XTP_MAC_ADDRESS_LEN 16 +/// 硬盘序列号的字符串长度 +#define XTP_HARDDISK_SN_LEN 24 +/// MacOS系统序列号的字符串长度 +#define XTP_MACOS_SNO_LEN 21 + +/// 期权组合策略最多腿数 +#define XTP_STRATEGE_LEG_NUM 4 +/// 期权组合策略代码字符串长度 +#define XTP_STRATEGY_ID_LEN 10 +/// 期权组合策略名称字符串长度 +#define XTP_STRATEGY_NAME_LEN 32 +/// 期权组合策略组合编码字符串长度 +#define XTP_SECONDARY_ORDER_ID_LEN 18 + +/// 期权合约可支持的组合策略列表字符串长度 +#define XTP_CNTRT_COMB_STRA_LIST_LEN 2048 + +/// 期权行权合并最多成分合约数量 +#define XTP_COMBINED_EXECUTION_LEG_NUM 2 + +///////////////////////////////////////////////////////////////////////// +///@brief XTP_LOG_LEVEL是日志输出级别类型 +///////////////////////////////////////////////////////////////////////// +typedef enum XTP_LOG_LEVEL { + XTP_LOG_LEVEL_FATAL, ///<严重错误级别 + XTP_LOG_LEVEL_ERROR, ///<错误级别 + XTP_LOG_LEVEL_WARNING, ///<警告级别 + XTP_LOG_LEVEL_INFO, /// -#endif - -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///错误信息的字符串长度 -#define XTP_ERR_MSG_LEN 124 -///响应信息 -typedef struct XTPRspInfoStruct -{ - ///错误代码 - int32_t error_id; - ///错误信息 - char error_msg[XTP_ERR_MSG_LEN]; -} XTPRI; - -#pragma pack() - -#endif // !_XTP_API_STRUCT_COMMON_H_ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xtp_api_struct_common.h +///@brief 定义业务公共数据结构 +///////////////////////////////////////////////////////////////////////// + +#ifndef _XTP_API_STRUCT_COMMON_H_ +#define _XTP_API_STRUCT_COMMON_H_ + +#if defined(_MSC_VER) && _MSC_VER<1600 +typedef signed char int8_t; +typedef short int16_t; +typedef int int32_t; +typedef long long int64_t; +typedef unsigned char uint8_t; +typedef unsigned short uint16_t; +typedef unsigned int uint32_t; +typedef unsigned long long uint64_t; +#else +#include +#endif + +#include "xtp_api_data_type.h" + +#pragma pack(8) + +///错误信息的字符串长度 +#define XTP_ERR_MSG_LEN 124 +///响应信息 +typedef struct XTPRspInfoStruct +{ + ///错误代码 + int32_t error_id; + ///错误信息 + char error_msg[XTP_ERR_MSG_LEN]; +} XTPRI; + +#pragma pack() + +#endif // !_XTP_API_STRUCT_COMMON_H_ diff --git a/XTP_API_1.1.19.2_20190627/bin/include/xtp_quote_api.h b/XTP_API_20240611_2.2.42.1/bin/include/xtp_quote_api.h similarity index 58% rename from XTP_API_1.1.19.2_20190627/bin/include/xtp_quote_api.h rename to XTP_API_20240611_2.2.42.1/bin/include/xtp_quote_api.h index 5867e8e..749e8e6 100644 --- a/XTP_API_1.1.19.2_20190627/bin/include/xtp_quote_api.h +++ b/XTP_API_20240611_2.2.42.1/bin/include/xtp_quote_api.h @@ -1,426 +1,528 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_quote_api.h -///@brief 定义行情订阅客户端接口 -///////////////////////////////////////////////////////////////////////// - -#ifndef _XTP_QUOTE_API_H_ -#define _XTP_QUOTE_API_H_ - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_MD_API_EXPORT -#define MD_API_EXPORT __declspec(dllexport) -#else -#define MD_API_EXPORT __declspec(dllimport) -#endif -#else -#define MD_API_EXPORT -#endif - -/*! -* \class XTP::API::QuoteSpi -* -* \brief 行情回调类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class QuoteSpi - { - public: - - ///当客户端与行情后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。可以在此函数中调用Login重新登录。注意用户重新登录后，需要重新订阅行情 - virtual void OnDisconnected(int reason) {}; - - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///订阅行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///深度行情通知，包含买一卖一队列 - ///@param market_data 行情数据 - ///@param bid1_qty 买一队列数据 - ///@param bid1_count 买一队列的有效委托笔数 - ///@param max_bid1_count 买一队列总委托笔数 - ///@param ask1_qty 卖一队列数据 - ///@param ask1_count 卖一队列的有效委托笔数 - ///@param max_ask1_count 卖一队列总委托笔数 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) {}; - - ///订阅行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///行情订单簿通知，包括股票、指数和期权 - ///@param order_book 行情订单簿数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnOrderBook(XTPOB *order_book) {}; - - ///订阅逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///逐笔行情通知，包括股票、指数和期权 - ///@param tbt_data 逐笔行情数据，包括逐笔委托和逐笔成交，此为共用结构体，需要根据type来区分是逐笔委托还是逐笔成交，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnTickByTick(XTPTBT *tbt_data) {}; - - ///订阅全市场的股票行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - - ///查询可交易合约的应答 - ///@param ticker_info 可交易合约信息 - ///@param error_info 查询可交易合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询可交易合约的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///查询合约的最新价格信息应答 - ///@param ticker_info 合约的最新价格信息 - ///@param error_info 查询合约的最新价格信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///订阅全市场的期权行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::QuoteApi -* -* \brief 行情订阅接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class MD_API_EXPORT QuoteApi - { - public: - ///创建QuoteApi - ///@param client_id （必须输入）用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个有可写权限的真实存在的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接 - static QuoteApi *CreateQuoteApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level=XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - - ///获取当前交易日 - ///@return 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() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、Logout、订阅、取消订阅失败时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///设置采用UDP方式连接时的接收缓冲区大小 - ///@remark 需要在Login之前调用，默认大小和最小设置均为64MB。此缓存大小单位为MB，请输入2的次方数，例如128MB请输入128。 - virtual void SetUDPBufferSize(uint32_t buff_size) = 0; - - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(QuoteSpi *spi) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///订阅行情，包括股票、指数和期权。 - ///@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情，包括股票、指数和期权。 - ///@return 取消订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情接口配套使用 - virtual int UnSubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅行情订单簿，包括股票、指数和期权。 - ///@return 订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情(仅支持深交所) - virtual int SubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情订单簿，包括股票、指数和期权。 - ///@return 取消订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情订单簿接口配套使用 - virtual int UnSubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅逐笔行情，包括股票、指数和期权。 - ///@return 订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订逐笔行情，包括股票、指数和期权。 - ///@return 取消订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅逐笔行情接口配套使用 - virtual int UnSubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅全市场的股票行情 - ///@return 订阅全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情接口配套使用 - virtual int SubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情 - ///@return 退订全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情接口配套使用 - virtual int UnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票行情订单簿 - ///@return 订阅全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情订单簿接口配套使用 - virtual int SubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情订单簿 - ///@return 退订全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情订单簿接口配套使用 - virtual int UnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票逐笔行情 - ///@return 订阅全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订逐笔行情接口配套使用 - virtual int SubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票逐笔行情 - ///@return 退订全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场逐笔行情接口配套使用 - virtual int UnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///用户登录请求 - ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 - ///@param ip 服务器ip地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登陆用户名 - ///@param password 登陆密码 - ///@param sock_type “1”代表TCP，“2”代表UDP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接 - virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 - virtual int Logout() = 0; - - ///获取当前交易日可交易合约 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param exchange_id 交易所代码 - virtual int QueryAllTickers(XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要查询的合约个数 - ///@param exchange_id 交易所代码 - virtual int QueryTickersPriceInfo(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取所有合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - virtual int QueryAllTickersPriceInfo() = 0; - - ///订阅全市场的期权行情 - ///@return 订阅全市期权场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情接口配套使用 - virtual int SubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情 - ///@return 退订全市场期权行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情接口配套使用 - virtual int UnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权行情订单簿 - ///@return 订阅全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情订单簿接口配套使用 - virtual int SubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情订单簿 - ///@return 退订全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情订单簿接口配套使用 - virtual int UnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权逐笔行情 - ///@return 订阅全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权逐笔行情接口配套使用 - virtual int SubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权逐笔行情 - ///@return 退订全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权逐笔行情接口配套使用 - virtual int UnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - - protected: - ~QuoteApi() {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xtp_quote_api.h +///@brief 定义行情订阅客户端接口 +///////////////////////////////////////////////////////////////////////// + +#ifndef _XTP_QUOTE_API_H_ +#define _XTP_QUOTE_API_H_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +#include "xtp_api_struct.h" + +#if defined(ISLIB) && defined(WIN32) +#ifdef LIB_MD_API_EXPORT +#define MD_API_EXPORT __declspec(dllexport) +#else +#define MD_API_EXPORT __declspec(dllimport) +#endif +#else +#define MD_API_EXPORT +#endif + +/*! +* \class XTP::API::QuoteSpi +* +* \brief 行情回调类 +* +* \author 中泰证券股份有限公司 +* \date 十月 2015 +*/ +namespace XTP { + namespace API { + class QuoteSpi + { + public: + + ///当客户端与行情后台通信连接断开时，该方法被调用。 + ///@param reason 错误原因，请与错误代码表对应 + ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。可以在此函数中调用Login重新登录。注意用户重新登录后，需要重新订阅行情 + virtual void OnDisconnected(int reason) {}; + + + ///错误应答 + ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 + virtual void OnError(XTPRI *error_info) {}; + + ///逐笔丢包应答 + ///@param begin_seq 当逐笔出现丢包时，丢包区间下限（可能与上限一致） + ///@param end_seq 当逐笔出现丢包时，丢包区间上限（可能与下限一致） + ///@remark 此函数只有在逐笔发生丢包时才会有调用，如果丢包的上下限一致，表示仅丢失了一个包，注意此包仅为数据包，包含1个或者多个逐笔数据 + virtual void OnTickByTickLossRange(int begin_seq, int end_seq) {}; + + ///订阅行情应答，包括股票、指数和期权 + ///@param ticker 详细的合约订阅情况 + ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///退订行情应答，包括股票、指数和期权 + ///@param ticker 详细的合约取消订阅情况 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///深度行情通知，包含买一卖一队列 + ///@param market_data 行情数据 + ///@param bid1_qty 买一队列数据 + ///@param bid1_count 买一队列的有效委托笔数，即bid1_qty数组的长度，最大为50 + ///@param max_bid1_count 买一队列总委托笔数 + ///@param ask1_qty 卖一队列数据 + ///@param ask1_count 卖一队列的有效委托笔数，即ask1_qty数组的长度，最大为50 + ///@param max_ask1_count 卖一队列总委托笔数 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) {}; + + /// ETF的IOPV通知 + /// @param iopv ETF的参考单位基金净值数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnETFIOPVData(IOPV *iopv) {}; + + ///订阅行情订单簿应答，包括股票、债券 + ///@param ticker 详细的合约订阅情况 + ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///退订行情订单簿应答，包括股票、债券 + ///@param ticker 详细的合约取消订阅情况 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///行情订单簿通知，包括股票、债券 + ///@param order_book 行情订单簿数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnOrderBook(XTPOB *order_book) {}; + + ///订阅逐笔行情应答，包括股票、债券 + ///@param ticker 详细的合约订阅情况 + ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///退订逐笔行情应答，包括股票、债券 + ///@param ticker 详细的合约取消订阅情况 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///逐笔行情通知，包括股票、债券 + ///@param tbt_data 逐笔行情数据，包括逐笔委托和逐笔成交，此为共用结构体，需要根据type来区分是逐笔委托还是逐笔成交，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnTickByTick(XTPTBT *tbt_data) {}; + + ///订阅全市场的股票行情应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的股票行情应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///订阅全市场的股票行情订单簿应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的股票行情订单簿应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///订阅全市场的股票逐笔行情应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的股票逐笔行情应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + + ///查询合约部分静态信息的应答 + ///@param ticker_info 合约部分静态信息 + ///@param error_info 查询合约部分静态信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次查询合约部分静态信息的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) {}; + + ///查询合约的最新价格信息应答 + ///@param ticker_info 合约的最新价格信息 + ///@param error_info 查询合约的最新价格信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次查询的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) {}; + + ///订阅全市场的期权行情应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的期权行情应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///订阅全市场的期权行情订单簿应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的期权行情订单簿应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///订阅全市场的期权逐笔行情应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的期权逐笔行情应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///查询沪深2市合约完整静态信息的应答 + ///@param ticker_info 合约完整静态信息 + ///@param error_info 查询合约完整静态信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次查询合约完整静态信息的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + virtual void OnQueryAllTickersFullInfo(XTPQFI* ticker_info, XTPRI *error_info, bool is_last) {}; + + ///查询新三板合约完整静态信息的应答 + ///@param ticker_info 合约完整静态信息 + ///@param error_info 查询合约完整静态信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次查询合约完整静态信息的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + virtual void OnQueryAllNQTickersFullInfo(XTPNQFI* ticker_info, XTPRI *error_info, bool is_last) {}; + + ///当客户端与回补行情服务器通信连接断开时，该方法被调用。 + ///@param reason 错误原因，请与错误代码表对应 + ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。回补服务器会在无消息交互后会定时断线，请注意仅在需要回补数据时才保持连接，无回补需求时，无需登陆。 + virtual void OnRebuildQuoteServerDisconnected(int reason) {}; + + ///请求回补指定频道的逐笔行情的总体结果应答 + ///@param rebuild_result 当回补结束时被调用，如果回补结果失败，则msg参数表示失败原因 + ///@remark 需要快速返回，仅在回补数据发送结束后调用，如果请求数据太多，一次性无法回补完，那么rebuild_result.result_code = XTP_REBUILD_RET_PARTLY，此时需要根据回补结果继续发起回补数据请求 + virtual void OnRequestRebuildQuote(XTPQuoteRebuildResultRsp* rebuild_result) {}; + + ///回补的逐笔行情数据 + ///@param tbt_data 回补的逐笔行情数据 + ///@remark 需要快速返回，此函数调用与OnTickByTick不在一个线程内，会在OnRequestRebuildQuote()之前回调 + virtual void OnRebuildTickByTick(XTPTBT *tbt_data) {}; + + ///回补的快照行情数据 + ///@param md_data 回补的快照行情数据 + ///@remark 需要快速返回，此函数调用与OnDepthMarketData不在一个线程内，会在OnRequestRebuildQuote()之前回调 + virtual void OnRebuildMarketData(XTPMD *md_data) {}; + + }; + } +} + +#ifndef WINDOWS +#if __GNUC__ >= 4 +#pragma GCC visibility push(default) +#endif +#endif + +/*! +* \class XTP::API::QuoteApi +* +* \brief 行情订阅接口类 +* +* \author 中泰证券股份有限公司 +* \date 十月 2015 +*/ +namespace XTP { + namespace API { + class MD_API_EXPORT QuoteApi + { + public: + ///创建QuoteApi + ///@param client_id （必须输入）用于区分同一用户的不同客户端，由用户自定义 + ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个有可写权限的真实存在的路径，如果路径不存在的话，可能会因为写冲突而造成断线 + ///@param log_level 日志输出级别 + ///@return 创建出的UserApi + ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接 + static QuoteApi *CreateQuoteApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level=XTP_LOG_LEVEL_DEBUG); + + ///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() = 0; + + + ///获取当前交易日 + ///@return 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() = 0; + + ///获取API的发行版本号 + ///@return 返回api发行版本号 + virtual const char* GetApiVersion() = 0; + + ///获取API的系统错误 + ///@return 返回的错误信息，可以在Login、Logout、订阅、取消订阅失败时调用，获取失败的原因 + ///@remark 可以在调用api接口失败时调用，例如login失败时 + virtual XTPRI *GetApiLastError() = 0; + + ///设置采用UDP方式连接时的单个队列接收缓冲区大小，目前可能最大使用4个缓冲区队列 + ///@remark 需要在Login之前调用，默认大小和最小设置均为64MB。此缓存大小单位为MB，请输入2的次方数，例如128MB请输入128。 + virtual void SetUDPBufferSize(uint32_t buff_size) = 0; + + + ///注册回调接口 + ///@param spi 派生自回调接口类的实例，请在登录之前设定 + virtual void RegisterSpi(QuoteSpi *spi) = 0; + + ///设置心跳检测时间间隔，单位为秒 + ///@param interval 心跳检测时间间隔，单位为秒 + ///@remark 此函数必须在Login之前调用 + virtual void SetHeartBeatInterval(uint32_t interval) = 0; + + ///使用UDP接收行情时，设置接收行情线程绑定的cpu，此版本不建议使用，只为跟之前的版本兼容，请替换使用SetUDPRecvThreadAffinityArray函数 + ///@param cpu_no 设置绑定的cpu，例如绑定cpu 0，可以设置0，绑定cpu 2，可以设置2，建议绑定后面的cpu + ///@remark 此版本不建议使用,请替换使用SetUDPRecvThreadAffinityArray函数，如果调用则必须在Login之前调用，否则不会生效，与SetUDPRecvThreadAffinityArray一起使用时，仅第一个被调用的生效 + virtual void SetUDPRecvThreadAffinity(int32_t cpu_no) = 0; + + ///使用UDP接收行情时，设置接收行情线程绑定的cpu集合 + ///@param cpu_no_array 设置绑定的cpu集合数组 + ///@param count cpu集合数组长度 + ///@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效。绑核时，将从数组前面的核开始使用 + virtual void SetUDPRecvThreadAffinityArray(int32_t cpu_no_array[], int32_t count) = 0; + + ///使用UDP接收行情时，设置解析行情线程绑定的cpu，此版本不建议使用，只为跟之前的版本兼容，请替换使用SetUDPParseThreadAffinityArray函数 + ///@param cpu_no 设置绑定的cpu，例如绑定cpu 0，可以设置0，绑定cpu 2，可以设置2，建议绑定后面的cpu + ///@remark 此版本不建议使用，请替换使用SetUDPParseThreadAffinityArray函数，如果调用则必须在Login之前调用，否则不会生效，与SetUDPParseThreadAffinityArray一起使用时，仅第一个被调用的生效 + virtual void SetUDPParseThreadAffinity(int32_t cpu_no) = 0; + + ///使用UDP接收行情时，设置解析行情线程绑定的cpu集合 + ///@param cpu_no_array 设置绑定的cpu集合数组 + ///@param count cpu集合数组长度 + ///@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效。绑核时，将从数组前面的核开始使用 + virtual void SetUDPParseThreadAffinityArray(int32_t cpu_no_array[], int32_t count) = 0; + + ///设定UDP收行情时是否输出异步日志 + ///@param flag 是否输出标识，默认为true，如果不想输出“udpseq”开头的异步日志，请设置此参数为false + ///@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效 + virtual void SetUDPSeqLogOutPutFlag(bool flag = true) = 0; + + ///订阅行情，包括股票、指数、期权、债券等。 + ///@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 + virtual int SubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///退订行情，包括股票、指数、期权、债券等。 + ///@return 取消订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情接口配套使用 + virtual int UnSubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///订阅行情订单簿，包括股票、债券等。（新三板暂不支持） + ///@return 订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情订单簿的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情(仅支持深交所) + virtual int SubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///退订行情订单簿，包括股票、债券等。（新三板暂不支持） + ///@return 取消订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情订单簿的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情订单簿接口配套使用 + virtual int UnSubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///订阅逐笔行情，包括股票、债券等。 + ///@return 订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情订单簿的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 + virtual int SubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///退订逐笔行情，包括股票、债券等。 + ///@return 取消订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情订单簿的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅逐笔行情接口配套使用 + virtual int UnSubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///订阅全市场的股票、债券、指数等行情 + ///@return 订阅全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订行情接口配套使用 + virtual int SubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的股票、债券、指数等行情 + ///@return 退订全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场行情接口配套使用 + virtual int UnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///订阅全市场的股票、债券等行情订单簿（新三板暂不支持） + ///@return 订阅全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订行情订单簿接口配套使用 + virtual int SubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的股票、债券等行情订单簿（新三板暂不支持） + ///@return 退订全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场行情订单簿接口配套使用 + virtual int UnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///订阅全市场的股票、债券等逐笔行情 + ///@return 订阅全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订逐笔行情接口配套使用 + virtual int SubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的股票、债券等逐笔行情 + ///@return 退订全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场逐笔行情接口配套使用 + virtual int UnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///用户登录请求 + ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 + ///@param ip 服务器ip地址，类似“127.0.0.1” + ///@param port 服务器端口号 + ///@param user 登陆用户名 + ///@param password 登陆密码 + ///@param sock_type “1”代表TCP，“2”代表UDP + ///@param local_ip 本地网卡地址，类似“127.0.0.1” + ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接 + virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, const char* local_ip = NULL) = 0; + + + ///登出请求 + ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 + virtual int Logout() = 0; + + ///获取沪深2市当前交易日合约部分静态信息 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + ///@param exchange_id 交易所代码，必须提供 1-上海 2-深圳 + virtual int QueryAllTickers(XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///获取合约的最新价格信息 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要查询的合约个数 + ///@param exchange_id 交易所代码 + virtual int QueryTickersPriceInfo(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///获取所有合约的最新价格信息 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + virtual int QueryAllTickersPriceInfo() = 0; + + ///订阅全市场的期权行情（目前暂无此数据） + ///@return 订阅全市期权场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订期权行情接口配套使用 + virtual int SubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的期权行情（目前暂无此数据） + ///@return 退订全市场期权行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场期权行情接口配套使用 + virtual int UnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///订阅全市场的期权行情订单簿（目前暂无此数据） + ///@return 订阅全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订期权行情订单簿接口配套使用 + virtual int SubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的期权行情订单簿（目前暂无此数据） + ///@return 退订全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场期权行情订单簿接口配套使用 + virtual int UnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///订阅全市场的期权逐笔行情（目前暂无此数据） + ///@return 订阅全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订期权逐笔行情接口配套使用 + virtual int SubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的期权逐笔行情（目前暂无此数据） + ///@return 退订全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场期权逐笔行情接口配套使用 + virtual int UnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///获取沪深2市所有合约的详细静态信息，包括指数等非可交易的，不包括新三板 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + ///@param exchange_id 交易所代码，必须提供 1-上海 2-深圳 + virtual int QueryAllTickersFullInfo(XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///获取新三板所有合约的详细静态信息，包括指数等非可交易的 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + virtual int QueryAllNQTickersFullInfo() = 0; + + ///用户登录回补服务器请求 + ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 + ///@param ip 服务器ip地址，类似“127.0.0.1” + ///@param port 服务器端口号 + ///@param user 登陆用户名 + ///@param password 登陆密码 + ///@param sock_type “1”代表TCP，“2”代表UDP + ///@param local_ip 本地网卡地址，类似“127.0.0.1” + ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接。回补服务器会在无消息交互后定时断线，请注意仅在需要回补数据时才保持连接，回补完成后请及时logout + virtual int LoginToRebuildQuoteServer(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, const char* local_ip = NULL) = 0; + + ///登出回补服务器请求 + ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 + virtual int LogoutFromRebuildQuoteServer() = 0; + + ///请求回补指定行情，包括快照和逐笔 + ///@return 请求回补指定频道的逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param rebuild_param 指定回补的参数信息，注意一次性回补最多1000个数据，超过1000需要分批次请求，一次只能指定一种类型的数据 + ///@remark 仅在逐笔行情丢包时或者确实快照行情时使用，回补的行情数据将从OnRebuildTickByTick或者OnRebuildMarketData()接口回调提供，与订阅的行情数据不在同一个线程内 + virtual int RequestRebuildQuote(XTPQuoteRebuildReq* rebuild_param) = 0; + + + protected: + ~QuoteApi() {}; + }; + } +} + +#ifndef WINDOWS +#if __GNUC__ >= 4 +#pragma GCC visibility pop +#endif +#endif + + +#endif diff --git a/XTP_API_20240611_2.2.42.1/bin/include/xtp_trader_api.h b/XTP_API_20240611_2.2.42.1/bin/include/xtp_trader_api.h new file mode 100644 index 0000000..07d2f83 --- /dev/null +++ b/XTP_API_20240611_2.2.42.1/bin/include/xtp_trader_api.h @@ -0,0 +1,1225 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xtp_trader_api.h +///@brief 定义客户端交易接口 +///////////////////////////////////////////////////////////////////////// + +#ifndef _XTP_TRADER_API_H_ +#define _XTP_TRADER_API_H_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +#include "xtp_api_struct.h" +#include "algo_api_struct.h" + +#if defined(ISLIB) && defined(WIN32) +#ifdef LIB_TRADER_API_EXPORT +#define TRADER_API_EXPORT __declspec(dllexport) +#else +#define TRADER_API_EXPORT __declspec(dllimport) +#endif +#else +#define TRADER_API_EXPORT +#endif + +/*! +* \class XTP::API::TraderSpi +* +* \brief 交易接口响应类 +* +* \author 中泰证券股份有限公司 +* \date 十月 2015 +*/ +namespace XTP { + namespace API { + + class TraderSpi + { + public: + + ///当客户端的某个连接与交易后台通信连接断开时，该方法被调用。 + ///@param reason 错误原因，请与错误代码表对应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 用户主动调用logout导致的断线，不会触发此函数。api不会自动重连，当断线发生时，请用户自行选择后续操作，可以在此函数中调用Login重新登录，并更新session_id，此时用户收到的数据跟断线之前是连续的 + virtual void OnDisconnected(uint64_t session_id, int reason) {}; + + ///错误应答 + ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息,当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 + virtual void OnError(XTPRI *error_info) {}; + + ///请求查询用户在本节点上可交易市场的响应 + ///@param trade_location 查询到的交易市场信息，按位来看，从低位开始数，第0位表示沪市，即如果(trade_location&0x01) == 0x01，代表可交易沪市，第1位表示深市，即如果(trade_location&0x02) == 0x02，表示可交易深市，如果第0位和第1位均是1，即(trade_location&(0x01|0x02)) == 0x03，就表示可交易沪深2个市场 + ///@param error_info 查询可交易市场发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 此查询只会有一个结果 + virtual void OnQueryAccountTradeMarket(int trade_location, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///报单通知 + ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 + ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 + virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; + + ///成交通知 + ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 + virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) {}; + + ///撤单出错响应 + ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id + ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 此响应只会在撤单发生错误时被回调 + virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; + + ///请求查询报单响应-旧版本接口 + ///@param order_info 查询到的一个报单 + ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询报单响应-新版本接口 + ///@param order_info 查询到的一个报单信息 + ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryOrderEx(XTPOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询报单响应-旧版本接口 + ///@param order_info 查询到的一个报单 + ///@param req_count 分页请求的最大数量 + ///@param order_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询报单响应-新版本接口 + ///@param order_info 查询到的一个报单 + ///@param req_count 分页请求的最大数量 + ///@param order_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOrderByPageEx(XTPOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询成交响应 + ///@param trade_info 查询到的一个成交回报 + ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询成交响应 + ///@param trade_info 查询到的一个成交信息 + ///@param req_count 分页请求的最大数量 + ///@param trade_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询投资者持仓响应 + ///@param position 查询到的一只股票的持仓情况 + ///@param error_info 查询账户持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询资金账户响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param asset 查询到的资金账户情况 + ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询分级基金信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 查询到的分级基金情况 + ///@param error_info 查询分级基金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询资金划拨订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_transfer_info 查询到的资金账户情况 + ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///资金划拨通知 + ///@param fund_transfer_info 资金划拨通知的具体信息，用户可以通过fund_transfer_info.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + ///@param error_info 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error_info.error_id=11000384时，error_info.error_msg中含有对方结点中可用于划拨的资金（以整数为准），用户需解析后进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。 + virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) {}; + + ///请求查询其他节点可用资金的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 查询到的其他节点可用资金情况 + ///@param error_info 查询其他节点可用资金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryOtherServerFund(XTPFundQueryRsp *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///请求查询ETF清单文件的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param etf_info 查询到的ETF清单文件情况 + ///@param error_info 查询ETF清单文件发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询ETF股票篮的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param etf_component_info 查询到的ETF合约的相关成分股信息 + ///@param error_info 查询ETF股票篮发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询今日新股申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param ipo_info 查询到的今日新股申购的一只股票信息 + ///@param error_info 查询今日新股申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询用户新股申购额度信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param quota_info 查询到的用户某个市场的今日新股申购额度信息 + ///@param error_info 查查询用户新股申购额度信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询今日可转债申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param ipo_info 查询到的今日可转债申购的一只可转债信息 + ///@param error_info 查询今日可转债申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryBondIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询用户可转债转股信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param swap_stock_info 查询到某条可转债转股信息 + ///@param error_info 查查询可转债转股信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryBondSwapStockInfo(XTPQueryBondSwapStockRsp *swap_stock_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权合约的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param option_info 查询到的期权合约情况 + ///@param error_info 查询期权合约发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///融资融券业务中现金直接还款的响应 + ///@param cash_repay_info 现金直接还款通知的具体信息，用户可以通过cash_repay_info.xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + ///@param error_info 现金还款发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnCreditCashRepay(XTPCrdCashRepayRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id) {}; + + ///融资融券业务中现金还息的响应 + ///@param cash_repay_info 现金还息通知的具体信息，用户可以通过cash_repay_info.xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + ///@param error_info 现金还息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnCreditCashRepayDebtInterestFee(XTPCrdCashRepayDebtInterestFeeRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id) {}; + + ///请求查询融资融券业务中的现金直接还款报单的响应 + ///@param cash_repay_info 查询到的某一笔现金直接还款通知的具体信息 + ///@param error_info 查询现金直接报单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditCashRepayInfo(XTPCrdCashRepayInfo *cash_repay_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询信用账户额外信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 查询到的信用账户额外信息情况 + ///@param error_info 查询信用账户额外信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditFundInfo(XTPCrdFundInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///请求查询信用账户负债信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param debt_info 查询到的信用账户合约负债情况 + ///@param error_info 查询信用账户负债信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditDebtInfo(XTPCrdDebtInfo *debt_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询信用账户指定证券负债未还信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param debt_info 查询到的信用账户指定证券负债未还信息情况 + ///@param error_info 查询信用账户指定证券负债未还信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditTickerDebtInfo(XTPCrdDebtStockInfo *debt_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询信用账户待还资金的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param remain_amount 查询到的信用账户待还资金 + ///@param error_info 查询信用账户待还资金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditAssetDebtInfo(double remain_amount, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///请求查询信用账户可融券头寸信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param assign_info 查询到的信用账户可融券头寸信息 + ///@param error_info 查询信用账户可融券头寸信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStkInfo *assign_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///融资融券业务中请求查询指定余券信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param stock_info 查询到的余券信息 + ///@param error_info 查询信用账户余券信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo* stock_info, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///融资融券业务中请求查询余券信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param stock_info 查询到的余券信息 + ///@param error_info 查询信用账户余券信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryMulCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo* stock_info, XTPRI *error_info, int request_id, uint64_t session_id, bool is_last) {}; + + ///融资融券业务中负债合约展期的通知 + ///@param debt_extend_info 负债合约展期通知的具体信息，用户可以通过debt_extend_info.xtpid来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + ///@param error_info 负债合约展期订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当负债合约展期订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的负债合约展期通知。 + virtual void OnCreditExtendDebtDate(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI *error_info, uint64_t session_id) {}; + + ///查询融资融券业务中负债合约展期订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param debt_extend_info 查询到的负债合约展期情况 + ///@param error_info 查询负债合约展期发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当error_info.error_id=11000350时，表明没有记录，当为其他非0值时，表明合约发生拒单时的错误原因 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditExtendDebtDateOrders(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///查询融资融券业务中信用账户附加信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 信用账户附加信息 + ///@param error_info 查询信用账户附加信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditFundExtraInfo(XTPCrdFundExtraInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///查询融资融券业务中信用账户指定证券的附加信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 信用账户指定证券的附加信息 + ///@param error_info 查询信用账户附加信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditPositionExtraInfo(XTPCrdPositionExtraInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///期权组合策略报单通知 + ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 + ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 + virtual void OnOptionCombinedOrderEvent(XTPOptCombOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; + + ///期权组合策略成交通知 + ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 + virtual void OnOptionCombinedTradeEvent(XTPOptCombTradeReport *trade_info, uint64_t session_id) {}; + + ///期权组合策略撤单出错响应 + ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id + ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 此响应只会在撤单发生错误时被回调 + virtual void OnCancelOptionCombinedOrderError(XTPOptCombOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; + + ///请求查询期权组合策略报单响应-旧版本接口 + ///@param order_info 查询到的一个报单 + ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryOptionCombinedOrders(XTPQueryOptCombOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权组合策略报单响应-新版本接口 + ///@param order_info 查询到的一个报单 + ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryOptionCombinedOrdersEx(XTPOptCombOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询期权组合策略报单响应-旧版本接口 + ///@param order_info 查询到的一个报单 + ///@param req_count 分页请求的最大数量 + ///@param order_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedOrdersByPage(XTPQueryOptCombOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询期权组合策略报单响应-新版本接口 + ///@param order_info 查询到的一个报单 + ///@param req_count 分页请求的最大数量 + ///@param order_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedOrdersByPageEx(XTPOptCombOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权组合策略成交响应 + ///@param trade_info 查询到的一个成交回报 + ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryOptionCombinedTrades(XTPQueryOptCombTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询期权组合策略成交响应 + ///@param trade_info 查询到的一个成交信息 + ///@param req_count 分页请求的最大数量 + ///@param trade_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedTradesByPage(XTPQueryOptCombTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权组合策略持仓响应 + ///@param position_info 查询到的一个持仓信息 + ///@param error_info 查询持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedPosition(XTPQueryOptCombPositionRsp *position_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权组合策略信息响应 + ///@param strategy_info 查询到的一个组合策略信息 + ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedStrategyInfo(XTPQueryCombineStrategyInfoRsp *strategy_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///查询期权行权合并头寸的响应 + ///@param position_info 查询到的一个行权合并头寸信息 + ///@param error_info 查询持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedExecPosition(XTPQueryOptCombExecPosRsp *position_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///algo业务中查询策略列表的响应 + ///@param strategy_info 策略具体信息 + ///@param strategy_param 此策略中包含的参数，如果error_info.error_id为0时，有意义 + ///@param error_info 查询查询策略列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryStrategy(XTPStrategyInfoStruct* strategy_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id) {}; + + ///algo业务中策略运行时策略状态通知 + ///@param strategy_state 用户策略运行情况的状态通知 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnStrategyStateReport(XTPStrategyStateReportStruct* strategy_state, uint64_t session_id) {}; + + ///algo业务中用户建立算法通道的消息响应 + ///@param user 用户名 + ///@param error_info 建立算法通道发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误，即算法通道成功 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 算法通道建立成功后，才能对用户创建策略等操作，一个用户只能拥有一个算法通道，如果之前已经建立，则无需重复建立 + virtual void OnALGOUserEstablishChannel(char* user, XTPRI* error_info, uint64_t session_id) {}; + + ///algo业务中报送策略单的响应 + ///@param strategy_info 用户报送的策略单的具体信息 + ///@param error_info 报送策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnInsertAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) {}; + + ///algo业务中撤销策略单的响应 + ///@param strategy_info 用户撤销的策略单的具体信息 + ///@param error_info 撤销策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnCancelAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) {}; + + ///当客户端与AlgoBus通信连接断开时，该方法被调用。 + ///@param reason 错误原因，请与错误代码表对应 + ///@remark 请不要堵塞此线程，否则会影响algo的登录，与Algo之间的连接，断线后会自动重连，用户无需做其他操作 + virtual void OnAlgoDisconnected(int reason) {}; + + ///当客户端与AlgoBus断线后重新连接时，该方法被调用，仅在断线重连成功后会被调用。 + virtual void OnAlgoConnected() {}; + + ///algo业务中策略运行时策略指定证券执行状态通知 + ///@param strategy_symbol_state 用户策略指定证券运行情况的状态通知 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnStrategySymbolStateReport(XTPStrategySymbolStateReport* strategy_symbol_state, uint64_t session_id) {}; + + ///algo业务中报送母单创建时的推送消息(包括其他客户端创建的母单) + ///@param strategy_info 策略具体信息 + ///@param strategy_param 此策略中包含的参数 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnNewStrategyCreateReport(XTPStrategyInfoStruct* strategy_info, char* strategy_param, uint64_t session_id) {}; + + ///algo业务中算法推荐的响应 + ///@param basket_flag 是否将满足条件的推荐结果打包成母单篮的标志，与请求一致，如果此参数为true，那么请以返回的strategy_param为准 + ///@param recommendation_info 推荐算法的具体信息，当basket_flag=true时，此结构体中的market和ticker将没有意义，此时请以strategy_param为准 + ///@param strategy_param 算法参数，可直接用来创建母单，如果error_info.error_id为0时，有意义 + ///@param error_info 请求推荐算法发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnStrategyRecommendation(bool basket_flag, XTPStrategyRecommendationInfo* recommendation_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id) {}; + + ///algo业务中修改已有策略单的响应 + ///@param strategy_info 用户修改后策略单的具体信息 + ///@param error_info 修改策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnModifyAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) {}; + + ///algo业务中暂停指定策略指定证券算法单的响应 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param ticker_info 指定证券信息，可以为null，为null表示暂停指定策略中所有证券的算法单 + ///@param error_info 修改策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnPauseAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id) {}; + + ///algo业务中重启指定策略指定证券算法单的响应 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param ticker_info 指定证券信息，可以为null，为null表示重启指定策略中所有证券的算法单 + ///@param error_info 修改策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnResumeAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id) {}; + }; + } +} + +#ifndef WINDOWS +#if __GNUC__ >= 4 +#pragma GCC visibility push(default) +#endif +#endif + +/*! +* \class XTP::API::TraderApi +* +* \brief 交易接口类 +* +* \author 中泰证券股份有限公司 +* \date 十月 2015 +*/ +namespace XTP { + namespace API { + + class TRADER_API_EXPORT TraderApi + { + public: + ///创建TraderApi + ///@param client_id （必须输入）客户端id，用于区分同一用户的不同客户端，由用户自定义，普通用户必须使用1-99之间的数值 + ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个真实存在的有可写权限的路径 + ///@param log_level 日志输出级别 + ///@return 创建出的UserApi + ///@remark 只能创建一次，如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接。系统不支持过夜，请确保每天开盘前重新启动 + static TraderApi *CreateTraderApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level = XTP_LOG_LEVEL_DEBUG); + + ///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() = 0; + + ///获取当前交易日 + ///@return 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() = 0; + + ///注册回调接口 + ///@param spi 派生自回调接口类的实例，请在登录之前设定 + virtual void RegisterSpi(TraderSpi *spi) = 0; + + ///获取API的系统错误 + ///@return 返回的错误信息，可以在Login、InsertOrder、CancelOrder返回值为0时调用，获取失败的原因 + ///@remark 可以在调用api接口失败时调用，例如login失败时 + virtual XTPRI *GetApiLastError() = 0; + + ///获取API的发行版本号 + ///@return 返回api发行版本号 + virtual const char* GetApiVersion() = 0; + + ///通过报单在xtp系统中的ID获取下单的客户端id + ///@return 返回客户端id，可以用此方法过滤自己下的订单 + ///@param order_xtp_id 报单在xtp系统中的ID + ///@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 + virtual uint8_t GetClientIDByXTPID(uint64_t order_xtp_id) = 0; + + ///通过报单在xtp系统中的ID获取相关资金账户名 + ///@return 返回资金账户名 + ///@param order_xtp_id 报单在xtp系统中的ID + ///@remark 只有资金账户登录成功后,才能得到正确的信息 + virtual const char* GetAccountByXTPID(uint64_t order_xtp_id) = 0; + + ///订阅公共流。 + ///@param resume_type 公共流（订单响应、成交回报）重传方式 + /// XTP_TERT_RESTART:从本交易日开始重传 + /// XTP_TERT_RESUME:(保留字段，此方式暂未支持)从上次收到的续传 + /// XTP_TERT_QUICK:只传送登录后公共流的内容 + ///@remark 该方法要在Login方法前调用。若不调用则不会收到公共流的数据。注意在用户断线后，如果不登出就login()，公共流订阅方式不会起作用。用户只会收到断线后的所有消息。如果先logout()再login()，那么公共流订阅方式会起作用，用户收到的数据会根据用户的选择方式而定。 + virtual void SubscribePublicTopic(XTP_TE_RESUME_TYPE resume_type) = 0; + + ///设置软件开发版本号 + ///@param version 用户开发软件版本号，非api发行版本号，长度不超过15位，以'\0'结尾 + ///@remark 此函数必须在Login之前调用，标识的是客户端版本号，而不是API的版本号，由用户自定义 + virtual void SetSoftwareVersion(const char* version) = 0; + + ///设置软件开发Key + ///@param key 用户开发软件Key，用户申请开户时给予，以'\0'结尾 + ///@remark 此函数必须在Login之前调用 + virtual void SetSoftwareKey(const char* key) = 0; + + ///设置心跳检测时间间隔，单位为秒 + ///@param interval 心跳检测时间间隔，单位为秒 + ///@remark 此函数必须在Login之前调用 + virtual void SetHeartBeatInterval(uint32_t interval) = 0; + + ///用户登录请求 + ///@return session_id表明此资金账号登录是否成功，“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，非“0”表示登录成功，此时需要记录下这个返回值session_id，与登录的资金账户对应 + ///@param ip 服务器地址，类似“127.0.0.1” + ///@param port 服务器端口号 + ///@param user 登录用户名 + ///@param password 登录密码 + ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP + ///@param local_ip 本地网卡地址，类似“127.0.0.1” + ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api可支持多个账户连接，但是同一个账户同一个client_id只能有一个session连接，后面的登录在前一个session存续期间，无法连接 + virtual uint64_t Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, const char* local_ip = NULL) = 0; + + + ///登出请求 + ///@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual int Logout(uint64_t session_id) = 0; + + ///服务器是否重启过 + ///@return “true”表示重启过，“false”表示没有重启过 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数必须在Login之后调用 + virtual bool IsServerRestart(uint64_t session_id) = 0; + + ///修改已登录用户的硬件信息，仅限授权系统使用 + ///@return 发送消息是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param info 需要修改成的用户硬件信息 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数必须在Login之后调用，且仅限授权系统使用，一般客户无需使用 + virtual int ModifyUserTerminalInfo(const XTPUserTerminalInfoReq* info, uint64_t session_id) = 0; + + ///查询用户在本节点上的可交易市场类型 + ///@return 发送消息是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此函数必须在Login之后调用，对应的响应函数是OnQueryAccountTradeMarket() + virtual int QueryAccountTradeMarket(uint64_t session_id, int request_id) = 0; + + ///为用户获取一个新的订单XTPID，用于报单 + ///@return 生成的订单XTPID，非“0”表示获取成功，“0”表示获取失败，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数必须在Login之后调用，通过这个函数获取的order_xtp_id仅用于对应的用户报单，如果设置错误，将会导致下单失败 + virtual uint64_t GetANewOrderXTPID(uint64_t session_id) = 0; + + ///报单录入请求 + ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + virtual uint64_t InsertOrder(XTPOrderInsertInfo *order, uint64_t session_id) = 0; + + ///已经提前设置order_xtp_id的报单录入请求，与GetANewOrderXTPID()配合使用 + ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，此时等同与传入的order_xtp_id + ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单，也可以什么都不填。order.order_xtp_id字段必须是通过GetANewOrderXTPID()获得的值，order.ticker必须不带空格，以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 使用设置好的order_xtp_id（通过GetANewOrderXTPID()获得）进行报单，注意此处如果order_xtp_id设置不对，将导致报单失败。交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + virtual uint64_t InsertOrderExtra(XTPOrderInsertInfo *order, uint64_t session_id) = 0; + + ///报单操作请求 + ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order_xtp_id 需要撤销的委托单在XTP系统中的ID + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 如果撤单成功，会在报单响应函数OnOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 + virtual uint64_t CancelOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; + + ///根据报单ID请求查询报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOrders(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询未完结报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryUnfinishedOrders(uint64_t session_id, int request_id) = 0; + + ///分页请求查询报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOrdersByPage(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///根据报单ID请求查询报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOrderByXTPIDEx(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOrdersEx(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询未完结报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryUnfinishedOrdersEx(uint64_t session_id, int request_id) = 0; + + ///分页请求查询报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOrdersByPageEx(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///根据委托编号请求查询相关成交 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此函数查询出的结果可能对应多个查询结果响应 + virtual int QueryTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询已成交 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryTrades(XTPQueryTraderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///分页请求查询成交回报 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryTradesByPage(const XTPQueryTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询投资者持仓 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param ticker 需要查询持仓的合约代码，可以为NULL，表示查询全市场，如果不为NULL，请不带空格，并以'\0'结尾，注意需与market匹配，不匹配的话，可能由于证券代码沪深2个市场有重复，而导致查询不到所需的持仓 + ///@param market 需要查询持仓的合约所在市场，默认为0，仅在合约代码不为NULL的时候，才会使用。market不指定或者为非0的其他非有效值情况下，可能由于证券代码沪深2个市场有重复，而导致查询不到所需的持仓。如果想正确查询指定持仓，请指定market + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息（注意请指定market，如果market为0，可能会查询到2个市场的持仓，如果market为其他非有效值，则查询结果会返回找不到持仓），如果合约代码为空，则默认查询所有持仓信息。 + virtual int QueryPosition(const char *ticker, uint64_t session_id, int request_id, XTP_MARKET_TYPE market = XTP_MKT_INIT) = 0; + + ///请求查询资产 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryAsset(uint64_t session_id, int request_id) = 0; + + ///请求查询分级基金 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的分级基金筛选条件，其中母基金代码可以为空，则默认所有存在的母基金，如果不为空，请不带空格，并以'\0'结尾，其中交易市场不能为空 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此函数查询出的结果可能对应多个查询结果响应 + virtual int QueryStructuredFund(XTPQueryStructuredFundInfoReq *query_param, uint64_t session_id, int request_id) = 0; + + ///资金划拨请求 + ///@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param fund_transfer 资金划拨的请求信息 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。 + virtual uint64_t FundTransfer(XTPFundTransferReq *fund_transfer, uint64_t session_id) = 0; + + ///请求查询资金划拨 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的资金划拨订单筛选条件，其中serial_id可以为0，则默认所有资金划拨订单，如果不为0，则请求特定的资金划拨订单 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryFundTransfer(XTPQueryFundTransferLogReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询其他节点可用资金 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 查询时需要提供的信息 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOtherServerFund(XTPFundQueryReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询ETF清单文件 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的ETF清单文件的筛选条件，其中合约代码可以为空，则默认所有存在的ETF合约代码，market字段也可以为初始值，则默认所有市场的ETF合约 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryETF(XTPQueryETFBaseReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询ETF股票篮 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询股票篮的的ETF合约，其中合约代码不可以为空，market字段也必须指定 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryETFTickerBasket(XTPQueryETFComponentReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询今日新股申购信息列表 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryIPOInfoList(uint64_t session_id, int request_id) = 0; + + ///请求查询用户新股申购额度信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryIPOQuotaInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询今日可转债申购信息列表 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryBondIPOInfoList(uint64_t session_id, int request_id) = 0; + + ///请求查询可转债转股的基本信息 + ///@return 查询是否发送成功，“0”表示发送成功，非“0”表示发送出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的可转债转股信息的筛选条件，可以为NULL（为NULL表示查询所有的可转债转股信息），此参数中合约代码可以为空字符串，如果为空字符串，则查询所有可转债转股信息，如果不为空字符串，请不带空格，并以'\0'结尾，且必须与market匹配 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryBondSwapStockInfo(XTPQueryBondSwapStockReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询期权合约 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的期权合约的筛选条件，可以为NULL（为NULL表示查询所有的期权合约） + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionAuctionInfo(XTPQueryOptionAuctionInfoReq *query_param, uint64_t session_id, int request_id) = 0; + + ///融资融券业务中现金直接还款请求 + ///@return 现金直接还款订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param amount 现金还款的金额 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual uint64_t CreditCashRepay(double amount, uint64_t session_id) = 0; + + ///融资融券业务中现金还指定负债合约息费请求 + ///@return 现金还息订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param debt_id 指定的负债合约编号 + ///@param amount 现金还息的金额 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual uint64_t CreditCashRepayDebtInterestFee(const char* debt_id, double amount, uint64_t session_id) = 0; + + ///融资融券业务中卖券还指定负债合约息费请求 + ///@return 卖券还息订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order 卖券的报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 + ///@param debt_id 指定的负债合约编号 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual uint64_t CreditSellStockRepayDebtInterestFee(XTPOrderInsertInfo* order, const char* debt_id, uint64_t session_id) = 0; + + ///请求查询融资融券业务中的现金直接还款报单 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditCashRepayInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询信用账户特有信息，除资金账户以外的信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditFundInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询信用账户负债合约信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditDebtInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询指定证券负债未还信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的指定证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditTickerDebtInfo(XTPClientQueryCrdDebtStockReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询信用账户待还资金信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditAssetDebtInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询信用账户可融券头寸信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStockReq *query_param, uint64_t session_id, int request_id) = 0; + + ///融资融券业务中请求查询指定证券的余券 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的余券信息，不可以为空，需要明确指定 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法中用户必须提供了证券代码和所在市场 + virtual int QueryCreditExcessStock(XTPClientQueryCrdSurplusStkReqInfo *query_param, uint64_t session_id, int request_id) = 0; + + ///融资融券业务中请求查询余券 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的余券信息。若填入市场和股票代码，返回单支股票信息；若市场代码为空，股票代码非空，是无效查询，会在SPI中返回错误；若市场和股票代码均为空，返回全市场信息；若市场代码非空，股票代码为空，返回单市场信息。 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryMulCreditExcessStock(XTPClientQueryCrdSurplusStkReqInfo *query_param, uint64_t session_id, int request_id) = 0; + + ///融资融券业务中请求负债合约展期 + ///@return 负债合约展期订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param debt_extend 负债合约展期的请求信息 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual uint64_t CreditExtendDebtDate(XTPCreditDebtExtendReq *debt_extend, uint64_t session_id) = 0; + + ///融资融券业务中请求查询负债合约展期 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param xtp_id 需要查询的负债合约展期订单筛选条件，xtp_id可以为0，则默认所有负债合约展期订单，如果不为0，则请求特定的负债合约展期订单 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditExtendDebtDateOrders(uint64_t xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询融资融券业务中账戶的附加信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditFundExtraInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询融资融券业务中账戶指定证券的附加信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要指定的证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditPositionExtraInfo(XTPClientQueryCrdPositionStockReq *query_param, uint64_t session_id, int request_id) = 0; + + ///期权组合策略报单录入请求 + ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOptionCombinedOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 交易所接收订单后，会在报单响应函数OnOptionCombinedOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + virtual uint64_t InsertOptionCombinedOrder(XTPOptCombOrderInsertInfo *order, uint64_t session_id) = 0; + + ///已经提前设置order_xtp_id的期权组合策略报单录入请求，与GetANewOrderXTPID()配合使用 + ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，此时等同与传入的order_xtp_id + ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单，也可以什么都不填。order.order_xtp_id字段必须是通过GetANewOrderXTPID()获得的值，order.ticker必须不带空格，以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 使用设置好的order_xtp_id（通过GetANewOrderXTPID()获得）进行报单，注意此处如果order_xtp_id设置不对，将导致报单失败。交易所接收订单后，会在报单响应函数OnOptionCombinedOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + virtual uint64_t InsertOptionCombinedOrderExtra(XTPOptCombOrderInsertInfo *order, uint64_t session_id) = 0; + + ///期权组合策略报单撤单请求 + ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order_xtp_id 需要撤销的期权组合策略委托单在XTP系统中的ID + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 如果撤单成功，会在报单响应函数OnOptionCombinedOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 + virtual uint64_t CancelOptionCombinedOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; + + ///请求查询期权组合策略未完结报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionCombinedUnfinishedOrders(uint64_t session_id, int request_id) = 0; + + ///根据报单ID请求查询期权组合策略报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionCombinedOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOptionCombinedOrders(const XTPQueryOptCombOrderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///分页请求查询期权组合策略报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOptionCombinedOrdersByPage(const XTPQueryOptCombOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略未完结报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionCombinedUnfinishedOrdersEx(uint64_t session_id, int request_id) = 0; + + ///根据报单ID请求查询期权组合策略报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionCombinedOrderByXTPIDEx(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOptionCombinedOrdersEx(const XTPQueryOptCombOrderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///分页请求查询期权组合策略报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOptionCombinedOrdersByPageEx(const XTPQueryOptCombOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///根据期权组合策略委托编号请求查询相关成交 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此函数查询出的结果可能对应多个查询结果响应 + virtual int QueryOptionCombinedTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略的成交回报 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOptionCombinedTrades(const XTPQueryOptCombTraderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///分页请求查询期权组合策略成交回报 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOptionCombinedTradesByPage(const XTPQueryOptCombTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询投资者期权组合策略持仓 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询持仓的筛选条件，其中组合策略代码可以初始化为空，表示查询所有，如果不为空，请不带空格，并以'\0'结尾，注意需与market匹配，不匹配的话，可能导致查询不到所需的持仓 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息（注意请指定market，如果market为0，可能会查询到2个市场的持仓，如果market为其他非有效值，则查询结果会返回找不到持仓），如果合约代码为空，则默认查询所有持仓信息。 + virtual int QueryOptionCombinedPosition(const XTPQueryOptCombPositionReq* query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法仅支持精确查询，不支持模糊查询 + virtual int QueryOptionCombinedStrategyInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询期权行权合并头寸 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的行权合并的筛选条件，其中market为0会默认查询全市场，成分合约代码可以初始化为空，如果不为空，请不带空格，并以'\0'结尾，注意所有填写的条件都会进行匹配 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法可能对应多条响应消息 + virtual int QueryOptionCombinedExecPosition(const XTPQueryOptCombExecPosReq* query_param, uint64_t session_id, int request_id) = 0; + + ///用户登录algo服务器请求 + ///@return 表明此资金账号登录是否成功，非“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，“0”表示登录成功 + ///@param ip algo服务器地址，类似“127.0.0.1” + ///@param port algo服务器端口号 + ///@param user 登录用户名 + ///@param password 登录密码 + ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP + ///@param local_ip 本地网卡地址，类似“127.0.0.1” + ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只需调用一次，所有用户共用即可 + virtual int LoginALGO(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, const char* local_ip = NULL) = 0; + + ///algo业务中查询用户策略请求 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param strategy_type 需要查询的策略类型，可填0 + ///@param client_strategy_id 需要查询的策略用户自定义id，可填0 + ///@param xtp_strategy_id 需要查询的策略在xtp系统中的id，如果指定，就一定按指定查询，如果填0，则按其他筛选条件查询 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark xtp_strategy_id条件的优先级最高，只有当xtp_strategy_id为0时，其他条件才生效，此条请求可能对应多条回应消息 + virtual int QueryStrategy(uint32_t strategy_type, uint64_t client_strategy_id, uint64_t xtp_strategy_id, uint64_t session_id, int32_t request_id) = 0; + + ///用户请求使用algo服务器建立算法通道 + ///@return 表明此资金账号建立算法通道请求消息发送是否成功，非“0”表示发送失败，可以调用GetApiLastError()来获取错误代码，“0”表示发送成功 + ///@param oms_ip oms服务器地址，类似“127.0.0.1”，非algo服务器地址 + ///@param oms_port oms服务器端口号，非algo服务器端口号 + ///@param user 登录用户名 + ///@param password 登录密码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数为异步方式，一个用户只能拥有一个算法通道，如果之前已经建立，则无需重复建立，在使用算法前，请先建立算法通道 + virtual int ALGOUserEstablishChannel(const char* oms_ip, int oms_port, const char* user, const char* password, uint64_t session_id) = 0; + + ///algo业务中用户报算法单请求 + ///@return 算法报单请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param strategy_type 需要创建的策略类型 + ///@param client_strategy_id 用户自定义id，帮助用户定位 + ///@param strategy_param 策略参数 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 仅能在用户建立算法通道后使用，算法单的异步通知 + virtual int InsertAlgoOrder(uint32_t strategy_type, uint64_t client_strategy_id, char* strategy_param, uint64_t session_id) = 0; + + ///algo业务中用户撤销算法单请求 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param cancel_flag 是否需要算法去处理已下的算法子单标志，true-交给算法自行处理，包括撤单、平仓等，算法处理完成后会通知客户；false-立即停止算法母单的执行，此时算法平台会对已下的子单做撤单操作，其余的平仓等操作需要客户自己处理 + ///@param xtp_strategy_id 需要撤销的算法单在xtp algobus系统中的id + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 仅能在用户建立算法通道后调用 + virtual int CancelAlgoOrder(bool cancel_flag, uint64_t xtp_strategy_id, uint64_t session_id) = 0; + + ///获取算法单的母单ID + ///@return 返回算法单的母单ID，如果返回为0表示不是算法单 + ///@param order_xtp_id 算法单对应的xtp id + ///@param order_client_id 算法单对应的自定义ID，不可随意填写 + ///@remark 返回为0表示，不是算法单，如果传入的参数不对的话，可能会得不到正确结果，此函数调用不依赖于是否登录 + virtual uint64_t GetAlgorithmIDByOrder(uint64_t order_xtp_id, uint32_t order_client_id) = 0; + + ///algo业务中请求推荐算法 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param basket_flag 是否将满足条件的推荐结果打包成母单篮的标志，true-打包 + ///@param basket_param 需要算法推荐的证券列表，为json字串，具体格式参考说明文档或咨询运营人员 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此条请求可能对应多条回应消息，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + virtual int StrategyRecommendation(bool basket_flag, char* basket_param, uint64_t session_id, int32_t request_id) = 0; + + ///algo业务中修改已有的算法单 + ///@return 算法单修改请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param strategy_param 修改后的策略参数 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 仅能在用户建立算法通道后使用，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + virtual int ModifyAlgoOrder(uint64_t xtp_strategy_id, char* strategy_param, uint64_t session_id) = 0; + + ///algo业务中暂停指定策略中指定证券的算法单请求 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param ticker_info 指定证券信息，可以为null，为null表示暂停指定策略中所有证券的算法单 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 仅能在用户建立算法通道后使用，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + virtual int PauseAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, uint64_t session_id, int32_t request_id) = 0; + + ///algo业务中重启指定策略中指定证券的算法单请求 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param ticker_info 指定证券信息，可以为null，为null表示重启指定策略中所有证券的算法单 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 仅能在用户建立算法通道后使用，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + virtual int ResumeAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, uint64_t session_id, int32_t request_id) = 0; + + protected: + ~TraderApi() {}; + }; + + } +} + +#ifndef WINDOWS +#if __GNUC__ >= 4 +#pragma GCC visibility pop +#endif +#endif + + +#endif diff --git a/XTP_API_20240611_2.2.42.1/bin/linux_glibc_2.12/libxtpquoteapi.so b/XTP_API_20240611_2.2.42.1/bin/linux_glibc_2.12/libxtpquoteapi.so 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b/XTP_API_20240611_2.2.42.1/bin/win32/dll/xtpquoteapi.lib new file mode 100644 index 0000000..8421f3c Binary files /dev/null and b/XTP_API_20240611_2.2.42.1/bin/win32/dll/xtpquoteapi.lib differ diff --git a/XTP_API_20240611_2.2.42.1/bin/win32/dll/xtptraderapi.dll b/XTP_API_20240611_2.2.42.1/bin/win32/dll/xtptraderapi.dll new file mode 100644 index 0000000..f5fb94b Binary files /dev/null and b/XTP_API_20240611_2.2.42.1/bin/win32/dll/xtptraderapi.dll differ diff --git a/XTP_API_20240611_2.2.42.1/bin/win32/dll/xtptraderapi.lib b/XTP_API_20240611_2.2.42.1/bin/win32/dll/xtptraderapi.lib new file mode 100644 index 0000000..b479fee Binary files /dev/null and b/XTP_API_20240611_2.2.42.1/bin/win32/dll/xtptraderapi.lib differ diff --git a/XTP_API_20240611_2.2.42.1/bin/win64/dll/xtpquoteapi.dll b/XTP_API_20240611_2.2.42.1/bin/win64/dll/xtpquoteapi.dll new file mode 100644 index 0000000..891d206 Binary files /dev/null and b/XTP_API_20240611_2.2.42.1/bin/win64/dll/xtpquoteapi.dll differ diff --git a/XTP_API_20240611_2.2.42.1/bin/win64/dll/xtpquoteapi.lib b/XTP_API_20240611_2.2.42.1/bin/win64/dll/xtpquoteapi.lib new file mode 100644 index 0000000..9c8efd5 Binary files /dev/null and b/XTP_API_20240611_2.2.42.1/bin/win64/dll/xtpquoteapi.lib differ diff --git a/XTP_API_20240611_2.2.42.1/bin/win64/dll/xtptraderapi.dll b/XTP_API_20240611_2.2.42.1/bin/win64/dll/xtptraderapi.dll new file mode 100644 index 0000000..75bcf02 Binary files /dev/null and b/XTP_API_20240611_2.2.42.1/bin/win64/dll/xtptraderapi.dll differ diff --git a/XTP_API_20240611_2.2.42.1/bin/win64/dll/xtptraderapi.lib b/XTP_API_20240611_2.2.42.1/bin/win64/dll/xtptraderapi.lib new file mode 100644 index 0000000..d8b2520 Binary files /dev/null and b/XTP_API_20240611_2.2.42.1/bin/win64/dll/xtptraderapi.lib differ diff --git a/XTP_API_20240611_2.2.42.1/changelist.txt b/XTP_API_20240611_2.2.42.1/changelist.txt new file mode 100644 index 0000000..c71fb47 --- /dev/null +++ b/XTP_API_20240611_2.2.42.1/changelist.txt @@ -0,0 +1,353 @@ +version 2.2.42.1 +1Trader APIͣ㷨ĸӿPauseAlgoOrderԼӦӿOnPauseAlgoOrder +2Trader API㷨ĸӿResumeAlgoOrderԼӦӿOnResumeAlgoOrder +3ͷļпʽLOF羳LOF + +version 2.2.41.2 +1ȫĺеĻȫгĹ޸ +2QuoteApi֧飺ġȡ + +version 2.2.41.1 +1޸bug + +version 2.2.39.3 +1޸quoteЭ鲻һµcrashbug + +version 2.2.39.2 +1QuoteSpi鶪֪ͨOnTickByTickLossRange() +2QuoteSpiETFIOPVصOnETFIOPVData() + +version 2.2.38.1 +1XTP_SECURITY_TYPEƷڻETF XTP_SECURITY_ETF_COMMODITY_FUTURES = 22öֵ + +version 2.2.37.1 +1XTP_SECURITY_TYPEֽծȯETFXTP_SECURITY_TYPE_ETF_CASH_BONDöֵ +2TraderApiծϢѯӿQueryBondIPOInfoListԼӦӿOnQueryBondIPOInfoList + + +version 2.2.36.1 +1ȫ̬ϢṹXTPNQFIñֶΣֲϢlayer_typeǷʱis_rzbdǷȯis_rqbdǷտis_drrzǷտȯis_drrqֶ +2TraderApi޸е㷨ӿModifyAlgoOrder() +3TraderSpi޸вԵӦӿOnModifyAlgoOrder() + +version 2.2.35.1 +1TraderApiծתϢѯӿQueryBondSwapStockInfo() +2TraderSpiծתϢѯӦӦӿOnQueryBondSwapStockInfo() + +version 2.2.32.10 +1ѯֲֽṹXTPQueryStkPositionRspֲֵmarket_valueɱlast_buy_costӯɱlast_profit_cost +2XTP_BUSINESS_TYPE֤ȯҵծתҵXTP_BUSINESS_TYPE_BOND_SWAP_STOCKöֵ + +version 2.2.34.9 +1޸quote libеʱ޷ȷͿݵbug + +version 2.2.34.8 +1޸trader libзҳѯϲȨɽĽӿûȷ͵bug + +version 2.2.34.7 +1ȯ˻ϢṹXTPCrdFundExtraInfoԤֶΣ֤ȯֵsecurity_capitalʸծfinancing_debtsȯծshort_sell_debtsܶcontract_debts_load4ֶ +2TraderApiƼ㷨ӿStrategyRecommendation() +3TraderSpiƼ㷨ӦӿOnStrategyRecommendation() +4TraderSpiĸʱϢӦӿOnNewStrategyCreateReport() + +version 2.2.34.6 +1޸xtp idûаԤɵbug + +version 2.2.34.5 +1Ż֧Ȩ±ĵ + +version 2.2.34.3 +1XTP_MARKET_TYPE 2öֵA XTP_MKT_BJ_A۹ XTP_MKT_HK + +version 2.2.34.2 +1ծȯݽṹXTPMarketDataBondExData2ֶΣƥɽɽ(SZ)match_qtyƥɽɽ(SZ)match_turnover + +version 2.2.34.1 +1QuoteApi֧飺ġȡġѯ +2QuoteApiѯԼ̬ϢQueryAllNQTickersFullInfo() +3QuoteSpiѯԼ̬ϢӦصOnQueryAllNQTickersFullInfo() +4ѯֲֽṹXTPQueryStkPositionRspռñ֤marginֶ +5ѯȨϲԳֲϢṹXTPQueryOptCombPositionRspռù˾֤secu_comb_marginֶ + +version 2.2.33.4 +1޸bug + +version 2.2.33.3 +1QuoteSpiزϿĻص OnRebuildQuoteServerDisconnected() +2QuoteSpiزӦOnRequestRebuildQuote() +3QuoteSpiݻزӦOnRebuildTickByTick() +4QuoteSpiݻزӦOnRebuildMarketData() +5QuoteApi½زLoginToRebuildQuoteServer() +6QuoteApidzزLogoutFromRebuildQuoteServer() +7QuoteApiزָӿںRequestRebuildQuote() + +version 2.2.33.2 +1TradeAPIԤȻȡxtp_idӿGetANewOrderXTPID() +2TradeAPIԤxtpidıӿInsertOrderExtra() +3TradeAPIԤxtpidϲȨӿInsertOptionCombinedOrderExtra() + +version 2.2.33.1 +1ծȯݽṹXTPMarketDataBondExDataƥɽ(SZ)match_lastpx ծȯȨƽ۸(SH)ma_bond_priceվavg_priceɱֶ +2ɽTXTPTradeTypeTypeöֵʽɽXTP_TRDT_HK_MKT_CASHǻʽɽXTP_TRDT_NON_SHSZ_MKT_CASH + +version 2.2.32.9 +1Algoĸ֪ͨOnNewStrategyCreateReport()صӦ + +version 2.2.32.8 +1Algo⵱ѯĸerror_codeΪ0ʱǿstr_paramΪNULLֹûʹ + +version 2.2.32.7 +1AlgoûͬʱѯĸʱΪֲѯ + +version 2.2.32.4 +1Algoָ֤ȯֹͣԽӿStopStrategyByTicker() +2Algoָ֤ȯٲԽӿDestroyStrategyByTicker() +3Algoָ֤ȯֹͣԻصӿOnStopStrategyByTicker() +4Algoָ֤ȯٲԻصӿOnDestroyStrategyByTicker() +5Algoָ֤ȯִ״̬֪ͨӿOnStrategySymbolStateReport() + +version 2.2.32.2 +1޸bug + +version 2.2.31.2 +1ϢṹXTPTBT״̬ṹXTPTickByTickStatusΪ׼ +2XTP_TBT_TYPEö XTP_TBT_STATE ״̬ + +version 2.2.31.1 +1TradeAPI°ݱIDѯͨӿQueryOrderByXTPIDEx() +2TradeAPI°ѯͨӿQueryOrdersEx() +3TradeAPI°ѯδͨӿQueryUnfinishedOrdersEx() +4TradeAPI°ѯͨؽӿڶӦĻصӿOnQueryOrderEx()ΪûṩḻIJѯϢܵԭ +5TradeAPI°ҳѯͨӿQueryOrdersByPageEx() +6TradeAPI°ҳѯͨӿڶӦĻصӿOnQueryOrderByPageEx()ΪûṩḻIJѯϢܵԭ +7TradeAPI°ѯϲȨӿQueryOptionCombinedOrdersEx() +8TradeAPI°ݱIDѯϲȨӿQueryOptionCombinedOrderByXTPIDEx() +9TradeAPI°ѯϲȨδᱨӿQueryOptionCombinedUnfinishedOrdersEx() +10TradeAPI°ѯϲȨؽӿڶӦĻصӿOnQueryOptionCombinedOrdersEx()ΪûṩḻIJѯϢܵԭ +11TradeAPI°ҳѯϲȨӿQueryOptionCombinedOrdersByPageEx() +12TradeAPI°ҳѯϲȨӿڶӦĻصӿOnQueryOptionCombinedOrdersByPageEx()ΪûṩḻIJѯϢܵԭ + +version 2.2.30.6 +1XTP_SECURITY_TYPE XTP_SECURITY_ETF_CROSS_BORDER_STOCK 羳ETF +2XTP羳ETFҵҵݲ֧֣ +3Algo libѯȯҵָĹծԼϢӿQueryCreditOrderInvolvedDebtInfo() + +version 2.2.30.5 +1޸QuoteAPIUDPʹõĺһЧʱ޷ȷUDPӵbug + +version 2.2.30.3 +1ѯֲֽṹXTPQueryStkPositionRspֲposition_security_typeֶΣûôֲֳֶǷΪծ + +version 2.2.30.2 +1QuoteAPI趨̰߳CPUӿSetUDPRecvThreadAffinityArray֧4ˣʹõĺʵ +2QuoteAPI趨̰߳CPUӿSetUDPParseThreadAffinityArray֧4ˣʹõĺʵ +3QuoteAPIԭеSetUDPRecvThreadAffinitySetUDPParseThreadAffinityãΪ˼Իʹ +4QuoteAPISetUDPBufferSize()ñǰСһЩˣQuoteAPIռõڴܱǰ +5ίнṹXTPTickByTickEntrustԭʼorder_noֶΣϺίӲ˵ +6ȫ̬ϢṹXTPQuoteFullInfo֤ȯ״̬security_statusֶΣַվʾ + +version 2.2.27.6 +1QuoteAPI޸bug - ȫ/ȫȡȨʱ޷ȷصȫ/ȫȡӦ +2ѯʽӦṹXTPQueryAssetRsp2Ȩ˻רֶΣȨ汾֧֣Է汾Ϊ׼ʵʱնexchange_cur_risk_degree ˾ʵʱնcompany_cur_risk_degree + +version 2.2.27.5 +1TraderAPIѯڵʽӿ QueryOtherServerFund() +1TraderSPIѯڵʽӦӿ OnQueryOtherServerFund() + +version 2.2.27.4 +1ѯȨȨϲͷṹXTPQueryOptCombExecPosRspȨϲavl_qtyֶ + +version 2.2.27.2 +1ѯֲֽṹXTPQueryStkPositionRspӯɱprofit_costɱbuy_cost2ֶ +2TradeAPIȨȨϲͷѯӿQueryOptionCombinedExecPosition() + +version 2.2.26.3 +1ѯֲֽṹXTPQueryStkPositionRspprofit_priceӯɱֶ + +version 2.2.25.7 +1ûնϢXTPUserTerminalInfoReqṹͻ˰汾client_versionֶκͽMacOSϵͳʹõmacos_snoֶ + +version 2.2.25.5 +1XTPQuoteFullInfoṹuintֶ޸Ϊuniֶ + +version 2.2.25.4 +1QuoteAPIѯԼȫ̬ݽӿQueryAllTickersFullInfo() + +version 2.2.25.3 +1TradeAPIϲȨعܽӿ +2XTP_SIDE_TYPEȨϲҵöֵ +3XTP_BUSINESS_TYPEȨϲҵöֵϲʱʹã +4TradeAPIȨϲԱ¼ӿInsertOptionCombinedOrder() +5TradeAPIȨϲԳӿCancelOptionCombinedOrder() +6TradeAPIȨϲԲѯδᱨӿQueryOptionCombinedUnfinishedOrders() +7TradeAPIȨϲԸݱIDѯӿQueryOptionCombinedOrderByXTPID() +8TradeAPIȨϲԲѯӿQueryOptionCombinedOrders() +9TradeAPIȨϲԷҳѯӿQueryOptionCombinedOrdersByPage() +10TradeAPIȨϲԸݱIDѯɽӿQueryOptionCombinedTradesByXTPID +11TradeAPIȨϲԲѯɽرӿQueryOptionCombinedTrades() +12TradeAPIȨϲԷҳѯɽرӿQueryOptionCombinedTradesByPage() +13TradeAPIȨϲԲѯֲֽӿQueryOptionCombinedPosition() +14TradeAPIȨϲԲѯϲϢӿQueryOptionCombinedStrategyInfo + +version 2.2.24.2 +1QuoteAPḬ߳CPUӿSetUDPRecvThreadAffinity() +2QuoteAPḬ߳CPUӿSetUDPParseThreadAffinity() +3QuoteAPI趨첽־ǷĽӿSetUDPSeqLogOutPutFlag() +4TradeAPIѯδᶩӿQueryUnfinishedOrders() +5TradeAPIѯ˻ȯϢӿQueryMulCreditExcessStock() +6TradeAPIѯҳӿQueryOrdersByPage() +7TradeAPIɽرҳѯӿQueryTradesByPage() + +version 2.2.23.2 +1TradeAPIծԼչڽӿCreditExtendDebtDate() +2TradeAPIѯȯҵˑĸϢӿQueryCreditFundExtraInfo() +3TradeAPIѯȯҵˑָ֤ȯĸϢӿQueryCreditPositionExtraInfo() +4TradeAPIѯȯҵиծԼչڽӿQueryCreditExtendDebtDateOrders() +5ṹXTPCrdDebtStockInfoе remain_quantity ֶθΪ stock_repay_quantity +6¹깺ѯṹXTPQueryIPOTickerRspԿƴ¹ɵ֧ +7¹깺ȲѯṹXTPQueryIPOQuotaRspƴ + +version 2.2.15.1 +1ŻUDP + +version 2.2.14.2 +1TradeAPI֧һ˺Ľڵ֮ʽ𻮲 +2XTP_FUND_TRANSFER_TYPEӽڵ֮ʽ𻮲öֵ + +version 2.2.14.1 +1ȯծ¼ϢṹXTPCrdDebtInfoֶΣӦȨdue_right_qty + +version 2.2.13.2 +1TradeAPIȯҵ֧ +2ѯʽṹXTPQueryAssetRsp˻רֶΣȯʽrepay_stock_aval_banlance +3XTP_SIDE_TYPEҵöֵ +4XTP_POSITION_EFFECT_TYPEҵöֵǿƽʱʹã +5TradeAPIȯҵֱֽӻӿCreditCashRepay() +6TradeAPIѯȯҵֱֽӻӿQueryCreditCashRepayInfo() +7TradeAPIѯ˻ϢӿQueryCreditFundInfo() +8TradeAPIѯ˻ծԼϢӿQueryCreditDebtInfo() +9TradeAPIѯָ֤ȯծδϢӿQueryCreditTickerDebtInfo() +10TradeAPIѯ˻ʽϢӿQueryCreditAssetDebtInfo() +11TradeAPIѯ˻ȯͷϢӿQueryCreditTickerAssignInfo() +12TradeAPIȯҵѯָ֤ȯȯӿQueryCreditExcessStock() + +version 1.1.18.14 +1TXTPTradeTypeType гʽɽöֵ XTP_TRDT_CROSS_MKT_CASH +2TradeAPIгETFҵ֧ + +version 1.1.18.13 +1޸QuoteAPIlinuxʹUDPӻcrashbug + +version 1.1.18.12 +1QuoteAPI޸ı󣬽exchage_idΪΪexchange_id +2޸ͷļ룬GB2312ΪUTF-8 + +version 1.1.18.9 +1TradeAPIȨҵ֧֣business_type = XTP_BUSINESS_TYPE_OPTION +2ѯֲֽṹXTPQueryStkPositionRspֶΣֲַposition_directionȨԼexecutable_optionlockable_positionȨexecutable_underlyinglocked_positionusable_locked_position +3TradeAPIѯȨԼӿOnQueryOptionAuctionInfo() +4XTP_SIDE_TYPEint32öͱΪuint8͵öֵ +5ṹXTPOrderInsertInfoXTPOrderInfoXTPTradeReportƽʶֶposition_effectȨҵͨƱҵposition_effect = XTP_POSITION_EFFECT_INIT +6XTP_PRICE_TYPEöֵȨ޼걨FOK XTP_PRICE_LIMIT_OR_CANCEL +7ѯʽṹXTPQueryAssetRspֶΣı֤frozen_marginȨʽfrozen_exec_cashȨfrozen_exec_fee渶ʽpay_laterԤ渶ʽpreadva_payorig_banlanceǰbanlancedeposit_withdrawսʽtrade_nettingʽʲcaptial_assetǿʽforce_freeze_amountȡʽpreferred_amount +8QuoteAPIȨ֧֣ԭеĵĺ +9QuoteAPIȫгĺУexchage_idûԽегȫˣexchage_id = XTP_EXCHANGE_UNKNOWN ʾȫгģԭеȫгĺֹ֧Ʊ +10QuoteAPIȨȫг鶩/ȡĺSubscribeAllOptionMarketData()/UnSubscribeAllOptionMarketData() +11QuoteAPIȨȫг鶩/ȡĺSubscribeAllOptionOrderBook()/UnSubscribeAllOptionOrderBook() +12QuoteAPIȨȫг鶩/ȡĺSubscribeAllOptionTickByTick()/UnSubscribeAllOptionTickByTick() + +version 1.1.16.20 +1ȥsodium +2޸ijЩ£޷ȡmacַcrashbug +3޸apiʹUDPʱڶʱᵼbug +4mac osϵͳ֧ + +version 1.1.16.13 +1޸ʹwin32汾Ŀвѯѯѯƥbug + +version 1.1.16.9 +1QuoteAPIUDPӷʽ +2QuoteAPIȫġȫ˶ӿ +3QuoteAPI֧OrderBooklevel2plusġ˶ +4QuoteAPI֧ί/ɽĶġ˶ +5QuoteAPIѯԼ¼۽ӿ +6QuoteSPIԭOnMarketData()ص +7QuoteSPIúһһеOnDepthMarketData()ص +8QuoteAPI޸ĬϻеĴСӿSetUDPBufferSize()λΪMBĬϴСΪ64MBɸΪ64MBСĻ棩 +9TradeAPI¹깺ȲѯӿQueryIPOQuotaInfo() +10TradeAPI¹깺ϢбѯӿQueryIPOInfoList() +11TradeAPIصӿsession_id +12TradeAPIQuoteAPIⳬʱʱýӿSetHeartBeatInterval() + +version 1.1.16.1 +1TradeAPIѯETF嵥ӿQueryETF +2TradeAPIѯETFƱӿQueryETFTickerBasket +3TradeAPI֧ETFҵbusiness_type = XTP_BUSINESS_TYPE_ETF side = XTP_SIDE_PURCHASEXTP_SIDE_REDEMPTION +4ѯʽرṹXTPQueryAssetRspӲֶ +5ѯֲֻرĽṹXTPQueryStkPositionRsp˲ֶ + +version 1.1.15.101 +1TradeAPIּҵbusiness_type = XTP_BUSINESS_TYPE_STRUCTURED_FUND_PURCHASE_REDEMPTIONside = XTP_SIDE_PURCHASEXTP_SIDE_REDEMPTION +2TradeAPIֺּϲҵbusiness_type = XTP_BUSINESS_TYPE_STRUCTURED_FUND_SPLIT_MERGEside = XTP_SIDE_SPLITXTP_SIDE_MERGE +3TradeAPIּѯQueryStructuredFund +4TradeAPIͻʽ𻮲ܽӿFundTransfer +5TradeAPIѯͻʽ𻮲ӿQueryFundTransfer + +version 1.1.14.1 +1XTP_BUSINESS_TYPE ҵ +2XTPϵͳ֧عҵ +3XTP_TICKER_TYPE֤ȯXTP_TICKER_TYPE_BONDծȯ + +version 1.1.13.10 +1ṹXTPQuoteStaticInfoһֶΣ + ///С䶯λ + double price_tick; + +version 1.1.13.8 +1ṹXTPQueryAssetRsp1ֶΣ + ///Ԥ۵ʽ𣨰ƱʱԤ۵Ľʽ+Ԥѣ + double withholding_amount; + +version 1.1.13.3 +1ṹXTPOrderInsertInfoXTPOrderInfoXTPTradeReportbusiness_typeֶ +2ṹXTPMarketDataStructвֶint32_tΪint64_t +3¹깺ҵ +4order_client_idֶΣȥ + +version 1.1.12.7 +1޸linuxʹ·߶̴߳־Ŀ¼³core dumpbug +2apiCreateӿӵ־ +3޸Release()³bug + +version 1.1.10.0 +1XTPQuoteAPIѯпɽ׺Լӿ +2ȥõݽṹͺ궨壺 + XTP_TICKER_LEN + XTP_TICKER_NAME_LEN + XTP_TICKERNAME_LEN + + XTP_API_TICKER_LEN + XTP_API_TICKER_NAME_LEN + + TXTPTickerType + TXTPTickerNameType + ͳһɣ + XTP_TICKER_LEN + XTP_TICKER_NAME_LEN + +version 1.1.8.2 +1û¼ûߣûߣʱûµ¼ʱܻᶪʧϢbug + +version 1.1.8.0 + (1) ޸ͨѶЭ + +version 1.1.7.2 +1Ŀ¼һǰ־ļ +2·ʱԴ· +3SetSoftwareKey()ӿڣkeyΪͻ뿪ʱ +4SetSoftwareCode()ӿ +5ȡmacַӲкʱǿԵ¼ʧ + +version 1.1.6.2 +1GetApiLastErrorӿڵķֵ int32_t Ϊ XTPRI* +2ѯֲӦӿ market ֶ \ No newline at end of file diff --git "a/XTP_API_20240611_2.2.42.1/demo/Demo\346\265\213\350\257\225\350\264\246\345\217\267\351\205\215\347\275\256.pdf" "b/XTP_API_20240611_2.2.42.1/demo/Demo\346\265\213\350\257\225\350\264\246\345\217\267\351\205\215\347\275\256.pdf" new file mode 100644 index 0000000..f0278da Binary files /dev/null and "b/XTP_API_20240611_2.2.42.1/demo/Demo\346\265\213\350\257\225\350\264\246\345\217\267\351\205\215\347\275\256.pdf" differ diff --git a/XTP_API_20240611_2.2.42.1/demo/XTPApiDemo-2.2.42.1.zip b/XTP_API_20240611_2.2.42.1/demo/XTPApiDemo-2.2.42.1.zip new file mode 100644 index 0000000..1954a92 Binary files /dev/null and b/XTP_API_20240611_2.2.42.1/demo/XTPApiDemo-2.2.42.1.zip differ diff --git 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d5c374b..0000000 --- a/bin/test/tradertest.py +++ /dev/null @@ -1,840 +0,0 @@ -# encoding: UTF-8 - -import os -from time import sleep - -from vnxtptrader import * - - -def printFuncName(*args): - """""" - print('*' * 50) - print(args) - print('*' * 50) - - -class TestApi(TraderApi): - """""" - - def __init__(self): - """Constructor""" - super(TestApi, self).__init__() - - #当客户端的某个连接与交易后台通信连接断开时，该方法被调用。 - #@param reason 错误原因，请与错误代码表对应 - #@param session_id 资金账户对应的session_id，登录时得到 - #@remark 用户主动调用logout导致的断线，不会触发此函数。api不会自动重连，当断线发生时，请用户自行选择后续操作，可以在此函数中调用Login重新登录，并更新session_id，此时用户收到的数据跟断线之前是连续的 - def onDisconnected(self, reason): - """""" - printFuncName("onDisconnected", reason) - - #错误应答 - #@param error 当服务器响应发生错误时的具体的错误代码和错误信息,当error为空，或者error.error_id为0时，表明没有错误 - #@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - def onError(self, data): - """""" - printFuncName('onError', data) - - #报单通知 - #@param data 订单响应具体信息，用户可以通过data.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，data.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。data.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 - #@param error 订单被拒绝或者发生错误时错误代码和错误信息，当error为空，或者error.error_id为0时，表明没有错误 - #@param session 资金账户对应的session，登录时得到 - #@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 - def onOrderEvent(self, data, error,session): - """""" - printFuncName('onOrderEvent', data, error,session) - print("data['cancel_time']:",data['cancel_time'])#撤销时间 - print("data['update_time']:",data['update_time'])#最后修改时间 - print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 - print("data['order_client_id']:",data['order_client_id'])#报单引用 - print("data['trade_amount']:",data['trade_amount'])#成交金额 - print("data['price_type']:",data['price_type'])#报单价格条件 - print("data['order_type']:",data['order_type'])#报单类型 - print("data['price']:",data['price'])#价格 - print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 - print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 - print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 - print("data['side']:",data['side'])#买卖方向 - print("data['position_effect']:",data['position_effect'])#开平标志 - print("data['reserved1']:",data['reserved1'])#预留字段1 - print("data['reserved2']:",data['reserved2'])#预留字段2 - print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 - print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss - print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，在XTP系统中唯一 - print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 - print("data['ticker']:",data['ticker'])#合约代码 - print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） - print("data['market']:",data['market'])#交易市场 - print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 - print("data['business_type']:",data['business_type'])#业务类型 - print("error['error_id']:",error['error_id'])# - print("error['error_msg']:",error['error_msg'])# - - #成交通知 - #@param data 成交回报的具体信息，用户可以通过data.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 - #@param session 资金账户对应的session，登录时得到 - #@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 - def onTradeEvent(self, data,session): - """""" - printFuncName('onTradeEvent', data,session) - print("data['branch_pbu']:",data['branch_pbu'])#交易所交易员代码 - print("data['trade_amount']:",data['trade_amount'])#成交金额，此次成交的总金额 = price*quantity - print("data['exec_id']:",data['exec_id'])#成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 - print("data['trade_type']:",data['trade_type'])#成交类型 --成交回报中的执行类型 - print("data['order_client_id']:",data['order_client_id'])#报单引用 - print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 - print("data['price']:",data['price'])#价格，此次成交的价格 - print("data['report_index']:",data['report_index'])#成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 - print("data['local_order_id']:",data['local_order_id'])#订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留 - print("data['trade_time']:",data['trade_time'])#成交时间，格式为YYYYMMDDHHMMSSsss - print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 - print("data['ticker']:",data['ticker'])#合约代码 - print("data['side']:",data['side'])#买卖方向 - print("data['position_effect']:",data['position_effect'])#开平标志 - print("data['reserved1']:",data['reserved1'])#预留字段 - print("data['reserved2']:",data['reserved2'])#预留字段 - print("data['market']:",data['market'])#交易市场 - print("data['quantity']:",data['quantity'])#数量，此次成交的数量，不是累计数量 - print("data['business_type']:",data['business_type'])#业务类型 - print("error['error_id']:",error['error_id']) - print("error['error_msg']:",error['error_msg']) - - #撤单出错响应 - #@param data 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id - #@param error 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error为空，或者error.error_id为0时，表明没有错误 - #@param session 资金账户对应的session，登录时得到 - #@remark 此响应只会在撤单发生错误时被回调 - def onCancelOrderError(self, data, error,session): - """""" - printFuncName('onCancelOrderError', data, error,session) - - #请求查询报单响应 - #@param data 查询到的一个报单 - #@param error 查询报单时发生错误时，返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 - #@param reqid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - def onQueryOrder(self, data, error, reqid, last,session): - """""" - printFuncName('onQueryOrder', data, error, reqid, last,session) - print("data['cancel_time']:",data['cancel_time'])#撤销时间 - print("data['update_time']:",data['update_time'])#最后修改时间 - print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 - print("data['order_client_id']:",data['order_client_id'])#报单引用 - print("data['trade_amount']:",data['trade_amount'])#成交金额 - print("data['price_type']:",data['price_type'])#报单价格条件 - print("data['order_type']:",data['order_type'])#报单类型 - print("data['price']:",data['price'])#价格 - print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 - print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 - print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 - print("data['side']:",data['side'])#买卖方向 - print("data['position_effect']:",data['position_effect'])#开平标志 - print("data['reserved1']:",data['reserved1'])#预留字段1 - print("data['reserved2']:",data['reserved2'])#预留字段2 - print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 - print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss - print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，在XTP系统中唯一 - print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 - print("data['ticker']:",data['ticker'])#合约代码 - print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） - print("data['market']:",data['market'])#交易市场 - print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 - print("data['business_type']:",data['business_type'])#业务类型 - print("error['error_id']:",error['error_id'])# - print("error['error_msg']:",error['error_msg'])# - - #分页请求查询报单响应 - #@param data 查询到的一个报单 - #@param req_count 分页请求的最大数量 - #@param order_sequence 分页请求的当前回报数量 - #@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - #@param reqid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - def onQueryOrderByPage(self, data, req_count,order_sequence,query_reference, reqid, last,session): - """""" - printFuncName('onQueryOrderByPage', data, req_count,order_sequence,query_reference, reqid, last,session) - print("data['cancel_time']:",data['cancel_time'])#撤销时间 - print("data['update_time']:",data['update_time'])#最后修改时间 - print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 - print("data['order_client_id']:",data['order_client_id'])#报单引用 - print("data['trade_amount']:",data['trade_amount'])#成交金额 - print("data['price_type']:",data['price_type'])#报单价格条件 - print("data['order_type']:",data['order_type'])#报单类型 - print("data['price']:",data['price'])#价格 - print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 - print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 - print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 - print("data['side']:",data['side'])#买卖方向 - print("data['position_effect']:",data['position_effect'])#开平标志 - print("data['reserved1']:",data['reserved1'])#预留字段1 - print("data['reserved2']:",data['reserved2'])#预留字段2 - print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 - print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss - print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，在XTP系统中唯一 - print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 - print("data['ticker']:",data['ticker'])#合约代码 - print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） - print("data['market']:",data['market'])#交易市场 - print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 - print("req_count:",req_count)#分页请求的最大数量 - print("order_sequence:",order_sequence)#分页请求的当前回报数量 - print("query_reference:",query_reference)#当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - print("reqid:",reqid)#此消息响应函数对应的请求ID - print("last:",last)#此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - print("session:",session)#资金账户对应的session，登录时得到 - - #请求查询成交响应 - #@param data 查询到的一个成交回报 - #@param error 查询成交回报发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 - #@param reqid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - def onQueryTrade(self, data, error, reqid, last,session): - """""" - printFuncName('onQueryTrade', data, error, reqid, last,session) - print("data['branch_pbu']:",data['branch_pbu'])#交易所交易员代码 - print("data['trade_amount']:",data['trade_amount'])#成交金额，此次成交的总金额 = price*quantity - print("data['exec_id']:",data['exec_id'])#成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 - print("data['trade_type']:",data['trade_type'])#成交类型 --成交回报中的执行类型 - print("data['order_client_id']:",data['order_client_id'])#报单引用 - print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 - print("data['price']:",data['price'])#价格，此次成交的价格 - print("data['report_index']:",data['report_index'])#成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 - print("data['local_order_id']:",data['local_order_id'])#订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留 - print("data['trade_time']:",data['trade_time'])#成交时间，格式为YYYYMMDDHHMMSSsss - print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 - print("data['ticker']:",data['ticker'])#合约代码 - print("data['side']:",data['side'])#买卖方向 - print("data['position_effect']:",data['position_effect'])#开平标志 - print("data['reserved1']:",data['reserved1'])#预留字段 - print("data['reserved2']:",data['reserved2'])#预留字段 - print("data['market']:",data['market'])#交易市场 - print("data['quantity']:",data['quantity'])#数量，此次成交的数量，不是累计数量 - print("data['business_type']:",data['business_type'])#业务类型 - print("error['error_id']:",error['error_id']) - print("error['error_msg']:",error['error_msg']) - - #分页请求查询成交响应 - #@param data 查询到的一个成交回报 - #@param req_count 分页请求的最大数量 - #@param trade_sequence 分页请求的当前回报数量 - #@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - #@param reqid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - def onQueryTradeByPage(self, data, req_count, trade_sequence, query_reference, reqid, last,session): - """""" - printFuncName('onQueryTradeByPage', data, req_count, trade_sequence, query_reference, reqid, last,session) - print("data['branch_pbu']:",data['branch_pbu'])#交易所交易员代码 - print("data['trade_amount']:",data['trade_amount'])#成交金额，此次成交的总金额 = price*quantity - print("data['exec_id']:",data['exec_id'])#成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 - print("data['trade_type']:",data['trade_type'])#成交类型 --成交回报中的执行类型 - print("data['order_client_id']:",data['order_client_id'])#报单引用 - print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 - print("data['price']:",data['price'])#价格，此次成交的价格 - print("data['report_index']:",data['report_index'])#成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 - print("data['local_order_id']:",data['local_order_id'])#订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留 - print("data['trade_time']:",data['trade_time'])#成交时间，格式为YYYYMMDDHHMMSSsss - print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 - print("data['ticker']:",data['ticker'])#合约代码 - print("data['side']:",data['side'])#买卖方向 - print("data['position_effect']:",data['position_effect'])#开平标志 - print("data['reserved1']:",data['reserved1'])#预留字段 - print("data['reserved2']:",data['reserved2'])#预留字段 - print("data['market']:",data['market'])#交易市场 - print("data['quantity']:",data['quantity'])#数量，此次成交的数量，不是累计数量 - print("data['business_type']:",data['business_type'])#业务类型 - print("req_count:",req_count)#分页请求的最大数量 - print("trade_sequence:",trade_sequence)#分页请求的当前回报数量 - print("query_reference:",query_reference)#当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - print("reqid:",reqid)#此消息响应函数对应的请求ID - print("last:",last)#此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - print("session:",session)#资金账户对应的session，登录时得到 - - #请求查询投资者持仓响应 - #@param data 查询到的一只股票的持仓情况 - #@param error 查询账户持仓发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 - #@param reqid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - def onQueryPosition(self, data, error, reqid, last,session): - """""" - printFuncName('onQueryPosition', data, error, reqid, last,session) - print("data['ticker']:",data['ticker'])#证券代码 - print("data['ticker_name']:",data['ticker_name'])#证券名称 - print("data['market']:",data['market'])#交易市场 - print("data['total_qty']:",data['total_qty'])#总持仓 - print("data['sellable_qty']:",data['sellable_qty'])#可卖持仓 - print("data['avg_price']:",data['avg_price'])#持仓成本 - print("data['unrealized_pnl']:",data['unrealized_pnl'])#浮动盈亏（保留字段） - print("data['yesterday_position']:",data['yesterday_position'])#昨日持仓 - print("data['purchase_redeemable_qty']:",data['purchase_redeemable_qty'])#今日申购赎回数量（申购和赎回数量不可能同时存在，因此可以共用一个字段） - print("data['position_direction']:",data['position_direction'])#持仓方向 - print("data['reserved1']:",data['reserved1'])#保留字段 - print("data['executable_option']:",data['executable_option'])#可行权合约 - print("data['lockable_position']:",data['lockable_position'])#可锁定标的 - print("data['executable_underlying']:",data['executable_underlying'])#可行权标的 - print("data['locked_position']:",data['locked_position'])#已锁定标的 - print("data['usable_locked_position']:",data['usable_locked_position'])#可用已锁定标的 - print("error['error_id']:",error['error_id']) - print("error['error_msg']:",error['error_msg']) - - - #请求查询资金账户响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - #@param data 查询到的资金账户情况 - #@param error 查询资金账户发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 - #@param reqid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - def onQueryAsset(self, data, error, reqid, last,session): - """""" - printFuncName('onQueryAsset', data, error, reqid, reqid, last,session) - print("data['total_asset']:",data['total_asset'])#总资产(=可用资金 + 证券资产（目前为0）+ 预扣的资金) - print("data['buying_power']:",data['buying_power'])#可用资金 - print("data['security_asset']:",data['security_asset'])#证券资产（保留字段，目前为0) - print("data['fund_buy_amount']:",data['fund_buy_amount'])#累计买入成交证券占用资金 - print("data['fund_buy_fee']:",data['fund_buy_fee'])#累计买入成交交易费用 - print("data['fund_sell_amount']:",data['fund_sell_amount'])#累计卖出成交证券所得资金 - print("data['fund_sell_fee']:",data['fund_sell_fee'])#累计卖出成交交易费用 - print("data['withholding_amount']:",data['withholding_amount'])#XTP系统预扣的资金（包括购买卖股票时预扣的交易资金+预扣手续费） - print("data['account_type']:",data['account_type'])#账户类型 - print("data['frozen_margin']:",data['frozen_margin'])#冻结的保证金 - print("data['frozen_exec_cash']:",data['frozen_exec_cash'])#行权冻结资金 - print("data['frozen_exec_fee']:",data['frozen_exec_fee'])#行权费用 - print("data['pay_later']:",data['pay_later'])#垫付资金 - print("data['preadva_pay']:",data['preadva_pay'])#预垫付资金 - print("data['orig_banlance']:",data['orig_banlance'])#昨日余额 - print("data['banlance']:",data['banlance'])#当前余额 - print("data['deposit_withdraw']:",data['deposit_withdraw'])#当天出入金 - print("data['trade_netting']:",data['trade_netting'])#当日交易资金轧差 - print("data['captial_asset']:",data['captial_asset'])#资金资产 - print("data['force_freeze_amount']:",data['force_freeze_amount'])#强锁资金 - print("data['preferred_amount']:",data['preferred_amount'])#可取资金 - print("error['error_id']:",error['error_id']) - print("error['error_msg']:",error['error_msg']) - - #请求查询分级基金信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - #@param data 查询到的分级基金情况 - #@param error 查询分级基金发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 - #@param reqid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - def onQueryStructuredFund(self, data, error, reqid, last,session): - """""" - printFuncName('onQueryStructuredFund', data, error, reqid, last,session) - print("data['exchange_id']:",data['exchange_id'])#交易所代码 - print("data['sf_ticker']:",data['sf_ticker'])#分级基金母基金代码 - print("data['sf_ticker_name']:",data['sf_ticker_name'])#分级基金母基金名称 - print("data['ticker']:",data['ticker'])#分级基金子基金代码 - print("data['ticker_name']:",data['ticker_name'])#分级基金子基金名称 - print("data['split_merge_status']:",data['split_merge_status'])#基金允许拆分合并状态 - print("data['ratio']:",data['ratio'])#拆分合并比例 - print("data['min_split_qty']:",data['min_split_qty'])#最小拆分数量 - print("data['min_merge_qty']:",data['min_merge_qty'])#最小合并数量 - print("data['net_price']:",data['net_price'])#基金净值 - print("error['error_id']:",error['error_id']) - print("error['error_msg']:",error['error_msg']) - - #请求查询资金划拨订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - #@param data 查询到的资金账户情况 - #@param error 查询资金账户发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 - #@param reqid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - def onQueryFundTransfer(self, data, error, reqid, last,session): - """""" - printFuncName('onQueryFundTransfer', data, error, reqid, last,session) - print("data['serial_id']:",data['serial_id'])#资金内转编号 - print("data['transfer_type']:",data['transfer_type'])#内转类型 - print("data['amount']:",data['amount'])#金额 - print("data['oper_status']:",data['oper_status'])#操作结果 - print("data['transfer_time']:",data['transfer_time'])#操作时间 - print("error['error_id']:",error['error_id']) - print("error['error_msg']:",error['error_msg']) - - #资金划拨通知 - #@param data 资金划拨通知的具体信息，用户可以通过data.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 - #@param error 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error为空，或者error.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error.error_id=11000382时，error.error_msg为结点中可用于划拨的资金（以整数为准），用户需进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求 - #@param session 资金账户对应的session，登录时得到 - #@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。 - def onFundTransfer(self, data, error,session): - """""" - printFuncName('onFundTransfer', data, error,session) - print("data['serial_id']:",data['serial_id'])#资金内转编号 - print("data['transfer_type']:",data['transfer_type'])#内转类型 - print("data['amount']:",data['amount'])#金额 - print("data['oper_status']:",data['oper_status'])#操作结果 - print("data['transfer_time']:",data['transfer_time'])#操作时间 - print("error['error_id']:",error['error_id']) - print("error['error_msg']:",error['error_msg']) - - #请求查询ETF清单文件的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - #@param data 查询到的ETF清单文件情况 - #@param error 查询ETF清单文件发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 - #@param reqid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - def onQueryETF(self, data, error, reqid, last,session): - """""" - printFuncName('onQueryETF', data, error, reqid, last,session) - print("data['market']:",data['market'])#交易市场 - print("data['etf']:",data['etf'])#etf代码,买卖,申赎统一使用该代码 - print("data['subscribe_redemption_ticker']:",data['subscribe_redemption_ticker'])#etf申购赎回代码 - print("data['unit']:",data['unit'])#最小申购赎回单位对应的ETF份数,例如上证"50ETF"就是900000 - print("data['subscribe_status']:",data['subscribe_status'])#是否允许申购,1-允许,0-禁止 - print("data['redemption_status']:",data['redemption_status'])#是否允许赎回,1-允许,0-禁止 - print("data['max_cash_ratio']:",data['max_cash_ratio'])#最大现金替代比例,小于1的数值 TODO 是否采用double - print("data['estimate_amount']:",data['estimate_amount'])#T日预估金额 - print("data['cash_component']:",data['cash_component'])#T-X日现金差额 - print("data['net_value']:",data['net_value'])#基金单位净值 - print("data['total_amount']:",data['total_amount'])#最小申赎单位净值总金额=net_value*unit - print("error['error_id']:",error['error_id'])# - print("error['error_msg']:",error['error_msg'])# - - #请求查询ETF股票篮的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - #@param data 查询到的ETF合约的相关成分股信息 - #@param error 查询ETF股票篮发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 - #@param reqid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - def onQueryETFBasket(self, data, error, reqid, last, session): - """""" - printFuncName('onQueryETFBasket', data, error, reqid, last, session) - print("data['market']:",data['market'])#交易市场 - print("data['ticker']:",data['ticker'])#ETF代码 - print("data['component_ticker']:",data['component_ticker'])#成份股代码 - print("data['component_name']:",data['component_name'])#成份股名称 - print("data['quantity']:",data['quantity'])#成份股数量 - print("data['component_market']:",data['component_market'])#成份股交易市场 - print("data['replace_type']:",data['replace_type'])#成份股替代标识 - print("data['premium_ratio']:",data['premium_ratio'])#溢价比例 - print("data['amount']:",data['amount'])#成分股替代标识为必须现金替代时候的总金额 - print("error['error_id']:",error['error_id']) - print("error['error_msg']:",error['error_msg']) - - #请求查询今日新股申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - #@param data 查询到的今日新股申购的一只股票信息 - #@param error 查询今日新股申购信息列表发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 - #@param reqid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - def onQueryIPOInfoList(self, data, error, reqid, last,session): - """""" - printFuncName('onQueryIPOInfoList', data, error, reqid, last,session) - print("data['market']:",data['market'])#交易市场 - print("data['ticker']:",data['ticker'])#申购代码 - print("data['ticker_name']:",data['ticker_name'])#申购股票名称 - print("data['price']:",data['price'])#申购价格 - print("data['unit']:",data['unit'])#申购单元 - print("data['qty_upper_limit']:",data['qty_upper_limit'])#最大允许申购数量 - print("error['error_id']:",error['error_id']) - print("error['error_msg']:",error['error_msg']) - - #请求查询用户新股申购额度信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - #@param data 查询到的用户某个市场的今日新股申购额度信息 - #@param error 查查询用户新股申购额度信息发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 - #@param reid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - def onQueryIPOQuotaInfo(self, data, error, reid, last,session): - """""" - printFuncName('onQueryIPOQuotaInfo', data, error, reqid, last,session) - print("data['market']:",data['market'])#交易市场 - print("data['quantity']:",data['quantity'])#可申购额度 - print("error['error_id']:",error['error_id']) - print("error['error_msg']:",error['error_msg']) - - #请求查询期权合约的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - #@param data 查询到的期权合约情况 - #@param error 查查询用户新股申购额度信息发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 - #@param reid 此消息响应函数对应的请求ID - #@param last 此消息响应函数是否为reid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - #@param session 资金账户对应的session，登录时得到 - #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - def onQueryOptionAuctionInfo(self, data, error, reid, last,session): - """""" - printFuncName('onQueryOptionAuctionInfo', data, error, reqid, last,session) - print("data['ticker']:",data['ticker'])#合约编码，报单ticker采用本字段 - print("data['security_id_source']:",data['security_id_source'])#证券代码源 - print("data['symbol']:",data['symbol'])#合约简称 - print("data['contract_id']:",data['contract_id'])#合约交易代码 - print("data['underlying_security_id']:",data['underlying_security_id'])#基础证券代码 - print("data['underlying_security_id_source']:",data['underlying_security_id_source'])#基础证券代码源 - - print("data['list_date']:",data['list_date'])#上市日期，格式为YYYYMMDD - print("data['last_trade_date']:",data['last_trade_date'])#最后交易日，格式为YYYYMMDD - print("data['ticker_type']:",data['ticker_type'])#证券类别 - print("data['day_trading']:",data['day_trading'])#是否支持当日回转交易，1-允许，0-不允许 - - print("data['call_or_put']:",data['call_or_put'])#认购或认沽 - print("data['delivery_day']:",data['delivery_day'])#行权交割日，格式为YYYYMMDD - print("data['delivery_month']:",data['delivery_month'])#交割月份，格式为YYYYMM - - print("data['exercise_type']:",data['exercise_type'])#行权方式 - print("data['exercise_begin_date']:",data['exercise_begin_date'])#行权起始日期，格式为YYYYMMDD - print("data['exercise_end_date']:",data['exercise_end_date'])#行权结束日期，格式为YYYYMMDD - print("data['exercise_price']:",data['exercise_price'])#行权价格 - - print("data['qty_unit']:",data['qty_unit'])#数量单位，对于某一证券申报的委托，其委托数量字段必须为该证券数量单位的整数倍 - print("data['contract_unit']:",data['contract_unit'])#合约单位 - print("data['contract_position']:",data['contract_position'])#合约持仓量 - print("data['prev_close_price']:",data['prev_close_price'])#合约前收盘价 - print("data['prev_clearing_price']:",data['prev_clearing_price'])#合约前结算价 - print("data['lmt_buy_max_qty']:",data['lmt_buy_max_qty'])#限价买最大量 - print("data['lmt_buy_min_qty']:",data['lmt_buy_min_qty'])#限价买最小量 - print("data['lmt_sell_max_qty']:",data['lmt_sell_max_qty'])#限价卖最大量 - print("data['lmt_sell_min_qty']:",data['lmt_sell_min_qty'])#限价卖最小量 - print("data['mkt_buy_max_qty']:",data['mkt_buy_max_qty'])#市价买最大量 - print("data['mkt_buy_min_qty']:",data['mkt_buy_min_qty'])#市价买最小量 - print("data['mkt_sell_max_qty']:",data['mkt_sell_max_qty'])#市价卖最大量 - print("data['mkt_sell_min_qty']:",data['mkt_sell_min_qty'])#市价卖最小量 - print("data['price_tick']:",data['price_tick'])#最小报价单位 - print("data['upper_limit_price']:",data['upper_limit_price'])#涨停价 - print("data['lower_limit_price']:",data['lower_limit_price'])#跌停价 - print("data['sell_margin']:",data['sell_margin'])#今卖开每张保证金 - print("data['margin_ratio_param1']:",data['margin_ratio_param1'])#交易所保证金比例计算参数一 - print("data['margin_ratio_param2']:",data['margin_ratio_param2'])#交易所保证金比例计算参数二 - print("error['error_id']:",error['error_id']) - print("error['error_msg']:",error['error_msg']) - - -if __name__ == '__main__': - ip = '120.27.164.69' - port = 6001 - user = 'user' - password = 'password' - reqid = 0 - - #创建TraderApi - #@param client_id （必须输入）客户端id，用于区分同一用户的不同客户端，由用户自定义 - #@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个真实存在的有可写权限的路径 - #@param log_level 日志输出级别“0”代表严重错误级别,“1”代表错误级别,“2”代表警告级别,“3”代表info级别,“4”代表debug级别，“5”代表trace级别 - #@return 创建出的UserApi - #@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接。系统不支持过夜，请确保每天开盘前重新启动 - api = TestApi() - createTraderApi = api.createTraderApi(1, os.getcwd(),4) - printFuncName('createTraderApi', createTraderApi) - - #订阅公共流。 - #@param resume_type 公共流（订单响应、成交回报）重传方式 - # XTP_TERT_RESTART(0):从本交易日开始重传 - # XTP_TERT_RESUME(1):(保留字段，此方式暂未支持)从上次收到的续传 - # XTP_TERT_QUICK(2):只传送登录后公共流的内容 - #@remark 该方法要在Login方法前调用。若不调用则不会收到公共流的数据。注意在用户断线后，如果不登出就login()，公共流订阅方式不会起作用。用户只会收到断线后的所有消息。如果先logout()再login()，那么公共流订阅方式会起作用，用户收到的数据会根据用户的选择方式而定。 - subscribePublicTopic = api.subscribePublicTopic(0) - printFuncName('subscribePublicTopic', subscribePublicTopic) - - #设置软件开发Key - #@param key 用户开发软件Key - #@remark 此函数必须在Login之前调用 - setSoftwareKey = api.setSoftwareKey("b8aa7173bba3470e390d787219b2112e") - printFuncName('setSoftwareKey', setSoftwareKey) - - #设置软件开发版本号 - #@param version 用户开发软件版本号，非api发行版本号，长度不超过15位 - #@remark 此函数必须在Login之前调用，标识的是客户端版本号，而不是API的版本号，由用户自定义 - setSoftwareVersion = api.setSoftwareVersion("test") - printFuncName('setSoftwareVersion', setSoftwareVersion) - - #用户登录请求 - #@return session表明此资金账号登录是否成功，“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，非“0”表示登录成功，此时需要记录下这个返回值session，与登录的资金账户对应 - #@param ip 服务器地址，类似“127.0.0.1” - #@param port 服务器端口号 - #@param user 登录用户名 - #@param password 登录密码 - #@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP - #@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api可支持多个账户连接，但是同一个账户同一个client_id只能有一个session连接，后面的登录在前一个session存续期间，无法连接 - session = api.login(ip, port, user, password, 1) - printFuncName('login', session) - - #服务器是否重启过 - #@return “true”表示重启过，“false”表示没有重启过 - #@param session_id 资金账户对应的session_id,登录时得到 - #@remark 此函数必须在Login之后调用 - retIsServerRestart = api.isServerRestart(session) - printFuncName('isServerRestart', retIsServerRestart) - - #获取当前交易日 - #return 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 - retGetTradingDay = api.getTradingDay() - printFuncName('getTradingDay', retGetTradingDay) - - #获取API的发行版本号 - #@return 返回api发行版本号 - retGetApiVersion = api.getApiVersion() - printFuncName('getApiVersion',retGetApiVersion) - - #获取API的系统错误 - #@return 返回的错误信息，可以在Login、InsertOrder、CancelOrder返回值为0时调用，获取失败的原因 - #@remark 可以在调用api接口失败时调用，例如login失败时 - retGetApiLastError = api.getApiLastError() - printFuncName('getApiLastError',retGetApiLastError) - - #通过报单在xtp系统中的ID获取下单的客户端id - #@return 返回客户端id，可以用此方法过滤自己下的订单 - #@param order_xtp_id 报单在xtp系统中的ID - #@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 - order_xtp_id = 36989101307593706 - retGetClientIdByXTPID = api.getClientIDByXTPID(order_xtp_id) - printFuncName('getClientIDByXTPID',retGetClientIdByXTPID) - - #通过报单在xtp系统中的ID获取相关资金账户名 - #@return 返回资金账户名 - #@param order_xtp_id 报单在xtp系统中的ID - #@remark 只有资金账户登录成功后,才能得到正确的信息 - retGetAccountByXTPID = api.getAccountByXTPID(order_xtp_id) - printFuncName('getAccountByXTPID',retGetAccountByXTPID) - - #报单录入请求 - #@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - #@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 - #@param session 资金账户对应的session,登录时得到 - #@remark 交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 - - sleep(2) - order = {} - order['ticker'] = '000001' # 平安银行 - order['market'] = 1 # 深圳A股 - order['price'] = 8.5 - order['quantity'] = 100 - order['price_type'] = 1 # 限价单 - order['side'] = 1 # 买 - order['position_effect'] = 1 # 开仓 - order['business_type'] = 0 # 普通股票业务（股票买卖，ETF买卖等） - - retInsertOrder = api.insertOrder(order, session) - printFuncName('insertOrder', retInsertOrder) - - #报单操作请求 - #@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - #@param retInsertOrder 需要撤销的委托单在XTP系统中的ID - #@param session 资金账户对应的session,登录时得到 - #@remark 如果撤单成功，会在报单响应函数OnOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 - sleep(2) - retCancelOrder = api.cancelOrder(retInsertOrder, session) - printFuncName('cancelOrder',retCancelOrder) - - #根据报单ID请求查询报单 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id - #@param session 资金账户对应的session，登录时得到 - #@param reqid 用于用户定位查询响应的ID，由用户自定义 - reqid += 1 - retQueryOrderByXTPID = api.queryOrderByXTPID(order_xtp_id,session,reqid) - printFuncName('queryOrderByXTPID',retQueryOrderByXTPID) - - #请求查询报单 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param queryOrdersInfo 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - #@param session 资金账户对应的session，登录时得到 - #@param reqid 用于用户定位查询响应的ID，由用户自定义 - #@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - queryOrdersInfo = {} - queryOrdersInfo['ticker'] = '000001' - queryOrdersInfo['begin_time'] = 0 - queryOrdersInfo['end_time'] = 0 - sleep(1) - reqid += 1 - retQueryOrders = api.queryOrders(queryOrdersInfo, session, reqid) - printFuncName('queryOrders',retQueryOrders) - - #分页请求查询报单 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 - #@param session_id 资金账户对应的session_id，登录时得到 - #@param request_id 用于用户定位查询响应的ID，由用户自定义 - #@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 sleep(1) - queryOrderByPageReq = {} - queryOrderByPageReq['req_count'] = 10 #需要查询的成交回报条数 - queryOrderByPageReq['reference'] = 0 #上一次收到的查询订单结果中带回来的索引，如果是从头查询，请置0 - queryOrderByPageReq['reserved'] = 0 #保留字段 - sleep(1) - reqid += 1 - retQueryOrdersByPage = api.queryOrdersByPage(queryOrderByPageReq, session, reqid) - printFuncName('queryOrdersByPage', retQueryOrdersByPage) - - #根据委托编号请求查询相关成交 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id - #@param session 资金账户对应的session，登录时得到 - #@param reqid 用于用户定位查询响应的ID，由用户自定义 - #@remark 此函数查询出的结果可能对应多个查询结果响应 - sleep(1) - reqid += 1 - retQueryTradesByXTPID = api.queryTradesByXTPID(order_xtp_id, session, reqid) - printFuncName('queryTradesByXTPID', retQueryTradesByXTPID) - - sleep(1) - #请求查询已成交 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param queryTradesInfo 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - #@param session 资金账户对应的session,登录时得到 - #@param reqid 用于用户定位查询响应的ID，由用户自定义 - #@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - queryTradesInfo = {} - queryTradesInfo['ticker'] = '000001' - queryTradesInfo['begin_time'] = 0 - queryTradesInfo['end_time'] = 0 - reqid += 1 - retQueryTrades = api.queryTrades(queryTradesInfo, session, reqid) - printFuncName('queryTrades',retQueryTrades) - - sleep(1) - #分页请求查询成交回报 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 - #@param session_id 资金账户对应的session_id，登录时得到 - #@param request_id 用于用户定位查询响应的ID，由用户自定义 - #@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - queryTraderByPageReq = {} - queryTraderByPageReq['req_count'] = 10 #需要查询的成交回报条数 - queryTraderByPageReq['reference'] = 0 #上一次收到的查询成交回报结果中带回来的索引，如果是从头查询，请置0 - queryTraderByPageReq['reserved'] = 0 #保留字段 - sleep(1) - reqid += 1 - retQueryTradesByPage = api.queryTradesByPage(queryTraderByPageReq, session, reqid) - printFuncName('queryTradesByPage', retQueryTradesByPage) - - sleep(1) - #请求查询投资者持仓 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param ticker 需要查询的持仓合约代码，可以为空，如果不为空，请不带空格 - #@param session_id 资金账户对应的session_id,登录时得到 - #@param request_id 用于用户定位查询响应的ID，由用户自定义 - #@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息，如果合约代码为空，则默认查询所有持仓信息 - reqid += 1 - retQueryPosition = api.queryPosition('', session, reqid) - printFuncName('queryPosition',retQueryPosition) - - sleep(1) - #请求查询资产 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param session 资金账户对应的session,登录时得到 - #@param reqid 用于用户定位查询响应的ID，由用户自定义 - reqid += 1 - retQueryAsset = api.queryAsset(session, reqid) - printFuncName('queryAsset',retQueryAsset) - - sleep(1) - #请求查询分级基金 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param query_param 需要查询的分级基金筛选条件，其中母基金代码可以为空，则默认所有存在的母基金，如果不为空，请不带空格，其中交易市场不能为空 - #@param session 资金账户对应的session,登录时得到 - #@param reqid 用于用户定位查询响应的ID，由用户自定义 - #@remark 此函数查询出的结果可能对应多个查询结果响应 - reqid += 1 - retQueryStructuredFund = api.queryStructuredFund({},session, reqid) - printFuncName('queryStructuredFund',retQueryStructuredFund) - - sleep(1) - #资金划拨请求 - #@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - #@param fundTransferInfo 资金划拨的请求信息 - #@param session 资金账户对应的session,登录时得到 - #@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。 - reqid += 1 - fundTransferInfo = {} - fundTransferInfo['serial_id'] = 30000 - fundTransferInfo['fund_account'] = '15006594' - fundTransferInfo['password'] = 'SitHAKln' - fundTransferInfo['amount'] = 20000 - fundTransferInfo['transfer_type'] = 0 - retFundTransfer = api.fundTransfer(fundTransferInfo, session) - printFuncName('fundTransfer', retFundTransfer) - - sleep(1) - #请求查询资金划拨 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param query_param 需要查询的资金划拨订单筛选条件，其中serial_id可以为0，则默认所有资金划拨订单，如果不为0，则请求特定的资金划拨订单 - #@param session 资金账户对应的session,登录时得到 - #@param reqid 用于用户定位查询响应的ID，由用户自定义 - reqid += 1 - retQueryFundTransfer = api.queryFundTransfer({'amount': 20000}, session, reqid) - printFuncName('queryFundTransfer', retQueryFundTransfer) - - sleep(1) - #请求查询ETF清单文件 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param queryETFInfo 需要查询的ETF清单文件的筛选条件，其中合约代码可以为空，则默认所有存在的ETF合约代码，market字段也可以为初始值，则默认所有市场的ETF合约 - #@param session 资金账户对应的session,登录时得到 - #@param reqid 用于用户定位查询响应的ID，由用户自定义 - queryETFInfo = {} - queryETFInfo['ticker'] = '510050' - queryETFInfo['market'] = 2 - reqid += 1 - retQueryETF = api.queryETF(queryETFInfo, session, reqid) - printFuncName('queryETF', retQueryETF) - - sleep(1) - #请求查询ETF股票篮 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param queryETFTickerBasketInfo 需要查询股票篮的的ETF合约，其中合约代码不可以为空，market字段也必须指定 - #@param session 资金账户对应的session,登录时得到 - #@param reqid 用于用户定位查询响应的ID，由用户自定义 - queryETFTickerBasketInfo = {} - queryETFTickerBasketInfo['ticker'] = '510050' - queryETFTickerBasketInfo['market'] = 2 - reqid += 1 - retQueryETFTickerBasket = api.queryETFTickerBasket(queryETFInfo,session, reqid) - printFuncName('queryETFTickerBasket',retQueryETFTickerBasket) - - #请求查询今日新股申购信息列表 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param session 资金账户对应的session,登录时得到 - #@param reqid 用于用户定位查询响应的ID，由用户自定义 - reqid += 1 - retQueryIPOInfoList = api.queryIPOInfoList(session, reqid) - printFuncName('queryIPOInfoList',retQueryIPOInfoList) - - #请求查询用户新股申购额度信息 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param session 资金账户对应的session_id,登录时得到 - #@param reqid 用于用户定位查询响应的ID，由用户自定义 - reqid += 1 - retQueryIPOQuotaInfo = api.queryIPOQuotaInfo(session, reqid) - printFuncName('queryIPOQuotaInfo',retQueryIPOQuotaInfo) - - #请求查询期权合约 - #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - #@param query_param 需要查询的期权合约的筛选条件，可以为NULL（为NULL表示查询所有的期权合约） - #@param session 资金账户对应的session,登录时得到 - #@param reqid 用于用户定位查询响应的ID，由用户自定义 - queryOptionAuctionInfo = {} - queryOptionAuctionInfo['ticker'] = '10000001' - queryOptionAuctionInfo['market'] = 2 - reqid += 1 - retQueryOptionAuctionInfo = api.queryOptionAuctionInfo(queryOptionAuctionInfo,session, reqid) - printFuncName('queryOptionAuctionInfo',retQueryOptionAuctionInfo) - - #sleep为了删除接口对象前将回调数据输出，不sleep直接删除回调对象会自动析构，无法返回回调的数据 - sleep(5) - - #登出请求 - #@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败 - #@param session 资金账户对应的session,登录时得到 - logout = api.logout(session) - printFuncName('logout:',logout ) - - #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 - release = api.release() - printFuncName('release', release) - - exit = api.exit() - printFuncName('exit', exit) - diff --git "a/boost.python\347\274\226\350\257\221\350\257\264\346\230\216.docx" "b/boost.python\347\274\226\350\257\221\350\257\264\346\230\216.docx" new file mode 100644 index 0000000..10dc093 Binary 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"b/doc/win7+boost+python3+vs2010\347\274\226\350\257\221\350\257\264\346\230\216\346\226\207\346\241\243.docx" deleted file mode 100644 index 4010226..0000000 Binary files "a/doc/win7+boost+python3+vs2010\347\274\226\350\257\221\350\257\264\346\230\216\346\226\207\346\241\243.docx" and /dev/null differ diff --git a/source/Linux/xtp_python3_18.19/CMakeLists.txt b/source/Linux/xtp_api_python3_2.2.42.1/CMakeLists.txt similarity index 77% rename from source/Linux/xtp_python3_18.19/CMakeLists.txt rename to source/Linux/xtp_api_python3_2.2.42.1/CMakeLists.txt index f933ab7..7e03c1a 100644 --- a/source/Linux/xtp_python3_18.19/CMakeLists.txt +++ b/source/Linux/xtp_api_python3_2.2.42.1/CMakeLists.txt @@ -1,5 +1,5 @@ cmake_minimum_required(VERSION 2.8) -project(vn_xtp_api) +project(vn_xtp_api) # 设置使用的编译器 set(CMAKE_BUILD_TYPE "Release") @@ -54,27 +54,27 @@ endif() # 设置Python所在的目录 set(PYTHON_LIBRARY ) if (WIN32) - set(PYTHON_INCLUDE_PATH D:/xtpIDE/Python/Python36-32/include) - link_directories(D:/xtpIDE/Python/Python36-32/libs) + set(PYTHON_INCLUDE_PATH D:/MyThird/Python39/include) + link_directories(D:/MyThird/Python39/libs) include_directories(${PYTHON_INCLUDE_PATH}) elseif(UNIX) set(PYTHON_LIBRARY /usr/local/python3/lib/) - set(PYTHON_INCLUDE_PATH /usr/local/python3/include/python3.6m/) + set(PYTHON_INCLUDE_PATH /usr/local/python3/include/python3.9/) include_directories(${PYTHON_INCLUDE_PATH}) endif() -# 链接boost库，anaconda /python3用的是python3.6没有用Anaconda +# 链接boost库，anaconda /python3用的是python3.9没有用Anaconda set(BOOST_ROOT ) if (WIN32) - set(BOOST_ROOT D:/xtp/soft/boost_1_57_0_python3_32/boost_1_57_0/) + set(BOOST_ROOT D:/MyThird/boost_1_80_0) set(Boost_USE_STATIC_LIBS ON) #链接boost静态库 - link_directories(D:/xtp/soft/boost_1_57_0_python3_32/boost_1_57_0/stage/lib) + link_directories(D:/MyThird/boost_1_80_0/stage/lib) include_directories(${BOOST_ROOT}) elseif(UNIX) set(Boost_USE_MULTITHREADED ON) - set(BOOST_ROOT /home/likunliang/boost_1_66_0_python3/) - find_package(Boost 1.66.0 COMPONENTS python3 thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错 + set(BOOST_ROOT /usr/local/boost_1_80_0/) + find_package(Boost 1.80.0 COMPONENTS python39 thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错 if(Boost_FOUND) include_directories(${Boost_INCLUDE_DIRS}) endif() @@ -87,17 +87,17 @@ set (vnxtptrader ) option(BUILD_XTP_MD "build xtp md" ON) if (BUILD_XTP_MD) add_definitions(-BUILD_XTP_MD) - set(XTP_MD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote) + set(XTP_MD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote) include_directories(${XTP_MD_PATH}) - set(VN_XTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote/vnxtpquote.cpp) + set(VN_XTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote.cpp) add_library(vnxtpquote SHARED ${VN_XTP_MD_SOURCE}) endif() option(BUILD_XTP_TD "build xtp td" ON) if (BUILD_XTP_TD) add_definitions(-BUILD_XTP_TD) - set(XTP_TD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/) + set(XTP_TD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/) include_directories(${XTP_TD_PATH}) - set(VN_XTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/vnxtptrader.cpp) + set(VN_XTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader.cpp) add_library(vnxtptrader SHARED ${VN_XTP_TD_SOURCE}) endif() @@ -111,7 +111,7 @@ elseif(UNIX) target_link_libraries(vnxtpquote ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_MD_LIBRARY}) endif() # 将生成的dll文件后缀名修改为pyd（仅在windows下） -set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.dll") +set(MD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.dll) if (EXISTS ${MD_DLL}) file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.pyd) endif() diff --git a/source/Linux/xtp_api_python3_2.2.42.1/README.md b/source/Linux/xtp_api_python3_2.2.42.1/README.md new file mode 100644 index 0000000..8f7ceab --- /dev/null +++ b/source/Linux/xtp_api_python3_2.2.42.1/README.md @@ -0,0 +1,23 @@ +中泰证券量化交易平台XTP PYTHON API接口 + +本项目是中泰证券XTP极速交易PYTHON接口的开源实现，供客户在量化交易中使用PYTHON接口快速接入XTP系统。中泰证券XTP是为股票交易而生的极速交易系统，为投资者提供极速交易、极速行情、Level2行情。 + +目前xtp系统最新的api版本为2.2.38.1，支持win、linux平台运行 + +请先到中泰证券xtp官方网站申请测试账号 https://xtp.zts.com.cn 及测试环境的连接ip、端口等信息 + +API参考官方C++版本的接口文档 https://xtp.zts.com.cn/doc/api/xtpDoc + +由于python版本api封装使用的vs2010，如果未安装vs环境，运行时会提示ImportError:DLL load failed。需要根据python的位数选择对应的运行库，32位的选x86，64位选x64，执行程序参考文件包vs2010运行库 +x86系统的vs2010运行库：vcredist_x86.exe +x64系统的vs2010运行库：vcredist_x64.exe + +##事项说明: + +1.当前xtp的python api封装支持win7系统、win10系统和Linux系统，在bin目录下Linux文件夹中有python3封装库，Windows文件夹中有64位的python3封装库。test文件夹下包含行情和交易的测试脚本。 + +2.当前bin目录下编译时python3使用的python3.9.13版本，如果直接使用当前的封装库，请注意使用的python版本是否为3.9系列。在Windows下如果您使用的python版本和我们编译时使用的版本不一致，会导致调用python封装库失败。 + +3.如果您需要按自己的python版本编译封装库，可以使用source目录下的代码，根据自己的python的版本，及该python版本对应的编译后的boost库，自行编译所需的python封装库。（具体过程在doc文件夹下有编译过程文档，source文件夹下有源码，包括Linux和Windows下编译的python3封装库)。 + +4.XTP_API_20231031_2.2.38.1文件夹下存放最新的xtp系统的api，当前python封装库分别包含行情和交易库，python封装后的接口与当前xtp系统api的所有接口都保持一致，只有方法名有所区别，python封装后的接口方法名首字母小写，而xtp系统api的方法名首字母大写。因此所有封装后的python接口方法使用和功能都可以参见xtp系统api的接口方法。请在xtp_quote_api.h、xtp_trader_api.h两个头文件中了解各个接口的使用及功能。 \ No newline at end of file diff --git a/source/Linux/xtp_python2_18.19/build.sh b/source/Linux/xtp_api_python3_2.2.42.1/build.sh similarity index 100% rename from source/Linux/xtp_python2_18.19/build.sh rename to source/Linux/xtp_api_python3_2.2.42.1/build.sh diff --git a/source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/ReadMe.txt b/source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/ReadMe.txt similarity index 100% rename from source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/ReadMe.txt rename to source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/ReadMe.txt diff --git a/source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/dllmain.cpp b/source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/dllmain.cpp similarity index 100% rename from source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/dllmain.cpp rename to source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/dllmain.cpp diff --git a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/libsodium.dll b/source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/libsodium.dll similarity index 100% rename from source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/libsodium.dll rename to source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/libsodium.dll diff --git a/source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/stdafx.cpp b/source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/stdafx.cpp similarity index 100% rename from source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/stdafx.cpp rename to source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/stdafx.cpp diff --git a/source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/stdafx.h b/source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/stdafx.h similarity index 100% rename from source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/stdafx.h rename to source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/stdafx.h diff --git a/source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/targetver.h b/source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/targetver.h similarity index 100% rename from source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/targetver.h rename to source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/targetver.h diff --git a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/vnxtpquote.cpp b/source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/vnxtpquote.cpp similarity index 63% rename from source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/vnxtpquote.cpp rename to source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/vnxtpquote.cpp index 2f080af..1616eb0 100644 --- a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/vnxtpquote.cpp +++ b/source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/vnxtpquote.cpp @@ -33,6 +33,32 @@ void getDouble(dict d, string key, double *value) } }; +void getInt64(dict d, string key, int64_t *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +}; + +void getInt16(dict d, string key, int16_t *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +} + void getStr(dict d, string key, char *value) { if (d.has_key(key)) @@ -69,6 +95,11 @@ void getChar(dict d, string key, char *value) } }; +string addEndingChar(char *value){ + string endStr = value; + return endStr; +} + ///------------------------------------------------------------------------------------- ///C++Ļصݱ浽 ///------------------------------------------------------------------------------------- @@ -96,6 +127,15 @@ void QuoteApi::OnError(XTPRI *error_info) this->task_queue.push(task); }; +void QuoteApi::OnTickByTickLossRange(int begin_seq, int end_seq) +{ + Task* task = new Task(); + task->task_name = ONTICKBYTICKLOSSRANGE; + task->task_id = begin_seq; + task->task_one_counts = end_seq; + this->task_queue.push(task); +}; + void QuoteApi::OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) { Task* task = new Task(); @@ -180,6 +220,21 @@ void QuoteApi::OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t this->task_queue.push(task); }; +void QuoteApi::OnETFIOPVData(IOPV *iopv) +{ + Task* task = new Task(); + task->task_name = ONETFIOPVDATA; + + if (iopv) + { + IOPV *task_data = new IOPV(); + *task_data = *iopv; + task->task_data = task_data; + } + + this->task_queue.push(task); +}; + void QuoteApi::OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) { Task* task = new Task(); @@ -350,7 +405,7 @@ void QuoteApi::OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error void QuoteApi::OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) { Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLMARKETDATA; + task->task_name = ONUNSUBSCRIBEALLORDERBOOK; if (error_info) { @@ -440,6 +495,102 @@ void QuoteApi::OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, b }; +void QuoteApi::OnQueryAllTickersFullInfo(XTPQFI * ticker_info, XTPRI * error_info, bool is_last) { + + Task* task = new Task(); + task->task_name = ONQUERYALLTICKERSFULLINFO; + + if (ticker_info) + { + XTPQFI *task_data = new XTPQFI(); + *task_data = *ticker_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_last = is_last; + this->task_queue.push(task); +} + +void QuoteApi::OnQueryAllNQTickersFullInfo(XTPNQFI* ticker_info, XTPRI *error_info, bool is_last) +{ + Task* task = new Task(); + task->task_name = ONQUERYALLNQTICKERSFULLINFO; + + if (ticker_info) + { + XTPNQFI *task_data = new XTPNQFI(); + *task_data = *ticker_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_last = is_last; + this->task_queue.push(task); +} + +void QuoteApi::OnRebuildQuoteServerDisconnected(int reason) +{ + Task* task = new Task(); + task->task_name = ONREBUILDQUOTESERVERDISCONNECTED; + + task->task_id = reason; + this->task_queue.push(task); +} + +void QuoteApi::OnRequestRebuildQuote(XTPQuoteRebuildResultRsp* rebuild_result) +{ + Task* task = new Task(); + task->task_name = ONREQUESTREBUILDQUOTE; + if (rebuild_result) + { + XTPQuoteRebuildResultRsp* task_data = new XTPQuoteRebuildResultRsp(); + *task_data = *rebuild_result; + task->task_data = task_data; + } + this->task_queue.push(task); +} + +void QuoteApi::OnRebuildTickByTick(XTPTBT *tbt_data) +{ + Task* task = new Task(); + task->task_name = ONREBUILDTICKBYTICK; + + if (tbt_data) + { + XTPTBT *task_data = new XTPTBT(); + *task_data = *tbt_data; + task->task_data = task_data; + } + + this->task_queue.push(task); +} + +void QuoteApi::OnRebuildMarketData(XTPMD *md_data) +{ + Task* task = new Task(); + task->task_name = ONREBUILDMARKETDATA; + if (md_data) + { + XTPMD *task_data = new XTPMD(); + *task_data = *md_data; + task->task_data = task_data; + } + this->task_queue.push(task); +} + void QuoteApi::OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) { @@ -688,6 +839,47 @@ void QuoteApi::processTask() this->processUnSubscribeAllOptionTickByTick(task); break; } + case ONQUERYALLTICKERSFULLINFO: { + this->processQueryAllTickersFullInfo(task); + break; + } + case ONREBUILDQUOTESERVERDISCONNECTED: + { + this->processRebuildQuoteServerDisconnected(task); + break; + } + case ONREQUESTREBUILDQUOTE: + { + this->processRequestRebuildQuote(task); + break; + } + case ONREBUILDTICKBYTICK: + { + this->processRebuildTickByTick(task); + break; + } + case ONREBUILDMARKETDATA: + { + this->processRebuildMarketData(task); + break; + } + case ONQUERYALLNQTICKERSFULLINFO: + { + this->processQueryAllNQTickersFullInfo(task); + break; + } + + case ONTICKBYTICKLOSSRANGE: + { + this->processTickByTickLossRange(task); + break; + } + + case ONETFIOPVDATA: + { + this->processETFIOPVData(task); + break; + } }; } }; @@ -709,7 +901,7 @@ void QuoteApi::processError(Task *task) { XTPRI *task_error = (XTPRI*) task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -717,6 +909,13 @@ void QuoteApi::processError(Task *task) delete task; }; +void QuoteApi::processTickByTickLossRange(Task *task) +{ + PyLock lock; + this->onTickByTickLossRange(task->task_id, task->task_one_counts); + delete task; +}; + void QuoteApi::processSubMarketData(Task *task) { PyLock lock; @@ -725,7 +924,7 @@ void QuoteApi::processSubMarketData(Task *task) { XTPST *task_data = (XTPST*) task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); delete task->task_data; } @@ -734,7 +933,7 @@ void QuoteApi::processSubMarketData(Task *task) { XTPRI *task_error = (XTPRI*) task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -750,7 +949,7 @@ void QuoteApi::processUnSubMarketData(Task *task) { XTPST *task_data = (XTPST*) task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); delete task->task_data; } @@ -759,7 +958,7 @@ void QuoteApi::processUnSubMarketData(Task *task) { XTPRI *task_error = (XTPRI*) task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -775,7 +974,7 @@ void QuoteApi::processDepthMarketData(Task *task) { XTPMD *task_data = (XTPMD*)task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); data["last_price"] = task_data->last_price; data["pre_close_price"] = task_data->pre_close_price; data["open_price"] = task_data->open_price; @@ -802,11 +1001,11 @@ void QuoteApi::processDepthMarketData(Task *task) data["trades_count"] = task_data->trades_count; char str_ticker_status[9] = {"\0"}; #ifdef _MSC_VER //WIN32 - strcpy_s(str_ticker_status, sizeof(task_data->ticker_status)+1, task_data->ticker_status); + strncpy(str_ticker_status, task_data->ticker_status,sizeof(task_data->ticker_status)); #elif __GNUC__ strncpy(str_ticker_status, task_data->ticker_status, sizeof(task_data->ticker_status)); #endif - data["ticker_status"] = str_ticker_status; + data["ticker_status"] = addEndingChar(str_ticker_status); boost::python::list ask; boost::python::list bid; @@ -827,7 +1026,8 @@ void QuoteApi::processDepthMarketData(Task *task) data["ask_qty"] = ask_qty; data["data_type"] = (int)task_data->data_type; - if (task_data->data_type == XTP_MARKETDATA_ACTUAL){ + data["data_type_v2"] = (int)task_data->data_type_v2; + if (task_data->data_type_v2 == XTP_MARKETDATA_V2_ACTUAL){ data["total_bid_qty"] = task_data->stk.total_bid_qty; data["total_ask_qty"] = task_data->stk.total_ask_qty; data["ma_bid_price"] = task_data->stk.ma_bid_price; @@ -860,13 +1060,45 @@ void QuoteApi::processDepthMarketData(Task *task) data["pre_iopv"] = task_data->stk.pre_iopv; data["r1"] = task_data->stk.r1; data["r2"] = task_data->stk.r2; - }else if (task_data->data_type == XTP_MARKETDATA_OPTION){ + }else if (task_data->data_type_v2 == XTP_MARKETDATA_V2_OPTION){ data["auction_price"] = task_data->opt.auction_price; data["auction_qty"] = task_data->opt.auction_qty; data["last_enquiry_time"] = task_data->opt.last_enquiry_time; } + else if (task_data->data_type_v2 == XTP_MARKETDATA_V2_BOND) + { + data["total_bid_qty"] = task_data->bond.total_bid_qty; + data["total_ask_qty"] = task_data->bond.total_ask_qty; + data["ma_bid_price"] = task_data->bond.ma_bid_price; + data["ma_ask_price"] = task_data->bond.ma_ask_price; + data["ma_bond_bid_price"] = task_data->bond.ma_bond_bid_price; + data["ma_bond_ask_price"] = task_data->bond.ma_bond_ask_price; + data["yield_to_maturity"] = task_data->bond.yield_to_maturity; + data["match_lastpx"] = task_data->bond.match_lastpx; + data["ma_bond_price"] = task_data->bond.ma_bond_price; + data["match_qty"] = task_data->bond.match_qty; + data["match_turnover"] = task_data->bond.match_turnover; + data["r4"] = task_data->bond.r4; + data["r5"] = task_data->bond.r5; + data["r6"] = task_data->bond.r6; + data["r7"] = task_data->bond.r7; + data["r8"] = task_data->bond.r8; + data["cancel_buy_count"] = task_data->bond.cancel_buy_count; + data["cancel_sell_count"] = task_data->bond.cancel_sell_count; + data["cancel_buy_qty"] = task_data->bond.cancel_buy_qty; + data["cancel_sell_qty"] = task_data->bond.cancel_sell_qty; + data["cancel_buy_money"] = task_data->bond.cancel_buy_money; + data["cancel_sell_money"] = task_data->bond.cancel_sell_money; + data["total_buy_count"] = task_data->bond.total_buy_count; + data["total_sell_count"] = task_data->bond.total_sell_count; + data["duration_after_buy"] = task_data->bond.duration_after_buy; + data["duration_after_sell"] = task_data->bond.duration_after_sell; + data["num_bid_orders"] = task_data->bond.num_bid_orders; + data["num_ask_orders"] = task_data->bond.num_ask_orders; + data["instrument_status"] = addEndingChar(task_data->bond.instrument_status); + } - data["r4"] = task_data->r4; + //data["r4"] = task_data->r4; delete task->task_data; } @@ -899,6 +1131,24 @@ void QuoteApi::processDepthMarketData(Task *task) delete task; }; +void QuoteApi::processETFIOPVData(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + IOPV *task_data = (IOPV*)task->task_data; + data["exchange_id"] = (int)task_data->exchange_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["data_time"] = task_data->data_time; + data["iopv"] = task_data->iopv; + delete task->task_data; + } + + this->onETFIOPVData(data); + delete task; +}; + void QuoteApi::processSubOrderBook(Task *task) { PyLock lock; @@ -907,7 +1157,7 @@ void QuoteApi::processSubOrderBook(Task *task) { XTPST *task_data = (XTPST*) task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); delete task->task_data; } @@ -916,7 +1166,7 @@ void QuoteApi::processSubOrderBook(Task *task) { XTPRI *task_error = (XTPRI*) task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -932,7 +1182,7 @@ void QuoteApi::processUnSubOrderBook(Task *task) { XTPST *task_data = (XTPST*) task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); delete task->task_data; } @@ -941,7 +1191,7 @@ void QuoteApi::processUnSubOrderBook(Task *task) { XTPRI *task_error = (XTPRI*) task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -957,7 +1207,7 @@ void QuoteApi::processOrderBook(Task *task) { XTPOB *task_data = (XTPOB*) task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); data["data_time"] = task_data->data_time; data["last_price"] = task_data->last_price; @@ -997,7 +1247,7 @@ void QuoteApi::processSubTickByTick(Task *task) { XTPST *task_data = (XTPST*)task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); delete task->task_data; } @@ -1006,7 +1256,7 @@ void QuoteApi::processSubTickByTick(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1022,7 +1272,7 @@ void QuoteApi::processUnSubTickByTick(Task *task) { XTPST *task_data = (XTPST*)task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); delete task->task_data; } @@ -1031,7 +1281,7 @@ void QuoteApi::processUnSubTickByTick(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1049,8 +1299,8 @@ void QuoteApi::processTickByTick(Task *task) data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - //data["seq"] = task_data->seq; + data["ticker"] = addEndingChar(task_data->ticker); + data["struct_seq"] = task_data->seq; data["data_time"] = task_data->data_time; data["type"] = (int)task_data->type; @@ -1062,8 +1312,9 @@ void QuoteApi::processTickByTick(Task *task) data["qty"] = task_data->entrust.qty; data["side"] = task_data->entrust.side; data["ord_type"] = task_data->entrust.ord_type; + data["order_no"] = task_data->entrust.order_no; } - else + else if(task_data->type == XTP_TBT_TRADE) { data["channel_no"] = task_data->trade.channel_no; data["seq"] = task_data->trade.seq; @@ -1074,6 +1325,12 @@ void QuoteApi::processTickByTick(Task *task) data["ask_no"] = task_data->trade.ask_no; data["trade_flag"] = task_data->trade.trade_flag; } + else + { + data["channel_no"] = task_data->state.channel_no; + data["seq"] = task_data->state.seq; + data["flag"] = addEndingChar(task_data->state.flag); + } delete task->task_data; } @@ -1090,7 +1347,7 @@ void QuoteApi::processSubscribeAllMarketData(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } this->onSubscribeAllMarketData(task->exchange_id,error); @@ -1105,7 +1362,7 @@ void QuoteApi::processUnSubscribeAllMarketData(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1121,7 +1378,7 @@ void QuoteApi::processSubscribeAllOrderBook(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1137,7 +1394,7 @@ void QuoteApi::processUnSubscribeAllOrderBook(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1153,7 +1410,7 @@ void QuoteApi::processSubscribeAllTickByTick(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1169,7 +1426,7 @@ void QuoteApi::processUnSubscribeAllTickByTick(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1187,8 +1444,8 @@ void QuoteApi::processQueryAllTickers(Task *task) { XTPQSI *task_data = (XTPQSI*)task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); data["ticker_type"] = (int)task_data->ticker_type; data["pre_close_price"] = task_data->pre_close_price; data["upper_limit_price"] = task_data->upper_limit_price; @@ -1205,7 +1462,7 @@ void QuoteApi::processQueryAllTickers(Task *task) { XTPRI *task_error = (XTPRI*) task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1223,7 +1480,7 @@ void QuoteApi::processQueryTickersPriceInfo(Task *task) { XTPTPI *task_data = (XTPTPI*)task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); data["last_price"] = task_data->last_price; delete task->task_data; @@ -1234,7 +1491,7 @@ void QuoteApi::processQueryTickersPriceInfo(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1254,7 +1511,7 @@ void QuoteApi::processSubscribeAllOptionMarketData(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1270,7 +1527,7 @@ void QuoteApi::processUnSubscribeAllOptionMarketData(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1286,7 +1543,7 @@ void QuoteApi::processSubscribeAllOptionOrderBook(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1302,7 +1559,7 @@ void QuoteApi::processUnSubscribeAllOptionOrderBook(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1318,7 +1575,7 @@ void QuoteApi::processSubscribeAllOptionTickByTick(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1334,13 +1591,353 @@ void QuoteApi::processUnSubscribeAllOptionTickByTick(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } this->onUnSubscribeAllOptionTickByTick(task->exchange_id,error); delete task; }; + + +void QuoteApi::processQueryAllTickersFullInfo(Task* task) { + PyLock lock; + + dict data; + if (task->task_data) + { + XTPQFI *task_data = (XTPQFI*)task->task_data; + data["exchange_id"] = (int)task_data->exchange_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); + data["security_type"] = (int)task_data->security_type; + data["ticker_qualification_class"] = (int)task_data->ticker_qualification_class; + data["is_registration"] = task_data->is_registration; + data["is_VIE"] = task_data->is_VIE; + data["is_noprofit"] = task_data->is_noprofit; + data["is_weighted_voting_rights"] = task_data->is_weighted_voting_rights; + data["is_have_price_limit"] = task_data->is_have_price_limit; + data["upper_limit_price"] = task_data->upper_limit_price; + data["lower_limit_price"] = task_data->lower_limit_price; + data["pre_close_price"] = task_data->pre_close_price; + data["price_tick"] = task_data->price_tick; + data["bid_qty_upper_limit"] = task_data->bid_qty_upper_limit; + data["bid_qty_lower_limit"] = task_data->bid_qty_lower_limit; + data["bid_qty_unit"] = task_data->bid_qty_unit; + data["ask_qty_upper_limit"] = task_data->ask_qty_upper_limit; + data["ask_qty_lower_limit"] = task_data->ask_qty_lower_limit; + data["ask_qty_unit"] = task_data->ask_qty_unit; + data["market_bid_qty_upper_limit"] = task_data->market_bid_qty_upper_limit; + data["market_bid_qty_lower_limit"] = task_data->market_bid_qty_lower_limit; + data["market_bid_qty_unit"] = task_data->market_bid_qty_unit; + data["market_ask_qty_upper_limit"] = task_data->market_ask_qty_upper_limit; + data["market_ask_qty_lower_limit"] = task_data->market_ask_qty_lower_limit; + data["market_ask_qty_unit"] = task_data->market_ask_qty_unit; + data["security_status"] = (int)task_data->security_status; + + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryAllTickersFullInfo(data, error, task->task_last); + + delete task; +} + +void QuoteApi::processQueryAllNQTickersFullInfo(Task* task) { + PyLock lock; + + dict data; + if (task->task_data) + { + XTPNQFI *task_data = (XTPNQFI*)task->task_data; + data["exchange_id"] = (int)task_data->exchange_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); + data["security_type"] = (int)task_data->security_type; + data["ticker_qualification_class"] = (int)task_data->ticker_qualification_class; + data["ticker_abbr_en"] = addEndingChar(task_data->ticker_abbr_en); + data["base_ticker"] = addEndingChar(task_data->base_ticker); + data["industry_type"] = addEndingChar(task_data->industry_type); + data["currency_type"] = addEndingChar(task_data->currency_type); + data["trade_unit"] = task_data->trade_unit; + data["hang_out_date"] = task_data->hang_out_date; + data["value_date"] = task_data->value_date; + data["maturity_date"] = task_data->maturity_date; + data["per_limit_vol"] = task_data->per_limit_vol; + data["buy_vol_unit"] = task_data->buy_vol_unit; + data["sell_vol_unit"] = task_data->sell_vol_unit; + data["mini_declared_vol"] = task_data->mini_declared_vol; + data["limit_price_attr"] = task_data->limit_price_attr; + data["market_maker_quantity"] = task_data->market_maker_quantity; + data["price_gear"] = task_data->price_gear; + data["first_limit_trans"] = task_data->first_limit_trans; + data["subsequent_limit_trans"] = task_data->subsequent_limit_trans; + data["limit_upper_price"] = task_data->limit_upper_price; + data["limit_lower_price"] = task_data->limit_lower_price; + data["block_trade_upper"] = task_data->block_trade_upper; + data["block_trade_lower"] = task_data->block_trade_lower; + data["convert_into_ration"] = task_data->convert_into_ration; + data["trade_status"] = (int)task_data->trade_status; + data["security_level"] = (int)task_data->security_level; + data["trade_type"] = (int)task_data->trade_type; + data["suspend_flag"] = (int)task_data->suspend_flag; + data["ex_dividend_flag"] = (int)task_data->ex_dividend_flag; + data["layer_type"] = (int)task_data->layer_type; + data["reserved1"] = task_data->reserved1; + data["trade_places"] = addEndingChar(task_data->trade_places); + data["is_rzbd"] = task_data->is_rzbd; + data["is_rqbd"] = task_data->is_rqbd; + data["is_drrz"] = task_data->is_drrz; + data["is_drrq"] = task_data->is_drrq; + data["reserved"] = task_data->reserved; + + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryAllNQTickersFullInfo(data, error, task->task_last); + + delete task; +} + +void QuoteApi::processRebuildQuoteServerDisconnected(Task *task) +{ + PyLock lock; + this->onRebuildQuoteServerDisconnected(task->task_id); + delete task; +} + +void QuoteApi::processRequestRebuildQuote(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQuoteRebuildResultRsp* task_data = (XTPQuoteRebuildResultRsp*)task->task_data; + data["request_id"] = task_data->request_id; + data["exchange_id"] = (int)task_data->exchange_id; + data["size"] = task_data->size; + data["channel_number"] = task_data->channel_number; + data["begin"] = task_data->begin; + data["end"] = task_data->end; + data["result_code"] = (int)task_data->result_code; + data["msg"] = addEndingChar(task_data->msg); + delete task->task_data; + } + this->onRequestRebuildQuote(data); + delete task; +} + +void QuoteApi::processRebuildTickByTick(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPTBT *task_data = (XTPTBT*)task->task_data; + + + data["exchange_id"] = (int)task_data->exchange_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["struct_seq"] = task_data->seq; + data["data_time"] = task_data->data_time; + data["type"] = (int)task_data->type; + + if (task_data->type == XTP_TBT_ENTRUST) + { + data["channel_no"] = task_data->entrust.channel_no; + data["seq"] = task_data->entrust.seq; + data["price"] = task_data->entrust.price; + data["qty"] = task_data->entrust.qty; + data["side"] = task_data->entrust.side; + data["ord_type"] = task_data->entrust.ord_type; + data["order_no"] = task_data->entrust.order_no; + } + else if (task_data->type == XTP_TBT_TRADE) + { + data["channel_no"] = task_data->trade.channel_no; + data["seq"] = task_data->trade.seq; + data["price"] = task_data->trade.price; + data["qty"] = task_data->trade.qty; + data["money"] = task_data->trade.money; + data["bid_no"] = task_data->trade.bid_no; + data["ask_no"] = task_data->trade.ask_no; + data["trade_flag"] = task_data->trade.trade_flag; + } + else + { + data["channel_no"] = task_data->state.channel_no; + data["seq"] = task_data->state.seq; + data["flag"] = addEndingChar(task_data->state.flag); + } + + delete task->task_data; + } + + this->onRebuildTickByTick(data); + delete task; +} + +void QuoteApi::processRebuildMarketData(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPMD *task_data = (XTPMD*)task->task_data; + data["exchange_id"] = (int)task_data->exchange_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["last_price"] = task_data->last_price; + data["pre_close_price"] = task_data->pre_close_price; + data["open_price"] = task_data->open_price; + data["high_price"] = task_data->high_price; + data["low_price"] = task_data->low_price; + data["close_price"] = task_data->close_price; + + data["pre_total_long_positon"] = task_data->pre_total_long_positon; + data["total_long_positon"] = task_data->total_long_positon; + data["pre_settl_price"] = task_data->pre_settl_price; + data["settl_price"] = task_data->settl_price; + + data["upper_limit_price"] = task_data->upper_limit_price; + data["lower_limit_price"] = task_data->lower_limit_price; + data["pre_delta"] = task_data->pre_delta; + data["curr_delta"] = task_data->curr_delta; + + data["data_time"] = task_data->data_time; + + data["qty"] = task_data->qty; + data["turnover"] = task_data->turnover; + data["avg_price"] = task_data->avg_price; + + data["trades_count"] = task_data->trades_count; + char str_ticker_status[9] = { "\0" }; +#ifdef _MSC_VER //WIN32 + strncpy(str_ticker_status, task_data->ticker_status, sizeof(task_data->ticker_status)); +#elif __GNUC__ + strncpy(str_ticker_status, task_data->ticker_status, sizeof(task_data->ticker_status)); +#endif + data["ticker_status"] = addEndingChar(str_ticker_status); + + boost::python::list ask; + boost::python::list bid; + boost::python::list ask_qty; + boost::python::list bid_qty; + + for (int i = 0; i < 10; i++) + { + ask.append(task_data->ask[i]); + bid.append(task_data->bid[i]); + ask_qty.append(task_data->ask_qty[i]); + bid_qty.append(task_data->bid_qty[i]); + } + + data["ask"] = ask; + data["bid"] = bid; + data["bid_qty"] = bid_qty; + data["ask_qty"] = ask_qty; + + data["data_type"] = (int)task_data->data_type; + data["data_type_v2"] = (int)task_data->data_type_v2; + if (task_data->data_type_v2 == XTP_MARKETDATA_V2_ACTUAL) { + data["total_bid_qty"] = task_data->stk.total_bid_qty; + data["total_ask_qty"] = task_data->stk.total_ask_qty; + data["ma_bid_price"] = task_data->stk.ma_bid_price; + data["ma_ask_price"] = task_data->stk.ma_ask_price; + data["ma_bond_bid_price"] = task_data->stk.ma_bond_bid_price; + data["ma_bond_ask_price"] = task_data->stk.ma_bond_ask_price; + data["yield_to_maturity"] = task_data->stk.yield_to_maturity; + data["iopv"] = task_data->stk.iopv; + data["etf_buy_count"] = task_data->stk.etf_buy_count; + data["etf_sell_count"] = task_data->stk.etf_sell_count; + data["etf_buy_qty"] = task_data->stk.etf_buy_qty; + data["etf_buy_money"] = task_data->stk.etf_buy_money; + data["etf_sell_qty"] = task_data->stk.etf_sell_qty; + data["etf_sell_money"] = task_data->stk.etf_sell_money; + data["total_warrant_exec_qty"] = task_data->stk.total_warrant_exec_qty; + data["warrant_lower_price"] = task_data->stk.warrant_lower_price; + data["warrant_upper_price"] = task_data->stk.warrant_upper_price; + data["cancel_buy_count"] = task_data->stk.cancel_buy_count; + data["cancel_sell_count"] = task_data->stk.cancel_sell_count; + data["cancel_buy_qty"] = task_data->stk.cancel_buy_qty; + data["cancel_sell_qty"] = task_data->stk.cancel_sell_qty; + data["cancel_buy_money"] = task_data->stk.cancel_buy_money; + data["cancel_sell_money"] = task_data->stk.cancel_sell_money; + data["total_buy_count"] = task_data->stk.total_buy_count; + data["total_sell_count"] = task_data->stk.total_sell_count; + data["duration_after_buy"] = task_data->stk.duration_after_buy; + data["duration_after_sell"] = task_data->stk.duration_after_sell; + data["num_bid_orders"] = task_data->stk.num_bid_orders; + data["num_ask_orders"] = task_data->stk.num_ask_orders; + data["pre_iopv"] = task_data->stk.pre_iopv; + data["r1"] = task_data->stk.r1; + data["r2"] = task_data->stk.r2; + } + else if (task_data->data_type_v2 == XTP_MARKETDATA_V2_OPTION) { + data["auction_price"] = task_data->opt.auction_price; + data["auction_qty"] = task_data->opt.auction_qty; + data["last_enquiry_time"] = task_data->opt.last_enquiry_time; + } + else if (task_data->data_type_v2 == XTP_MARKETDATA_V2_BOND) + { + data["total_bid_qty"] = task_data->bond.total_bid_qty; + data["total_ask_qty"] = task_data->bond.total_ask_qty; + data["ma_bid_price"] = task_data->bond.ma_bid_price; + data["ma_ask_price"] = task_data->bond.ma_ask_price; + data["ma_bond_bid_price"] = task_data->bond.ma_bond_bid_price; + data["ma_bond_ask_price"] = task_data->bond.ma_bond_ask_price; + data["yield_to_maturity"] = task_data->bond.yield_to_maturity; + data["match_lastpx"] = task_data->bond.match_lastpx; + data["ma_bond_price"] = task_data->bond.ma_bond_price; + data["match_qty"] = task_data->bond.match_qty; + data["match_turnover"] = task_data->bond.match_turnover; + data["r4"] = task_data->bond.r4; + data["r5"] = task_data->bond.r5; + data["r6"] = task_data->bond.r6; + data["r7"] = task_data->bond.r7; + data["r8"] = task_data->bond.r8; + data["cancel_buy_count"] = task_data->bond.cancel_buy_count; + data["cancel_sell_count"] = task_data->bond.cancel_sell_count; + data["cancel_buy_qty"] = task_data->bond.cancel_buy_qty; + data["cancel_sell_qty"] = task_data->bond.cancel_sell_qty; + data["cancel_buy_money"] = task_data->bond.cancel_buy_money; + data["cancel_sell_money"] = task_data->bond.cancel_sell_money; + data["total_buy_count"] = task_data->bond.total_buy_count; + data["total_sell_count"] = task_data->bond.total_sell_count; + data["duration_after_buy"] = task_data->bond.duration_after_buy; + data["duration_after_sell"] = task_data->bond.duration_after_sell; + data["num_bid_orders"] = task_data->bond.num_bid_orders; + data["num_ask_orders"] = task_data->bond.num_ask_orders; + data["instrument_status"] = addEndingChar(task_data->bond.instrument_status); + } + + //data["r4"] = task_data->r4; + + delete task->task_data; + } + + this->onRebuildMarketData(data); + delete task; +} + + ///------------------------------------------------------------------------------------- /// ///------------------------------------------------------------------------------------- @@ -1410,9 +2007,58 @@ void QuoteApi::setHeartBeatInterval(int interval) this->api->SetHeartBeatInterval(interval); }; +void QuoteApi::setUDPRecvThreadAffinity(int32_t cpu_no) +{ + this->api->SetUDPRecvThreadAffinity(cpu_no); +}; + +void QuoteApi::setUDPRecvThreadAffinityArray(boost::python::list tickerList,int count) +{ + int listLength = boost::python::len(tickerList); + if(listLength <= 0) + return; + int32_t *myreqList = new int32_t[listLength]; + for(int i=0;iapi->SetUDPRecvThreadAffinityArray(myreqList, count); + + delete[] myreqList; + myreqList = NULL; +}; + +void QuoteApi::setUDPParseThreadAffinity(int32_t cpu_no) +{ + this->api->SetUDPParseThreadAffinity(cpu_no); +}; + +void QuoteApi::setUDPParseThreadAffinityArray(boost::python::list tickerList,int count) +{ + int listLength = boost::python::len(tickerList); + if(listLength <= 0) + return; + int32_t *myreqList = new int32_t[listLength]; + for(int i=0;iapi->SetUDPParseThreadAffinityArray(myreqList, count); + + delete[] myreqList; + myreqList = NULL; +}; + +void QuoteApi::setUDPSeqLogOutPutFlag(bool flag) +{ + this->api->SetUDPSeqLogOutPutFlag(flag); +}; + int QuoteApi::subscribeMarketData(boost::python::list tickerList,int count, int exchange) { int listLength = boost::python::len(tickerList); + if(listLength <= 0) + return -1; char **myreqList = new char *[listLength]; for(int i=0;iapi->UnSubscribeAllTickByTick((XTP_EXCHANGE_TYPE)exchange); }; -int QuoteApi::login(string ip, int port, string user, string password, int socktype) +int QuoteApi::login(string ip, int port, string user, string password, int socktype,string local_ip) { - int i = this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype); + int i = this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype,local_ip.c_str()); return i; }; @@ -1574,6 +2230,8 @@ int QuoteApi::queryAllTickers(int exchange) int QuoteApi::queryTickersPriceInfo(boost::python::list tickerList,int count, int exchange) { int listLength = boost::python::len(tickerList); + if(listLength <= 0) + return -1; //printf("listLength:%d\n",listLength); char **myreqList = new char *[listLength]; for(int i=0;iapi->QueryAllTickersFullInfo((XTP_EXCHANGE_TYPE) exchange); + return i; +} +int QuoteApi::queryAllNQTickersFullInfo() + { + return this->api->QueryAllNQTickersFullInfo(); +} int QuoteApi::subscribeAllOptionMarketData(int exchange) { @@ -1636,6 +2302,41 @@ int QuoteApi::unSubscribeAllOptionTickByTick(int exchange) return i; }; +int QuoteApi::loginToRebuildQuoteServer(string ip, int port, string user, string password, int sock_type, string local_ip) +{ + int i = this->api->LoginToRebuildQuoteServer(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)sock_type, local_ip.c_str()); + return i; +} + +int QuoteApi::logoutFromRebuildQuoteServer() +{ + int i = this->api->LogoutFromRebuildQuoteServer(); + return i; +} + +int QuoteApi::requestRebuildQuote(dict req) +{ + XTPQuoteRebuildReq myreq = XTPQuoteRebuildReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + getInt(req, "request_id", &myreq.request_id); + int data_type; + int exchange_id; + int channel_number; + getInt(req, "data_type", &data_type); + getInt(req, "exchange_id", &exchange_id); + getInt16(req, "channel_number", &myreq.channel_number); + getInt64(req, "begin", &myreq.begin); + getInt64(req, "end", &myreq.end); + + myreq.data_type = (XTP_QUOTE_REBUILD_DATA_TYPE)data_type; + myreq.exchange_id = (XTP_EXCHANGE_TYPE)exchange_id; + + int ret = api->RequestRebuildQuote(&myreq); + + return ret; +} + ///------------------------------------------------------------------------------------- ///Boost.Pythonװ ///------------------------------------------------------------------------------------- @@ -1666,6 +2367,18 @@ struct QuoteApiWrap : QuoteApi, wrapper < QuoteApi > } }; + virtual void onTickByTickLossRange(int begin_seq, int end_seq) + { + try + { + this->get_override("onTickByTickLossRange")(begin_seq, end_seq); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + virtual void onSubMarketData(dict data, dict error, bool last) { try @@ -1702,6 +2415,18 @@ struct QuoteApiWrap : QuoteApi, wrapper < QuoteApi > } }; + virtual void onETFIOPVData(dict data) + { + try + { + this->get_override("onETFIOPVData")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + virtual void onSubOrderBook(dict data, dict error, bool last) { try @@ -1944,12 +2669,84 @@ struct QuoteApiWrap : QuoteApi, wrapper < QuoteApi > PyErr_Print(); } }; + + virtual void onQueryAllTickersFullInfo(dict data, dict error, bool last) { + PyLock lock; + + try { + this->get_override("onQueryAllTickersFullInfo")(data, error, last); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryAllNQTickersFullInfo(dict data, dict error, bool last) { + PyLock lock; + + try { + this->get_override("onQueryAllNQTickersFullInfo")(data, error, last); + } + catch (error_already_set const &) { + PyErr_Print(); + } + } + + virtual void onRebuildQuoteServerDisconnected(int reason) + { + try + { + this->get_override("onRebuildQuoteServerDisconnected")(reason); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + } + + virtual void onRequestRebuildQuote(dict data) + { + try + { + this->get_override("onRequestRebuildQuote")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + } + + virtual void onRebuildTickByTick(dict data) + { + try + { + this->get_override("onRebuildTickByTick")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + } + + virtual void onRebuildMarketData(dict data) + { + try + { + this->get_override("onRebuildMarketData")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + } }; + + BOOST_PYTHON_MODULE(vnxtpquote) { - PyEval_InitThreads(); //ʱУ֤ȴGIL + //PyEval_InitThreads(); //ʱУ֤ȴGIL + Py_Initialize(); class_("QuoteApi") .def("createQuoteApi", &QuoteApiWrap::createQuoteApi) @@ -1960,6 +2757,11 @@ BOOST_PYTHON_MODULE(vnxtpquote) .def("getApiLastError", &QuoteApiWrap::getApiLastError) .def("setUDPBufferSize", &QuoteApiWrap::setUDPBufferSize) .def("setHeartBeatInterval", &QuoteApiWrap::setHeartBeatInterval) + .def("setUDPRecvThreadAffinity", &QuoteApiWrap::setUDPRecvThreadAffinity) + .def("setUDPRecvThreadAffinityArray", &QuoteApiWrap::setUDPRecvThreadAffinityArray) + .def("setUDPParseThreadAffinity", &QuoteApiWrap::setUDPParseThreadAffinity) + .def("setUDPParseThreadAffinityArray", &QuoteApiWrap::setUDPParseThreadAffinityArray) + .def("setUDPSeqLogOutPutFlag", &QuoteApiWrap::setUDPSeqLogOutPutFlag) .def("subscribeMarketData", &QuoteApiWrap::subscribeMarketData) .def("unSubscribeMarketData", &QuoteApiWrap::unSubscribeMarketData) .def("subscribeOrderBook", &QuoteApiWrap::subscribeOrderBook) @@ -1977,20 +2779,26 @@ BOOST_PYTHON_MODULE(vnxtpquote) .def("queryAllTickers", &QuoteApiWrap::queryAllTickers) .def("queryTickersPriceInfo", &QuoteApiWrap::queryTickersPriceInfo) .def("queryAllTickersPriceInfo", &QuoteApiWrap::queryAllTickersPriceInfo) - + .def("queryAllTickersFullInfo", &QuoteApiWrap::queryAllTickersFullInfo) + .def("queryAllNQTickersFullInfo", &QuoteApiWrap::queryAllNQTickersFullInfo) .def("subscribeAllOptionMarketData", &QuoteApiWrap::subscribeAllOptionMarketData) .def("unSubscribeAllOptionMarketData", &QuoteApiWrap::unSubscribeAllOptionMarketData) .def("subscribeAllOptionOrderBook", &QuoteApiWrap::subscribeAllOptionOrderBook) .def("unSubscribeAllOptionOrderBook", &QuoteApiWrap::unSubscribeAllOptionOrderBook) .def("subscribeAllOptionTickByTick", &QuoteApiWrap::subscribeAllOptionTickByTick) .def("unSubscribeAllOptionTickByTick", &QuoteApiWrap::unSubscribeAllOptionTickByTick) + .def("loginToRebuildQuoteServer", &QuoteApiWrap::loginToRebuildQuoteServer) + .def("requestRebuildQuote", &QuoteApiWrap::requestRebuildQuote) + .def("logoutFromRebuildQuoteServer", &QuoteApiWrap::logoutFromRebuildQuoteServer) .def("onDisconnected", pure_virtual(&QuoteApiWrap::onDisconnected)) .def("onError", pure_virtual(&QuoteApiWrap::onError)) + .def("onTickByTickLossRange", pure_virtual(&QuoteApiWrap::onTickByTickLossRange)) .def("onSubMarketData", pure_virtual(&QuoteApiWrap::onSubMarketData)) .def("onUnSubMarketData", pure_virtual(&QuoteApiWrap::onUnSubMarketData)) .def("onDepthMarketData", pure_virtual(&QuoteApiWrap::onDepthMarketData)) + .def("onETFIOPVData", pure_virtual(&QuoteApiWrap::onETFIOPVData)) .def("onSubOrderBook", pure_virtual(&QuoteApiWrap::onSubOrderBook)) .def("onUnSubOrderBook", pure_virtual(&QuoteApiWrap::onUnSubOrderBook)) .def("onOrderBook", pure_virtual(&QuoteApiWrap::onOrderBook)) @@ -2005,6 +2813,12 @@ BOOST_PYTHON_MODULE(vnxtpquote) .def("onUnSubscribeAllTickByTick", pure_virtual(&QuoteApiWrap::onUnSubscribeAllTickByTick)) .def("onQueryAllTickers", pure_virtual(&QuoteApiWrap::onQueryAllTickers)) .def("onQueryTickersPriceInfo", pure_virtual(&QuoteApiWrap::onQueryTickersPriceInfo)) + .def("onQueryAllTickersFullInfo", &QuoteApiWrap::onQueryAllTickersFullInfo) + .def("onQueryAllNQTickersFullInfo", &QuoteApiWrap::onQueryAllNQTickersFullInfo) + .def("onRebuildQuoteServerDisconnected", &QuoteApiWrap::onRebuildQuoteServerDisconnected) + .def("onRequestRebuildQuote", &QuoteApiWrap::onRequestRebuildQuote) + .def("onRebuildTickByTick", &QuoteApiWrap::onRebuildTickByTick) + .def("onRebuildMarketData", &QuoteApiWrap::onRebuildMarketData) .def("onSubscribeAllOptionMarketData", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionMarketData)) .def("onUnSubscribeAllOptionMarketData", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionMarketData)) diff --git a/source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/vnxtpquote.h b/source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/vnxtpquote.h similarity index 79% rename from source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/vnxtpquote.h rename to source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/vnxtpquote.h index 9ca9074..cd09dc2 100644 --- a/source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/vnxtpquote.h +++ b/source/Linux/xtp_api_python3_2.2.42.1/vnxtpquote/vnxtpquote.h @@ -56,6 +56,15 @@ using namespace boost; #define ONUNSUBSCRIBEALLOPTIONORDERBOOK 23 #define ONSUBSCRIBEALLOPTIONTICKBYTICK 24 #define ONUNSUBSCRIBEALLOPTIONTICKBYTICK 25 +#define ONQUERYALLTICKERSFULLINFO 26 +#define ONREBUILDQUOTESERVERDISCONNECTED 27 +#define ONREQUESTREBUILDQUOTE 28 +#define ONREBUILDTICKBYTICK 29 +#define ONREBUILDMARKETDATA 30 + +#define ONQUERYALLNQTICKERSFULLINFO 31 +#define ONTICKBYTICKLOSSRANGE 32 +#define ONETFIOPVDATA 33 ///------------------------------------------------------------------------------------- ///APIеIJ @@ -109,15 +118,15 @@ class ConcurrentQueue { private: queue the_queue; //׼ - mutable mutex the_mutex; //boost - condition_variable the_condition_variable; //boost + mutable boost::mutex the_mutex; //boost + boost::condition_variable the_condition_variable; //boost public: //µ void push(Data const& data) { - mutex::scoped_lock lock(the_mutex); //ȡ + boost::mutex::scoped_lock lock(the_mutex); //ȡ the_queue.push(data); //д lock.unlock(); //ͷ the_condition_variable.notify_one(); //֪ͨȴ߳ @@ -126,14 +135,14 @@ class ConcurrentQueue //ǷΪ bool empty() const { - mutex::scoped_lock lock(the_mutex); + boost::mutex::scoped_lock lock(the_mutex); return the_queue.empty(); } //ȡ Data wait_and_pop() { - mutex::scoped_lock lock(the_mutex); + boost::mutex::scoped_lock lock(the_mutex); while (the_queue.empty()) //Ϊʱ { @@ -160,6 +169,10 @@ void getChar(dict d, string key, char* value); //ֵлȡijֵӦֵַṹֵ void getStr(dict d, string key, char* value); +void getInt64(dict d, string key, int64_t *value); + +void getInt16(dict d, string key, int16_t *value); + ///------------------------------------------------------------------------------------- ///C++ SPIĻصʵ @@ -170,14 +183,14 @@ class QuoteApi : public XTP::API::QuoteSpi { private: XTP::API::QuoteApi* api; //API - thread *task_thread; //ָ߳루pythonݣ + boost::thread *task_thread; //ָ߳루pythonݣ ConcurrentQueue task_queue; // public: QuoteApi() { function0 f = boost::bind(&QuoteApi::processTask, this); - thread t(f); + boost::thread t(f); this->task_thread = &t; }; @@ -200,6 +213,12 @@ class QuoteApi : public XTP::API::QuoteSpi ///@remark ˺ֻڷʱŻãһû virtual void OnError(XTPRI *error_info); + ///ʶӦ + ///@param begin_seq ʳֶʱޣһ£ + ///@param end_seq ʳֶʱޣһ£ + ///@remark ˺ֻʷʱŻеãһ£ʾʧһע˰Ϊݰ1߶ + virtual void OnTickByTickLossRange(int begin_seq, int end_seq); + ///Ӧ ///@param ticker ϸĺԼ ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд @@ -225,6 +244,10 @@ class QuoteApi : public XTP::API::QuoteSpi ///@remark ҪٷأϢʱᴥ virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count); + /// ETFIOPV֪ͨ + /// @param iopv ETFIJολֵݣҪٷأϢʱᴥ + virtual void OnETFIOPVData(IOPV *iopv); + ///鶩Ӧ ///@param ticker ϸĺԼ ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд @@ -342,6 +365,38 @@ class QuoteApi : public XTP::API::QuoteSpi ///@remark Ҫٷ virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); + ///ѯԼ̬ϢӦ + ///@param ticker_info Լ̬Ϣ + ///@param error_info ѯԼ̬ϢʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param is_last Ƿ˴βѯԼ̬ϢһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ + virtual void OnQueryAllTickersFullInfo(XTPQFI* ticker_info, XTPRI *error_info, bool is_last); + + ///ѯԼ̬ϢӦ + ///@param ticker_info Լ̬Ϣ + ///@param error_info ѯԼ̬ϢʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param is_last Ƿ˴βѯԼ̬ϢһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ + virtual void OnQueryAllNQTickersFullInfo(XTPNQFI* ticker_info, XTPRI *error_info, bool is_last); + + ///ͻزͨӶϿʱ÷á + ///@param reason ԭӦ + ///@remark apiԶ߷ʱûѡزϢᶨʱߣעҪزʱűӣ޻زʱ½ + virtual void OnRebuildQuoteServerDisconnected(int reason); + + ///زָƵӦ + ///@param rebuild_result زʱãزʧܣmsgʾʧԭ + ///@remark Ҫٷأڻزݷͽã̫࣬һ޷ز꣬ôrebuild_result.result_code = XTP_REBUILD_RET_PARTLYʱҪݻزز + virtual void OnRequestRebuildQuote(XTPQuoteRebuildResultRsp* rebuild_result) ; + + ///ز + ///@param tbt_data ز + ///@remark Ҫٷأ˺OnTickByTickһ߳ڣOnRequestRebuildQuote()֮ǰص + virtual void OnRebuildTickByTick(XTPTBT *tbt_data); + + ///زĿ + ///@param md_data ز + ///@remark Ҫٷأ˺OnDepthMarketDataһ߳ڣOnRequestRebuildQuote()֮ǰص + virtual void OnRebuildMarketData(XTPMD *md_data); + //------------------------------------------------------------------------------------- //task //------------------------------------------------------------------------------------- @@ -352,12 +407,16 @@ class QuoteApi : public XTP::API::QuoteSpi void processError(Task *task); + void processTickByTickLossRange(Task *task); + void processSubMarketData(Task *task); void processUnSubMarketData(Task *task); void processDepthMarketData(Task *task); + void processETFIOPVData(Task *task); + void processSubOrderBook(Task *task); void processUnSubOrderBook(Task *task); @@ -386,7 +445,17 @@ class QuoteApi : public XTP::API::QuoteSpi void processQueryTickersPriceInfo(Task *task); + void processQueryAllTickersFullInfo(Task *task); + + void processQueryAllNQTickersFullInfo(Task *task); + + void processRebuildQuoteServerDisconnected(Task *task); + + void processRequestRebuildQuote(Task *task); + void processRebuildTickByTick(Task *task); + + void processRebuildMarketData(Task *task); void processSubscribeAllOptionMarketData(Task *task); @@ -412,12 +481,16 @@ class QuoteApi : public XTP::API::QuoteSpi virtual void onError(dict data) {}; + virtual void onTickByTickLossRange(int begin_seq, int end_seq) {}; + virtual void onSubMarketData(dict data, dict error, bool last) {}; virtual void onUnSubMarketData(dict data, dict error, bool last) {}; virtual void onDepthMarketData(dict data,boost::python::list bid1_qty_list,int bid1_count,int max_bid1_count,boost::python::list ask1_qty_list,int ask1_count,int max_ask1_count) {}; + virtual void onETFIOPVData(dict data) {}; + virtual void onSubOrderBook(dict data, dict error, bool last) {}; virtual void onUnSubOrderBook(dict data, dict error, bool last) {}; @@ -446,7 +519,17 @@ class QuoteApi : public XTP::API::QuoteSpi virtual void onQueryTickersPriceInfo(dict data, dict error, bool last) {}; + virtual void onQueryAllTickersFullInfo(dict data, dict error, bool last) {}; + + virtual void onQueryAllNQTickersFullInfo(dict data, dict error, bool last) {}; + + virtual void onRebuildQuoteServerDisconnected(int reason) {}; + virtual void onRequestRebuildQuote(dict data) {}; + + virtual void onRebuildTickByTick(dict data) {}; + + virtual void onRebuildMarketData(dict data) {}; virtual void onSubscribeAllOptionMarketData(int exchange_id,dict error) {}; @@ -464,7 +547,7 @@ class QuoteApi : public XTP::API::QuoteSpi //req:ֵ //------------------------------------------------------------------------------------- - void createQuoteApi(int clientid, string path, int log_level = XTP_LOG_LEVEL_DEBUG); + void createQuoteApi(int clientid, string path, int log_level); void release(); @@ -480,6 +563,16 @@ class QuoteApi : public XTP::API::QuoteSpi void setHeartBeatInterval(int interval); + void setUDPRecvThreadAffinity(int32_t cpu_no); + + void setUDPRecvThreadAffinityArray(boost::python::list tickerList,int count); + + void setUDPParseThreadAffinity(int32_t cpu_no); + + void setUDPParseThreadAffinityArray(boost::python::list tickerList,int count); + + void setUDPSeqLogOutPutFlag(bool flag); + int subscribeMarketData(boost::python::list tickerList,int count, int exchange); int unSubscribeMarketData(boost::python::list tickerList,int count, int exchange); @@ -504,7 +597,7 @@ class QuoteApi : public XTP::API::QuoteSpi int unSubscribeAllTickByTick(int exchange = 3); - int login(string ip, int port, string user, string password, int socktype); + int login(string ip, int port, string user, string password, int socktype,string local_ip); int logout(); @@ -514,8 +607,9 @@ class QuoteApi : public XTP::API::QuoteSpi int queryAllTickersPriceInfo(); + int queryAllTickersFullInfo(int exchange); - + int queryAllNQTickersFullInfo(); int subscribeAllOptionMarketData(int exchange = XTP_EXCHANGE_UNKNOWN); @@ -528,4 +622,10 @@ class QuoteApi : public XTP::API::QuoteSpi int subscribeAllOptionTickByTick(int exchange = XTP_EXCHANGE_UNKNOWN); int unSubscribeAllOptionTickByTick(int exchange = XTP_EXCHANGE_UNKNOWN); + + int loginToRebuildQuoteServer(string ip, int port, string user, string password, int sock_type, string local_ip); + + int logoutFromRebuildQuoteServer(); + + int requestRebuildQuote(dict req); }; diff --git a/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/dllmain.cpp b/source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/dllmain.cpp similarity index 100% rename from source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/dllmain.cpp rename to source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/dllmain.cpp diff --git a/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/stdafx.cpp b/source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/stdafx.cpp similarity index 100% rename from source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/stdafx.cpp rename to source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/stdafx.cpp diff --git a/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/stdafx.h b/source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/stdafx.h similarity index 100% rename from source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/stdafx.h rename to source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/stdafx.h diff --git a/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/targetver.h b/source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/targetver.h similarity index 100% rename from source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/targetver.h rename to source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/targetver.h diff --git a/source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/vnxtptrader.cpp b/source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/vnxtptrader.cpp new file mode 100644 index 0000000..6ef9ff1 --- /dev/null +++ b/source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/vnxtptrader.cpp @@ -0,0 +1,5797 @@ +// vnctpmd.cpp : DLL Ӧóĵ +// +//#include "stdafx.h" +#include "vnxtptrader.h" + +///------------------------------------------------------------------------------------- +///PythonC++תõĺ +///------------------------------------------------------------------------------------- + +// Ƕ׽ṹ-intʹ +void getNestedDictValue(dict d, string key1, string key2, int *value) { + if (d.has_key(key1)) { //ֵǷڸüֵ + dict o1 = (dict)d[key1]; //ȡüֵ + if (o1.has_key(key2)) { + object o2 = o1[key2]; //ȡüֵ + extract x(o2); //ȡ + if (x.check()) { //ȡ + *value = x(); //Ŀָ븳ֵ + } + } + } +} + +// Ƕ׽ṹ-ַʹ +void getNestedDictChar(dict d, string key1, string key2, char *value) { + if (d.has_key(key1)) { //ֵǷڸüֵ + dict o1 = (dict)d[key1]; //ȡüֵ + if (o1.has_key(key2)) { + object o2 = o1[key2]; //ȡüֵ + extract x(o2); //ȡ + if (x.check()) { //ȡ + string s = x(); + const char *buffer = s.c_str(); +#ifdef WIN32 + strcpy_s(value, strlen(buffer) + 1, buffer); +#else + strncpy(value, buffer, strlen(buffer) + 1); +#endif + } + } + } +} + +// Ƕ׽ṹ-ַʹ +void getNestedDictChar2(dict d, string key1, string key2, string key3, char *value, int index) { + if (d.has_key(key1)) { //ֵǷڸüֵ + dict o1 = (dict)d[key1]; //ȡüֵ + if (o1.has_key(key2)) { + dict o2 = (dict)(((boost::python::list)o1[key2])[index]); //ȡüֵ + if (o2.has_key(key3)) { + object o3 = o2[key3]; //ȡüֵ + extract x(o3); //ȡ + if (x.check()) { //ȡ + string s = x(); + const char *buffer = s.c_str(); +#ifdef WIN32 + strcpy_s(value, strlen(buffer) + 1, buffer); +#else + strncpy(value, buffer, strlen(buffer) + 1); +#endif + } + } + } + } +} + +// Ƕ׽ṹ-intʹ +void getNestedDictValue2(dict d, string key1, string key2, string key3, int *value, int index) +{ + if (d.has_key(key1)) { //ֵǷڸüֵ + dict o1 = (dict)d[key1]; //ȡüֵ + if (o1.has_key(key2)) { + dict o2 = (dict)(((boost::python::list)o1[key2])[index]); //ȡüֵ + if (o2.has_key(key3)) { + object o3 = o2[key3]; //ȡüֵ + extract x(o3); //ȡ + if (x.check()) { //ȡ + *value = x(); //Ŀָ븳ֵ + } + } + } + } +} + +void getInt(dict d, string key, int *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +}; + +void getUint64(dict d, string key, uint64_t *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +}; + +void getUint32(dict d, string key, uint32_t *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +}; + +void getInt64(dict d, string key, int64_t *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +}; + +void getDouble(dict d, string key, double *value) +{ + if (d.has_key(key)) + { + object o = d[key]; + extract x(o); + if (x.check()) + { + *value = x(); + } + } +}; + +void getStr(dict d, string key, char *value) +{ + if (d.has_key(key)) + { + object o = d[key]; + extract x(o); + if (x.check()) + { + string s = x(); + const char *buffer = s.c_str(); + //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ + //+1ӦΪC++ַĽβţرȷ1 +#ifdef _MSC_VER //WIN32 + strcpy_s(value, strlen(buffer) + 1, buffer); +#elif __GNUC__ + strncpy(value, buffer, strlen(buffer) + 1); +#endif + } + } +}; + +void getChar(dict d, string key, char *value) +{ + if (d.has_key(key)) + { + object o = d[key]; + extract x(o); + if (x.check()) + { + string s = x(); + const char *buffer = s.c_str(); + *value = *buffer; + } + } +}; + +string addEndingChar(char *value) +{ + string endStr = value; + return endStr; +} + +///------------------------------------------------------------------------------------- +///C++Ļصݱ浽 +///------------------------------------------------------------------------------------- + +void TraderApi::OnDisconnected(uint64_t session_id, int reason) +{ + Task* task = new Task(); + task->task_name = ONDISCONNECTED; + task->addtional_int = session_id; //ֶ޸ + task->task_id = reason; + this->task_queue.push(task); +}; + +void TraderApi::OnError(XTPRI *error_info) +{ + Task* task = new Task(); + task->task_name = ONERROR; + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + this->task_queue.push(task); +}; + +void TraderApi::OnQueryAccountTradeMarket(int trade_location, XTPRI *error_info, int request_id, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYACCOUNTTRADEMARKET; + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->reason = trade_location; + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONORDEREVENT; + + if (order_info) + { + XTPOrderInfo *task_data = new XTPOrderInfo(); + *task_data = *order_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + + this->task_queue.push(task); +}; + +void TraderApi::OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONTRADEEVENT; + + if (trade_info) + { + XTPTradeReport *task_data = new XTPTradeReport(); + *task_data = *trade_info; + task->task_data = task_data; + } + + task->addtional_int = session_id; + + this->task_queue.push(task); +}; + +void TraderApi::OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONCANCELORDERERROR; + + if (cancel_info) + { + XTPOrderCancelInfo *task_data = new XTPOrderCancelInfo(); + *task_data = *cancel_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + + this->task_queue.push(task); +}; + +void TraderApi::OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYORDER; + + if (order_info) + { + XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); + *task_data = *order_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryOrderEx(XTPOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYORDEREX; + + if (order_info) + { + XTPOrderInfoEx* task_data = new XTPOrderInfoEx(); + *task_data = *order_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); + +} + +void TraderApi::OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYORDERBYPAGE; + + if (order_info) + { + XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); + *task_data = *order_info; + task->task_data = task_data; + } + + task->addtional_int_two = req_count; + task->addtional_int_three = order_sequence; + task->addtional_int_four = query_reference; + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryOrderByPageEx(XTPOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYORDERBYPAGEEX; + + if (order_info) + { + XTPOrderInfoEx* task_data = new XTPOrderInfoEx(); + *task_data = *order_info; + task->task_data = task_data; + } + + task->addtional_int_two = req_count; + task->addtional_int_three = order_sequence; + task->addtional_int_four = query_reference; + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYTRADE; + + if (trade_info) + { + XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); + *task_data = *trade_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYTRADEBYPAGE; + + if (trade_info) + { + XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); + *task_data = *trade_info; + task->task_data = task_data; + } + + task->addtional_int_two = req_count; + task->addtional_int_three = trade_sequence; + task->addtional_int_four = query_reference; + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYPOSITION; + if (position) + { + XTPQueryStkPositionRsp *task_data = new XTPQueryStkPositionRsp(); + *task_data = *position; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYASSET; + + if (asset) + { + XTPQueryAssetRsp *task_data = new XTPQueryAssetRsp(); + *task_data = *asset; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYSTRUCTUREDFUND; + + if (fund_info) + { + XTPStructuredFundInfo *task_data = new XTPStructuredFundInfo(); + *task_data = *fund_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYFUNDTRANSFER; + + if (fund_transfer_info) + { + XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); + *task_data = *fund_transfer_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONFUNDTRANSFER; + + if (fund_transfer_info) + { + XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); + *task_data = *fund_transfer_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYETF; + + if (etf_info) + { + XTPQueryETFBaseRsp *task_data = new XTPQueryETFBaseRsp(); + *task_data = *etf_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYETFBASKET; + + if (etf_component_info) + { + XTPQueryETFComponentRsp *task_data = new XTPQueryETFComponentRsp(); + *task_data = *etf_component_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYIPOINFOLIST; + + if (ipo_info) + { + XTPQueryIPOTickerRsp *task_data = new XTPQueryIPOTickerRsp(); + *task_data = *ipo_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYIPOQUOTAINFO; + + if (quota_info) + { + XTPQueryIPOQuotaRsp *task_data = new XTPQueryIPOQuotaRsp(); + *task_data = *quota_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryBondIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYBONDIPOINFOLIST; + + if (ipo_info) + { + XTPQueryIPOTickerRsp *task_data = new XTPQueryIPOTickerRsp(); + *task_data = *ipo_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryBondSwapStockInfo(XTPQueryBondSwapStockRsp *swap_stock_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYBONDSWAPSTOCKINFO; + + if(swap_stock_info) + { + XTPQueryBondSwapStockRsp *task_data = new XTPQueryBondSwapStockRsp; + *task_data = *swap_stock_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYOPTIONAUCTIONINFO; + + if (option_info) + { + XTPQueryOptionAuctionInfoRsp *task_data = new XTPQueryOptionAuctionInfoRsp(); + *task_data = *option_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnCreditCashRepay(XTPCrdCashRepayRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONCREDITCASHREPAY; + if (cash_repay_info) + { + XTPCrdCashRepayRsp *task_data = new XTPCrdCashRepayRsp(); + *task_data = *cash_repay_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditCashRepayInfo(XTPCrdCashRepayInfo * cash_repay_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITCASHREPAYINFO; + if (cash_repay_info) + { + XTPCrdCashRepayInfo *task_data = new XTPCrdCashRepayInfo(); + *task_data = *cash_repay_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditFundInfo(XTPCrdFundInfo * fund_info, XTPRI * error_info, int request_id, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITFUNDINFO; + if (fund_info) + { + XTPCrdFundInfo *task_data = new XTPCrdFundInfo(); + *task_data = *fund_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditDebtInfo(XTPCrdDebtInfo * debt_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITDEBTINFO; + if (debt_info) + { + XTPCrdDebtInfo *task_data = new XTPCrdDebtInfo(); + *task_data = *debt_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditTickerDebtInfo(XTPCrdDebtStockInfo * debt_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITTICKERDEBTINFO; + if (debt_info) + { + XTPCrdDebtStockInfo *task_data = new XTPCrdDebtStockInfo(); + *task_data = *debt_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditAssetDebtInfo(double remain_amount, XTPRI * error_info, int request_id, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITASSETDEBTINFO; + task->remain_amount = remain_amount; + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStkInfo * assign_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITTICKERASSIGNINFO; + if (assign_info) + { + XTPClientQueryCrdPositionStkInfo *task_data = new XTPClientQueryCrdPositionStkInfo(); + *task_data = *assign_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo * stock_info, XTPRI * error_info, int request_id, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITEXCESSSTOCK; + if (stock_info) + { + XTPClientQueryCrdSurplusStkRspInfo *task_data = new XTPClientQueryCrdSurplusStkRspInfo(); + *task_data = *stock_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryMulCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo * stock_info, XTPRI * error_info, int request_id, uint64_t session_id, bool is_last) { + + Task* task = new Task(); + task->task_name = ONQUERYMULCREDITEXCESSSTOCK; + if (stock_info) + { + XTPClientQueryCrdSurplusStkRspInfo *task_data = new XTPClientQueryCrdSurplusStkRspInfo(); + *task_data = *stock_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + task->task_last = is_last; + this->task_queue.push(task); +} + + +void TraderApi::OnCreditExtendDebtDate(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI * error_info, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONCREDITEXTENDDEBTDATE; + if (debt_extend_info) + { + XTPCreditDebtExtendNotice *task_data = new XTPCreditDebtExtendNotice(); + *task_data = *debt_extend_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryCreditExtendDebtDateOrders(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITEXTENDDEBTDATEORDERS; + if (debt_extend_info) + { + XTPCreditDebtExtendNotice *task_data = new XTPCreditDebtExtendNotice(); + *task_data = *debt_extend_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + + this->task_queue.push(task); +} + +void TraderApi::OnQueryCreditFundExtraInfo(XTPCrdFundExtraInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITFUNDEXTRAINFO; + if (fund_info) + { + XTPCrdFundExtraInfo *task_data = new XTPCrdFundExtraInfo(); + *task_data = *fund_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + + this->task_queue.push(task); +} + +void TraderApi::OnQueryCreditPositionExtraInfo(XTPCrdPositionExtraInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITPOSITIONEXTRAINFO; + if (fund_info) + { + XTPCrdPositionExtraInfo *task_data = new XTPCrdPositionExtraInfo(); + *task_data = *fund_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + + this->task_queue.push(task); +} + +void TraderApi::OnCreditCashRepayDebtInterestFee(XTPCrdCashRepayDebtInterestFeeRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONCREDITCASHREPAYDEBTINTERESTFEE; + if (cash_repay_info) + { + XTPCrdCashRepayDebtInterestFeeRsp *task_data = new XTPCrdCashRepayDebtInterestFeeRsp(); + *task_data = *cash_repay_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnCancelOptionCombinedOrderError(XTPOptCombOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONCANCELOPTIONCOMBINEDORDERERROR; + + if (cancel_info) { + XTPOptCombOrderCancelInfo *task_data = new XTPOptCombOrderCancelInfo(); + *task_data = *cancel_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnOptionCombinedOrderEvent(XTPOptCombOrderInfo * order_info, XTPRI * error_info, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONOPTIONCOMBINEDORDEREVENT; + + if (order_info) { + XTPOptCombOrderInfo *task_data = new XTPOptCombOrderInfo(); + *task_data = *order_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnOptionCombinedTradeEvent(XTPOptCombTradeReport * trade_info, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONOPTIONCOMBINEDTRADEEVENT; + + if (trade_info) { + XTPOptCombTradeReport *task_data = new XTPOptCombTradeReport(); + *task_data = *trade_info; + task->task_data = task_data; + } + + + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOptionCombinedOrders(XTPQueryOptCombOrderRsp * order_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDORDERS; + + if (order_info) { + XTPQueryOptCombOrderRsp *task_data = new XTPQueryOptCombOrderRsp(); + *task_data = *order_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOptionCombinedOrdersEx(XTPOptCombOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDORDERSEX; + + if (order_info) + { + XTPOptCombOrderInfoEx *task_data = new XTPOptCombOrderInfoEx(); + *task_data = *order_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOptionCombinedOrdersByPage(XTPQueryOptCombOrderRsp * order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDORDERSBYPAGE; + + if (order_info) { + XTPQueryOptCombOrderRsp *task_data = new XTPQueryOptCombOrderRsp(); + *task_data = *order_info; + task->task_data = task_data; + } + + task->req_count = req_count; + task->order_sequence = order_sequence; + task->query_reference = query_reference; + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryOptionCombinedOrdersByPageEx(XTPOptCombOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDORDERSBYPAGEEX; + + if (order_info) + { + XTPOptCombOrderInfoEx *task_data = new XTPOptCombOrderInfoEx(); + *task_data = *order_info; + task->task_data = task_data; + } + + task->req_count = req_count; + task->order_sequence = order_sequence; + task->query_reference = query_reference; + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryOptionCombinedTrades(XTPQueryOptCombTradeRsp * trade_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDTRADES; + + if (trade_info) { + XTPQueryOptCombTradeRsp *task_data = new XTPQueryOptCombTradeRsp(); + *task_data = *trade_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOptionCombinedTradesByPage(XTPQueryOptCombTradeRsp * trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDTRADESBYPAGE; + + + if (trade_info) { + XTPQueryOptCombTradeRsp *task_data = new XTPQueryOptCombTradeRsp(); + *task_data = *trade_info; + task->task_data = task_data; + } + task->task_id = request_id; + task->task_last = is_last; + task->query_reference = query_reference; + + task->req_count = req_count; + task->trade_sequence = trade_sequence; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOptionCombinedPosition(XTPQueryOptCombPositionRsp * position_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDPOSITION; + + if (position_info) { + XTPQueryOptCombPositionRsp *task_data = new XTPQueryOptCombPositionRsp(); + *task_data = *position_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOptionCombinedStrategyInfo(XTPQueryCombineStrategyInfoRsp * strategy_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDSTRATEGYINFO; + + if (strategy_info) { + XTPQueryCombineStrategyInfoRsp *task_data = new XTPQueryCombineStrategyInfoRsp(); + *task_data = *strategy_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryOptionCombinedExecPosition(XTPQueryOptCombExecPosRsp *position_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDEXECPOSITION; + if (position_info) { + XTPQueryOptCombExecPosRsp *task_data = new XTPQueryOptCombExecPosRsp(); + *task_data = *position_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOtherServerFund(XTPFundQueryRsp *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONQUERYOTHERSERVERFUND; + + if (fund_info) { + XTPFundQueryRsp *task_data = new XTPFundQueryRsp(); + *task_data = *fund_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +////////////////////////algo//////////////////////// +void TraderApi::OnQueryStrategy(XTPStrategyInfoStruct* strategy_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONQUERYSTRATEGY; + if (strategy_info) { + XTPStrategyInfoStruct *task_data = new XTPStrategyInfoStruct(); + *task_data = *strategy_info; + task->task_data = task_data; + } + + if(strategy_param) + task->strategy_param = addEndingChar(strategy_param); + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); + +} + +void TraderApi::OnStrategyStateReport(XTPStrategyStateReportStruct* strategy_state,uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONSTRATEGYASTATEREPORT; + + if (strategy_state) { + XTPStrategyStateReportStruct *task_data = new XTPStrategyStateReportStruct(); + *task_data = *strategy_state; + task->task_data = task_data; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnALGOUserEstablishChannel(char* user, XTPRI* error_info, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONALGOUSERESTABLISHCHANNEL; + + task->user = addEndingChar(user); + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnInsertAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONINSERTALGOORDER; + + if (strategy_info) { + XTPStrategyInfoStruct *task_data = new XTPStrategyInfoStruct(); + *task_data = *strategy_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnCancelAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONCANCELALGOORDER; + + if (strategy_info) { + XTPStrategyInfoStruct *task_data = new XTPStrategyInfoStruct(); + *task_data = *strategy_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnAlgoDisconnected(int reason){ + Task* task = new Task(); + task->task_name = ONALGODISCONNECTED; + + + task->reason = reason; + this->task_queue.push(task); +} + +void TraderApi::OnAlgoConnected(){ + Task* task = new Task(); + task->task_name = ONALGOCONNECTED; + + this->task_queue.push(task); +} + +void TraderApi::OnStrategySymbolStateReport(XTPStrategySymbolStateReport* strategy_symbol_state, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONSTRATEGYSYMBOLSTATEREPORT; + + if (strategy_symbol_state) + { + XTPStrategySymbolStateReport *task_data = new XTPStrategySymbolStateReport(); + *task_data = *strategy_symbol_state; + task->task_data = task_data; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnNewStrategyCreateReport(XTPStrategyInfoStruct* strategy_info, char* strategy_param, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONNEWSTRATEGYCREATEREPORT; + + if (strategy_info) { + XTPStrategyInfoStruct *task_data = new XTPStrategyInfoStruct(); + *task_data = *strategy_info; + task->task_data = task_data; + } + + if(strategy_param) + { + task->strategy_param = addEndingChar(strategy_param); + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnStrategyRecommendation(bool basket_flag, XTPStrategyRecommendationInfo* recommendation_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONSTRATEGYRECOMMENDATION; + task->addtional_bool = basket_flag; + + if (recommendation_info) { + XTPStrategyRecommendationInfo *task_data = new XTPStrategyRecommendationInfo(); + *task_data = *recommendation_info; + task->task_data = task_data; + } + + if (strategy_param) + { + task->strategy_param = addEndingChar(strategy_param); + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnModifyAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONMODIFYALGOORDER; + + if (strategy_info) { + XTPStrategyInfoStruct *task_data = new XTPStrategyInfoStruct(); + *task_data = *strategy_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnPauseAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONPAUSEALGOORDER; + task->addtional_int_two = xtp_strategy_id; + + if (ticker_info) { + XTPStrategyTickerInfo *task_data = new XTPStrategyTickerInfo(); + *task_data = *ticker_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnResumeAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONRESUMEALGOORDER; + task->addtional_int_two = xtp_strategy_id; + + if (ticker_info) { + XTPStrategyTickerInfo *task_data = new XTPStrategyTickerInfo(); + *task_data = *ticker_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +///------------------------------------------------------------------------------------- +///̴߳ӶȡݣתΪpython󣬽 +///------------------------------------------------------------------------------------- + +void TraderApi::processTask() +{ + while (1) + { + Task* task = this->task_queue.wait_and_pop(); + + switch (task->task_name) + { + case ONDISCONNECTED: + { + this->processDisconnected(task); + break; + } + + case ONERROR: + { + this->processError(task); + break; + } + + case ONQUERYACCOUNTTRADEMARKET: + { + this->processQueryAccountTradeMarket(task); + break; + } + + case ONORDEREVENT: + { + this->processOrderEvent(task); + break; + } + + case ONTRADEEVENT: + { + this->processTradeEvent(task); + break; + } + + case ONCANCELORDERERROR: + { + this->processCancelOrderError(task); + break; + } + + case ONQUERYORDER: + { + this->processQueryOrder(task); + break; + } + case ONQUERYORDEREX: + { + this->processQueryOrderEx(task); + break; + } + case ONQUERYORDERBYPAGE: + { + this->processQueryOrderByPage(task); + break; + } + case ONQUERYORDERBYPAGEEX: + { + this->processQueryOrderByPageEx(task); + break; + } + case ONQUERYTRADE: + { + this->processQueryTrade(task); + break; + } + case ONQUERYTRADEBYPAGE: + { + this->processQueryTradeByPage(task); + break; + } + case ONQUERYPOSITION: + { + this->processQueryPosition(task); + break; + } + + case ONQUERYASSET: + { + this->processQueryAsset(task); + break; + } + + + case ONQUERYSTRUCTUREDFUND: + { + this->processQueryStructuredFund(task); + break; + } + + case ONQUERYFUNDTRANSFER: + { + this->processQueryFundTransfer(task); + break; + } + + case ONFUNDTRANSFER: + { + this->processFundTransfer(task); + break; + } + + case ONQUERYETF: + { + this->processQueryETF(task); + break; + } + + case ONQUERYETFBASKET: + { + this->processQueryETFBasket(task); + break; + } + + case ONQUERYIPOINFOLIST: + { + this->processQueryIPOInfoList(task); + break; + } + + case ONQUERYIPOQUOTAINFO: + { + this->processQueryIPOQuotaInfo(task); + break; + } + + case ONQUERYBONDIPOINFOLIST: + { + this->processQueryBondIPOInfoList(task); + break; + } + + case ONQUERYBONDSWAPSTOCKINFO: + { + this->processQueryBondSwapStockInfo(task); + break; + } + + case ONQUERYOPTIONAUCTIONINFO: + { + this->processQueryOptionAuctionInfo(task); + break; + } + + case ONCREDITCASHREPAY: { + this->processCreditCashRepay(task); + break; + } + + case ONQUERYCREDITCASHREPAYINFO: { + this->processQueryCreditCashRepayInfo(task); + break; + } + + case ONQUERYCREDITFUNDINFO: { + this->processQueryCreditFundInfo(task); + break; + } + + case ONQUERYCREDITDEBTINFO: { + this->processQueryCreditDebtInfo(task); + break; + } + + case ONQUERYCREDITTICKERDEBTINFO: { + this->processQueryCreditTickerDebtInfo(task); + break; + } + + case ONQUERYCREDITASSETDEBTINFO: { + this->processQueryCreditAssetDebtInfo(task); + break; + } + + case ONQUERYCREDITTICKERASSIGNINFO: { + this->processQueryCreditTickerAssignInfo(task); + break; + } + + case ONQUERYCREDITEXCESSSTOCK: { + this->processQueryCreditExcessStock(task); + break; + } + case ONQUERYMULCREDITEXCESSSTOCK: { + this->processQueryMulCreditExcessStock(task); + break; + } + + case ONCREDITEXTENDDEBTDATE: { + this->processCreditExtendDebtDate(task); + break; + } + + case ONQUERYCREDITEXTENDDEBTDATEORDERS: { + this->processQueryCreditExtendDebtDateOrders(task); + break; + } + + case ONQUERYCREDITFUNDEXTRAINFO: { + this->processQueryCreditFundExtraInfo(task); + break; + } + + case ONQUERYCREDITPOSITIONEXTRAINFO: { + this->processQueryCreditPositionExtraInfo(task); + break; + } + case ONCREDITCASHREPAYDEBTINTERESTFEE: { + this->processCreditCashRepayDebtInterestFee(task); + break; + } + + case ONOPTIONCOMBINEDORDEREVENT: { + this->processOptionCombinedOrderEvent(task); + break; + } + + case ONOPTIONCOMBINEDTRADEEVENT: { + this->processOptionCombinedTradeEvent(task); + break; + } + + case ONQUERYOPTIONCOMBINEDORDERS: { + this->processQueryOptionCombinedOrders(task); + break; + } + case ONQUERYOPTIONCOMBINEDORDERSEX: + { + this->processQueryOptionCombinedOrdersEx(task); + break; + } + + case ONQUERYOPTIONCOMBINEDORDERSBYPAGE: { + this->processQueryOptionCombinedOrdersByPage(task); + break; + } + case ONQUERYOPTIONCOMBINEDORDERSBYPAGEEX: + { + this->processQueryOptionCombinedOrdersByPageEx(task); + break; + } + + case ONQUERYOPTIONCOMBINEDTRADES: { + this->processQueryOptionCombinedTrades(task); + break; + } + + case ONQUERYOPTIONCOMBINEDTRADESBYPAGE: { + this->processQueryOptionCombinedTradesByPage(task); + break; + } + + case ONQUERYOPTIONCOMBINEDPOSITION: { + this->processQueryOptionCombinedPosition(task); + break; + } + + case ONQUERYOPTIONCOMBINEDSTRATEGYINFO: { + this->processQueryOptionCombinedStrategyInfo(task); + break; + } + case ONCANCELOPTIONCOMBINEDORDERERROR: { + this->processCancelOptionCombinedOrderError(task); + break; + } + case ONQUERYOPTIONCOMBINEDEXECPOSITION: { + this->processQueryOptionCombinedExecPosition(task); + break; + } + case ONQUERYOTHERSERVERFUND: { + this->processQueryOtherServerFund(task); + break; + } + case ONQUERYSTRATEGY: { + this->processQueryStrategy(task); + break; + } + case ONSTRATEGYASTATEREPORT: { + this->processStrategyStateReport(task); + break; + } + case ONALGOUSERESTABLISHCHANNEL: { + this->processALGOUserEstablishChannel(task); + break; + } + case ONINSERTALGOORDER: { + this->processInsertAlgoOrder(task); + break; + } + case ONCANCELALGOORDER: { + this->processCancelAlgoOrder(task); + break; + } + case ONALGODISCONNECTED: { + this->processAlgoDisconnected(task); + break; + }case ONALGOCONNECTED: { + this->processAlgoConnected(task); + break; + } + case ONSTRATEGYSYMBOLSTATEREPORT: + { + this->processStrategySymbolStateReport(task); + break; + } + case ONNEWSTRATEGYCREATEREPORT: + { + this->processNewStrategyCreateReport(task); + break; + } + case ONSTRATEGYRECOMMENDATION: + { + this->processStrategyRecommendation(task); + break; + } + case ONMODIFYALGOORDER: + { + this->processModifyAlgoOrder(task); + break; + } + case ONPAUSEALGOORDER: + { + this->processPauseAlgoOrder(task); + break; + } + case ONRESUMEALGOORDER: + { + this->processResumeAlgoOrder(task); + break; + } + }; + } +}; + +void TraderApi::processDisconnected(Task *task) +{ + PyLock lock; + this->onDisconnected(task->addtional_int, task->task_id); + delete task; +}; + +void TraderApi::processError(Task *task) +{ + PyLock lock; + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onError(error); + delete task; +}; + +void TraderApi::processQueryAccountTradeMarket(Task *task) +{ + PyLock lock; + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + this->onQueryAccountTradeMarket(task->reason, error, task->task_id, task->addtional_int); + delete task; +} + +void TraderApi::processOrderEvent(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPOrderInfo *task_data = (XTPOrderInfo*)task->task_data; + data["cancel_time"] = task_data->cancel_time; + data["update_time"] = task_data->update_time; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["trade_amount"] = task_data->trade_amount; + data["price_type"] = (int)task_data->price_type; + data["order_type"] = task_data->order_type; + data["price"] = task_data->price; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["order_local_id"] = task_data->order_local_id; + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["insert_time"] = task_data->insert_time; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_status"] = (int)task_data->order_status; + data["ticker"] = addEndingChar(task_data->ticker); + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["business_type"] = int(task_data->business_type); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onOrderEvent(data, error, task->addtional_int); + delete task; +}; + +void TraderApi::processTradeEvent(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPTradeReport *task_data = (XTPTradeReport*)task->task_data; + data["branch_pbu"] = addEndingChar(task_data->branch_pbu); + data["trade_amount"] = task_data->trade_amount; + data["exec_id"] = addEndingChar(task_data->exec_id); + data["trade_type"] = task_data->trade_type; + data["order_client_id"] = task_data->order_client_id; + data["order_exch_id"] = addEndingChar(task_data->order_exch_id); + data["price"] = task_data->price; + data["report_index"] = task_data->report_index; + data["local_order_id"] = task_data->local_order_id; + data["trade_time"] = task_data->trade_time; + data["order_xtp_id"] = task_data->order_xtp_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["business_type"] = int(task_data->business_type); + delete task->task_data; + } + + this->onTradeEvent(data, task->addtional_int); + delete task; +}; + +void TraderApi::processCancelOrderError(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPOrderCancelInfo *task_data = (XTPOrderCancelInfo*)task->task_data; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_xtp_id"] = task_data->order_xtp_id; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onCancelOrderError(data, error, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryOrder(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; + data["cancel_time"] = task_data->cancel_time; + data["update_time"] = task_data->update_time; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["trade_amount"] = task_data->trade_amount; + data["price_type"] = (int)task_data->price_type; + data["order_type"] = task_data->order_type; + data["price"] = task_data->price; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["order_local_id"] = addEndingChar(task_data->order_local_id); + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["insert_time"] = task_data->insert_time; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_status"] = (int)task_data->order_status; + data["ticker"] = addEndingChar(task_data->ticker); + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["business_type"] = int(task_data->business_type); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOrder(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryOrderEx(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPOrderInfoEx *task_data = (XTPOrderInfoEx*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["cancel_time"] = task_data->cancel_time; + data["update_time"] = task_data->update_time; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_client_id"] = task_data->order_client_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["market"] = (int)task_data->market; + data["price"] = task_data->price; + data["quantity"] = task_data->quantity; + data["price_type"] = (int)task_data->price_type; + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["business_type"] = int(task_data->business_type); + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = addEndingChar(task_data->order_local_id); + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["order_exch_id"] = task_data->order_exch_id; + data["error_id"] = task_data->order_err_t.error_id; + data["error_msg"] = addEndingChar(task_data->order_err_t.error_msg); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + this->onQueryOrderEx(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryOrderByPage(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; + data["cancel_time"] = task_data->cancel_time; + data["update_time"] = task_data->update_time; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["trade_amount"] = task_data->trade_amount; + data["price_type"] = (int)task_data->price_type; + data["order_type"] = task_data->order_type; + data["price"] = task_data->price; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["order_local_id"] = addEndingChar(task_data->order_local_id); + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["insert_time"] = task_data->insert_time; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_status"] = (int)task_data->order_status; + data["ticker"] = addEndingChar(task_data->ticker); + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["business_type"] = int(task_data->business_type); + delete task->task_data; + } + + + + this->onQueryOrderByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryOrderByPageEx(Task *task) +{ + PyLock lock; + dict data; + + if (task->task_data) + { + XTPOrderInfoEx *task_data = (XTPOrderInfoEx*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["cancel_time"] = task_data->cancel_time; + data["update_time"] = task_data->update_time; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_client_id"] = task_data->order_client_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["market"] = (int)task_data->market; + data["price"] = task_data->price; + data["quantity"] = task_data->quantity; + data["price_type"] = (int)task_data->price_type; + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["business_type"] = int(task_data->business_type); + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = addEndingChar(task_data->order_local_id); + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["order_exch_id"] = task_data->order_exch_id; + data["error_id"] = task_data->order_err_t.error_id; + data["error_msg"] = addEndingChar(task_data->order_err_t.error_msg); + delete task->task_data; + } + this->onQueryOrderByPageEx(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryTrade(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; + data["branch_pbu"] = addEndingChar(task_data->branch_pbu); + data["trade_amount"] = task_data->trade_amount; + data["exec_id"] = addEndingChar(task_data->exec_id); + data["trade_type"] = task_data->trade_type; + data["order_client_id"] = task_data->order_client_id; + data["order_exch_id"] = addEndingChar(task_data->order_exch_id); + data["price"] = task_data->price; + data["report_index"] = task_data->report_index; + data["local_order_id"] = task_data->local_order_id; + data["trade_time"] = task_data->trade_time; + data["order_xtp_id"] = task_data->order_xtp_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["business_type"] = int(task_data->business_type); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryTrade(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryTradeByPage(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; + data["branch_pbu"] = addEndingChar(task_data->branch_pbu); + data["trade_amount"] = task_data->trade_amount; + data["exec_id"] = addEndingChar(task_data->exec_id); + data["trade_type"] = task_data->trade_type; + data["order_client_id"] = task_data->order_client_id; + data["order_exch_id"] = addEndingChar(task_data->order_exch_id); + data["price"] = task_data->price; + data["report_index"] = task_data->report_index; + data["local_order_id"] = task_data->local_order_id; + data["trade_time"] = task_data->trade_time; + data["order_xtp_id"] = task_data->order_xtp_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["business_type"] = (int)(task_data->business_type); + delete task->task_data; + } + + this->onQueryTradeByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryPosition(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryStkPositionRsp *task_data = (XTPQueryStkPositionRsp*)task->task_data; + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); + data["market"] = int(task_data->market); //ֶ޸ + data["total_qty"] = task_data->total_qty; + data["sellable_qty"] = task_data->sellable_qty; + data["avg_price"] = task_data->avg_price; + data["unrealized_pnl"] = task_data->unrealized_pnl; + data["yesterday_position"] = task_data->yesterday_position; + data["purchase_redeemable_qty"] = task_data->purchase_redeemable_qty; + + data["position_direction"] = (int)task_data->position_direction; + data["position_security_type"] = (int)task_data->position_security_type; + data["executable_option"] = task_data->executable_option; + data["lockable_position"] = task_data->lockable_position; + data["executable_underlying"] = task_data->executable_underlying; + data["locked_position"] = task_data->locked_position; + data["usable_locked_position"] = task_data->usable_locked_position; + + data["profit_price"] = task_data->profit_price; + data["buy_cost"] = task_data->buy_cost; + data["profit_cost"] = task_data->profit_cost; + data["market_value"] = task_data->market_value; + + data["margin"] = task_data->margin; + data["last_buy_cost"] = task_data->last_buy_cost; + data["last_profit_cost"] = task_data->last_profit_cost; + + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryPosition(data, error, task->task_id, task->task_last, task->addtional_int); + + delete task; +}; + +void TraderApi::processQueryAsset(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryAssetRsp *task_data = (XTPQueryAssetRsp*)task->task_data; + + data["total_asset"] = task_data->total_asset; + data["buying_power"] = task_data->buying_power; + data["security_asset"] = task_data->security_asset; + data["fund_buy_amount"] = task_data->fund_buy_amount; + data["fund_buy_fee"] = task_data->fund_buy_fee; + data["fund_sell_amount"] = task_data->fund_sell_amount; + data["fund_sell_fee"] = task_data->fund_sell_fee; + data["withholding_amount"] = task_data->withholding_amount; + data["account_type"] = (int)task_data->account_type; + + data["frozen_margin"] = task_data->frozen_margin; + data["frozen_exec_cash"] = task_data->frozen_exec_cash; + data["frozen_exec_fee"] = task_data->frozen_exec_fee; + data["pay_later"] = task_data->pay_later; + data["preadva_pay"] = task_data->preadva_pay; + data["orig_banlance"] = task_data->orig_banlance; + data["banlance"] = task_data->banlance; + data["deposit_withdraw"] = task_data->deposit_withdraw; + data["trade_netting"] = task_data->trade_netting; + data["captial_asset"] = task_data->captial_asset; + data["force_freeze_amount"] = task_data->force_freeze_amount; + data["preferred_amount"] = task_data->preferred_amount; + + data["repay_stock_aval_banlance"] = task_data->repay_stock_aval_banlance; + data["fund_order_data_charges"] = task_data->fund_order_data_charges; + data["fund_cancel_data_charges"] = task_data->fund_cancel_data_charges; + data["exchange_cur_risk_degree"] = task_data->exchange_cur_risk_degree; + data["company_cur_risk_degree"] = task_data->company_cur_risk_degree; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryAsset(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryStructuredFund(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPStructuredFundInfo *task_data = (XTPStructuredFundInfo*)task->task_data; + data["exchange_id"] = (int)task_data->exchange_id; + data["sf_ticker"] = addEndingChar(task_data->sf_ticker); + data["sf_ticker_name"] = addEndingChar(task_data->sf_ticker_name); + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); + data["split_merge_status"] = (int)task_data->split_merge_status; + data["ratio"] = task_data->ratio; + data["min_split_qty"] = task_data->min_split_qty; + data["min_merge_qty"] = task_data->min_merge_qty; + data["net_price"] = task_data->net_price; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryStructuredFund(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryFundTransfer(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; + data["serial_id"] = task_data->serial_id; + data["transfer_type"] = (int)task_data->transfer_type; + data["amount"] = task_data->amount; + data["oper_status"] = (int)task_data->oper_status; + data["transfer_time"] = task_data->transfer_time; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryFundTransfer(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processFundTransfer(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; + data["serial_id"] = task_data->serial_id; + data["transfer_type"] = (int)task_data->transfer_type; + data["amount"] = task_data->amount; + data["oper_status"] = (int)task_data->oper_status; + data["transfer_time"] = task_data->transfer_time; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onFundTransfer(data, error, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryETF(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryETFBaseRsp *task_data = (XTPQueryETFBaseRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["etf"] = addEndingChar(task_data->etf); + data["subscribe_redemption_ticker"] = addEndingChar(task_data->subscribe_redemption_ticker); + data["unit"] = task_data->unit; + data["subscribe_status"] = task_data->subscribe_status; + data["redemption_status"] = task_data->redemption_status; + data["max_cash_ratio"] = task_data->max_cash_ratio; + data["estimate_amount"] = task_data->estimate_amount; + data["cash_component"] = task_data->cash_component; + data["net_value"] = task_data->net_value; + data["total_amount"] = task_data->total_amount; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryETF(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryETFBasket(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryETFComponentRsp *task_data = (XTPQueryETFComponentRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["component_ticker"] = addEndingChar(task_data->component_ticker); + data["component_name"] = addEndingChar(task_data->component_name); + data["quantity"] = task_data->quantity; + data["component_market"] = (int)task_data->component_market; + data["replace_type"] = (int)task_data->replace_type; + data["premium_ratio"] = task_data->premium_ratio; + data["amount"] = task_data->amount; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryETFBasket(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryIPOInfoList(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryIPOTickerRsp *task_data = (XTPQueryIPOTickerRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); + data["ticker_type"] = int(task_data->ticker_type); + data["price"] = task_data->price; + data["unit"] = task_data->unit; + data["qty_upper_limit"] = task_data->qty_upper_limit; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryIPOInfoList(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryIPOQuotaInfo(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryIPOQuotaRsp *task_data = (XTPQueryIPOQuotaRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["tech_quantity"] = (int)task_data->tech_quantity; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryIPOQuotaInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryBondIPOInfoList(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryIPOTickerRsp *task_data = (XTPQueryIPOTickerRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); + data["ticker_type"] = (int)task_data->ticker_type; + data["price"] = task_data->price; + data["unit"] = task_data->unit; + data["qty_upper_limit"] = task_data->qty_upper_limit; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryBondIPOInfoList(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryBondSwapStockInfo(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryBondSwapStockRsp *task_data = (XTPQueryBondSwapStockRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["underlying_ticker"] = addEndingChar(task_data->underlying_ticker); + data["unit"] = task_data->unit; + data["qty_min"] = task_data->qty_min; + data["qty_max"] = task_data->qty_max; + data["swap_price"] = task_data->swap_price; + data["swap_flag"] = task_data->swap_flag; + + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryBondSwapStockInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionAuctionInfo(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryOptionAuctionInfoRsp *task_data = (XTPQueryOptionAuctionInfoRsp*)task->task_data; + data["ticker"] = addEndingChar(task_data->ticker); + data["security_id_source"] = (int)task_data->security_id_source; + data["symbol"] = addEndingChar(task_data->symbol); + data["contract_id"] = addEndingChar(task_data->contract_id); + data["underlying_security_id"] = addEndingChar(task_data->underlying_security_id); + data["underlying_security_id_source"] = (int)task_data->underlying_security_id_source; + + data["list_date"] = task_data->list_date; + data["last_trade_date"] = task_data->last_trade_date; + data["ticker_type"] = (int)task_data->ticker_type; + data["day_trading"] = task_data->day_trading; + + data["call_or_put"] = (int)task_data->call_or_put; + data["delivery_day"] = task_data->delivery_day; + data["delivery_month"] = task_data->delivery_month; + + data["exercise_type"] = (int)task_data->exercise_type; + data["exercise_begin_date"] = task_data->exercise_begin_date; + data["exercise_end_date"] = task_data->exercise_end_date; + data["exercise_price"] = task_data->exercise_price; + + data["qty_unit"] = task_data->qty_unit; + data["contract_unit"] = task_data->contract_unit; + data["contract_position"] = task_data->contract_position; + + data["prev_close_price"] = task_data->prev_close_price; + data["prev_clearing_price"] = task_data->prev_clearing_price; + + data["lmt_buy_max_qty"] = task_data->lmt_buy_max_qty; + data["lmt_buy_min_qty"] = task_data->lmt_buy_min_qty; + data["lmt_sell_max_qty"] = task_data->lmt_sell_max_qty; + data["lmt_sell_min_qty"] = task_data->lmt_sell_min_qty; + data["mkt_buy_max_qty"] = task_data->mkt_buy_max_qty; + data["mkt_buy_min_qty"] = task_data->mkt_buy_min_qty; + data["mkt_sell_max_qty"] = task_data->mkt_sell_max_qty; + data["mkt_sell_min_qty"] = task_data->mkt_sell_min_qty; + + data["price_tick"] = task_data->price_tick; + data["upper_limit_price"] = task_data->upper_limit_price; + data["lower_limit_price"] = task_data->lower_limit_price; + data["sell_margin"] = task_data->sell_margin; + data["margin_ratio_param1"] = task_data->margin_ratio_param1; + data["margin_ratio_param2"] = task_data->margin_ratio_param2; + + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionAuctionInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + + +void TraderApi::processCreditCashRepay(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdCashRepayRsp *task_data = (XTPCrdCashRepayRsp*)task->task_data; + data["xtp_id"] = task_data->xtp_id; + data["request_amount"] = task_data->request_amount; + data["cash_repay_amount"] = task_data->cash_repay_amount; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onCreditCashRepay(data, error, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditCashRepayInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdCashRepayInfo *task_data = (XTPCrdCashRepayInfo*)task->task_data; + data["xtp_id"] = task_data->xtp_id; + data["status"] = (int)task_data->status; + data["request_amount"] = task_data->request_amount; + data["cash_repay_amount"] = task_data->cash_repay_amount; + data["position_effect"] = (int)task_data->position_effect; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditCashRepayInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditFundInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdFundInfo *task_data = (XTPCrdFundInfo*)task->task_data; + data["maintenance_ratio"] = task_data->maintenance_ratio; + data["all_asset"] = task_data->all_asset; + data["all_debt"] = task_data->all_debt; + data["line_of_credit"] = task_data->line_of_credit; + data["guaranty"] = task_data->guaranty; + data["reserved"] = task_data->reserved; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditFundInfo(data, error, task->task_id, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditDebtInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdDebtInfo *task_data = (XTPCrdDebtInfo*)task->task_data; + data["debt_type"] = task_data->debt_type; + data["debt_id"] = addEndingChar(task_data->debt_id); + data["position_id"] = task_data->position_id; + data["order_xtp_id"] = task_data->order_xtp_id; + data["debt_status"] = task_data->debt_status; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["order_date"] = task_data->order_date; + data["end_date"] = task_data->end_date; + data["orig_end_date"] = task_data->orig_end_date; + data["is_extended"] = task_data->is_extended; + data["remain_amt"] = task_data->remain_amt; + data["remain_qty"] = task_data->remain_qty; + data["remain_principal"] = task_data->remain_principal; + data["due_right_qty"] = task_data->due_right_qty; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditDebtInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditTickerDebtInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdDebtStockInfo *task_data = (XTPCrdDebtStockInfo*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["stock_repay_quantity"] = task_data->stock_repay_quantity; + data["stock_total_quantity"] = task_data->stock_total_quantity; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditTickerDebtInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditAssetDebtInfo(Task *task) { + PyLock lock; + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditAssetDebtInfo(task->remain_amount, error, task->task_id, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditTickerAssignInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPClientQueryCrdPositionStkInfo *task_data = (XTPClientQueryCrdPositionStkInfo*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["limit_qty"] = task_data->limit_qty; + data["yesterday_qty"] = task_data->yesterday_qty; + data["left_qty"] = task_data->left_qty; + data["frozen_qty"] = task_data->frozen_qty; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditTickerAssignInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditExcessStock(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPClientQueryCrdSurplusStkRspInfo *task_data = (XTPClientQueryCrdSurplusStkRspInfo*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["transferable_quantity"] = task_data->transferable_quantity; + data["transferred_quantity"] = task_data->transferred_quantity; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditExcessStock(data, error, task->task_id, task->addtional_int); + delete task; +} + + +void TraderApi::processQueryMulCreditExcessStock(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPClientQueryCrdSurplusStkRspInfo *task_data = (XTPClientQueryCrdSurplusStkRspInfo*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["transferable_quantity"] = task_data->transferable_quantity; + data["transferred_quantity"] = task_data->transferred_quantity; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryMulCreditExcessStock(data, error, task->task_id, task->addtional_int, task->task_last); + delete task; +} + +void TraderApi::processCreditExtendDebtDate(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCreditDebtExtendNotice *task_data = (XTPCreditDebtExtendNotice*)task->task_data; + data["xtpid"] = task_data->xtpid; + data["debt_id"] = addEndingChar(task_data->debt_id); + data["oper_status"] = (int)task_data->oper_status; + data["oper_time"] = task_data->oper_time; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onCreditExtendDebtDate(data, error, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditExtendDebtDateOrders(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCreditDebtExtendNotice *task_data = (XTPCreditDebtExtendNotice*)task->task_data; + data["xtpid"] = task_data->xtpid; + data["debt_id"] = addEndingChar(task_data->debt_id); + data["oper_status"] = (int)task_data->oper_status; + data["oper_time"] = task_data->oper_time; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditExtendDebtDateOrders(data, error,task->task_id,task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditFundExtraInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdFundExtraInfo *task_data = (XTPCrdFundExtraInfo*)task->task_data; + data["mf_rs_avl_used"] = task_data->mf_rs_avl_used; + data["security_capital"] = task_data->security_capital; + data["financing_debts"] = task_data->financing_debts; + data["short_sell_debts"] = task_data->short_sell_debts; + data["contract_debts_load"] = task_data->contract_debts_load; + data["reserve"] = addEndingChar(task_data->reserve); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditFundExtraInfo(data, error,task->task_id, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditPositionExtraInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdPositionExtraInfo *task_data = (XTPCrdPositionExtraInfo*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["mf_rs_avl_used"] = task_data->mf_rs_avl_used; + data["reserve"] = addEndingChar(task_data->reserve); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditPositionExtraInfo(data, error,task->task_id,task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processCreditCashRepayDebtInterestFee(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdCashRepayDebtInterestFeeRsp *task_data = (XTPCrdCashRepayDebtInterestFeeRsp*)task->task_data; + data["xtp_id"] = task_data->xtp_id; + data["request_amount"] = task_data->request_amount; + data["cash_repay_amount"] = task_data->cash_repay_amount; + data["debt_compact_id"] = addEndingChar(task_data->debt_compact_id); + data["unknow"] = addEndingChar(task_data->unknow); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onCreditCashRepayDebtInterestFee(data, error, task->addtional_int); + delete task; +} + + + +void TraderApi::processOptionCombinedOrderEvent(Task *task) { + PyLock lock; + dict data; + + if (task->task_data){ + XTPOptCombOrderInfo *task_data = (XTPOptCombOrderInfo*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["update_time"] = task_data->update_time; + data["cancel_time"] = task_data->cancel_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = task_data->order_local_id; + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + } + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onOptionCombinedOrderEvent(data, error,task->addtional_int); + delete task; +} + +void TraderApi::processOptionCombinedTradeEvent(Task *task) { + PyLock lock; + + dict data; + if (task->task_data){ + XTPOptCombTradeReport *task_data = (XTPOptCombTradeReport*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["market"] = (int)task_data->market; + data["local_order_id"] = task_data->local_order_id; + data["exec_id"] = task_data->exec_id; + data["quantity"] = task_data->quantity; + data["trade_time"] = task_data->trade_time; + data["trade_amount"] = task_data->trade_amount; + data["report_index"] = task_data->report_index; + data["order_exch_id"] = task_data->order_exch_id; + data["trade_type"] = task_data->trade_type; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["branch_pbu"] = task_data->branch_pbu; + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + } + + this->onOptionCombinedTradeEvent(data,task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionCombinedOrders(Task *task) { + PyLock lock; + + dict data; + if (task->task_data){ + XTPQueryOptCombOrderRsp *task_data = (XTPQueryOptCombOrderRsp*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["update_time"] = task_data->update_time; + data["cancel_time"] = task_data->cancel_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = task_data->order_local_id; + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] =(int) task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + } + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionCombinedOrders(data, error, task->task_id, task->task_last,task->addtional_int); + delete task; +} + + +void TraderApi::processQueryOptionCombinedOrdersEx(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPOptCombOrderInfoEx *task_data = (XTPOptCombOrderInfoEx*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["update_time"] = task_data->update_time; + data["cancel_time"] = task_data->cancel_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = task_data->order_local_id; + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["order_exch_id"] = task_data->order_exch_id; + data["error_id"] = task_data->order_err_t.error_id; + data["error_msg"] = addEndingChar(task_data->order_err_t.error_msg); + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + + boost::python::list leg_detail_list; + for (int i = 0; i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + this->onQueryOptionCombinedOrdersEx(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionCombinedOrdersByPage(Task *task) { + PyLock lock; + + dict data; + if (task->task_data){ + XTPQueryOptCombOrderRsp *task_data = (XTPQueryOptCombOrderRsp*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["update_time"] = task_data->update_time; + data["cancel_time"] = task_data->cancel_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = task_data->order_local_id; + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + + } + + this->onQueryOptionCombinedOrdersByPage(data, task->req_count, task->order_sequence, task->query_reference, task->task_id, task->task_last,task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionCombinedOrdersByPageEx(Task *task) +{ + PyLock lock; + + dict data; + + if (task->task_data) + { + XTPOptCombOrderInfoEx *task_data = (XTPOptCombOrderInfoEx*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["update_time"] = task_data->update_time; + data["cancel_time"] = task_data->cancel_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = task_data->order_local_id; + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["order_exch_id"] = task_data->order_exch_id; + data["error_id"] = task_data->order_err_t.error_id; + data["error_msg"] = addEndingChar(task_data->order_err_t.error_msg); + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + + boost::python::list leg_detail_list; + for (int i = 0; i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionCombinedOrdersByPageEx(data, task->req_count, task->order_sequence, task->query_reference, task->task_id, task->task_last, task->addtional_int); + delete task; + +} + +void TraderApi::processQueryOptionCombinedTrades(Task *task) { + PyLock lock; + + dict data; + if (task->task_data){ + XTPQueryOptCombTradeRsp *task_data = (XTPQueryOptCombTradeRsp*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["market"] = (int)task_data->market; + data["local_order_id"] = task_data->local_order_id; + data["exec_id"] = task_data->exec_id; + data["quantity"] = task_data->quantity; + data["trade_time"] = task_data->trade_time; + data["trade_amount"] = task_data->trade_amount; + data["report_index"] = task_data->report_index; + data["order_exch_id"] = task_data->order_exch_id; + data["trade_type"] = task_data->trade_type; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["branch_pbu"] = task_data->branch_pbu; + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + } + + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionCombinedTrades(data, error, task->task_id, task->task_last,task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionCombinedTradesByPage(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPQueryOptCombTradeRsp *task_data = (XTPQueryOptCombTradeRsp*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["market"] = (int)task_data->market; + data["local_order_id"] = task_data->local_order_id; + data["exec_id"] = task_data->exec_id; + data["quantity"] = task_data->quantity; + data["trade_time"] = task_data->trade_time; + data["trade_amount"] = task_data->trade_amount; + data["report_index"] = task_data->report_index; + data["order_exch_id"] = task_data->order_exch_id; + data["trade_type"] = task_data->trade_type; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["branch_pbu"] = task_data->branch_pbu; + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + } + + + this->onQueryOptionCombinedTradesByPage(data, task->req_count, task->trade_sequence, task->query_reference, task->task_id, task->task_last,task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionCombinedPosition(Task *task) { + PyLock lock; + + dict data; + if (task->task_data){ + XTPQueryOptCombPositionRsp *task_data = (XTPQueryOptCombPositionRsp*)task->task_data; + data["strategy_id"] = task_data->strategy_id; + data["strategy_name"] = addEndingChar(task_data->strategy_name); + data["market"] = (int)task_data->market; + data["total_qty"] = task_data->total_qty; + data["available_qty"] = task_data->available_qty; + data["yesterday_position"] = task_data->yesterday_position; + data["comb_strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < XTP_STRATEGE_LEG_NUM; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + data["secu_comb_margin"] = task_data->secu_comb_margin; + } + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionCombinedPosition(data, error, task->task_id, task->task_last,task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionCombinedStrategyInfo(Task *task) { + PyLock lock; + + dict data; + if (task->task_data){ + + XTPQueryCombineStrategyInfoRsp *task_data = (XTPQueryCombineStrategyInfoRsp*)task->task_data; + data["strategy_id"] = addEndingChar(task_data->strategy_id); + data["strategy_name"] = addEndingChar(task_data->strategy_name); + data["market"] = (int)task_data->market; + data["leg_num"] = task_data->leg_num; + boost::python::list leg_strategy_list; + + for (int i = 0;i < XTP_STRATEGE_LEG_NUM; i++) + { + dict leg_strategy_dict; + leg_strategy_dict["call_or_put"] = (int)task_data->leg_strategy[i].call_or_put; + leg_strategy_dict["position_side"] = (int)task_data->leg_strategy[i].position_side; + char price_seq = task_data->leg_strategy[i].exercise_price_seq; + leg_strategy_dict["exercise_price_seq"] = price_seq; + leg_strategy_dict["expire_date_seq"] = task_data->leg_strategy[i].expire_date_seq; + leg_strategy_dict["leg_qty"] = task_data->leg_strategy[i].leg_qty; + leg_strategy_list.append(leg_strategy_dict); + } + + data["leg_strategy"] = leg_strategy_list; + data["expire_date_type"] = (int)task_data->expire_date_type; + data["underlying_type"] = (int)task_data->underlying_type; + data["auto_sep_type"] = (int)task_data->auto_sep_type; + } + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionCombinedStrategyInfo(data, error, task->task_id, task->task_last,task->addtional_int); + delete task; +} + + +void TraderApi::processCancelOptionCombinedOrderError(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPOptCombOrderCancelInfo *task_data = (XTPOptCombOrderCancelInfo*)task->task_data; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_xtp_id"] = task_data->order_xtp_id; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onCancelOptionCombinedOrderError(data, error,task->addtional_int); + delete task; +} + + +void TraderApi::processQueryOptionCombinedExecPosition(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPQueryOptCombExecPosRsp *task_data = (XTPQueryOptCombExecPosRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["cntrt_code_1"] = addEndingChar(task_data->cntrt_code_1); + data["cntrt_name_1"] = addEndingChar(task_data->cntrt_name_1); + data["position_side_1"] = (int)task_data->position_side_1; + data["call_or_put_1"] = (int)task_data->call_or_put_1; + data["avl_qty_1"] = task_data->avl_qty_1; + data["orig_own_qty_1"] = task_data->orig_own_qty_1; + data["own_qty_1"] = task_data->own_qty_1; + + data["cntrt_code_2"] = addEndingChar(task_data->cntrt_code_2); + data["cntrt_name_2"] = addEndingChar(task_data->cntrt_name_2); + data["position_side_2"] = (int)task_data->position_side_2; + data["call_or_put_2"] = (int)task_data->call_or_put_2; + data["avl_qty_2"] = task_data->avl_qty_2; + data["orig_own_qty_2"] = task_data->orig_own_qty_2; + data["own_qty_2"] = task_data->own_qty_2; + + data["net_qty"] = task_data->net_qty; + data["order_qty"] = task_data->order_qty; + data["confirm_qty"] = task_data->confirm_qty; + data["avl_qty"] = task_data->avl_qty; + //data["reserved"] = task_data->reserved; + } + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionCombinedExecPosition(data, error,task->task_id, task->task_last,task->addtional_int); + delete task; +} + +void TraderApi::processQueryOtherServerFund(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPFundQueryRsp *task_data = (XTPFundQueryRsp*)task->task_data; + data["amount"] = task_data->amount; + data["query_type"] = (int)task_data->query_type; + } + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOtherServerFund(data, error,task->task_id,task->addtional_int); + delete task; +} + + +//////////algo///////// +void TraderApi::processQueryStrategy(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPStrategyInfoStruct *task_data = (XTPStrategyInfoStruct*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_state; + data["m_client_strategy_id"] = task_data->m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_xtp_strategy_id; + + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + this->onQueryStrategy(data,task->strategy_param, error,task->task_id,task->task_last,task->addtional_int); + delete task; +} + + +void TraderApi::processStrategyStateReport(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPStrategyStateReportStruct *task_data = (XTPStrategyStateReportStruct*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_info.m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_info.m_strategy_state; + data["m_client_strategy_id"] = task_data->m_strategy_info.m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_strategy_info.m_xtp_strategy_id; + + data["m_strategy_qty"] = task_data->m_strategy_qty; + data["m_strategy_ordered_qty"] = task_data->m_strategy_ordered_qty; + data["m_strategy_cancelled_qty"] = task_data->m_strategy_cancelled_qty; + data["m_strategy_execution_qty"] = task_data->m_strategy_execution_qty; + data["m_strategy_unclosed_qty"] = task_data->m_strategy_unclosed_qty; + data["m_strategy_asset"] = task_data->m_strategy_asset; + data["m_strategy_ordered_asset"] = task_data->m_strategy_ordered_asset; + data["m_strategy_execution_asset"] = task_data->m_strategy_execution_asset; + data["m_strategy_execution_price"] = task_data->m_strategy_execution_price; + data["m_strategy_market_price"] = task_data->m_strategy_market_price; + data["m_strategy_price_diff"] = task_data->m_strategy_price_diff; + data["m_strategy_asset_diff"] = task_data->m_strategy_asset_diff; + + data["error_id"] = task_data->m_error_info.error_id; + data["error_msg"] = addEndingChar(task_data->m_error_info.error_msg); + } + + + this->onStrategyStateReport(data,task->addtional_int); + delete task; +} + +void TraderApi::processALGOUserEstablishChannel(Task *task) { + PyLock lock; + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onALGOUserEstablishChannel(task->user, error,task->addtional_int); + delete task; +} + +void TraderApi::processInsertAlgoOrder(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPStrategyInfoStruct *task_data = (XTPStrategyInfoStruct*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_state; + data["m_client_strategy_id"] = task_data->m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_xtp_strategy_id; + + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onInsertAlgoOrder(data, error,task->addtional_int); + delete task; +} + +void TraderApi::processCancelAlgoOrder(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPStrategyInfoStruct *task_data = (XTPStrategyInfoStruct*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_state; + data["m_client_strategy_id"] = task_data->m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_xtp_strategy_id; + + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onCancelAlgoOrder(data, error,task->addtional_int); + delete task; +} + +void TraderApi::processAlgoDisconnected(Task *task) { + PyLock lock; + + this->onAlgoDisconnected(task->reason); + delete task; +} + +void TraderApi::processAlgoConnected(Task *task) { + PyLock lock; + + this->onAlgoConnected(); + delete task; +} + +void TraderApi::processStrategySymbolStateReport(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPStrategySymbolStateReport *task_data = (XTPStrategySymbolStateReport*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_info.m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_info.m_strategy_state; + data["m_client_strategy_id"] = task_data->m_strategy_info.m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_strategy_info.m_xtp_strategy_id; + data["m_ticker"] = addEndingChar(task_data->m_ticker); + data["m_market"] = (int)task_data->m_market; + data["m_side"] = (int)task_data->m_side; + data["m_strategy_qty"] = task_data->m_strategy_qty; + data["m_strategy_ordered_qty"] = task_data->m_strategy_ordered_qty; + data["m_strategy_cancelled_qty"] = task_data->m_strategy_cancelled_qty; + data["m_strategy_execution_qty"] = task_data->m_strategy_execution_qty; + data["m_strategy_buy_qty"] = task_data->m_strategy_buy_qty; + data["m_strategy_sell_qty"] = task_data->m_strategy_sell_qty; + data["m_strategy_unclosed_qty"] = task_data->m_strategy_unclosed_qty; + data["m_strategy_asset"] = task_data->m_strategy_asset; + data["m_strategy_ordered_asset"] = task_data->m_strategy_ordered_asset; + data["m_strategy_execution_asset"] = task_data->m_strategy_execution_asset; + data["m_strategy_buy_asset"] = task_data->m_strategy_buy_asset; + data["m_strategy_sell_asset"] = task_data->m_strategy_sell_asset; + data["m_strategy_unclosed_asset"] = task_data->m_strategy_unclosed_asset; + data["m_strategy_asset_diff"] = task_data->m_strategy_asset_diff; + data["m_strategy_execution_price"] = task_data->m_strategy_execution_price; + data["m_strategy_market_price"] = task_data->m_strategy_market_price; + data["m_strategy_price_diff"] = task_data->m_strategy_price_diff; + data["error_id"] = task_data->m_error_info.error_id; + data["error_msg"] = addEndingChar(task_data->m_error_info.error_msg); + + delete task->task_data; + } + this->onStrategySymbolStateReport(data, task->addtional_int); + delete task; +} + +void TraderApi::processNewStrategyCreateReport(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPStrategyInfoStruct *task_data = (XTPStrategyInfoStruct*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_state; + data["m_client_strategy_id"] = task_data->m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_xtp_strategy_id; + } + + this->onNewStrategyCreateReport(data, task->strategy_param, task->addtional_int); + delete task; +} + +void TraderApi::processStrategyRecommendation(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPStrategyRecommendationInfo *task_data = (XTPStrategyRecommendationInfo*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_type; + data["m_market"] = (int)task_data->m_market; + data["m_ticker"] = addEndingChar(task_data->m_ticker); + data["m_reserved"] = addEndingChar(task_data->m_reserved); + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onStrategyRecommendation(task->addtional_bool, data, task->strategy_param, error, task->task_id,task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processModifyAlgoOrder(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPStrategyInfoStruct *task_data = (XTPStrategyInfoStruct*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_state; + data["m_client_strategy_id"] = task_data->m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_xtp_strategy_id; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onModifyAlgoOrder(data, error, task->addtional_int); + delete task; +} + +void TraderApi::processPauseAlgoOrder(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPStrategyTickerInfo *task_data = (XTPStrategyTickerInfo*)task->task_data; + data["m_ticker"] = addEndingChar(task_data->m_ticker); + data["m_market"] = (int)task_data->m_market; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onPauseAlgoOrder(task->addtional_int_two, data, error, task->task_id, task->addtional_int); + delete task; +} + +void TraderApi::processResumeAlgoOrder(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPStrategyTickerInfo *task_data = (XTPStrategyTickerInfo*)task->task_data; + data["m_ticker"] = addEndingChar(task_data->m_ticker); + data["m_market"] = (int)task_data->m_market; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onResumeAlgoOrder(task->addtional_int_two, data, error, task->task_id, task->addtional_int); + delete task; +} + +///------------------------------------------------------------------------------------- +/// +///------------------------------------------------------------------------------------- + +void TraderApi::createTraderApi(uint8_t clientid, string path, int log_level) +{ + this->api = XTP::API::TraderApi::CreateTraderApi(clientid, path.c_str(),(XTP_LOG_LEVEL)log_level); + this->api->RegisterSpi(this); +}; + +void TraderApi::release() +{ + this->api->Release(); +}; + +int TraderApi::exit() +{ + //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ + this->api->RegisterSpi(NULL); + this->api->Release(); + this->api = NULL; + return 1; +}; + +string TraderApi::getTradingDay() +{ + string ret =""; + const char* p = this->api->GetTradingDay(); + if (p == NULL) + ret = "NULL"; + else + ret = p; + return ret; +}; + +dict TraderApi::getApiLastError() +{ + dict d; + XTPRI *error = this->api->GetApiLastError(); + if(error == NULL) + return d; + + d["error_id"] = error->error_id; + d["error_msg"] = addEndingChar(error->error_msg); + + return d; +} + +string TraderApi::getApiVersion() +{ + string ret =""; + const char* p = this->api->GetApiVersion(); + if (p == NULL) + ret = "NULL"; + else + ret = p; + return ret; +} + +uint8_t TraderApi::getClientIDByXTPID(uint64_t orderid) +{ + return this->api->GetClientIDByXTPID(orderid); +} + +string TraderApi::getAccountByXTPID(uint64_t orderid) +{ + string ret =""; + const char* p = this->api->GetAccountByXTPID(orderid); + if (p == NULL) + ret = "NULL"; + else + ret = p; + + return ret; +} + +void TraderApi::subscribePublicTopic(int type) +{ + this->api->SubscribePublicTopic((XTP_TE_RESUME_TYPE)type); +} + +void TraderApi::setSoftwareKey(string key) +{ + this->api->SetSoftwareKey(key.c_str()); +} + +void TraderApi::setSoftwareVersion(string version) +{ + this->api->SetSoftwareVersion(version.c_str()); +} + +void TraderApi::setHeartBeatInterval(uint32_t interval) +{ + this->api->SetHeartBeatInterval(interval); +}; + +uint64_t TraderApi::login(string ip, int port, string user, string password, int socktype,string local_ip) +{ + return this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype,local_ip.c_str()); +}; + +int TraderApi::logout(uint64_t sessionid) +{ + return this->api->Logout(sessionid); +}; + +int TraderApi::modifyUserTerminalInfo(dict info, uint64_t session_id) +{ + XTPUserTerminalInfoReq myreq = XTPUserTerminalInfoReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(info, "local_ip", myreq.local_ip); + getStr(info, "mac_addr", myreq.mac_addr); + getStr(info, "hd", myreq.hd); + + int term_type; + getInt(info, "term_type", &term_type); + getStr(info, "internet_ip", myreq.internet_ip); + getInt(info, "internet_port", &myreq.internet_port); + getStr(info, "client_version", myreq.client_version); + getStr(info, "macos_sno", myreq.macos_sno); + getStr(info, "unused", myreq.unused); + + myreq.term_type = (XTPTerminalType)term_type; + + return this->api->ModifyUserTerminalInfo(&myreq, session_id); + +} + +int TraderApi::queryAccountTradeMarket(uint64_t session_id, int request_id) +{ + return this->api->QueryAccountTradeMarket(session_id, request_id); +} + +uint64_t TraderApi::getANewOrderXTPID(uint64_t session_id) +{ + return this->api->GetANewOrderXTPID(session_id); +} + + +uint64_t TraderApi::insertOrder(dict req, uint64_t sessionid) +{ + XTPOrderInsertInfo myreq = XTPOrderInsertInfo(); + memset(&myreq, 0, sizeof(myreq)); + getDouble(req, "stop_price", &myreq.stop_price); + getDouble(req, "price", &myreq.price); + getStr(req, "ticker", myreq.ticker); + + getUint32(req, "order_client_id", &myreq.order_client_id); + getUint64(req, "order_xtp_id", &myreq.order_xtp_id); + getInt64(req, "quantity", &myreq.quantity); + + int price_type; + int side; + int position_effect; + int reserved1; + int reserved2; + int market; + int business_type; + getInt(req, "price_type", &price_type); + getInt(req, "side", &side); + getInt(req, "position_effect", &position_effect); + getInt(req, "reserved1", &reserved1); + getInt(req, "reserved2", &reserved2); + getInt(req, "market", &market); + getInt(req, "business_type", &business_type); + myreq.price_type = (XTP_PRICE_TYPE)price_type; + myreq.side = (XTP_SIDE_TYPE)side; + myreq.position_effect = (XTP_POSITION_EFFECT_TYPE)position_effect; + myreq.reserved1 = reserved1; + myreq.reserved2 = reserved2; + myreq.market = (XTP_MARKET_TYPE)market; + myreq.business_type = (XTP_BUSINESS_TYPE)business_type; + + return this->api->InsertOrder(&myreq, sessionid); +}; + +uint64_t TraderApi::insertOrderExtra(dict req, uint64_t session_id) +{ + XTPOrderInsertInfo myreq = XTPOrderInsertInfo(); + memset(&myreq, 0, sizeof(myreq)); + getDouble(req, "stop_price", &myreq.stop_price); + getDouble(req, "price", &myreq.price); + getStr(req, "ticker", myreq.ticker); + + getUint32(req, "order_client_id", &myreq.order_client_id); + getUint64(req, "order_xtp_id", &myreq.order_xtp_id); + getInt64(req, "quantity", &myreq.quantity); + + int price_type; + int side; + int position_effect; + int reserved1; + int reserved2; + int market; + int business_type; + getInt(req, "price_type", &price_type); + getInt(req, "side", &side); + getInt(req, "position_effect", &position_effect); + getInt(req, "reserved1", &reserved1); + getInt(req, "reserved2", &reserved2); + getInt(req, "market", &market); + getInt(req, "business_type", &business_type); + myreq.price_type = (XTP_PRICE_TYPE)price_type; + myreq.side = (XTP_SIDE_TYPE)side; + myreq.position_effect = (XTP_POSITION_EFFECT_TYPE)position_effect; + myreq.reserved1 = reserved1; + myreq.reserved2 = reserved2; + myreq.market = (XTP_MARKET_TYPE)market; + myreq.business_type = (XTP_BUSINESS_TYPE)business_type; + + return this->api->InsertOrderExtra(&myreq, session_id); +} + +uint64_t TraderApi::cancelOrder(uint64_t orderid, uint64_t sessionid) +{ + return this->api->CancelOrder(orderid, sessionid); +} + +int TraderApi::queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) +{ + return this->api->QueryOrderByXTPID(orderid, sessionid, reqid); +}; + +int TraderApi::queryOrderByXTPIDEx(uint64_t orderid, uint64_t sessionid, int reqid) +{ + return this->api->QueryOrderByXTPIDEx(orderid, sessionid, reqid); +} + +int TraderApi::queryOrders(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryOrderReq myreq = XTPQueryOrderReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + getInt64(req, "end_time", &myreq.end_time); + getInt64(req, "begin_time", &myreq.begin_time); + return this->api->QueryOrders(&myreq, sessionid, reqid); +}; + +int TraderApi::queryOrdersEx(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryOrderReq myreq = XTPQueryOrderReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + getInt64(req, "end_time", &myreq.end_time); + getInt64(req, "begin_time", &myreq.begin_time); + int ret = this->api->QueryOrdersEx(&myreq, sessionid, reqid); + return ret; +} + +int TraderApi::queryUnfinishedOrders(uint64_t sessionid, int reqid) +{ + return this->api->QueryUnfinishedOrders(sessionid, reqid); +}; + +int TraderApi::queryUnfinishedOrdersEx(uint64_t sessionid, int reqid) +{ + return this->api->QueryUnfinishedOrdersEx(sessionid, reqid); +} + +int TraderApi::queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) +{ + return this->api->QueryTradesByXTPID(orderid, sessionid, reqid); +}; + +int TraderApi::queryTrades(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryTraderReq myreq = XTPQueryTraderReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + getInt64(req, "end_time", &myreq.end_time); + getInt64(req, "begin_time", &myreq.begin_time); + return this->api->QueryTrades(&myreq, sessionid, reqid); +}; + +int TraderApi::queryPosition(string ticker, uint64_t sessionid, int reqid) +{ + return this->api->QueryPosition(ticker.c_str(), sessionid, reqid); +}; + +int TraderApi::queryAsset(uint64_t sessionid, int reqid) +{ + return this->api->QueryAsset(sessionid, reqid); +}; + +int TraderApi::queryStructuredFund(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryStructuredFundInfoReq myreq = XTPQueryStructuredFundInfoReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "sf_ticker", myreq.sf_ticker); + + int exchange_id; + getInt(req, "exchange_id", &exchange_id); + myreq.exchange_id = (XTP_EXCHANGE_TYPE)exchange_id; + + return this->api->QueryStructuredFund(&myreq, sessionid, reqid); + +}; + +uint64_t TraderApi::fundTransfer(dict req, uint64_t sessionid) +{ + XTPFundTransferReq myreq = XTPFundTransferReq(); + memset(&myreq, 0, sizeof(myreq)); + getUint64(req, "serial_id", &myreq.serial_id); + getStr(req, "fund_account", myreq.fund_account); + getStr(req, "password", myreq.password); + getDouble(req, "amount", &myreq.amount); + + int transfer_type; + getInt(req, "transfer_type", &transfer_type); + myreq.transfer_type = (XTP_FUND_TRANSFER_TYPE)transfer_type; + + return this->api->FundTransfer(&myreq, sessionid); +}; + +int TraderApi::queryFundTransfer(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryFundTransferLogReq myreq = XTPQueryFundTransferLogReq(); + memset(&myreq, 0, sizeof(myreq)); + getUint64(req, "serial_id", &myreq.serial_id); + return this->api->QueryFundTransfer(&myreq, sessionid, reqid); +}; + +int TraderApi::queryETF(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryETFBaseReq myreq = XTPQueryETFBaseReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + + return this->api->QueryETF(&myreq, sessionid, reqid); +}; + +int TraderApi::queryETFTickerBasket(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryETFComponentReq myreq = XTPQueryETFComponentReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + + return this->api->QueryETFTickerBasket(&myreq, sessionid, reqid); +}; + +int TraderApi::queryIPOInfoList(uint64_t sessionid, int reqid) +{ + return this->api->QueryIPOInfoList(sessionid, reqid); +}; + +int TraderApi::queryIPOQuotaInfo(uint64_t sessionid, int reqid) +{ + return this->api->QueryIPOQuotaInfo(sessionid, reqid); +}; + +int TraderApi::queryBondIPOInfoList(uint64_t sessionid, int reqid) +{ + return this->api->QueryBondIPOInfoList(sessionid, reqid); +}; + +int TraderApi::queryBondSwapStockInfo(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryBondSwapStockReq myreq = XTPQueryBondSwapStockReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + return this->api->QueryBondSwapStockInfo(&myreq, sessionid, reqid); +}; + +int TraderApi::queryOptionAuctionInfo(dict req,uint64_t sessionid, int reqid) +{ + XTPQueryOptionAuctionInfoReq myreq = XTPQueryOptionAuctionInfoReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + return this->api->QueryOptionAuctionInfo(&myreq,sessionid, reqid); +}; + +uint64_t TraderApi::creditCashRepay(double remain_amount, uint64_t session_id = 0) { + return this->api->CreditCashRepay(remain_amount, session_id); +} + +int TraderApi::queryCreditCashRepayInfo(uint64_t session_id, int request_id) { + + return this->api->QueryCreditCashRepayInfo(session_id, request_id); +} + +int TraderApi::queryCreditFundInfo(uint64_t session_id, int request_id) { + return this->api->QueryCreditFundInfo(session_id, request_id); +} + +int TraderApi::queryCreditDebtInfo(uint64_t session_id, int request_id) { + return this->api->QueryCreditDebtInfo(session_id, request_id); +} + +int TraderApi::queryCreditTickerDebtInfo(dict req, uint64_t session_id, int request_id) { + XTPClientQueryCrdDebtStockReq myreq = XTPClientQueryCrdDebtStockReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + return this->api->QueryCreditTickerDebtInfo(&myreq, session_id, request_id); +} + +int TraderApi::queryCreditAssetDebtInfo(uint64_t session_id, int request_id) { + return this->api->QueryCreditAssetDebtInfo(session_id, request_id); +} + +int TraderApi::queryCreditTickerAssignInfo(dict req, uint64_t session_id, int request_id) { + XTPClientQueryCrdPositionStockReq myreq = XTPClientQueryCrdPositionStockReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + return this->api->QueryCreditTickerAssignInfo(&myreq, session_id, request_id); +} + +int TraderApi::queryCreditExcessStock(dict req, uint64_t session_id, int request_id) { + XTPClientQueryCrdSurplusStkReqInfo myreq = XTPClientQueryCrdSurplusStkReqInfo(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + return this->api->QueryCreditExcessStock(&myreq, session_id, request_id); +} + +int TraderApi::queryMulCreditExcessStock(dict req, uint64_t session_id, int request_id) { + XTPClientQueryCrdSurplusStkReqInfo myreq = XTPClientQueryCrdSurplusStkReqInfo(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + return this->api->QueryMulCreditExcessStock(&myreq, session_id, request_id); +} + +uint64_t TraderApi::creditExtendDebtDate(dict req,uint64_t session_id) { + XTPCreditDebtExtendReq myreq = XTPCreditDebtExtendReq(); + memset(&myreq, 0, sizeof(myreq)); + getUint64(req, "xtpid", &myreq.xtpid); + getStr(req, "debt_id", myreq.debt_id); + getUint32(req, "xtpid", &myreq.defer_days); + getStr(req, "fund_account", myreq.fund_account); + getStr(req, "password", myreq.password); + + return this->api->CreditExtendDebtDate(&myreq, session_id); +} + +int TraderApi::queryCreditExtendDebtDateOrders(uint64_t xtp_id, uint64_t session_id, int request_id) { + + return this->api->QueryCreditExtendDebtDateOrders(xtp_id, session_id, request_id); +} + +int TraderApi::queryCreditFundExtraInfo(uint64_t session_id, int request_id) { + + return this->api->QueryCreditFundExtraInfo(session_id, request_id); +} + +int TraderApi::queryCreditPositionExtraInfo(dict req, uint64_t session_id, int request_id) { + + XTPClientQueryCrdPositionStockReq myreq = XTPClientQueryCrdPositionStockReq(); + memset(&myreq, 0, sizeof(myreq)); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + getStr(req, "ticker", myreq.ticker); + + return this->api->QueryCreditPositionExtraInfo(&myreq, session_id, request_id); +} + +int TraderApi::queryOrdersByPage(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryOrderByPageReq myreq = XTPQueryOrderByPageReq(); + memset(&myreq, 0, sizeof(myreq)); + getInt64(req, "req_count", &myreq.req_count); + getInt64(req, "reference", &myreq.reference); + getInt64(req, "reserved", &myreq.reserved); + return this->api->QueryOrdersByPage(&myreq, sessionid, reqid); +}; + +int TraderApi::queryOrdersByPageEx(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryOrderByPageReq myreq = XTPQueryOrderByPageReq(); + memset(&myreq, 0, sizeof(myreq)); + getInt64(req, "req_count", &myreq.req_count); + getInt64(req, "reference", &myreq.reference); + getInt64(req, "reserved", &myreq.reserved); + return this->api->QueryOrdersByPageEx(&myreq, sessionid, reqid); +} + +int TraderApi::queryTradesByPage(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryTraderByPageReq myreq = XTPQueryTraderByPageReq(); + memset(&myreq, 0, sizeof(myreq)); + getInt64(req, "req_count", &myreq.req_count); + getInt64(req, "reference", &myreq.reference); + getInt64(req, "reserved", &myreq.reserved); + return this->api->QueryTradesByPage(&myreq, sessionid, reqid); +}; + +bool TraderApi::isServerRestart(uint64_t session_id) +{ + return this->api->IsServerRestart(session_id); +}; + +uint64_t TraderApi::creditCashRepayDebtInterestFee(string debt_id, double amount, uint64_t session_id) { + return this->api->CreditCashRepayDebtInterestFee(debt_id.c_str(),amount, session_id); +} + +uint64_t TraderApi::creditSellStockRepayDebtInterestFee(dict req, string debt_id, uint64_t session_id) { + XTPOrderInsertInfo myreq = XTPOrderInsertInfo(); + memset(&myreq, 0, sizeof(myreq)); + getDouble(req, "stop_price", &myreq.stop_price); + getDouble(req, "price", &myreq.price); + getStr(req, "ticker", myreq.ticker); + + getUint32(req, "order_client_id", &myreq.order_client_id); + getUint64(req, "order_xtp_id", &myreq.order_xtp_id); + getInt64(req, "quantity", &myreq.quantity); + + int price_type; + int side; + int position_effect; + int reserved1; + int reserved2; + int market; + int business_type; + getInt(req, "price_type", &price_type); + getInt(req, "side", &side); + getInt(req, "position_effect", &position_effect); + getInt(req, "reserved1", &reserved1); + getInt(req, "reserved2", &reserved2); + getInt(req, "market", &market); + getInt(req, "business_type", &business_type); + myreq.price_type = (XTP_PRICE_TYPE)price_type; + myreq.side = (XTP_SIDE_TYPE)side; + myreq.position_effect = (XTP_POSITION_EFFECT_TYPE)position_effect; + myreq.reserved1 = reserved1; + myreq.reserved2 = reserved2; + myreq.market = (XTP_MARKET_TYPE)market; + myreq.business_type = (XTP_BUSINESS_TYPE)business_type; + + return this->api->CreditSellStockRepayDebtInterestFee(&myreq,debt_id.c_str(),session_id); +} + + +uint64_t TraderApi::insertOptionCombinedOrder(dict req, uint64_t session_id) { + + XTPOptCombOrderInsertInfo query_param; + memset(&query_param, 0, sizeof(query_param)); + + getUint64(req, "order_xtp_id", &query_param.order_xtp_id); + getUint32(req, "order_client_id", &query_param.order_client_id); + + int side; + int market; + int business_type; + dict opt_comb_info; + + getInt(req, "side", &side); + getInt(req, "market", &market); + getInt(req, "business_type", &business_type); + query_param.side = (XTP_SIDE_TYPE)side; + query_param.market = (XTP_MARKET_TYPE)market; + query_param.business_type = (XTP_BUSINESS_TYPE)business_type; + + getNestedDictChar(req, "opt_comb_info", "strategy_id", query_param.opt_comb_info.strategy_id); + getNestedDictChar(req, "opt_comb_info", "comb_num", query_param.opt_comb_info.comb_num); + getNestedDictValue(req, "opt_comb_info", "num_legs", &query_param.opt_comb_info.num_legs); + + int leg_cntr_type; + int leg_side; + int leg_covered; + for (int i = 0; i< query_param.opt_comb_info.num_legs; i++) + { + getNestedDictChar2(req, "opt_comb_info", "leg_detail", "leg_security_id", query_param.opt_comb_info.leg_detail[i].leg_security_id, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_cntr_type", &leg_cntr_type, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_side", &leg_side, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_covered", &leg_covered, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_qty", &query_param.opt_comb_info.leg_detail[i].leg_qty, i); + query_param.opt_comb_info.leg_detail[i].leg_cntr_type = (XTP_OPT_CALL_OR_PUT_TYPE)leg_cntr_type; + query_param.opt_comb_info.leg_detail[i].leg_side = (XTP_POSITION_DIRECTION_TYPE)leg_side; + query_param.opt_comb_info.leg_detail[i].leg_covered = (XTP_OPT_COVERED_OR_UNCOVERED)leg_covered; + + } + + getInt64(req, "quantity", &query_param.quantity); + return this->api->InsertOptionCombinedOrder(&query_param, session_id); +} + +uint64_t TraderApi::insertOptionCombinedOrderExtra(dict req, uint64_t session_id) +{ + XTPOptCombOrderInsertInfo query_param; + memset(&query_param, 0, sizeof(query_param)); + + getUint64(req, "order_xtp_id", &query_param.order_xtp_id); + getUint32(req, "order_client_id", &query_param.order_client_id); + + int side; + int market; + int business_type; + dict opt_comb_info; + + getInt(req, "side", &side); + getInt(req, "market", &market); + getInt(req, "business_type", &business_type); + query_param.side = (XTP_SIDE_TYPE)side; + query_param.market = (XTP_MARKET_TYPE)market; + query_param.business_type = (XTP_BUSINESS_TYPE)business_type; + + getNestedDictChar(req, "opt_comb_info", "strategy_id", query_param.opt_comb_info.strategy_id); + getNestedDictChar(req, "opt_comb_info", "comb_num", query_param.opt_comb_info.comb_num); + getNestedDictValue(req, "opt_comb_info", "num_legs", &query_param.opt_comb_info.num_legs); + + int leg_cntr_type; + int leg_side; + int leg_covered; + for (int i = 0; i< query_param.opt_comb_info.num_legs; i++) + { + getNestedDictChar2(req, "opt_comb_info", "leg_detail", "leg_security_id", query_param.opt_comb_info.leg_detail[i].leg_security_id, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_cntr_type", &leg_cntr_type, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_side", &leg_side, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_covered", &leg_covered, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_qty", &query_param.opt_comb_info.leg_detail[i].leg_qty, i); + query_param.opt_comb_info.leg_detail[i].leg_cntr_type = (XTP_OPT_CALL_OR_PUT_TYPE)leg_cntr_type; + query_param.opt_comb_info.leg_detail[i].leg_side = (XTP_POSITION_DIRECTION_TYPE)leg_side; + query_param.opt_comb_info.leg_detail[i].leg_covered = (XTP_OPT_COVERED_OR_UNCOVERED)leg_covered; + + } + + getInt64(req, "quantity", &query_param.quantity); + return this->api->InsertOptionCombinedOrderExtra(&query_param, session_id); +} + +int TraderApi::queryOptionCombinedUnfinishedOrders(uint64_t session_id, int request_id) { + + return this->api->QueryOptionCombinedUnfinishedOrders(session_id, request_id); +} + +int TraderApi::queryOptionCombinedUnfinishedOrdersEx(uint64_t session_id, int request_id) +{ + return this->api->QueryOptionCombinedUnfinishedOrdersEx(session_id, request_id); +} + +int TraderApi::queryOptionCombinedOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) { + + return this->api->QueryOptionCombinedOrderByXTPID(order_xtp_id, session_id, request_id); +} + +int TraderApi::queryOptionCombinedOrderByXTPIDEx(const uint64_t order_xtp_id, uint64_t session_id, int request_id) +{ + return this->api->QueryOptionCombinedOrderByXTPIDEx(order_xtp_id, session_id, request_id); +} + +int TraderApi::queryOptionCombinedOrders(dict req, uint64_t session_id, int request_id) { + + XTPQueryOptCombOrderReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + getStr(req, "comb_num", query_param.comb_num); + getInt64(req, "begin_time", &query_param.begin_time); + getInt64(req, "end_time", &query_param.end_time); + return this->api->QueryOptionCombinedOrders(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedOrdersEx(dict req, uint64_t session_id, int request_id) +{ + XTPQueryOptCombOrderReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + getStr(req, "comb_num", query_param.comb_num); + getInt64(req, "begin_time", &query_param.begin_time); + getInt64(req, "end_time", &query_param.end_time); + return this->api->QueryOptionCombinedOrdersEx(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedOrdersByPage(dict req, uint64_t session_id, int request_id) { + + XTPQueryOptCombOrderByPageReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + getInt64(req, "req_count", &query_param.req_count); + getInt64(req, "reference", &query_param.reference); + getInt64(req, "reserved", &query_param.reserved); + return this->api->QueryOptionCombinedOrdersByPage(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedOrdersByPageEx(dict req, uint64_t session_id, int request_id) +{ + XTPQueryOptCombOrderByPageReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + getInt64(req, "req_count", &query_param.req_count); + getInt64(req, "reference", &query_param.reference); + getInt64(req, "reserved", &query_param.reserved); + return this->api->QueryOptionCombinedOrdersByPageEx(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) { + + return this->api->QueryOptionCombinedTradesByXTPID(order_xtp_id, session_id, request_id); +} + +int TraderApi::queryOptionCombinedTrades(dict req, uint64_t session_id, int request_id) { + + XTPQueryOptCombTraderReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + getStr(req, "comb_num", query_param.comb_num); + getInt64(req, "begin_time", &query_param.begin_time); + getInt64(req, "end_time", &query_param.end_time); + return this->api->QueryOptionCombinedTrades(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedTradesByPage(dict req, uint64_t session_id, int request_id) { + + XTPQueryOptCombTraderByPageReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + getInt64(req, "req_count", &query_param.req_count); + getInt64(req, "reference", &query_param.reference); + getInt64(req, "reserved", &query_param.reserved); + return this->api->QueryOptionCombinedTradesByPage(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedPosition(dict req, uint64_t session_id, int request_id) { + + XTPQueryOptCombPositionReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + int market; + getStr(req, "comb_num", query_param.comb_num); + getInt(req, "market", &market); + query_param.market = (XTP_MARKET_TYPE)market; + + //getValue(req, "market", &query_param.market); + return this->api->QueryOptionCombinedPosition(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedStrategyInfo(uint64_t session_id, int request_id) { + //getValue(req, "market", &query_param.market); + return this->api->QueryOptionCombinedStrategyInfo(session_id, request_id); +} + +uint64_t TraderApi::cancelOptionCombinedOrder(const uint64_t order_xtp_id, uint64_t session_id = 0) { + return this->api->CancelOptionCombinedOrder(order_xtp_id, session_id); +} + +int TraderApi::queryOptionCombinedExecPosition(dict req,uint64_t session_id, int request_id) { + XTPQueryOptCombExecPosReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + int market; + getInt(req, "market", &market); + query_param.market = (XTP_MARKET_TYPE)market; + getStr(req, "cntrt_code_1", query_param.cntrt_code_1); + getStr(req, "cntrt_code_2", query_param.cntrt_code_2); + return this->api->QueryOptionCombinedExecPosition(&query_param,session_id, request_id); +} + +int TraderApi::queryOtherServerFund(dict req,uint64_t session_id, int request_id) { + XTPFundQueryReq query_param; + memset(&query_param, 0, sizeof(query_param)); + getStr(req, "fund_account", query_param.fund_account); + getStr(req, "password", query_param.password); + int query_type; + getInt(req, "query_type", &query_type); + query_param.query_type = (XTP_FUND_QUERY_TYPE)query_type; + return this->api->QueryOtherServerFund(&query_param,session_id, request_id); +} + + + +////////////////////algo////////////////// + +int TraderApi::loginALGO(string ip, int port, string user, string password, int socktype,string local_ip) +{ + return this->api->LoginALGO(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype,local_ip.c_str()); +}; + +int TraderApi::queryStrategy(uint32_t strategy_type, uint64_t client_strategy_id, uint64_t xtp_strategy_id, uint64_t session_id, int32_t request_id) +{ + return this->api->QueryStrategy(strategy_type, client_strategy_id,xtp_strategy_id, session_id, request_id); +}; + +int TraderApi::aLGOUserEstablishChannel(string oms_ip, int oms_port, string user, string password, uint64_t session_id) +{ + return this->api->ALGOUserEstablishChannel(oms_ip.c_str(), oms_port, user.c_str(), password.c_str(), session_id); +}; + +int TraderApi::insertAlgoOrder(uint32_t strategy_type, uint64_t client_strategy_id, string strategy_param, uint64_t session_id) +{ + return this->api->InsertAlgoOrder(strategy_type, client_strategy_id, (char*)strategy_param.c_str(), session_id); +}; + +int TraderApi::cancelAlgoOrder(bool cancel_flag, uint64_t xtp_strategy_id, uint64_t session_id) +{ + return this->api->CancelAlgoOrder(cancel_flag, xtp_strategy_id, session_id); +}; + +uint64_t TraderApi::getAlgorithmIDByOrder(uint64_t order_xtp_id, uint32_t order_client_id) +{ + return this->api->GetAlgorithmIDByOrder(order_xtp_id, order_client_id); +}; + +int TraderApi::strategyRecommendation(bool basket_flag, char* basket_param, uint64_t session_id, int32_t request_id) +{ + return this->api->StrategyRecommendation(basket_flag, basket_param, session_id, request_id); +}; + +int TraderApi::modifyAlgoOrder(uint64_t xtp_strategy_id, char* strategy_param, uint64_t session_id) +{ + return this->api->ModifyAlgoOrder(xtp_strategy_id, strategy_param, session_id); +}; + +int TraderApi::pauseAlgoOrder(uint64_t xtp_strategy_id, dict req, uint64_t session_id, int32_t request_id) +{ + XTPStrategyTickerInfo myreq = XTPStrategyTickerInfo(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "m_ticker", myreq.m_ticker); + + int m_market = XTP_MKT_INIT; + getInt(req, "m_market", &m_market); + myreq.m_market = (XTP_MARKET_TYPE)m_market; + + return this->api->PauseAlgoOrder(xtp_strategy_id, &myreq, session_id, request_id); +}; + +int TraderApi::resumeAlgoOrder(uint64_t xtp_strategy_id, dict req, uint64_t session_id, int32_t request_id) +{ + XTPStrategyTickerInfo myreq = XTPStrategyTickerInfo(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "m_ticker", myreq.m_ticker); + + int m_market = XTP_MKT_INIT; + getInt(req, "m_market", &m_market); + myreq.m_market = (XTP_MARKET_TYPE)m_market; + + return this->api->ResumeAlgoOrder(xtp_strategy_id, &myreq, session_id, request_id); +}; + +///------------------------------------------------------------------------------------- +///Boost.Pythonװ +///------------------------------------------------------------------------------------- + +struct TraderApiWrap : TraderApi, wrapper < TraderApi > +{ + virtual void onDisconnected(uint64_t session, int reason) + { + try + { + this->get_override("onDisconnected")(session, reason); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onError(dict data) + { + try + { + this->get_override("onError")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryAccountTradeMarket(int trade_location, dict error, int request_id, uint64_t session_id) + { + try + { + this->get_override("onQueryAccountTradeMarket")(trade_location, error, request_id, session_id); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + } + + virtual void onOrderEvent(dict data, dict error, uint64_t session) + { + try + { + this->get_override("onOrderEvent")(data, error, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onTradeEvent(dict data, uint64_t session) + { + try + { + this->get_override("onTradeEvent")(data, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onCancelOrderError(dict data, dict error, uint64_t session) + { + try + { + this->get_override("onCancelOrderError")(data, error, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryOrder(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryOrder")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryOrderEx(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryOrderEx")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) + { + try + { + this->get_override("onQueryOrderByPage")(data,req_count,order_sequence, query_reference, reqid, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryOrderByPageEx(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) + { + try + { + this->get_override("onQueryOrderByPageEx")(data, req_count, order_sequence, query_reference, reqid, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + } + + virtual void onQueryTrade(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryTrade")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) + { + try + { + this->get_override("onQueryTradeByPage")(data, req_count,trade_sequence,query_reference, reqid, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryPosition(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryPosition")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryAsset(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryAsset")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryStructuredFund(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryStructuredFund")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryFundTransfer(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryFundTransfer")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onFundTransfer(dict data, dict error, uint64_t session) + { + try + { + this->get_override("onFundTransfer")(data, error, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryETF(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryETF")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryETFBasket(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryETFBasket")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryIPOInfoList(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryIPOInfoList")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryIPOQuotaInfo(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryIPOQuotaInfo")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryBondIPOInfoList(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryBondIPOInfoList")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryBondSwapStockInfo(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryBondSwapStockInfo")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryOptionAuctionInfo(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryOptionAuctionInfo")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onCreditCashRepay(dict data, dict error_info, uint64_t session) { + PyLock lock; + + try { + this->get_override("onCreditCashRepay")(data, error_info, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditCashRepayInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditCashRepayInfo")(data, error_info, request_id, is_last, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditFundInfo(dict data, dict error_info, int request_id, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditFundInfo")(data, error_info, request_id, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditDebtInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditDebtInfo")(data, error_info, request_id, is_last, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditTickerDebtInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditTickerDebtInfo")(data, error_info, request_id, is_last, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditAssetDebtInfo(double remain_amount, dict error_info, int request_id, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditAssetDebtInfo")(remain_amount, error_info, request_id, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditTickerAssignInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditTickerAssignInfo")(data, error_info, request_id, is_last, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditExcessStock(dict data, dict error_info, int request_id, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditExcessStock")(data, error_info, request_id, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryMulCreditExcessStock(dict data, dict error_info, int request_id, uint64_t session, bool is_last) { + PyLock lock; + + try { + this->get_override("onQueryMulCreditExcessStock")(data, error_info, request_id, session,is_last); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onCreditExtendDebtDate(dict data, dict error_info, uint64_t session) { + PyLock lock; + + try { + this->get_override("onCreditExtendDebtDate")(data, error_info, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditExtendDebtDateOrders(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditExtendDebtDateOrders")(data, error_info, request_id,is_last, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditFundExtraInfo(dict data, dict error_info, int request_id, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditFundExtraInfo")(data, error_info, request_id, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditPositionExtraInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditPositionExtraInfo")(data, error_info, request_id,is_last, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onCreditCashRepayDebtInterestFee(dict data, dict error_info, uint64_t session) { + PyLock lock; + + try { + this->get_override("onCreditCashRepayDebtInterestFee")(data, error_info, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onOptionCombinedOrderEvent(dict data, dict error_info, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onOptionCombinedOrderEvent")(data, error_info, session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onOptionCombinedTradeEvent(dict data, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onOptionCombinedTradeEvent")(data,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedOrders(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedOrders")(data, error_info, request_id, is_last, session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedOrdersEx(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedOrdersEx")(data, error_info, request_id, is_last, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedOrdersByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedOrdersByPage")(data, req_count, order_sequence, query_reference, request_id, is_last, session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedOrdersByPageEx(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedOrdersByPageEx")(data, req_count, order_sequence, query_reference, request_id, is_last, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedTrades(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedTrades")(data, error_info, request_id, is_last,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedTradesByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedTradesByPage")(data, req_count, trade_sequence, query_reference, request_id, is_last,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedPosition(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedPosition")(data, error_info, request_id, is_last,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedStrategyInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedStrategyInfo")(data, error_info, request_id, is_last,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onCancelOptionCombinedOrderError(dict data, dict error_info, uint64_t session) { + PyLock lock; + + try { + this->get_override("onCancelOptionCombinedOrderError")(data, error_info,session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedExecPosition(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedExecPosition")(data, error_info, request_id, is_last,session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOtherServerFund(dict data, dict error_info, int request_id, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryOtherServerFund")(data, error_info, request_id, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + + virtual void onQueryStrategy(dict data, string strategy_param, dict error_info, int32_t request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryStrategy")(data,strategy_param, error_info, request_id,is_last,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onStrategyStateReport(dict data, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onStrategyStateReport")(data,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onALGOUserEstablishChannel(string user,dict error_info, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onALGOUserEstablishChannel")(user,error_info,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + virtual void onInsertAlgoOrder(dict data,dict error_info, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onInsertAlgoOrder")(data,error_info,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onCancelAlgoOrder(dict data,dict error_info, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onCancelAlgoOrder")(data,error_info,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onAlgoDisconnected(int reason) { + PyLock lock; + + try { + this->get_override("onAlgoDisconnected")(reason); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onAlgoConnected() { + PyLock lock; + + try { + this->get_override("onAlgoConnected")(); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onStrategySymbolStateReport(dict data, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onStrategySymbolStateReport")(data, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onNewStrategyCreateReport(dict data, string strategy_param, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onNewStrategyCreateReport")(data, strategy_param, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onStrategyRecommendation(bool basket_flag, dict data, string strategy_param, dict error_info, int32_t request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onStrategyRecommendation")(basket_flag, data, strategy_param, error_info, request_id, is_last, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onModifyAlgoOrder(dict data, dict error_info, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onModifyAlgoOrder")(data, error_info, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onPauseAlgoOrder(uint64_t xtp_strategy_id, dict data, dict error_info, int32_t request_id, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onPauseAlgoOrder")(xtp_strategy_id, data, error_info, request_id, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onResumeAlgoOrder(uint64_t xtp_strategy_id, dict data, dict error_info, int32_t request_id, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onResumeAlgoOrder")(xtp_strategy_id, data, error_info, request_id, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; +}; + + +BOOST_PYTHON_MODULE(vnxtptrader) +{ + //PyEval_InitThreads(); //ʱУ֤ȴGIL + Py_Initialize(); + + class_("TraderApi") + .def("createTraderApi", &TraderApiWrap::createTraderApi) + .def("release", &TraderApiWrap::release) + .def("exit", &TraderApiWrap::exit) + .def("getTradingDay", &TraderApiWrap::getTradingDay) + .def("getApiLastError", &TraderApiWrap::getApiLastError) + .def("getApiVersion", &TraderApiWrap::getApiVersion) + .def("getClientIDByXTPID", &TraderApiWrap::getClientIDByXTPID) + .def("getAccountByXTPID", &TraderApiWrap::getAccountByXTPID) + .def("subscribePublicTopic", &TraderApiWrap::subscribePublicTopic) + .def("setSoftwareKey", &TraderApiWrap::setSoftwareKey) + .def("setSoftwareVersion", &TraderApiWrap::setSoftwareVersion) + .def("setHeartBeatInterval", &TraderApiWrap::setHeartBeatInterval) + .def("login", &TraderApiWrap::login) + .def("logout", &TraderApiWrap::logout) + .def("modifyUserTerminalInfo", &TraderApiWrap::modifyUserTerminalInfo) + .def("queryAccountTradeMarket", &TraderApiWrap::queryAccountTradeMarket) + .def("getANewOrderXTPID", &TraderApiWrap::getANewOrderXTPID) + .def("insertOrder", &TraderApiWrap::insertOrder) + .def("insertOrderExtra", &TraderApiWrap::insertOrderExtra) + .def("cancelOrder", &TraderApiWrap::cancelOrder) + .def("queryOrderByXTPID", &TraderApiWrap::queryOrderByXTPID) + .def("queryOrderByXTPIDEx", &TraderApiWrap::queryOrderByXTPIDEx) + .def("queryOrders", &TraderApiWrap::queryOrders) + .def("queryOrdersEx", &TraderApiWrap::queryOrdersEx) + .def("queryUnfinishedOrders", &TraderApiWrap::queryUnfinishedOrders) + .def("queryUnfinishedOrdersEx", &TraderApiWrap::queryUnfinishedOrdersEx) + .def("queryTradesByXTPID", &TraderApiWrap::queryTradesByXTPID) + .def("queryTrades", &TraderApiWrap::queryTrades) + .def("queryPosition", &TraderApiWrap::queryPosition) + .def("queryAsset", &TraderApiWrap::queryAsset) + .def("queryStructuredFund", &TraderApiWrap::queryStructuredFund) + .def("fundTransfer", &TraderApiWrap::fundTransfer) + .def("queryFundTransfer", &TraderApiWrap::queryFundTransfer) + .def("queryETF", &TraderApiWrap::queryETF) + .def("queryETFTickerBasket", &TraderApiWrap::queryETFTickerBasket) + .def("queryIPOInfoList", &TraderApiWrap::queryIPOInfoList) + .def("queryIPOQuotaInfo", &TraderApiWrap::queryIPOQuotaInfo) + .def("queryBondIPOInfoList", &TraderApiWrap::queryBondIPOInfoList) + .def("queryBondSwapStockInfo", &TraderApiWrap::queryBondSwapStockInfo) + .def("queryOptionAuctionInfo", &TraderApiWrap::queryOptionAuctionInfo) + .def("creditCashRepay", &TraderApiWrap::creditCashRepay) + .def("queryCreditCashRepayInfo", &TraderApiWrap::queryCreditCashRepayInfo) + .def("queryCreditFundInfo", &TraderApiWrap::queryCreditFundInfo) + .def("queryCreditDebtInfo", &TraderApiWrap::queryCreditDebtInfo) + .def("queryCreditTickerDebtInfo", &TraderApiWrap::queryCreditTickerDebtInfo) + .def("queryCreditAssetDebtInfo", &TraderApiWrap::queryCreditAssetDebtInfo) + .def("queryCreditTickerAssignInfo", &TraderApiWrap::queryCreditTickerAssignInfo) + .def("queryCreditExcessStock", &TraderApiWrap::queryCreditExcessStock) + .def("queryMulCreditExcessStock", &TraderApiWrap::queryMulCreditExcessStock) + + .def("creditExtendDebtDate", &TraderApiWrap::creditExtendDebtDate) + .def("queryCreditExtendDebtDateOrders", &TraderApiWrap::queryCreditExtendDebtDateOrders) + .def("queryCreditFundExtraInfo", &TraderApiWrap::queryCreditFundExtraInfo) + .def("queryCreditPositionExtraInfo", &TraderApiWrap::queryCreditPositionExtraInfo) + + .def("queryOrdersByPage", &TraderApiWrap::queryOrdersByPage) + .def("queryOrdersByPageEx", &TraderApiWrap::queryOrdersByPageEx) + .def("queryTradesByPage", &TraderApiWrap::queryTradesByPage) + .def("isServerRestart", &TraderApiWrap::isServerRestart) + .def("creditCashRepayDebtInterestFee", &TraderApiWrap::creditCashRepayDebtInterestFee) + .def("creditSellStockRepayDebtInterestFee", &TraderApiWrap::creditSellStockRepayDebtInterestFee) + .def("insertOptionCombinedOrder", &TraderApiWrap::insertOptionCombinedOrder) + .def("insertOptionCombinedOrderExtra", &TraderApiWrap::insertOptionCombinedOrderExtra) + .def("queryOptionCombinedUnfinishedOrders", &TraderApiWrap::queryOptionCombinedUnfinishedOrders) + .def("queryOptionCombinedUnfinishedOrdersEx", &TraderApiWrap::queryOptionCombinedUnfinishedOrdersEx) + .def("queryOptionCombinedOrderByXTPID", &TraderApiWrap::queryOptionCombinedOrderByXTPID) + .def("queryOptionCombinedOrderByXTPIDEx", &TraderApiWrap::queryOptionCombinedOrderByXTPIDEx) + .def("queryOptionCombinedOrders", &TraderApiWrap::queryOptionCombinedOrders) + .def("queryOptionCombinedOrdersEx", &TraderApiWrap::queryOptionCombinedOrdersEx) + .def("queryOptionCombinedOrdersByPage", &TraderApiWrap::queryOptionCombinedOrdersByPage) + .def("queryOptionCombinedOrdersByPageEx", &TraderApiWrap::queryOptionCombinedOrdersByPageEx) + .def("queryOptionCombinedTradesByXTPID", &TraderApiWrap::queryOptionCombinedTradesByXTPID) + .def("queryOptionCombinedTrades", &TraderApiWrap::queryOptionCombinedTrades) + .def("queryOptionCombinedTradesByPage", &TraderApiWrap::queryOptionCombinedTradesByPage) + .def("queryOptionCombinedPosition", &TraderApiWrap::queryOptionCombinedPosition) + .def("queryOptionCombinedStrategyInfo", &TraderApiWrap::queryOptionCombinedStrategyInfo) + .def("cancelOptionCombinedOrder", &TraderApiWrap::cancelOptionCombinedOrder) + .def("queryOptionCombinedExecPosition", &TraderApiWrap::queryOptionCombinedExecPosition) + .def("queryOtherServerFund", &TraderApiWrap::queryOtherServerFund) + + .def("loginALGO", &TraderApiWrap::loginALGO) + .def("queryStrategy", &TraderApiWrap::queryStrategy) + .def("aLGOUserEstablishChannel", &TraderApiWrap::aLGOUserEstablishChannel) + .def("insertAlgoOrder", &TraderApiWrap::insertAlgoOrder) + .def("cancelAlgoOrder", &TraderApiWrap::cancelAlgoOrder) + .def("getAlgorithmIDByOrder", &TraderApiWrap::getAlgorithmIDByOrder) + .def("strategyRecommendation", &TraderApiWrap::strategyRecommendation) + .def("modifyAlgoOrder", &TraderApiWrap::modifyAlgoOrder) + .def("pauseAlgoOrder", &TraderApiWrap::pauseAlgoOrder) + .def("resumeAlgoOrder", &TraderApiWrap::resumeAlgoOrder) + + ////////////////////////ص/////////////////////// + .def("onDisconnected", pure_virtual(&TraderApiWrap::onDisconnected)) + .def("onError", pure_virtual(&TraderApiWrap::onError)) + .def("onQueryAccountTradeMarket", pure_virtual(&TraderApiWrap::onQueryAccountTradeMarket)) + .def("onOrderEvent", pure_virtual(&TraderApiWrap::onOrderEvent)) + .def("onTradeEvent", pure_virtual(&TraderApiWrap::onTradeEvent)) + .def("onCancelOrderError", pure_virtual(&TraderApiWrap::onCancelOrderError)) + .def("onQueryOrder", pure_virtual(&TraderApiWrap::onQueryOrder)) + .def("onQueryOrderEx", pure_virtual(&TraderApiWrap::onQueryOrderEx)) + .def("onQueryTrade", pure_virtual(&TraderApiWrap::onQueryTrade)) + .def("onQueryPosition", pure_virtual(&TraderApiWrap::onQueryPosition)) + .def("onQueryAsset", pure_virtual(&TraderApiWrap::onQueryAsset)) + .def("onQueryStructuredFund", pure_virtual(&TraderApiWrap::onQueryStructuredFund)) + .def("onQueryFundTransfer", pure_virtual(&TraderApiWrap::onQueryFundTransfer)) + .def("onFundTransfer", pure_virtual(&TraderApiWrap::onFundTransfer)) + .def("onQueryETF", pure_virtual(&TraderApiWrap::onQueryETF)) + .def("onQueryETFBasket", pure_virtual(&TraderApiWrap::onQueryETFBasket)) + .def("onQueryIPOInfoList", pure_virtual(&TraderApiWrap::onQueryIPOInfoList)) + .def("onQueryIPOQuotaInfo", pure_virtual(&TraderApiWrap::onQueryIPOQuotaInfo)) + .def("onQueryBondIPOInfoList", pure_virtual(&TraderApiWrap::onQueryBondIPOInfoList)) + .def("onQueryBondSwapStockInfo", pure_virtual(&TraderApiWrap::onQueryBondSwapStockInfo)) + .def("onQueryOptionAuctionInfo", pure_virtual(&TraderApiWrap::onQueryOptionAuctionInfo)) + .def("onCreditCashRepay", pure_virtual(&TraderApiWrap::onCreditCashRepay)) + .def("onQueryCreditCashRepayInfo", pure_virtual(&TraderApiWrap::onQueryCreditCashRepayInfo)) + .def("onQueryCreditFundInfo", pure_virtual(&TraderApiWrap::onQueryCreditFundInfo)) + .def("onQueryCreditDebtInfo", pure_virtual(&TraderApiWrap::onQueryCreditDebtInfo)) + .def("onQueryCreditTickerDebtInfo", pure_virtual(&TraderApiWrap::onQueryCreditTickerDebtInfo)) + .def("onQueryCreditAssetDebtInfo",pure_virtual(&TraderApiWrap::onQueryCreditAssetDebtInfo)) + .def("onQueryCreditTickerAssignInfo", pure_virtual(&TraderApiWrap::onQueryCreditTickerAssignInfo)) + .def("onQueryCreditExcessStock", pure_virtual(&TraderApiWrap::onQueryCreditExcessStock)) + .def("onQueryMulCreditExcessStock", pure_virtual(&TraderApiWrap::onQueryMulCreditExcessStock)) + + .def("onCreditExtendDebtDate", pure_virtual(&TraderApiWrap::onCreditExtendDebtDate)) + .def("onQueryCreditExtendDebtDateOrders",pure_virtual(&TraderApiWrap::onQueryCreditExtendDebtDateOrders)) + .def("onQueryCreditFundExtraInfo", pure_virtual(&TraderApiWrap::onQueryCreditFundExtraInfo)) + .def("onQueryCreditPositionExtraInfo", pure_virtual(&TraderApiWrap::onQueryCreditPositionExtraInfo)) + .def("onQueryOrderByPage", pure_virtual(&TraderApiWrap::onQueryOrderByPage)) + .def("onQueryOrderByPageEx", pure_virtual(&TraderApiWrap::onQueryOrderByPageEx)) + .def("onQueryTradeByPage", pure_virtual(&TraderApiWrap::onQueryTradeByPage)) + .def("onCreditCashRepayDebtInterestFee", pure_virtual(&TraderApiWrap::onCreditCashRepayDebtInterestFee)) + + .def("onOptionCombinedOrderEvent", pure_virtual(&TraderApiWrap::onOptionCombinedOrderEvent)) + .def("onOptionCombinedTradeEvent", pure_virtual(&TraderApiWrap::onOptionCombinedTradeEvent)) + .def("onQueryOptionCombinedOrders", pure_virtual(&TraderApiWrap::onQueryOptionCombinedOrders)) + .def("onQueryOptionCombinedOrdersEx", pure_virtual(&TraderApiWrap::onQueryOptionCombinedOrdersEx)) + .def("onQueryOptionCombinedOrdersByPage", pure_virtual(&TraderApiWrap::onQueryOptionCombinedOrdersByPage)) + .def("onQueryOptionCombinedOrdersByPageEx", pure_virtual(&TraderApiWrap::onQueryOptionCombinedOrdersByPageEx)) + .def("onQueryOptionCombinedTrades", pure_virtual(&TraderApiWrap::onQueryOptionCombinedTrades)) + .def("onQueryOptionCombinedTradesByPage", pure_virtual(&TraderApiWrap::onQueryOptionCombinedTradesByPage)) + .def("onQueryOptionCombinedPosition", pure_virtual(&TraderApiWrap::onQueryOptionCombinedPosition)) + .def("onQueryOptionCombinedStrategyInfo", pure_virtual(&TraderApiWrap::onQueryOptionCombinedStrategyInfo)) + .def("onCancelOptionCombinedOrderError", pure_virtual(&TraderApiWrap::onCancelOptionCombinedOrderError)) + .def("onQueryOptionCombinedExecPosition", pure_virtual(&TraderApiWrap::onQueryOptionCombinedExecPosition)) + .def("onQueryOtherServerFund", pure_virtual(&TraderApiWrap::onQueryOtherServerFund)) + + .def("onQueryStrategy", pure_virtual(&TraderApiWrap::onQueryStrategy)) + .def("onStrategyStateReport", pure_virtual(&TraderApiWrap::onStrategyStateReport)) + .def("onALGOUserEstablishChannel", pure_virtual(&TraderApiWrap::onALGOUserEstablishChannel)) + .def("onInsertAlgoOrder", pure_virtual(&TraderApiWrap::onInsertAlgoOrder)) + .def("onCancelAlgoOrder", pure_virtual(&TraderApiWrap::onCancelAlgoOrder)) + .def("onAlgoDisconnected", pure_virtual(&TraderApiWrap::onAlgoDisconnected)) + .def("onAlgoConnected", pure_virtual(&TraderApiWrap::onAlgoConnected)) + .def("onStrategySymbolStateReport", pure_virtual(&TraderApiWrap::onStrategySymbolStateReport)) + .def("onNewStrategyCreateReport", pure_virtual(&TraderApiWrap::onNewStrategyCreateReport)) + .def("onStrategyRecommendation", pure_virtual(&TraderApiWrap::onStrategyRecommendation)) + .def("onModifyAlgoOrder", pure_virtual(&TraderApiWrap::onModifyAlgoOrder)) + .def("onPauseAlgoOrde", pure_virtual(&TraderApiWrap::onPauseAlgoOrder)) + .def("onResumeAlgoOrder", pure_virtual(&TraderApiWrap::onResumeAlgoOrder)) + ; +}; diff --git a/source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/vnxtptrader.h b/source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/vnxtptrader.h new file mode 100644 index 0000000..32377be --- /dev/null +++ b/source/Linux/xtp_api_python3_2.2.42.1/vnxtptrader/vnxtptrader.h @@ -0,0 +1,1242 @@ +//˵ + +//API +#include "xtp_trader_api.h" + +//ϵͳ +//#ifdef WIN32 +//#include "stdafx.h" +//#endif +#include +#include + +//Boost +#define BOOST_PYTHON_STATIC_LIB +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //е̹߳ +#include //е̹߳ + + +//ռ +using namespace std; +using namespace boost::python; +using namespace boost; + + +// +#define ONDISCONNECTED 1 +#define ONERROR 2 +#define ONORDEREVENT 3 +#define ONTRADEEVENT 4 +#define ONCANCELORDERERROR 5 +#define ONQUERYORDER 6 +#define ONQUERYTRADE 7 +#define ONQUERYPOSITION 8 +#define ONQUERYASSET 9 +#define ONQUERYSTRUCTUREDFUND 10 +#define ONQUERYFUNDTRANSFER 11 +#define ONFUNDTRANSFER 12 +#define ONQUERYETF 13 +#define ONQUERYETFBASKET 14 +#define ONQUERYIPOINFOLIST 15 +#define ONQUERYIPOQUOTAINFO 16 + +#define ONQUERYOPTIONAUCTIONINFO 17 + +#define ONCREDITCASHREPAY 18 +#define ONQUERYCREDITCASHREPAYINFO 19 +#define ONQUERYCREDITFUNDINFO 20 +#define ONQUERYCREDITDEBTINFO 21 +#define ONQUERYCREDITTICKERDEBTINFO 22 +#define ONQUERYCREDITASSETDEBTINFO 23 +#define ONQUERYCREDITTICKERASSIGNINFO 24 +#define ONQUERYCREDITEXCESSSTOCK 25 + +#define ONCREDITEXTENDDEBTDATE 26 +#define ONQUERYCREDITEXTENDDEBTDATEORDERS 27 +#define ONQUERYCREDITFUNDEXTRAINFO 28 +#define ONQUERYCREDITPOSITIONEXTRAINFO 29 + +#define ONQUERYORDERBYPAGE 30 +#define ONQUERYTRADEBYPAGE 31 +#define ONCREDITCASHREPAYDEBTINTERESTFEE 32 +#define ONQUERYMULCREDITEXCESSSTOCK 33 + +#define ONOPTIONCOMBINEDORDEREVENT 34 +#define ONOPTIONCOMBINEDTRADEEVENT 35 +#define ONQUERYOPTIONCOMBINEDORDERS 36 +#define ONQUERYOPTIONCOMBINEDORDERSBYPAGE 37 +#define ONQUERYOPTIONCOMBINEDTRADES 38 +#define ONQUERYOPTIONCOMBINEDTRADESBYPAGE 39 +#define ONQUERYOPTIONCOMBINEDPOSITION 40 +#define ONQUERYOPTIONCOMBINEDSTRATEGYINFO 41 +#define ONCANCELOPTIONCOMBINEDORDERERROR 42 + +#define ONQUERYOPTIONCOMBINEDEXECPOSITION 43 +#define ONQUERYOTHERSERVERFUND 44 + + +#define ONQUERYSTRATEGY 45 +#define ONSTRATEGYASTATEREPORT 46 +#define ONALGOUSERESTABLISHCHANNEL 47 +#define ONINSERTALGOORDER 48 +#define ONCANCELALGOORDER 49 +#define ONALGODISCONNECTED 50 +#define ONALGOCONNECTED 51 +#define ONQUERYORDEREX 52 +#define ONQUERYORDERBYPAGEEX 53 +#define ONQUERYOPTIONCOMBINEDORDERSEX 54 +#define ONQUERYOPTIONCOMBINEDORDERSBYPAGEEX 55 +#define ONSTRATEGYSYMBOLSTATEREPORT 56 +#define ONQUERYACCOUNTTRADEMARKET 57 + +#define ONQUERYBONDIPOINFOLIST 58 +#define ONQUERYBONDSWAPSTOCKINFO 59 +#define ONNEWSTRATEGYCREATEREPORT 60 +#define ONSTRATEGYRECOMMENDATION 61 +#define ONMODIFYALGOORDER 62 +#define ONPAUSEALGOORDER 63 +#define ONRESUMEALGOORDER 64 + +///------------------------------------------------------------------------------------- +///APIеIJ +///------------------------------------------------------------------------------------- + +//GILȫ򻯻ȡã +//ڰC++̻߳GILӶֹpython +class PyLock +{ +private: + PyGILState_STATE gil_state; + +public: + //ijдöʱGIL + PyLock() + { + gil_state = PyGILState_Ensure(); + } + + //ijɺٸöʱGIL + ~PyLock() + { + PyGILState_Release(gil_state); + } +}; + + +//ṹ +struct Task +{ + int task_name; //صƶӦij + void *task_data; //ݽṹ + void *task_error; //ṹ + int task_id; //id + bool task_last; //ǷΪ󷵻 + bool addtional_bool; //boolֶ + uint64_t addtional_int; //ֶ + double remain_amount; //doubleֶ + int64_t addtional_int_two; //ֶ + int64_t addtional_int_three; //ֶ + int64_t addtional_int_four; //ֶ + + int64_t req_count; + int64_t order_sequence; + int64_t query_reference; + int64_t trade_sequence; + + string strategy_param; + string user; + int reason; +}; + + +///̰߳ȫĶ +template + +class ConcurrentQueue +{ +private: + queue the_queue; //׼ + mutable boost::mutex the_mutex; //boost + boost::condition_variable the_condition_variable; //boost + +public: + + //µ + void push(Data const& data) + { + boost::mutex::scoped_lock lock(the_mutex); //ȡ + the_queue.push(data); //д + lock.unlock(); //ͷ + the_condition_variable.notify_one(); //֪ͨȴ߳ + } + + //ǷΪ + bool empty() const + { + boost::mutex::scoped_lock lock(the_mutex); + return the_queue.empty(); + } + + //ȡ + Data wait_and_pop() + { + boost::mutex::scoped_lock lock(the_mutex); + + while (the_queue.empty()) //Ϊʱ + { + the_condition_variable.wait(lock); //ȴ֪ͨ + } + + Data popped_value = the_queue.front(); //ȡеһ + the_queue.pop(); //ɾ + return popped_value; //ظ + } + +}; + + +void getNestedDictValue(dict d, string key1, string key2, int *value); + +void getNestedDictChar(dict d, string key1, string key2, char *value); + +void getNestedDictChar2(dict d, string key1, string key2, string key3, char *value, int index); + +void getNestedDictValue2(dict d, string key1, string key2, string key3, int *value, int index); + +//ֵлȡijֵӦֵṹֵ +void getInt(dict d, string key, int *value); + +void getUint64(dict d, string key, uint64_t *value); + +void getUint32(dict d, string key, uint32_t *value); + +void getInt64(dict d, string key, int64_t *value); + + + +//ֵлȡijֵӦĸֵṹֵ +void getDouble(dict d, string key, double* value); + + +//ֵлȡijֵӦֵַṹֵ +void getChar(dict d, string key, char* value); + + +//ֵлȡijֵӦֵַṹֵ +void getStr(dict d, string key, char* value); + + +///------------------------------------------------------------------------------------- +///C++ SPIĻصʵ +///------------------------------------------------------------------------------------- + +//APIļ̳ʵ +class TraderApi : public XTP::API::TraderSpi +{ +private: + XTP::API::TraderApi* api; //API + boost::thread *task_thread; //ָ߳루pythonݣ + ConcurrentQueue task_queue; // + +public: + TraderApi() + { + function0 f = boost::bind(&TraderApi::processTask, this); + boost::thread t(f); + this->task_thread = &t; + }; + + ~TraderApi() + { + }; + + //------------------------------------------------------------------------------------- + //APIص + //------------------------------------------------------------------------------------- + + ///ͻ˵ij뽻׺̨ͨӶϿʱ÷á + ///@param reason ԭӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ûlogoutµĶߣᴥ˺apiԶ߷ʱûѡڴ˺еLoginµ¼session_idʱûյݸ֮ǰ + virtual void OnDisconnected(uint64_t session_id, int reason) ; + + ///Ӧ + ///@param error_info ӦʱľĴʹϢ,error_infoΪգerror_info.error_idΪ0ʱûд + ///@remark ˺ֻڷʱŻãһû + virtual void OnError(XTPRI *error_info) ; + + ///ѯûڱڵϿɽгӦ + ///@param trade_location ѯĽгϢλӵλʼ0λʾУ(trade_location&0x01) == 0x01ɽ׻У1λʾУ(trade_location&0x02) == 0x02ʾɽУ0λ͵1λ1(trade_location&(0x01|0x02)) == 0x03ͱʾɽ׻2г + ///@param error_info ѯɽгʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ˲ѯֻһ + virtual void OnQueryAccountTradeMarket(int trade_location, XTPRI *error_info, int request_id, uint64_t session_id); + + ///֪ͨ + ///@param order_info ӦϢûͨorder_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶorder_info.qty_leftֶڶΪδɽɡȫɡϵ״̬ʱʾ˶ûгɽڲȫ״̬ʱʾ˶order_info.order_cancel_xtp_idΪӦijIDΪ0ʱʾ˵ɹ + ///@param error_info ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@remark ÿζ״̬ʱᱻãҪٷأϢʱᴥߣڶδɽȫɽȫֳѾܾЩ״̬ʱӦڲֳɽɶijɽرȷϡе¼˴ûĿͻ˶յûĶӦ + virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) ; + + ///ɽ֪ͨ + ///@param trade_info ɽرľϢûͨtrade_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶϽexec_idΨһʶһʳɽ2ʳɽرӵͬexec_idΪ˱ʽԳɽˡexec_idΨһģʱ޴жϻơreport_index+marketֶοΨһʶʾɽر + ///@remark гɽʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûijɽرضΪ״̬ҪûͨɽرijɽȷOnOrderEvent()Ͳ״̬ + virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) ; + + ///Ӧ + ///@param cancel_info Ϣorder_cancel_xtp_idʹorder_xtp_id + ///@param error_info ܾ߷ʱʹϢҪٷأϢʱᴥߣerror_infoΪգerror_info.error_idΪ0ʱûд + ///@remark Ӧֻڳʱص + virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) ; + + ///ѯӦ + ///@param order_info ѯһ + ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ + virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + ///ѯӦ-°汾ӿ + ///@param order_info ѯһϢ + ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ + virtual void OnQueryOrderEx(XTPOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ҳѯӦ + ///@param order_info ѯһ + ///@param req_count ҳ + ///@param order_sequence ҳĵǰر + ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); + + ///ҳѯӦ-°汾ӿ + ///@param order_info ѯһ + ///@param req_count ҳ + ///@param order_sequence ҳĵǰر + ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOrderByPageEx(XTPOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); + + ///ѯɽӦ + ///@param trade_info ѯһɽر + ///@param error_info ѯɽرʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ + virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + ///ҳѯɽӦ + ///@param trade_info ѯһɽϢ + ///@param req_count ҳ + ///@param trade_sequence ҳĵǰر + ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark trade_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱtrade_sequencereq_countôʾлرԽһηҳѯȣʾлرѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); + + ///ѯͶֲ߳Ӧ + ///@param position ѯһֻƱijֲ + ///@param error_info ѯ˻ֲַʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ûܳжƱһѯܶӦӦҪٷأϢʱᴥ + virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + ///ѯʽ˻ӦҪٷأϢʱᴥ + ///@param asset ѯʽ˻ + ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + + ///ѯּϢӦҪٷأϢʱᴥ + ///@param fund_info ѯķּ + ///@param error_info ѯּʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯʽ𻮲ӦҪٷأϢʱᴥ + ///@param fund_transfer_info ѯʽ˻ + ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ʽ𻮲֪ͨ + ///@param fund_transfer_info ʽ𻮲֪ͨľϢûͨfund_transfer_info.serial_idͨGetClientIDByXTPID() == client_idԼĶ + ///@param error_info ʽ𻮲ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@remark ʽ𻮲״̬仯ʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûʽ𻮲֪ͨ + virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id); + + ///ѯETF嵥ļӦҪٷأϢʱᴥ + ///@param etf_info ѯETF嵥ļ + ///@param error_info ѯETF嵥ļʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯETFƱӦҪٷأϢʱᴥ + ///@param etf_component_info ѯETFԼسɷֹϢ + ///@param error_info ѯETFƱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯ¹깺ϢбӦҪٷأϢʱᴥ + ///@param ipo_info ѯĽ¹깺һֻƱϢ + ///@param error_info ѯ¹깺ϢбʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯû¹깺ϢӦҪٷأϢʱᴥ + ///@param quota_info ѯûijгĽ¹깺Ϣ + ///@param error_info ѯû¹깺ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯտתծ깺ϢбӦҪٷأϢʱᴥ + ///@param ipo_info ѯĽտתծ깺һֻתծϢ + ///@param error_info ѯտתծ깺ϢбʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryBondIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯûתծתϢӦҪٷأϢʱᴥ + ///@param swap_stock_info ѯijתծתϢ + ///@param error_info ѯתծתϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryBondSwapStockInfo(XTPQueryBondSwapStockRsp *swap_stock_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯȨԼӦҪٷأϢʱᴥ + ///@param option_info ѯȨԼ + ///@param error_info ѯȨԼʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ȯҵֱֽӻӦ + ///@param cash_repay_info ֱֽӻ֪ͨľϢûͨcash_repay_info.xtp_idͨGetClientIDByXTPID() == client_idԼĶ + ///@param error_info ֽ𻹿ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnCreditCashRepay(XTPCrdCashRepayRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id); + + ///ȯҵֽϢӦ + ///@param cash_repay_info ֽϢ֪ͨľϢûͨcash_repay_info.xtp_idͨGetClientIDByXTPID() == client_idԼĶ + ///@param error_info ֽϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnCreditCashRepayDebtInterestFee(XTPCrdCashRepayDebtInterestFeeRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id); + + ///ѯȯҵеֱֽӻӦ + ///@param cash_repay_info ѯijһֱֽӻ֪ͨľϢ + ///@param error_info ѯֱֽӱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditCashRepayInfo(XTPCrdCashRepayInfo *cash_repay_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯ˻ϢӦҪٷأϢʱᴥ + ///@param fund_info ѯ˻Ϣ + ///@param error_info ѯ˻ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditFundInfo(XTPCrdFundInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) ; + + ///ѯ˻ծϢӦҪٷأϢʱᴥ + ///@param debt_info ѯ˻Լծ + ///@param error_info ѯ˻ծϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditDebtInfo(XTPCrdDebtInfo *debt_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + ///ѯ˻ָ֤ȯծδϢӦҪٷأϢʱᴥ + ///@param debt_info ѯ˻ָ֤ȯծδϢ + ///@param error_info ѯ˻ָ֤ȯծδϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditTickerDebtInfo(XTPCrdDebtStockInfo *debt_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯ˻ʽӦҪٷأϢʱᴥ + ///@param remain_amount ѯ˻ʽ + ///@param error_info ѯ˻ʽʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditAssetDebtInfo(double remain_amount, XTPRI *error_info, int request_id, uint64_t session_id); + + ///ѯ˻ȯͷϢӦҪٷأϢʱᴥ + ///@param assign_info ѯ˻ȯͷϢ + ///@param error_info ѯ˻ȯͷϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStkInfo *assign_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ȯҵѯָȯϢӦҪٷأϢʱᴥ + ///@param stock_info ѯȯϢ + ///@param error_info ѯ˻ȯϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo* stock_info, XTPRI *error_info, int request_id, uint64_t session_id); + + ///ȯҵѯȯϢӦҪٷأϢʱᴥ + ///@param stock_info ѯȯϢ + ///@param error_info ѯ˻ȯϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryMulCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo* stock_info, XTPRI *error_info, int request_id, uint64_t session_id, bool is_last); + + ///ȯҵиծԼչڵ֪ͨ + ///@param debt_extend_info ծԼչ֪ͨľϢûͨdebt_extend_info.xtpidͨGetClientIDByXTPID() == client_idԼĶ + ///@param error_info ծԼչڶܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ծԼչڶ״̬仯ʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûĸծԼչ֪ͨ + virtual void OnCreditExtendDebtDate(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI *error_info, uint64_t session_id); + + ///ѯȯҵиծԼչڶӦҪٷأϢʱᴥ + ///@param debt_extend_info ѯĸծԼչ + ///@param error_info ѯծԼչڷʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд󡣵error_info.error_id=11000350ʱûм¼Ϊ0ֵʱԼܵʱĴԭ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditExtendDebtDateOrders(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯȯҵ˻ϢӦҪٷأϢʱᴥ + ///@param fund_info ˻Ϣ + ///@param error_info ѯ˻ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditFundExtraInfo(XTPCrdFundExtraInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id); + + ///ѯȯҵ˻ָ֤ȯĸϢӦҪٷأϢʱᴥ + ///@param fund_info ˻ָ֤ȯĸϢ + ///@param error_info ѯ˻ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditPositionExtraInfo(XTPCrdPositionExtraInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ȨϲԱ֪ͨ + ///@param order_info ӦϢûͨorder_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶorder_info.qty_leftֶڶΪδɽɡȫɡϵ״̬ʱʾ˶ûгɽڲȫ״̬ʱʾ˶order_info.order_cancel_xtp_idΪӦijIDΪ0ʱʾ˵ɹ + ///@param error_info ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ÿζ״̬ʱᱻãҪٷأϢʱᴥߣڶδɽȫɽȫֳѾܾЩ״̬ʱӦڲֳɽɶijɽرȷϡе¼˴ûĿͻ˶յûĶӦ + virtual void OnOptionCombinedOrderEvent(XTPOptCombOrderInfo *order_info, XTPRI *error_info, uint64_t session_id); + + ///ȨϲԳɽ֪ͨ + ///@param trade_info ɽرľϢûͨtrade_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶϽexec_idΨһʶһʳɽ2ʳɽرӵͬexec_idΪ˱ʽԳɽˡexec_idΨһģʱ޴жϻơreport_index+marketֶοΨһʶʾɽر + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark гɽʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûijɽرضΪ״̬ҪûͨɽرijɽȷOnOrderEvent()Ͳ״̬ + virtual void OnOptionCombinedTradeEvent(XTPOptCombTradeReport *trade_info, uint64_t session_id); + + ///ȨϲԳӦ + ///@param cancel_info Ϣorder_cancel_xtp_idʹorder_xtp_id + ///@param error_info ܾ߷ʱʹϢҪٷأϢʱᴥߣerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark Ӧֻڳʱص + virtual void OnCancelOptionCombinedOrderError(XTPOptCombOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) ; + + ///ѯȨϲԱӦ + ///@param order_info ѯһ + ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥߡ˶Ӧѯʹãʱû·ӵ£api + virtual void OnQueryOptionCombinedOrders(XTPQueryOptCombOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + ///ѯȨϲԱӦ-°汾ӿ + ///@param order_info ѯһ + ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥߡ˶Ӧѯʹãʱû·ӵ£api + virtual void OnQueryOptionCombinedOrdersEx(XTPOptCombOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ҳѯȨϲԱӦ + ///@param order_info ѯһ + ///@param req_count ҳ + ///@param order_sequence ҳĵǰر + ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOptionCombinedOrdersByPage(XTPQueryOptCombOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) ; + + ///ҳѯȨϲԱӦ-°汾ӿ + ///@param order_info ѯһ + ///@param req_count ҳ + ///@param order_sequence ҳĵǰر + ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOptionCombinedOrdersByPageEx(XTPOptCombOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) ; + + ///ѯȨϲԳɽӦ + ///@param trade_info ѯһɽر + ///@param error_info ѯɽرʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥߡ˶Ӧѯʹãʱû·ӵ£api + virtual void OnQueryOptionCombinedTrades(XTPQueryOptCombTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + ///ҳѯȨϲԳɽӦ + ///@param trade_info ѯһɽϢ + ///@param req_count ҳ + ///@param trade_sequence ҳĵǰر + ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark trade_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱtrade_sequencereq_countôʾлرԽһηҳѯȣʾлرѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOptionCombinedTradesByPage(XTPQueryOptCombTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); + + ///ѯȨϲԳֲӦ + ///@param position_info ѯһֲϢ + ///@param error_info ѯֲַʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark һѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOptionCombinedPosition(XTPQueryOptCombPositionRsp *position_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯȨϲϢӦ + ///@param strategy_info ѯһϲϢ + ///@param error_info ѯɽرʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark һѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOptionCombinedStrategyInfo(XTPQueryCombineStrategyInfoRsp *strategy_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯȨȨϲͷӦ + ///@param position_info ѯһȨϲͷϢ + ///@param error_info ѯֲַʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark һѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOptionCombinedExecPosition(XTPQueryOptCombExecPosRsp *position_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯڵʽӦҪٷأϢʱᴥ + ///@param fund_info ѯڵʽ + ///@param error_info ѯڵʽʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryOtherServerFund(XTPFundQueryRsp *fund_info, XTPRI *error_info, int request_id, uint64_t session_id); + + + //////////////////////////////////////////////////////////////// + /*****algo algo algo algo algo algo algo algo algo algo ******/ + //////////////////////////////////////////////////////////////// + + ///algoҵвѯбӦ + ///@param strategy_info ԾϢ + ///@param strategy_param ˲аIJerror_info.error_idΪ0ʱ + ///@param error_info ѯѯбʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryStrategy(XTPStrategyInfoStruct* strategy_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id); + + ///algoҵвʱ״̬֪ͨ + ///@param strategy_state û״̬֪ͨ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnStrategyStateReport(XTPStrategyStateReportStruct* strategy_state, uint64_t session_id); + + ///algoҵû㷨ͨϢӦ + ///@param user û + ///@param error_info 㷨ͨʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд󣬼㷨ͨɹ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark 㷨ͨɹ󣬲ܶûԵȲһûֻӵһ㷨֮ͨǰѾظ + virtual void OnALGOUserEstablishChannel(char* user, XTPRI* error_info, uint64_t session_id); + + ///algoҵбͲԵӦ + ///@param strategy_info û͵IJԵľϢ + ///@param error_info ͲԵʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnInsertAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id); + + ///algoҵгԵӦ + ///@param strategy_info ûIJԵľϢ + ///@param error_info ԵʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnCancelAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id); + + ///ͻAlgoBusͨӶϿʱ÷á + ///@param reason ԭӦ + ///@remark 벻Ҫ̣߳Ӱalgoĵ¼Algo֮ӣߺԶû + virtual void OnAlgoDisconnected(int reason) ; + + ///ͻAlgoBusߺʱ÷ãڶɹᱻá + virtual void OnAlgoConnected(); + + ///algoҵвʱָ֤ȯִ״̬֪ͨ + ///@param strategy_symbol_state ûָ֤ȯ״̬֪ͨ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnStrategySymbolStateReport(XTPStrategySymbolStateReport* strategy_symbol_state, uint64_t session_id) ; + + ///algoҵбĸʱϢ(ͻ˴ĸ) + ///@param strategy_info ԾϢ + ///@param strategy_param ˲аIJ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnNewStrategyCreateReport(XTPStrategyInfoStruct* strategy_info, char* strategy_param, uint64_t session_id); + + ///algoҵ㷨ƼӦ + ///@param basket_flag ǷƼĸı־һ£˲ΪtrueôԷصstrategy_paramΪ׼ + ///@param recommendation_info Ƽ㷨ľϢbasket_flag=trueʱ˽ṹеmarkettickerû壬ʱstrategy_paramΪ׼ + ///@param strategy_param 㷨ֱĸerror_info.error_idΪ0ʱ + ///@param error_info Ƽ㷨ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnStrategyRecommendation(bool basket_flag, XTPStrategyRecommendationInfo* recommendation_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id); + + ///algoҵ޸вԵӦ + ///@param strategy_info û޸ĺԵľϢ + ///@param error_info ޸IJԵʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnModifyAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id); + + ///algoҵָָ֤ͣȯ㷨Ӧ + ///@param xtp_strategy_id xtp㷨ID + ///@param ticker_info ָ֤ȯϢΪnullΪnullʾָ֤ͣȯ㷨 + ///@param error_info ޸IJԵʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnPauseAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id); + + ///algoҵָָ֤ȯ㷨Ӧ + ///@param xtp_strategy_id xtp㷨ID + ///@param ticker_info ָ֤ȯϢΪnullΪnullʾָ֤ȯ㷨 + ///@param error_info ޸IJԵʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnResumeAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id); + + + //------------------------------------------------------------------------------------- + //task + //------------------------------------------------------------------------------------- + + void processTask(); + + void processDisconnected(Task *task); + + void processError(Task *task); + + void processQueryAccountTradeMarket(Task *task); + + void processOrderEvent(Task *task); + + void processTradeEvent(Task *task); + + void processCancelOrderError(Task *task); + + void processQueryOrder(Task *task); + + void processQueryOrderEx(Task *task); + + void processQueryOrderByPage(Task *task); + + void processQueryOrderByPageEx(Task *task); + + void processQueryTrade(Task *task); + + void processQueryTradeByPage(Task *task); + + void processQueryPosition(Task *task); + + void processQueryAsset(Task *task); + + void processQueryStructuredFund(Task *task); + + void processQueryFundTransfer(Task *task); + + void processFundTransfer(Task *task); + + void processQueryETF(Task *task); + + void processQueryETFBasket(Task *task); + + void processQueryIPOInfoList(Task *task); + + void processQueryIPOQuotaInfo(Task *task); + + void processQueryBondIPOInfoList(Task *task); + + void processQueryBondSwapStockInfo(Task *task); + + void processQueryOptionAuctionInfo(Task *task); + + void processCreditCashRepay(Task *task); + + void processQueryCreditCashRepayInfo(Task *task); + + void processQueryCreditFundInfo(Task *task); + + void processQueryCreditDebtInfo(Task *task); + + void processQueryCreditTickerDebtInfo(Task *task); + + void processQueryCreditAssetDebtInfo(Task *task); + + void processQueryCreditTickerAssignInfo(Task *task); + + void processQueryCreditExcessStock(Task *task); + + void processQueryMulCreditExcessStock(Task *task); + + void processCreditExtendDebtDate(Task *task); + + void processQueryCreditExtendDebtDateOrders(Task *task); + + void processQueryCreditFundExtraInfo(Task *task); + + void processQueryCreditPositionExtraInfo(Task *task); + + void processCreditCashRepayDebtInterestFee(Task *task); + + + void processOptionCombinedOrderEvent(Task *task); + + void processOptionCombinedTradeEvent(Task *task); + + void processQueryOptionCombinedOrders(Task *task); + + void processQueryOptionCombinedOrdersEx(Task *task); + + void processQueryOptionCombinedOrdersByPage(Task *task); + + void processQueryOptionCombinedOrdersByPageEx(Task *task); + + void processQueryOptionCombinedTrades(Task *task); + + void processQueryOptionCombinedTradesByPage(Task *task); + + void processQueryOptionCombinedPosition(Task *task); + + void processQueryOptionCombinedStrategyInfo(Task *task); + + void processCancelOptionCombinedOrderError(Task *task); + + void processQueryOptionCombinedExecPosition(Task *task); + + void processQueryOtherServerFund(Task *task); + + //////////algo///////// + void processQueryStrategy(Task *task); + + void processStrategyStateReport(Task *task); + + void processALGOUserEstablishChannel(Task *task); + + void processInsertAlgoOrder(Task *task); + + void processCancelAlgoOrder(Task *task); + + void processAlgoDisconnected(Task *task); + + void processAlgoConnected(Task *task); + + void processStrategySymbolStateReport(Task *task); + + void processNewStrategyCreateReport(Task *task); + + void processStrategyRecommendation(Task *task); + + void processModifyAlgoOrder(Task *task); + + void processPauseAlgoOrder(Task *task); + + void processResumeAlgoOrder(Task *task); + + //------------------------------------------------------------------------------------- + //dataصֵ + //errorصĴֵ + //reqidid + //lastǷΪ󷵻 + //------------------------------------------------------------------------------------- + + virtual void onDisconnected(uint64_t session, int reason) {}; + + virtual void onError(dict data) {}; + + virtual void onQueryAccountTradeMarket(int trade_location, dict error, int request_id, uint64_t session_id) {}; + + virtual void onOrderEvent(dict data, dict error, uint64_t session) {}; + + virtual void onTradeEvent(dict data, uint64_t session) {}; + + virtual void onCancelOrderError(dict data, dict error, uint64_t session) {}; + + virtual void onQueryOrder(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryOrderEx(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryTrade(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryPosition(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryAsset(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryStructuredFund(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryFundTransfer(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onFundTransfer(dict data, dict error, uint64_t session) {}; + + virtual void onQueryETF(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryETFBasket(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryIPOInfoList(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryIPOQuotaInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryBondIPOInfoList(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryBondSwapStockInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryOptionAuctionInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onCreditCashRepay(dict data, dict error_info, uint64_t session) {}; + + virtual void onQueryCreditCashRepayInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryCreditFundInfo(dict data, dict error_info, int request_id, uint64_t session) {}; + + virtual void onQueryCreditDebtInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryCreditTickerDebtInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryCreditAssetDebtInfo(double remain_amount, dict error_info, int request_id, uint64_t session) {}; + + virtual void onQueryCreditTickerAssignInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryCreditExcessStock(dict data, dict error_info, int request_id, uint64_t session) {}; + + virtual void onQueryMulCreditExcessStock(dict data, dict error_info, int request_id, uint64_t session, bool last) {}; + + virtual void onCreditExtendDebtDate(dict data, dict error_info, uint64_t session) {}; + + virtual void onQueryCreditExtendDebtDateOrders(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryCreditFundExtraInfo(dict data, dict error_info, int request_id, uint64_t session) {}; + + virtual void onQueryCreditPositionExtraInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryOrderByPageEx(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; + + virtual void onCreditCashRepayDebtInterestFee(dict data, dict error_info, uint64_t session) {}; + + + + + virtual void onOptionCombinedOrderEvent(dict data, dict error_info, uint64_t session_id) {}; + + virtual void onOptionCombinedTradeEvent(dict data, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedOrders(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedOrdersEx(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedOrdersByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedOrdersByPageEx(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedTrades(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedTradesByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedPosition(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedStrategyInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onCancelOptionCombinedOrderError(dict data, dict error_info, uint64_t session) {}; + + virtual void onQueryOptionCombinedExecPosition(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryOtherServerFund(dict data, dict error_info, int request_id, uint64_t session) {}; + + + //////////////algo//////// + + virtual void onQueryStrategy(dict data, string strategy_param, dict error_info, int32_t request_id, bool is_last, uint64_t session_id){}; + + virtual void onStrategyStateReport(dict data, uint64_t session_id){}; + + virtual void onALGOUserEstablishChannel(string user,dict error_info, uint64_t session_id){}; + + virtual void onInsertAlgoOrder(dict data,dict error_info, uint64_t session_id){}; + + virtual void onCancelAlgoOrder(dict data,dict error_info, uint64_t session_id){}; + + virtual void onAlgoDisconnected(int reason){}; + + virtual void onAlgoConnected(){}; + + virtual void onStrategySymbolStateReport(dict data, uint64_t session_id) {}; + + virtual void onNewStrategyCreateReport(dict data, string strategy_param, uint64_t session_id) {}; + + virtual void onStrategyRecommendation(bool basket_flag, dict data, string strategy_param, dict error_info, int32_t request_id, bool is_last, uint64_t session_id) {}; + + virtual void onModifyAlgoOrder(dict data,dict error_info, uint64_t session_id) {}; + + virtual void onPauseAlgoOrder(uint64_t xtp_strategy_id, dict data, dict error_info, int32_t request_id, uint64_t session_id) {}; + + virtual void onResumeAlgoOrder(uint64_t xtp_strategy_id, dict data, dict error_info, int32_t request_id, uint64_t session_id) {}; + + //------------------------------------------------------------------------------------- + //req:ֵ + //------------------------------------------------------------------------------------- + + void createTraderApi(uint8_t clientid, string path, int log_level); + + void release(); + + int exit(); + + string getTradingDay(); + + dict getApiLastError(); + + string getApiVersion(); + + uint8_t getClientIDByXTPID(uint64_t orderid); + + string getAccountByXTPID(uint64_t orderid); + + void subscribePublicTopic(int tpye); + + void setSoftwareKey(string key); + + void setSoftwareVersion(string version); + + void setHeartBeatInterval(uint32_t interval); + + uint64_t login(string ip, int port, string user, string password, int socktype,string local_ip); + + int logout(uint64_t sessionid); + + int modifyUserTerminalInfo(dict info, uint64_t session_id); + + int queryAccountTradeMarket(uint64_t session_id, int request_id); + + uint64_t getANewOrderXTPID(uint64_t session_id); + + uint64_t insertOrder(dict req, uint64_t sessionid); + + uint64_t insertOrderExtra(dict req, uint64_t session_id); + + uint64_t cancelOrder(uint64_t orderid, uint64_t sessionid); + + int queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); + + int queryOrderByXTPIDEx(uint64_t orderid, uint64_t sessionid, int reqid); + + int queryOrders(dict req, uint64_t sessionid, int reqid); + + int queryOrdersEx(dict req, uint64_t sessionid, int reqid); + + int queryUnfinishedOrders(uint64_t sessionid, int reqid); + + int queryUnfinishedOrdersEx(uint64_t sessionid, int reqid); + + int queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); + + int queryTrades(dict req, uint64_t sessionid, int reqid); + + int queryPosition(string ticker, uint64_t sessionid, int reqid); + + int queryAsset(uint64_t sessionid, int reqid); + + int queryStructuredFund(dict req, uint64_t sessionid, int reqid); + + uint64_t fundTransfer(dict req, uint64_t sessionid); + + int queryFundTransfer(dict req, uint64_t sessionid, int reqid); + + int queryETF(dict req, uint64_t sessionid, int reqid); + + int queryETFTickerBasket(dict req, uint64_t sessionid, int reqid); + + int queryIPOInfoList(uint64_t sessionid, int reqid); + + int queryIPOQuotaInfo(uint64_t sessionid, int reqid); + + int queryBondIPOInfoList(uint64_t session_id, int request_id); + + int queryBondSwapStockInfo(dict req, uint64_t session_id, int request_id); + + int queryOptionAuctionInfo(dict req,uint64_t session_id, int request_id); + + uint64_t creditCashRepay(double amount, uint64_t session_id); + + int queryCreditCashRepayInfo(uint64_t session_id, int request_id); + + int queryCreditFundInfo(uint64_t session_id, int request_id); + + int queryCreditDebtInfo(uint64_t session_id, int request_id); + + int queryCreditTickerDebtInfo(dict req, uint64_t session_id, int request_id); + + int queryCreditAssetDebtInfo(uint64_t session_id, int request_id); + + int queryCreditTickerAssignInfo(dict req, uint64_t session_id, int request_id); + + int queryCreditExcessStock(dict req, uint64_t session_id, int request_id); + + int queryMulCreditExcessStock(dict req, uint64_t session_id, int request_id); + + uint64_t creditExtendDebtDate(dict req, uint64_t session_id); + + int queryCreditExtendDebtDateOrders(uint64_t xtp_id,uint64_t session_id, int request_id); + + int queryCreditFundExtraInfo( uint64_t session_id, int request_id); + + int queryCreditPositionExtraInfo(dict req, uint64_t session_id, int request_id); + + int queryOrdersByPage(dict req, uint64_t sessionid, int reqid); + + int queryOrdersByPageEx(dict req, uint64_t sessionid, int reqid); + + int queryTradesByPage(dict req, uint64_t sessionid, int reqid); + + bool isServerRestart(uint64_t session_id); + + uint64_t creditCashRepayDebtInterestFee(string debt_id, double amount, uint64_t session_id); + + uint64_t creditSellStockRepayDebtInterestFee(dict req, string debt_id, uint64_t session_id); + + uint64_t insertOptionCombinedOrder(dict req, uint64_t session_id); + + uint64_t insertOptionCombinedOrderExtra(dict req, uint64_t session_id); + + int queryOptionCombinedUnfinishedOrders(uint64_t session_id, int request_id); + + int queryOptionCombinedUnfinishedOrdersEx(uint64_t session_id, int request_id); + + int queryOptionCombinedOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id); + + int queryOptionCombinedOrderByXTPIDEx(const uint64_t order_xtp_id, uint64_t session_id, int request_id); + + int queryOptionCombinedOrders(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedOrdersEx(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedOrdersByPage(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedOrdersByPageEx(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id); + + int queryOptionCombinedTrades(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedTradesByPage(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedPosition(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedStrategyInfo(uint64_t session_id, int request_id); + + uint64_t cancelOptionCombinedOrder(const uint64_t order_xtp_id, uint64_t session_id); + + int queryOptionCombinedExecPosition(dict req, uint64_t session_id, int request_id); + + int queryOtherServerFund(dict req, uint64_t session_id, int request_id); + + /////////////////////algo/////////////////////// + + int loginALGO(string ip, int port, string user, string password, int socktype,string local_ip); + + int queryStrategy(uint32_t strategy_type, uint64_t client_strategy_id, uint64_t xtp_strategy_id, uint64_t session_id, int32_t request_id); + + int aLGOUserEstablishChannel(string oms_ip, int oms_port, string user, string password, uint64_t session_id); + + int insertAlgoOrder(uint32_t strategy_type, uint64_t client_strategy_id, string strategy_param, uint64_t session_id); + + int cancelAlgoOrder(bool cancel_flag, uint64_t xtp_strategy_id, uint64_t session_id); + + uint64_t getAlgorithmIDByOrder(uint64_t order_xtp_id, uint32_t order_client_id); + + int strategyRecommendation(bool basket_flag, char* basket_param, uint64_t session_id, int32_t request_id); + + int modifyAlgoOrder(uint64_t xtp_strategy_id, char* strategy_param, uint64_t session_id); + + int pauseAlgoOrder(uint64_t xtp_strategy_id, dict req, uint64_t session_id, int32_t request_id); + + int resumeAlgoOrder(uint64_t xtp_strategy_id, dict req, uint64_t session_id, int32_t request_id); + +}; diff --git a/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/algo_api_struct.h b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/algo_api_struct.h new file mode 100644 index 0000000..404ebc5 --- /dev/null +++ b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/algo_api_struct.h @@ -0,0 +1,103 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file algo_api_struct.h +///@brief 定义业务公共数据结构 +///////////////////////////////////////////////////////////////////////// +#ifndef _XTP_ALGO_API_STRUCT_H_ +#define _XTP_ALGO_API_STRUCT_H_ + +#include "algo_data_type.h" +#include "xtp_api_struct_common.h" + +#pragma pack(8) + +///策略信息结构体 +typedef struct XTPStrategyInfoStruct +{ + uint16_t m_strategy_type; ///< 策略类型 + XTPStrategyStateType m_strategy_state; ///< 策略状态 + uint64_t m_client_strategy_id; ///< 客户策略id + uint64_t m_xtp_strategy_id; ///< xtp策略id +} XTPStrategyInfoStruct; + +///策略中指定证券信息结构体 +typedef struct XTPStrategySymbolInfoStruct +{ + XTPStrategyInfoStruct m_strategy_info; ///< 策略信息 + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + XTP_MARKET_TYPE m_market; ///< 市场 +} XTPStrategySymbolInfo; + +///策略状态结构体 +typedef struct XTPStrategyStateReportStruct +{ + XTPStrategyInfoStruct m_strategy_info; ///< 策略信息 + int64_t m_strategy_qty; ///< 策略总量 + int64_t m_strategy_ordered_qty; ///< 策略已委托数量 + int64_t m_strategy_cancelled_qty; ///< 策略已撤单数量 + int64_t m_strategy_execution_qty; ///< 策略已成交数量 + int64_t m_strategy_unclosed_qty; ///< 策略未平仓数量(T0卖出数量-买入数量) + double m_strategy_asset; ///< 策略总金额 + double m_strategy_ordered_asset; ///< 策略已委托金额 + double m_strategy_execution_asset; ///< 策略已成交金额 + double m_strategy_execution_price; ///< 策略执行价格 + double m_strategy_market_price; ///< 策略市场价 + double m_strategy_price_diff; ///< 策略执行价差 + double m_strategy_asset_diff; ///< 策略执行绩效(T0资金预净收入) + XTPRI m_error_info; ///< 错误信息 +} XTPStrategyStateReport; + +///指定策略指定证券的请求结构体 +typedef struct XTPStrategySymbolReqStruct +{ + uint64_t m_xtp_strategy_id; ///< xtp策略id + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + XTP_MARKET_TYPE m_market; ///< 市场 +} XTPStrategySymbolReq; + +///策略中指定证券的算法执行状态结构体 +typedef struct XTPStrategySymbolStateReportStruct +{ + XTPStrategyInfoStruct m_strategy_info; ///< 策略信息 + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + XTP_MARKET_TYPE m_market; ///< 市场 + XTP_SIDE_TYPE m_side; ///< 买卖方向，=0时为T0单 + int64_t m_strategy_qty; ///< 策略总量 + int64_t m_strategy_ordered_qty; ///< 策略已委托数量 + int64_t m_strategy_cancelled_qty; ///< 策略已撤单数量 + int64_t m_strategy_execution_qty; ///< 策略已成交数量 + int64_t m_strategy_buy_qty; ///< 策略已买入数量(T0) + int64_t m_strategy_sell_qty; ///< 策略已卖出数量(T0) + int64_t m_strategy_unclosed_qty; ///< 策略未平仓数量(T0卖出数量-买入数量) + double m_strategy_asset; ///< 策略总金额 + double m_strategy_ordered_asset; ///< 策略已委托金额 + double m_strategy_execution_asset; ///< 策略已成交金额 + double m_strategy_buy_asset; ///< 策略买入金额(T0) + double m_strategy_sell_asset; ///< 策略卖出金额(TO) + double m_strategy_unclosed_asset; ///< 策略未平仓金额(T0) + double m_strategy_asset_diff; ///< 策略毛收益增强金额(T0) + double m_strategy_execution_price; ///< 策略执行价格 + double m_strategy_market_price; ///< 策略市场价 + double m_strategy_price_diff; ///< 策略执行价差(T0时为毛增强收益率) + XTPRI m_error_info; ///< 错误信息 +} XTPStrategySymbolStateReport; + +///推荐算法结构体 +typedef struct XTPStrategyRecommendationInfoStruct +{ + uint16_t m_strategy_type; ///< 策略类型 + XTP_MARKET_TYPE m_market; ///< 交易市场 + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + char m_reserved[64]; ///< 保留域 +} XTPStrategyRecommendationInfo; + +///策略中的证券信息结构体 +typedef struct XTPStrategyTickerInfoStruct +{ + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + XTP_MARKET_TYPE m_market; ///< 交易市场 +} XTPStrategyTickerInfo; + +#pragma pack() + +#endif //_XTP_ALGO_API_STRUCT_H_ diff --git a/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/algo_data_type.h b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/algo_data_type.h new file mode 100644 index 0000000..f34a66c --- /dev/null +++ b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/algo_data_type.h @@ -0,0 +1,35 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file algo_data_type.h +///@brief 定义业务公共数据结构 +///////////////////////////////////////////////////////////////////////// +#ifndef _XTP_ALGO_DATA_TYPE_H_ +#define _XTP_ALGO_DATA_TYPE_H_ + +///@brief XTPStrategyStateType策略状态类型 +typedef uint8_t XTPStrategyStateType; + +///创建中 +#define XTP_STRATEGY_STATE_CREATING 0 +///已创建 +#define XTP_STRATEGY_STATE_CREATED 1 +///开始执行中 +#define XTP_STRATEGY_STATE_STARTING 2 +///已执行 +#define XTP_STRATEGY_STATE_STARTED 3 +///停止中 +#define XTP_STRATEGY_STATE_STOPPING 4 +///已停止 +#define XTP_STRATEGY_STATE_STOPPED 5 +///销毁中 +#define XTP_STRATEGY_STATE_DESTROYING 6 +///已销毁 +#define XTP_STRATEGY_STATE_DESTROYED 7 +///发生错误 +#define XTP_STRATEGY_STATE_ERROR 8 +#define XTP_STRATEGY_STATE_PARTPAUSE 9 +#define XTP_STRATEGY_STATE_PAUSE 10 +#define XTP_STRATEGY_STATE_RESUMING 11 +#define XTP_STRATEGY_STATE_RESUMED 12 + +#endif //_XTP_ALGO_DATA_TYPE_H_ diff --git a/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/config.json b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/config.json new file mode 100644 index 0000000..5984bbe --- /dev/null +++ b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/config.json @@ -0,0 +1,51 @@ +{ + "client_id": 1, + "path": "./", + "path_linux": "./", + "account_key":"xxxxxxxx", + "account": [ + { + "user": "tradeusername", + "password": "tradepw" + } + ], + "trade_port": 6001, + "trade_ip": "XXX.XXX.XXX.XXX", + "auto_save": true, + "resume_type": 2, + "order": [ + { + "instrument_id": "600090", + "exchange": 2, + "price": 7.0, + "quantity": 200, + "side": 1, + "price_type": 1, + "business_type":0, + "position_effect":0 + } + ], + "ping_pong_test": false, + "quote_ip": "XXX.XXX.XXX.XXX", + "quote_port": 6002, + "quote_user": "quoteusername", + "quote_password": "quotepw", + "quote_ticker": { + "instrument": [ + "600120" + ], + "exchange": 1 + }, + "hb_interval":15, + "quote_buffer_size":256, + "quote_protocol":1, + "account_algo": "XXXXX", + "password_algo": "XXXXXX", + "ip_algo": "XXX.XXX.XXX.XXX", + "port_algo": 0, + "strategy": { + "client_id": 1, + "type": 1001, + "param": "test param" + } +} \ No newline at end of file diff --git a/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/libxtpquoteapi.so b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/libxtpquoteapi.so new file mode 100644 index 0000000..8d653f5 Binary files /dev/null and b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/libxtpquoteapi.so differ diff --git a/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/libxtptraderapi.so b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/libxtptraderapi.so new file mode 100644 index 0000000..8254df8 Binary files /dev/null and b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/libxtptraderapi.so differ diff --git a/source/Linux/xtp_python3_18.19/xtpapi/xoms_api_fund_struct.h b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xoms_api_fund_struct.h similarity index 57% rename from source/Linux/xtp_python3_18.19/xtpapi/xoms_api_fund_struct.h rename to source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xoms_api_fund_struct.h index 7b0168a..c685a70 100644 --- a/source/Linux/xtp_python3_18.19/xtpapi/xoms_api_fund_struct.h +++ b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xoms_api_fund_struct.h @@ -1,42 +1,73 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_fund_struct.h -///@brief 定义资金划拨相关结构体类型 -///////////////////////////////////////////////////////////////////////// -#ifndef XOMS_API_FUND_STRUCT_H_ -#define XOMS_API_FUND_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "xoms_api_struct.h" -#include "xtp_api_struct_common.h" - -#pragma pack(8) - -#define XTP_ACCOUNT_PASSWORD_LEN 64 - -///////////////////////////////////////////////////////////////////////// -///用户资金请求 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferReq -{ - ///资金内转编号，无需用户填写，类似于xtp_id - uint64_t serial_id; - ///资金账户代码 - char fund_account[XTP_ACCOUNT_NAME_LEN]; - ///资金账户密码 - char password[XTP_ACCOUNT_PASSWORD_LEN]; - ///金额 - double amount; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - -}; - -///////////////////////////////////////////////////////////////////////// -///用户资金划转请求的响应-复用资金通知结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferAck ; - -#pragma pack() - +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xoms_api_fund_struct.h +///@brief 定义资金划拨相关结构体类型 +///////////////////////////////////////////////////////////////////////// +#ifndef XOMS_API_FUND_STRUCT_H_ +#define XOMS_API_FUND_STRUCT_H_ + +#include "xtp_api_data_type.h" +#include "xoms_api_struct.h" +#include "xtp_api_struct_common.h" + +#pragma pack(8) + +/// 用户资金账户的密码字符串长度 +#define XTP_ACCOUNT_PASSWORD_LEN 64 + +///////////////////////////////////////////////////////////////////////// +///用户资金请求 +///////////////////////////////////////////////////////////////////////// +struct XTPFundTransferReq +{ + ///资金内转编号，无需用户填写，类似于xtp_id + uint64_t serial_id; + ///资金账户代码 + char fund_account[XTP_ACCOUNT_NAME_LEN]; + ///资金账户密码 + char password[XTP_ACCOUNT_PASSWORD_LEN]; + ///金额 + double amount; + ///内转类型 + XTP_FUND_TRANSFER_TYPE transfer_type; + +}; + +///////////////////////////////////////////////////////////////////////// +///用户资金划转请求的响应-复用资金通知结构体 +///////////////////////////////////////////////////////////////////////// +typedef struct XTPFundTransferNotice XTPFundTransferAck ; + +///////////////////////////////////////////////////////////////////////// +///用户资金查询请求结构体 +///////////////////////////////////////////////////////////////////////// +struct XTPFundQueryReq +{ + ///资金账户代码 + char fund_account[XTP_ACCOUNT_NAME_LEN]; + ///资金账户密码 + char password[XTP_ACCOUNT_PASSWORD_LEN]; + ///查询类型 + XTP_FUND_QUERY_TYPE query_type; + ///预留字段，用户无需填写 + uint64_t unknown[4]; + +}; + +///////////////////////////////////////////////////////////////////////// +///用户资金查询响应结构体 +///////////////////////////////////////////////////////////////////////// +struct XTPFundQueryRsp +{ + ///金额 + double amount; + ///查询类型 + XTP_FUND_QUERY_TYPE query_type; + ///预留字段，用户无需填写 + uint64_t unknown[4]; + +}; + +#pragma pack() + #endif \ No newline at end of file diff --git a/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xoms_api_struct.h b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xoms_api_struct.h new file mode 100644 index 0000000..5f35f12 --- /dev/null +++ b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xoms_api_struct.h @@ -0,0 +1,1338 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xoms_api_struct.h +///@brief 定义交易类相关数据结构 +///////////////////////////////////////////////////////////////////////// +#ifndef _XOMS_API_STRUCT_H_ +#define _XOMS_API_STRUCT_H_ + +#include "xtp_api_data_type.h" +#include "stddef.h" +#include "xtp_api_struct_common.h" + +#pragma pack(8) + +//=====================客户端接口定义================================= +///新订单请求 +struct XTPOrderInsertInfo +{ + ///XTP系统订单ID，无需用户填写，在XTP系统中唯一 + uint64_t order_xtp_id; + ///报单引用，由客户自定义 + uint32_t order_client_id; + ///合约代码 客户端请求不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///价格 + double price; + ///止损价（保留字段） + double stop_price; + ///数量(股票单位为股，逆回购单位为张) + int64_t quantity; + ///报单价格 + XTP_PRICE_TYPE price_type; + union{ + ///32位字段，用来兼容老版本api，用户无需关心 + uint32_t u32; + struct { + ///买卖方向 + XTP_SIDE_TYPE side; + ///开平标志 + XTP_POSITION_EFFECT_TYPE position_effect; + ///预留字段1 + uint8_t reserved1; + ///预留字段2 + uint8_t reserved2; + }; + }; + ///业务类型 + XTP_BUSINESS_TYPE business_type; + }; + + +///撤单失败响应消息 +struct XTPOrderCancelInfo +{ + ///撤单XTPID + uint64_t order_cancel_xtp_id; + ///原始订单XTPID + uint64_t order_xtp_id; +}; + + +///报单响应结构体 +struct XTPOrderInfo +{ + ///XTP系统订单ID，在XTP系统中唯一 + uint64_t order_xtp_id; + ///报单引用，用户自定义 + uint32_t order_client_id; + ///报单操作引用，用户自定义（暂未使用） + uint32_t order_cancel_client_id; + ///撤单在XTP系统中的id，在XTP系统中唯一 + uint64_t order_cancel_xtp_id; + ///合约代码 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///价格 + double price; + ///数量，此订单的报单数量 + int64_t quantity; + ///报单价格条件 + XTP_PRICE_TYPE price_type; + union{ + ///32位字段，用来兼容老版本api，用户无需关心 + uint32_t u32; + struct { + ///买卖方向 + XTP_SIDE_TYPE side; + ///开平标志，期权用户关注字段，其余用户填0即可 + XTP_POSITION_EFFECT_TYPE position_effect; + ///预留字段1 + uint8_t reserved1; + ///预留字段2 + uint8_t reserved2; + }; + }; + ///业务类型 + XTP_BUSINESS_TYPE business_type; + ///今成交数量，为此订单累计成交数量 + int64_t qty_traded; + ///剩余数量，当撤单成功时，表示撤单数量 + int64_t qty_left; + ///委托时间，格式为YYYYMMDDHHMMSSsss + int64_t insert_time; + ///最后修改时间，格式为YYYYMMDDHHMMSSsss + int64_t update_time; + ///撤销时间，格式为YYYYMMDDHHMMSSsss + int64_t cancel_time; + ///成交金额，为此订单的成交总金额 + double trade_amount; + ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + char order_local_id[XTP_LOCAL_ORDER_LEN]; + ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + XTP_ORDER_STATUS_TYPE order_status; + ///报单提交状态，OMS内部使用，用户可用此字段来区分撤单和报单 + XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; + ///报单类型 + TXTPOrderTypeType order_type; +}; + + + +///报单响应结构体，新版本 +struct XTPOrderInfoEx +{ + ///XTP系统订单ID，在XTP系统中唯一 + uint64_t order_xtp_id; + ///报单引用，用户自定义 + uint32_t order_client_id; + ///报单操作引用，用户自定义（暂未使用） + uint32_t order_cancel_client_id; + ///撤单在XTP系统中的id，在XTP系统中唯一 + uint64_t order_cancel_xtp_id; + ///合约代码 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///价格 + double price; + ///数量，此订单的报单数量 + int64_t quantity; + ///报单价格条件 + XTP_PRICE_TYPE price_type; + union{ + uint32_t u32; + struct { + ///买卖方向 + XTP_SIDE_TYPE side; + ///开平标志 + XTP_POSITION_EFFECT_TYPE position_effect; + ///预留字段1 + uint8_t reserved1; + ///预留字段2 + uint8_t reserved2; + }; + }; + ///业务类型 + XTP_BUSINESS_TYPE business_type; + ///今成交数量，为此订单累计成交数量 + int64_t qty_traded; + ///剩余数量，当撤单成功时，表示撤单数量 + int64_t qty_left; + ///委托时间，格式为YYYYMMDDHHMMSSsss + int64_t insert_time; + ///最后修改时间，格式为YYYYMMDDHHMMSSsss + int64_t update_time; + ///撤销时间，格式为YYYYMMDDHHMMSSsss + int64_t cancel_time; + ///成交金额，为此订单的成交总金额 + double trade_amount; + ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + char order_local_id[XTP_LOCAL_ORDER_LEN]; + ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + XTP_ORDER_STATUS_TYPE order_status; + ///报单提交状态，OMS内部使用，用户无需关心 + XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; + ///报单类型 + TXTPOrderTypeType order_type; + ///报单编号 --交易所单号，深交所有此字段，上交所股票债券业务有此字段，上交所申赎业务暂无此字段 + char order_exch_id[XTP_ORDER_EXCH_LEN]; + ///订单的错误信息 + XTPRI order_err_t; + ///保留字段 + uint64_t unknown[2]; +}; + + + +///报单成交结构体 +struct XTPTradeReport +{ + ///XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 + uint64_t order_xtp_id; + ///报单引用 + uint32_t order_client_id; + ///合约代码 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留。 + uint64_t local_order_id; + ///成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 + char exec_id[XTP_EXEC_ID_LEN]; + ///价格，此次成交的价格 + double price; + ///数量，此次成交的数量，不是累计数量 + int64_t quantity; + ///成交时间，格式为YYYYMMDDHHMMSSsss + int64_t trade_time; + ///成交金额，此次成交的总金额 = price*quantity + double trade_amount; + ///成交序号 --回报记录号，对于单个账户来说，深交所每个平台（不同交易品种）唯一，上交所唯一，对于多账户来说，不唯一 + uint64_t report_index; + ///报单编号 --交易所单号，上交所为空，深交所有此字段 + char order_exch_id[XTP_ORDER_EXCH_LEN]; + ///成交类型 --成交回报中的执行类型 + TXTPTradeTypeType trade_type; + union{ + ///32位字段，用来兼容老版本api，用户无需关心 + uint32_t u32; + struct { + ///买卖方向 + XTP_SIDE_TYPE side; + ///开平标志 + XTP_POSITION_EFFECT_TYPE position_effect; + ///预留字段1 + uint8_t reserved1; + ///预留字段2 + uint8_t reserved2; + }; + }; + ///业务类型 + XTP_BUSINESS_TYPE business_type; + ///交易所交易员代码 + char branch_pbu[XTP_BRANCH_PBU_LEN]; +}; + + +////////////////////////////////////////////////////////////////////////// +///报单查询 +////////////////////////////////////////////////////////////////////////// +///报单查询请求-条件查询 +struct XTPQueryOrderReq +{ + ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 + char ticker[XTP_TICKER_LEN]; + ///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 + int64_t begin_time; + ///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + int64_t end_time; +}; + +///报单查询响应结构体 +typedef struct XTPOrderInfo XTPQueryOrderRsp; + + +///查询订单请求-分页查询 +struct XTPQueryOrderByPageReq +{ + ///需要查询的订单条数 + int64_t req_count; + ///上一次收到的查询订单结果中带回来的索引，如果是从头查询，请置0 + int64_t reference; + ///保留字段 + int64_t reserved; +}; + +////////////////////////////////////////////////////////////////////////// +///成交回报查询 +////////////////////////////////////////////////////////////////////////// +///查询成交报告请求-根据执行编号查询（保留字段） +struct XTPQueryReportByExecIdReq +{ + ///XTP订单系统ID + uint64_t order_xtp_id; + ///成交执行编号 + char exec_id[XTP_EXEC_ID_LEN]; +}; + +///查询成交回报请求-查询条件 +struct XTPQueryTraderReq +{ + ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 + char ticker[XTP_TICKER_LEN]; + ///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 + int64_t begin_time; + ///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + int64_t end_time; +}; + +///成交回报查询响应结构体 +typedef struct XTPTradeReport XTPQueryTradeRsp; + +///查询成交回报请求-分页查询 +struct XTPQueryTraderByPageReq +{ + ///需要查询的成交回报条数 + int64_t req_count; + ///上一次收到的查询成交回报结果中带回来的索引，如果是从头查询，请置0 + int64_t reference; + ///保留字段 + int64_t reserved; +}; + +////////////////////////////////////////////////////////////////////////// +///账户资金查询响应结构体 +////////////////////////////////////////////////////////////////////////// +struct XTPQueryAssetRsp +{ + ///总资产（现货账户/期权账户参考公式：总资产 = 可用资金 + 证券资产（目前为0）+ 预扣的资金），（信用账户参考公式：总资产 = 可用资金 + 融券卖出所得资金余额 + 证券资产+ 预扣的资金） + double total_asset; + ///可用资金 + double buying_power; + ///证券资产（保留字段，目前为0） + double security_asset; + ///累计买入成交证券占用资金（仅限现货账户/期权账户，信用账户暂不可用） + double fund_buy_amount; + ///累计买入成交交易费用（仅限现货账户/期权账户，信用账户暂不可用） + double fund_buy_fee; + ///累计卖出成交证券所得资金（仅限现货账户/期权账户，信用账户暂不可用） + double fund_sell_amount; + ///累计卖出成交交易费用（仅限现货账户/期权账户，信用账户暂不可用） + double fund_sell_fee; + ///XTP系统预扣的资金（包括买卖股票时预扣的交易资金+预扣手续费） + double withholding_amount; + ///账户类型 + XTP_ACCOUNT_TYPE account_type; + + ///冻结的保证金（仅限期权账户） + double frozen_margin; + ///行权冻结资金（仅限期权账户） + double frozen_exec_cash; + ///行权费用（仅限期权账户） + double frozen_exec_fee; + ///垫付资金（仅限期权账户） + double pay_later; + ///预垫付资金（仅限期权账户） + double preadva_pay; + ///昨日余额（仅限期权账户） + double orig_banlance; + ///当前余额（仅限期权账户） + double banlance; + ///当天出入金（仅限期权账户） + double deposit_withdraw; + ///当日交易资金轧差（仅限期权账户） + double trade_netting; + ///资金资产（仅限期权账户） + double captial_asset; + + ///强锁资金（仅限期权账户） + double force_freeze_amount; + ///可取资金（仅限期权账户） + double preferred_amount; + + // 信用业务新增字段开始（数量1） + ///融券卖出所得资金余额（仅限信用账户，只能用于买券还券） + double repay_stock_aval_banlance; + + // 信用业务新增字段结束（数量1） + + ///累计订单流量费 + double fund_order_data_charges; + ///累计撤单流量费 + double fund_cancel_data_charges; + //流量费统计新增字段结束（数量2） + + ///交易所实时风险度（仅限期权账户,后续服务器版本支持，目前为0） + double exchange_cur_risk_degree; + ///公司实时风险度（仅限期权账户,后续服务器版本支持，目前为0） + double company_cur_risk_degree; + //风险度新增字段结束（数量2） + + ///(保留字段) + uint64_t unknown[43 - 12 - 1 - 2 - 2]; +}; + +////////////////////////////////////////////////////////////////////////// +///查询股票持仓情况请求结构体 +////////////////////////////////////////////////////////////////////////// +struct XTPQueryStkPositionReq +{ + ///证券代码 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; +}; + +////////////////////////////////////////////////////////////////////////// +///查询股票持仓情况 +////////////////////////////////////////////////////////////////////////// +struct XTPQueryStkPositionRsp +{ + ///证券代码 + char ticker[XTP_TICKER_LEN]; + ///证券名称 + char ticker_name[XTP_TICKER_NAME_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///总持仓 + int64_t total_qty; + ///可卖持仓 + int64_t sellable_qty; + ///持仓成本 + double avg_price; + ///浮动盈亏（保留字段） + double unrealized_pnl; + ///昨日持仓 + int64_t yesterday_position; + ///今日申购赎回数量（申购和赎回数量不可能同时存在，因此可以共用一个字段） + int64_t purchase_redeemable_qty; + + //以下为期权用户关心字段 + /// 持仓方向 + XTP_POSITION_DIRECTION_TYPE position_direction; + ///持仓类型(此字段所有账户都可能用到，可以用来区分股份是否为配售) + XTP_POSITION_SECURITY_TYPE position_security_type; + /// 可行权合约 + int64_t executable_option; + /// 可锁定标的 + int64_t lockable_position; + /// 可行权标的 + int64_t executable_underlying; + /// 已锁定标的 + int64_t locked_position; + /// 可用已锁定标的 + int64_t usable_locked_position; + + //以下为现货用户关心字段 + ///盈亏成本价 + double profit_price; + ///买入成本 + double buy_cost; + ///盈亏成本 + double profit_cost; + + ///持仓市值（此字段目前只有期权账户有值，其他类型账户为0） + double market_value; + ///义务仓占用保证金（此字段目前只有期权账户有值，其他类型账户为0） + double margin; + + ///昨日买入成本 + double last_buy_cost; + ///昨日盈亏成本 + double last_profit_cost; + + ///(保留字段) + uint64_t unknown[50 - 13]; +}; + +///////////////////////////////////////////////////////////////////////// +///用户展期请求的通知 +///////////////////////////////////////////////////////////////////////// +struct XTPCreditDebtExtendNotice +{ + uint64_t xtpid; /// +#include "xtp_api_data_type.h" + +#pragma pack(8) + +///指定的合约 +typedef struct XTPSpecificTickerStruct +{ + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息）例如"600000"，不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; +} XTPST; + +///股票、基金 等额外数据 +struct XTPMarketDataStockExData { + ///委托买入总量(SH,SZ) + int64_t total_bid_qty; + ///委托卖出总量(SH,SZ) + int64_t total_ask_qty; + ///加权平均委买价格(SH,SZ) + double ma_bid_price; + ///加权平均委卖价格(SH,SZ) + double ma_ask_price; + ///债券加权平均委买价格(SH) + double ma_bond_bid_price; + ///债券加权平均委卖价格(SH) + double ma_bond_ask_price; + ///债券到期收益率(SH) + double yield_to_maturity; + ///基金实时参考净值(SH,SZ) + double iopv; + ///ETF申购笔数(SH) + int32_t etf_buy_count; + ///ETF赎回笔数(SH) + int32_t etf_sell_count; + ///ETF申购数量(SH) + double etf_buy_qty; + ///ETF申购金额(SH) + double etf_buy_money; + ///ETF赎回数量(SH) + double etf_sell_qty; + ///ETF赎回金额(SH) + double etf_sell_money; + ///权证执行的总数量(SH) + double total_warrant_exec_qty; + ///权证跌停价格（元）(SH) + double warrant_lower_price; + ///权证涨停价格（元）(SH) + double warrant_upper_price; + ///买入撤单笔数(SH) + int32_t cancel_buy_count; + ///卖出撤单笔数(SH) + int32_t cancel_sell_count; + ///买入撤单数量(SH) + double cancel_buy_qty; + ///卖出撤单数量(SH) + double cancel_sell_qty; + ///买入撤单金额(SH) + double cancel_buy_money; + ///卖出撤单金额(SH) + double cancel_sell_money; + ///买入总笔数(SH) + int64_t total_buy_count; + ///卖出总笔数(SH) + int64_t total_sell_count; + ///买入委托成交最大等待时间(SH) + int32_t duration_after_buy; + ///卖出委托成交最大等待时间(SH) + int32_t duration_after_sell; + ///买方委托价位数(SH) + int32_t num_bid_orders; + ///卖方委托价位数(SH) + int32_t num_ask_orders; + + ///基金T-1日净值(SZ) + double pre_iopv; + ///预留 + int64_t r1; + ///预留 + int64_t r2; +}; + +///债券额外数据 +struct XTPMarketDataBondExData { + ///委托买入总量(SH,SZ) + int64_t total_bid_qty; + ///委托卖出总量(SH,SZ) + int64_t total_ask_qty; + ///加权平均委买价格(SZ) + double ma_bid_price; + ///加权平均委卖价格(SZ) + double ma_ask_price; + ///债券加权平均委买价格(SH) + double ma_bond_bid_price; + ///债券加权平均委卖价格(SH) + double ma_bond_ask_price; + ///债券到期收益率(SH) + double yield_to_maturity; + ///匹配成交最近价(SZ) + double match_lastpx; + ///债券加权平均价格(SH) + double ma_bond_price; + ///匹配成交成交量(SZ) + int64_t match_qty; + ///匹配成交成交金额(SZ) + double match_turnover; + ///预留 + double r4; + ///预留 + double r5; + ///预留 + double r6; + ///预留 + double r7; + ///预留 + double r8; + ///买入撤单笔数(SH) + int32_t cancel_buy_count; + ///卖出撤单笔数(SH) + int32_t cancel_sell_count; + ///买入撤单数量(SH) + double cancel_buy_qty; + ///卖出撤单数量(SH) + double cancel_sell_qty; + ///买入撤单金额(SH) + double cancel_buy_money; + ///卖出撤单金额(SH) + double cancel_sell_money; + ///买入总笔数(SH) + int64_t total_buy_count; + ///卖出总笔数(SH) + int64_t total_sell_count; + ///买入委托成交最大等待时间(SH) + int32_t duration_after_buy; + ///卖出委托成交最大等待时间(SH) + int32_t duration_after_sell; + ///买方委托价位数(SH) + int32_t num_bid_orders; + ///卖方委托价位数(SH) + int32_t num_ask_orders; + ///时段(SHL2)，L1快照数据没有此字段，具体字段说明参阅《上海新债券Level2行情说明.doc》文档 + char instrument_status[8]; +}; + +/// 期权额外数据 +struct XTPMarketDataOptionExData { + ///波段性中断参考价(SH) + double auction_price; + ///波段性中断集合竞价虚拟匹配量(SH) + int64_t auction_qty; + ///最近询价时间(SH) + int64_t last_enquiry_time; +}; + +///////////////////////////////////////////////////////////////////////// +///@brief XTP_MARKETDATA_TYPE是行情快照数据类型，2.2.32以前版本所用 +///////////////////////////////////////////////////////////////////////// +enum XTP_MARKETDATA_TYPE { + XTP_MARKETDATA_ACTUAL = 0, // 现货(股票/基金/债券等) + XTP_MARKETDATA_OPTION = 1, // 期权 +}; + +///////////////////////////////////////////////////////////////////////// +///@brief XTP_MARKETDATA_TYPE_V2是行情快照数据类型，2.2.32版本新增字段 +///////////////////////////////////////////////////////////////////////// +enum XTP_MARKETDATA_TYPE_V2 { + XTP_MARKETDATA_V2_INDEX = 0, // 指数 + XTP_MARKETDATA_V2_OPTION = 1, // 期权 + XTP_MARKETDATA_V2_ACTUAL = 2, // 现货(股票/基金等) + XTP_MARKETDATA_V2_BOND = 3, // 债券 +}; + +///行情 +typedef struct XTPMarketDataStruct +{ + // 代码 + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + + // 价格 + ///最新价 + double last_price; + ///昨收盘 + double pre_close_price; + ///今开盘 + double open_price; + ///最高价 + double high_price; + ///最低价 + double low_price; + ///今收盘 + double close_price; + + // 期权数据 + ///昨日持仓量(张)(目前未填写) + int64_t pre_total_long_positon; + ///持仓量(张) + int64_t total_long_positon; + ///昨日结算价（SH） + double pre_settl_price; + ///今日结算价（SH） + double settl_price; + + // 涨跌停 + ///涨停价 + double upper_limit_price; + ///跌停价 + double lower_limit_price; + ///预留 + double pre_delta; + ///预留 + double curr_delta; + + /// 时间类，格式为YYYYMMDDHHMMSSsss + int64_t data_time; + + // 量额数据 + ///数量，为总成交量（单位股，与交易所一致） + int64_t qty; + ///成交金额，为总成交金额（单位元，与交易所一致） + double turnover; + ///预留(无意义) + double avg_price; + + // 买卖盘 + ///十档申买价 + double bid[10]; + ///十档申卖价 + double ask[10]; + ///十档申买量 + int64_t bid_qty[10]; + ///十档申卖量 + int64_t ask_qty[10]; + + // 额外数据 + ///成交笔数 + int64_t trades_count; + ///当前交易状态说明，参阅《XTP API常见问题.doc》文档 + char ticker_status[8]; + + //对于新三板行情来说，以下结构和字段均无效 + ///数据 + union { + XTPMarketDataStockExData stk; + XTPMarketDataOptionExData opt; + XTPMarketDataBondExData bond; + } ; + ///决定了union是哪种数据类型 (2.2.32版本以前所用字段，仅为了保持兼容，不建议使用该字段) + XTP_MARKETDATA_TYPE data_type; + ///决定了union是哪种数据类型（2.2.32版本新增字段，更详细区分了行情快照数据类型） + XTP_MARKETDATA_TYPE_V2 data_type_v2; +} XTPMD; + +///IOPV信息 +struct IOPV { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + /// 时间 + int64_t data_time; + /// iopv值 + double iopv; +}; + +///股票行情静态信息 +typedef struct XTPQuoteStaticInfo { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + /// 合约名称 + char ticker_name[XTP_TICKER_NAME_LEN]; + /// 合约类型 + XTP_TICKER_TYPE ticker_type; + ///昨收盘 + double pre_close_price; + ///涨停板价 + double upper_limit_price; + ///跌停板价 + double lower_limit_price; + ///最小变动价位 + double price_tick; + /// 合约最小交易量(买) + int32_t buy_qty_unit; + /// 合约最小交易量(卖) + int32_t sell_qty_unit; +} XTPQSI; + + +///订单薄 +typedef struct OrderBookStruct { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + + ///最新价 + double last_price; + ///数量，为总成交量 + int64_t qty; + ///成交金额，为总成交金额 + double turnover; + ///成交笔数 + int64_t trades_count; + + // 买卖盘 + ///十档申买价 + double bid[10]; + ///十档申卖价 + double ask[10]; + ///十档申买量 + int64_t bid_qty[10]; + ///十档申卖量 + int64_t ask_qty[10]; + /// 时间类 + int64_t data_time; +} XTPOB; + +////////////////////////////////// 逐笔数据 + + +///逐笔委托 +struct XTPTickByTickEntrust { + ///频道代码 + int32_t channel_no; + ///SH: 委托序号(委托单独编号, 同一channel_no内连续) + ///SZ、NQ: 委托序号(委托成交统一编号, 同一channel_no内连续) + int64_t seq; + ///委托价格 + double price; + ///SH: 剩余委托数量(balance) + ///SZ、NQ: 委托数量 + int64_t qty; + ///SH: 'B':买; 'S':卖 + ///SZ: '1':买; '2':卖; 'G':借入; 'F':出借 + ///NQ: '1':买; '2':卖; + char side; + ///SH: 'A': 增加; 'D': 删除 + ///SZ、NQ: 订单类别: '1': 市价; '2': 限价; 'U': 本方最优 + char ord_type; + ///SH: 原始订单号 + ///SZ、NQ: 无意义 + int64_t order_no; +}; + +///逐笔成交 +struct XTPTickByTickTrade { + ///频道代码 + int32_t channel_no; + ///SH: 成交序号(成交单独编号, 同一channel_no内连续) + ///SZ、NQ: 成交序号(委托成交统一编号, 同一channel_no内连续) + int64_t seq; + ///成交价格 + double price; + ///成交量 + int64_t qty; + ///成交金额(适用上交所、北交所) + double money; + ///买方订单号 + int64_t bid_no; + ///卖方订单号 + int64_t ask_no; + /// SH: 内外盘标识('B':主动买; 'S':主动卖; 'N':未知) + /// SZ、NQ: 成交标识('4':撤; 'F':成交) + char trade_flag; +}; + +///逐笔状态订单 +struct XTPTickByTickStatus { + ///频道代码 + int32_t channel_no; + ///同一channel_no内连续 + int64_t seq; + ///状态信息 + char flag[8]; +}; + +///逐笔数据信息 +typedef struct XTPTickByTickStruct { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + /// SH: 业务序号（委托成交统一编号，同一个channel_no内连续，此seq区别于联合体内的seq，channel_no等同于联合体内的channel_no） + /// SZ、NQ: 无意义 + int64_t seq; + ///委托时间 or 成交时间 + int64_t data_time; + ///委托 or 成交 + XTP_TBT_TYPE type; + + union { + XTPTickByTickEntrust entrust; + XTPTickByTickTrade trade; + XTPTickByTickStatus state; + }; +} XTPTBT; + + +///供查询的最新信息 +typedef struct XTPTickerPriceInfo { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + ///最新价 + double last_price; +} XTPTPI; + +///股票行情全量静态信息 +typedef struct XTPQuoteFullInfo { + XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 + char ticker[XTP_TICKER_LEN]; ///<证券代码 + char ticker_name[XTP_TICKER_NAME_LEN]; ///<证券名称 + XTP_SECURITY_TYPE security_type; ///<合约详细类型 + XTP_QUALIFICATION_TYPE ticker_qualification_class; ///<合约适当性类别 + bool is_registration; ///<是否注册制(仅适用创业板股票，创新企业股票及存托凭证) + bool is_VIE; ///<是否具有协议控制架构(仅适用创业板股票，创新企业股票及存托凭证) + bool is_noprofit; ///<是否尚未盈利(仅适用创业板股票，创新企业股票及存托凭证) + bool is_weighted_voting_rights; ///<是否存在投票权差异(仅适用创业板股票，创新企业股票及存托凭证) + bool is_have_price_limit; ///<是否有涨跌幅限制(注：不提供具体幅度，可通过涨跌停价和昨收价来计算幅度) + double upper_limit_price; ///<涨停价（仅在有涨跌幅限制时有效） + double lower_limit_price; ///<跌停价（仅在有涨跌幅限制时有效） + double pre_close_price; ///<昨收价 + double price_tick; ///<价格最小变动价位 + int32_t bid_qty_upper_limit; ///<限价买委托数量上限 + int32_t bid_qty_lower_limit; ///<限价买委托数量下限 + int32_t bid_qty_unit; ///<限价买数量单位 + int32_t ask_qty_upper_limit; ///<限价卖委托数量上限 + int32_t ask_qty_lower_limit; ///<限价卖委托数量下限 + int32_t ask_qty_unit; ///<限价卖数量单位 + int32_t market_bid_qty_upper_limit; ///<市价买委托数量上限 + int32_t market_bid_qty_lower_limit; ///<市价买委托数量下限 + int32_t market_bid_qty_unit; ///<市价买数量单位 + int32_t market_ask_qty_upper_limit; ///<市价卖委托数量上限 + int32_t market_ask_qty_lower_limit; ///<市价卖委托数量上限 + int32_t market_ask_qty_unit; ///<市价卖数量单位 + XTP_SECURITY_STATUS security_status; ///<证券状态 + uint32_t unknown1; ///<保留字段 + uint64_t unknown[3]; ///<保留字段 + +}XTPQFI; + +///新三板全量静态信息 +typedef struct XTPQuoteNQFullInfo { + XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 + char ticker[XTP_TICKER_LEN]; ///<证券代码 + char ticker_name[XTP_TICKER_NAME_LEN]; ///<证券名称 + XTP_SECURITY_TYPE security_type; ///<合约详细类型，目前均为255 + XTP_QUALIFICATION_TYPE ticker_qualification_class; ///<合约适当性类别 + char ticker_abbr_en[XTP_TICKER_NAME_LEN]; ///<英文简称 + char base_ticker[XTP_TICKER_LEN]; ///<基础证券 + char industry_type[6]; ///<行业种类 + char currency_type[3]; ///<货币种类 + int32_t trade_unit; ///<交易单位 + int32_t hang_out_date; ///<挂牌日期 + int32_t value_date; ///<起息日期 + int32_t maturity_date; ///<到期日 + int32_t per_limit_vol; ///<每笔限量 + int32_t buy_vol_unit; ///<买数量单位 + int32_t sell_vol_unit; ///<卖数量单位 + int32_t mini_declared_vol; ///<最小申报数量 + int32_t limit_price_attr; ///<限价参数性质 + int32_t market_maker_quantity; ///<做市商数量 + double price_gear; ///<价格档位 + double first_limit_trans; ///<首笔交易限价参数 + double subsequent_limit_trans; ///<后续交易限价参数 + double limit_upper_price; ///<涨停价格 + double limit_lower_price; ///<跌停价格 + double block_trade_upper; ///<大宗交易价格上限(预留，默认0) + double block_trade_lower; ///<大宗交易价格下限(预留，默认0) + double convert_into_ration; ///<折合比例 + XTP_TRADE_STATUS trade_status : 8; ///<交易状态 + XTP_SECURITY_LEVEL security_level : 8; ///<证券级别 + XTP_TRADE_TYPE trade_type : 8; ///<交易类型 + XTP_SUSPEND_FLAG suspend_flag : 8; ///<停牌标志 + XTP_EX_DIVIDEND_FLAG ex_dividend_flag : 8; ///<除权除息标志 + XTP_SECURITY_LAYER_TYPE layer_type : 8; ///<分层信息 + int32_t reserved1 : 16; ///<保留字段 + char trade_places[3]; ///<交易场所 预留 + char is_rzbd; ///<是否融资标的 Y是 N否 + char is_rqbd; ///<是否融券标的 Y是 N否 + char is_drrz; ///<是否当日可融资 Y是 N否 + char is_drrq; ///<是否当日可融券 Y是 N否 + char reserved; ///<保留字段 + uint64_t unknown[3]; ///<保留字段 +}XTPNQFI; + +///指数静态信息 +typedef struct XTPIndexPressStaticInfo { + XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码(无意义) + char ticker[XTP_TICKER_LEN]; ///<证券代码 + char ticker_name[XTP_TICKER_NAME_LEN]; ///<证券名称 + char market_code; ///<市场代码 + char unknown[7]; ///<预留 +}XTPIPSI; + +///指数行情快照 +typedef struct XTPIndexPress { + ///数据来源, 7=指数通. + char data_source; + + // 代码 + ///交易所代码(无意义) + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + /// 时间类，格式为YYYYMMDDHHMMSSsss + int64_t data_time; + + // 价格 + ///最新价 + double last_price; + ///昨收盘 + double pre_close_price; + ///今开盘 + double open_price; + ///最高价 + double high_price; + ///最低价 + double low_price; + ///今收盘 + double close_price; + + + // 量额数据 + ///总成交量 + int64_t qty; + ///总成交金额 + double turnover; + ///成交笔数 + int64_t trades_count; +}XTPIP; + + +#pragma pack() + +#endif diff --git a/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xtp_api_data_type.h b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xtp_api_data_type.h new file mode 100644 index 0000000..e64f734 --- /dev/null +++ b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xtp_api_data_type.h @@ -0,0 +1,743 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xtp_api_data_type.h +///@brief 定义兼容数据基本类型 +///////////////////////////////////////////////////////////////////////// +#ifndef _XTP_API_DATA_TYPE_H_ +#define _XTP_API_DATA_TYPE_H_ + +#pragma pack(8) + +/// 每个PBU最多被10个TGW使用。 +#define MAX_TGW_CNT_PER_PBU 10 + +/// 存放版本号的字符串长度 +#define XTP_VERSION_LEN 16 +/// 版本号类型 +typedef char XTPVersionType[XTP_VERSION_LEN]; +/// 可交易日字符串长度 +#define XTP_TRADING_DAY_LEN 9 +/// 存放证券代码的字符串长度 +#define XTP_TICKER_LEN 16 +/// 存放证券名称的字符串长度 +#define XTP_TICKER_NAME_LEN 64 +/// 本地报单编号的字符串长度 +#define XTP_LOCAL_ORDER_LEN 11 +/// 交易所单号的字符串长度 +#define XTP_ORDER_EXCH_LEN 17 +/// 成交执行编号的字符串长度 +#define XTP_EXEC_ID_LEN 18 +/// 交易所交易员代码字符串长度 +#define XTP_BRANCH_PBU_LEN 7 +/// 用户资金账户的字符串长度 +#define XTP_ACCOUNT_NAME_LEN 16 +/// 信用业务合约负债编号长度 +#define XTP_CREDIT_DEBT_ID_LEN 33 +/// IP地址的字符串长度 +#define XTP_INET_ADDRESS_STR_LEN 64 +/// MAC地址的字符串长度 +#define XTP_MAC_ADDRESS_LEN 16 +/// 硬盘序列号的字符串长度 +#define XTP_HARDDISK_SN_LEN 24 +/// MacOS系统序列号的字符串长度 +#define XTP_MACOS_SNO_LEN 21 + +/// 期权组合策略最多腿数 +#define XTP_STRATEGE_LEG_NUM 4 +/// 期权组合策略代码字符串长度 +#define XTP_STRATEGY_ID_LEN 10 +/// 期权组合策略名称字符串长度 +#define XTP_STRATEGY_NAME_LEN 32 +/// 期权组合策略组合编码字符串长度 +#define XTP_SECONDARY_ORDER_ID_LEN 18 + +/// 期权合约可支持的组合策略列表字符串长度 +#define XTP_CNTRT_COMB_STRA_LIST_LEN 2048 + +/// 期权行权合并最多成分合约数量 +#define XTP_COMBINED_EXECUTION_LEG_NUM 2 + +///////////////////////////////////////////////////////////////////////// +///@brief XTP_LOG_LEVEL是日志输出级别类型 +///////////////////////////////////////////////////////////////////////// +typedef enum XTP_LOG_LEVEL { + XTP_LOG_LEVEL_FATAL, ///<严重错误级别 + XTP_LOG_LEVEL_ERROR, ///<错误级别 + XTP_LOG_LEVEL_WARNING, ///<警告级别 + XTP_LOG_LEVEL_INFO, /// -#endif - -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///错误信息的字符串长度 -#define XTP_ERR_MSG_LEN 124 -///响应信息 -typedef struct XTPRspInfoStruct -{ - ///错误代码 - int32_t error_id; - ///错误信息 - char error_msg[XTP_ERR_MSG_LEN]; -} XTPRI; - -#pragma pack() - -#endif // !_XTP_API_STRUCT_COMMON_H_ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xtp_api_struct_common.h +///@brief 定义业务公共数据结构 +///////////////////////////////////////////////////////////////////////// + +#ifndef _XTP_API_STRUCT_COMMON_H_ +#define _XTP_API_STRUCT_COMMON_H_ + +#if defined(_MSC_VER) && _MSC_VER<1600 +typedef signed char int8_t; +typedef short int16_t; +typedef int int32_t; +typedef long long int64_t; +typedef unsigned char uint8_t; +typedef unsigned short uint16_t; +typedef unsigned int uint32_t; +typedef unsigned long long uint64_t; +#else +#include +#endif + +#include "xtp_api_data_type.h" + +#pragma pack(8) + +///错误信息的字符串长度 +#define XTP_ERR_MSG_LEN 124 +///响应信息 +typedef struct XTPRspInfoStruct +{ + ///错误代码 + int32_t error_id; + ///错误信息 + char error_msg[XTP_ERR_MSG_LEN]; +} XTPRI; + +#pragma pack() + +#endif // !_XTP_API_STRUCT_COMMON_H_ diff --git a/source/Linux/xtp_python2_18.19/xtpapi/xtp_quote_api.h b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xtp_quote_api.h similarity index 58% rename from source/Linux/xtp_python2_18.19/xtpapi/xtp_quote_api.h rename to source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xtp_quote_api.h index 5867e8e..749e8e6 100644 --- a/source/Linux/xtp_python2_18.19/xtpapi/xtp_quote_api.h +++ b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xtp_quote_api.h @@ -1,426 +1,528 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_quote_api.h -///@brief 定义行情订阅客户端接口 -///////////////////////////////////////////////////////////////////////// - -#ifndef _XTP_QUOTE_API_H_ -#define _XTP_QUOTE_API_H_ - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_MD_API_EXPORT -#define MD_API_EXPORT __declspec(dllexport) -#else -#define MD_API_EXPORT __declspec(dllimport) -#endif -#else -#define MD_API_EXPORT -#endif - -/*! -* \class XTP::API::QuoteSpi -* -* \brief 行情回调类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class QuoteSpi - { - public: - - ///当客户端与行情后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。可以在此函数中调用Login重新登录。注意用户重新登录后，需要重新订阅行情 - virtual void OnDisconnected(int reason) {}; - - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///订阅行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///深度行情通知，包含买一卖一队列 - ///@param market_data 行情数据 - ///@param bid1_qty 买一队列数据 - ///@param bid1_count 买一队列的有效委托笔数 - ///@param max_bid1_count 买一队列总委托笔数 - ///@param ask1_qty 卖一队列数据 - ///@param ask1_count 卖一队列的有效委托笔数 - ///@param max_ask1_count 卖一队列总委托笔数 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) {}; - - ///订阅行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///行情订单簿通知，包括股票、指数和期权 - ///@param order_book 行情订单簿数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnOrderBook(XTPOB *order_book) {}; - - ///订阅逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///逐笔行情通知，包括股票、指数和期权 - ///@param tbt_data 逐笔行情数据，包括逐笔委托和逐笔成交，此为共用结构体，需要根据type来区分是逐笔委托还是逐笔成交，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnTickByTick(XTPTBT *tbt_data) {}; - - ///订阅全市场的股票行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - - ///查询可交易合约的应答 - ///@param ticker_info 可交易合约信息 - ///@param error_info 查询可交易合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询可交易合约的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///查询合约的最新价格信息应答 - ///@param ticker_info 合约的最新价格信息 - ///@param error_info 查询合约的最新价格信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///订阅全市场的期权行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::QuoteApi -* -* \brief 行情订阅接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class MD_API_EXPORT QuoteApi - { - public: - ///创建QuoteApi - ///@param client_id （必须输入）用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个有可写权限的真实存在的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接 - static QuoteApi *CreateQuoteApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level=XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - - ///获取当前交易日 - ///@return 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() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、Logout、订阅、取消订阅失败时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///设置采用UDP方式连接时的接收缓冲区大小 - ///@remark 需要在Login之前调用，默认大小和最小设置均为64MB。此缓存大小单位为MB，请输入2的次方数，例如128MB请输入128。 - virtual void SetUDPBufferSize(uint32_t buff_size) = 0; - - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(QuoteSpi *spi) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///订阅行情，包括股票、指数和期权。 - ///@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情，包括股票、指数和期权。 - ///@return 取消订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情接口配套使用 - virtual int UnSubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅行情订单簿，包括股票、指数和期权。 - ///@return 订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情(仅支持深交所) - virtual int SubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情订单簿，包括股票、指数和期权。 - ///@return 取消订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情订单簿接口配套使用 - virtual int UnSubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅逐笔行情，包括股票、指数和期权。 - ///@return 订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订逐笔行情，包括股票、指数和期权。 - ///@return 取消订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅逐笔行情接口配套使用 - virtual int UnSubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅全市场的股票行情 - ///@return 订阅全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情接口配套使用 - virtual int SubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情 - ///@return 退订全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情接口配套使用 - virtual int UnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票行情订单簿 - ///@return 订阅全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情订单簿接口配套使用 - virtual int SubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情订单簿 - ///@return 退订全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情订单簿接口配套使用 - virtual int UnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票逐笔行情 - ///@return 订阅全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订逐笔行情接口配套使用 - virtual int SubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票逐笔行情 - ///@return 退订全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场逐笔行情接口配套使用 - virtual int UnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///用户登录请求 - ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 - ///@param ip 服务器ip地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登陆用户名 - ///@param password 登陆密码 - ///@param sock_type “1”代表TCP，“2”代表UDP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接 - virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 - virtual int Logout() = 0; - - ///获取当前交易日可交易合约 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param exchange_id 交易所代码 - virtual int QueryAllTickers(XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要查询的合约个数 - ///@param exchange_id 交易所代码 - virtual int QueryTickersPriceInfo(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取所有合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - virtual int QueryAllTickersPriceInfo() = 0; - - ///订阅全市场的期权行情 - ///@return 订阅全市期权场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情接口配套使用 - virtual int SubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情 - ///@return 退订全市场期权行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情接口配套使用 - virtual int UnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权行情订单簿 - ///@return 订阅全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情订单簿接口配套使用 - virtual int SubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情订单簿 - ///@return 退订全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情订单簿接口配套使用 - virtual int UnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权逐笔行情 - ///@return 订阅全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权逐笔行情接口配套使用 - virtual int SubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权逐笔行情 - ///@return 退订全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权逐笔行情接口配套使用 - virtual int UnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - - protected: - ~QuoteApi() {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xtp_quote_api.h +///@brief 定义行情订阅客户端接口 +///////////////////////////////////////////////////////////////////////// + +#ifndef _XTP_QUOTE_API_H_ +#define _XTP_QUOTE_API_H_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +#include "xtp_api_struct.h" + +#if defined(ISLIB) && defined(WIN32) +#ifdef LIB_MD_API_EXPORT +#define MD_API_EXPORT __declspec(dllexport) +#else +#define MD_API_EXPORT __declspec(dllimport) +#endif +#else +#define MD_API_EXPORT +#endif + +/*! +* \class XTP::API::QuoteSpi +* +* \brief 行情回调类 +* +* \author 中泰证券股份有限公司 +* \date 十月 2015 +*/ +namespace XTP { + namespace API { + class QuoteSpi + { + public: + + ///当客户端与行情后台通信连接断开时，该方法被调用。 + ///@param reason 错误原因，请与错误代码表对应 + ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。可以在此函数中调用Login重新登录。注意用户重新登录后，需要重新订阅行情 + virtual void OnDisconnected(int reason) {}; + + + ///错误应答 + ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 + virtual void OnError(XTPRI *error_info) {}; + + ///逐笔丢包应答 + ///@param begin_seq 当逐笔出现丢包时，丢包区间下限（可能与上限一致） + ///@param end_seq 当逐笔出现丢包时，丢包区间上限（可能与下限一致） + ///@remark 此函数只有在逐笔发生丢包时才会有调用，如果丢包的上下限一致，表示仅丢失了一个包，注意此包仅为数据包，包含1个或者多个逐笔数据 + virtual void OnTickByTickLossRange(int begin_seq, int end_seq) {}; + + ///订阅行情应答，包括股票、指数和期权 + ///@param ticker 详细的合约订阅情况 + ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///退订行情应答，包括股票、指数和期权 + ///@param ticker 详细的合约取消订阅情况 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///深度行情通知，包含买一卖一队列 + ///@param market_data 行情数据 + ///@param bid1_qty 买一队列数据 + ///@param bid1_count 买一队列的有效委托笔数，即bid1_qty数组的长度，最大为50 + ///@param max_bid1_count 买一队列总委托笔数 + ///@param ask1_qty 卖一队列数据 + ///@param ask1_count 卖一队列的有效委托笔数，即ask1_qty数组的长度，最大为50 + ///@param max_ask1_count 卖一队列总委托笔数 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) {}; + + /// ETF的IOPV通知 + /// @param iopv ETF的参考单位基金净值数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnETFIOPVData(IOPV *iopv) {}; + + ///订阅行情订单簿应答，包括股票、债券 + ///@param ticker 详细的合约订阅情况 + ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///退订行情订单簿应答，包括股票、债券 + ///@param ticker 详细的合约取消订阅情况 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///行情订单簿通知，包括股票、债券 + ///@param order_book 行情订单簿数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnOrderBook(XTPOB *order_book) {}; + + ///订阅逐笔行情应答，包括股票、债券 + ///@param ticker 详细的合约订阅情况 + ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///退订逐笔行情应答，包括股票、债券 + ///@param ticker 详细的合约取消订阅情况 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///逐笔行情通知，包括股票、债券 + ///@param tbt_data 逐笔行情数据，包括逐笔委托和逐笔成交，此为共用结构体，需要根据type来区分是逐笔委托还是逐笔成交，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnTickByTick(XTPTBT *tbt_data) {}; + + ///订阅全市场的股票行情应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的股票行情应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///订阅全市场的股票行情订单簿应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的股票行情订单簿应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///订阅全市场的股票逐笔行情应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的股票逐笔行情应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + + ///查询合约部分静态信息的应答 + ///@param ticker_info 合约部分静态信息 + ///@param error_info 查询合约部分静态信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次查询合约部分静态信息的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) {}; + + ///查询合约的最新价格信息应答 + ///@param ticker_info 合约的最新价格信息 + ///@param error_info 查询合约的最新价格信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次查询的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) {}; + + ///订阅全市场的期权行情应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的期权行情应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///订阅全市场的期权行情订单簿应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的期权行情订单簿应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///订阅全市场的期权逐笔行情应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的期权逐笔行情应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///查询沪深2市合约完整静态信息的应答 + ///@param ticker_info 合约完整静态信息 + ///@param error_info 查询合约完整静态信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次查询合约完整静态信息的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + virtual void OnQueryAllTickersFullInfo(XTPQFI* ticker_info, XTPRI *error_info, bool is_last) {}; + + ///查询新三板合约完整静态信息的应答 + ///@param ticker_info 合约完整静态信息 + ///@param error_info 查询合约完整静态信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次查询合约完整静态信息的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + virtual void OnQueryAllNQTickersFullInfo(XTPNQFI* ticker_info, XTPRI *error_info, bool is_last) {}; + + ///当客户端与回补行情服务器通信连接断开时，该方法被调用。 + ///@param reason 错误原因，请与错误代码表对应 + ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。回补服务器会在无消息交互后会定时断线，请注意仅在需要回补数据时才保持连接，无回补需求时，无需登陆。 + virtual void OnRebuildQuoteServerDisconnected(int reason) {}; + + ///请求回补指定频道的逐笔行情的总体结果应答 + ///@param rebuild_result 当回补结束时被调用，如果回补结果失败，则msg参数表示失败原因 + ///@remark 需要快速返回，仅在回补数据发送结束后调用，如果请求数据太多，一次性无法回补完，那么rebuild_result.result_code = XTP_REBUILD_RET_PARTLY，此时需要根据回补结果继续发起回补数据请求 + virtual void OnRequestRebuildQuote(XTPQuoteRebuildResultRsp* rebuild_result) {}; + + ///回补的逐笔行情数据 + ///@param tbt_data 回补的逐笔行情数据 + ///@remark 需要快速返回，此函数调用与OnTickByTick不在一个线程内，会在OnRequestRebuildQuote()之前回调 + virtual void OnRebuildTickByTick(XTPTBT *tbt_data) {}; + + ///回补的快照行情数据 + ///@param md_data 回补的快照行情数据 + ///@remark 需要快速返回，此函数调用与OnDepthMarketData不在一个线程内，会在OnRequestRebuildQuote()之前回调 + virtual void OnRebuildMarketData(XTPMD *md_data) {}; + + }; + } +} + +#ifndef WINDOWS +#if __GNUC__ >= 4 +#pragma GCC visibility push(default) +#endif +#endif + +/*! +* \class XTP::API::QuoteApi +* +* \brief 行情订阅接口类 +* +* \author 中泰证券股份有限公司 +* \date 十月 2015 +*/ +namespace XTP { + namespace API { + class MD_API_EXPORT QuoteApi + { + public: + ///创建QuoteApi + ///@param client_id （必须输入）用于区分同一用户的不同客户端，由用户自定义 + ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个有可写权限的真实存在的路径，如果路径不存在的话，可能会因为写冲突而造成断线 + ///@param log_level 日志输出级别 + ///@return 创建出的UserApi + ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接 + static QuoteApi *CreateQuoteApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level=XTP_LOG_LEVEL_DEBUG); + + ///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() = 0; + + + ///获取当前交易日 + ///@return 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() = 0; + + ///获取API的发行版本号 + ///@return 返回api发行版本号 + virtual const char* GetApiVersion() = 0; + + ///获取API的系统错误 + ///@return 返回的错误信息，可以在Login、Logout、订阅、取消订阅失败时调用，获取失败的原因 + ///@remark 可以在调用api接口失败时调用，例如login失败时 + virtual XTPRI *GetApiLastError() = 0; + + ///设置采用UDP方式连接时的单个队列接收缓冲区大小，目前可能最大使用4个缓冲区队列 + ///@remark 需要在Login之前调用，默认大小和最小设置均为64MB。此缓存大小单位为MB，请输入2的次方数，例如128MB请输入128。 + virtual void SetUDPBufferSize(uint32_t buff_size) = 0; + + + ///注册回调接口 + ///@param spi 派生自回调接口类的实例，请在登录之前设定 + virtual void RegisterSpi(QuoteSpi *spi) = 0; + + ///设置心跳检测时间间隔，单位为秒 + ///@param interval 心跳检测时间间隔，单位为秒 + ///@remark 此函数必须在Login之前调用 + virtual void SetHeartBeatInterval(uint32_t interval) = 0; + + ///使用UDP接收行情时，设置接收行情线程绑定的cpu，此版本不建议使用，只为跟之前的版本兼容，请替换使用SetUDPRecvThreadAffinityArray函数 + ///@param cpu_no 设置绑定的cpu，例如绑定cpu 0，可以设置0，绑定cpu 2，可以设置2，建议绑定后面的cpu + ///@remark 此版本不建议使用,请替换使用SetUDPRecvThreadAffinityArray函数，如果调用则必须在Login之前调用，否则不会生效，与SetUDPRecvThreadAffinityArray一起使用时，仅第一个被调用的生效 + virtual void SetUDPRecvThreadAffinity(int32_t cpu_no) = 0; + + ///使用UDP接收行情时，设置接收行情线程绑定的cpu集合 + ///@param cpu_no_array 设置绑定的cpu集合数组 + ///@param count cpu集合数组长度 + ///@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效。绑核时，将从数组前面的核开始使用 + virtual void SetUDPRecvThreadAffinityArray(int32_t cpu_no_array[], int32_t count) = 0; + + ///使用UDP接收行情时，设置解析行情线程绑定的cpu，此版本不建议使用，只为跟之前的版本兼容，请替换使用SetUDPParseThreadAffinityArray函数 + ///@param cpu_no 设置绑定的cpu，例如绑定cpu 0，可以设置0，绑定cpu 2，可以设置2，建议绑定后面的cpu + ///@remark 此版本不建议使用，请替换使用SetUDPParseThreadAffinityArray函数，如果调用则必须在Login之前调用，否则不会生效，与SetUDPParseThreadAffinityArray一起使用时，仅第一个被调用的生效 + virtual void SetUDPParseThreadAffinity(int32_t cpu_no) = 0; + + ///使用UDP接收行情时，设置解析行情线程绑定的cpu集合 + ///@param cpu_no_array 设置绑定的cpu集合数组 + ///@param count cpu集合数组长度 + ///@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效。绑核时，将从数组前面的核开始使用 + virtual void SetUDPParseThreadAffinityArray(int32_t cpu_no_array[], int32_t count) = 0; + + ///设定UDP收行情时是否输出异步日志 + ///@param flag 是否输出标识，默认为true，如果不想输出“udpseq”开头的异步日志，请设置此参数为false + ///@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效 + virtual void SetUDPSeqLogOutPutFlag(bool flag = true) = 0; + + ///订阅行情，包括股票、指数、期权、债券等。 + ///@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 + virtual int SubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///退订行情，包括股票、指数、期权、债券等。 + ///@return 取消订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情接口配套使用 + virtual int UnSubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///订阅行情订单簿，包括股票、债券等。（新三板暂不支持） + ///@return 订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情订单簿的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情(仅支持深交所) + virtual int SubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///退订行情订单簿，包括股票、债券等。（新三板暂不支持） + ///@return 取消订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情订单簿的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情订单簿接口配套使用 + virtual int UnSubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///订阅逐笔行情，包括股票、债券等。 + ///@return 订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情订单簿的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 + virtual int SubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///退订逐笔行情，包括股票、债券等。 + ///@return 取消订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情订单簿的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅逐笔行情接口配套使用 + virtual int UnSubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///订阅全市场的股票、债券、指数等行情 + ///@return 订阅全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订行情接口配套使用 + virtual int SubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的股票、债券、指数等行情 + ///@return 退订全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场行情接口配套使用 + virtual int UnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///订阅全市场的股票、债券等行情订单簿（新三板暂不支持） + ///@return 订阅全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订行情订单簿接口配套使用 + virtual int SubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的股票、债券等行情订单簿（新三板暂不支持） + ///@return 退订全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场行情订单簿接口配套使用 + virtual int UnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///订阅全市场的股票、债券等逐笔行情 + ///@return 订阅全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订逐笔行情接口配套使用 + virtual int SubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的股票、债券等逐笔行情 + ///@return 退订全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场逐笔行情接口配套使用 + virtual int UnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///用户登录请求 + ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 + ///@param ip 服务器ip地址，类似“127.0.0.1” + ///@param port 服务器端口号 + ///@param user 登陆用户名 + ///@param password 登陆密码 + ///@param sock_type “1”代表TCP，“2”代表UDP + ///@param local_ip 本地网卡地址，类似“127.0.0.1” + ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接 + virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, const char* local_ip = NULL) = 0; + + + ///登出请求 + ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 + virtual int Logout() = 0; + + ///获取沪深2市当前交易日合约部分静态信息 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + ///@param exchange_id 交易所代码，必须提供 1-上海 2-深圳 + virtual int QueryAllTickers(XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///获取合约的最新价格信息 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要查询的合约个数 + ///@param exchange_id 交易所代码 + virtual int QueryTickersPriceInfo(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///获取所有合约的最新价格信息 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + virtual int QueryAllTickersPriceInfo() = 0; + + ///订阅全市场的期权行情（目前暂无此数据） + ///@return 订阅全市期权场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订期权行情接口配套使用 + virtual int SubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的期权行情（目前暂无此数据） + ///@return 退订全市场期权行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场期权行情接口配套使用 + virtual int UnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///订阅全市场的期权行情订单簿（目前暂无此数据） + ///@return 订阅全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订期权行情订单簿接口配套使用 + virtual int SubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的期权行情订单簿（目前暂无此数据） + ///@return 退订全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场期权行情订单簿接口配套使用 + virtual int UnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///订阅全市场的期权逐笔行情（目前暂无此数据） + ///@return 订阅全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订期权逐笔行情接口配套使用 + virtual int SubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的期权逐笔行情（目前暂无此数据） + ///@return 退订全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场期权逐笔行情接口配套使用 + virtual int UnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///获取沪深2市所有合约的详细静态信息，包括指数等非可交易的，不包括新三板 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + ///@param exchange_id 交易所代码，必须提供 1-上海 2-深圳 + virtual int QueryAllTickersFullInfo(XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///获取新三板所有合约的详细静态信息，包括指数等非可交易的 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + virtual int QueryAllNQTickersFullInfo() = 0; + + ///用户登录回补服务器请求 + ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 + ///@param ip 服务器ip地址，类似“127.0.0.1” + ///@param port 服务器端口号 + ///@param user 登陆用户名 + ///@param password 登陆密码 + ///@param sock_type “1”代表TCP，“2”代表UDP + ///@param local_ip 本地网卡地址，类似“127.0.0.1” + ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接。回补服务器会在无消息交互后定时断线，请注意仅在需要回补数据时才保持连接，回补完成后请及时logout + virtual int LoginToRebuildQuoteServer(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, const char* local_ip = NULL) = 0; + + ///登出回补服务器请求 + ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 + virtual int LogoutFromRebuildQuoteServer() = 0; + + ///请求回补指定行情，包括快照和逐笔 + ///@return 请求回补指定频道的逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param rebuild_param 指定回补的参数信息，注意一次性回补最多1000个数据，超过1000需要分批次请求，一次只能指定一种类型的数据 + ///@remark 仅在逐笔行情丢包时或者确实快照行情时使用，回补的行情数据将从OnRebuildTickByTick或者OnRebuildMarketData()接口回调提供，与订阅的行情数据不在同一个线程内 + virtual int RequestRebuildQuote(XTPQuoteRebuildReq* rebuild_param) = 0; + + + protected: + ~QuoteApi() {}; + }; + } +} + +#ifndef WINDOWS +#if __GNUC__ >= 4 +#pragma GCC visibility pop +#endif +#endif + + +#endif diff --git a/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xtp_trader_api.h b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xtp_trader_api.h new file mode 100644 index 0000000..07d2f83 --- /dev/null +++ b/source/Linux/xtp_api_python3_2.2.42.1/xtpapi/xtp_trader_api.h @@ -0,0 +1,1225 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xtp_trader_api.h +///@brief 定义客户端交易接口 +///////////////////////////////////////////////////////////////////////// + +#ifndef _XTP_TRADER_API_H_ +#define _XTP_TRADER_API_H_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +#include "xtp_api_struct.h" +#include "algo_api_struct.h" + +#if defined(ISLIB) && defined(WIN32) +#ifdef LIB_TRADER_API_EXPORT +#define TRADER_API_EXPORT __declspec(dllexport) +#else +#define TRADER_API_EXPORT __declspec(dllimport) +#endif +#else +#define TRADER_API_EXPORT +#endif + +/*! +* \class XTP::API::TraderSpi +* +* \brief 交易接口响应类 +* +* \author 中泰证券股份有限公司 +* \date 十月 2015 +*/ +namespace XTP { + namespace API { + + class TraderSpi + { + public: + + ///当客户端的某个连接与交易后台通信连接断开时，该方法被调用。 + ///@param reason 错误原因，请与错误代码表对应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 用户主动调用logout导致的断线，不会触发此函数。api不会自动重连，当断线发生时，请用户自行选择后续操作，可以在此函数中调用Login重新登录，并更新session_id，此时用户收到的数据跟断线之前是连续的 + virtual void OnDisconnected(uint64_t session_id, int reason) {}; + + ///错误应答 + ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息,当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 + virtual void OnError(XTPRI *error_info) {}; + + ///请求查询用户在本节点上可交易市场的响应 + ///@param trade_location 查询到的交易市场信息，按位来看，从低位开始数，第0位表示沪市，即如果(trade_location&0x01) == 0x01，代表可交易沪市，第1位表示深市，即如果(trade_location&0x02) == 0x02，表示可交易深市，如果第0位和第1位均是1，即(trade_location&(0x01|0x02)) == 0x03，就表示可交易沪深2个市场 + ///@param error_info 查询可交易市场发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 此查询只会有一个结果 + virtual void OnQueryAccountTradeMarket(int trade_location, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///报单通知 + ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 + ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 + virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; + + ///成交通知 + ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 + virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) {}; + + ///撤单出错响应 + ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id + ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 此响应只会在撤单发生错误时被回调 + virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; + + ///请求查询报单响应-旧版本接口 + ///@param order_info 查询到的一个报单 + ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询报单响应-新版本接口 + ///@param order_info 查询到的一个报单信息 + ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryOrderEx(XTPOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询报单响应-旧版本接口 + ///@param order_info 查询到的一个报单 + ///@param req_count 分页请求的最大数量 + ///@param order_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询报单响应-新版本接口 + ///@param order_info 查询到的一个报单 + ///@param req_count 分页请求的最大数量 + ///@param order_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOrderByPageEx(XTPOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询成交响应 + ///@param trade_info 查询到的一个成交回报 + ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询成交响应 + ///@param trade_info 查询到的一个成交信息 + ///@param req_count 分页请求的最大数量 + ///@param trade_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询投资者持仓响应 + ///@param position 查询到的一只股票的持仓情况 + ///@param error_info 查询账户持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询资金账户响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param asset 查询到的资金账户情况 + ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询分级基金信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 查询到的分级基金情况 + ///@param error_info 查询分级基金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询资金划拨订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_transfer_info 查询到的资金账户情况 + ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///资金划拨通知 + ///@param fund_transfer_info 资金划拨通知的具体信息，用户可以通过fund_transfer_info.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + ///@param error_info 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error_info.error_id=11000384时，error_info.error_msg中含有对方结点中可用于划拨的资金（以整数为准），用户需解析后进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。 + virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) {}; + + ///请求查询其他节点可用资金的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 查询到的其他节点可用资金情况 + ///@param error_info 查询其他节点可用资金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryOtherServerFund(XTPFundQueryRsp *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///请求查询ETF清单文件的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param etf_info 查询到的ETF清单文件情况 + ///@param error_info 查询ETF清单文件发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询ETF股票篮的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param etf_component_info 查询到的ETF合约的相关成分股信息 + ///@param error_info 查询ETF股票篮发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询今日新股申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param ipo_info 查询到的今日新股申购的一只股票信息 + ///@param error_info 查询今日新股申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询用户新股申购额度信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param quota_info 查询到的用户某个市场的今日新股申购额度信息 + ///@param error_info 查查询用户新股申购额度信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询今日可转债申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param ipo_info 查询到的今日可转债申购的一只可转债信息 + ///@param error_info 查询今日可转债申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryBondIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询用户可转债转股信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param swap_stock_info 查询到某条可转债转股信息 + ///@param error_info 查查询可转债转股信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryBondSwapStockInfo(XTPQueryBondSwapStockRsp *swap_stock_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权合约的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param option_info 查询到的期权合约情况 + ///@param error_info 查询期权合约发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///融资融券业务中现金直接还款的响应 + ///@param cash_repay_info 现金直接还款通知的具体信息，用户可以通过cash_repay_info.xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + ///@param error_info 现金还款发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnCreditCashRepay(XTPCrdCashRepayRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id) {}; + + ///融资融券业务中现金还息的响应 + ///@param cash_repay_info 现金还息通知的具体信息，用户可以通过cash_repay_info.xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + ///@param error_info 现金还息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnCreditCashRepayDebtInterestFee(XTPCrdCashRepayDebtInterestFeeRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id) {}; + + ///请求查询融资融券业务中的现金直接还款报单的响应 + ///@param cash_repay_info 查询到的某一笔现金直接还款通知的具体信息 + ///@param error_info 查询现金直接报单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditCashRepayInfo(XTPCrdCashRepayInfo *cash_repay_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询信用账户额外信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 查询到的信用账户额外信息情况 + ///@param error_info 查询信用账户额外信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditFundInfo(XTPCrdFundInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///请求查询信用账户负债信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param debt_info 查询到的信用账户合约负债情况 + ///@param error_info 查询信用账户负债信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditDebtInfo(XTPCrdDebtInfo *debt_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询信用账户指定证券负债未还信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param debt_info 查询到的信用账户指定证券负债未还信息情况 + ///@param error_info 查询信用账户指定证券负债未还信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditTickerDebtInfo(XTPCrdDebtStockInfo *debt_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询信用账户待还资金的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param remain_amount 查询到的信用账户待还资金 + ///@param error_info 查询信用账户待还资金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditAssetDebtInfo(double remain_amount, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///请求查询信用账户可融券头寸信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param assign_info 查询到的信用账户可融券头寸信息 + ///@param error_info 查询信用账户可融券头寸信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStkInfo *assign_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///融资融券业务中请求查询指定余券信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param stock_info 查询到的余券信息 + ///@param error_info 查询信用账户余券信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo* stock_info, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///融资融券业务中请求查询余券信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param stock_info 查询到的余券信息 + ///@param error_info 查询信用账户余券信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryMulCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo* stock_info, XTPRI *error_info, int request_id, uint64_t session_id, bool is_last) {}; + + ///融资融券业务中负债合约展期的通知 + ///@param debt_extend_info 负债合约展期通知的具体信息，用户可以通过debt_extend_info.xtpid来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + ///@param error_info 负债合约展期订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当负债合约展期订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的负债合约展期通知。 + virtual void OnCreditExtendDebtDate(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI *error_info, uint64_t session_id) {}; + + ///查询融资融券业务中负债合约展期订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param debt_extend_info 查询到的负债合约展期情况 + ///@param error_info 查询负债合约展期发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当error_info.error_id=11000350时，表明没有记录，当为其他非0值时，表明合约发生拒单时的错误原因 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditExtendDebtDateOrders(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///查询融资融券业务中信用账户附加信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 信用账户附加信息 + ///@param error_info 查询信用账户附加信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditFundExtraInfo(XTPCrdFundExtraInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///查询融资融券业务中信用账户指定证券的附加信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 信用账户指定证券的附加信息 + ///@param error_info 查询信用账户附加信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditPositionExtraInfo(XTPCrdPositionExtraInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///期权组合策略报单通知 + ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 + ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 + virtual void OnOptionCombinedOrderEvent(XTPOptCombOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; + + ///期权组合策略成交通知 + ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 + virtual void OnOptionCombinedTradeEvent(XTPOptCombTradeReport *trade_info, uint64_t session_id) {}; + + ///期权组合策略撤单出错响应 + ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id + ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 此响应只会在撤单发生错误时被回调 + virtual void OnCancelOptionCombinedOrderError(XTPOptCombOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; + + ///请求查询期权组合策略报单响应-旧版本接口 + ///@param order_info 查询到的一个报单 + ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryOptionCombinedOrders(XTPQueryOptCombOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权组合策略报单响应-新版本接口 + ///@param order_info 查询到的一个报单 + ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryOptionCombinedOrdersEx(XTPOptCombOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询期权组合策略报单响应-旧版本接口 + ///@param order_info 查询到的一个报单 + ///@param req_count 分页请求的最大数量 + ///@param order_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedOrdersByPage(XTPQueryOptCombOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询期权组合策略报单响应-新版本接口 + ///@param order_info 查询到的一个报单 + ///@param req_count 分页请求的最大数量 + ///@param order_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedOrdersByPageEx(XTPOptCombOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权组合策略成交响应 + ///@param trade_info 查询到的一个成交回报 + ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryOptionCombinedTrades(XTPQueryOptCombTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询期权组合策略成交响应 + ///@param trade_info 查询到的一个成交信息 + ///@param req_count 分页请求的最大数量 + ///@param trade_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedTradesByPage(XTPQueryOptCombTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权组合策略持仓响应 + ///@param position_info 查询到的一个持仓信息 + ///@param error_info 查询持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedPosition(XTPQueryOptCombPositionRsp *position_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权组合策略信息响应 + ///@param strategy_info 查询到的一个组合策略信息 + ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedStrategyInfo(XTPQueryCombineStrategyInfoRsp *strategy_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///查询期权行权合并头寸的响应 + ///@param position_info 查询到的一个行权合并头寸信息 + ///@param error_info 查询持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedExecPosition(XTPQueryOptCombExecPosRsp *position_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///algo业务中查询策略列表的响应 + ///@param strategy_info 策略具体信息 + ///@param strategy_param 此策略中包含的参数，如果error_info.error_id为0时，有意义 + ///@param error_info 查询查询策略列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryStrategy(XTPStrategyInfoStruct* strategy_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id) {}; + + ///algo业务中策略运行时策略状态通知 + ///@param strategy_state 用户策略运行情况的状态通知 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnStrategyStateReport(XTPStrategyStateReportStruct* strategy_state, uint64_t session_id) {}; + + ///algo业务中用户建立算法通道的消息响应 + ///@param user 用户名 + ///@param error_info 建立算法通道发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误，即算法通道成功 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 算法通道建立成功后，才能对用户创建策略等操作，一个用户只能拥有一个算法通道，如果之前已经建立，则无需重复建立 + virtual void OnALGOUserEstablishChannel(char* user, XTPRI* error_info, uint64_t session_id) {}; + + ///algo业务中报送策略单的响应 + ///@param strategy_info 用户报送的策略单的具体信息 + ///@param error_info 报送策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnInsertAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) {}; + + ///algo业务中撤销策略单的响应 + ///@param strategy_info 用户撤销的策略单的具体信息 + ///@param error_info 撤销策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnCancelAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) {}; + + ///当客户端与AlgoBus通信连接断开时，该方法被调用。 + ///@param reason 错误原因，请与错误代码表对应 + ///@remark 请不要堵塞此线程，否则会影响algo的登录，与Algo之间的连接，断线后会自动重连，用户无需做其他操作 + virtual void OnAlgoDisconnected(int reason) {}; + + ///当客户端与AlgoBus断线后重新连接时，该方法被调用，仅在断线重连成功后会被调用。 + virtual void OnAlgoConnected() {}; + + ///algo业务中策略运行时策略指定证券执行状态通知 + ///@param strategy_symbol_state 用户策略指定证券运行情况的状态通知 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnStrategySymbolStateReport(XTPStrategySymbolStateReport* strategy_symbol_state, uint64_t session_id) {}; + + ///algo业务中报送母单创建时的推送消息(包括其他客户端创建的母单) + ///@param strategy_info 策略具体信息 + ///@param strategy_param 此策略中包含的参数 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnNewStrategyCreateReport(XTPStrategyInfoStruct* strategy_info, char* strategy_param, uint64_t session_id) {}; + + ///algo业务中算法推荐的响应 + ///@param basket_flag 是否将满足条件的推荐结果打包成母单篮的标志，与请求一致，如果此参数为true，那么请以返回的strategy_param为准 + ///@param recommendation_info 推荐算法的具体信息，当basket_flag=true时，此结构体中的market和ticker将没有意义，此时请以strategy_param为准 + ///@param strategy_param 算法参数，可直接用来创建母单，如果error_info.error_id为0时，有意义 + ///@param error_info 请求推荐算法发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnStrategyRecommendation(bool basket_flag, XTPStrategyRecommendationInfo* recommendation_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id) {}; + + ///algo业务中修改已有策略单的响应 + ///@param strategy_info 用户修改后策略单的具体信息 + ///@param error_info 修改策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnModifyAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) {}; + + ///algo业务中暂停指定策略指定证券算法单的响应 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param ticker_info 指定证券信息，可以为null，为null表示暂停指定策略中所有证券的算法单 + ///@param error_info 修改策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnPauseAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id) {}; + + ///algo业务中重启指定策略指定证券算法单的响应 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param ticker_info 指定证券信息，可以为null，为null表示重启指定策略中所有证券的算法单 + ///@param error_info 修改策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnResumeAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id) {}; + }; + } +} + +#ifndef WINDOWS +#if __GNUC__ >= 4 +#pragma GCC visibility push(default) +#endif +#endif + +/*! +* \class XTP::API::TraderApi +* +* \brief 交易接口类 +* +* \author 中泰证券股份有限公司 +* \date 十月 2015 +*/ +namespace XTP { + namespace API { + + class TRADER_API_EXPORT TraderApi + { + public: + ///创建TraderApi + ///@param client_id （必须输入）客户端id，用于区分同一用户的不同客户端，由用户自定义，普通用户必须使用1-99之间的数值 + ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个真实存在的有可写权限的路径 + ///@param log_level 日志输出级别 + ///@return 创建出的UserApi + ///@remark 只能创建一次，如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接。系统不支持过夜，请确保每天开盘前重新启动 + static TraderApi *CreateTraderApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level = XTP_LOG_LEVEL_DEBUG); + + ///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() = 0; + + ///获取当前交易日 + ///@return 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() = 0; + + ///注册回调接口 + ///@param spi 派生自回调接口类的实例，请在登录之前设定 + virtual void RegisterSpi(TraderSpi *spi) = 0; + + ///获取API的系统错误 + ///@return 返回的错误信息，可以在Login、InsertOrder、CancelOrder返回值为0时调用，获取失败的原因 + ///@remark 可以在调用api接口失败时调用，例如login失败时 + virtual XTPRI *GetApiLastError() = 0; + + ///获取API的发行版本号 + ///@return 返回api发行版本号 + virtual const char* GetApiVersion() = 0; + + ///通过报单在xtp系统中的ID获取下单的客户端id + ///@return 返回客户端id，可以用此方法过滤自己下的订单 + ///@param order_xtp_id 报单在xtp系统中的ID + ///@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 + virtual uint8_t GetClientIDByXTPID(uint64_t order_xtp_id) = 0; + + ///通过报单在xtp系统中的ID获取相关资金账户名 + ///@return 返回资金账户名 + ///@param order_xtp_id 报单在xtp系统中的ID + ///@remark 只有资金账户登录成功后,才能得到正确的信息 + virtual const char* GetAccountByXTPID(uint64_t order_xtp_id) = 0; + + ///订阅公共流。 + ///@param resume_type 公共流（订单响应、成交回报）重传方式 + /// XTP_TERT_RESTART:从本交易日开始重传 + /// XTP_TERT_RESUME:(保留字段，此方式暂未支持)从上次收到的续传 + /// XTP_TERT_QUICK:只传送登录后公共流的内容 + ///@remark 该方法要在Login方法前调用。若不调用则不会收到公共流的数据。注意在用户断线后，如果不登出就login()，公共流订阅方式不会起作用。用户只会收到断线后的所有消息。如果先logout()再login()，那么公共流订阅方式会起作用，用户收到的数据会根据用户的选择方式而定。 + virtual void SubscribePublicTopic(XTP_TE_RESUME_TYPE resume_type) = 0; + + ///设置软件开发版本号 + ///@param version 用户开发软件版本号，非api发行版本号，长度不超过15位，以'\0'结尾 + ///@remark 此函数必须在Login之前调用，标识的是客户端版本号，而不是API的版本号，由用户自定义 + virtual void SetSoftwareVersion(const char* version) = 0; + + ///设置软件开发Key + ///@param key 用户开发软件Key，用户申请开户时给予，以'\0'结尾 + ///@remark 此函数必须在Login之前调用 + virtual void SetSoftwareKey(const char* key) = 0; + + ///设置心跳检测时间间隔，单位为秒 + ///@param interval 心跳检测时间间隔，单位为秒 + ///@remark 此函数必须在Login之前调用 + virtual void SetHeartBeatInterval(uint32_t interval) = 0; + + ///用户登录请求 + ///@return session_id表明此资金账号登录是否成功，“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，非“0”表示登录成功，此时需要记录下这个返回值session_id，与登录的资金账户对应 + ///@param ip 服务器地址，类似“127.0.0.1” + ///@param port 服务器端口号 + ///@param user 登录用户名 + ///@param password 登录密码 + ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP + ///@param local_ip 本地网卡地址，类似“127.0.0.1” + ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api可支持多个账户连接，但是同一个账户同一个client_id只能有一个session连接，后面的登录在前一个session存续期间，无法连接 + virtual uint64_t Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, const char* local_ip = NULL) = 0; + + + ///登出请求 + ///@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual int Logout(uint64_t session_id) = 0; + + ///服务器是否重启过 + ///@return “true”表示重启过，“false”表示没有重启过 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数必须在Login之后调用 + virtual bool IsServerRestart(uint64_t session_id) = 0; + + ///修改已登录用户的硬件信息，仅限授权系统使用 + ///@return 发送消息是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param info 需要修改成的用户硬件信息 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数必须在Login之后调用，且仅限授权系统使用，一般客户无需使用 + virtual int ModifyUserTerminalInfo(const XTPUserTerminalInfoReq* info, uint64_t session_id) = 0; + + ///查询用户在本节点上的可交易市场类型 + ///@return 发送消息是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此函数必须在Login之后调用，对应的响应函数是OnQueryAccountTradeMarket() + virtual int QueryAccountTradeMarket(uint64_t session_id, int request_id) = 0; + + ///为用户获取一个新的订单XTPID，用于报单 + ///@return 生成的订单XTPID，非“0”表示获取成功，“0”表示获取失败，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数必须在Login之后调用，通过这个函数获取的order_xtp_id仅用于对应的用户报单，如果设置错误，将会导致下单失败 + virtual uint64_t GetANewOrderXTPID(uint64_t session_id) = 0; + + ///报单录入请求 + ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + virtual uint64_t InsertOrder(XTPOrderInsertInfo *order, uint64_t session_id) = 0; + + ///已经提前设置order_xtp_id的报单录入请求，与GetANewOrderXTPID()配合使用 + ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，此时等同与传入的order_xtp_id + ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单，也可以什么都不填。order.order_xtp_id字段必须是通过GetANewOrderXTPID()获得的值，order.ticker必须不带空格，以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 使用设置好的order_xtp_id（通过GetANewOrderXTPID()获得）进行报单，注意此处如果order_xtp_id设置不对，将导致报单失败。交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + virtual uint64_t InsertOrderExtra(XTPOrderInsertInfo *order, uint64_t session_id) = 0; + + ///报单操作请求 + ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order_xtp_id 需要撤销的委托单在XTP系统中的ID + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 如果撤单成功，会在报单响应函数OnOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 + virtual uint64_t CancelOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; + + ///根据报单ID请求查询报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOrders(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询未完结报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryUnfinishedOrders(uint64_t session_id, int request_id) = 0; + + ///分页请求查询报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOrdersByPage(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///根据报单ID请求查询报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOrderByXTPIDEx(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOrdersEx(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询未完结报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryUnfinishedOrdersEx(uint64_t session_id, int request_id) = 0; + + ///分页请求查询报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOrdersByPageEx(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///根据委托编号请求查询相关成交 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此函数查询出的结果可能对应多个查询结果响应 + virtual int QueryTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询已成交 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryTrades(XTPQueryTraderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///分页请求查询成交回报 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryTradesByPage(const XTPQueryTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询投资者持仓 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param ticker 需要查询持仓的合约代码，可以为NULL，表示查询全市场，如果不为NULL，请不带空格，并以'\0'结尾，注意需与market匹配，不匹配的话，可能由于证券代码沪深2个市场有重复，而导致查询不到所需的持仓 + ///@param market 需要查询持仓的合约所在市场，默认为0，仅在合约代码不为NULL的时候，才会使用。market不指定或者为非0的其他非有效值情况下，可能由于证券代码沪深2个市场有重复，而导致查询不到所需的持仓。如果想正确查询指定持仓，请指定market + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息（注意请指定market，如果market为0，可能会查询到2个市场的持仓，如果market为其他非有效值，则查询结果会返回找不到持仓），如果合约代码为空，则默认查询所有持仓信息。 + virtual int QueryPosition(const char *ticker, uint64_t session_id, int request_id, XTP_MARKET_TYPE market = XTP_MKT_INIT) = 0; + + ///请求查询资产 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryAsset(uint64_t session_id, int request_id) = 0; + + ///请求查询分级基金 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的分级基金筛选条件，其中母基金代码可以为空，则默认所有存在的母基金，如果不为空，请不带空格，并以'\0'结尾，其中交易市场不能为空 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此函数查询出的结果可能对应多个查询结果响应 + virtual int QueryStructuredFund(XTPQueryStructuredFundInfoReq *query_param, uint64_t session_id, int request_id) = 0; + + ///资金划拨请求 + ///@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param fund_transfer 资金划拨的请求信息 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。 + virtual uint64_t FundTransfer(XTPFundTransferReq *fund_transfer, uint64_t session_id) = 0; + + ///请求查询资金划拨 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的资金划拨订单筛选条件，其中serial_id可以为0，则默认所有资金划拨订单，如果不为0，则请求特定的资金划拨订单 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryFundTransfer(XTPQueryFundTransferLogReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询其他节点可用资金 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 查询时需要提供的信息 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOtherServerFund(XTPFundQueryReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询ETF清单文件 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的ETF清单文件的筛选条件，其中合约代码可以为空，则默认所有存在的ETF合约代码，market字段也可以为初始值，则默认所有市场的ETF合约 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryETF(XTPQueryETFBaseReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询ETF股票篮 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询股票篮的的ETF合约，其中合约代码不可以为空，market字段也必须指定 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryETFTickerBasket(XTPQueryETFComponentReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询今日新股申购信息列表 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryIPOInfoList(uint64_t session_id, int request_id) = 0; + + ///请求查询用户新股申购额度信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryIPOQuotaInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询今日可转债申购信息列表 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryBondIPOInfoList(uint64_t session_id, int request_id) = 0; + + ///请求查询可转债转股的基本信息 + ///@return 查询是否发送成功，“0”表示发送成功，非“0”表示发送出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的可转债转股信息的筛选条件，可以为NULL（为NULL表示查询所有的可转债转股信息），此参数中合约代码可以为空字符串，如果为空字符串，则查询所有可转债转股信息，如果不为空字符串，请不带空格，并以'\0'结尾，且必须与market匹配 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryBondSwapStockInfo(XTPQueryBondSwapStockReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询期权合约 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的期权合约的筛选条件，可以为NULL（为NULL表示查询所有的期权合约） + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionAuctionInfo(XTPQueryOptionAuctionInfoReq *query_param, uint64_t session_id, int request_id) = 0; + + ///融资融券业务中现金直接还款请求 + ///@return 现金直接还款订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param amount 现金还款的金额 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual uint64_t CreditCashRepay(double amount, uint64_t session_id) = 0; + + ///融资融券业务中现金还指定负债合约息费请求 + ///@return 现金还息订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param debt_id 指定的负债合约编号 + ///@param amount 现金还息的金额 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual uint64_t CreditCashRepayDebtInterestFee(const char* debt_id, double amount, uint64_t session_id) = 0; + + ///融资融券业务中卖券还指定负债合约息费请求 + ///@return 卖券还息订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order 卖券的报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 + ///@param debt_id 指定的负债合约编号 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual uint64_t CreditSellStockRepayDebtInterestFee(XTPOrderInsertInfo* order, const char* debt_id, uint64_t session_id) = 0; + + ///请求查询融资融券业务中的现金直接还款报单 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditCashRepayInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询信用账户特有信息，除资金账户以外的信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditFundInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询信用账户负债合约信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditDebtInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询指定证券负债未还信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的指定证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditTickerDebtInfo(XTPClientQueryCrdDebtStockReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询信用账户待还资金信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditAssetDebtInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询信用账户可融券头寸信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStockReq *query_param, uint64_t session_id, int request_id) = 0; + + ///融资融券业务中请求查询指定证券的余券 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的余券信息，不可以为空，需要明确指定 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法中用户必须提供了证券代码和所在市场 + virtual int QueryCreditExcessStock(XTPClientQueryCrdSurplusStkReqInfo *query_param, uint64_t session_id, int request_id) = 0; + + ///融资融券业务中请求查询余券 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的余券信息。若填入市场和股票代码，返回单支股票信息；若市场代码为空，股票代码非空，是无效查询，会在SPI中返回错误；若市场和股票代码均为空，返回全市场信息；若市场代码非空，股票代码为空，返回单市场信息。 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryMulCreditExcessStock(XTPClientQueryCrdSurplusStkReqInfo *query_param, uint64_t session_id, int request_id) = 0; + + ///融资融券业务中请求负债合约展期 + ///@return 负债合约展期订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param debt_extend 负债合约展期的请求信息 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual uint64_t CreditExtendDebtDate(XTPCreditDebtExtendReq *debt_extend, uint64_t session_id) = 0; + + ///融资融券业务中请求查询负债合约展期 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param xtp_id 需要查询的负债合约展期订单筛选条件，xtp_id可以为0，则默认所有负债合约展期订单，如果不为0，则请求特定的负债合约展期订单 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditExtendDebtDateOrders(uint64_t xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询融资融券业务中账戶的附加信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditFundExtraInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询融资融券业务中账戶指定证券的附加信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要指定的证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditPositionExtraInfo(XTPClientQueryCrdPositionStockReq *query_param, uint64_t session_id, int request_id) = 0; + + ///期权组合策略报单录入请求 + ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOptionCombinedOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 交易所接收订单后，会在报单响应函数OnOptionCombinedOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + virtual uint64_t InsertOptionCombinedOrder(XTPOptCombOrderInsertInfo *order, uint64_t session_id) = 0; + + ///已经提前设置order_xtp_id的期权组合策略报单录入请求，与GetANewOrderXTPID()配合使用 + ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，此时等同与传入的order_xtp_id + ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单，也可以什么都不填。order.order_xtp_id字段必须是通过GetANewOrderXTPID()获得的值，order.ticker必须不带空格，以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 使用设置好的order_xtp_id（通过GetANewOrderXTPID()获得）进行报单，注意此处如果order_xtp_id设置不对，将导致报单失败。交易所接收订单后，会在报单响应函数OnOptionCombinedOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + virtual uint64_t InsertOptionCombinedOrderExtra(XTPOptCombOrderInsertInfo *order, uint64_t session_id) = 0; + + ///期权组合策略报单撤单请求 + ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order_xtp_id 需要撤销的期权组合策略委托单在XTP系统中的ID + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 如果撤单成功，会在报单响应函数OnOptionCombinedOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 + virtual uint64_t CancelOptionCombinedOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; + + ///请求查询期权组合策略未完结报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionCombinedUnfinishedOrders(uint64_t session_id, int request_id) = 0; + + ///根据报单ID请求查询期权组合策略报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionCombinedOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOptionCombinedOrders(const XTPQueryOptCombOrderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///分页请求查询期权组合策略报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOptionCombinedOrdersByPage(const XTPQueryOptCombOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略未完结报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionCombinedUnfinishedOrdersEx(uint64_t session_id, int request_id) = 0; + + ///根据报单ID请求查询期权组合策略报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionCombinedOrderByXTPIDEx(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOptionCombinedOrdersEx(const XTPQueryOptCombOrderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///分页请求查询期权组合策略报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOptionCombinedOrdersByPageEx(const XTPQueryOptCombOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///根据期权组合策略委托编号请求查询相关成交 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此函数查询出的结果可能对应多个查询结果响应 + virtual int QueryOptionCombinedTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略的成交回报 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOptionCombinedTrades(const XTPQueryOptCombTraderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///分页请求查询期权组合策略成交回报 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOptionCombinedTradesByPage(const XTPQueryOptCombTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询投资者期权组合策略持仓 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询持仓的筛选条件，其中组合策略代码可以初始化为空，表示查询所有，如果不为空，请不带空格，并以'\0'结尾，注意需与market匹配，不匹配的话，可能导致查询不到所需的持仓 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息（注意请指定market，如果market为0，可能会查询到2个市场的持仓，如果market为其他非有效值，则查询结果会返回找不到持仓），如果合约代码为空，则默认查询所有持仓信息。 + virtual int QueryOptionCombinedPosition(const XTPQueryOptCombPositionReq* query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法仅支持精确查询，不支持模糊查询 + virtual int QueryOptionCombinedStrategyInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询期权行权合并头寸 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的行权合并的筛选条件，其中market为0会默认查询全市场，成分合约代码可以初始化为空，如果不为空，请不带空格，并以'\0'结尾，注意所有填写的条件都会进行匹配 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法可能对应多条响应消息 + virtual int QueryOptionCombinedExecPosition(const XTPQueryOptCombExecPosReq* query_param, uint64_t session_id, int request_id) = 0; + + ///用户登录algo服务器请求 + ///@return 表明此资金账号登录是否成功，非“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，“0”表示登录成功 + ///@param ip algo服务器地址，类似“127.0.0.1” + ///@param port algo服务器端口号 + ///@param user 登录用户名 + ///@param password 登录密码 + ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP + ///@param local_ip 本地网卡地址，类似“127.0.0.1” + ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只需调用一次，所有用户共用即可 + virtual int LoginALGO(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, const char* local_ip = NULL) = 0; + + ///algo业务中查询用户策略请求 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param strategy_type 需要查询的策略类型，可填0 + ///@param client_strategy_id 需要查询的策略用户自定义id，可填0 + ///@param xtp_strategy_id 需要查询的策略在xtp系统中的id，如果指定，就一定按指定查询，如果填0，则按其他筛选条件查询 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark xtp_strategy_id条件的优先级最高，只有当xtp_strategy_id为0时，其他条件才生效，此条请求可能对应多条回应消息 + virtual int QueryStrategy(uint32_t strategy_type, uint64_t client_strategy_id, uint64_t xtp_strategy_id, uint64_t session_id, int32_t request_id) = 0; + + ///用户请求使用algo服务器建立算法通道 + ///@return 表明此资金账号建立算法通道请求消息发送是否成功，非“0”表示发送失败，可以调用GetApiLastError()来获取错误代码，“0”表示发送成功 + ///@param oms_ip oms服务器地址，类似“127.0.0.1”，非algo服务器地址 + ///@param oms_port oms服务器端口号，非algo服务器端口号 + ///@param user 登录用户名 + ///@param password 登录密码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数为异步方式，一个用户只能拥有一个算法通道，如果之前已经建立，则无需重复建立，在使用算法前，请先建立算法通道 + virtual int ALGOUserEstablishChannel(const char* oms_ip, int oms_port, const char* user, const char* password, uint64_t session_id) = 0; + + ///algo业务中用户报算法单请求 + ///@return 算法报单请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param strategy_type 需要创建的策略类型 + ///@param client_strategy_id 用户自定义id，帮助用户定位 + ///@param strategy_param 策略参数 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 仅能在用户建立算法通道后使用，算法单的异步通知 + virtual int InsertAlgoOrder(uint32_t strategy_type, uint64_t client_strategy_id, char* strategy_param, uint64_t session_id) = 0; + + ///algo业务中用户撤销算法单请求 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param cancel_flag 是否需要算法去处理已下的算法子单标志，true-交给算法自行处理，包括撤单、平仓等，算法处理完成后会通知客户；false-立即停止算法母单的执行，此时算法平台会对已下的子单做撤单操作，其余的平仓等操作需要客户自己处理 + ///@param xtp_strategy_id 需要撤销的算法单在xtp algobus系统中的id + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 仅能在用户建立算法通道后调用 + virtual int CancelAlgoOrder(bool cancel_flag, uint64_t xtp_strategy_id, uint64_t session_id) = 0; + + ///获取算法单的母单ID + ///@return 返回算法单的母单ID，如果返回为0表示不是算法单 + ///@param order_xtp_id 算法单对应的xtp id + ///@param order_client_id 算法单对应的自定义ID，不可随意填写 + ///@remark 返回为0表示，不是算法单，如果传入的参数不对的话，可能会得不到正确结果，此函数调用不依赖于是否登录 + virtual uint64_t GetAlgorithmIDByOrder(uint64_t order_xtp_id, uint32_t order_client_id) = 0; + + ///algo业务中请求推荐算法 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param basket_flag 是否将满足条件的推荐结果打包成母单篮的标志，true-打包 + ///@param basket_param 需要算法推荐的证券列表，为json字串，具体格式参考说明文档或咨询运营人员 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此条请求可能对应多条回应消息，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + virtual int StrategyRecommendation(bool basket_flag, char* basket_param, uint64_t session_id, int32_t request_id) = 0; + + ///algo业务中修改已有的算法单 + ///@return 算法单修改请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param strategy_param 修改后的策略参数 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 仅能在用户建立算法通道后使用，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + virtual int ModifyAlgoOrder(uint64_t xtp_strategy_id, char* strategy_param, uint64_t session_id) = 0; + + ///algo业务中暂停指定策略中指定证券的算法单请求 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param ticker_info 指定证券信息，可以为null，为null表示暂停指定策略中所有证券的算法单 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 仅能在用户建立算法通道后使用，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + virtual int PauseAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, uint64_t session_id, int32_t request_id) = 0; + + ///algo业务中重启指定策略中指定证券的算法单请求 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param ticker_info 指定证券信息，可以为null，为null表示重启指定策略中所有证券的算法单 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 仅能在用户建立算法通道后使用，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + virtual int ResumeAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, uint64_t session_id, int32_t request_id) = 0; + + protected: + ~TraderApi() {}; + }; + + } +} + +#ifndef WINDOWS +#if __GNUC__ >= 4 +#pragma GCC visibility pop +#endif +#endif + + +#endif diff --git a/source/Linux/xtp_python2_18.19/CMakeLists.txt b/source/Linux/xtp_python2_18.19/CMakeLists.txt deleted file mode 100644 index 81ca4bd..0000000 --- a/source/Linux/xtp_python2_18.19/CMakeLists.txt +++ /dev/null @@ -1,107 +0,0 @@ -cmake_minimum_required(VERSION 2.8) -project(vn_xtp_api) - -# 设置使用的编译器 -set(CMAKE_BUILD_TYPE "Release") -if (CMAKE_COMPILER_IS_GNUC OR CMAKE_COMPILER_IS_GNUCXX) - set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fPIC -std=c++11") -endif () - -# 设置输出目录 -set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin) -set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/lib) - -# 使用64位编译 -option(USE_64BITS "comiple 64bits" ON) -if (USE_64BITS) - add_definitions(-DUSE_64BITS) - #set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -m32") - #set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -m32") -endif() - -# 设置C++ API源文件的所在目录 -if (WIN32) - set(XTPAPI_PATH xtpapi) -elseif (UNIX) - message("Under unix: " ${CMAKE_SIZEOF_VOID_P}) - if (CMAKE_SIZEOF_VOID_P MATCHES "8") - set(XTPAPI_PATH xtpapi) - endif() -endif() -include_directories(${XTPAPI_PATH}) -set(XTPAPI_LIBRARY ) -find_library(XTPAPI_MD_LIBRARY - NAMES libxtpquoteapi.so - PATHS ${XTPAPI_PATH}) -find_library(XTPAPI_TD_LIBRARY - NAMES libxtptraderapi.so - PATHS ${XTPAPI_PATH}) - - -# 设置编译源文件 -set (vnxtpquote ) -set (vnxtptrader ) - -option(BUILD_XTP_MD "build xtp md" ON) -if (BUILD_XTP_MD) - add_definitions(-DBUILD_XTP_MD) - set(XTP_MD_PATH vnxtpquote/vnxtpquote) - include_directories(XTP_MD_PATH) - set(VN_XTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote/vnxtpquote.cpp) - add_library(vnxtpquote SHARED ${VN_XTP_MD_SOURCE}) -endif() -option(BUILD_XTP_TD "build xtp td" ON) -if (BUILD_XTP_TD) - add_definitions(-DBUILD_XTP_TD) - set(XTP_TD_PATH vnxtptrader/vnxtptrader) - include_directories(XTP_TD_PATH) - set(VN_XTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/vnxtptrader.cpp) - add_library(vnxtptrader SHARED ${VN_XTP_TD_SOURCE}) -endif() - -# 设置Python所在的目录 -set(PYTHON_LIBRARY ) -if (WIN32) -set(PYTHON_INCLUDE_PATH C:/Python27/include) -find_library(PYTHON_LIBRARY - NAMES python27 - PATHS C:/Python27/libs) -include_directories(${PYTHON_INCLUDE_PATH}) -else() -set(PYTHON_INCLUDE_PATH /usr/include/python2.7/) -find_library(PYTHON_LIBRARY - NAMES python2.7 - PATHS /usr/lib/x86_64-linux-gnu) -include_directories(${PYTHON_INCLUDE_PATH}) -endif() - -# 链接boost库，anaconda -if (WIN32) - set(Boost_USE_STATIC_LIBS ON) #链接boost静态库 -endif() -set(Boost_USE_MULTITHREADED ON) -set(BOOST_ROOT /home/likunliang/boost_1_66_0_python2_32/) -find_package(Boost 1.66.0 COMPONENTS python thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错 -if(Boost_FOUND) - include_directories(${Boost_INCLUDE_DIRS}) -endif() - -# 去掉生成的so文件名中前缀的lib -set_target_properties(vnxtpquote PROPERTIES PREFIX "") - -# 链接生成.so文件 -target_link_libraries(vnxtpquote ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_MD_LIBRARY}) - -# 将生成的dll文件后缀名修改为pyd（仅在windows下） -set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.dll") -if (EXISTS ${MD_DLL}) - file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.pyd) -endif() - -# 和上面的MD相同 -set_target_properties(vnxtptrader PROPERTIES PREFIX "") -target_link_libraries(vnxtptrader ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_TD_LIBRARY}) -set(TD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnxtptrader.dll) -if (EXISTS ${TD_DLL}) - file(RENAME ${TD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtptrader.pyd) -endif() diff --git a/source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/vnxtpquote.cpp b/source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/vnxtpquote.cpp deleted file mode 100644 index 2f080af..0000000 --- a/source/Linux/xtp_python2_18.19/vnxtpquote/vnxtpquote/vnxtpquote.cpp +++ /dev/null @@ -1,2016 +0,0 @@ -// vnctpmd.cpp : DLL Ӧóĵ -// -//#include "stdafx.h" -#include "vnxtpquote.h" - -///------------------------------------------------------------------------------------- -///PythonC++תõĺ -///------------------------------------------------------------------------------------- - -void getInt(dict d, string key, int *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getDouble(dict d, string key, double *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - *value = x(); - } - } -}; - -void getStr(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ - //+1ӦΪC++ַĽβţرȷ1 -#ifdef _MSC_VER //WIN32 - strcpy_s(value, strlen(buffer) + 1, buffer); -#elif __GNUC__ - strncpy(value, buffer, strlen(buffer) + 1); -#endif - } - } -}; - -void getChar(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - *value = *buffer; - } - } -}; - -///------------------------------------------------------------------------------------- -///C++Ļصݱ浽 -///------------------------------------------------------------------------------------- - -void QuoteApi::OnDisconnected(int reason) -{ - Task* task = new Task(); - task->task_name = ONDISCONNECTED; - task->task_id = reason; - this->task_queue.push(task); -}; - -void QuoteApi::OnError(XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONERROR; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - this->task_queue.push(task); -}; - -void QuoteApi::OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONSUBMARKETDATA; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONUNSUBMARKETDATA; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) -{ - Task* task = new Task(); - task->task_name = ONDEPTHMARKETDATA; - - if (market_data) - { - XTPMD *task_data = new XTPMD(); - *task_data = *market_data; - task->task_data = task_data; - } - - if (bid1_qty && bid1_count>0) - { - int64_t *task_data_one = new int64_t[bid1_count]; - for (int i=0;itask_data_one = task_data_one; - } - task->task_one_counts = bid1_count; - task->task_one_all_counts = max_bid1_count; - if (ask1_qty && ask1_count>0) - { - int64_t *task_data_two = new int64_t[ask1_count]; - for (int i=0;itask_data_two = task_data_two; - } - task->task_two_counts = ask1_count; - task->task_two_all_counts =max_ask1_count; - - this->task_queue.push(task); -}; - -void QuoteApi::OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONSUBORDERBOOK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONUNSUBORDERBOOK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnOrderBook(XTPOB *order_book) -{ - Task* task = new Task(); - task->task_name = ONORDERBOOK; - - if (order_book) - { - XTPOB *task_data = new XTPOB(); - *task_data = *order_book; - task->task_data = task_data; - } - this->task_queue.push(task); -}; - -void QuoteApi::OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONSUBTICKBYTICK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONUNSUBTICKBYTICK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnTickByTick(XTPTBT *tbt_data) -{ - Task* task = new Task(); - task->task_name = ONTICKBYTICK; - - if (tbt_data) - { - XTPTBT *task_data = new XTPTBT(); - *task_data = *tbt_data; - task->task_data = task_data; - } - - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLORDERBOOK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - - -void QuoteApi::OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - - -void QuoteApi::OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONQUERYALLTICKERS; - - if (ticker_info) - { - XTPQSI *task_data = new XTPQSI(); - *task_data = *ticker_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONQUERYTICKERSPRICEINFO; - - if (ticker_info) - { - XTPTPI *task_data = new XTPTPI(); - *task_data = *ticker_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - - - -void QuoteApi::OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLOPTIONMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLOPTIONMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLOPTIONORDERBOOK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLOPTIONORDERBOOK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLOPTIONTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLOPTIONTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; -///------------------------------------------------------------------------------------- -///̴߳ӶȡݣתΪpython󣬽 -///------------------------------------------------------------------------------------- - -void QuoteApi::processTask() -{ - while (1) - { - Task* task = this->task_queue.wait_and_pop(); - - switch (task->task_name) - { - case ONDISCONNECTED: - { - this->processDisconnected(task); - break; - } - - case ONERROR: - { - this->processError(task); - break; - } - - case ONSUBMARKETDATA: - { - this->processSubMarketData(task); - break; - } - - case ONUNSUBMARKETDATA: - { - this->processUnSubMarketData(task); - break; - } - - case ONDEPTHMARKETDATA: - { - this->processDepthMarketData(task); - break; - } - - case ONSUBORDERBOOK: - { - this->processSubOrderBook(task); - break; - } - - case ONUNSUBORDERBOOK: - { - this->processUnSubOrderBook(task); - break; - } - - case ONORDERBOOK: - { - this->processOrderBook(task); - break; - } - - case ONSUBTICKBYTICK: - { - this->processSubTickByTick(task); - break; - } - - case ONUNSUBTICKBYTICK: - { - this->processUnSubTickByTick(task); - break; - } - - case ONTICKBYTICK: - { - this->processTickByTick(task); - break; - } - - case ONSUBSCRIBEALLMARKETDATA: - { - this->processSubscribeAllMarketData(task); - break; - } - - case ONUNSUBSCRIBEALLMARKETDATA: - { - this->processUnSubscribeAllMarketData(task); - break; - } - - case ONSUBSCRIBEALLORDERBOOK: - { - this->processSubscribeAllOrderBook(task); - break; - } - - case ONUNSUBSCRIBEALLORDERBOOK: - { - this->processUnSubscribeAllOrderBook(task); - break; - } - - case ONSUBSCRIBEALLTICKBYTICK: - { - this->processSubscribeAllTickByTick(task); - break; - } - - case ONUNSUBSCRIBEALLTICKBYTICK: - { - this->processUnSubscribeAllTickByTick(task); - break; - } - - case ONQUERYALLTICKERS: - { - this->processQueryAllTickers(task); - break; - } - - case ONQUERYTICKERSPRICEINFO: - { - this->processQueryTickersPriceInfo(task); - break; - } - - - - case ONSUBSCRIBEALLOPTIONMARKETDATA: - { - this->processSubscribeAllOptionMarketData(task); - break; - } - case ONUNSUBSCRIBEALLOPTIONMARKETDATA: - { - this->processUnSubscribeAllOptionMarketData(task); - break; - } - case ONSUBSCRIBEALLOPTIONORDERBOOK: - { - this->processSubscribeAllOptionOrderBook(task); - break; - } - case ONUNSUBSCRIBEALLOPTIONORDERBOOK: - { - this->processUnSubscribeAllOptionOrderBook(task); - break; - } - case ONSUBSCRIBEALLOPTIONTICKBYTICK: - { - this->processSubscribeAllOptionTickByTick(task); - break; - } - case ONUNSUBSCRIBEALLOPTIONTICKBYTICK: - { - this->processUnSubscribeAllOptionTickByTick(task); - break; - } - }; - } -}; - - - -void QuoteApi::processDisconnected(Task *task) -{ - PyLock lock; - this->onDisconnected(task->task_id); - delete task; -}; - -void QuoteApi::processError(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onError(error); - delete task; -}; - -void QuoteApi::processSubMarketData(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubMarketData(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processUnSubMarketData(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubMarketData(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processDepthMarketData(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPMD *task_data = (XTPMD*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["last_price"] = task_data->last_price; - data["pre_close_price"] = task_data->pre_close_price; - data["open_price"] = task_data->open_price; - data["high_price"] = task_data->high_price; - data["low_price"] = task_data->low_price; - data["close_price"] = task_data->close_price; - - data["pre_total_long_positon"] = task_data->pre_total_long_positon; - data["total_long_positon"] = task_data->total_long_positon; - data["pre_settl_price"] = task_data->pre_settl_price; - data["settl_price"] = task_data->settl_price; - - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["pre_delta"] = task_data->pre_delta; - data["curr_delta"] = task_data->curr_delta; - - data["data_time"] = task_data->data_time; - - data["qty"] = task_data->qty; - data["turnover"] = task_data->turnover; - data["avg_price"] = task_data->avg_price; - - data["trades_count"] = task_data->trades_count; - char str_ticker_status[9] = {"\0"}; -#ifdef _MSC_VER //WIN32 - strcpy_s(str_ticker_status, sizeof(task_data->ticker_status)+1, task_data->ticker_status); -#elif __GNUC__ - strncpy(str_ticker_status, task_data->ticker_status, sizeof(task_data->ticker_status)); -#endif - data["ticker_status"] = str_ticker_status; - - boost::python::list ask; - boost::python::list bid; - boost::python::list ask_qty; - boost::python::list bid_qty; - - for (int i = 0; i < 10; i++) - { - ask.append(task_data->ask[i]); - bid.append(task_data->bid[i]); - ask_qty.append(task_data->ask_qty[i]); - bid_qty.append(task_data->bid_qty[i]); - } - - data["ask"] = ask; - data["bid"] = bid; - data["bid_qty"] = bid_qty; - data["ask_qty"] = ask_qty; - - data["data_type"] = (int)task_data->data_type; - if (task_data->data_type == XTP_MARKETDATA_ACTUAL){ - data["total_bid_qty"] = task_data->stk.total_bid_qty; - data["total_ask_qty"] = task_data->stk.total_ask_qty; - data["ma_bid_price"] = task_data->stk.ma_bid_price; - data["ma_ask_price"] = task_data->stk.ma_ask_price; - data["ma_bond_bid_price"] = task_data->stk.ma_bond_bid_price; - data["ma_bond_ask_price"] = task_data->stk.ma_bond_ask_price; - data["yield_to_maturity"] = task_data->stk.yield_to_maturity; - data["iopv"] = task_data->stk.iopv; - data["etf_buy_count"] = task_data->stk.etf_buy_count; - data["etf_sell_count"] = task_data->stk.etf_sell_count; - data["etf_buy_qty"] = task_data->stk.etf_buy_qty; - data["etf_buy_money"] = task_data->stk.etf_buy_money; - data["etf_sell_qty"] = task_data->stk.etf_sell_qty; - data["etf_sell_money"] = task_data->stk.etf_sell_money; - data["total_warrant_exec_qty"] = task_data->stk.total_warrant_exec_qty; - data["warrant_lower_price"] = task_data->stk.warrant_lower_price; - data["warrant_upper_price"] = task_data->stk.warrant_upper_price; - data["cancel_buy_count"] = task_data->stk.cancel_buy_count; - data["cancel_sell_count"] = task_data->stk.cancel_sell_count; - data["cancel_buy_qty"] = task_data->stk.cancel_buy_qty; - data["cancel_sell_qty"] = task_data->stk.cancel_sell_qty; - data["cancel_buy_money"] = task_data->stk.cancel_buy_money; - data["cancel_sell_money"] = task_data->stk.cancel_sell_money; - data["total_buy_count"] = task_data->stk.total_buy_count; - data["total_sell_count"] = task_data->stk.total_sell_count; - data["duration_after_buy"] = task_data->stk.duration_after_buy; - data["duration_after_sell"] = task_data->stk.duration_after_sell; - data["num_bid_orders"] = task_data->stk.num_bid_orders; - data["num_ask_orders"] = task_data->stk.num_ask_orders; - data["pre_iopv"] = task_data->stk.pre_iopv; - data["r1"] = task_data->stk.r1; - data["r2"] = task_data->stk.r2; - }else if (task_data->data_type == XTP_MARKETDATA_OPTION){ - data["auction_price"] = task_data->opt.auction_price; - data["auction_qty"] = task_data->opt.auction_qty; - data["last_enquiry_time"] = task_data->opt.last_enquiry_time; - } - - data["r4"] = task_data->r4; - - delete task->task_data; - } - boost::python::list bid1_qty_list; - if (task->task_data_one && task->task_one_counts>0) - { - for (int i=0;itask_one_counts;i++) - { - int64_t *bid1_qty = (int64_t *)task->task_data_one+i; - bid1_qty_list.append(*bid1_qty); - } - delete[] task->task_data_one; - } - int bid1_count= task->task_one_counts; - int max_bid1_count= task->task_one_all_counts; - - boost::python::list ask1_qty_list; - if (task->task_data_two && task->task_two_counts>0) - { - for (int i=0;itask_two_counts;i++) - { - int64_t *ask1_qty = (int64_t *)task->task_data_two+i; - ask1_qty_list.append(*ask1_qty); - } - delete[] task->task_data_two; - } - int ask1_count= task->task_two_counts; - int max_ask1_count= task->task_two_all_counts; - this->onDepthMarketData(data,bid1_qty_list,bid1_count,max_bid1_count,ask1_qty_list,ask1_count,max_ask1_count); - delete task; -}; - -void QuoteApi::processSubOrderBook(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubOrderBook(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processUnSubOrderBook(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubOrderBook(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processOrderBook(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOB *task_data = (XTPOB*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["data_time"] = task_data->data_time; - - data["last_price"] = task_data->last_price; - data["qty"] = task_data->qty; - data["turnover"] = task_data->turnover; - data["trades_count"] = task_data->trades_count; - - boost::python::list ask; - boost::python::list bid; - boost::python::list ask_qty; - boost::python::list bid_qty; - - for (int i = 0; i < 10; i++) - { - ask.append(task_data->ask[i]); - bid.append(task_data->bid[i]); - ask_qty.append(task_data->ask_qty[i]); - bid_qty.append(task_data->bid_qty[i]); - } - - data["ask"] = ask; - data["bid"] = bid; - data["bid_qty"] = bid_qty; - data["ask_qty"] = ask_qty; - delete task->task_data; - } - - this->onOrderBook(data); - delete task; -}; - -void QuoteApi::processSubTickByTick(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubTickByTick(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processUnSubTickByTick(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubTickByTick(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processTickByTick(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPTBT *task_data = (XTPTBT*)task->task_data; - - - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - //data["seq"] = task_data->seq; - data["data_time"] = task_data->data_time; - data["type"] = (int)task_data->type; - - if (task_data->type == XTP_TBT_ENTRUST) - { - data["channel_no"] = task_data->entrust.channel_no; - data["seq"] = task_data->entrust.seq; - data["price"] = task_data->entrust.price; - data["qty"] = task_data->entrust.qty; - data["side"] = task_data->entrust.side; - data["ord_type"] = task_data->entrust.ord_type; - } - else - { - data["channel_no"] = task_data->trade.channel_no; - data["seq"] = task_data->trade.seq; - data["price"] = task_data->trade.price; - data["qty"] = task_data->trade.qty; - data["money"] = task_data->trade.money; - data["bid_no"] = task_data->trade.bid_no; - data["ask_no"] = task_data->trade.ask_no; - data["trade_flag"] = task_data->trade.trade_flag; - } - - delete task->task_data; - } - - this->onTickByTick(data); - delete task; -}; - -void QuoteApi::processSubscribeAllMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - this->onSubscribeAllMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllTickByTick(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllTickByTick(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processQueryAllTickers(Task *task) -{ - PyLock lock; - - //ֶ޸ - dict data; - if (task->task_data) - { - XTPQSI *task_data = (XTPQSI*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["ticker_type"] = (int)task_data->ticker_type; - data["pre_close_price"] = task_data->pre_close_price; - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["price_tick"] = task_data->price_tick; - data["buy_qty_unit"] = task_data->buy_qty_unit; - data["sell_qty_unit"] = task_data->sell_qty_unit; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryAllTickers(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processQueryTickersPriceInfo(Task *task) -{ - PyLock lock; - - //ֶ޸ - dict data; - if (task->task_data) - { - XTPTPI *task_data = (XTPTPI*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["last_price"] = task_data->last_price; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryTickersPriceInfo(data, error, task->task_last); - delete task; -}; - - - - - -void QuoteApi::processSubscribeAllOptionMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOptionMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOptionMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOptionMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllOptionOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOptionOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOptionOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOptionOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllOptionTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOptionTickByTick(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOptionTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOptionTickByTick(task->exchange_id,error); - delete task; -}; -///------------------------------------------------------------------------------------- -/// -///------------------------------------------------------------------------------------- - -void QuoteApi::createQuoteApi(int clientid, string path, int log_level) -{ - this->api = XTP::API::QuoteApi::CreateQuoteApi(clientid, path.c_str(),(XTP_LOG_LEVEL)log_level); - this->api->RegisterSpi(this); -}; - -void QuoteApi::release() -{ - this->api->Release(); -}; - -int QuoteApi::exit() -{ - //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ - this->api->RegisterSpi(NULL); - this->api->Release(); - this->api = NULL; - return 1; -}; - -string QuoteApi::getTradingDay() -{ - string ret =""; - const char* p = this->api->GetTradingDay(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -string QuoteApi::getApiVersion() -{ - string ret =""; - const char* p = this->api->GetApiVersion(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -dict QuoteApi::getApiLastError() -{ - XTPRI *error = this->api->GetApiLastError(); - dict err; - if(error == NULL) - return err; - - err["error_id"] = error->error_id; - err["error_msg"] = error->error_msg; - - return err; -}; - -void QuoteApi::setUDPBufferSize(int size) -{ - this->api->SetUDPBufferSize(size); -}; - -void QuoteApi::setHeartBeatInterval(int interval) -{ - this->api->SetHeartBeatInterval(interval); -}; - -int QuoteApi::subscribeMarketData(boost::python::list tickerList,int count, int exchange) -{ - int listLength = boost::python::len(tickerList); - char **myreqList = new char *[listLength]; - for(int i=0;iapi->SubscribeMarketData(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->UnSubscribeMarketData(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->SubscribeOrderBook(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->UnSubscribeOrderBook(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->SubscribeTickByTick(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->UnSubscribeTickByTick(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->SubscribeAllMarketData((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::unSubscribeAllMarketData(int exchange) -{ - return this->api->UnSubscribeAllMarketData((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::subscribeAllOrderBook(int exchange) -{ - return this->api->SubscribeAllOrderBook((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::unSubscribeAllOrderBook(int exchange) -{ - return this->api->UnSubscribeAllOrderBook((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::subscribeAllTickByTick(int exchange) -{ - return this->api->SubscribeAllTickByTick((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::unSubscribeAllTickByTick(int exchange) -{ - return this->api->UnSubscribeAllTickByTick((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::login(string ip, int port, string user, string password, int socktype) -{ - int i = this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype); - return i; -}; - -int QuoteApi::logout() -{ - int i = this->api->Logout(); - return i; -}; - -int QuoteApi::queryAllTickers(int exchange) -{ - int i = this->api->QueryAllTickers((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::queryTickersPriceInfo(boost::python::list tickerList,int count, int exchange) -{ - int listLength = boost::python::len(tickerList); - //printf("listLength:%d\n",listLength); - char **myreqList = new char *[listLength]; - for(int i=0;iapi->QueryTickersPriceInfo(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - //printf("return i:%d\n",i); - for(int i=0;iapi->QueryAllTickersPriceInfo(); - return i; -} - - - -int QuoteApi::subscribeAllOptionMarketData(int exchange) -{ - int i = this->api->SubscribeAllOptionMarketData((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::unSubscribeAllOptionMarketData(int exchange) -{ - int i = this->api->UnSubscribeAllOptionMarketData((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::subscribeAllOptionOrderBook(int exchange) -{ - int i = this->api->SubscribeAllOptionOrderBook((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::unSubscribeAllOptionOrderBook(int exchange) -{ - int i = this->api->UnSubscribeAllOptionOrderBook((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::subscribeAllOptionTickByTick(int exchange) -{ - int i = this->api->SubscribeAllOptionTickByTick((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::unSubscribeAllOptionTickByTick(int exchange) -{ - int i = this->api->UnSubscribeAllOptionTickByTick((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -///------------------------------------------------------------------------------------- -///Boost.Pythonװ -///------------------------------------------------------------------------------------- - -struct QuoteApiWrap : QuoteApi, wrapper < QuoteApi > -{ - virtual void onDisconnected(int reason) - { - try - { - this->get_override("onDisconnected")(reason); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onError(dict data) - { - try - { - this->get_override("onError")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubMarketData(dict data, dict error, bool last) - { - try - { - this->get_override("onSubMarketData")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubMarketData(dict data, dict error, bool last) - { - try - { - this->get_override("onUnSubMarketData")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onDepthMarketData(dict data,boost::python::list bid1_qty_list,int bid1_count,int max_bid1_count,boost::python::list ask1_qty_list,int ask1_count,int max_ask1_count) - { - try - { - this->get_override("onDepthMarketData")(data,bid1_qty_list,bid1_count,max_bid1_count,ask1_qty_list,ask1_count,max_ask1_count); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubOrderBook(dict data, dict error, bool last) - { - try - { - this->get_override("onSubOrderBook")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubOrderBook(dict data, dict error, bool last) - { - try - { - this->get_override("onUnSubOrderBook")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onOrderBook(dict data) - { - try - { - this->get_override("onOrderBook")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubTickByTick(dict data, dict error, bool last) - { - try - { - this->get_override("onSubTickByTick")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubTickByTick(dict data, dict error, bool last) - { - try - { - this->get_override("onUnSubTickByTick")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onTickByTick(dict data) - { - try - { - this->get_override("onTickByTick")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryAllTickers(dict data, dict error, bool last) - { - try - { - this->get_override("onQueryAllTickers")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTickersPriceInfo(dict data, dict error, bool last) - { - try - { - this->get_override("onQueryTickersPriceInfo")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - - - - - virtual void onSubscribeAllOptionMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOptionMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOptionMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOptionMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllOptionOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOptionOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOptionOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOptionOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - virtual void onSubscribeAllOptionTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOptionTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOptionTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOptionTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; -}; - - -BOOST_PYTHON_MODULE(vnxtpquote) -{ - PyEval_InitThreads(); //ʱУ֤ȴGIL - - class_("QuoteApi") - .def("createQuoteApi", &QuoteApiWrap::createQuoteApi) - .def("release", &QuoteApiWrap::release) - .def("exit", &QuoteApiWrap::exit) - .def("getTradingDay", &QuoteApiWrap::getTradingDay) - .def("getApiVersion", &QuoteApiWrap::getApiVersion) - .def("getApiLastError", &QuoteApiWrap::getApiLastError) - .def("setUDPBufferSize", &QuoteApiWrap::setUDPBufferSize) - .def("setHeartBeatInterval", &QuoteApiWrap::setHeartBeatInterval) - .def("subscribeMarketData", &QuoteApiWrap::subscribeMarketData) - .def("unSubscribeMarketData", &QuoteApiWrap::unSubscribeMarketData) - .def("subscribeOrderBook", &QuoteApiWrap::subscribeOrderBook) - .def("unSubscribeOrderBook", &QuoteApiWrap::unSubscribeOrderBook) - .def("subscribeTickByTick", &QuoteApiWrap::subscribeTickByTick) - .def("unSubscribeTickByTick", &QuoteApiWrap::unSubscribeTickByTick) - .def("subscribeAllMarketData", &QuoteApiWrap::subscribeAllMarketData) - .def("unSubscribeAllMarketData", &QuoteApiWrap::unSubscribeAllMarketData) - .def("subscribeAllOrderBook", &QuoteApiWrap::subscribeAllOrderBook) - .def("unSubscribeAllOrderBook", &QuoteApiWrap::unSubscribeAllOrderBook) - .def("subscribeAllTickByTick", &QuoteApiWrap::subscribeAllTickByTick) - .def("unSubscribeAllTickByTick", &QuoteApiWrap::unSubscribeAllTickByTick) - .def("login", &QuoteApiWrap::login) - .def("logout", &QuoteApiWrap::logout) - .def("queryAllTickers", &QuoteApiWrap::queryAllTickers) - .def("queryTickersPriceInfo", &QuoteApiWrap::queryTickersPriceInfo) - .def("queryAllTickersPriceInfo", &QuoteApiWrap::queryAllTickersPriceInfo) - - .def("subscribeAllOptionMarketData", &QuoteApiWrap::subscribeAllOptionMarketData) - .def("unSubscribeAllOptionMarketData", &QuoteApiWrap::unSubscribeAllOptionMarketData) - .def("subscribeAllOptionOrderBook", &QuoteApiWrap::subscribeAllOptionOrderBook) - .def("unSubscribeAllOptionOrderBook", &QuoteApiWrap::unSubscribeAllOptionOrderBook) - .def("subscribeAllOptionTickByTick", &QuoteApiWrap::subscribeAllOptionTickByTick) - .def("unSubscribeAllOptionTickByTick", &QuoteApiWrap::unSubscribeAllOptionTickByTick) - - - .def("onDisconnected", pure_virtual(&QuoteApiWrap::onDisconnected)) - .def("onError", pure_virtual(&QuoteApiWrap::onError)) - .def("onSubMarketData", pure_virtual(&QuoteApiWrap::onSubMarketData)) - .def("onUnSubMarketData", pure_virtual(&QuoteApiWrap::onUnSubMarketData)) - .def("onDepthMarketData", pure_virtual(&QuoteApiWrap::onDepthMarketData)) - .def("onSubOrderBook", pure_virtual(&QuoteApiWrap::onSubOrderBook)) - .def("onUnSubOrderBook", pure_virtual(&QuoteApiWrap::onUnSubOrderBook)) - .def("onOrderBook", pure_virtual(&QuoteApiWrap::onOrderBook)) - .def("onSubTickByTick", pure_virtual(&QuoteApiWrap::onSubTickByTick)) - .def("onUnSubTickByTick", pure_virtual(&QuoteApiWrap::onUnSubTickByTick)) - .def("onTickByTick", pure_virtual(&QuoteApiWrap::onTickByTick)) - .def("onSubscribeAllMarketData", pure_virtual(&QuoteApiWrap::onSubscribeAllMarketData)) - .def("onUnSubscribeAllMarketData", pure_virtual(&QuoteApiWrap::onUnSubscribeAllMarketData)) - .def("onSubscribeAllOrderBook", pure_virtual(&QuoteApiWrap::onSubscribeAllOrderBook)) - .def("onUnSubscribeAllOrderBook", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOrderBook)) - .def("onSubscribeAllTickByTick", pure_virtual(&QuoteApiWrap::onSubscribeAllTickByTick)) - .def("onUnSubscribeAllTickByTick", pure_virtual(&QuoteApiWrap::onUnSubscribeAllTickByTick)) - .def("onQueryAllTickers", pure_virtual(&QuoteApiWrap::onQueryAllTickers)) - .def("onQueryTickersPriceInfo", pure_virtual(&QuoteApiWrap::onQueryTickersPriceInfo)) - - .def("onSubscribeAllOptionMarketData", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionMarketData)) - .def("onUnSubscribeAllOptionMarketData", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionMarketData)) - .def("onSubscribeAllOptionOrderBook", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionOrderBook)) - .def("onUnSubscribeAllOptionOrderBook", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionOrderBook)) - .def("onSubscribeAllOptionTickByTick", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionTickByTick)) - .def("onUnSubscribeAllOptionTickByTick", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionTickByTick)) - ; -}; diff --git a/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/ReadMe.txt b/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/ReadMe.txt deleted file mode 100644 index b7db244..0000000 --- a/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/ReadMe.txt +++ /dev/null @@ -1,48 +0,0 @@ -======================================================================== - DYNAMIC LINK LIBRARY : vnxtptrader Project Overview -======================================================================== - -AppWizard has created this vnxtptrader DLL for you. - -This file contains a summary of what you will find in each of the files that -make up your vnxtptrader application. - - -vnxtptrader.vcxproj - This is the main project file for VC++ projects generated using an Application Wizard. - It contains information about the version of Visual C++ that generated the file, and - information about the platforms, configurations, and project features selected with the - Application Wizard. - -vnxtptrader.vcxproj.filters - This is the filters file for VC++ projects generated using an Application Wizard. - It contains information about the association between the files in your project - and the filters. This association is used in the IDE to show grouping of files with - similar extensions under a specific node (for e.g. ".cpp" files are associated with the - "Source Files" filter). - -vnxtptrader.cpp - This is the main DLL source file. - - When created, this DLL does not export any symbols. As a result, it - will not produce a .lib file when it is built. If you wish this project - to be a project dependency of some other project, you will either need to - add code to export some symbols from the DLL so that an export library - will be produced, or you can set the Ignore Input Library property to Yes - on the General propert page of the Linker folder in the project's Property - Pages dialog box. - -///////////////////////////////////////////////////////////////////////////// -Other standard files: - -StdAfx.h, StdAfx.cpp - These files are used to build a precompiled header (PCH) file - named vnxtptrader.pch and a precompiled types file named StdAfx.obj. - -///////////////////////////////////////////////////////////////////////////// -Other notes: - -AppWizard uses "TODO:" comments to indicate parts of the source code you -should add to or customize. - -///////////////////////////////////////////////////////////////////////////// diff --git a/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/vnxtptrader.cpp b/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/vnxtptrader.cpp deleted file mode 100644 index 670300d..0000000 --- a/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/vnxtptrader.cpp +++ /dev/null @@ -1,1933 +0,0 @@ -// vnctpmd.cpp : DLL Ӧóĵ -// -//#include "stdafx.h" -#include "vnxtptrader.h" - -///------------------------------------------------------------------------------------- -///PythonC++תõĺ -///------------------------------------------------------------------------------------- - -void getInt(dict d, string key, int *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getUint64(dict d, string key, uint64_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getUint32(dict d, string key, uint32_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getInt64(dict d, string key, int64_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getDouble(dict d, string key, double *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - *value = x(); - } - } -}; - -void getStr(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ - //+1ӦΪC++ַĽβţرȷ1 -#ifdef _MSC_VER //WIN32 - strcpy_s(value, strlen(buffer) + 1, buffer); -#elif __GNUC__ - strncpy(value, buffer, strlen(buffer) + 1); -#endif - } - } -}; - -void getChar(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - *value = *buffer; - } - } -}; - - -///------------------------------------------------------------------------------------- -///C++Ļصݱ浽 -///------------------------------------------------------------------------------------- - -void TraderApi::OnDisconnected(uint64_t session_id, int reason) -{ - Task* task = new Task(); - task->task_name = ONDISCONNECTED; - task->addtional_int = session_id; //ֶ޸ - task->task_id = reason; - this->task_queue.push(task); -}; - -void TraderApi::OnError(XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONERROR; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - this->task_queue.push(task); -}; - -void TraderApi::OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONORDEREVENT; - - if (order_info) - { - XTPOrderInfo *task_data = new XTPOrderInfo(); - *task_data = *order_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONTRADEEVENT; - - if (trade_info) - { - XTPTradeReport *task_data = new XTPTradeReport(); - *task_data = *trade_info; - task->task_data = task_data; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONCANCELORDERERROR; - - if (cancel_info) - { - XTPOrderCancelInfo *task_data = new XTPOrderCancelInfo(); - *task_data = *cancel_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYORDER; - - if (order_info) - { - XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); - *task_data = *order_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYORDERBYPAGE; - - if (order_info) - { - XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); - *task_data = *order_info; - task->task_data = task_data; - } - - task->addtional_int_two = req_count; - task->addtional_int_three = order_sequence; - task->addtional_int_four = query_reference; - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYTRADE; - - if (trade_info) - { - XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); - *task_data = *trade_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYTRADEBYPAGE; - - if (trade_info) - { - XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); - *task_data = *trade_info; - task->task_data = task_data; - } - - task->addtional_int_two = req_count; - task->addtional_int_three = trade_sequence; - task->addtional_int_four = query_reference; - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - - -void TraderApi::OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYPOSITION; - - if (position) - { - XTPQueryStkPositionRsp *task_data = new XTPQueryStkPositionRsp(); - *task_data = *position; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYASSET; - - if (asset) - { - XTPQueryAssetRsp *task_data = new XTPQueryAssetRsp(); - *task_data = *asset; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYSTRUCTUREDFUND; - - if (fund_info) - { - XTPStructuredFundInfo *task_data = new XTPStructuredFundInfo(); - *task_data = *fund_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYFUNDTRANSFER; - - if (fund_transfer_info) - { - XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); - *task_data = *fund_transfer_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONFUNDTRANSFER; - - if (fund_transfer_info) - { - XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); - *task_data = *fund_transfer_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYETF; - - if (etf_info) - { - XTPQueryETFBaseRsp *task_data = new XTPQueryETFBaseRsp(); - *task_data = *etf_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYETFBASKET; - - if (etf_component_info) - { - XTPQueryETFComponentRsp *task_data = new XTPQueryETFComponentRsp(); - *task_data = *etf_component_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYIPOINFOLIST; - - if (ipo_info) - { - XTPQueryIPOTickerRsp *task_data = new XTPQueryIPOTickerRsp(); - *task_data = *ipo_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYIPOQUOTAINFO; - - if (quota_info) - { - XTPQueryIPOQuotaRsp *task_data = new XTPQueryIPOQuotaRsp(); - *task_data = *quota_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - - -void TraderApi::OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYOPTIONAUCTIONINFO; - - if (option_info) - { - XTPQueryOptionAuctionInfoRsp *task_data = new XTPQueryOptionAuctionInfoRsp(); - *task_data = *option_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -} -///------------------------------------------------------------------------------------- -///̴߳ӶȡݣתΪpython󣬽 -///------------------------------------------------------------------------------------- - -void TraderApi::processTask() -{ - while (1) - { - Task* task = this->task_queue.wait_and_pop(); - - switch (task->task_name) - { - case ONDISCONNECTED: - { - this->processDisconnected(task); - break; - } - - case ONERROR: - { - this->processError(task); - break; - } - - case ONORDEREVENT: - { - this->processOrderEvent(task); - break; - } - - case ONTRADEEVENT: - { - this->processTradeEvent(task); - break; - } - - case ONCANCELORDERERROR: - { - this->processCancelOrderError(task); - break; - } - - case ONQUERYORDER: - { - this->processQueryOrder(task); - break; - } - - case ONQUERYORDERBYPAGE: - { - this->processQueryOrderByPage(task); - break; - } - - case ONQUERYTRADE: - { - this->processQueryTrade(task); - break; - } - - case ONQUERYTRADEBYPAGE: - { - this->processQueryTradeByPage(task); - break; - } - - case ONQUERYPOSITION: - { - this->processQueryPosition(task); - break; - } - - case ONQUERYASSET: - { - this->processQueryAsset(task); - break; - } - - - case ONQUERYSTRUCTUREDFUND: - { - this->processQueryStructuredFund(task); - break; - } - - case ONQUERYFUNDTRANSFER: - { - this->processQueryFundTransfer(task); - break; - } - - case ONFUNDTRANSFER: - { - this->processFundTransfer(task); - break; - } - - case ONQUERYETF: - { - this->processQueryETF(task); - break; - } - - case ONQUERYETFBASKET: - { - this->processQueryETFBasket(task); - break; - } - - case ONQUERYIPOINFOLIST: - { - this->processQueryIPOInfoList(task); - break; - } - - case ONQUERYIPOQUOTAINFO: - { - this->processQueryIPOQuotaInfo(task); - break; - } - - - case ONQUERYOPTIONAUCTIONINFO: - { - this->processQueryOptionAuctionInfo(task); - break; - } - }; - } -}; - -void TraderApi::processDisconnected(Task *task) -{ - PyLock lock; - this->onDisconnected(task->addtional_int, task->task_id); - delete task; -}; - -void TraderApi::processError(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onError(error); - delete task; -}; - -void TraderApi::processOrderEvent(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOrderInfo *task_data = (XTPOrderInfo*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onOrderEvent(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processTradeEvent(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPTradeReport *task_data = (XTPTradeReport*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - this->onTradeEvent(data, task->addtional_int); - delete task; -}; - -void TraderApi::processCancelOrderError(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOrderCancelInfo *task_data = (XTPOrderCancelInfo*)task->task_data; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_xtp_id"] = task_data->order_xtp_id; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onCancelOrderError(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryOrder(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryOrder(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryOrderByPage(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - - - this->onQueryOrderByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - -void TraderApi::processQueryTrade(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryTrade(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryTradeByPage(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - this->onQueryTradeByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - -void TraderApi::processQueryPosition(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryStkPositionRsp *task_data = (XTPQueryStkPositionRsp*)task->task_data; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["market"] = int(task_data->market); //ֶ޸ - data["total_qty"] = task_data->total_qty; - data["sellable_qty"] = task_data->sellable_qty; - data["avg_price"] = task_data->avg_price; - data["unrealized_pnl"] = task_data->unrealized_pnl; - data["yesterday_position"] = task_data->yesterday_position; - data["purchase_redeemable_qty"] = task_data->purchase_redeemable_qty; - - data["position_direction"] = (int)task_data->position_direction; - data["reserved1"] = task_data->reserved1; - data["executable_option"] = task_data->executable_option; - data["lockable_position"] = task_data->lockable_position; - data["executable_underlying"] = task_data->executable_underlying; - data["locked_position"] = task_data->locked_position; - data["usable_locked_position"] = task_data->usable_locked_position; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryPosition(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryAsset(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryAssetRsp *task_data = (XTPQueryAssetRsp*)task->task_data; - - data["total_asset"] = task_data->total_asset; - data["buying_power"] = task_data->buying_power; - data["security_asset"] = task_data->security_asset; - data["fund_buy_amount"] = task_data->fund_buy_amount; - data["fund_buy_fee"] = task_data->fund_buy_fee; - data["fund_sell_amount"] = task_data->fund_sell_amount; - data["fund_sell_fee"] = task_data->fund_sell_fee; - data["withholding_amount"] = task_data->withholding_amount; - data["account_type"] = (int)task_data->account_type; - - data["frozen_margin"] = task_data->frozen_margin; - data["frozen_exec_cash"] = task_data->frozen_exec_cash; - data["frozen_exec_fee"] = task_data->frozen_exec_fee; - data["pay_later"] = task_data->pay_later; - data["preadva_pay"] = task_data->preadva_pay; - data["orig_banlance"] = task_data->orig_banlance; - data["banlance"] = task_data->banlance; - data["deposit_withdraw"] = task_data->deposit_withdraw; - data["trade_netting"] = task_data->trade_netting; - data["captial_asset"] = task_data->captial_asset; - data["force_freeze_amount"] = task_data->force_freeze_amount; - data["preferred_amount"] = task_data->preferred_amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryAsset(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryStructuredFund(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPStructuredFundInfo *task_data = (XTPStructuredFundInfo*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["sf_ticker"] = task_data->sf_ticker; - data["sf_ticker_name"] = task_data->sf_ticker_name; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["split_merge_status"] = (int)task_data->split_merge_status; - data["ratio"] = task_data->ratio; - data["min_split_qty"] = task_data->min_split_qty; - data["min_merge_qty"] = task_data->min_merge_qty; - data["net_price"] = task_data->net_price; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryStructuredFund(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryFundTransfer(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; - data["serial_id"] = task_data->serial_id; - data["transfer_type"] = (int)task_data->transfer_type; - data["amount"] = task_data->amount; - data["oper_status"] = (int)task_data->oper_status; - data["transfer_time"] = task_data->transfer_time; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryFundTransfer(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processFundTransfer(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; - data["serial_id"] = task_data->serial_id; - data["transfer_type"] = (int)task_data->transfer_type; - data["amount"] = task_data->amount; - data["oper_status"] = (int)task_data->oper_status; - data["transfer_time"] = task_data->transfer_time; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onFundTransfer(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryETF(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryETFBaseRsp *task_data = (XTPQueryETFBaseRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["etf"] = task_data->etf; - data["subscribe_redemption_ticker"] = task_data->subscribe_redemption_ticker; - data["unit"] = task_data->unit; - data["subscribe_status"] = task_data->subscribe_status; - data["redemption_status"] = task_data->redemption_status; - data["max_cash_ratio"] = task_data->max_cash_ratio; - data["estimate_amount"] = task_data->estimate_amount; - data["cash_component"] = task_data->cash_component; - data["net_value"] = task_data->net_value; - data["total_amount"] = task_data->total_amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryETF(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryETFBasket(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryETFComponentRsp *task_data = (XTPQueryETFComponentRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["ticker"] = task_data->ticker; - data["component_ticker"] = task_data->component_ticker; - data["component_name"] = task_data->component_name; - data["quantity"] = task_data->quantity; - data["component_market"] = (int)task_data->component_market; - data["replace_type"] = (int)task_data->replace_type; - data["premium_ratio"] = task_data->premium_ratio; - data["amount"] = task_data->amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryETFBasket(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryIPOInfoList(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryIPOTickerRsp *task_data = (XTPQueryIPOTickerRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["price"] = task_data->price; - data["unit"] = task_data->unit; - data["qty_upper_limit"] = task_data->qty_upper_limit; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryIPOInfoList(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryIPOQuotaInfo(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryIPOQuotaRsp *task_data = (XTPQueryIPOQuotaRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryIPOQuotaInfo(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - - -void TraderApi::processQueryOptionAuctionInfo(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOptionAuctionInfoRsp *task_data = (XTPQueryOptionAuctionInfoRsp*)task->task_data; - data["ticker"] = task_data->ticker; - data["security_id_source"] = (int)task_data->security_id_source; - data["symbol"] = task_data->symbol; - data["contract_id"] = task_data->contract_id; - data["underlying_security_id"] = task_data->underlying_security_id; - data["underlying_security_id_source"] = (int)task_data->underlying_security_id_source; - - data["list_date"] = task_data->list_date; - data["last_trade_date"] = task_data->last_trade_date; - data["ticker_type"] = (int)task_data->ticker_type; - data["day_trading"] = task_data->day_trading; - - data["call_or_put"] = (int)task_data->call_or_put; - data["delivery_day"] = task_data->delivery_day; - data["delivery_month"] = task_data->delivery_month; - - data["exercise_type"] = (int)task_data->exercise_type; - data["exercise_begin_date"] = task_data->exercise_begin_date; - data["exercise_end_date"] = task_data->exercise_end_date; - data["exercise_price"] = task_data->exercise_price; - - data["qty_unit"] = task_data->qty_unit; - data["contract_unit"] = task_data->contract_unit; - data["contract_position"] = task_data->contract_position; - - data["prev_close_price"] = task_data->prev_close_price; - data["prev_clearing_price"] = task_data->prev_clearing_price; - - data["lmt_buy_max_qty"] = task_data->lmt_buy_max_qty; - data["lmt_buy_min_qty"] = task_data->lmt_buy_min_qty; - data["lmt_sell_max_qty"] = task_data->lmt_sell_max_qty; - data["lmt_sell_min_qty"] = task_data->lmt_sell_min_qty; - data["mkt_buy_max_qty"] = task_data->mkt_buy_max_qty; - data["mkt_buy_min_qty"] = task_data->mkt_buy_min_qty; - data["mkt_sell_max_qty"] = task_data->mkt_sell_max_qty; - data["mkt_sell_min_qty"] = task_data->mkt_sell_min_qty; - - data["price_tick"] = task_data->price_tick; - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["sell_margin"] = task_data->sell_margin; - data["margin_ratio_param1"] = task_data->margin_ratio_param1; - data["margin_ratio_param2"] = task_data->margin_ratio_param2; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryOptionAuctionInfo(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -///------------------------------------------------------------------------------------- -/// -///------------------------------------------------------------------------------------- - -void TraderApi::createTraderApi(uint8_t clientid, string path, int log_level) -{ - this->api = XTP::API::TraderApi::CreateTraderApi(clientid, path.c_str(),(XTP_LOG_LEVEL)log_level); - this->api->RegisterSpi(this); -}; - -void TraderApi::release() -{ - this->api->Release(); -}; - -int TraderApi::exit() -{ - //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ - this->api->RegisterSpi(NULL); - this->api->Release(); - this->api = NULL; - return 1; -}; - -string TraderApi::getTradingDay() -{ - string ret =""; - const char* p = this->api->GetTradingDay(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -dict TraderApi::getApiLastError() -{ - dict d; - XTPRI *error = this->api->GetApiLastError(); - if(error == NULL) - return d; - - d["error_id"] = error->error_id; - d["error_msg"] = error->error_msg; - - return d; -} - -string TraderApi::getApiVersion() -{ - string ret =""; - const char* p = this->api->GetApiVersion(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -} - -uint8_t TraderApi::getClientIDByXTPID(uint64_t orderid) -{ - return this->api->GetClientIDByXTPID(orderid); -} - -string TraderApi::getAccountByXTPID(uint64_t orderid) -{ - string ret =""; - const char* p = this->api->GetAccountByXTPID(orderid); - if (p == NULL) - ret = "NULL"; - else - ret = p; - - return ret; -} - -void TraderApi::subscribePublicTopic(int type) -{ - this->api->SubscribePublicTopic((XTP_TE_RESUME_TYPE)type); -} - -void TraderApi::setSoftwareKey(string key) -{ - this->api->SetSoftwareKey(key.c_str()); -} - -void TraderApi::setSoftwareVersion(string version) -{ - this->api->SetSoftwareVersion(version.c_str()); -} - -void TraderApi::setHeartBeatInterval(uint32_t interval) -{ - this->api->SetHeartBeatInterval(interval); -}; - -uint64_t TraderApi::login(string ip, int port, string user, string password, int socktype) -{ - return this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype); -}; - -int TraderApi::logout(uint64_t sessionid) -{ - return this->api->Logout(sessionid); -}; - - -uint64_t TraderApi::insertOrder(dict req, uint64_t sessionid) -{ - XTPOrderInsertInfo myreq = XTPOrderInsertInfo(); - memset(&myreq, 0, sizeof(myreq)); - getDouble(req, "stop_price", &myreq.stop_price); - getDouble(req, "price", &myreq.price); - getStr(req, "ticker", myreq.ticker); - - getUint32(req, "order_client_id", &myreq.order_client_id); - getUint64(req, "order_xtp_id", &myreq.order_xtp_id); - getInt64(req, "quantity", &myreq.quantity); - - int price_type; - int side; - int position_effect; - int reserved1; - int reserved2; - int market; - int business_type; - getInt(req, "price_type", &price_type); - getInt(req, "side", &side); - getInt(req, "position_effect", &position_effect); - getInt(req, "reserved1", &reserved1); - getInt(req, "reserved2", &reserved2); - getInt(req, "market", &market); - getInt(req, "business_type", &business_type); - myreq.price_type = (XTP_PRICE_TYPE)price_type; - myreq.side = (XTP_SIDE_TYPE)side; - myreq.position_effect = (XTP_POSITION_EFFECT_TYPE)position_effect; - myreq.reserved1 = reserved1; - myreq.reserved2 = reserved2; - myreq.market = (XTP_MARKET_TYPE)market; - myreq.business_type = (XTP_BUSINESS_TYPE)business_type; - - return this->api->InsertOrder(&myreq, sessionid); -}; - -uint64_t TraderApi::cancelOrder(uint64_t orderid, uint64_t sessionid) -{ - return this->api->CancelOrder(orderid, sessionid); -} - -int TraderApi::queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) -{ - return this->api->QueryOrderByXTPID(orderid, sessionid, reqid); -}; - -int TraderApi::queryOrders(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryOrderReq myreq = XTPQueryOrderReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - getInt64(req, "end_time", &myreq.end_time); - getInt64(req, "begin_time", &myreq.begin_time); - return this->api->QueryOrders(&myreq, sessionid, reqid); -}; - -int TraderApi::queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) -{ - return this->api->QueryTradesByXTPID(orderid, sessionid, reqid); -}; - -int TraderApi::queryTrades(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryTraderReq myreq = XTPQueryTraderReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - getInt64(req, "end_time", &myreq.end_time); - getInt64(req, "begin_time", &myreq.begin_time); - return this->api->QueryTrades(&myreq, sessionid, reqid); -}; - -int TraderApi::queryPosition(string ticker, uint64_t sessionid, int reqid) -{ - return this->api->QueryPosition(ticker.c_str(), sessionid, reqid); -}; - -int TraderApi::queryAsset(uint64_t sessionid, int reqid) -{ - return this->api->QueryAsset(sessionid, reqid); -}; - -int TraderApi::queryStructuredFund(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryStructuredFundInfoReq myreq = XTPQueryStructuredFundInfoReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "sf_ticker", myreq.sf_ticker); - - int exchange_id; - getInt(req, "exchange_id", &exchange_id); - myreq.exchange_id = (XTP_EXCHANGE_TYPE)exchange_id; - - return this->api->QueryStructuredFund(&myreq, sessionid, reqid); - -}; - -uint64_t TraderApi::fundTransfer(dict req, uint64_t sessionid) -{ - XTPFundTransferReq myreq = XTPFundTransferReq(); - memset(&myreq, 0, sizeof(myreq)); - getUint64(req, "serial_id", &myreq.serial_id); - getStr(req, "fund_account", myreq.fund_account); - getStr(req, "password", myreq.password); - getDouble(req, "amount", &myreq.amount); - - int transfer_type; - getInt(req, "transfer_type", &transfer_type); - myreq.transfer_type = (XTP_FUND_TRANSFER_TYPE)transfer_type; - - return this->api->FundTransfer(&myreq, sessionid); -}; - -int TraderApi::queryFundTransfer(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryFundTransferLogReq myreq = XTPQueryFundTransferLogReq(); - memset(&myreq, 0, sizeof(myreq)); - getUint64(req, "serial_id", &myreq.serial_id); - return this->api->QueryFundTransfer(&myreq, sessionid, reqid); -}; - -int TraderApi::queryETF(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryETFBaseReq myreq = XTPQueryETFBaseReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - - return this->api->QueryETF(&myreq, sessionid, reqid); -}; - -int TraderApi::queryETFTickerBasket(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryETFComponentReq myreq = XTPQueryETFComponentReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - - return this->api->QueryETFTickerBasket(&myreq, sessionid, reqid); -}; - -int TraderApi::queryIPOInfoList(uint64_t sessionid, int reqid) -{ - return this->api->QueryIPOInfoList(sessionid, reqid); -}; - -int TraderApi::queryIPOQuotaInfo(uint64_t sessionid, int reqid) -{ - return this->api->QueryIPOQuotaInfo(sessionid, reqid); -}; - -int TraderApi::queryOptionAuctionInfo(dict req,uint64_t sessionid, int reqid) -{ - XTPQueryOptionAuctionInfoReq myreq = XTPQueryOptionAuctionInfoReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - return this->api->QueryOptionAuctionInfo(&myreq,sessionid, reqid); -}; - -int TraderApi::queryOrdersByPage(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryOrderByPageReq myreq = XTPQueryOrderByPageReq(); - memset(&myreq, 0, sizeof(myreq)); - getInt64(req, "req_count", &myreq.req_count); - getInt64(req, "reference", &myreq.reference); - getInt64(req, "reserved", &myreq.reserved); - return this->api->QueryOrdersByPage(&myreq, sessionid, reqid); -}; - -int TraderApi::queryTradesByPage(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryTraderByPageReq myreq = XTPQueryTraderByPageReq(); - memset(&myreq, 0, sizeof(myreq)); - getInt64(req, "req_count", &myreq.req_count); - getInt64(req, "reference", &myreq.reference); - getInt64(req, "reserved", &myreq.reserved); - return this->api->QueryTradesByPage(&myreq, sessionid, reqid); -}; - -bool TraderApi::isServerRestart(uint64_t session_id) -{ - return this->api->IsServerRestart(session_id); -}; - -///------------------------------------------------------------------------------------- -///Boost.Pythonװ -///------------------------------------------------------------------------------------- - -struct TraderApiWrap : TraderApi, wrapper < TraderApi > -{ - virtual void onDisconnected(uint64_t session, int reason) - { - try - { - this->get_override("onDisconnected")(session, reason); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onError(dict data) - { - try - { - this->get_override("onError")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onOrderEvent(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onOrderEvent")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onTradeEvent(dict data, uint64_t session) - { - try - { - this->get_override("onTradeEvent")(data, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onCancelOrderError(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onCancelOrderError")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryOrder(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOrder")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOrderByPage")(data,req_count,order_sequence, query_reference, reqid, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTrade(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryTrade")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) - { - try - { - this->get_override("onQueryTradeByPage")(data, req_count,trade_sequence,query_reference, reqid, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryPosition(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryPosition")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryAsset(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryAsset")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryStructuredFund(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryStructuredFund")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryFundTransfer(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryFundTransfer")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onFundTransfer(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onFundTransfer")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryETF(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryETF")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryETFBasket(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryETFBasket")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryIPOInfoList(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryIPOInfoList")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryIPOQuotaInfo(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryIPOQuotaInfo")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - - virtual void onQueryOptionAuctionInfo(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOptionAuctionInfo")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - -}; - - -BOOST_PYTHON_MODULE(vnxtptrader) -{ - PyEval_InitThreads(); //ʱУ֤ȴGIL - - class_("TraderApi") - .def("createTraderApi", &TraderApiWrap::createTraderApi) - .def("release", &TraderApiWrap::release) - .def("exit", &TraderApiWrap::exit) - .def("getTradingDay", &TraderApiWrap::getTradingDay) - .def("getApiLastError", &TraderApiWrap::getApiLastError) - .def("getApiVersion", &TraderApiWrap::getApiVersion) - .def("getClientIDByXTPID", &TraderApiWrap::getClientIDByXTPID) - .def("getAccountByXTPID", &TraderApiWrap::getAccountByXTPID) - .def("subscribePublicTopic", &TraderApiWrap::subscribePublicTopic) - .def("setSoftwareKey", &TraderApiWrap::setSoftwareKey) - .def("setSoftwareVersion", &TraderApiWrap::setSoftwareVersion) - .def("setHeartBeatInterval", &TraderApiWrap::setHeartBeatInterval) - .def("login", &TraderApiWrap::login) - .def("logout", &TraderApiWrap::logout) - .def("insertOrder", &TraderApiWrap::insertOrder) - .def("cancelOrder", &TraderApiWrap::cancelOrder) - .def("queryOrderByXTPID", &TraderApiWrap::queryOrderByXTPID) - .def("queryOrders", &TraderApiWrap::queryOrders) - .def("queryTradesByXTPID", &TraderApiWrap::queryTradesByXTPID) - .def("queryTrades", &TraderApiWrap::queryTrades) - .def("queryPosition", &TraderApiWrap::queryPosition) - .def("queryAsset", &TraderApiWrap::queryAsset) - .def("queryStructuredFund", &TraderApiWrap::queryStructuredFund) - .def("fundTransfer", &TraderApiWrap::fundTransfer) - .def("queryFundTransfer", &TraderApiWrap::queryFundTransfer) - .def("queryETF", &TraderApiWrap::queryETF) - .def("queryETFTickerBasket", &TraderApiWrap::queryETFTickerBasket) - .def("queryIPOInfoList", &TraderApiWrap::queryIPOInfoList) - .def("queryIPOQuotaInfo", &TraderApiWrap::queryIPOQuotaInfo) - - .def("queryOptionAuctionInfo", &TraderApiWrap::queryOptionAuctionInfo) - .def("queryOrdersByPage", &TraderApiWrap::queryOrdersByPage) - .def("queryTradesByPage", &TraderApiWrap::queryTradesByPage) - .def("isServerRestart", &TraderApiWrap::isServerRestart) - - .def("onDisconnected", pure_virtual(&TraderApiWrap::onDisconnected)) - .def("onError", pure_virtual(&TraderApiWrap::onError)) - .def("onOrderEvent", pure_virtual(&TraderApiWrap::onOrderEvent)) - .def("onTradeEvent", pure_virtual(&TraderApiWrap::onTradeEvent)) - .def("onCancelOrderError", pure_virtual(&TraderApiWrap::onCancelOrderError)) - .def("onQueryOrder", pure_virtual(&TraderApiWrap::onQueryOrder)) - .def("onQueryTrade", pure_virtual(&TraderApiWrap::onQueryTrade)) - .def("onQueryPosition", pure_virtual(&TraderApiWrap::onQueryPosition)) - .def("onQueryAsset", pure_virtual(&TraderApiWrap::onQueryAsset)) - .def("onQueryStructuredFund", pure_virtual(&TraderApiWrap::onQueryStructuredFund)) - .def("onQueryFundTransfer", pure_virtual(&TraderApiWrap::onQueryFundTransfer)) - .def("onFundTransfer", pure_virtual(&TraderApiWrap::onFundTransfer)) - .def("onQueryETF", pure_virtual(&TraderApiWrap::onQueryETF)) - .def("onQueryETFBasket", pure_virtual(&TraderApiWrap::onQueryETFBasket)) - .def("onQueryIPOInfoList", pure_virtual(&TraderApiWrap::onQueryIPOInfoList)) - .def("onQueryIPOQuotaInfo", pure_virtual(&TraderApiWrap::onQueryIPOQuotaInfo)) - - .def("onQueryOptionAuctionInfo", pure_virtual(&TraderApiWrap::onQueryOptionAuctionInfo)) - .def("onQueryOrderByPage", pure_virtual(&TraderApiWrap::onQueryOrderByPage)) - .def("onQueryTradeByPage", pure_virtual(&TraderApiWrap::onQueryTradeByPage)) - ; -}; diff --git a/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/vnxtptrader.h b/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/vnxtptrader.h deleted file mode 100644 index 1892f59..0000000 --- a/source/Linux/xtp_python2_18.19/vnxtptrader/vnxtptrader/vnxtptrader.h +++ /dev/null @@ -1,496 +0,0 @@ -//˵ - -//API -#include "xtp_trader_api.h" - -//ϵͳ -//#ifdef WIN32 -//#include "stdafx.h" -//#endif -#include -#include - -//Boost -#define BOOST_PYTHON_STATIC_LIB -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //е̹߳ -#include //е̹߳ - - -//ռ -using namespace std; -using namespace boost::python; -using namespace boost; - - -// -#define ONDISCONNECTED 1 -#define ONERROR 2 -#define ONORDEREVENT 3 -#define ONTRADEEVENT 4 -#define ONCANCELORDERERROR 5 -#define ONQUERYORDER 6 -#define ONQUERYTRADE 7 -#define ONQUERYPOSITION 8 -#define ONQUERYASSET 9 -#define ONQUERYSTRUCTUREDFUND 10 -#define ONQUERYFUNDTRANSFER 11 -#define ONFUNDTRANSFER 12 -#define ONQUERYETF 13 -#define ONQUERYETFBASKET 14 -#define ONQUERYIPOINFOLIST 15 -#define ONQUERYIPOQUOTAINFO 16 - -#define ONQUERYOPTIONAUCTIONINFO 17 -#define ONQUERYORDERBYPAGE 18 -#define ONQUERYTRADEBYPAGE 19 -///------------------------------------------------------------------------------------- -///APIеIJ -///------------------------------------------------------------------------------------- - -//GILȫ򻯻ȡã -//ڰC++̻߳GILӶֹpython -class PyLock -{ -private: - PyGILState_STATE gil_state; - -public: - //ijдöʱGIL - PyLock() - { - gil_state = PyGILState_Ensure(); - } - - //ijɺٸöʱGIL - ~PyLock() - { - PyGILState_Release(gil_state); - } -}; - - -//ṹ -struct Task -{ - int task_name; //صƶӦij - void *task_data; //ݽṹ - void *task_error; //ṹ - int task_id; //id - bool task_last; //ǷΪ󷵻 - uint64_t addtional_int; //ֶ - int64_t addtional_int_two; //ֶ - int64_t addtional_int_three; //ֶ - int64_t addtional_int_four; //ֶ -}; - - -///̰߳ȫĶ -template - -class ConcurrentQueue -{ -private: - queue the_queue; //׼ - mutable mutex the_mutex; //boost - condition_variable the_condition_variable; //boost - -public: - - //µ - void push(Data const& data) - { - mutex::scoped_lock lock(the_mutex); //ȡ - the_queue.push(data); //д - lock.unlock(); //ͷ - the_condition_variable.notify_one(); //֪ͨȴ߳ - } - - //ǷΪ - bool empty() const - { - mutex::scoped_lock lock(the_mutex); - return the_queue.empty(); - } - - //ȡ - Data wait_and_pop() - { - mutex::scoped_lock lock(the_mutex); - - while (the_queue.empty()) //Ϊʱ - { - the_condition_variable.wait(lock); //ȴ֪ͨ - } - - Data popped_value = the_queue.front(); //ȡеһ - the_queue.pop(); //ɾ - return popped_value; //ظ - } - -}; - - -//ֵлȡijֵӦֵṹֵ -void getInt(dict d, string key, int *value); - -void getUint64(dict d, string key, uint64_t *value); - -void getUint32(dict d, string key, uint32_t *value); - -void getInt64(dict d, string key, int64_t *value); - - -//ֵлȡijֵӦĸֵṹֵ -void getDouble(dict d, string key, double* value); - - -//ֵлȡijֵӦֵַṹֵ -void getChar(dict d, string key, char* value); - - -//ֵлȡijֵӦֵַṹֵ -void getStr(dict d, string key, char* value); - - -///------------------------------------------------------------------------------------- -///C++ SPIĻصʵ -///------------------------------------------------------------------------------------- - -//APIļ̳ʵ -class TraderApi : public XTP::API::TraderSpi -{ -private: - XTP::API::TraderApi* api; //API - thread *task_thread; //ָ߳루pythonݣ - ConcurrentQueue task_queue; // - -public: - TraderApi() - { - function0 f = boost::bind(&TraderApi::processTask, this); - thread t(f); - this->task_thread = &t; - }; - - ~TraderApi() - { - }; - - //------------------------------------------------------------------------------------- - //APIص - //------------------------------------------------------------------------------------- - - ///ͻ˵ij뽻׺̨ͨӶϿʱ÷á - ///@param reason ԭӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark ûlogoutµĶߣᴥ˺apiԶ߷ʱûѡڴ˺еLoginµ¼session_idʱûյݸ֮ǰ - virtual void OnDisconnected(uint64_t session_id, int reason) ; - - ///Ӧ - ///@param error_info ӦʱľĴʹϢ,error_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ˺ֻڷʱŻãһû - virtual void OnError(XTPRI *error_info) ; - - ///֪ͨ - ///@param order_info ӦϢûͨorder_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶorder_info.qty_leftֶڶΪδɽɡȫɡϵ״̬ʱʾ˶ûгɽڲȫ״̬ʱʾ˶order_info.order_cancel_xtp_idΪӦijIDΪ0ʱʾ˵ɹ - ///@param error_info ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ÿζ״̬ʱᱻãҪٷأϢʱᴥߣڶδɽȫɽȫֳѾܾЩ״̬ʱӦڲֳɽɶijɽرȷϡе¼˴ûĿͻ˶յûĶӦ - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) ; - - ///ɽ֪ͨ - ///@param trade_info ɽرľϢûͨtrade_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶϽexec_idΨһʶһʳɽ2ʳɽرӵͬexec_idΪ˱ʽԳɽˡexec_idΨһģʱ޴жϻơreport_index+marketֶοΨһʶʾɽر - ///@remark гɽʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûijɽرضΪ״̬ҪûͨɽرijɽȷOnOrderEvent()Ͳ״̬ - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) ; - - ///Ӧ - ///@param cancel_info Ϣorder_cancel_xtp_idʹorder_xtp_id - ///@param error_info ܾ߷ʱʹϢҪٷأϢʱᴥߣerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ӧֻڳʱص - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) ; - - ///ѯӦ - ///@param order_info ѯһ - ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ҳѯӦ - ///@param order_info ѯһ - ///@param req_count ҳ - ///@param order_sequence ҳĵǰر - ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); - - - ///ѯɽӦ - ///@param trade_info ѯһɽر - ///@param error_info ѯɽرʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ҳѯɽӦ - ///@param trade_info ѯһɽϢ - ///@param req_count ҳ - ///@param trade_sequence ҳĵǰر - ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark trade_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱtrade_sequencereq_countôʾлرԽһηҳѯȣʾлرѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); - - ///ѯͶֲ߳Ӧ - ///@param position ѯһֻƱijֲ - ///@param error_info ѯ˻ֲַʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ûܳжƱһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ѯʽ˻ӦҪٷأϢʱᴥ - ///@param asset ѯʽ˻ - ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - - ///ѯּϢӦҪٷأϢʱᴥ - ///@param fund_info ѯķּ - ///@param error_info ѯּʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯʽ𻮲ӦҪٷأϢʱᴥ - ///@param fund_transfer_info ѯʽ˻ - ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ʽ𻮲֪ͨ - ///@param fund_transfer_info ʽ𻮲֪ͨľϢûͨfund_transfer_info.serial_idͨGetClientIDByXTPID() == client_idԼĶ - ///@param error_info ʽ𻮲ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ʽ𻮲״̬仯ʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûʽ𻮲֪ͨ - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id); - - ///ѯETF嵥ļӦҪٷأϢʱᴥ - ///@param etf_info ѯETF嵥ļ - ///@param error_info ѯETF嵥ļʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯETFƱӦҪٷأϢʱᴥ - ///@param etf_component_info ѯETFԼسɷֹϢ - ///@param error_info ѯETFƱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯ¹깺ϢбӦҪٷأϢʱᴥ - ///@param ipo_info ѯĽ¹깺һֻƱϢ - ///@param error_info ѯ¹깺ϢбʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯû¹깺ϢӦҪٷأϢʱᴥ - ///@param quota_info ѯûijгĽ¹깺Ϣ - ///@param error_info ѯû¹깺ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - - - - ///ѯȨԼӦҪٷأϢʱᴥ - ///@param option_info ѯȨԼ - ///@param error_info ѯȨԼʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - - //------------------------------------------------------------------------------------- - //task - //------------------------------------------------------------------------------------- - - void processTask(); - - void processDisconnected(Task *task); - - void processError(Task *task); - - void processOrderEvent(Task *task); - - void processTradeEvent(Task *task); - - void processCancelOrderError(Task *task); - - void processQueryOrder(Task *task); - - void processQueryOrderByPage(Task *task); - - void processQueryTrade(Task *task); - - void processQueryTradeByPage(Task *task); - - void processQueryPosition(Task *task); - - void processQueryAsset(Task *task); - - void processQueryStructuredFund(Task *task); - - void processQueryFundTransfer(Task *task); - - void processFundTransfer(Task *task); - - void processQueryETF(Task *task); - - void processQueryETFBasket(Task *task); - - void processQueryIPOInfoList(Task *task); - - void processQueryIPOQuotaInfo(Task *task); - - void processQueryOptionAuctionInfo(Task *task); - //------------------------------------------------------------------------------------- - //dataصֵ - //errorصĴֵ - //reqidid - //lastǷΪ󷵻 - //------------------------------------------------------------------------------------- - - virtual void onDisconnected(uint64_t session, int reason) {}; - - virtual void onError(dict data) {}; - - virtual void onOrderEvent(dict data, dict error, uint64_t session) {}; - - virtual void onTradeEvent(dict data, uint64_t session) {}; - - virtual void onCancelOrderError(dict data, dict error, uint64_t session) {}; - - virtual void onQueryOrder(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryTrade(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryPosition(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryAsset(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryStructuredFund(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryFundTransfer(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onFundTransfer(dict data, dict error, uint64_t session) {}; - - virtual void onQueryETF(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryETFBasket(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryIPOInfoList(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryIPOQuotaInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryOptionAuctionInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; - - //------------------------------------------------------------------------------------- - //req:ֵ - //------------------------------------------------------------------------------------- - - void createTraderApi(uint8_t clientid, string path, int log_level = XTP_LOG_LEVEL_DEBUG); - - void release(); - - int exit(); - - string getTradingDay(); - - dict getApiLastError(); - - string getApiVersion(); - - uint8_t getClientIDByXTPID(uint64_t orderid); - - string getAccountByXTPID(uint64_t orderid); - - void subscribePublicTopic(int tpye); - - void setSoftwareKey(string key); - - void setSoftwareVersion(string version); - - void setHeartBeatInterval(uint32_t interval); - - uint64_t login(string ip, int port, string user, string password, int socktype); - - int logout(uint64_t sessionid); - - uint64_t insertOrder(dict req, uint64_t sessionid); - - uint64_t cancelOrder(uint64_t orderid, uint64_t sessionid); - - int queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); - - int queryOrders(dict req, uint64_t sessionid, int reqid); - - int queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); - - int queryTrades(dict req, uint64_t sessionid, int reqid); - - int queryPosition(string ticker, uint64_t sessionid, int reqid); - - int queryAsset(uint64_t sessionid, int reqid); - - int queryStructuredFund(dict req, uint64_t sessionid, int reqid); - - uint64_t fundTransfer(dict req, uint64_t sessionid); - - int queryFundTransfer(dict req, uint64_t sessionid, int reqid); - - int queryETF(dict req, uint64_t sessionid, int reqid); - - int queryETFTickerBasket(dict req, uint64_t sessionid, int reqid); - - int queryIPOInfoList(uint64_t sessionid, int reqid); - - int queryIPOQuotaInfo(uint64_t sessionid, int reqid); - - int queryOptionAuctionInfo(dict req,uint64_t session_id, int request_id); - - int queryOrdersByPage(dict req, uint64_t sessionid, int reqid); - - int queryTradesByPage(dict req, uint64_t sessionid, int reqid); - - bool isServerRestart(uint64_t session_id); -}; diff --git a/source/Linux/xtp_python2_18.19/xtpapi/CMakeLists.txt b/source/Linux/xtp_python2_18.19/xtpapi/CMakeLists.txt deleted file mode 100644 index cdd82f5..0000000 --- a/source/Linux/xtp_python2_18.19/xtpapi/CMakeLists.txt +++ /dev/null @@ -1,108 +0,0 @@ -cmake_minimum_required(VERSION 2.8) -project(vn_xtp_api) - -# 设置使用的编译器 -set(CMAKE_BUILD_TYPE "Release") -if (CMAKE_COMPILER_IS_GNUC OR CMAKE_COMPILER_IS_GNUCXX) - set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fPIC -std=c++11") -endif () - -# 设置输出目录 -set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin) -set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/lib) - -# 使用64位编译 -option(USE_64BITS "comiple 64bits" ON) -if (USE_64BITS) - add_definitions(-DUSE_64BITS) - #set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -m32") - #set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -m32") -endif() - -# 设置C++ API源文件的所在目录 -if (WIN32) - set(XTPAPI_PATH xtpapi) -elseif (UNIX) - message("Under unix: " ${CMAKE_SIZEOF_VOID_P}) - if (CMAKE_SIZEOF_VOID_P MATCHES "8") - set(XTPAPI_PATH xtpapi) - endif() -endif() -include_directories(${XTPAPI_PATH}) -set(XTPAPI_LIBRARY ) -find_library(XTPAPI_MD_LIBRARY - NAMES libxtpquoteapiD.so - PATHS ${XTPAPI_PATH}) -find_library(XTPAPI_TD_LIBRARY - NAMES libxtptraderapiD.so - PATHS ${XTPAPI_PATH}) - - -# 设置编译源文件 -set (vnxtpquote ) -set (vnxtptrader ) - -option(BUILD_XTP_MD "build xtp md" ON) -if (BUILD_XTP_MD) - add_definitions(-DBUILD_XTP_MD) - set(XTP_MD_PATH vnxtpquote/vnxtpquote) - include_directories(XTP_MD_PATH) - set(VN_XTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote/vnxtpquote.cpp) - add_library(vnxtpquote SHARED ${VN_XTP_MD_SOURCE}) -endif() -option(BUILD_XTP_TD "build xtp td" ON) -if (BUILD_XTP_TD) - add_definitions(-DBUILD_XTP_TD) - set(XTP_TD_PATH vnxtptrader/vnxtptrader) - include_directories(XTP_TD_PATH) - set(VN_XTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/vnxtptrader.cpp) - add_library(vnxtptrader SHARED ${VN_XTP_TD_SOURCE}) -endif() - -# 设置Python所在的目录 -set(PYTHON_LIBRARY ) -if (WIN32) -set(PYTHON_INCLUDE_PATH C:/Python27/include) -find_library(PYTHON_LIBRARY - NAMES python27 - PATHS C:/Python27/libs) -include_directories(${PYTHON_INCLUDE_PATH}) -else() -set(PYTHON_INCLUDE_PATH /usr/include/python2.7/) -find_library(PYTHON_LIBRARY - NAMES python2.7 - PATHS /usr/lib/x86_64-linux-gnu) -include_directories(${PYTHON_INCLUDE_PATH}) -endif() - -# 链接boost库，anaconda -if (WIN32) - set(Boost_USE_STATIC_LIBS ON) #链接boost静态库 -endif() -set(Boost_USE_MULTITHREADED ON) -set(Boost_INCLUDE_DIRS /home/likunliang/boost_1_66_0_python2_32/) -set(Boost_LIBRARIES /home/likunliang/boost_1_66_0_python2_32//stage/lib/) -find_package(Boost 1.66.0 COMPONENTS python thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错 -if(Boost_FOUND) - include_directories(${Boost_INCLUDE_DIRS}) -endif() - -# 去掉生成的so文件名中前缀的lib -set_target_properties(vnxtpquote PROPERTIES PREFIX "") - -# 链接生成.so文件 -target_link_libraries(vnxtpquote ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_MD_LIBRARY}) - -# 将生成的dll文件后缀名修改为pyd（仅在windows下） -set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.dll") -if (EXISTS ${MD_DLL}) - file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.pyd) -endif() - -# 和上面的MD相同 -set_target_properties(vnxtptrader PROPERTIES PREFIX "") -target_link_libraries(vnxtptrader ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_TD_LIBRARY}) -set(TD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnxtptrader.dll) -if (EXISTS ${TD_DLL}) - file(RENAME ${TD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtptrader.pyd) -endif() diff --git a/source/Linux/xtp_python2_18.19/xtpapi/libxtpquoteapi.so b/source/Linux/xtp_python2_18.19/xtpapi/libxtpquoteapi.so deleted file mode 100644 index 42288d8..0000000 Binary files a/source/Linux/xtp_python2_18.19/xtpapi/libxtpquoteapi.so and /dev/null differ diff --git a/source/Linux/xtp_python2_18.19/xtpapi/libxtptraderapi.so b/source/Linux/xtp_python2_18.19/xtpapi/libxtptraderapi.so deleted file mode 100644 index 839c180..0000000 Binary files a/source/Linux/xtp_python2_18.19/xtpapi/libxtptraderapi.so and /dev/null differ diff --git a/source/Linux/xtp_python2_18.19/xtpapi/xoms_api_fund_struct.h b/source/Linux/xtp_python2_18.19/xtpapi/xoms_api_fund_struct.h deleted file mode 100644 index 7b0168a..0000000 --- a/source/Linux/xtp_python2_18.19/xtpapi/xoms_api_fund_struct.h +++ /dev/null @@ -1,42 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_fund_struct.h -///@brief 定义资金划拨相关结构体类型 -///////////////////////////////////////////////////////////////////////// -#ifndef XOMS_API_FUND_STRUCT_H_ -#define XOMS_API_FUND_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "xoms_api_struct.h" -#include "xtp_api_struct_common.h" - -#pragma pack(8) - -#define XTP_ACCOUNT_PASSWORD_LEN 64 - -///////////////////////////////////////////////////////////////////////// -///用户资金请求 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferReq -{ - ///资金内转编号，无需用户填写，类似于xtp_id - uint64_t serial_id; - ///资金账户代码 - char fund_account[XTP_ACCOUNT_NAME_LEN]; - ///资金账户密码 - char password[XTP_ACCOUNT_PASSWORD_LEN]; - ///金额 - double amount; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - -}; - -///////////////////////////////////////////////////////////////////////// -///用户资金划转请求的响应-复用资金通知结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferAck ; - -#pragma pack() - -#endif \ No newline at end of file diff --git a/source/Linux/xtp_python2_18.19/xtpapi/xoms_api_struct.h b/source/Linux/xtp_python2_18.19/xtpapi/xoms_api_struct.h deleted file mode 100644 index 64e03b1..0000000 --- a/source/Linux/xtp_python2_18.19/xtpapi/xoms_api_struct.h +++ /dev/null @@ -1,680 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_struct.h -///@brief 定义交易类相关数据结构 -///////////////////////////////////////////////////////////////////////// -#ifndef _XOMS_API_STRUCT_H_ -#define _XOMS_API_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "stddef.h" - -#pragma pack(8) - -//=====================客户端接口定义================================= -///新订单请求 -struct XTPOrderInsertInfo -{ - ///XTP系统订单ID，无需用户填写，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，由客户自定义 - uint32_t order_client_id; - ///合约代码 客户端请求不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///止损价（保留字段） - double stop_price; - ///数量(股票单位为股，逆回购单位为张) - int64_t quantity; - ///报单价格 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - }; - - -///撤单失败响应消息 -struct XTPOrderCancelInfo -{ - ///撤单XTPID - uint64_t order_cancel_xtp_id; - ///原始订单XTPID - uint64_t order_xtp_id; -}; - - -///报单响应结构体 -struct XTPOrderInfo -{ - ///XTP系统订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，用户自定义 - uint32_t order_client_id; - ///报单操作引用，用户自定义（暂未使用） - uint32_t order_cancel_client_id; - ///撤单在XTP系统中的id，在XTP系统中唯一 - uint64_t order_cancel_xtp_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///数量，此订单的报单数量 - int64_t quantity; - ///报单价格条件 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///今成交数量，为此订单累计成交数量 - int64_t qty_traded; - ///剩余数量，当撤单成功时，表示撤单数量 - int64_t qty_left; - ///委托时间，格式为YYYYMMDDHHMMSSsss - int64_t insert_time; - ///最后修改时间，格式为YYYYMMDDHHMMSSsss - int64_t update_time; - ///撤销时间，格式为YYYYMMDDHHMMSSsss - int64_t cancel_time; - ///成交金额，为此订单的成交总金额 - double trade_amount; - ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 - char order_local_id[XTP_LOCAL_ORDER_LEN]; - ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 - XTP_ORDER_STATUS_TYPE order_status; - ///报单提交状态，OMS内部使用，用户无需关心 - XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; - ///报单类型 - TXTPOrderTypeType order_type; -}; - - - -///报单成交结构体 -struct XTPTradeReport -{ - ///XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用 - uint32_t order_client_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留。 - uint64_t local_order_id; - ///成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 - char exec_id[XTP_EXEC_ID_LEN]; - ///价格，此次成交的价格 - double price; - ///数量，此次成交的数量，不是累计数量 - int64_t quantity; - ///成交时间，格式为YYYYMMDDHHMMSSsss - int64_t trade_time; - ///成交金额，此次成交的总金额 = price*quantity - double trade_amount; - ///成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 - uint64_t report_index; - ///报单编号 --交易所单号，上交所为空，深交所有此字段 - char order_exch_id[XTP_ORDER_EXCH_LEN]; - ///成交类型 --成交回报中的执行类型 - TXTPTradeTypeType trade_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///交易所交易员代码 - char branch_pbu[XTP_BRANCH_PBU_LEN]; -}; - - -////////////////////////////////////////////////////////////////////////// -///报单查询 -////////////////////////////////////////////////////////////////////////// -///报单查询请求-条件查询 -struct XTPQueryOrderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///报单查询响应结构体 -typedef struct XTPOrderInfo XTPQueryOrderRsp; - - -///查询订单请求-分页查询 -struct XTPQueryOrderByPageReq -{ - ///需要查询的订单条数 - int64_t req_count; - ///上一次收到的查询订单结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///成交回报查询 -////////////////////////////////////////////////////////////////////////// -///查询成交报告请求-根据执行编号查询（保留字段） -struct XTPQueryReportByExecIdReq -{ - ///XTP订单系统ID - uint64_t order_xtp_id; - ///成交执行编号 - char exec_id[XTP_EXEC_ID_LEN]; -}; - -///查询成交回报请求-查询条件 -struct XTPQueryTraderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///成交回报查询响应结构体 -typedef struct XTPTradeReport XTPQueryTradeRsp; - -///查询成交回报请求-分页查询 -struct XTPQueryTraderByPageReq -{ - ///需要查询的成交回报条数 - int64_t req_count; - ///上一次收到的查询成交回报结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///账户资金查询响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryAssetRsp -{ - ///总资产(=可用资金 + 证券资产（目前为0）+ 预扣的资金) - double total_asset; - ///可用资金 - double buying_power; - ///证券资产（保留字段，目前为0） - double security_asset; - ///累计买入成交证券占用资金 - double fund_buy_amount; - ///累计买入成交交易费用 - double fund_buy_fee; - ///累计卖出成交证券所得资金 - double fund_sell_amount; - ///累计卖出成交交易费用 - double fund_sell_fee; - ///XTP系统预扣的资金（包括购买卖股票时预扣的交易资金+预扣手续费） - double withholding_amount; - ///账户类型 - XTP_ACCOUNT_TYPE account_type; - - ///冻结的保证金 - double frozen_margin; - ///行权冻结资金 - double frozen_exec_cash; - ///行权费用 - double frozen_exec_fee; - ///垫付资金 - double pay_later; - ///预垫付资金 - double preadva_pay; - ///昨日余额 - double orig_banlance; - ///当前余额 - double banlance; - ///当天出入金 - double deposit_withdraw; - ///当日交易资金轧差 - double trade_netting; - ///资金资产 - double captial_asset; - - ///强锁资金 - double force_freeze_amount; - ///可取资金 - double preferred_amount; - - // 信用业务新增字段开始（数量1） - // 融券卖出所得资金余额（只能用于买券还券） - double repay_stock_aval_banlance; - - // 信用业务新增字段结束（数量1） - - ///(保留字段) - uint64_t unknown[43 - 12 - 1]; -}; - - - -////////////////////////////////////////////////////////////////////////// -///查询股票持仓情况 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStkPositionRsp -{ - ///证券代码 - char ticker[XTP_TICKER_LEN]; - ///证券名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///总持仓 - int64_t total_qty; - ///可卖持仓 - int64_t sellable_qty; - ///持仓成本 - double avg_price; - ///浮动盈亏（保留字段） - double unrealized_pnl; - ///昨日持仓 - int64_t yesterday_position; - ///今日申购赎回数量（申购和赎回数量不可能同时存在，因此可以共用一个字段） - int64_t purchase_redeemable_qty; - - /// 持仓方向 - XTP_POSITION_DIRECTION_TYPE position_direction; - ///保留字段1 - uint32_t reserved1; - /// 可行权合约 - int64_t executable_option; - /// 可锁定标的 - int64_t lockable_position; - /// 可行权标的 - int64_t executable_underlying; - /// 已锁定标的 - int64_t locked_position; - /// 可用已锁定标的 - int64_t usable_locked_position; - - - ///(保留字段) - uint64_t unknown[50 - 6]; -}; - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水通知 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferNotice -{ - ///资金内转编号 - uint64_t serial_id; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - ///金额 - double amount; - ///操作结果 - XTP_FUND_OPER_STATUS oper_status; - ///操作时间 - uint64_t transfer_time; -}; - - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水查询请求与响应 -///////////////////////////////////////////////////////////////////////// -struct XTPQueryFundTransferLogReq { - ///资金内转编号 - uint64_t serial_id; - -}; - -///////////////////////////////////////////////////////////////////////// -///资金内转流水记录结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferLog; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStructuredFundInfoReq -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码，不可为空 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码，可以为空，如果为空，则默认查询所有的分级基金 -}; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPStructuredFundInfo -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码 - char sf_ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金母基金名称 - char ticker[XTP_TICKER_LEN]; ///<分级基金子基金代码 - char ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金子基金名称 - XTP_SPLIT_MERGE_STATUS split_merge_status; ///<基金允许拆分合并状态 - uint32_t ratio; ///<拆分合并比例 - uint32_t min_split_qty;///<最小拆分数量 - uint32_t min_merge_qty; ///<最小合并数量 - double net_price;///<基金净值 -}; - - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--请求结构体, -///请求参数为多条件参数:1,不填则返回所有市场的ETF合约信息。 -/// 2,只填写market,返回该交易市场下结果 -/// 3,填写market及ticker参数,只返回该etf信息。 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryETFBaseReq -{ - ///交易市场 - XTP_MARKET_TYPE market; - ///ETF买卖代码 - char ticker[XTP_TICKER_LEN]; -}; - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--响应结构体 -////////////////////////////////////////////////////////////////////////// -typedef struct XTPQueryETFBaseRsp -{ - XTP_MARKET_TYPE market; ///<交易市场 - char etf[XTP_TICKER_LEN]; /// -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///指定的合约 -typedef struct XTPSpecificTickerStruct -{ - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息）例如"600000"，不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; -} XTPST; - -///股票、基金、债券等额外数据 -struct XTPMarketDataStockExData { - ///委托买入总量(SH,SZ) - int64_t total_bid_qty; - ///委托卖出总量(SH,SZ) - int64_t total_ask_qty; - ///加权平均委买价格(SH,SZ) - double ma_bid_price; - ///加权平均委卖价格(SH,SZ) - double ma_ask_price; - ///债券加权平均委买价格(SH) - double ma_bond_bid_price; - ///债券加权平均委卖价格(SH) - double ma_bond_ask_price; - ///债券到期收益率(SH) - double yield_to_maturity; - ///基金实时参考净值(SH,SZ) - double iopv; - ///ETF申购笔数(SH) - int32_t etf_buy_count; - ///ETF赎回笔数(SH) - int32_t etf_sell_count; - ///ETF申购数量(SH) - double etf_buy_qty; - ///ETF申购金额(SH) - double etf_buy_money; - ///ETF赎回数量(SH) - double etf_sell_qty; - ///ETF赎回金额(SH) - double etf_sell_money; - ///权证执行的总数量(SH) - double total_warrant_exec_qty; - ///权证跌停价格（元）(SH) - double warrant_lower_price; - ///权证涨停价格（元）(SH) - double warrant_upper_price; - ///买入撤单笔数(SH) - int32_t cancel_buy_count; - ///卖出撤单笔数(SH) - int32_t cancel_sell_count; - ///买入撤单数量(SH) - double cancel_buy_qty; - ///卖出撤单数量(SH) - double cancel_sell_qty; - ///买入撤单金额(SH) - double cancel_buy_money; - ///卖出撤单金额(SH) - double cancel_sell_money; - ///买入总笔数(SH) - int64_t total_buy_count; - ///卖出总笔数(SH) - int64_t total_sell_count; - ///买入委托成交最大等待时间(SH) - int32_t duration_after_buy; - ///卖出委托成交最大等待时间(SH) - int32_t duration_after_sell; - ///买方委托价位数(SH) - int32_t num_bid_orders; - ///卖方委托价位数(SH) - int32_t num_ask_orders; - - ///基金T-1日净值(SZ) - double pre_iopv; - ///预留 - int64_t r1; - ///预留 - int64_t r2; -}; - -// 期权额外数据 -struct XTPMarketDataOptionExData { - ///波段性中断参考价(SH) - double auction_price; - ///波段性中断集合竞价虚拟匹配量(SH) - int64_t auction_qty; - ///最近询价时间(SH) - int64_t last_enquiry_time; -}; - -enum XTP_MARKETDATA_TYPE { - XTP_MARKETDATA_ACTUAL = 0, // 现货(股票/基金/债券等) - XTP_MARKETDATA_OPTION = 1, // 期权 -}; - -///行情 -typedef struct XTPMarketDataStruct -{ - // 代码 - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - // 价格 - ///最新价 - double last_price; - ///昨收盘 - double pre_close_price; - ///今开盘 - double open_price; - ///最高价 - double high_price; - ///最低价 - double low_price; - ///今收盘 - double close_price; - - // 期权数据 - ///昨日持仓量(张)(目前未填写) - int64_t pre_total_long_positon; - ///持仓量(张) - int64_t total_long_positon; - ///昨日结算价 - double pre_settl_price; - ///今日结算价 - double settl_price; - - // 涨跌停 - ///涨停价 - double upper_limit_price; - ///跌停价 - double lower_limit_price; - ///预留 - double pre_delta; - ///预留 - double curr_delta; - - /// 时间类，格式为YYYYMMDDHHMMSSsss - int64_t data_time; - - // 量额数据 - ///数量，为总成交量（单位股，与交易所一致） - int64_t qty; - ///成交金额，为总成交金额（单位元，与交易所一致） - double turnover; - ///当日均价=(turnover/qty) - double avg_price; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - - // 额外数据 - ///成交笔数 - int64_t trades_count; - ///当前交易状态说明 - char ticker_status[8]; - ///数据 - union { - XTPMarketDataStockExData stk; - XTPMarketDataOptionExData opt; - } ; - ///决定了union是哪种数据类型 - XTP_MARKETDATA_TYPE data_type; - ///预留 - int32_t r4; -} XTPMD; - - -///股票行情静态信息 -typedef struct XTPQuoteStaticInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - /// 合约名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - /// 合约类型 - XTP_TICKER_TYPE ticker_type; - ///昨收盘 - double pre_close_price; - ///涨停板价 - double upper_limit_price; - ///跌停板价 - double lower_limit_price; - ///最小变动价位 - double price_tick; - /// 合约最小交易量(买) - int32_t buy_qty_unit; - /// 合约最小交易量(卖) - int32_t sell_qty_unit; -} XTPQSI; - - -///定单薄 -typedef struct OrderBookStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - ///最新价 - double last_price; - ///数量，为总成交量 - int64_t qty; - ///成交金额，为总成交金额 - double turnover; - ///成交笔数 - int64_t trades_count; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - /// 时间类 - int64_t data_time; -} XTPOB; - -////////////////////////////////// 逐笔数据 - - -///逐笔委托(仅适用深交所) -struct XTPTickByTickEntrust { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///委托价格 - double price; - ///委托数量 - int64_t qty; - ///'1':买; '2':卖; 'G':借入; 'F':出借 - char side; - ///订单类别: '1': 市价; '2': 限价; 'U': 本方最优 - char ord_type; -}; - -///逐笔成交 -struct XTPTickByTickTrade { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///成交价格 - double price; - ///成交量 - int64_t qty; - ///成交金额(仅适用上交所) - double money; - ///买方订单号 - int64_t bid_no; - ///卖方订单号 - int64_t ask_no; - /// SH: 内外盘标识('B':主动买; 'S':主动卖; 'N':未知) - /// SZ: 成交标识('4':撤; 'F':成交) - char trade_flag; -}; - -///逐笔数据信息 -typedef struct XTPTickByTickStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///预留 - int64_t seq; - ///委托时间 or 成交时间 - int64_t data_time; - ///委托 or 成交 - XTP_TBT_TYPE type; - - union { - XTPTickByTickEntrust entrust; - XTPTickByTickTrade trade; - }; -} XTPTBT; - - -///供查询的最新信息 -typedef struct XTPTickerPriceInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///最新价 - double last_price; -} XTPTPI; - -#pragma pack() - -#endif diff --git a/source/Linux/xtp_python2_18.19/xtpapi/xtp_api_data_type.h b/source/Linux/xtp_python2_18.19/xtpapi/xtp_api_data_type.h deleted file mode 100644 index ebf2b4e..0000000 --- a/source/Linux/xtp_python2_18.19/xtpapi/xtp_api_data_type.h +++ /dev/null @@ -1,401 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_api_data_type.h -///@brief 定义兼容数据基本类型 -///////////////////////////////////////////////////////////////////////// -#ifndef _XTP_API_DATA_TYPE_H_ -#define _XTP_API_DATA_TYPE_H_ - -#pragma pack(8) - -/// 存放版本号的字符串长度 -#define XTP_VERSION_LEN 16 -/// 版本号类型 -typedef char XTPVersionType[XTP_VERSION_LEN]; -/// 可交易日字符串长度 -#define XTP_TRADING_DAY_LEN 9 -/// 存放证券代码的字符串长度 -#define XTP_TICKER_LEN 16 -/// 存放证券名称的字符串长度 -#define XTP_TICKER_NAME_LEN 64 -/// 本地报单编号的字符串长度 -#define XTP_LOCAL_ORDER_LEN 11 -/// 交易所单号的字符串长度 -#define XTP_ORDER_EXCH_LEN 17 -/// 成交执行编号的字符串长度 -#define XTP_EXEC_ID_LEN 18 -/// 交易所交易员代码字符串长度 -#define XTP_BRANCH_PBU_LEN 7 -/// 用户资金账户的字符串长度 -#define XTP_ACCOUNT_NAME_LEN 16 - -///////////////////////////////////////////////////////////////////////// -///@brief XTP_LOG_LEVEL是日志输出级别类型 -///////////////////////////////////////////////////////////////////////// -typedef enum XTP_LOG_LEVEL { - XTP_LOG_LEVEL_FATAL, ///<严重错误级别 - XTP_LOG_LEVEL_ERROR, ///<错误级别 - XTP_LOG_LEVEL_WARNING, ///<警告级别 - XTP_LOG_LEVEL_INFO, /// -#endif - -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///错误信息的字符串长度 -#define XTP_ERR_MSG_LEN 124 -///响应信息 -typedef struct XTPRspInfoStruct -{ - ///错误代码 - int32_t error_id; - ///错误信息 - char error_msg[XTP_ERR_MSG_LEN]; -} XTPRI; - -#pragma pack() - -#endif // !_XTP_API_STRUCT_COMMON_H_ diff --git a/source/Linux/xtp_python2_18.19/xtpapi/xtp_trader_api.h b/source/Linux/xtp_python2_18.19/xtpapi/xtp_trader_api.h deleted file mode 100644 index 01f39c6..0000000 --- a/source/Linux/xtp_python2_18.19/xtpapi/xtp_trader_api.h +++ /dev/null @@ -1,456 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_trader_api.h -///@brief 定义客户端交易接口 -///////////////////////////////////////////////////////////////////////// - -#ifndef _XTP_TRADER_API_H_ -#define _XTP_TRADER_API_H_ - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_TRADER_API_EXPORT -#define TRADER_API_EXPORT __declspec(dllexport) -#else -#define TRADER_API_EXPORT __declspec(dllimport) -#endif -#else -#define TRADER_API_EXPORT -#endif - -/*! -* \class XTP::API::TraderSpi -* -* \brief 交易接口响应类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TraderSpi - { - public: - - ///当客户端的某个连接与交易后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 用户主动调用logout导致的断线，不会触发此函数。api不会自动重连，当断线发生时，请用户自行选择后续操作，可以在此函数中调用Login重新登录，并更新session_id，此时用户收到的数据跟断线之前是连续的 - virtual void OnDisconnected(uint64_t session_id, int reason) {}; - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息,当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///报单通知 - ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 - ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; - - ///成交通知 - ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) {}; - - ///撤单出错响应 - ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id - ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 此响应只会在撤单发生错误时被回调 - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param req_count 分页请求的最大数量 - ///@param order_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询成交响应 - ///@param trade_info 查询到的一个成交回报 - ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询成交响应 - ///@param trade_info 查询到的一个成交信息 - ///@param req_count 分页请求的最大数量 - ///@param trade_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询投资者持仓响应 - ///@param position 查询到的一只股票的持仓情况 - ///@param error_info 查询账户持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金账户响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param asset 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询分级基金信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_info 查询到的分级基金情况 - ///@param error_info 查询分级基金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金划拨订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_transfer_info 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///资金划拨通知 - ///@param fund_transfer_info 资金划拨通知的具体信息，用户可以通过fund_transfer_info.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 - ///@param error_info 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error_info.error_id=11000382时，error_info.error_msg为结点中可用于划拨的资金（以整数为准），用户需进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。 - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询ETF清单文件的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_info 查询到的ETF清单文件情况 - ///@param error_info 查询ETF清单文件发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询ETF股票篮的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_component_info 查询到的ETF合约的相关成分股信息 - ///@param error_info 查询ETF股票篮发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询今日新股申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param ipo_info 查询到的今日新股申购的一只股票信息 - ///@param error_info 查询今日新股申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询用户新股申购额度信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param quota_info 查询到的用户某个市场的今日新股申购额度信息 - ///@param error_info 查查询用户新股申购额度信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询期权合约的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param option_info 查询到的期权合约情况 - ///@param error_info 查询期权合约发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::TraderApi -* -* \brief 交易接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TRADER_API_EXPORT TraderApi - { - public: - ///创建TraderApi - ///@param client_id （必须输入）客户端id，用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个真实存在的有可写权限的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接。系统不支持过夜，请确保每天开盘前重新启动 - static TraderApi *CreateTraderApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level = XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - ///获取当前交易日 - ///@return 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() = 0; - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(TraderSpi *spi) = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、InsertOrder、CancelOrder返回值为0时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///通过报单在xtp系统中的ID获取下单的客户端id - ///@return 返回客户端id，可以用此方法过滤自己下的订单 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 - virtual uint8_t GetClientIDByXTPID(uint64_t order_xtp_id) = 0; - - ///通过报单在xtp系统中的ID获取相关资金账户名 - ///@return 返回资金账户名 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 只有资金账户登录成功后,才能得到正确的信息 - virtual const char* GetAccountByXTPID(uint64_t order_xtp_id) = 0; - - ///订阅公共流。 - ///@param resume_type 公共流（订单响应、成交回报）重传方式 - /// XTP_TERT_RESTART:从本交易日开始重传 - /// XTP_TERT_RESUME:(保留字段，此方式暂未支持)从上次收到的续传 - /// XTP_TERT_QUICK:只传送登录后公共流的内容 - ///@remark 该方法要在Login方法前调用。若不调用则不会收到公共流的数据。注意在用户断线后，如果不登出就login()，公共流订阅方式不会起作用。用户只会收到断线后的所有消息。如果先logout()再login()，那么公共流订阅方式会起作用，用户收到的数据会根据用户的选择方式而定。 - virtual void SubscribePublicTopic(XTP_TE_RESUME_TYPE resume_type) = 0; - - ///设置软件开发版本号 - ///@param version 用户开发软件版本号，非api发行版本号，长度不超过15位，以'\0'结尾 - ///@remark 此函数必须在Login之前调用，标识的是客户端版本号，而不是API的版本号，由用户自定义 - virtual void SetSoftwareVersion(const char* version) = 0; - - ///设置软件开发Key - ///@param key 用户开发软件Key，用户申请开户时给予，以'\0'结尾 - ///@remark 此函数必须在Login之前调用 - virtual void SetSoftwareKey(const char* key) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///用户登录请求 - ///@return session_id表明此资金账号登录是否成功，“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，非“0”表示登录成功，此时需要记录下这个返回值session_id，与登录的资金账户对应 - ///@param ip 服务器地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登录用户名 - ///@param password 登录密码 - ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api可支持多个账户连接，但是同一个账户同一个client_id只能有一个session连接，后面的登录在前一个session存续期间，无法连接 - virtual uint64_t Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败 - ///@param session_id 资金账户对应的session_id,登录时得到 - virtual int Logout(uint64_t session_id) = 0; - - ///服务器是否重启过 - ///@return “true”表示重启过，“false”表示没有重启过 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数必须在Login之后调用 - virtual bool IsServerRestart(uint64_t session_id) = 0; - - ///报单录入请求 - ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 - virtual uint64_t InsertOrder(XTPOrderInsertInfo *order, uint64_t session_id) = 0; - - ///报单操作请求 - ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order_xtp_id 需要撤销的委托单在XTP系统中的ID - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 如果撤单成功，会在报单响应函数OnOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 - virtual uint64_t CancelOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; - - ///根据报单ID请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryOrders(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryOrdersByPage(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///根据委托编号请求查询相关成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询已成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryTrades(XTPQueryTraderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询成交回报 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryTradesByPage(const XTPQueryTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询投资者持仓 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param ticker 需要查询的持仓合约代码，可以为空，如果不为空，请不带空格，并以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息，如果合约代码为空，则默认查询所有持仓信息 - virtual int QueryPosition(const char *ticker, uint64_t session_id, int request_id) = 0; - - ///请求查询资产 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryAsset(uint64_t session_id, int request_id) = 0; - - ///请求查询分级基金 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的分级基金筛选条件，其中母基金代码可以为空，则默认所有存在的母基金，如果不为空，请不带空格，并以'\0'结尾，其中交易市场不能为空 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryStructuredFund(XTPQueryStructuredFundInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - ///资金划拨请求 - ///@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param fund_transfer 资金划拨的请求信息 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。 - virtual uint64_t FundTransfer(XTPFundTransferReq *fund_transfer, uint64_t session_id) = 0; - - ///请求查询资金划拨 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的资金划拨订单筛选条件，其中serial_id可以为0，则默认所有资金划拨订单，如果不为0，则请求特定的资金划拨订单 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryFundTransfer(XTPQueryFundTransferLogReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF清单文件 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的ETF清单文件的筛选条件，其中合约代码可以为空，则默认所有存在的ETF合约代码，market字段也可以为初始值，则默认所有市场的ETF合约 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETF(XTPQueryETFBaseReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF股票篮 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询股票篮的的ETF合约，其中合约代码不可以为空，market字段也必须指定 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETFTickerBasket(XTPQueryETFComponentReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询今日新股申购信息列表 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOInfoList(uint64_t session_id, int request_id) = 0; - - ///请求查询用户新股申购额度信息 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOQuotaInfo(uint64_t session_id, int request_id) = 0; - - ///请求查询期权合约 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的期权合约的筛选条件，可以为NULL（为NULL表示查询所有的期权合约） - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOptionAuctionInfo(XTPQueryOptionAuctionInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - - protected: - ~TraderApi() {}; - }; - - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif diff --git a/source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/vnxtpquote.cpp b/source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/vnxtpquote.cpp deleted file mode 100644 index 2f080af..0000000 --- a/source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/vnxtpquote.cpp +++ /dev/null @@ -1,2016 +0,0 @@ -// vnctpmd.cpp : DLL Ӧóĵ -// -//#include "stdafx.h" -#include "vnxtpquote.h" - -///------------------------------------------------------------------------------------- -///PythonC++תõĺ -///------------------------------------------------------------------------------------- - -void getInt(dict d, string key, int *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getDouble(dict d, string key, double *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - *value = x(); - } - } -}; - -void getStr(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ - //+1ӦΪC++ַĽβţرȷ1 -#ifdef _MSC_VER //WIN32 - strcpy_s(value, strlen(buffer) + 1, buffer); -#elif __GNUC__ - strncpy(value, buffer, strlen(buffer) + 1); -#endif - } - } -}; - -void getChar(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - *value = *buffer; - } - } -}; - -///------------------------------------------------------------------------------------- -///C++Ļصݱ浽 -///------------------------------------------------------------------------------------- - -void QuoteApi::OnDisconnected(int reason) -{ - Task* task = new Task(); - task->task_name = ONDISCONNECTED; - task->task_id = reason; - this->task_queue.push(task); -}; - -void QuoteApi::OnError(XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONERROR; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - this->task_queue.push(task); -}; - -void QuoteApi::OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONSUBMARKETDATA; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONUNSUBMARKETDATA; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) -{ - Task* task = new Task(); - task->task_name = ONDEPTHMARKETDATA; - - if (market_data) - { - XTPMD *task_data = new XTPMD(); - *task_data = *market_data; - task->task_data = task_data; - } - - if (bid1_qty && bid1_count>0) - { - int64_t *task_data_one = new int64_t[bid1_count]; - for (int i=0;itask_data_one = task_data_one; - } - task->task_one_counts = bid1_count; - task->task_one_all_counts = max_bid1_count; - if (ask1_qty && ask1_count>0) - { - int64_t *task_data_two = new int64_t[ask1_count]; - for (int i=0;itask_data_two = task_data_two; - } - task->task_two_counts = ask1_count; - task->task_two_all_counts =max_ask1_count; - - this->task_queue.push(task); -}; - -void QuoteApi::OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONSUBORDERBOOK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONUNSUBORDERBOOK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnOrderBook(XTPOB *order_book) -{ - Task* task = new Task(); - task->task_name = ONORDERBOOK; - - if (order_book) - { - XTPOB *task_data = new XTPOB(); - *task_data = *order_book; - task->task_data = task_data; - } - this->task_queue.push(task); -}; - -void QuoteApi::OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONSUBTICKBYTICK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONUNSUBTICKBYTICK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnTickByTick(XTPTBT *tbt_data) -{ - Task* task = new Task(); - task->task_name = ONTICKBYTICK; - - if (tbt_data) - { - XTPTBT *task_data = new XTPTBT(); - *task_data = *tbt_data; - task->task_data = task_data; - } - - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLORDERBOOK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - - -void QuoteApi::OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - - -void QuoteApi::OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONQUERYALLTICKERS; - - if (ticker_info) - { - XTPQSI *task_data = new XTPQSI(); - *task_data = *ticker_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONQUERYTICKERSPRICEINFO; - - if (ticker_info) - { - XTPTPI *task_data = new XTPTPI(); - *task_data = *ticker_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - - - -void QuoteApi::OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLOPTIONMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLOPTIONMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLOPTIONORDERBOOK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLOPTIONORDERBOOK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLOPTIONTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLOPTIONTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; -///------------------------------------------------------------------------------------- -///̴߳ӶȡݣתΪpython󣬽 -///------------------------------------------------------------------------------------- - -void QuoteApi::processTask() -{ - while (1) - { - Task* task = this->task_queue.wait_and_pop(); - - switch (task->task_name) - { - case ONDISCONNECTED: - { - this->processDisconnected(task); - break; - } - - case ONERROR: - { - this->processError(task); - break; - } - - case ONSUBMARKETDATA: - { - this->processSubMarketData(task); - break; - } - - case ONUNSUBMARKETDATA: - { - this->processUnSubMarketData(task); - break; - } - - case ONDEPTHMARKETDATA: - { - this->processDepthMarketData(task); - break; - } - - case ONSUBORDERBOOK: - { - this->processSubOrderBook(task); - break; - } - - case ONUNSUBORDERBOOK: - { - this->processUnSubOrderBook(task); - break; - } - - case ONORDERBOOK: - { - this->processOrderBook(task); - break; - } - - case ONSUBTICKBYTICK: - { - this->processSubTickByTick(task); - break; - } - - case ONUNSUBTICKBYTICK: - { - this->processUnSubTickByTick(task); - break; - } - - case ONTICKBYTICK: - { - this->processTickByTick(task); - break; - } - - case ONSUBSCRIBEALLMARKETDATA: - { - this->processSubscribeAllMarketData(task); - break; - } - - case ONUNSUBSCRIBEALLMARKETDATA: - { - this->processUnSubscribeAllMarketData(task); - break; - } - - case ONSUBSCRIBEALLORDERBOOK: - { - this->processSubscribeAllOrderBook(task); - break; - } - - case ONUNSUBSCRIBEALLORDERBOOK: - { - this->processUnSubscribeAllOrderBook(task); - break; - } - - case ONSUBSCRIBEALLTICKBYTICK: - { - this->processSubscribeAllTickByTick(task); - break; - } - - case ONUNSUBSCRIBEALLTICKBYTICK: - { - this->processUnSubscribeAllTickByTick(task); - break; - } - - case ONQUERYALLTICKERS: - { - this->processQueryAllTickers(task); - break; - } - - case ONQUERYTICKERSPRICEINFO: - { - this->processQueryTickersPriceInfo(task); - break; - } - - - - case ONSUBSCRIBEALLOPTIONMARKETDATA: - { - this->processSubscribeAllOptionMarketData(task); - break; - } - case ONUNSUBSCRIBEALLOPTIONMARKETDATA: - { - this->processUnSubscribeAllOptionMarketData(task); - break; - } - case ONSUBSCRIBEALLOPTIONORDERBOOK: - { - this->processSubscribeAllOptionOrderBook(task); - break; - } - case ONUNSUBSCRIBEALLOPTIONORDERBOOK: - { - this->processUnSubscribeAllOptionOrderBook(task); - break; - } - case ONSUBSCRIBEALLOPTIONTICKBYTICK: - { - this->processSubscribeAllOptionTickByTick(task); - break; - } - case ONUNSUBSCRIBEALLOPTIONTICKBYTICK: - { - this->processUnSubscribeAllOptionTickByTick(task); - break; - } - }; - } -}; - - - -void QuoteApi::processDisconnected(Task *task) -{ - PyLock lock; - this->onDisconnected(task->task_id); - delete task; -}; - -void QuoteApi::processError(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onError(error); - delete task; -}; - -void QuoteApi::processSubMarketData(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubMarketData(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processUnSubMarketData(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubMarketData(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processDepthMarketData(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPMD *task_data = (XTPMD*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["last_price"] = task_data->last_price; - data["pre_close_price"] = task_data->pre_close_price; - data["open_price"] = task_data->open_price; - data["high_price"] = task_data->high_price; - data["low_price"] = task_data->low_price; - data["close_price"] = task_data->close_price; - - data["pre_total_long_positon"] = task_data->pre_total_long_positon; - data["total_long_positon"] = task_data->total_long_positon; - data["pre_settl_price"] = task_data->pre_settl_price; - data["settl_price"] = task_data->settl_price; - - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["pre_delta"] = task_data->pre_delta; - data["curr_delta"] = task_data->curr_delta; - - data["data_time"] = task_data->data_time; - - data["qty"] = task_data->qty; - data["turnover"] = task_data->turnover; - data["avg_price"] = task_data->avg_price; - - data["trades_count"] = task_data->trades_count; - char str_ticker_status[9] = {"\0"}; -#ifdef _MSC_VER //WIN32 - strcpy_s(str_ticker_status, sizeof(task_data->ticker_status)+1, task_data->ticker_status); -#elif __GNUC__ - strncpy(str_ticker_status, task_data->ticker_status, sizeof(task_data->ticker_status)); -#endif - data["ticker_status"] = str_ticker_status; - - boost::python::list ask; - boost::python::list bid; - boost::python::list ask_qty; - boost::python::list bid_qty; - - for (int i = 0; i < 10; i++) - { - ask.append(task_data->ask[i]); - bid.append(task_data->bid[i]); - ask_qty.append(task_data->ask_qty[i]); - bid_qty.append(task_data->bid_qty[i]); - } - - data["ask"] = ask; - data["bid"] = bid; - data["bid_qty"] = bid_qty; - data["ask_qty"] = ask_qty; - - data["data_type"] = (int)task_data->data_type; - if (task_data->data_type == XTP_MARKETDATA_ACTUAL){ - data["total_bid_qty"] = task_data->stk.total_bid_qty; - data["total_ask_qty"] = task_data->stk.total_ask_qty; - data["ma_bid_price"] = task_data->stk.ma_bid_price; - data["ma_ask_price"] = task_data->stk.ma_ask_price; - data["ma_bond_bid_price"] = task_data->stk.ma_bond_bid_price; - data["ma_bond_ask_price"] = task_data->stk.ma_bond_ask_price; - data["yield_to_maturity"] = task_data->stk.yield_to_maturity; - data["iopv"] = task_data->stk.iopv; - data["etf_buy_count"] = task_data->stk.etf_buy_count; - data["etf_sell_count"] = task_data->stk.etf_sell_count; - data["etf_buy_qty"] = task_data->stk.etf_buy_qty; - data["etf_buy_money"] = task_data->stk.etf_buy_money; - data["etf_sell_qty"] = task_data->stk.etf_sell_qty; - data["etf_sell_money"] = task_data->stk.etf_sell_money; - data["total_warrant_exec_qty"] = task_data->stk.total_warrant_exec_qty; - data["warrant_lower_price"] = task_data->stk.warrant_lower_price; - data["warrant_upper_price"] = task_data->stk.warrant_upper_price; - data["cancel_buy_count"] = task_data->stk.cancel_buy_count; - data["cancel_sell_count"] = task_data->stk.cancel_sell_count; - data["cancel_buy_qty"] = task_data->stk.cancel_buy_qty; - data["cancel_sell_qty"] = task_data->stk.cancel_sell_qty; - data["cancel_buy_money"] = task_data->stk.cancel_buy_money; - data["cancel_sell_money"] = task_data->stk.cancel_sell_money; - data["total_buy_count"] = task_data->stk.total_buy_count; - data["total_sell_count"] = task_data->stk.total_sell_count; - data["duration_after_buy"] = task_data->stk.duration_after_buy; - data["duration_after_sell"] = task_data->stk.duration_after_sell; - data["num_bid_orders"] = task_data->stk.num_bid_orders; - data["num_ask_orders"] = task_data->stk.num_ask_orders; - data["pre_iopv"] = task_data->stk.pre_iopv; - data["r1"] = task_data->stk.r1; - data["r2"] = task_data->stk.r2; - }else if (task_data->data_type == XTP_MARKETDATA_OPTION){ - data["auction_price"] = task_data->opt.auction_price; - data["auction_qty"] = task_data->opt.auction_qty; - data["last_enquiry_time"] = task_data->opt.last_enquiry_time; - } - - data["r4"] = task_data->r4; - - delete task->task_data; - } - boost::python::list bid1_qty_list; - if (task->task_data_one && task->task_one_counts>0) - { - for (int i=0;itask_one_counts;i++) - { - int64_t *bid1_qty = (int64_t *)task->task_data_one+i; - bid1_qty_list.append(*bid1_qty); - } - delete[] task->task_data_one; - } - int bid1_count= task->task_one_counts; - int max_bid1_count= task->task_one_all_counts; - - boost::python::list ask1_qty_list; - if (task->task_data_two && task->task_two_counts>0) - { - for (int i=0;itask_two_counts;i++) - { - int64_t *ask1_qty = (int64_t *)task->task_data_two+i; - ask1_qty_list.append(*ask1_qty); - } - delete[] task->task_data_two; - } - int ask1_count= task->task_two_counts; - int max_ask1_count= task->task_two_all_counts; - this->onDepthMarketData(data,bid1_qty_list,bid1_count,max_bid1_count,ask1_qty_list,ask1_count,max_ask1_count); - delete task; -}; - -void QuoteApi::processSubOrderBook(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubOrderBook(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processUnSubOrderBook(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubOrderBook(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processOrderBook(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOB *task_data = (XTPOB*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["data_time"] = task_data->data_time; - - data["last_price"] = task_data->last_price; - data["qty"] = task_data->qty; - data["turnover"] = task_data->turnover; - data["trades_count"] = task_data->trades_count; - - boost::python::list ask; - boost::python::list bid; - boost::python::list ask_qty; - boost::python::list bid_qty; - - for (int i = 0; i < 10; i++) - { - ask.append(task_data->ask[i]); - bid.append(task_data->bid[i]); - ask_qty.append(task_data->ask_qty[i]); - bid_qty.append(task_data->bid_qty[i]); - } - - data["ask"] = ask; - data["bid"] = bid; - data["bid_qty"] = bid_qty; - data["ask_qty"] = ask_qty; - delete task->task_data; - } - - this->onOrderBook(data); - delete task; -}; - -void QuoteApi::processSubTickByTick(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubTickByTick(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processUnSubTickByTick(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubTickByTick(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processTickByTick(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPTBT *task_data = (XTPTBT*)task->task_data; - - - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - //data["seq"] = task_data->seq; - data["data_time"] = task_data->data_time; - data["type"] = (int)task_data->type; - - if (task_data->type == XTP_TBT_ENTRUST) - { - data["channel_no"] = task_data->entrust.channel_no; - data["seq"] = task_data->entrust.seq; - data["price"] = task_data->entrust.price; - data["qty"] = task_data->entrust.qty; - data["side"] = task_data->entrust.side; - data["ord_type"] = task_data->entrust.ord_type; - } - else - { - data["channel_no"] = task_data->trade.channel_no; - data["seq"] = task_data->trade.seq; - data["price"] = task_data->trade.price; - data["qty"] = task_data->trade.qty; - data["money"] = task_data->trade.money; - data["bid_no"] = task_data->trade.bid_no; - data["ask_no"] = task_data->trade.ask_no; - data["trade_flag"] = task_data->trade.trade_flag; - } - - delete task->task_data; - } - - this->onTickByTick(data); - delete task; -}; - -void QuoteApi::processSubscribeAllMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - this->onSubscribeAllMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllTickByTick(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllTickByTick(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processQueryAllTickers(Task *task) -{ - PyLock lock; - - //ֶ޸ - dict data; - if (task->task_data) - { - XTPQSI *task_data = (XTPQSI*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["ticker_type"] = (int)task_data->ticker_type; - data["pre_close_price"] = task_data->pre_close_price; - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["price_tick"] = task_data->price_tick; - data["buy_qty_unit"] = task_data->buy_qty_unit; - data["sell_qty_unit"] = task_data->sell_qty_unit; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryAllTickers(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processQueryTickersPriceInfo(Task *task) -{ - PyLock lock; - - //ֶ޸ - dict data; - if (task->task_data) - { - XTPTPI *task_data = (XTPTPI*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["last_price"] = task_data->last_price; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryTickersPriceInfo(data, error, task->task_last); - delete task; -}; - - - - - -void QuoteApi::processSubscribeAllOptionMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOptionMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOptionMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOptionMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllOptionOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOptionOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOptionOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOptionOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllOptionTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOptionTickByTick(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOptionTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOptionTickByTick(task->exchange_id,error); - delete task; -}; -///------------------------------------------------------------------------------------- -/// -///------------------------------------------------------------------------------------- - -void QuoteApi::createQuoteApi(int clientid, string path, int log_level) -{ - this->api = XTP::API::QuoteApi::CreateQuoteApi(clientid, path.c_str(),(XTP_LOG_LEVEL)log_level); - this->api->RegisterSpi(this); -}; - -void QuoteApi::release() -{ - this->api->Release(); -}; - -int QuoteApi::exit() -{ - //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ - this->api->RegisterSpi(NULL); - this->api->Release(); - this->api = NULL; - return 1; -}; - -string QuoteApi::getTradingDay() -{ - string ret =""; - const char* p = this->api->GetTradingDay(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -string QuoteApi::getApiVersion() -{ - string ret =""; - const char* p = this->api->GetApiVersion(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -dict QuoteApi::getApiLastError() -{ - XTPRI *error = this->api->GetApiLastError(); - dict err; - if(error == NULL) - return err; - - err["error_id"] = error->error_id; - err["error_msg"] = error->error_msg; - - return err; -}; - -void QuoteApi::setUDPBufferSize(int size) -{ - this->api->SetUDPBufferSize(size); -}; - -void QuoteApi::setHeartBeatInterval(int interval) -{ - this->api->SetHeartBeatInterval(interval); -}; - -int QuoteApi::subscribeMarketData(boost::python::list tickerList,int count, int exchange) -{ - int listLength = boost::python::len(tickerList); - char **myreqList = new char *[listLength]; - for(int i=0;iapi->SubscribeMarketData(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->UnSubscribeMarketData(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->SubscribeOrderBook(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->UnSubscribeOrderBook(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->SubscribeTickByTick(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->UnSubscribeTickByTick(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->SubscribeAllMarketData((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::unSubscribeAllMarketData(int exchange) -{ - return this->api->UnSubscribeAllMarketData((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::subscribeAllOrderBook(int exchange) -{ - return this->api->SubscribeAllOrderBook((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::unSubscribeAllOrderBook(int exchange) -{ - return this->api->UnSubscribeAllOrderBook((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::subscribeAllTickByTick(int exchange) -{ - return this->api->SubscribeAllTickByTick((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::unSubscribeAllTickByTick(int exchange) -{ - return this->api->UnSubscribeAllTickByTick((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::login(string ip, int port, string user, string password, int socktype) -{ - int i = this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype); - return i; -}; - -int QuoteApi::logout() -{ - int i = this->api->Logout(); - return i; -}; - -int QuoteApi::queryAllTickers(int exchange) -{ - int i = this->api->QueryAllTickers((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::queryTickersPriceInfo(boost::python::list tickerList,int count, int exchange) -{ - int listLength = boost::python::len(tickerList); - //printf("listLength:%d\n",listLength); - char **myreqList = new char *[listLength]; - for(int i=0;iapi->QueryTickersPriceInfo(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - //printf("return i:%d\n",i); - for(int i=0;iapi->QueryAllTickersPriceInfo(); - return i; -} - - - -int QuoteApi::subscribeAllOptionMarketData(int exchange) -{ - int i = this->api->SubscribeAllOptionMarketData((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::unSubscribeAllOptionMarketData(int exchange) -{ - int i = this->api->UnSubscribeAllOptionMarketData((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::subscribeAllOptionOrderBook(int exchange) -{ - int i = this->api->SubscribeAllOptionOrderBook((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::unSubscribeAllOptionOrderBook(int exchange) -{ - int i = this->api->UnSubscribeAllOptionOrderBook((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::subscribeAllOptionTickByTick(int exchange) -{ - int i = this->api->SubscribeAllOptionTickByTick((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::unSubscribeAllOptionTickByTick(int exchange) -{ - int i = this->api->UnSubscribeAllOptionTickByTick((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -///------------------------------------------------------------------------------------- -///Boost.Pythonװ -///------------------------------------------------------------------------------------- - -struct QuoteApiWrap : QuoteApi, wrapper < QuoteApi > -{ - virtual void onDisconnected(int reason) - { - try - { - this->get_override("onDisconnected")(reason); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onError(dict data) - { - try - { - this->get_override("onError")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubMarketData(dict data, dict error, bool last) - { - try - { - this->get_override("onSubMarketData")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubMarketData(dict data, dict error, bool last) - { - try - { - this->get_override("onUnSubMarketData")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onDepthMarketData(dict data,boost::python::list bid1_qty_list,int bid1_count,int max_bid1_count,boost::python::list ask1_qty_list,int ask1_count,int max_ask1_count) - { - try - { - this->get_override("onDepthMarketData")(data,bid1_qty_list,bid1_count,max_bid1_count,ask1_qty_list,ask1_count,max_ask1_count); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubOrderBook(dict data, dict error, bool last) - { - try - { - this->get_override("onSubOrderBook")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubOrderBook(dict data, dict error, bool last) - { - try - { - this->get_override("onUnSubOrderBook")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onOrderBook(dict data) - { - try - { - this->get_override("onOrderBook")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubTickByTick(dict data, dict error, bool last) - { - try - { - this->get_override("onSubTickByTick")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubTickByTick(dict data, dict error, bool last) - { - try - { - this->get_override("onUnSubTickByTick")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onTickByTick(dict data) - { - try - { - this->get_override("onTickByTick")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryAllTickers(dict data, dict error, bool last) - { - try - { - this->get_override("onQueryAllTickers")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTickersPriceInfo(dict data, dict error, bool last) - { - try - { - this->get_override("onQueryTickersPriceInfo")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - - - - - virtual void onSubscribeAllOptionMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOptionMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOptionMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOptionMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllOptionOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOptionOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOptionOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOptionOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - virtual void onSubscribeAllOptionTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOptionTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOptionTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOptionTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; -}; - - -BOOST_PYTHON_MODULE(vnxtpquote) -{ - PyEval_InitThreads(); //ʱУ֤ȴGIL - - class_("QuoteApi") - .def("createQuoteApi", &QuoteApiWrap::createQuoteApi) - .def("release", &QuoteApiWrap::release) - .def("exit", &QuoteApiWrap::exit) - .def("getTradingDay", &QuoteApiWrap::getTradingDay) - .def("getApiVersion", &QuoteApiWrap::getApiVersion) - .def("getApiLastError", &QuoteApiWrap::getApiLastError) - .def("setUDPBufferSize", &QuoteApiWrap::setUDPBufferSize) - .def("setHeartBeatInterval", &QuoteApiWrap::setHeartBeatInterval) - .def("subscribeMarketData", &QuoteApiWrap::subscribeMarketData) - .def("unSubscribeMarketData", &QuoteApiWrap::unSubscribeMarketData) - .def("subscribeOrderBook", &QuoteApiWrap::subscribeOrderBook) - .def("unSubscribeOrderBook", &QuoteApiWrap::unSubscribeOrderBook) - .def("subscribeTickByTick", &QuoteApiWrap::subscribeTickByTick) - .def("unSubscribeTickByTick", &QuoteApiWrap::unSubscribeTickByTick) - .def("subscribeAllMarketData", &QuoteApiWrap::subscribeAllMarketData) - .def("unSubscribeAllMarketData", &QuoteApiWrap::unSubscribeAllMarketData) - .def("subscribeAllOrderBook", &QuoteApiWrap::subscribeAllOrderBook) - .def("unSubscribeAllOrderBook", &QuoteApiWrap::unSubscribeAllOrderBook) - .def("subscribeAllTickByTick", &QuoteApiWrap::subscribeAllTickByTick) - .def("unSubscribeAllTickByTick", &QuoteApiWrap::unSubscribeAllTickByTick) - .def("login", &QuoteApiWrap::login) - .def("logout", &QuoteApiWrap::logout) - .def("queryAllTickers", &QuoteApiWrap::queryAllTickers) - .def("queryTickersPriceInfo", &QuoteApiWrap::queryTickersPriceInfo) - .def("queryAllTickersPriceInfo", &QuoteApiWrap::queryAllTickersPriceInfo) - - .def("subscribeAllOptionMarketData", &QuoteApiWrap::subscribeAllOptionMarketData) - .def("unSubscribeAllOptionMarketData", &QuoteApiWrap::unSubscribeAllOptionMarketData) - .def("subscribeAllOptionOrderBook", &QuoteApiWrap::subscribeAllOptionOrderBook) - .def("unSubscribeAllOptionOrderBook", &QuoteApiWrap::unSubscribeAllOptionOrderBook) - .def("subscribeAllOptionTickByTick", &QuoteApiWrap::subscribeAllOptionTickByTick) - .def("unSubscribeAllOptionTickByTick", &QuoteApiWrap::unSubscribeAllOptionTickByTick) - - - .def("onDisconnected", pure_virtual(&QuoteApiWrap::onDisconnected)) - .def("onError", pure_virtual(&QuoteApiWrap::onError)) - .def("onSubMarketData", pure_virtual(&QuoteApiWrap::onSubMarketData)) - .def("onUnSubMarketData", pure_virtual(&QuoteApiWrap::onUnSubMarketData)) - .def("onDepthMarketData", pure_virtual(&QuoteApiWrap::onDepthMarketData)) - .def("onSubOrderBook", pure_virtual(&QuoteApiWrap::onSubOrderBook)) - .def("onUnSubOrderBook", pure_virtual(&QuoteApiWrap::onUnSubOrderBook)) - .def("onOrderBook", pure_virtual(&QuoteApiWrap::onOrderBook)) - .def("onSubTickByTick", pure_virtual(&QuoteApiWrap::onSubTickByTick)) - .def("onUnSubTickByTick", pure_virtual(&QuoteApiWrap::onUnSubTickByTick)) - .def("onTickByTick", pure_virtual(&QuoteApiWrap::onTickByTick)) - .def("onSubscribeAllMarketData", pure_virtual(&QuoteApiWrap::onSubscribeAllMarketData)) - .def("onUnSubscribeAllMarketData", pure_virtual(&QuoteApiWrap::onUnSubscribeAllMarketData)) - .def("onSubscribeAllOrderBook", pure_virtual(&QuoteApiWrap::onSubscribeAllOrderBook)) - .def("onUnSubscribeAllOrderBook", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOrderBook)) - .def("onSubscribeAllTickByTick", pure_virtual(&QuoteApiWrap::onSubscribeAllTickByTick)) - .def("onUnSubscribeAllTickByTick", pure_virtual(&QuoteApiWrap::onUnSubscribeAllTickByTick)) - .def("onQueryAllTickers", pure_virtual(&QuoteApiWrap::onQueryAllTickers)) - .def("onQueryTickersPriceInfo", pure_virtual(&QuoteApiWrap::onQueryTickersPriceInfo)) - - .def("onSubscribeAllOptionMarketData", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionMarketData)) - .def("onUnSubscribeAllOptionMarketData", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionMarketData)) - .def("onSubscribeAllOptionOrderBook", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionOrderBook)) - .def("onUnSubscribeAllOptionOrderBook", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionOrderBook)) - .def("onSubscribeAllOptionTickByTick", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionTickByTick)) - .def("onUnSubscribeAllOptionTickByTick", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionTickByTick)) - ; -}; diff --git a/source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/vnxtptrader.cpp b/source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/vnxtptrader.cpp deleted file mode 100644 index 670300d..0000000 --- a/source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/vnxtptrader.cpp +++ /dev/null @@ -1,1933 +0,0 @@ -// vnctpmd.cpp : DLL Ӧóĵ -// -//#include "stdafx.h" -#include "vnxtptrader.h" - -///------------------------------------------------------------------------------------- -///PythonC++תõĺ -///------------------------------------------------------------------------------------- - -void getInt(dict d, string key, int *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getUint64(dict d, string key, uint64_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getUint32(dict d, string key, uint32_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getInt64(dict d, string key, int64_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getDouble(dict d, string key, double *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - *value = x(); - } - } -}; - -void getStr(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ - //+1ӦΪC++ַĽβţرȷ1 -#ifdef _MSC_VER //WIN32 - strcpy_s(value, strlen(buffer) + 1, buffer); -#elif __GNUC__ - strncpy(value, buffer, strlen(buffer) + 1); -#endif - } - } -}; - -void getChar(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - *value = *buffer; - } - } -}; - - -///------------------------------------------------------------------------------------- -///C++Ļصݱ浽 -///------------------------------------------------------------------------------------- - -void TraderApi::OnDisconnected(uint64_t session_id, int reason) -{ - Task* task = new Task(); - task->task_name = ONDISCONNECTED; - task->addtional_int = session_id; //ֶ޸ - task->task_id = reason; - this->task_queue.push(task); -}; - -void TraderApi::OnError(XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONERROR; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - this->task_queue.push(task); -}; - -void TraderApi::OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONORDEREVENT; - - if (order_info) - { - XTPOrderInfo *task_data = new XTPOrderInfo(); - *task_data = *order_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONTRADEEVENT; - - if (trade_info) - { - XTPTradeReport *task_data = new XTPTradeReport(); - *task_data = *trade_info; - task->task_data = task_data; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONCANCELORDERERROR; - - if (cancel_info) - { - XTPOrderCancelInfo *task_data = new XTPOrderCancelInfo(); - *task_data = *cancel_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYORDER; - - if (order_info) - { - XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); - *task_data = *order_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYORDERBYPAGE; - - if (order_info) - { - XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); - *task_data = *order_info; - task->task_data = task_data; - } - - task->addtional_int_two = req_count; - task->addtional_int_three = order_sequence; - task->addtional_int_four = query_reference; - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYTRADE; - - if (trade_info) - { - XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); - *task_data = *trade_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYTRADEBYPAGE; - - if (trade_info) - { - XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); - *task_data = *trade_info; - task->task_data = task_data; - } - - task->addtional_int_two = req_count; - task->addtional_int_three = trade_sequence; - task->addtional_int_four = query_reference; - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - - -void TraderApi::OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYPOSITION; - - if (position) - { - XTPQueryStkPositionRsp *task_data = new XTPQueryStkPositionRsp(); - *task_data = *position; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYASSET; - - if (asset) - { - XTPQueryAssetRsp *task_data = new XTPQueryAssetRsp(); - *task_data = *asset; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYSTRUCTUREDFUND; - - if (fund_info) - { - XTPStructuredFundInfo *task_data = new XTPStructuredFundInfo(); - *task_data = *fund_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYFUNDTRANSFER; - - if (fund_transfer_info) - { - XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); - *task_data = *fund_transfer_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONFUNDTRANSFER; - - if (fund_transfer_info) - { - XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); - *task_data = *fund_transfer_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYETF; - - if (etf_info) - { - XTPQueryETFBaseRsp *task_data = new XTPQueryETFBaseRsp(); - *task_data = *etf_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYETFBASKET; - - if (etf_component_info) - { - XTPQueryETFComponentRsp *task_data = new XTPQueryETFComponentRsp(); - *task_data = *etf_component_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYIPOINFOLIST; - - if (ipo_info) - { - XTPQueryIPOTickerRsp *task_data = new XTPQueryIPOTickerRsp(); - *task_data = *ipo_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYIPOQUOTAINFO; - - if (quota_info) - { - XTPQueryIPOQuotaRsp *task_data = new XTPQueryIPOQuotaRsp(); - *task_data = *quota_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - - -void TraderApi::OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYOPTIONAUCTIONINFO; - - if (option_info) - { - XTPQueryOptionAuctionInfoRsp *task_data = new XTPQueryOptionAuctionInfoRsp(); - *task_data = *option_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -} -///------------------------------------------------------------------------------------- -///̴߳ӶȡݣתΪpython󣬽 -///------------------------------------------------------------------------------------- - -void TraderApi::processTask() -{ - while (1) - { - Task* task = this->task_queue.wait_and_pop(); - - switch (task->task_name) - { - case ONDISCONNECTED: - { - this->processDisconnected(task); - break; - } - - case ONERROR: - { - this->processError(task); - break; - } - - case ONORDEREVENT: - { - this->processOrderEvent(task); - break; - } - - case ONTRADEEVENT: - { - this->processTradeEvent(task); - break; - } - - case ONCANCELORDERERROR: - { - this->processCancelOrderError(task); - break; - } - - case ONQUERYORDER: - { - this->processQueryOrder(task); - break; - } - - case ONQUERYORDERBYPAGE: - { - this->processQueryOrderByPage(task); - break; - } - - case ONQUERYTRADE: - { - this->processQueryTrade(task); - break; - } - - case ONQUERYTRADEBYPAGE: - { - this->processQueryTradeByPage(task); - break; - } - - case ONQUERYPOSITION: - { - this->processQueryPosition(task); - break; - } - - case ONQUERYASSET: - { - this->processQueryAsset(task); - break; - } - - - case ONQUERYSTRUCTUREDFUND: - { - this->processQueryStructuredFund(task); - break; - } - - case ONQUERYFUNDTRANSFER: - { - this->processQueryFundTransfer(task); - break; - } - - case ONFUNDTRANSFER: - { - this->processFundTransfer(task); - break; - } - - case ONQUERYETF: - { - this->processQueryETF(task); - break; - } - - case ONQUERYETFBASKET: - { - this->processQueryETFBasket(task); - break; - } - - case ONQUERYIPOINFOLIST: - { - this->processQueryIPOInfoList(task); - break; - } - - case ONQUERYIPOQUOTAINFO: - { - this->processQueryIPOQuotaInfo(task); - break; - } - - - case ONQUERYOPTIONAUCTIONINFO: - { - this->processQueryOptionAuctionInfo(task); - break; - } - }; - } -}; - -void TraderApi::processDisconnected(Task *task) -{ - PyLock lock; - this->onDisconnected(task->addtional_int, task->task_id); - delete task; -}; - -void TraderApi::processError(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onError(error); - delete task; -}; - -void TraderApi::processOrderEvent(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOrderInfo *task_data = (XTPOrderInfo*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onOrderEvent(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processTradeEvent(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPTradeReport *task_data = (XTPTradeReport*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - this->onTradeEvent(data, task->addtional_int); - delete task; -}; - -void TraderApi::processCancelOrderError(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOrderCancelInfo *task_data = (XTPOrderCancelInfo*)task->task_data; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_xtp_id"] = task_data->order_xtp_id; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onCancelOrderError(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryOrder(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryOrder(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryOrderByPage(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - - - this->onQueryOrderByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - -void TraderApi::processQueryTrade(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryTrade(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryTradeByPage(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - this->onQueryTradeByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - -void TraderApi::processQueryPosition(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryStkPositionRsp *task_data = (XTPQueryStkPositionRsp*)task->task_data; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["market"] = int(task_data->market); //ֶ޸ - data["total_qty"] = task_data->total_qty; - data["sellable_qty"] = task_data->sellable_qty; - data["avg_price"] = task_data->avg_price; - data["unrealized_pnl"] = task_data->unrealized_pnl; - data["yesterday_position"] = task_data->yesterday_position; - data["purchase_redeemable_qty"] = task_data->purchase_redeemable_qty; - - data["position_direction"] = (int)task_data->position_direction; - data["reserved1"] = task_data->reserved1; - data["executable_option"] = task_data->executable_option; - data["lockable_position"] = task_data->lockable_position; - data["executable_underlying"] = task_data->executable_underlying; - data["locked_position"] = task_data->locked_position; - data["usable_locked_position"] = task_data->usable_locked_position; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryPosition(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryAsset(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryAssetRsp *task_data = (XTPQueryAssetRsp*)task->task_data; - - data["total_asset"] = task_data->total_asset; - data["buying_power"] = task_data->buying_power; - data["security_asset"] = task_data->security_asset; - data["fund_buy_amount"] = task_data->fund_buy_amount; - data["fund_buy_fee"] = task_data->fund_buy_fee; - data["fund_sell_amount"] = task_data->fund_sell_amount; - data["fund_sell_fee"] = task_data->fund_sell_fee; - data["withholding_amount"] = task_data->withholding_amount; - data["account_type"] = (int)task_data->account_type; - - data["frozen_margin"] = task_data->frozen_margin; - data["frozen_exec_cash"] = task_data->frozen_exec_cash; - data["frozen_exec_fee"] = task_data->frozen_exec_fee; - data["pay_later"] = task_data->pay_later; - data["preadva_pay"] = task_data->preadva_pay; - data["orig_banlance"] = task_data->orig_banlance; - data["banlance"] = task_data->banlance; - data["deposit_withdraw"] = task_data->deposit_withdraw; - data["trade_netting"] = task_data->trade_netting; - data["captial_asset"] = task_data->captial_asset; - data["force_freeze_amount"] = task_data->force_freeze_amount; - data["preferred_amount"] = task_data->preferred_amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryAsset(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryStructuredFund(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPStructuredFundInfo *task_data = (XTPStructuredFundInfo*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["sf_ticker"] = task_data->sf_ticker; - data["sf_ticker_name"] = task_data->sf_ticker_name; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["split_merge_status"] = (int)task_data->split_merge_status; - data["ratio"] = task_data->ratio; - data["min_split_qty"] = task_data->min_split_qty; - data["min_merge_qty"] = task_data->min_merge_qty; - data["net_price"] = task_data->net_price; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryStructuredFund(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryFundTransfer(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; - data["serial_id"] = task_data->serial_id; - data["transfer_type"] = (int)task_data->transfer_type; - data["amount"] = task_data->amount; - data["oper_status"] = (int)task_data->oper_status; - data["transfer_time"] = task_data->transfer_time; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryFundTransfer(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processFundTransfer(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; - data["serial_id"] = task_data->serial_id; - data["transfer_type"] = (int)task_data->transfer_type; - data["amount"] = task_data->amount; - data["oper_status"] = (int)task_data->oper_status; - data["transfer_time"] = task_data->transfer_time; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onFundTransfer(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryETF(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryETFBaseRsp *task_data = (XTPQueryETFBaseRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["etf"] = task_data->etf; - data["subscribe_redemption_ticker"] = task_data->subscribe_redemption_ticker; - data["unit"] = task_data->unit; - data["subscribe_status"] = task_data->subscribe_status; - data["redemption_status"] = task_data->redemption_status; - data["max_cash_ratio"] = task_data->max_cash_ratio; - data["estimate_amount"] = task_data->estimate_amount; - data["cash_component"] = task_data->cash_component; - data["net_value"] = task_data->net_value; - data["total_amount"] = task_data->total_amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryETF(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryETFBasket(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryETFComponentRsp *task_data = (XTPQueryETFComponentRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["ticker"] = task_data->ticker; - data["component_ticker"] = task_data->component_ticker; - data["component_name"] = task_data->component_name; - data["quantity"] = task_data->quantity; - data["component_market"] = (int)task_data->component_market; - data["replace_type"] = (int)task_data->replace_type; - data["premium_ratio"] = task_data->premium_ratio; - data["amount"] = task_data->amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryETFBasket(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryIPOInfoList(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryIPOTickerRsp *task_data = (XTPQueryIPOTickerRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["price"] = task_data->price; - data["unit"] = task_data->unit; - data["qty_upper_limit"] = task_data->qty_upper_limit; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryIPOInfoList(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryIPOQuotaInfo(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryIPOQuotaRsp *task_data = (XTPQueryIPOQuotaRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryIPOQuotaInfo(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - - -void TraderApi::processQueryOptionAuctionInfo(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOptionAuctionInfoRsp *task_data = (XTPQueryOptionAuctionInfoRsp*)task->task_data; - data["ticker"] = task_data->ticker; - data["security_id_source"] = (int)task_data->security_id_source; - data["symbol"] = task_data->symbol; - data["contract_id"] = task_data->contract_id; - data["underlying_security_id"] = task_data->underlying_security_id; - data["underlying_security_id_source"] = (int)task_data->underlying_security_id_source; - - data["list_date"] = task_data->list_date; - data["last_trade_date"] = task_data->last_trade_date; - data["ticker_type"] = (int)task_data->ticker_type; - data["day_trading"] = task_data->day_trading; - - data["call_or_put"] = (int)task_data->call_or_put; - data["delivery_day"] = task_data->delivery_day; - data["delivery_month"] = task_data->delivery_month; - - data["exercise_type"] = (int)task_data->exercise_type; - data["exercise_begin_date"] = task_data->exercise_begin_date; - data["exercise_end_date"] = task_data->exercise_end_date; - data["exercise_price"] = task_data->exercise_price; - - data["qty_unit"] = task_data->qty_unit; - data["contract_unit"] = task_data->contract_unit; - data["contract_position"] = task_data->contract_position; - - data["prev_close_price"] = task_data->prev_close_price; - data["prev_clearing_price"] = task_data->prev_clearing_price; - - data["lmt_buy_max_qty"] = task_data->lmt_buy_max_qty; - data["lmt_buy_min_qty"] = task_data->lmt_buy_min_qty; - data["lmt_sell_max_qty"] = task_data->lmt_sell_max_qty; - data["lmt_sell_min_qty"] = task_data->lmt_sell_min_qty; - data["mkt_buy_max_qty"] = task_data->mkt_buy_max_qty; - data["mkt_buy_min_qty"] = task_data->mkt_buy_min_qty; - data["mkt_sell_max_qty"] = task_data->mkt_sell_max_qty; - data["mkt_sell_min_qty"] = task_data->mkt_sell_min_qty; - - data["price_tick"] = task_data->price_tick; - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["sell_margin"] = task_data->sell_margin; - data["margin_ratio_param1"] = task_data->margin_ratio_param1; - data["margin_ratio_param2"] = task_data->margin_ratio_param2; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryOptionAuctionInfo(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -///------------------------------------------------------------------------------------- -/// -///------------------------------------------------------------------------------------- - -void TraderApi::createTraderApi(uint8_t clientid, string path, int log_level) -{ - this->api = XTP::API::TraderApi::CreateTraderApi(clientid, path.c_str(),(XTP_LOG_LEVEL)log_level); - this->api->RegisterSpi(this); -}; - -void TraderApi::release() -{ - this->api->Release(); -}; - -int TraderApi::exit() -{ - //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ - this->api->RegisterSpi(NULL); - this->api->Release(); - this->api = NULL; - return 1; -}; - -string TraderApi::getTradingDay() -{ - string ret =""; - const char* p = this->api->GetTradingDay(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -dict TraderApi::getApiLastError() -{ - dict d; - XTPRI *error = this->api->GetApiLastError(); - if(error == NULL) - return d; - - d["error_id"] = error->error_id; - d["error_msg"] = error->error_msg; - - return d; -} - -string TraderApi::getApiVersion() -{ - string ret =""; - const char* p = this->api->GetApiVersion(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -} - -uint8_t TraderApi::getClientIDByXTPID(uint64_t orderid) -{ - return this->api->GetClientIDByXTPID(orderid); -} - -string TraderApi::getAccountByXTPID(uint64_t orderid) -{ - string ret =""; - const char* p = this->api->GetAccountByXTPID(orderid); - if (p == NULL) - ret = "NULL"; - else - ret = p; - - return ret; -} - -void TraderApi::subscribePublicTopic(int type) -{ - this->api->SubscribePublicTopic((XTP_TE_RESUME_TYPE)type); -} - -void TraderApi::setSoftwareKey(string key) -{ - this->api->SetSoftwareKey(key.c_str()); -} - -void TraderApi::setSoftwareVersion(string version) -{ - this->api->SetSoftwareVersion(version.c_str()); -} - -void TraderApi::setHeartBeatInterval(uint32_t interval) -{ - this->api->SetHeartBeatInterval(interval); -}; - -uint64_t TraderApi::login(string ip, int port, string user, string password, int socktype) -{ - return this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype); -}; - -int TraderApi::logout(uint64_t sessionid) -{ - return this->api->Logout(sessionid); -}; - - -uint64_t TraderApi::insertOrder(dict req, uint64_t sessionid) -{ - XTPOrderInsertInfo myreq = XTPOrderInsertInfo(); - memset(&myreq, 0, sizeof(myreq)); - getDouble(req, "stop_price", &myreq.stop_price); - getDouble(req, "price", &myreq.price); - getStr(req, "ticker", myreq.ticker); - - getUint32(req, "order_client_id", &myreq.order_client_id); - getUint64(req, "order_xtp_id", &myreq.order_xtp_id); - getInt64(req, "quantity", &myreq.quantity); - - int price_type; - int side; - int position_effect; - int reserved1; - int reserved2; - int market; - int business_type; - getInt(req, "price_type", &price_type); - getInt(req, "side", &side); - getInt(req, "position_effect", &position_effect); - getInt(req, "reserved1", &reserved1); - getInt(req, "reserved2", &reserved2); - getInt(req, "market", &market); - getInt(req, "business_type", &business_type); - myreq.price_type = (XTP_PRICE_TYPE)price_type; - myreq.side = (XTP_SIDE_TYPE)side; - myreq.position_effect = (XTP_POSITION_EFFECT_TYPE)position_effect; - myreq.reserved1 = reserved1; - myreq.reserved2 = reserved2; - myreq.market = (XTP_MARKET_TYPE)market; - myreq.business_type = (XTP_BUSINESS_TYPE)business_type; - - return this->api->InsertOrder(&myreq, sessionid); -}; - -uint64_t TraderApi::cancelOrder(uint64_t orderid, uint64_t sessionid) -{ - return this->api->CancelOrder(orderid, sessionid); -} - -int TraderApi::queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) -{ - return this->api->QueryOrderByXTPID(orderid, sessionid, reqid); -}; - -int TraderApi::queryOrders(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryOrderReq myreq = XTPQueryOrderReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - getInt64(req, "end_time", &myreq.end_time); - getInt64(req, "begin_time", &myreq.begin_time); - return this->api->QueryOrders(&myreq, sessionid, reqid); -}; - -int TraderApi::queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) -{ - return this->api->QueryTradesByXTPID(orderid, sessionid, reqid); -}; - -int TraderApi::queryTrades(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryTraderReq myreq = XTPQueryTraderReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - getInt64(req, "end_time", &myreq.end_time); - getInt64(req, "begin_time", &myreq.begin_time); - return this->api->QueryTrades(&myreq, sessionid, reqid); -}; - -int TraderApi::queryPosition(string ticker, uint64_t sessionid, int reqid) -{ - return this->api->QueryPosition(ticker.c_str(), sessionid, reqid); -}; - -int TraderApi::queryAsset(uint64_t sessionid, int reqid) -{ - return this->api->QueryAsset(sessionid, reqid); -}; - -int TraderApi::queryStructuredFund(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryStructuredFundInfoReq myreq = XTPQueryStructuredFundInfoReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "sf_ticker", myreq.sf_ticker); - - int exchange_id; - getInt(req, "exchange_id", &exchange_id); - myreq.exchange_id = (XTP_EXCHANGE_TYPE)exchange_id; - - return this->api->QueryStructuredFund(&myreq, sessionid, reqid); - -}; - -uint64_t TraderApi::fundTransfer(dict req, uint64_t sessionid) -{ - XTPFundTransferReq myreq = XTPFundTransferReq(); - memset(&myreq, 0, sizeof(myreq)); - getUint64(req, "serial_id", &myreq.serial_id); - getStr(req, "fund_account", myreq.fund_account); - getStr(req, "password", myreq.password); - getDouble(req, "amount", &myreq.amount); - - int transfer_type; - getInt(req, "transfer_type", &transfer_type); - myreq.transfer_type = (XTP_FUND_TRANSFER_TYPE)transfer_type; - - return this->api->FundTransfer(&myreq, sessionid); -}; - -int TraderApi::queryFundTransfer(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryFundTransferLogReq myreq = XTPQueryFundTransferLogReq(); - memset(&myreq, 0, sizeof(myreq)); - getUint64(req, "serial_id", &myreq.serial_id); - return this->api->QueryFundTransfer(&myreq, sessionid, reqid); -}; - -int TraderApi::queryETF(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryETFBaseReq myreq = XTPQueryETFBaseReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - - return this->api->QueryETF(&myreq, sessionid, reqid); -}; - -int TraderApi::queryETFTickerBasket(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryETFComponentReq myreq = XTPQueryETFComponentReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - - return this->api->QueryETFTickerBasket(&myreq, sessionid, reqid); -}; - -int TraderApi::queryIPOInfoList(uint64_t sessionid, int reqid) -{ - return this->api->QueryIPOInfoList(sessionid, reqid); -}; - -int TraderApi::queryIPOQuotaInfo(uint64_t sessionid, int reqid) -{ - return this->api->QueryIPOQuotaInfo(sessionid, reqid); -}; - -int TraderApi::queryOptionAuctionInfo(dict req,uint64_t sessionid, int reqid) -{ - XTPQueryOptionAuctionInfoReq myreq = XTPQueryOptionAuctionInfoReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - return this->api->QueryOptionAuctionInfo(&myreq,sessionid, reqid); -}; - -int TraderApi::queryOrdersByPage(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryOrderByPageReq myreq = XTPQueryOrderByPageReq(); - memset(&myreq, 0, sizeof(myreq)); - getInt64(req, "req_count", &myreq.req_count); - getInt64(req, "reference", &myreq.reference); - getInt64(req, "reserved", &myreq.reserved); - return this->api->QueryOrdersByPage(&myreq, sessionid, reqid); -}; - -int TraderApi::queryTradesByPage(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryTraderByPageReq myreq = XTPQueryTraderByPageReq(); - memset(&myreq, 0, sizeof(myreq)); - getInt64(req, "req_count", &myreq.req_count); - getInt64(req, "reference", &myreq.reference); - getInt64(req, "reserved", &myreq.reserved); - return this->api->QueryTradesByPage(&myreq, sessionid, reqid); -}; - -bool TraderApi::isServerRestart(uint64_t session_id) -{ - return this->api->IsServerRestart(session_id); -}; - -///------------------------------------------------------------------------------------- -///Boost.Pythonװ -///------------------------------------------------------------------------------------- - -struct TraderApiWrap : TraderApi, wrapper < TraderApi > -{ - virtual void onDisconnected(uint64_t session, int reason) - { - try - { - this->get_override("onDisconnected")(session, reason); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onError(dict data) - { - try - { - this->get_override("onError")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onOrderEvent(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onOrderEvent")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onTradeEvent(dict data, uint64_t session) - { - try - { - this->get_override("onTradeEvent")(data, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onCancelOrderError(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onCancelOrderError")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryOrder(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOrder")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOrderByPage")(data,req_count,order_sequence, query_reference, reqid, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTrade(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryTrade")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) - { - try - { - this->get_override("onQueryTradeByPage")(data, req_count,trade_sequence,query_reference, reqid, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryPosition(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryPosition")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryAsset(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryAsset")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryStructuredFund(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryStructuredFund")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryFundTransfer(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryFundTransfer")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onFundTransfer(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onFundTransfer")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryETF(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryETF")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryETFBasket(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryETFBasket")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryIPOInfoList(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryIPOInfoList")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryIPOQuotaInfo(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryIPOQuotaInfo")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - - virtual void onQueryOptionAuctionInfo(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOptionAuctionInfo")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - -}; - - -BOOST_PYTHON_MODULE(vnxtptrader) -{ - PyEval_InitThreads(); //ʱУ֤ȴGIL - - class_("TraderApi") - .def("createTraderApi", &TraderApiWrap::createTraderApi) - .def("release", &TraderApiWrap::release) - .def("exit", &TraderApiWrap::exit) - .def("getTradingDay", &TraderApiWrap::getTradingDay) - .def("getApiLastError", &TraderApiWrap::getApiLastError) - .def("getApiVersion", &TraderApiWrap::getApiVersion) - .def("getClientIDByXTPID", &TraderApiWrap::getClientIDByXTPID) - .def("getAccountByXTPID", &TraderApiWrap::getAccountByXTPID) - .def("subscribePublicTopic", &TraderApiWrap::subscribePublicTopic) - .def("setSoftwareKey", &TraderApiWrap::setSoftwareKey) - .def("setSoftwareVersion", &TraderApiWrap::setSoftwareVersion) - .def("setHeartBeatInterval", &TraderApiWrap::setHeartBeatInterval) - .def("login", &TraderApiWrap::login) - .def("logout", &TraderApiWrap::logout) - .def("insertOrder", &TraderApiWrap::insertOrder) - .def("cancelOrder", &TraderApiWrap::cancelOrder) - .def("queryOrderByXTPID", &TraderApiWrap::queryOrderByXTPID) - .def("queryOrders", &TraderApiWrap::queryOrders) - .def("queryTradesByXTPID", &TraderApiWrap::queryTradesByXTPID) - .def("queryTrades", &TraderApiWrap::queryTrades) - .def("queryPosition", &TraderApiWrap::queryPosition) - .def("queryAsset", &TraderApiWrap::queryAsset) - .def("queryStructuredFund", &TraderApiWrap::queryStructuredFund) - .def("fundTransfer", &TraderApiWrap::fundTransfer) - .def("queryFundTransfer", &TraderApiWrap::queryFundTransfer) - .def("queryETF", &TraderApiWrap::queryETF) - .def("queryETFTickerBasket", &TraderApiWrap::queryETFTickerBasket) - .def("queryIPOInfoList", &TraderApiWrap::queryIPOInfoList) - .def("queryIPOQuotaInfo", &TraderApiWrap::queryIPOQuotaInfo) - - .def("queryOptionAuctionInfo", &TraderApiWrap::queryOptionAuctionInfo) - .def("queryOrdersByPage", &TraderApiWrap::queryOrdersByPage) - .def("queryTradesByPage", &TraderApiWrap::queryTradesByPage) - .def("isServerRestart", &TraderApiWrap::isServerRestart) - - .def("onDisconnected", pure_virtual(&TraderApiWrap::onDisconnected)) - .def("onError", pure_virtual(&TraderApiWrap::onError)) - .def("onOrderEvent", pure_virtual(&TraderApiWrap::onOrderEvent)) - .def("onTradeEvent", pure_virtual(&TraderApiWrap::onTradeEvent)) - .def("onCancelOrderError", pure_virtual(&TraderApiWrap::onCancelOrderError)) - .def("onQueryOrder", pure_virtual(&TraderApiWrap::onQueryOrder)) - .def("onQueryTrade", pure_virtual(&TraderApiWrap::onQueryTrade)) - .def("onQueryPosition", pure_virtual(&TraderApiWrap::onQueryPosition)) - .def("onQueryAsset", pure_virtual(&TraderApiWrap::onQueryAsset)) - .def("onQueryStructuredFund", pure_virtual(&TraderApiWrap::onQueryStructuredFund)) - .def("onQueryFundTransfer", pure_virtual(&TraderApiWrap::onQueryFundTransfer)) - .def("onFundTransfer", pure_virtual(&TraderApiWrap::onFundTransfer)) - .def("onQueryETF", pure_virtual(&TraderApiWrap::onQueryETF)) - .def("onQueryETFBasket", pure_virtual(&TraderApiWrap::onQueryETFBasket)) - .def("onQueryIPOInfoList", pure_virtual(&TraderApiWrap::onQueryIPOInfoList)) - .def("onQueryIPOQuotaInfo", pure_virtual(&TraderApiWrap::onQueryIPOQuotaInfo)) - - .def("onQueryOptionAuctionInfo", pure_virtual(&TraderApiWrap::onQueryOptionAuctionInfo)) - .def("onQueryOrderByPage", pure_virtual(&TraderApiWrap::onQueryOrderByPage)) - .def("onQueryTradeByPage", pure_virtual(&TraderApiWrap::onQueryTradeByPage)) - ; -}; diff --git a/source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/vnxtptrader.h b/source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/vnxtptrader.h deleted file mode 100644 index 1892f59..0000000 --- a/source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/vnxtptrader.h +++ /dev/null @@ -1,496 +0,0 @@ -//˵ - -//API -#include "xtp_trader_api.h" - -//ϵͳ -//#ifdef WIN32 -//#include "stdafx.h" -//#endif -#include -#include - -//Boost -#define BOOST_PYTHON_STATIC_LIB -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //е̹߳ -#include //е̹߳ - - -//ռ -using namespace std; -using namespace boost::python; -using namespace boost; - - -// -#define ONDISCONNECTED 1 -#define ONERROR 2 -#define ONORDEREVENT 3 -#define ONTRADEEVENT 4 -#define ONCANCELORDERERROR 5 -#define ONQUERYORDER 6 -#define ONQUERYTRADE 7 -#define ONQUERYPOSITION 8 -#define ONQUERYASSET 9 -#define ONQUERYSTRUCTUREDFUND 10 -#define ONQUERYFUNDTRANSFER 11 -#define ONFUNDTRANSFER 12 -#define ONQUERYETF 13 -#define ONQUERYETFBASKET 14 -#define ONQUERYIPOINFOLIST 15 -#define ONQUERYIPOQUOTAINFO 16 - -#define ONQUERYOPTIONAUCTIONINFO 17 -#define ONQUERYORDERBYPAGE 18 -#define ONQUERYTRADEBYPAGE 19 -///------------------------------------------------------------------------------------- -///APIеIJ -///------------------------------------------------------------------------------------- - -//GILȫ򻯻ȡã -//ڰC++̻߳GILӶֹpython -class PyLock -{ -private: - PyGILState_STATE gil_state; - -public: - //ijдöʱGIL - PyLock() - { - gil_state = PyGILState_Ensure(); - } - - //ijɺٸöʱGIL - ~PyLock() - { - PyGILState_Release(gil_state); - } -}; - - -//ṹ -struct Task -{ - int task_name; //صƶӦij - void *task_data; //ݽṹ - void *task_error; //ṹ - int task_id; //id - bool task_last; //ǷΪ󷵻 - uint64_t addtional_int; //ֶ - int64_t addtional_int_two; //ֶ - int64_t addtional_int_three; //ֶ - int64_t addtional_int_four; //ֶ -}; - - -///̰߳ȫĶ -template - -class ConcurrentQueue -{ -private: - queue the_queue; //׼ - mutable mutex the_mutex; //boost - condition_variable the_condition_variable; //boost - -public: - - //µ - void push(Data const& data) - { - mutex::scoped_lock lock(the_mutex); //ȡ - the_queue.push(data); //д - lock.unlock(); //ͷ - the_condition_variable.notify_one(); //֪ͨȴ߳ - } - - //ǷΪ - bool empty() const - { - mutex::scoped_lock lock(the_mutex); - return the_queue.empty(); - } - - //ȡ - Data wait_and_pop() - { - mutex::scoped_lock lock(the_mutex); - - while (the_queue.empty()) //Ϊʱ - { - the_condition_variable.wait(lock); //ȴ֪ͨ - } - - Data popped_value = the_queue.front(); //ȡеһ - the_queue.pop(); //ɾ - return popped_value; //ظ - } - -}; - - -//ֵлȡijֵӦֵṹֵ -void getInt(dict d, string key, int *value); - -void getUint64(dict d, string key, uint64_t *value); - -void getUint32(dict d, string key, uint32_t *value); - -void getInt64(dict d, string key, int64_t *value); - - -//ֵлȡijֵӦĸֵṹֵ -void getDouble(dict d, string key, double* value); - - -//ֵлȡijֵӦֵַṹֵ -void getChar(dict d, string key, char* value); - - -//ֵлȡijֵӦֵַṹֵ -void getStr(dict d, string key, char* value); - - -///------------------------------------------------------------------------------------- -///C++ SPIĻصʵ -///------------------------------------------------------------------------------------- - -//APIļ̳ʵ -class TraderApi : public XTP::API::TraderSpi -{ -private: - XTP::API::TraderApi* api; //API - thread *task_thread; //ָ߳루pythonݣ - ConcurrentQueue task_queue; // - -public: - TraderApi() - { - function0 f = boost::bind(&TraderApi::processTask, this); - thread t(f); - this->task_thread = &t; - }; - - ~TraderApi() - { - }; - - //------------------------------------------------------------------------------------- - //APIص - //------------------------------------------------------------------------------------- - - ///ͻ˵ij뽻׺̨ͨӶϿʱ÷á - ///@param reason ԭӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark ûlogoutµĶߣᴥ˺apiԶ߷ʱûѡڴ˺еLoginµ¼session_idʱûյݸ֮ǰ - virtual void OnDisconnected(uint64_t session_id, int reason) ; - - ///Ӧ - ///@param error_info ӦʱľĴʹϢ,error_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ˺ֻڷʱŻãһû - virtual void OnError(XTPRI *error_info) ; - - ///֪ͨ - ///@param order_info ӦϢûͨorder_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶorder_info.qty_leftֶڶΪδɽɡȫɡϵ״̬ʱʾ˶ûгɽڲȫ״̬ʱʾ˶order_info.order_cancel_xtp_idΪӦijIDΪ0ʱʾ˵ɹ - ///@param error_info ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ÿζ״̬ʱᱻãҪٷأϢʱᴥߣڶδɽȫɽȫֳѾܾЩ״̬ʱӦڲֳɽɶijɽرȷϡе¼˴ûĿͻ˶յûĶӦ - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) ; - - ///ɽ֪ͨ - ///@param trade_info ɽرľϢûͨtrade_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶϽexec_idΨһʶһʳɽ2ʳɽرӵͬexec_idΪ˱ʽԳɽˡexec_idΨһģʱ޴жϻơreport_index+marketֶοΨһʶʾɽر - ///@remark гɽʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûijɽرضΪ״̬ҪûͨɽرijɽȷOnOrderEvent()Ͳ״̬ - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) ; - - ///Ӧ - ///@param cancel_info Ϣorder_cancel_xtp_idʹorder_xtp_id - ///@param error_info ܾ߷ʱʹϢҪٷأϢʱᴥߣerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ӧֻڳʱص - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) ; - - ///ѯӦ - ///@param order_info ѯһ - ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ҳѯӦ - ///@param order_info ѯһ - ///@param req_count ҳ - ///@param order_sequence ҳĵǰر - ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); - - - ///ѯɽӦ - ///@param trade_info ѯһɽر - ///@param error_info ѯɽرʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ҳѯɽӦ - ///@param trade_info ѯһɽϢ - ///@param req_count ҳ - ///@param trade_sequence ҳĵǰر - ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark trade_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱtrade_sequencereq_countôʾлرԽһηҳѯȣʾлرѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); - - ///ѯͶֲ߳Ӧ - ///@param position ѯһֻƱijֲ - ///@param error_info ѯ˻ֲַʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ûܳжƱһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ѯʽ˻ӦҪٷأϢʱᴥ - ///@param asset ѯʽ˻ - ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - - ///ѯּϢӦҪٷأϢʱᴥ - ///@param fund_info ѯķּ - ///@param error_info ѯּʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯʽ𻮲ӦҪٷأϢʱᴥ - ///@param fund_transfer_info ѯʽ˻ - ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ʽ𻮲֪ͨ - ///@param fund_transfer_info ʽ𻮲֪ͨľϢûͨfund_transfer_info.serial_idͨGetClientIDByXTPID() == client_idԼĶ - ///@param error_info ʽ𻮲ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ʽ𻮲״̬仯ʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûʽ𻮲֪ͨ - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id); - - ///ѯETF嵥ļӦҪٷأϢʱᴥ - ///@param etf_info ѯETF嵥ļ - ///@param error_info ѯETF嵥ļʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯETFƱӦҪٷأϢʱᴥ - ///@param etf_component_info ѯETFԼسɷֹϢ - ///@param error_info ѯETFƱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯ¹깺ϢбӦҪٷأϢʱᴥ - ///@param ipo_info ѯĽ¹깺һֻƱϢ - ///@param error_info ѯ¹깺ϢбʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯû¹깺ϢӦҪٷأϢʱᴥ - ///@param quota_info ѯûijгĽ¹깺Ϣ - ///@param error_info ѯû¹깺ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - - - - ///ѯȨԼӦҪٷأϢʱᴥ - ///@param option_info ѯȨԼ - ///@param error_info ѯȨԼʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - - //------------------------------------------------------------------------------------- - //task - //------------------------------------------------------------------------------------- - - void processTask(); - - void processDisconnected(Task *task); - - void processError(Task *task); - - void processOrderEvent(Task *task); - - void processTradeEvent(Task *task); - - void processCancelOrderError(Task *task); - - void processQueryOrder(Task *task); - - void processQueryOrderByPage(Task *task); - - void processQueryTrade(Task *task); - - void processQueryTradeByPage(Task *task); - - void processQueryPosition(Task *task); - - void processQueryAsset(Task *task); - - void processQueryStructuredFund(Task *task); - - void processQueryFundTransfer(Task *task); - - void processFundTransfer(Task *task); - - void processQueryETF(Task *task); - - void processQueryETFBasket(Task *task); - - void processQueryIPOInfoList(Task *task); - - void processQueryIPOQuotaInfo(Task *task); - - void processQueryOptionAuctionInfo(Task *task); - //------------------------------------------------------------------------------------- - //dataصֵ - //errorصĴֵ - //reqidid - //lastǷΪ󷵻 - //------------------------------------------------------------------------------------- - - virtual void onDisconnected(uint64_t session, int reason) {}; - - virtual void onError(dict data) {}; - - virtual void onOrderEvent(dict data, dict error, uint64_t session) {}; - - virtual void onTradeEvent(dict data, uint64_t session) {}; - - virtual void onCancelOrderError(dict data, dict error, uint64_t session) {}; - - virtual void onQueryOrder(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryTrade(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryPosition(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryAsset(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryStructuredFund(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryFundTransfer(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onFundTransfer(dict data, dict error, uint64_t session) {}; - - virtual void onQueryETF(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryETFBasket(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryIPOInfoList(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryIPOQuotaInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryOptionAuctionInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; - - //------------------------------------------------------------------------------------- - //req:ֵ - //------------------------------------------------------------------------------------- - - void createTraderApi(uint8_t clientid, string path, int log_level = XTP_LOG_LEVEL_DEBUG); - - void release(); - - int exit(); - - string getTradingDay(); - - dict getApiLastError(); - - string getApiVersion(); - - uint8_t getClientIDByXTPID(uint64_t orderid); - - string getAccountByXTPID(uint64_t orderid); - - void subscribePublicTopic(int tpye); - - void setSoftwareKey(string key); - - void setSoftwareVersion(string version); - - void setHeartBeatInterval(uint32_t interval); - - uint64_t login(string ip, int port, string user, string password, int socktype); - - int logout(uint64_t sessionid); - - uint64_t insertOrder(dict req, uint64_t sessionid); - - uint64_t cancelOrder(uint64_t orderid, uint64_t sessionid); - - int queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); - - int queryOrders(dict req, uint64_t sessionid, int reqid); - - int queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); - - int queryTrades(dict req, uint64_t sessionid, int reqid); - - int queryPosition(string ticker, uint64_t sessionid, int reqid); - - int queryAsset(uint64_t sessionid, int reqid); - - int queryStructuredFund(dict req, uint64_t sessionid, int reqid); - - uint64_t fundTransfer(dict req, uint64_t sessionid); - - int queryFundTransfer(dict req, uint64_t sessionid, int reqid); - - int queryETF(dict req, uint64_t sessionid, int reqid); - - int queryETFTickerBasket(dict req, uint64_t sessionid, int reqid); - - int queryIPOInfoList(uint64_t sessionid, int reqid); - - int queryIPOQuotaInfo(uint64_t sessionid, int reqid); - - int queryOptionAuctionInfo(dict req,uint64_t session_id, int request_id); - - int queryOrdersByPage(dict req, uint64_t sessionid, int reqid); - - int queryTradesByPage(dict req, uint64_t sessionid, int reqid); - - bool isServerRestart(uint64_t session_id); -}; diff --git a/source/Linux/xtp_python3_18.19/xtpapi/CMakeLists.txt b/source/Linux/xtp_python3_18.19/xtpapi/CMakeLists.txt deleted file mode 100644 index cdd82f5..0000000 --- a/source/Linux/xtp_python3_18.19/xtpapi/CMakeLists.txt +++ /dev/null @@ -1,108 +0,0 @@ -cmake_minimum_required(VERSION 2.8) -project(vn_xtp_api) - -# 设置使用的编译器 -set(CMAKE_BUILD_TYPE "Release") -if (CMAKE_COMPILER_IS_GNUC OR CMAKE_COMPILER_IS_GNUCXX) - set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fPIC -std=c++11") -endif () - -# 设置输出目录 -set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin) -set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/lib) - -# 使用64位编译 -option(USE_64BITS "comiple 64bits" ON) -if (USE_64BITS) - add_definitions(-DUSE_64BITS) - #set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -m32") - #set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -m32") -endif() - -# 设置C++ API源文件的所在目录 -if (WIN32) - set(XTPAPI_PATH xtpapi) -elseif (UNIX) - message("Under unix: " ${CMAKE_SIZEOF_VOID_P}) - if (CMAKE_SIZEOF_VOID_P MATCHES "8") - set(XTPAPI_PATH xtpapi) - endif() -endif() -include_directories(${XTPAPI_PATH}) -set(XTPAPI_LIBRARY ) -find_library(XTPAPI_MD_LIBRARY - NAMES libxtpquoteapiD.so - PATHS ${XTPAPI_PATH}) -find_library(XTPAPI_TD_LIBRARY - NAMES libxtptraderapiD.so - PATHS ${XTPAPI_PATH}) - - -# 设置编译源文件 -set (vnxtpquote ) -set (vnxtptrader ) - -option(BUILD_XTP_MD "build xtp md" ON) -if (BUILD_XTP_MD) - add_definitions(-DBUILD_XTP_MD) - set(XTP_MD_PATH vnxtpquote/vnxtpquote) - include_directories(XTP_MD_PATH) - set(VN_XTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote/vnxtpquote.cpp) - add_library(vnxtpquote SHARED ${VN_XTP_MD_SOURCE}) -endif() -option(BUILD_XTP_TD "build xtp td" ON) -if (BUILD_XTP_TD) - add_definitions(-DBUILD_XTP_TD) - set(XTP_TD_PATH vnxtptrader/vnxtptrader) - include_directories(XTP_TD_PATH) - set(VN_XTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/vnxtptrader.cpp) - add_library(vnxtptrader SHARED ${VN_XTP_TD_SOURCE}) -endif() - -# 设置Python所在的目录 -set(PYTHON_LIBRARY ) -if (WIN32) -set(PYTHON_INCLUDE_PATH C:/Python27/include) -find_library(PYTHON_LIBRARY - NAMES python27 - PATHS C:/Python27/libs) -include_directories(${PYTHON_INCLUDE_PATH}) -else() -set(PYTHON_INCLUDE_PATH /usr/include/python2.7/) -find_library(PYTHON_LIBRARY - NAMES python2.7 - PATHS /usr/lib/x86_64-linux-gnu) -include_directories(${PYTHON_INCLUDE_PATH}) -endif() - -# 链接boost库，anaconda -if (WIN32) - set(Boost_USE_STATIC_LIBS ON) #链接boost静态库 -endif() -set(Boost_USE_MULTITHREADED ON) -set(Boost_INCLUDE_DIRS /home/likunliang/boost_1_66_0_python2_32/) -set(Boost_LIBRARIES /home/likunliang/boost_1_66_0_python2_32//stage/lib/) -find_package(Boost 1.66.0 COMPONENTS python thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错 -if(Boost_FOUND) - include_directories(${Boost_INCLUDE_DIRS}) -endif() - -# 去掉生成的so文件名中前缀的lib -set_target_properties(vnxtpquote PROPERTIES PREFIX "") - -# 链接生成.so文件 -target_link_libraries(vnxtpquote ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_MD_LIBRARY}) - -# 将生成的dll文件后缀名修改为pyd（仅在windows下） -set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.dll") -if (EXISTS ${MD_DLL}) - file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.pyd) -endif() - -# 和上面的MD相同 -set_target_properties(vnxtptrader PROPERTIES PREFIX "") -target_link_libraries(vnxtptrader ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_TD_LIBRARY}) -set(TD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnxtptrader.dll) -if (EXISTS ${TD_DLL}) - file(RENAME ${TD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtptrader.pyd) -endif() diff --git a/source/Linux/xtp_python3_18.19/xtpapi/libxtpquoteapi.so b/source/Linux/xtp_python3_18.19/xtpapi/libxtpquoteapi.so deleted file mode 100644 index 42288d8..0000000 Binary files a/source/Linux/xtp_python3_18.19/xtpapi/libxtpquoteapi.so and /dev/null differ diff --git a/source/Linux/xtp_python3_18.19/xtpapi/libxtptraderapi.so b/source/Linux/xtp_python3_18.19/xtpapi/libxtptraderapi.so deleted file mode 100644 index 839c180..0000000 Binary files a/source/Linux/xtp_python3_18.19/xtpapi/libxtptraderapi.so and /dev/null differ diff --git a/source/Linux/xtp_python3_18.19/xtpapi/xoms_api_struct.h b/source/Linux/xtp_python3_18.19/xtpapi/xoms_api_struct.h deleted file mode 100644 index 64e03b1..0000000 --- a/source/Linux/xtp_python3_18.19/xtpapi/xoms_api_struct.h +++ /dev/null @@ -1,680 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_struct.h -///@brief 定义交易类相关数据结构 -///////////////////////////////////////////////////////////////////////// -#ifndef _XOMS_API_STRUCT_H_ -#define _XOMS_API_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "stddef.h" - -#pragma pack(8) - -//=====================客户端接口定义================================= -///新订单请求 -struct XTPOrderInsertInfo -{ - ///XTP系统订单ID，无需用户填写，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，由客户自定义 - uint32_t order_client_id; - ///合约代码 客户端请求不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///止损价（保留字段） - double stop_price; - ///数量(股票单位为股，逆回购单位为张) - int64_t quantity; - ///报单价格 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - }; - - -///撤单失败响应消息 -struct XTPOrderCancelInfo -{ - ///撤单XTPID - uint64_t order_cancel_xtp_id; - ///原始订单XTPID - uint64_t order_xtp_id; -}; - - -///报单响应结构体 -struct XTPOrderInfo -{ - ///XTP系统订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，用户自定义 - uint32_t order_client_id; - ///报单操作引用，用户自定义（暂未使用） - uint32_t order_cancel_client_id; - ///撤单在XTP系统中的id，在XTP系统中唯一 - uint64_t order_cancel_xtp_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///数量，此订单的报单数量 - int64_t quantity; - ///报单价格条件 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///今成交数量，为此订单累计成交数量 - int64_t qty_traded; - ///剩余数量，当撤单成功时，表示撤单数量 - int64_t qty_left; - ///委托时间，格式为YYYYMMDDHHMMSSsss - int64_t insert_time; - ///最后修改时间，格式为YYYYMMDDHHMMSSsss - int64_t update_time; - ///撤销时间，格式为YYYYMMDDHHMMSSsss - int64_t cancel_time; - ///成交金额，为此订单的成交总金额 - double trade_amount; - ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 - char order_local_id[XTP_LOCAL_ORDER_LEN]; - ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 - XTP_ORDER_STATUS_TYPE order_status; - ///报单提交状态，OMS内部使用，用户无需关心 - XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; - ///报单类型 - TXTPOrderTypeType order_type; -}; - - - -///报单成交结构体 -struct XTPTradeReport -{ - ///XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用 - uint32_t order_client_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留。 - uint64_t local_order_id; - ///成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 - char exec_id[XTP_EXEC_ID_LEN]; - ///价格，此次成交的价格 - double price; - ///数量，此次成交的数量，不是累计数量 - int64_t quantity; - ///成交时间，格式为YYYYMMDDHHMMSSsss - int64_t trade_time; - ///成交金额，此次成交的总金额 = price*quantity - double trade_amount; - ///成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 - uint64_t report_index; - ///报单编号 --交易所单号，上交所为空，深交所有此字段 - char order_exch_id[XTP_ORDER_EXCH_LEN]; - ///成交类型 --成交回报中的执行类型 - TXTPTradeTypeType trade_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///交易所交易员代码 - char branch_pbu[XTP_BRANCH_PBU_LEN]; -}; - - -////////////////////////////////////////////////////////////////////////// -///报单查询 -////////////////////////////////////////////////////////////////////////// -///报单查询请求-条件查询 -struct XTPQueryOrderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///报单查询响应结构体 -typedef struct XTPOrderInfo XTPQueryOrderRsp; - - -///查询订单请求-分页查询 -struct XTPQueryOrderByPageReq -{ - ///需要查询的订单条数 - int64_t req_count; - ///上一次收到的查询订单结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///成交回报查询 -////////////////////////////////////////////////////////////////////////// -///查询成交报告请求-根据执行编号查询（保留字段） -struct XTPQueryReportByExecIdReq -{ - ///XTP订单系统ID - uint64_t order_xtp_id; - ///成交执行编号 - char exec_id[XTP_EXEC_ID_LEN]; -}; - -///查询成交回报请求-查询条件 -struct XTPQueryTraderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///成交回报查询响应结构体 -typedef struct XTPTradeReport XTPQueryTradeRsp; - -///查询成交回报请求-分页查询 -struct XTPQueryTraderByPageReq -{ - ///需要查询的成交回报条数 - int64_t req_count; - ///上一次收到的查询成交回报结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///账户资金查询响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryAssetRsp -{ - ///总资产(=可用资金 + 证券资产（目前为0）+ 预扣的资金) - double total_asset; - ///可用资金 - double buying_power; - ///证券资产（保留字段，目前为0） - double security_asset; - ///累计买入成交证券占用资金 - double fund_buy_amount; - ///累计买入成交交易费用 - double fund_buy_fee; - ///累计卖出成交证券所得资金 - double fund_sell_amount; - ///累计卖出成交交易费用 - double fund_sell_fee; - ///XTP系统预扣的资金（包括购买卖股票时预扣的交易资金+预扣手续费） - double withholding_amount; - ///账户类型 - XTP_ACCOUNT_TYPE account_type; - - ///冻结的保证金 - double frozen_margin; - ///行权冻结资金 - double frozen_exec_cash; - ///行权费用 - double frozen_exec_fee; - ///垫付资金 - double pay_later; - ///预垫付资金 - double preadva_pay; - ///昨日余额 - double orig_banlance; - ///当前余额 - double banlance; - ///当天出入金 - double deposit_withdraw; - ///当日交易资金轧差 - double trade_netting; - ///资金资产 - double captial_asset; - - ///强锁资金 - double force_freeze_amount; - ///可取资金 - double preferred_amount; - - // 信用业务新增字段开始（数量1） - // 融券卖出所得资金余额（只能用于买券还券） - double repay_stock_aval_banlance; - - // 信用业务新增字段结束（数量1） - - ///(保留字段) - uint64_t unknown[43 - 12 - 1]; -}; - - - -////////////////////////////////////////////////////////////////////////// -///查询股票持仓情况 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStkPositionRsp -{ - ///证券代码 - char ticker[XTP_TICKER_LEN]; - ///证券名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///总持仓 - int64_t total_qty; - ///可卖持仓 - int64_t sellable_qty; - ///持仓成本 - double avg_price; - ///浮动盈亏（保留字段） - double unrealized_pnl; - ///昨日持仓 - int64_t yesterday_position; - ///今日申购赎回数量（申购和赎回数量不可能同时存在，因此可以共用一个字段） - int64_t purchase_redeemable_qty; - - /// 持仓方向 - XTP_POSITION_DIRECTION_TYPE position_direction; - ///保留字段1 - uint32_t reserved1; - /// 可行权合约 - int64_t executable_option; - /// 可锁定标的 - int64_t lockable_position; - /// 可行权标的 - int64_t executable_underlying; - /// 已锁定标的 - int64_t locked_position; - /// 可用已锁定标的 - int64_t usable_locked_position; - - - ///(保留字段) - uint64_t unknown[50 - 6]; -}; - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水通知 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferNotice -{ - ///资金内转编号 - uint64_t serial_id; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - ///金额 - double amount; - ///操作结果 - XTP_FUND_OPER_STATUS oper_status; - ///操作时间 - uint64_t transfer_time; -}; - - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水查询请求与响应 -///////////////////////////////////////////////////////////////////////// -struct XTPQueryFundTransferLogReq { - ///资金内转编号 - uint64_t serial_id; - -}; - -///////////////////////////////////////////////////////////////////////// -///资金内转流水记录结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferLog; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStructuredFundInfoReq -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码，不可为空 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码，可以为空，如果为空，则默认查询所有的分级基金 -}; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPStructuredFundInfo -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码 - char sf_ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金母基金名称 - char ticker[XTP_TICKER_LEN]; ///<分级基金子基金代码 - char ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金子基金名称 - XTP_SPLIT_MERGE_STATUS split_merge_status; ///<基金允许拆分合并状态 - uint32_t ratio; ///<拆分合并比例 - uint32_t min_split_qty;///<最小拆分数量 - uint32_t min_merge_qty; ///<最小合并数量 - double net_price;///<基金净值 -}; - - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--请求结构体, -///请求参数为多条件参数:1,不填则返回所有市场的ETF合约信息。 -/// 2,只填写market,返回该交易市场下结果 -/// 3,填写market及ticker参数,只返回该etf信息。 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryETFBaseReq -{ - ///交易市场 - XTP_MARKET_TYPE market; - ///ETF买卖代码 - char ticker[XTP_TICKER_LEN]; -}; - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--响应结构体 -////////////////////////////////////////////////////////////////////////// -typedef struct XTPQueryETFBaseRsp -{ - XTP_MARKET_TYPE market; ///<交易市场 - char etf[XTP_TICKER_LEN]; /// -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///指定的合约 -typedef struct XTPSpecificTickerStruct -{ - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息）例如"600000"，不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; -} XTPST; - -///股票、基金、债券等额外数据 -struct XTPMarketDataStockExData { - ///委托买入总量(SH,SZ) - int64_t total_bid_qty; - ///委托卖出总量(SH,SZ) - int64_t total_ask_qty; - ///加权平均委买价格(SH,SZ) - double ma_bid_price; - ///加权平均委卖价格(SH,SZ) - double ma_ask_price; - ///债券加权平均委买价格(SH) - double ma_bond_bid_price; - ///债券加权平均委卖价格(SH) - double ma_bond_ask_price; - ///债券到期收益率(SH) - double yield_to_maturity; - ///基金实时参考净值(SH,SZ) - double iopv; - ///ETF申购笔数(SH) - int32_t etf_buy_count; - ///ETF赎回笔数(SH) - int32_t etf_sell_count; - ///ETF申购数量(SH) - double etf_buy_qty; - ///ETF申购金额(SH) - double etf_buy_money; - ///ETF赎回数量(SH) - double etf_sell_qty; - ///ETF赎回金额(SH) - double etf_sell_money; - ///权证执行的总数量(SH) - double total_warrant_exec_qty; - ///权证跌停价格（元）(SH) - double warrant_lower_price; - ///权证涨停价格（元）(SH) - double warrant_upper_price; - ///买入撤单笔数(SH) - int32_t cancel_buy_count; - ///卖出撤单笔数(SH) - int32_t cancel_sell_count; - ///买入撤单数量(SH) - double cancel_buy_qty; - ///卖出撤单数量(SH) - double cancel_sell_qty; - ///买入撤单金额(SH) - double cancel_buy_money; - ///卖出撤单金额(SH) - double cancel_sell_money; - ///买入总笔数(SH) - int64_t total_buy_count; - ///卖出总笔数(SH) - int64_t total_sell_count; - ///买入委托成交最大等待时间(SH) - int32_t duration_after_buy; - ///卖出委托成交最大等待时间(SH) - int32_t duration_after_sell; - ///买方委托价位数(SH) - int32_t num_bid_orders; - ///卖方委托价位数(SH) - int32_t num_ask_orders; - - ///基金T-1日净值(SZ) - double pre_iopv; - ///预留 - int64_t r1; - ///预留 - int64_t r2; -}; - -// 期权额外数据 -struct XTPMarketDataOptionExData { - ///波段性中断参考价(SH) - double auction_price; - ///波段性中断集合竞价虚拟匹配量(SH) - int64_t auction_qty; - ///最近询价时间(SH) - int64_t last_enquiry_time; -}; - -enum XTP_MARKETDATA_TYPE { - XTP_MARKETDATA_ACTUAL = 0, // 现货(股票/基金/债券等) - XTP_MARKETDATA_OPTION = 1, // 期权 -}; - -///行情 -typedef struct XTPMarketDataStruct -{ - // 代码 - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - // 价格 - ///最新价 - double last_price; - ///昨收盘 - double pre_close_price; - ///今开盘 - double open_price; - ///最高价 - double high_price; - ///最低价 - double low_price; - ///今收盘 - double close_price; - - // 期权数据 - ///昨日持仓量(张)(目前未填写) - int64_t pre_total_long_positon; - ///持仓量(张) - int64_t total_long_positon; - ///昨日结算价 - double pre_settl_price; - ///今日结算价 - double settl_price; - - // 涨跌停 - ///涨停价 - double upper_limit_price; - ///跌停价 - double lower_limit_price; - ///预留 - double pre_delta; - ///预留 - double curr_delta; - - /// 时间类，格式为YYYYMMDDHHMMSSsss - int64_t data_time; - - // 量额数据 - ///数量，为总成交量（单位股，与交易所一致） - int64_t qty; - ///成交金额，为总成交金额（单位元，与交易所一致） - double turnover; - ///当日均价=(turnover/qty) - double avg_price; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - - // 额外数据 - ///成交笔数 - int64_t trades_count; - ///当前交易状态说明 - char ticker_status[8]; - ///数据 - union { - XTPMarketDataStockExData stk; - XTPMarketDataOptionExData opt; - } ; - ///决定了union是哪种数据类型 - XTP_MARKETDATA_TYPE data_type; - ///预留 - int32_t r4; -} XTPMD; - - -///股票行情静态信息 -typedef struct XTPQuoteStaticInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - /// 合约名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - /// 合约类型 - XTP_TICKER_TYPE ticker_type; - ///昨收盘 - double pre_close_price; - ///涨停板价 - double upper_limit_price; - ///跌停板价 - double lower_limit_price; - ///最小变动价位 - double price_tick; - /// 合约最小交易量(买) - int32_t buy_qty_unit; - /// 合约最小交易量(卖) - int32_t sell_qty_unit; -} XTPQSI; - - -///定单薄 -typedef struct OrderBookStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - ///最新价 - double last_price; - ///数量，为总成交量 - int64_t qty; - ///成交金额，为总成交金额 - double turnover; - ///成交笔数 - int64_t trades_count; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - /// 时间类 - int64_t data_time; -} XTPOB; - -////////////////////////////////// 逐笔数据 - - -///逐笔委托(仅适用深交所) -struct XTPTickByTickEntrust { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///委托价格 - double price; - ///委托数量 - int64_t qty; - ///'1':买; '2':卖; 'G':借入; 'F':出借 - char side; - ///订单类别: '1': 市价; '2': 限价; 'U': 本方最优 - char ord_type; -}; - -///逐笔成交 -struct XTPTickByTickTrade { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///成交价格 - double price; - ///成交量 - int64_t qty; - ///成交金额(仅适用上交所) - double money; - ///买方订单号 - int64_t bid_no; - ///卖方订单号 - int64_t ask_no; - /// SH: 内外盘标识('B':主动买; 'S':主动卖; 'N':未知) - /// SZ: 成交标识('4':撤; 'F':成交) - char trade_flag; -}; - -///逐笔数据信息 -typedef struct XTPTickByTickStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///预留 - int64_t seq; - ///委托时间 or 成交时间 - int64_t data_time; - ///委托 or 成交 - XTP_TBT_TYPE type; - - union { - XTPTickByTickEntrust entrust; - XTPTickByTickTrade trade; - }; -} XTPTBT; - - -///供查询的最新信息 -typedef struct XTPTickerPriceInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///最新价 - double last_price; -} XTPTPI; - -#pragma pack() - -#endif diff --git a/source/Linux/xtp_python3_18.19/xtpapi/xtp_api_data_type.h b/source/Linux/xtp_python3_18.19/xtpapi/xtp_api_data_type.h deleted file mode 100644 index ebf2b4e..0000000 --- a/source/Linux/xtp_python3_18.19/xtpapi/xtp_api_data_type.h +++ /dev/null @@ -1,401 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_api_data_type.h -///@brief 定义兼容数据基本类型 -///////////////////////////////////////////////////////////////////////// -#ifndef _XTP_API_DATA_TYPE_H_ -#define _XTP_API_DATA_TYPE_H_ - -#pragma pack(8) - -/// 存放版本号的字符串长度 -#define XTP_VERSION_LEN 16 -/// 版本号类型 -typedef char XTPVersionType[XTP_VERSION_LEN]; -/// 可交易日字符串长度 -#define XTP_TRADING_DAY_LEN 9 -/// 存放证券代码的字符串长度 -#define XTP_TICKER_LEN 16 -/// 存放证券名称的字符串长度 -#define XTP_TICKER_NAME_LEN 64 -/// 本地报单编号的字符串长度 -#define XTP_LOCAL_ORDER_LEN 11 -/// 交易所单号的字符串长度 -#define XTP_ORDER_EXCH_LEN 17 -/// 成交执行编号的字符串长度 -#define XTP_EXEC_ID_LEN 18 -/// 交易所交易员代码字符串长度 -#define XTP_BRANCH_PBU_LEN 7 -/// 用户资金账户的字符串长度 -#define XTP_ACCOUNT_NAME_LEN 16 - -///////////////////////////////////////////////////////////////////////// -///@brief XTP_LOG_LEVEL是日志输出级别类型 -///////////////////////////////////////////////////////////////////////// -typedef enum XTP_LOG_LEVEL { - XTP_LOG_LEVEL_FATAL, ///<严重错误级别 - XTP_LOG_LEVEL_ERROR, ///<错误级别 - XTP_LOG_LEVEL_WARNING, ///<警告级别 - XTP_LOG_LEVEL_INFO, /// 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_TRADER_API_EXPORT -#define TRADER_API_EXPORT __declspec(dllexport) -#else -#define TRADER_API_EXPORT __declspec(dllimport) -#endif -#else -#define TRADER_API_EXPORT -#endif - -/*! -* \class XTP::API::TraderSpi -* -* \brief 交易接口响应类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TraderSpi - { - public: - - ///当客户端的某个连接与交易后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 用户主动调用logout导致的断线，不会触发此函数。api不会自动重连，当断线发生时，请用户自行选择后续操作，可以在此函数中调用Login重新登录，并更新session_id，此时用户收到的数据跟断线之前是连续的 - virtual void OnDisconnected(uint64_t session_id, int reason) {}; - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息,当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///报单通知 - ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 - ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; - - ///成交通知 - ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) {}; - - ///撤单出错响应 - ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id - ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 此响应只会在撤单发生错误时被回调 - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param req_count 分页请求的最大数量 - ///@param order_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询成交响应 - ///@param trade_info 查询到的一个成交回报 - ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询成交响应 - ///@param trade_info 查询到的一个成交信息 - ///@param req_count 分页请求的最大数量 - ///@param trade_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询投资者持仓响应 - ///@param position 查询到的一只股票的持仓情况 - ///@param error_info 查询账户持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金账户响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param asset 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询分级基金信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_info 查询到的分级基金情况 - ///@param error_info 查询分级基金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金划拨订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_transfer_info 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///资金划拨通知 - ///@param fund_transfer_info 资金划拨通知的具体信息，用户可以通过fund_transfer_info.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 - ///@param error_info 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error_info.error_id=11000382时，error_info.error_msg为结点中可用于划拨的资金（以整数为准），用户需进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。 - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询ETF清单文件的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_info 查询到的ETF清单文件情况 - ///@param error_info 查询ETF清单文件发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询ETF股票篮的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_component_info 查询到的ETF合约的相关成分股信息 - ///@param error_info 查询ETF股票篮发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询今日新股申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param ipo_info 查询到的今日新股申购的一只股票信息 - ///@param error_info 查询今日新股申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询用户新股申购额度信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param quota_info 查询到的用户某个市场的今日新股申购额度信息 - ///@param error_info 查查询用户新股申购额度信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询期权合约的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param option_info 查询到的期权合约情况 - ///@param error_info 查询期权合约发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::TraderApi -* -* \brief 交易接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TRADER_API_EXPORT TraderApi - { - public: - ///创建TraderApi - ///@param client_id （必须输入）客户端id，用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个真实存在的有可写权限的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接。系统不支持过夜，请确保每天开盘前重新启动 - static TraderApi *CreateTraderApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level = XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - ///获取当前交易日 - ///@return 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() = 0; - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(TraderSpi *spi) = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、InsertOrder、CancelOrder返回值为0时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///通过报单在xtp系统中的ID获取下单的客户端id - ///@return 返回客户端id，可以用此方法过滤自己下的订单 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 - virtual uint8_t GetClientIDByXTPID(uint64_t order_xtp_id) = 0; - - ///通过报单在xtp系统中的ID获取相关资金账户名 - ///@return 返回资金账户名 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 只有资金账户登录成功后,才能得到正确的信息 - virtual const char* GetAccountByXTPID(uint64_t order_xtp_id) = 0; - - ///订阅公共流。 - ///@param resume_type 公共流（订单响应、成交回报）重传方式 - /// XTP_TERT_RESTART:从本交易日开始重传 - /// XTP_TERT_RESUME:(保留字段，此方式暂未支持)从上次收到的续传 - /// XTP_TERT_QUICK:只传送登录后公共流的内容 - ///@remark 该方法要在Login方法前调用。若不调用则不会收到公共流的数据。注意在用户断线后，如果不登出就login()，公共流订阅方式不会起作用。用户只会收到断线后的所有消息。如果先logout()再login()，那么公共流订阅方式会起作用，用户收到的数据会根据用户的选择方式而定。 - virtual void SubscribePublicTopic(XTP_TE_RESUME_TYPE resume_type) = 0; - - ///设置软件开发版本号 - ///@param version 用户开发软件版本号，非api发行版本号，长度不超过15位，以'\0'结尾 - ///@remark 此函数必须在Login之前调用，标识的是客户端版本号，而不是API的版本号，由用户自定义 - virtual void SetSoftwareVersion(const char* version) = 0; - - ///设置软件开发Key - ///@param key 用户开发软件Key，用户申请开户时给予，以'\0'结尾 - ///@remark 此函数必须在Login之前调用 - virtual void SetSoftwareKey(const char* key) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///用户登录请求 - ///@return session_id表明此资金账号登录是否成功，“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，非“0”表示登录成功，此时需要记录下这个返回值session_id，与登录的资金账户对应 - ///@param ip 服务器地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登录用户名 - ///@param password 登录密码 - ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api可支持多个账户连接，但是同一个账户同一个client_id只能有一个session连接，后面的登录在前一个session存续期间，无法连接 - virtual uint64_t Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败 - ///@param session_id 资金账户对应的session_id,登录时得到 - virtual int Logout(uint64_t session_id) = 0; - - ///服务器是否重启过 - ///@return “true”表示重启过，“false”表示没有重启过 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数必须在Login之后调用 - virtual bool IsServerRestart(uint64_t session_id) = 0; - - ///报单录入请求 - ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 - virtual uint64_t InsertOrder(XTPOrderInsertInfo *order, uint64_t session_id) = 0; - - ///报单操作请求 - ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order_xtp_id 需要撤销的委托单在XTP系统中的ID - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 如果撤单成功，会在报单响应函数OnOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 - virtual uint64_t CancelOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; - - ///根据报单ID请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryOrders(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryOrdersByPage(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///根据委托编号请求查询相关成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询已成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryTrades(XTPQueryTraderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询成交回报 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryTradesByPage(const XTPQueryTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询投资者持仓 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param ticker 需要查询的持仓合约代码，可以为空，如果不为空，请不带空格，并以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息，如果合约代码为空，则默认查询所有持仓信息 - virtual int QueryPosition(const char *ticker, uint64_t session_id, int request_id) = 0; - - ///请求查询资产 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryAsset(uint64_t session_id, int request_id) = 0; - - ///请求查询分级基金 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的分级基金筛选条件，其中母基金代码可以为空，则默认所有存在的母基金，如果不为空，请不带空格，并以'\0'结尾，其中交易市场不能为空 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryStructuredFund(XTPQueryStructuredFundInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - ///资金划拨请求 - ///@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param fund_transfer 资金划拨的请求信息 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。 - virtual uint64_t FundTransfer(XTPFundTransferReq *fund_transfer, uint64_t session_id) = 0; - - ///请求查询资金划拨 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的资金划拨订单筛选条件，其中serial_id可以为0，则默认所有资金划拨订单，如果不为0，则请求特定的资金划拨订单 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryFundTransfer(XTPQueryFundTransferLogReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF清单文件 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的ETF清单文件的筛选条件，其中合约代码可以为空，则默认所有存在的ETF合约代码，market字段也可以为初始值，则默认所有市场的ETF合约 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETF(XTPQueryETFBaseReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF股票篮 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询股票篮的的ETF合约，其中合约代码不可以为空，market字段也必须指定 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETFTickerBasket(XTPQueryETFComponentReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询今日新股申购信息列表 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOInfoList(uint64_t session_id, int request_id) = 0; - - ///请求查询用户新股申购额度信息 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOQuotaInfo(uint64_t session_id, int request_id) = 0; - - ///请求查询期权合约 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的期权合约的筛选条件，可以为NULL（为NULL表示查询所有的期权合约） - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOptionAuctionInfo(XTPQueryOptionAuctionInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - - protected: - ~TraderApi() {}; - }; - - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif diff --git a/source/Windows/xtp_18.19_python2_32/CMakeLists.txt b/source/Windows/xtp_18.19_python2_32/CMakeLists.txt deleted file mode 100644 index c4bd453..0000000 --- a/source/Windows/xtp_18.19_python2_32/CMakeLists.txt +++ /dev/null @@ -1,129 +0,0 @@ -cmake_minimum_required(VERSION 2.8) -project(vn_xtp_api) - -# 设置使用的编译器 -set(CMAKE_BUILD_TYPE "Release") -if (CMAKE_COMPILER_IS_GNUC OR CMAKE_COMPILER_IS_GNUCXX) - set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fPIC -std=c++11") -endif () - -# 设置输出目录 -set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin) -set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/lib) - -# 使用64位编译 -option(USE_64BITS "comiple 64bits" ON) -if (USE_64BITS) - add_definitions(-DUSE_64BITS) -endif() - -# 设置C++ API源文件的所在目录 -set(XTPAPI_PATH ) -if (WIN32) - set(XTPAPI_PATH xtpapi) -elseif (UNIX) - message("Under unix: " ${CMAKE_SIZEOF_VOID_P}) - if (CMAKE_SIZEOF_VOID_P MATCHES "8") - set(XTPAPI_PATH xtpapi) - endif() -endif() - -include_directories(${XTPAPI_PATH}) - - -set(XTPAPI_MD_LIBRARY ) -set(XTPAPI_TD_LIBRARY ) - -# 链接C++ API库文件 -if (WIN32) -find_library(XTPAPI_MD_LIBRARY - NAMES xtpquoteapi.lib - PATHS ${CMAKE_CURRENT_SOURCE_DIR}/xtpapi/) -find_library(XTPAPI_TD_LIBRARY - NAMES xtptraderapi.lib - PATHS ${CMAKE_CURRENT_SOURCE_DIR}/xtpapi/) -elseif (UNIX) -find_library(XTPAPI_MD_LIBRARY - NAMES libxtpquoteapi.so - PATHS ${XTPAPI_PATH}) -find_library(XTPAPI_TD_LIBRARY - NAMES libxtptraderapi.so - PATHS ${XTPAPI_PATH}) -endif() - -# 设置Python所在的目录 -set(PYTHON_LIBRARY ) -if (WIN32) - set(PYTHON_INCLUDE_PATH E:/xtpIDE/Python/Python27_32/include) - link_directories(E:/xtpIDE/Python/Python27_32/libs) - include_directories(${PYTHON_INCLUDE_PATH}) -elseif(UNIX) - set(PYTHON_LIBRARY /usr/local/python3/lib/) - set(PYTHON_INCLUDE_PATH /usr/local/python3/include/python3.6m/) - include_directories(${PYTHON_INCLUDE_PATH}) -endif() - -# 链接boost库，anaconda /python3用的是python3.6没有用Anaconda -set(BOOST_ROOT ) -if (WIN32) - set(BOOST_ROOT E:/xtp/soft/boost_1_57_0_python2_32/boost_1_57_0/) - set(Boost_USE_STATIC_LIBS ON) #链接boost静态库 - link_directories(E:/xtp/soft/boost_1_57_0_python2_32/boost_1_57_0/stage/lib) - include_directories(${BOOST_ROOT}) -elseif(UNIX) - set(Boost_USE_MULTITHREADED ON) - set(BOOST_ROOT /home/likunliang/boost_1_66_0_python3/) - find_package(Boost 1.66.0 COMPONENTS python3 thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错 - if(Boost_FOUND) - include_directories(${Boost_INCLUDE_DIRS}) - endif() -endif() - -# 设置编译源文件 -set (vnxtpquote ) -set (vnxtptrader ) - -option(BUILD_XTP_MD "build xtp md" ON) -if (BUILD_XTP_MD) - add_definitions(-BUILD_XTP_MD) - set(XTP_MD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote) - include_directories(${XTP_MD_PATH}) - set(VN_XTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote/vnxtpquote.cpp) - add_library(vnxtpquote SHARED ${VN_XTP_MD_SOURCE}) -endif() -option(BUILD_XTP_TD "build xtp td" ON) -if (BUILD_XTP_TD) - add_definitions(-BUILD_XTP_TD) - set(XTP_TD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/) - include_directories(${XTP_TD_PATH}) - set(VN_XTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/vnxtptrader.cpp) - add_library(vnxtptrader SHARED ${VN_XTP_TD_SOURCE}) -endif() - -# 去掉生成的so文件名中前缀的lib -set_target_properties(vnxtpquote PROPERTIES PREFIX "") - -# 链接生成.so文件 -if (WIN32) - target_link_libraries(vnxtpquote ${XTPAPI_MD_LIBRARY}) -elseif(UNIX) - target_link_libraries(vnxtpquote ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_MD_LIBRARY}) -endif() -# 将生成的dll文件后缀名修改为pyd（仅在windows下） -set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.dll") -if (EXISTS ${MD_DLL}) - file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.pyd) -endif() - -# 和上面的MD相同 -set_target_properties(vnxtptrader PROPERTIES PREFIX "") -if (WIN32) - target_link_libraries(vnxtptrader ${XTPAPI_TD_LIBRARY}) -elseif(UNIX) - target_link_libraries(vnxtptrader ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_TD_LIBRARY}) -endif() - -set(TD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnxtptrader.dll) -if (EXISTS ${TD_DLL}) - file(RENAME ${TD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtptrader.pyd) -endif() diff --git a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/ReadMe.txt b/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/ReadMe.txt deleted file mode 100644 index 0838bff..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/ReadMe.txt +++ /dev/null @@ -1,48 +0,0 @@ -======================================================================== - DYNAMIC LINK LIBRARY : vnxtpquote Project Overview -======================================================================== - -AppWizard has created this vnxtpquote DLL for you. - -This file contains a summary of what you will find in each of the files that -make up your vnxtpquote application. - - -vnxtpquote.vcxproj - This is the main project file for VC++ projects generated using an Application Wizard. - It contains information about the version of Visual C++ that generated the file, and - information about the platforms, configurations, and project features selected with the - Application Wizard. - -vnxtpquote.vcxproj.filters - This is the filters file for VC++ projects generated using an Application Wizard. - It contains information about the association between the files in your project - and the filters. This association is used in the IDE to show grouping of files with - similar extensions under a specific node (for e.g. ".cpp" files are associated with the - "Source Files" filter). - -vnxtpquote.cpp - This is the main DLL source file. - - When created, this DLL does not export any symbols. As a result, it - will not produce a .lib file when it is built. If you wish this project - to be a project dependency of some other project, you will either need to - add code to export some symbols from the DLL so that an export library - will be produced, or you can set the Ignore Input Library property to Yes - on the General propert page of the Linker folder in the project's Property - Pages dialog box. - -///////////////////////////////////////////////////////////////////////////// -Other standard files: - -StdAfx.h, StdAfx.cpp - These files are used to build a precompiled header (PCH) file - named vnxtpquote.pch and a precompiled types file named StdAfx.obj. - -///////////////////////////////////////////////////////////////////////////// -Other notes: - -AppWizard uses "TODO:" comments to indicate parts of the source code you -should add to or customize. - -///////////////////////////////////////////////////////////////////////////// diff --git a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/dllmain.cpp b/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/dllmain.cpp deleted file mode 100644 index 69b5891..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/dllmain.cpp +++ /dev/null @@ -1,19 +0,0 @@ -// dllmain.cpp : Defines the entry point for the DLL application. -#include "stdafx.h" - -BOOL APIENTRY DllMain( HMODULE hModule, - DWORD ul_reason_for_call, - LPVOID lpReserved - ) -{ - switch (ul_reason_for_call) - { - case DLL_PROCESS_ATTACH: - case DLL_THREAD_ATTACH: - case DLL_THREAD_DETACH: - case DLL_PROCESS_DETACH: - break; - } - return TRUE; -} - diff --git a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/stdafx.cpp b/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/stdafx.cpp deleted file mode 100644 index 926d762..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/stdafx.cpp +++ /dev/null @@ -1,8 +0,0 @@ -// stdafx.cpp : source file that includes just the standard includes -// vnxtpquote.pch will be the pre-compiled header -// stdafx.obj will contain the pre-compiled type information - -#include "stdafx.h" - -// TODO: reference any additional headers you need in STDAFX.H -// and not in this file diff --git a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/stdafx.h b/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/stdafx.h deleted file mode 100644 index f3a0737..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/stdafx.h +++ /dev/null @@ -1,16 +0,0 @@ -// stdafx.h : include file for standard system include files, -// or project specific include files that are used frequently, but -// are changed infrequently -// - -#pragma once - -#include "targetver.h" - -#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers -// Windows Header Files: -#include - - - -// TODO: reference additional headers your program requires here diff --git a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/targetver.h b/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/targetver.h deleted file mode 100644 index 87c0086..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/targetver.h +++ /dev/null @@ -1,8 +0,0 @@ -#pragma once - -// Including SDKDDKVer.h defines the highest available Windows platform. - -// If you wish to build your application for a previous Windows platform, include WinSDKVer.h and -// set the _WIN32_WINNT macro to the platform you wish to support before including SDKDDKVer.h. - -#include diff --git a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/vnxtpquote.h b/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/vnxtpquote.h deleted file mode 100644 index 9ca9074..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtpquote/vnxtpquote/vnxtpquote.h +++ /dev/null @@ -1,531 +0,0 @@ -//˵ - -//API -#include "xtp_quote_api.h" - -//ϵͳ -//#ifdef WIN32 -//#include "stdafx.h" -//#endif -#include -#include -#include - -//Boost -#define BOOST_PYTHON_STATIC_LIB -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //е̹߳ -#include //е̹߳ - - -//ռ -using namespace std; -using namespace boost::python; -using namespace boost; - - -// -#define ONDISCONNECTED 1 -#define ONERROR 2 -#define ONSUBMARKETDATA 3 -#define ONUNSUBMARKETDATA 4 -#define ONDEPTHMARKETDATA 5 -#define ONSUBORDERBOOK 6 -#define ONUNSUBORDERBOOK 7 -#define ONORDERBOOK 8 -#define ONSUBTICKBYTICK 9 -#define ONUNSUBTICKBYTICK 10 -#define ONTICKBYTICK 11 -#define ONSUBSCRIBEALLMARKETDATA 12 -#define ONUNSUBSCRIBEALLMARKETDATA 13 -#define ONSUBSCRIBEALLORDERBOOK 14 -#define ONUNSUBSCRIBEALLORDERBOOK 15 -#define ONSUBSCRIBEALLTICKBYTICK 16 -#define ONUNSUBSCRIBEALLTICKBYTICK 17 -#define ONQUERYALLTICKERS 18 -#define ONQUERYTICKERSPRICEINFO 19 - -#define ONSUBSCRIBEALLOPTIONMARKETDATA 20 -#define ONUNSUBSCRIBEALLOPTIONMARKETDATA 21 -#define ONSUBSCRIBEALLOPTIONORDERBOOK 22 -#define ONUNSUBSCRIBEALLOPTIONORDERBOOK 23 -#define ONSUBSCRIBEALLOPTIONTICKBYTICK 24 -#define ONUNSUBSCRIBEALLOPTIONTICKBYTICK 25 - -///------------------------------------------------------------------------------------- -///APIеIJ -///------------------------------------------------------------------------------------- - -//GILȫ򻯻ȡã -//ڰC++̻߳GILӶֹpython -class PyLock -{ -private: - PyGILState_STATE gil_state; - -public: - //ijдöʱGIL - PyLock() - { - gil_state = PyGILState_Ensure(); - } - - //ijɺٸöʱGIL - ~PyLock() - { - PyGILState_Release(gil_state); - } -}; - - -//ṹ -struct Task -{ - int task_name; //صƶӦij - void *task_data; //ݽṹ - void *task_error; //ṹ - int task_id; //id - bool task_last; //ǷΪ󷵻 - int exchange_id; //г - void *task_data_one; //ݽṹ - int task_one_counts; - int task_one_all_counts; - void *task_data_two; //ݽṹ - int task_two_counts; - int task_two_all_counts; - -}; - - -///̰߳ȫĶ -template - -class ConcurrentQueue -{ -private: - queue the_queue; //׼ - mutable mutex the_mutex; //boost - condition_variable the_condition_variable; //boost - -public: - - //µ - void push(Data const& data) - { - mutex::scoped_lock lock(the_mutex); //ȡ - the_queue.push(data); //д - lock.unlock(); //ͷ - the_condition_variable.notify_one(); //֪ͨȴ߳ - } - - //ǷΪ - bool empty() const - { - mutex::scoped_lock lock(the_mutex); - return the_queue.empty(); - } - - //ȡ - Data wait_and_pop() - { - mutex::scoped_lock lock(the_mutex); - - while (the_queue.empty()) //Ϊʱ - { - the_condition_variable.wait(lock); //ȴ֪ͨ - } - - Data popped_value = the_queue.front(); //ȡеһ - the_queue.pop(); //ɾ - return popped_value; //ظ - } - -}; - - -//ֵлȡijֵӦֵṹֵ -void getInt(dict d, string key, int* value); - -//ֵлȡijֵӦĸֵṹֵ -void getDouble(dict d, string key, double* value); - -//ֵлȡijֵӦֵַṹֵ -void getChar(dict d, string key, char* value); - -//ֵлȡijֵӦֵַṹֵ -void getStr(dict d, string key, char* value); - - -///------------------------------------------------------------------------------------- -///C++ SPIĻصʵ -///------------------------------------------------------------------------------------- - -//APIļ̳ʵ -class QuoteApi : public XTP::API::QuoteSpi -{ -private: - XTP::API::QuoteApi* api; //API - thread *task_thread; //ָ߳루pythonݣ - ConcurrentQueue task_queue; // - -public: - QuoteApi() - { - function0 f = boost::bind(&QuoteApi::processTask, this); - thread t(f); - this->task_thread = &t; - }; - - ~QuoteApi() - { - }; - - //------------------------------------------------------------------------------------- - //APIص - //------------------------------------------------------------------------------------- - - ///ͻ̨ͨӶϿʱ÷á - ///@param reason ԭӦ - ///@remark apiԶ߷ʱûѡڴ˺еLoginµ¼עûµ¼Ҫ¶ - virtual void OnDisconnected(int reason); - - - ///Ӧ - ///@param error_info ӦʱľĴʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ˺ֻڷʱŻãһû - virtual void OnError(XTPRI *error_info); - - ///Ӧ - ///@param ticker ϸĺԼ - ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ζĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿĵĺԼӦһӦҪٷأϢʱᴥ - virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///˶Ӧ - ///@param ticker ϸĺԼȡ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ȡĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿȡĵĺԼӦһȡӦҪٷأϢʱᴥ - virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///֪ͨһһ - ///@param market_data - ///@param bid1_qty һ - ///@param bid1_count һеЧίб - ///@param max_bid1_count һίб - ///@param ask1_qty һ - ///@param ask1_count һеЧίб - ///@param max_ask1_count һίб - ///@remark ҪٷأϢʱᴥ - virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count); - - ///鶩Ӧ - ///@param ticker ϸĺԼ - ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ζĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿĵĺԼӦһӦҪٷأϢʱᴥ - virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///˶鶩Ӧ - ///@param ticker ϸĺԼȡ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ȡĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿȡĵĺԼӦһȡӦҪٷأϢʱᴥ - virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///鶩֪ͨ - ///@param order_book 鶩ݣҪٷأϢʱᴥ - virtual void OnOrderBook(XTPOB *order_book); - - ///Ӧ - ///@param ticker ϸĺԼ - ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ζĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿĵĺԼӦһӦҪٷأϢʱᴥ - virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///˶Ӧ - ///@param ticker ϸĺԼȡ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ȡĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿȡĵĺԼӦһȡӦҪٷأϢʱᴥ - virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///֪ͨ - ///@param tbt_data ݣίкʳɽΪýṹ壬ҪtypeίлʳɽҪٷأϢʱᴥ - virtual void OnTickByTick(XTPTBT *tbt_data); - - ///ȫгĹƱӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгӦ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///ȫг鶩Ӧ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///˶ȫг鶩Ӧ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///ȫгӦ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///˶ȫгӦ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - - ///ѯɽ׺ԼӦ - ///@param ticker_info ɽ׺ԼϢ - ///@param error_info ѯɽ׺ԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴βѯɽ׺ԼһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last); - - ///ѯԼ¼۸ϢӦ - ///@param ticker_info Լ¼۸Ϣ - ///@param error_info ѯԼ¼۸ϢʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴βѯһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last); - - - ///ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///ȫгȨ鶩Ӧ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгȨ鶩Ӧ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - //------------------------------------------------------------------------------------- - //task - //------------------------------------------------------------------------------------- - - void processTask(); - - void processDisconnected(Task *task); - - void processError(Task *task); - - void processSubMarketData(Task *task); - - void processUnSubMarketData(Task *task); - - void processDepthMarketData(Task *task); - - void processSubOrderBook(Task *task); - - void processUnSubOrderBook(Task *task); - - void processOrderBook(Task *task); - - void processSubTickByTick(Task *task); - - void processUnSubTickByTick(Task *task); - - void processTickByTick(Task *task); - - void processSubscribeAllMarketData(Task *task); - - void processUnSubscribeAllMarketData(Task *task); - - void processSubscribeAllOrderBook(Task *task); - - void processUnSubscribeAllOrderBook(Task *task); - - void processSubscribeAllTickByTick(Task *task); - - void processUnSubscribeAllTickByTick(Task *task); - - void processQueryAllTickers(Task *task); - - void processQueryTickersPriceInfo(Task *task); - - - - - void processSubscribeAllOptionMarketData(Task *task); - - void processUnSubscribeAllOptionMarketData(Task *task); - - void processSubscribeAllOptionOrderBook(Task *task); - - void processUnSubscribeAllOptionOrderBook(Task *task); - - void processSubscribeAllOptionTickByTick(Task *task); - - void processUnSubscribeAllOptionTickByTick(Task *task); - //------------------------------------------------------------------------------------- - //dataصֵ - //errorصĴֵ - //idid - //lastǷΪ󷵻 - //i - //------------------------------------------------------------------------------------- - - virtual void onDisconnected(int reason) {}; - - virtual void onError(dict data) {}; - - virtual void onSubMarketData(dict data, dict error, bool last) {}; - - virtual void onUnSubMarketData(dict data, dict error, bool last) {}; - - virtual void onDepthMarketData(dict data,boost::python::list bid1_qty_list,int bid1_count,int max_bid1_count,boost::python::list ask1_qty_list,int ask1_count,int max_ask1_count) {}; - - virtual void onSubOrderBook(dict data, dict error, bool last) {}; - - virtual void onUnSubOrderBook(dict data, dict error, bool last) {}; - - virtual void onOrderBook(dict data) {}; - - virtual void onSubTickByTick(dict data, dict error, bool last) {}; - - virtual void onUnSubTickByTick(dict data, dict error, bool last) {}; - - virtual void onTickByTick(dict data) {}; - - virtual void onSubscribeAllMarketData(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllMarketData(int exchange_id,dict error) {}; - - virtual void onSubscribeAllOrderBook(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOrderBook(int exchange_id,dict error) {}; - - virtual void onSubscribeAllTickByTick(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllTickByTick(int exchange_id,dict error) {}; - - virtual void onQueryAllTickers(dict data, dict error, bool last) {}; - - virtual void onQueryTickersPriceInfo(dict data, dict error, bool last) {}; - - - - - virtual void onSubscribeAllOptionMarketData(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOptionMarketData(int exchange_id,dict error) {}; - - virtual void onSubscribeAllOptionOrderBook(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOptionOrderBook(int exchange_id,dict error) {}; - - virtual void onSubscribeAllOptionTickByTick(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOptionTickByTick(int exchange_id,dict error) {}; - //------------------------------------------------------------------------------------- - //req:ֵ - //------------------------------------------------------------------------------------- - - void createQuoteApi(int clientid, string path, int log_level = XTP_LOG_LEVEL_DEBUG); - - void release(); - - int exit(); - - string getTradingDay(); - - string getApiVersion(); - - dict getApiLastError(); - - void setUDPBufferSize(int size); - - void setHeartBeatInterval(int interval); - - int subscribeMarketData(boost::python::list tickerList,int count, int exchange); - - int unSubscribeMarketData(boost::python::list tickerList,int count, int exchange); - - int subscribeOrderBook(boost::python::list tickerList,int count, int exchange); - - int unSubscribeOrderBook(boost::python::list tickerList,int count, int exchange); - - int subscribeTickByTick(boost::python::list tickerList,int count, int exchange); - - int unSubscribeTickByTick(boost::python::list tickerList,int count, int exchange); - - int subscribeAllMarketData(int exchange = 3); - - int unSubscribeAllMarketData(int exchange = 3); - - int subscribeAllOrderBook(int exchange = 3); - - int unSubscribeAllOrderBook(int exchange = 3); - - int subscribeAllTickByTick(int exchange = 3); - - int unSubscribeAllTickByTick(int exchange = 3); - - int login(string ip, int port, string user, string password, int socktype); - - int logout(); - - int queryAllTickers(int exchange); - - int queryTickersPriceInfo(boost::python::list tickerList, int count, int exchange); - - int queryAllTickersPriceInfo(); - - - - - int subscribeAllOptionMarketData(int exchange = XTP_EXCHANGE_UNKNOWN); - - int unSubscribeAllOptionMarketData(int exchange = XTP_EXCHANGE_UNKNOWN); - - int subscribeAllOptionOrderBook(int exchange = XTP_EXCHANGE_UNKNOWN); - - int unSubscribeAllOptionOrderBook(int exchange = XTP_EXCHANGE_UNKNOWN); - - int subscribeAllOptionTickByTick(int exchange = XTP_EXCHANGE_UNKNOWN); - - int unSubscribeAllOptionTickByTick(int exchange = XTP_EXCHANGE_UNKNOWN); -}; diff --git a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/ReadMe.txt b/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/ReadMe.txt deleted file mode 100644 index b7db244..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/ReadMe.txt +++ /dev/null @@ -1,48 +0,0 @@ -======================================================================== - DYNAMIC LINK LIBRARY : vnxtptrader Project Overview -======================================================================== - -AppWizard has created this vnxtptrader DLL for you. - -This file contains a summary of what you will find in each of the files that -make up your vnxtptrader application. - - -vnxtptrader.vcxproj - This is the main project file for VC++ projects generated using an Application Wizard. - It contains information about the version of Visual C++ that generated the file, and - information about the platforms, configurations, and project features selected with the - Application Wizard. - -vnxtptrader.vcxproj.filters - This is the filters file for VC++ projects generated using an Application Wizard. - It contains information about the association between the files in your project - and the filters. This association is used in the IDE to show grouping of files with - similar extensions under a specific node (for e.g. ".cpp" files are associated with the - "Source Files" filter). - -vnxtptrader.cpp - This is the main DLL source file. - - When created, this DLL does not export any symbols. As a result, it - will not produce a .lib file when it is built. If you wish this project - to be a project dependency of some other project, you will either need to - add code to export some symbols from the DLL so that an export library - will be produced, or you can set the Ignore Input Library property to Yes - on the General propert page of the Linker folder in the project's Property - Pages dialog box. - -///////////////////////////////////////////////////////////////////////////// -Other standard files: - -StdAfx.h, StdAfx.cpp - These files are used to build a precompiled header (PCH) file - named vnxtptrader.pch and a precompiled types file named StdAfx.obj. - -///////////////////////////////////////////////////////////////////////////// -Other notes: - -AppWizard uses "TODO:" comments to indicate parts of the source code you -should add to or customize. - -///////////////////////////////////////////////////////////////////////////// diff --git a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/dllmain.cpp b/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/dllmain.cpp deleted file mode 100644 index 69b5891..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/dllmain.cpp +++ /dev/null @@ -1,19 +0,0 @@ -// dllmain.cpp : Defines the entry point for the DLL application. -#include "stdafx.h" - -BOOL APIENTRY DllMain( HMODULE hModule, - DWORD ul_reason_for_call, - LPVOID lpReserved - ) -{ - switch (ul_reason_for_call) - { - case DLL_PROCESS_ATTACH: - case DLL_THREAD_ATTACH: - case DLL_THREAD_DETACH: - case DLL_PROCESS_DETACH: - break; - } - return TRUE; -} - diff --git a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/stdafx.cpp b/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/stdafx.cpp deleted file mode 100644 index 44a05bf..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/stdafx.cpp +++ /dev/null @@ -1,8 +0,0 @@ -// stdafx.cpp : source file that includes just the standard includes -// vnxtptrader.pch will be the pre-compiled header -// stdafx.obj will contain the pre-compiled type information - -#include "stdafx.h" - -// TODO: reference any additional headers you need in STDAFX.H -// and not in this file diff --git a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/stdafx.h b/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/stdafx.h deleted file mode 100644 index f3a0737..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/stdafx.h +++ /dev/null @@ -1,16 +0,0 @@ -// stdafx.h : include file for standard system include files, -// or project specific include files that are used frequently, but -// are changed infrequently -// - -#pragma once - -#include "targetver.h" - -#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers -// Windows Header Files: -#include - - - -// TODO: reference additional headers your program requires here diff --git a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/targetver.h b/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/targetver.h deleted file mode 100644 index 87c0086..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/targetver.h +++ /dev/null @@ -1,8 +0,0 @@ -#pragma once - -// Including SDKDDKVer.h defines the highest available Windows platform. - -// If you wish to build your application for a previous Windows platform, include WinSDKVer.h and -// set the _WIN32_WINNT macro to the platform you wish to support before including SDKDDKVer.h. - -#include diff --git a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/vnxtptrader.cpp b/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/vnxtptrader.cpp deleted file mode 100644 index 670300d..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/vnxtptrader.cpp +++ /dev/null @@ -1,1933 +0,0 @@ -// vnctpmd.cpp : DLL Ӧóĵ -// -//#include "stdafx.h" -#include "vnxtptrader.h" - -///------------------------------------------------------------------------------------- -///PythonC++תõĺ -///------------------------------------------------------------------------------------- - -void getInt(dict d, string key, int *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getUint64(dict d, string key, uint64_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getUint32(dict d, string key, uint32_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getInt64(dict d, string key, int64_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getDouble(dict d, string key, double *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - *value = x(); - } - } -}; - -void getStr(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ - //+1ӦΪC++ַĽβţرȷ1 -#ifdef _MSC_VER //WIN32 - strcpy_s(value, strlen(buffer) + 1, buffer); -#elif __GNUC__ - strncpy(value, buffer, strlen(buffer) + 1); -#endif - } - } -}; - -void getChar(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - *value = *buffer; - } - } -}; - - -///------------------------------------------------------------------------------------- -///C++Ļصݱ浽 -///------------------------------------------------------------------------------------- - -void TraderApi::OnDisconnected(uint64_t session_id, int reason) -{ - Task* task = new Task(); - task->task_name = ONDISCONNECTED; - task->addtional_int = session_id; //ֶ޸ - task->task_id = reason; - this->task_queue.push(task); -}; - -void TraderApi::OnError(XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONERROR; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - this->task_queue.push(task); -}; - -void TraderApi::OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONORDEREVENT; - - if (order_info) - { - XTPOrderInfo *task_data = new XTPOrderInfo(); - *task_data = *order_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONTRADEEVENT; - - if (trade_info) - { - XTPTradeReport *task_data = new XTPTradeReport(); - *task_data = *trade_info; - task->task_data = task_data; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONCANCELORDERERROR; - - if (cancel_info) - { - XTPOrderCancelInfo *task_data = new XTPOrderCancelInfo(); - *task_data = *cancel_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYORDER; - - if (order_info) - { - XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); - *task_data = *order_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYORDERBYPAGE; - - if (order_info) - { - XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); - *task_data = *order_info; - task->task_data = task_data; - } - - task->addtional_int_two = req_count; - task->addtional_int_three = order_sequence; - task->addtional_int_four = query_reference; - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYTRADE; - - if (trade_info) - { - XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); - *task_data = *trade_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYTRADEBYPAGE; - - if (trade_info) - { - XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); - *task_data = *trade_info; - task->task_data = task_data; - } - - task->addtional_int_two = req_count; - task->addtional_int_three = trade_sequence; - task->addtional_int_four = query_reference; - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - - -void TraderApi::OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYPOSITION; - - if (position) - { - XTPQueryStkPositionRsp *task_data = new XTPQueryStkPositionRsp(); - *task_data = *position; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYASSET; - - if (asset) - { - XTPQueryAssetRsp *task_data = new XTPQueryAssetRsp(); - *task_data = *asset; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYSTRUCTUREDFUND; - - if (fund_info) - { - XTPStructuredFundInfo *task_data = new XTPStructuredFundInfo(); - *task_data = *fund_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYFUNDTRANSFER; - - if (fund_transfer_info) - { - XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); - *task_data = *fund_transfer_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONFUNDTRANSFER; - - if (fund_transfer_info) - { - XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); - *task_data = *fund_transfer_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYETF; - - if (etf_info) - { - XTPQueryETFBaseRsp *task_data = new XTPQueryETFBaseRsp(); - *task_data = *etf_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYETFBASKET; - - if (etf_component_info) - { - XTPQueryETFComponentRsp *task_data = new XTPQueryETFComponentRsp(); - *task_data = *etf_component_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYIPOINFOLIST; - - if (ipo_info) - { - XTPQueryIPOTickerRsp *task_data = new XTPQueryIPOTickerRsp(); - *task_data = *ipo_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYIPOQUOTAINFO; - - if (quota_info) - { - XTPQueryIPOQuotaRsp *task_data = new XTPQueryIPOQuotaRsp(); - *task_data = *quota_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - - -void TraderApi::OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYOPTIONAUCTIONINFO; - - if (option_info) - { - XTPQueryOptionAuctionInfoRsp *task_data = new XTPQueryOptionAuctionInfoRsp(); - *task_data = *option_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -} -///------------------------------------------------------------------------------------- -///̴߳ӶȡݣתΪpython󣬽 -///------------------------------------------------------------------------------------- - -void TraderApi::processTask() -{ - while (1) - { - Task* task = this->task_queue.wait_and_pop(); - - switch (task->task_name) - { - case ONDISCONNECTED: - { - this->processDisconnected(task); - break; - } - - case ONERROR: - { - this->processError(task); - break; - } - - case ONORDEREVENT: - { - this->processOrderEvent(task); - break; - } - - case ONTRADEEVENT: - { - this->processTradeEvent(task); - break; - } - - case ONCANCELORDERERROR: - { - this->processCancelOrderError(task); - break; - } - - case ONQUERYORDER: - { - this->processQueryOrder(task); - break; - } - - case ONQUERYORDERBYPAGE: - { - this->processQueryOrderByPage(task); - break; - } - - case ONQUERYTRADE: - { - this->processQueryTrade(task); - break; - } - - case ONQUERYTRADEBYPAGE: - { - this->processQueryTradeByPage(task); - break; - } - - case ONQUERYPOSITION: - { - this->processQueryPosition(task); - break; - } - - case ONQUERYASSET: - { - this->processQueryAsset(task); - break; - } - - - case ONQUERYSTRUCTUREDFUND: - { - this->processQueryStructuredFund(task); - break; - } - - case ONQUERYFUNDTRANSFER: - { - this->processQueryFundTransfer(task); - break; - } - - case ONFUNDTRANSFER: - { - this->processFundTransfer(task); - break; - } - - case ONQUERYETF: - { - this->processQueryETF(task); - break; - } - - case ONQUERYETFBASKET: - { - this->processQueryETFBasket(task); - break; - } - - case ONQUERYIPOINFOLIST: - { - this->processQueryIPOInfoList(task); - break; - } - - case ONQUERYIPOQUOTAINFO: - { - this->processQueryIPOQuotaInfo(task); - break; - } - - - case ONQUERYOPTIONAUCTIONINFO: - { - this->processQueryOptionAuctionInfo(task); - break; - } - }; - } -}; - -void TraderApi::processDisconnected(Task *task) -{ - PyLock lock; - this->onDisconnected(task->addtional_int, task->task_id); - delete task; -}; - -void TraderApi::processError(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onError(error); - delete task; -}; - -void TraderApi::processOrderEvent(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOrderInfo *task_data = (XTPOrderInfo*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onOrderEvent(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processTradeEvent(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPTradeReport *task_data = (XTPTradeReport*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - this->onTradeEvent(data, task->addtional_int); - delete task; -}; - -void TraderApi::processCancelOrderError(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOrderCancelInfo *task_data = (XTPOrderCancelInfo*)task->task_data; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_xtp_id"] = task_data->order_xtp_id; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onCancelOrderError(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryOrder(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryOrder(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryOrderByPage(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - - - this->onQueryOrderByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - -void TraderApi::processQueryTrade(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryTrade(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryTradeByPage(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - this->onQueryTradeByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - -void TraderApi::processQueryPosition(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryStkPositionRsp *task_data = (XTPQueryStkPositionRsp*)task->task_data; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["market"] = int(task_data->market); //ֶ޸ - data["total_qty"] = task_data->total_qty; - data["sellable_qty"] = task_data->sellable_qty; - data["avg_price"] = task_data->avg_price; - data["unrealized_pnl"] = task_data->unrealized_pnl; - data["yesterday_position"] = task_data->yesterday_position; - data["purchase_redeemable_qty"] = task_data->purchase_redeemable_qty; - - data["position_direction"] = (int)task_data->position_direction; - data["reserved1"] = task_data->reserved1; - data["executable_option"] = task_data->executable_option; - data["lockable_position"] = task_data->lockable_position; - data["executable_underlying"] = task_data->executable_underlying; - data["locked_position"] = task_data->locked_position; - data["usable_locked_position"] = task_data->usable_locked_position; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryPosition(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryAsset(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryAssetRsp *task_data = (XTPQueryAssetRsp*)task->task_data; - - data["total_asset"] = task_data->total_asset; - data["buying_power"] = task_data->buying_power; - data["security_asset"] = task_data->security_asset; - data["fund_buy_amount"] = task_data->fund_buy_amount; - data["fund_buy_fee"] = task_data->fund_buy_fee; - data["fund_sell_amount"] = task_data->fund_sell_amount; - data["fund_sell_fee"] = task_data->fund_sell_fee; - data["withholding_amount"] = task_data->withholding_amount; - data["account_type"] = (int)task_data->account_type; - - data["frozen_margin"] = task_data->frozen_margin; - data["frozen_exec_cash"] = task_data->frozen_exec_cash; - data["frozen_exec_fee"] = task_data->frozen_exec_fee; - data["pay_later"] = task_data->pay_later; - data["preadva_pay"] = task_data->preadva_pay; - data["orig_banlance"] = task_data->orig_banlance; - data["banlance"] = task_data->banlance; - data["deposit_withdraw"] = task_data->deposit_withdraw; - data["trade_netting"] = task_data->trade_netting; - data["captial_asset"] = task_data->captial_asset; - data["force_freeze_amount"] = task_data->force_freeze_amount; - data["preferred_amount"] = task_data->preferred_amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryAsset(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryStructuredFund(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPStructuredFundInfo *task_data = (XTPStructuredFundInfo*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["sf_ticker"] = task_data->sf_ticker; - data["sf_ticker_name"] = task_data->sf_ticker_name; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["split_merge_status"] = (int)task_data->split_merge_status; - data["ratio"] = task_data->ratio; - data["min_split_qty"] = task_data->min_split_qty; - data["min_merge_qty"] = task_data->min_merge_qty; - data["net_price"] = task_data->net_price; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryStructuredFund(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryFundTransfer(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; - data["serial_id"] = task_data->serial_id; - data["transfer_type"] = (int)task_data->transfer_type; - data["amount"] = task_data->amount; - data["oper_status"] = (int)task_data->oper_status; - data["transfer_time"] = task_data->transfer_time; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryFundTransfer(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processFundTransfer(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; - data["serial_id"] = task_data->serial_id; - data["transfer_type"] = (int)task_data->transfer_type; - data["amount"] = task_data->amount; - data["oper_status"] = (int)task_data->oper_status; - data["transfer_time"] = task_data->transfer_time; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onFundTransfer(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryETF(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryETFBaseRsp *task_data = (XTPQueryETFBaseRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["etf"] = task_data->etf; - data["subscribe_redemption_ticker"] = task_data->subscribe_redemption_ticker; - data["unit"] = task_data->unit; - data["subscribe_status"] = task_data->subscribe_status; - data["redemption_status"] = task_data->redemption_status; - data["max_cash_ratio"] = task_data->max_cash_ratio; - data["estimate_amount"] = task_data->estimate_amount; - data["cash_component"] = task_data->cash_component; - data["net_value"] = task_data->net_value; - data["total_amount"] = task_data->total_amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryETF(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryETFBasket(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryETFComponentRsp *task_data = (XTPQueryETFComponentRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["ticker"] = task_data->ticker; - data["component_ticker"] = task_data->component_ticker; - data["component_name"] = task_data->component_name; - data["quantity"] = task_data->quantity; - data["component_market"] = (int)task_data->component_market; - data["replace_type"] = (int)task_data->replace_type; - data["premium_ratio"] = task_data->premium_ratio; - data["amount"] = task_data->amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryETFBasket(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryIPOInfoList(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryIPOTickerRsp *task_data = (XTPQueryIPOTickerRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["price"] = task_data->price; - data["unit"] = task_data->unit; - data["qty_upper_limit"] = task_data->qty_upper_limit; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryIPOInfoList(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryIPOQuotaInfo(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryIPOQuotaRsp *task_data = (XTPQueryIPOQuotaRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryIPOQuotaInfo(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - - -void TraderApi::processQueryOptionAuctionInfo(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOptionAuctionInfoRsp *task_data = (XTPQueryOptionAuctionInfoRsp*)task->task_data; - data["ticker"] = task_data->ticker; - data["security_id_source"] = (int)task_data->security_id_source; - data["symbol"] = task_data->symbol; - data["contract_id"] = task_data->contract_id; - data["underlying_security_id"] = task_data->underlying_security_id; - data["underlying_security_id_source"] = (int)task_data->underlying_security_id_source; - - data["list_date"] = task_data->list_date; - data["last_trade_date"] = task_data->last_trade_date; - data["ticker_type"] = (int)task_data->ticker_type; - data["day_trading"] = task_data->day_trading; - - data["call_or_put"] = (int)task_data->call_or_put; - data["delivery_day"] = task_data->delivery_day; - data["delivery_month"] = task_data->delivery_month; - - data["exercise_type"] = (int)task_data->exercise_type; - data["exercise_begin_date"] = task_data->exercise_begin_date; - data["exercise_end_date"] = task_data->exercise_end_date; - data["exercise_price"] = task_data->exercise_price; - - data["qty_unit"] = task_data->qty_unit; - data["contract_unit"] = task_data->contract_unit; - data["contract_position"] = task_data->contract_position; - - data["prev_close_price"] = task_data->prev_close_price; - data["prev_clearing_price"] = task_data->prev_clearing_price; - - data["lmt_buy_max_qty"] = task_data->lmt_buy_max_qty; - data["lmt_buy_min_qty"] = task_data->lmt_buy_min_qty; - data["lmt_sell_max_qty"] = task_data->lmt_sell_max_qty; - data["lmt_sell_min_qty"] = task_data->lmt_sell_min_qty; - data["mkt_buy_max_qty"] = task_data->mkt_buy_max_qty; - data["mkt_buy_min_qty"] = task_data->mkt_buy_min_qty; - data["mkt_sell_max_qty"] = task_data->mkt_sell_max_qty; - data["mkt_sell_min_qty"] = task_data->mkt_sell_min_qty; - - data["price_tick"] = task_data->price_tick; - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["sell_margin"] = task_data->sell_margin; - data["margin_ratio_param1"] = task_data->margin_ratio_param1; - data["margin_ratio_param2"] = task_data->margin_ratio_param2; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryOptionAuctionInfo(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -///------------------------------------------------------------------------------------- -/// -///------------------------------------------------------------------------------------- - -void TraderApi::createTraderApi(uint8_t clientid, string path, int log_level) -{ - this->api = XTP::API::TraderApi::CreateTraderApi(clientid, path.c_str(),(XTP_LOG_LEVEL)log_level); - this->api->RegisterSpi(this); -}; - -void TraderApi::release() -{ - this->api->Release(); -}; - -int TraderApi::exit() -{ - //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ - this->api->RegisterSpi(NULL); - this->api->Release(); - this->api = NULL; - return 1; -}; - -string TraderApi::getTradingDay() -{ - string ret =""; - const char* p = this->api->GetTradingDay(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -dict TraderApi::getApiLastError() -{ - dict d; - XTPRI *error = this->api->GetApiLastError(); - if(error == NULL) - return d; - - d["error_id"] = error->error_id; - d["error_msg"] = error->error_msg; - - return d; -} - -string TraderApi::getApiVersion() -{ - string ret =""; - const char* p = this->api->GetApiVersion(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -} - -uint8_t TraderApi::getClientIDByXTPID(uint64_t orderid) -{ - return this->api->GetClientIDByXTPID(orderid); -} - -string TraderApi::getAccountByXTPID(uint64_t orderid) -{ - string ret =""; - const char* p = this->api->GetAccountByXTPID(orderid); - if (p == NULL) - ret = "NULL"; - else - ret = p; - - return ret; -} - -void TraderApi::subscribePublicTopic(int type) -{ - this->api->SubscribePublicTopic((XTP_TE_RESUME_TYPE)type); -} - -void TraderApi::setSoftwareKey(string key) -{ - this->api->SetSoftwareKey(key.c_str()); -} - -void TraderApi::setSoftwareVersion(string version) -{ - this->api->SetSoftwareVersion(version.c_str()); -} - -void TraderApi::setHeartBeatInterval(uint32_t interval) -{ - this->api->SetHeartBeatInterval(interval); -}; - -uint64_t TraderApi::login(string ip, int port, string user, string password, int socktype) -{ - return this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype); -}; - -int TraderApi::logout(uint64_t sessionid) -{ - return this->api->Logout(sessionid); -}; - - -uint64_t TraderApi::insertOrder(dict req, uint64_t sessionid) -{ - XTPOrderInsertInfo myreq = XTPOrderInsertInfo(); - memset(&myreq, 0, sizeof(myreq)); - getDouble(req, "stop_price", &myreq.stop_price); - getDouble(req, "price", &myreq.price); - getStr(req, "ticker", myreq.ticker); - - getUint32(req, "order_client_id", &myreq.order_client_id); - getUint64(req, "order_xtp_id", &myreq.order_xtp_id); - getInt64(req, "quantity", &myreq.quantity); - - int price_type; - int side; - int position_effect; - int reserved1; - int reserved2; - int market; - int business_type; - getInt(req, "price_type", &price_type); - getInt(req, "side", &side); - getInt(req, "position_effect", &position_effect); - getInt(req, "reserved1", &reserved1); - getInt(req, "reserved2", &reserved2); - getInt(req, "market", &market); - getInt(req, "business_type", &business_type); - myreq.price_type = (XTP_PRICE_TYPE)price_type; - myreq.side = (XTP_SIDE_TYPE)side; - myreq.position_effect = (XTP_POSITION_EFFECT_TYPE)position_effect; - myreq.reserved1 = reserved1; - myreq.reserved2 = reserved2; - myreq.market = (XTP_MARKET_TYPE)market; - myreq.business_type = (XTP_BUSINESS_TYPE)business_type; - - return this->api->InsertOrder(&myreq, sessionid); -}; - -uint64_t TraderApi::cancelOrder(uint64_t orderid, uint64_t sessionid) -{ - return this->api->CancelOrder(orderid, sessionid); -} - -int TraderApi::queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) -{ - return this->api->QueryOrderByXTPID(orderid, sessionid, reqid); -}; - -int TraderApi::queryOrders(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryOrderReq myreq = XTPQueryOrderReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - getInt64(req, "end_time", &myreq.end_time); - getInt64(req, "begin_time", &myreq.begin_time); - return this->api->QueryOrders(&myreq, sessionid, reqid); -}; - -int TraderApi::queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) -{ - return this->api->QueryTradesByXTPID(orderid, sessionid, reqid); -}; - -int TraderApi::queryTrades(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryTraderReq myreq = XTPQueryTraderReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - getInt64(req, "end_time", &myreq.end_time); - getInt64(req, "begin_time", &myreq.begin_time); - return this->api->QueryTrades(&myreq, sessionid, reqid); -}; - -int TraderApi::queryPosition(string ticker, uint64_t sessionid, int reqid) -{ - return this->api->QueryPosition(ticker.c_str(), sessionid, reqid); -}; - -int TraderApi::queryAsset(uint64_t sessionid, int reqid) -{ - return this->api->QueryAsset(sessionid, reqid); -}; - -int TraderApi::queryStructuredFund(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryStructuredFundInfoReq myreq = XTPQueryStructuredFundInfoReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "sf_ticker", myreq.sf_ticker); - - int exchange_id; - getInt(req, "exchange_id", &exchange_id); - myreq.exchange_id = (XTP_EXCHANGE_TYPE)exchange_id; - - return this->api->QueryStructuredFund(&myreq, sessionid, reqid); - -}; - -uint64_t TraderApi::fundTransfer(dict req, uint64_t sessionid) -{ - XTPFundTransferReq myreq = XTPFundTransferReq(); - memset(&myreq, 0, sizeof(myreq)); - getUint64(req, "serial_id", &myreq.serial_id); - getStr(req, "fund_account", myreq.fund_account); - getStr(req, "password", myreq.password); - getDouble(req, "amount", &myreq.amount); - - int transfer_type; - getInt(req, "transfer_type", &transfer_type); - myreq.transfer_type = (XTP_FUND_TRANSFER_TYPE)transfer_type; - - return this->api->FundTransfer(&myreq, sessionid); -}; - -int TraderApi::queryFundTransfer(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryFundTransferLogReq myreq = XTPQueryFundTransferLogReq(); - memset(&myreq, 0, sizeof(myreq)); - getUint64(req, "serial_id", &myreq.serial_id); - return this->api->QueryFundTransfer(&myreq, sessionid, reqid); -}; - -int TraderApi::queryETF(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryETFBaseReq myreq = XTPQueryETFBaseReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - - return this->api->QueryETF(&myreq, sessionid, reqid); -}; - -int TraderApi::queryETFTickerBasket(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryETFComponentReq myreq = XTPQueryETFComponentReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - - return this->api->QueryETFTickerBasket(&myreq, sessionid, reqid); -}; - -int TraderApi::queryIPOInfoList(uint64_t sessionid, int reqid) -{ - return this->api->QueryIPOInfoList(sessionid, reqid); -}; - -int TraderApi::queryIPOQuotaInfo(uint64_t sessionid, int reqid) -{ - return this->api->QueryIPOQuotaInfo(sessionid, reqid); -}; - -int TraderApi::queryOptionAuctionInfo(dict req,uint64_t sessionid, int reqid) -{ - XTPQueryOptionAuctionInfoReq myreq = XTPQueryOptionAuctionInfoReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - return this->api->QueryOptionAuctionInfo(&myreq,sessionid, reqid); -}; - -int TraderApi::queryOrdersByPage(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryOrderByPageReq myreq = XTPQueryOrderByPageReq(); - memset(&myreq, 0, sizeof(myreq)); - getInt64(req, "req_count", &myreq.req_count); - getInt64(req, "reference", &myreq.reference); - getInt64(req, "reserved", &myreq.reserved); - return this->api->QueryOrdersByPage(&myreq, sessionid, reqid); -}; - -int TraderApi::queryTradesByPage(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryTraderByPageReq myreq = XTPQueryTraderByPageReq(); - memset(&myreq, 0, sizeof(myreq)); - getInt64(req, "req_count", &myreq.req_count); - getInt64(req, "reference", &myreq.reference); - getInt64(req, "reserved", &myreq.reserved); - return this->api->QueryTradesByPage(&myreq, sessionid, reqid); -}; - -bool TraderApi::isServerRestart(uint64_t session_id) -{ - return this->api->IsServerRestart(session_id); -}; - -///------------------------------------------------------------------------------------- -///Boost.Pythonװ -///------------------------------------------------------------------------------------- - -struct TraderApiWrap : TraderApi, wrapper < TraderApi > -{ - virtual void onDisconnected(uint64_t session, int reason) - { - try - { - this->get_override("onDisconnected")(session, reason); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onError(dict data) - { - try - { - this->get_override("onError")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onOrderEvent(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onOrderEvent")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onTradeEvent(dict data, uint64_t session) - { - try - { - this->get_override("onTradeEvent")(data, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onCancelOrderError(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onCancelOrderError")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryOrder(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOrder")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOrderByPage")(data,req_count,order_sequence, query_reference, reqid, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTrade(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryTrade")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) - { - try - { - this->get_override("onQueryTradeByPage")(data, req_count,trade_sequence,query_reference, reqid, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryPosition(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryPosition")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryAsset(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryAsset")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryStructuredFund(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryStructuredFund")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryFundTransfer(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryFundTransfer")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onFundTransfer(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onFundTransfer")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryETF(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryETF")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryETFBasket(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryETFBasket")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryIPOInfoList(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryIPOInfoList")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryIPOQuotaInfo(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryIPOQuotaInfo")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - - virtual void onQueryOptionAuctionInfo(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOptionAuctionInfo")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - -}; - - -BOOST_PYTHON_MODULE(vnxtptrader) -{ - PyEval_InitThreads(); //ʱУ֤ȴGIL - - class_("TraderApi") - .def("createTraderApi", &TraderApiWrap::createTraderApi) - .def("release", &TraderApiWrap::release) - .def("exit", &TraderApiWrap::exit) - .def("getTradingDay", &TraderApiWrap::getTradingDay) - .def("getApiLastError", &TraderApiWrap::getApiLastError) - .def("getApiVersion", &TraderApiWrap::getApiVersion) - .def("getClientIDByXTPID", &TraderApiWrap::getClientIDByXTPID) - .def("getAccountByXTPID", &TraderApiWrap::getAccountByXTPID) - .def("subscribePublicTopic", &TraderApiWrap::subscribePublicTopic) - .def("setSoftwareKey", &TraderApiWrap::setSoftwareKey) - .def("setSoftwareVersion", &TraderApiWrap::setSoftwareVersion) - .def("setHeartBeatInterval", &TraderApiWrap::setHeartBeatInterval) - .def("login", &TraderApiWrap::login) - .def("logout", &TraderApiWrap::logout) - .def("insertOrder", &TraderApiWrap::insertOrder) - .def("cancelOrder", &TraderApiWrap::cancelOrder) - .def("queryOrderByXTPID", &TraderApiWrap::queryOrderByXTPID) - .def("queryOrders", &TraderApiWrap::queryOrders) - .def("queryTradesByXTPID", &TraderApiWrap::queryTradesByXTPID) - .def("queryTrades", &TraderApiWrap::queryTrades) - .def("queryPosition", &TraderApiWrap::queryPosition) - .def("queryAsset", &TraderApiWrap::queryAsset) - .def("queryStructuredFund", &TraderApiWrap::queryStructuredFund) - .def("fundTransfer", &TraderApiWrap::fundTransfer) - .def("queryFundTransfer", &TraderApiWrap::queryFundTransfer) - .def("queryETF", &TraderApiWrap::queryETF) - .def("queryETFTickerBasket", &TraderApiWrap::queryETFTickerBasket) - .def("queryIPOInfoList", &TraderApiWrap::queryIPOInfoList) - .def("queryIPOQuotaInfo", &TraderApiWrap::queryIPOQuotaInfo) - - .def("queryOptionAuctionInfo", &TraderApiWrap::queryOptionAuctionInfo) - .def("queryOrdersByPage", &TraderApiWrap::queryOrdersByPage) - .def("queryTradesByPage", &TraderApiWrap::queryTradesByPage) - .def("isServerRestart", &TraderApiWrap::isServerRestart) - - .def("onDisconnected", pure_virtual(&TraderApiWrap::onDisconnected)) - .def("onError", pure_virtual(&TraderApiWrap::onError)) - .def("onOrderEvent", pure_virtual(&TraderApiWrap::onOrderEvent)) - .def("onTradeEvent", pure_virtual(&TraderApiWrap::onTradeEvent)) - .def("onCancelOrderError", pure_virtual(&TraderApiWrap::onCancelOrderError)) - .def("onQueryOrder", pure_virtual(&TraderApiWrap::onQueryOrder)) - .def("onQueryTrade", pure_virtual(&TraderApiWrap::onQueryTrade)) - .def("onQueryPosition", pure_virtual(&TraderApiWrap::onQueryPosition)) - .def("onQueryAsset", pure_virtual(&TraderApiWrap::onQueryAsset)) - .def("onQueryStructuredFund", pure_virtual(&TraderApiWrap::onQueryStructuredFund)) - .def("onQueryFundTransfer", pure_virtual(&TraderApiWrap::onQueryFundTransfer)) - .def("onFundTransfer", pure_virtual(&TraderApiWrap::onFundTransfer)) - .def("onQueryETF", pure_virtual(&TraderApiWrap::onQueryETF)) - .def("onQueryETFBasket", pure_virtual(&TraderApiWrap::onQueryETFBasket)) - .def("onQueryIPOInfoList", pure_virtual(&TraderApiWrap::onQueryIPOInfoList)) - .def("onQueryIPOQuotaInfo", pure_virtual(&TraderApiWrap::onQueryIPOQuotaInfo)) - - .def("onQueryOptionAuctionInfo", pure_virtual(&TraderApiWrap::onQueryOptionAuctionInfo)) - .def("onQueryOrderByPage", pure_virtual(&TraderApiWrap::onQueryOrderByPage)) - .def("onQueryTradeByPage", pure_virtual(&TraderApiWrap::onQueryTradeByPage)) - ; -}; diff --git a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/vnxtptrader.h b/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/vnxtptrader.h deleted file mode 100644 index 1892f59..0000000 --- a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/vnxtptrader.h +++ /dev/null @@ -1,496 +0,0 @@ -//˵ - -//API -#include "xtp_trader_api.h" - -//ϵͳ -//#ifdef WIN32 -//#include "stdafx.h" -//#endif -#include -#include - -//Boost -#define BOOST_PYTHON_STATIC_LIB -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //е̹߳ -#include //е̹߳ - - -//ռ -using namespace std; -using namespace boost::python; -using namespace boost; - - -// -#define ONDISCONNECTED 1 -#define ONERROR 2 -#define ONORDEREVENT 3 -#define ONTRADEEVENT 4 -#define ONCANCELORDERERROR 5 -#define ONQUERYORDER 6 -#define ONQUERYTRADE 7 -#define ONQUERYPOSITION 8 -#define ONQUERYASSET 9 -#define ONQUERYSTRUCTUREDFUND 10 -#define ONQUERYFUNDTRANSFER 11 -#define ONFUNDTRANSFER 12 -#define ONQUERYETF 13 -#define ONQUERYETFBASKET 14 -#define ONQUERYIPOINFOLIST 15 -#define ONQUERYIPOQUOTAINFO 16 - -#define ONQUERYOPTIONAUCTIONINFO 17 -#define ONQUERYORDERBYPAGE 18 -#define ONQUERYTRADEBYPAGE 19 -///------------------------------------------------------------------------------------- -///APIеIJ -///------------------------------------------------------------------------------------- - -//GILȫ򻯻ȡã -//ڰC++̻߳GILӶֹpython -class PyLock -{ -private: - PyGILState_STATE gil_state; - -public: - //ijдöʱGIL - PyLock() - { - gil_state = PyGILState_Ensure(); - } - - //ijɺٸöʱGIL - ~PyLock() - { - PyGILState_Release(gil_state); - } -}; - - -//ṹ -struct Task -{ - int task_name; //صƶӦij - void *task_data; //ݽṹ - void *task_error; //ṹ - int task_id; //id - bool task_last; //ǷΪ󷵻 - uint64_t addtional_int; //ֶ - int64_t addtional_int_two; //ֶ - int64_t addtional_int_three; //ֶ - int64_t addtional_int_four; //ֶ -}; - - -///̰߳ȫĶ -template - -class ConcurrentQueue -{ -private: - queue the_queue; //׼ - mutable mutex the_mutex; //boost - condition_variable the_condition_variable; //boost - -public: - - //µ - void push(Data const& data) - { - mutex::scoped_lock lock(the_mutex); //ȡ - the_queue.push(data); //д - lock.unlock(); //ͷ - the_condition_variable.notify_one(); //֪ͨȴ߳ - } - - //ǷΪ - bool empty() const - { - mutex::scoped_lock lock(the_mutex); - return the_queue.empty(); - } - - //ȡ - Data wait_and_pop() - { - mutex::scoped_lock lock(the_mutex); - - while (the_queue.empty()) //Ϊʱ - { - the_condition_variable.wait(lock); //ȴ֪ͨ - } - - Data popped_value = the_queue.front(); //ȡеһ - the_queue.pop(); //ɾ - return popped_value; //ظ - } - -}; - - -//ֵлȡijֵӦֵṹֵ -void getInt(dict d, string key, int *value); - -void getUint64(dict d, string key, uint64_t *value); - -void getUint32(dict d, string key, uint32_t *value); - -void getInt64(dict d, string key, int64_t *value); - - -//ֵлȡijֵӦĸֵṹֵ -void getDouble(dict d, string key, double* value); - - -//ֵлȡijֵӦֵַṹֵ -void getChar(dict d, string key, char* value); - - -//ֵлȡijֵӦֵַṹֵ -void getStr(dict d, string key, char* value); - - -///------------------------------------------------------------------------------------- -///C++ SPIĻصʵ -///------------------------------------------------------------------------------------- - -//APIļ̳ʵ -class TraderApi : public XTP::API::TraderSpi -{ -private: - XTP::API::TraderApi* api; //API - thread *task_thread; //ָ߳루pythonݣ - ConcurrentQueue task_queue; // - -public: - TraderApi() - { - function0 f = boost::bind(&TraderApi::processTask, this); - thread t(f); - this->task_thread = &t; - }; - - ~TraderApi() - { - }; - - //------------------------------------------------------------------------------------- - //APIص - //------------------------------------------------------------------------------------- - - ///ͻ˵ij뽻׺̨ͨӶϿʱ÷á - ///@param reason ԭӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark ûlogoutµĶߣᴥ˺apiԶ߷ʱûѡڴ˺еLoginµ¼session_idʱûյݸ֮ǰ - virtual void OnDisconnected(uint64_t session_id, int reason) ; - - ///Ӧ - ///@param error_info ӦʱľĴʹϢ,error_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ˺ֻڷʱŻãһû - virtual void OnError(XTPRI *error_info) ; - - ///֪ͨ - ///@param order_info ӦϢûͨorder_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶorder_info.qty_leftֶڶΪδɽɡȫɡϵ״̬ʱʾ˶ûгɽڲȫ״̬ʱʾ˶order_info.order_cancel_xtp_idΪӦijIDΪ0ʱʾ˵ɹ - ///@param error_info ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ÿζ״̬ʱᱻãҪٷأϢʱᴥߣڶδɽȫɽȫֳѾܾЩ״̬ʱӦڲֳɽɶijɽرȷϡе¼˴ûĿͻ˶յûĶӦ - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) ; - - ///ɽ֪ͨ - ///@param trade_info ɽرľϢûͨtrade_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶϽexec_idΨһʶһʳɽ2ʳɽرӵͬexec_idΪ˱ʽԳɽˡexec_idΨһģʱ޴жϻơreport_index+marketֶοΨһʶʾɽر - ///@remark гɽʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûijɽرضΪ״̬ҪûͨɽرijɽȷOnOrderEvent()Ͳ״̬ - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) ; - - ///Ӧ - ///@param cancel_info Ϣorder_cancel_xtp_idʹorder_xtp_id - ///@param error_info ܾ߷ʱʹϢҪٷأϢʱᴥߣerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ӧֻڳʱص - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) ; - - ///ѯӦ - ///@param order_info ѯһ - ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ҳѯӦ - ///@param order_info ѯһ - ///@param req_count ҳ - ///@param order_sequence ҳĵǰر - ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); - - - ///ѯɽӦ - ///@param trade_info ѯһɽر - ///@param error_info ѯɽرʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ҳѯɽӦ - ///@param trade_info ѯһɽϢ - ///@param req_count ҳ - ///@param trade_sequence ҳĵǰر - ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark trade_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱtrade_sequencereq_countôʾлرԽһηҳѯȣʾлرѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); - - ///ѯͶֲ߳Ӧ - ///@param position ѯһֻƱijֲ - ///@param error_info ѯ˻ֲַʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ûܳжƱһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ѯʽ˻ӦҪٷأϢʱᴥ - ///@param asset ѯʽ˻ - ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - - ///ѯּϢӦҪٷأϢʱᴥ - ///@param fund_info ѯķּ - ///@param error_info ѯּʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯʽ𻮲ӦҪٷأϢʱᴥ - ///@param fund_transfer_info ѯʽ˻ - ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ʽ𻮲֪ͨ - ///@param fund_transfer_info ʽ𻮲֪ͨľϢûͨfund_transfer_info.serial_idͨGetClientIDByXTPID() == client_idԼĶ - ///@param error_info ʽ𻮲ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ʽ𻮲״̬仯ʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûʽ𻮲֪ͨ - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id); - - ///ѯETF嵥ļӦҪٷأϢʱᴥ - ///@param etf_info ѯETF嵥ļ - ///@param error_info ѯETF嵥ļʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯETFƱӦҪٷأϢʱᴥ - ///@param etf_component_info ѯETFԼسɷֹϢ - ///@param error_info ѯETFƱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯ¹깺ϢбӦҪٷأϢʱᴥ - ///@param ipo_info ѯĽ¹깺һֻƱϢ - ///@param error_info ѯ¹깺ϢбʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯû¹깺ϢӦҪٷأϢʱᴥ - ///@param quota_info ѯûijгĽ¹깺Ϣ - ///@param error_info ѯû¹깺ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - - - - ///ѯȨԼӦҪٷأϢʱᴥ - ///@param option_info ѯȨԼ - ///@param error_info ѯȨԼʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - - //------------------------------------------------------------------------------------- - //task - //------------------------------------------------------------------------------------- - - void processTask(); - - void processDisconnected(Task *task); - - void processError(Task *task); - - void processOrderEvent(Task *task); - - void processTradeEvent(Task *task); - - void processCancelOrderError(Task *task); - - void processQueryOrder(Task *task); - - void processQueryOrderByPage(Task *task); - - void processQueryTrade(Task *task); - - void processQueryTradeByPage(Task *task); - - void processQueryPosition(Task *task); - - void processQueryAsset(Task *task); - - void processQueryStructuredFund(Task *task); - - void processQueryFundTransfer(Task *task); - - void processFundTransfer(Task *task); - - void processQueryETF(Task *task); - - void processQueryETFBasket(Task *task); - - void processQueryIPOInfoList(Task *task); - - void processQueryIPOQuotaInfo(Task *task); - - void processQueryOptionAuctionInfo(Task *task); - //------------------------------------------------------------------------------------- - //dataصֵ - //errorصĴֵ - //reqidid - //lastǷΪ󷵻 - //------------------------------------------------------------------------------------- - - virtual void onDisconnected(uint64_t session, int reason) {}; - - virtual void onError(dict data) {}; - - virtual void onOrderEvent(dict data, dict error, uint64_t session) {}; - - virtual void onTradeEvent(dict data, uint64_t session) {}; - - virtual void onCancelOrderError(dict data, dict error, uint64_t session) {}; - - virtual void onQueryOrder(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryTrade(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryPosition(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryAsset(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryStructuredFund(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryFundTransfer(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onFundTransfer(dict data, dict error, uint64_t session) {}; - - virtual void onQueryETF(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryETFBasket(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryIPOInfoList(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryIPOQuotaInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryOptionAuctionInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; - - //------------------------------------------------------------------------------------- - //req:ֵ - //------------------------------------------------------------------------------------- - - void createTraderApi(uint8_t clientid, string path, int log_level = XTP_LOG_LEVEL_DEBUG); - - void release(); - - int exit(); - - string getTradingDay(); - - dict getApiLastError(); - - string getApiVersion(); - - uint8_t getClientIDByXTPID(uint64_t orderid); - - string getAccountByXTPID(uint64_t orderid); - - void subscribePublicTopic(int tpye); - - void setSoftwareKey(string key); - - void setSoftwareVersion(string version); - - void setHeartBeatInterval(uint32_t interval); - - uint64_t login(string ip, int port, string user, string password, int socktype); - - int logout(uint64_t sessionid); - - uint64_t insertOrder(dict req, uint64_t sessionid); - - uint64_t cancelOrder(uint64_t orderid, uint64_t sessionid); - - int queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); - - int queryOrders(dict req, uint64_t sessionid, int reqid); - - int queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); - - int queryTrades(dict req, uint64_t sessionid, int reqid); - - int queryPosition(string ticker, uint64_t sessionid, int reqid); - - int queryAsset(uint64_t sessionid, int reqid); - - int queryStructuredFund(dict req, uint64_t sessionid, int reqid); - - uint64_t fundTransfer(dict req, uint64_t sessionid); - - int queryFundTransfer(dict req, uint64_t sessionid, int reqid); - - int queryETF(dict req, uint64_t sessionid, int reqid); - - int queryETFTickerBasket(dict req, uint64_t sessionid, int reqid); - - int queryIPOInfoList(uint64_t sessionid, int reqid); - - int queryIPOQuotaInfo(uint64_t sessionid, int reqid); - - int queryOptionAuctionInfo(dict req,uint64_t session_id, int request_id); - - int queryOrdersByPage(dict req, uint64_t sessionid, int reqid); - - int queryTradesByPage(dict req, uint64_t sessionid, int reqid); - - bool isServerRestart(uint64_t session_id); -}; diff --git a/source/Windows/xtp_18.19_python2_32/xtpapi/xoms_api_struct.h b/source/Windows/xtp_18.19_python2_32/xtpapi/xoms_api_struct.h deleted file mode 100644 index 64e03b1..0000000 --- a/source/Windows/xtp_18.19_python2_32/xtpapi/xoms_api_struct.h +++ /dev/null @@ -1,680 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_struct.h -///@brief 定义交易类相关数据结构 -///////////////////////////////////////////////////////////////////////// -#ifndef _XOMS_API_STRUCT_H_ -#define _XOMS_API_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "stddef.h" - -#pragma pack(8) - -//=====================客户端接口定义================================= -///新订单请求 -struct XTPOrderInsertInfo -{ - ///XTP系统订单ID，无需用户填写，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，由客户自定义 - uint32_t order_client_id; - ///合约代码 客户端请求不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///止损价（保留字段） - double stop_price; - ///数量(股票单位为股，逆回购单位为张) - int64_t quantity; - ///报单价格 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - }; - - -///撤单失败响应消息 -struct XTPOrderCancelInfo -{ - ///撤单XTPID - uint64_t order_cancel_xtp_id; - ///原始订单XTPID - uint64_t order_xtp_id; -}; - - -///报单响应结构体 -struct XTPOrderInfo -{ - ///XTP系统订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，用户自定义 - uint32_t order_client_id; - ///报单操作引用，用户自定义（暂未使用） - uint32_t order_cancel_client_id; - ///撤单在XTP系统中的id，在XTP系统中唯一 - uint64_t order_cancel_xtp_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///数量，此订单的报单数量 - int64_t quantity; - ///报单价格条件 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///今成交数量，为此订单累计成交数量 - int64_t qty_traded; - ///剩余数量，当撤单成功时，表示撤单数量 - int64_t qty_left; - ///委托时间，格式为YYYYMMDDHHMMSSsss - int64_t insert_time; - ///最后修改时间，格式为YYYYMMDDHHMMSSsss - int64_t update_time; - ///撤销时间，格式为YYYYMMDDHHMMSSsss - int64_t cancel_time; - ///成交金额，为此订单的成交总金额 - double trade_amount; - ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 - char order_local_id[XTP_LOCAL_ORDER_LEN]; - ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 - XTP_ORDER_STATUS_TYPE order_status; - ///报单提交状态，OMS内部使用，用户无需关心 - XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; - ///报单类型 - TXTPOrderTypeType order_type; -}; - - - -///报单成交结构体 -struct XTPTradeReport -{ - ///XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用 - uint32_t order_client_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留。 - uint64_t local_order_id; - ///成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 - char exec_id[XTP_EXEC_ID_LEN]; - ///价格，此次成交的价格 - double price; - ///数量，此次成交的数量，不是累计数量 - int64_t quantity; - ///成交时间，格式为YYYYMMDDHHMMSSsss - int64_t trade_time; - ///成交金额，此次成交的总金额 = price*quantity - double trade_amount; - ///成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 - uint64_t report_index; - ///报单编号 --交易所单号，上交所为空，深交所有此字段 - char order_exch_id[XTP_ORDER_EXCH_LEN]; - ///成交类型 --成交回报中的执行类型 - TXTPTradeTypeType trade_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///交易所交易员代码 - char branch_pbu[XTP_BRANCH_PBU_LEN]; -}; - - -////////////////////////////////////////////////////////////////////////// -///报单查询 -////////////////////////////////////////////////////////////////////////// -///报单查询请求-条件查询 -struct XTPQueryOrderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///报单查询响应结构体 -typedef struct XTPOrderInfo XTPQueryOrderRsp; - - -///查询订单请求-分页查询 -struct XTPQueryOrderByPageReq -{ - ///需要查询的订单条数 - int64_t req_count; - ///上一次收到的查询订单结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///成交回报查询 -////////////////////////////////////////////////////////////////////////// -///查询成交报告请求-根据执行编号查询（保留字段） -struct XTPQueryReportByExecIdReq -{ - ///XTP订单系统ID - uint64_t order_xtp_id; - ///成交执行编号 - char exec_id[XTP_EXEC_ID_LEN]; -}; - -///查询成交回报请求-查询条件 -struct XTPQueryTraderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///成交回报查询响应结构体 -typedef struct XTPTradeReport XTPQueryTradeRsp; - -///查询成交回报请求-分页查询 -struct XTPQueryTraderByPageReq -{ - ///需要查询的成交回报条数 - int64_t req_count; - ///上一次收到的查询成交回报结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///账户资金查询响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryAssetRsp -{ - ///总资产(=可用资金 + 证券资产（目前为0）+ 预扣的资金) - double total_asset; - ///可用资金 - double buying_power; - ///证券资产（保留字段，目前为0） - double security_asset; - ///累计买入成交证券占用资金 - double fund_buy_amount; - ///累计买入成交交易费用 - double fund_buy_fee; - ///累计卖出成交证券所得资金 - double fund_sell_amount; - ///累计卖出成交交易费用 - double fund_sell_fee; - ///XTP系统预扣的资金（包括购买卖股票时预扣的交易资金+预扣手续费） - double withholding_amount; - ///账户类型 - XTP_ACCOUNT_TYPE account_type; - - ///冻结的保证金 - double frozen_margin; - ///行权冻结资金 - double frozen_exec_cash; - ///行权费用 - double frozen_exec_fee; - ///垫付资金 - double pay_later; - ///预垫付资金 - double preadva_pay; - ///昨日余额 - double orig_banlance; - ///当前余额 - double banlance; - ///当天出入金 - double deposit_withdraw; - ///当日交易资金轧差 - double trade_netting; - ///资金资产 - double captial_asset; - - ///强锁资金 - double force_freeze_amount; - ///可取资金 - double preferred_amount; - - // 信用业务新增字段开始（数量1） - // 融券卖出所得资金余额（只能用于买券还券） - double repay_stock_aval_banlance; - - // 信用业务新增字段结束（数量1） - - ///(保留字段) - uint64_t unknown[43 - 12 - 1]; -}; - - - -////////////////////////////////////////////////////////////////////////// -///查询股票持仓情况 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStkPositionRsp -{ - ///证券代码 - char ticker[XTP_TICKER_LEN]; - ///证券名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///总持仓 - int64_t total_qty; - ///可卖持仓 - int64_t sellable_qty; - ///持仓成本 - double avg_price; - ///浮动盈亏（保留字段） - double unrealized_pnl; - ///昨日持仓 - int64_t yesterday_position; - ///今日申购赎回数量（申购和赎回数量不可能同时存在，因此可以共用一个字段） - int64_t purchase_redeemable_qty; - - /// 持仓方向 - XTP_POSITION_DIRECTION_TYPE position_direction; - ///保留字段1 - uint32_t reserved1; - /// 可行权合约 - int64_t executable_option; - /// 可锁定标的 - int64_t lockable_position; - /// 可行权标的 - int64_t executable_underlying; - /// 已锁定标的 - int64_t locked_position; - /// 可用已锁定标的 - int64_t usable_locked_position; - - - ///(保留字段) - uint64_t unknown[50 - 6]; -}; - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水通知 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferNotice -{ - ///资金内转编号 - uint64_t serial_id; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - ///金额 - double amount; - ///操作结果 - XTP_FUND_OPER_STATUS oper_status; - ///操作时间 - uint64_t transfer_time; -}; - - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水查询请求与响应 -///////////////////////////////////////////////////////////////////////// -struct XTPQueryFundTransferLogReq { - ///资金内转编号 - uint64_t serial_id; - -}; - -///////////////////////////////////////////////////////////////////////// -///资金内转流水记录结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferLog; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStructuredFundInfoReq -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码，不可为空 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码，可以为空，如果为空，则默认查询所有的分级基金 -}; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPStructuredFundInfo -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码 - char sf_ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金母基金名称 - char ticker[XTP_TICKER_LEN]; ///<分级基金子基金代码 - char ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金子基金名称 - XTP_SPLIT_MERGE_STATUS split_merge_status; ///<基金允许拆分合并状态 - uint32_t ratio; ///<拆分合并比例 - uint32_t min_split_qty;///<最小拆分数量 - uint32_t min_merge_qty; ///<最小合并数量 - double net_price;///<基金净值 -}; - - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--请求结构体, -///请求参数为多条件参数:1,不填则返回所有市场的ETF合约信息。 -/// 2,只填写market,返回该交易市场下结果 -/// 3,填写market及ticker参数,只返回该etf信息。 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryETFBaseReq -{ - ///交易市场 - XTP_MARKET_TYPE market; - ///ETF买卖代码 - char ticker[XTP_TICKER_LEN]; -}; - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--响应结构体 -////////////////////////////////////////////////////////////////////////// -typedef struct XTPQueryETFBaseRsp -{ - XTP_MARKET_TYPE market; ///<交易市场 - char etf[XTP_TICKER_LEN]; /// -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///指定的合约 -typedef struct XTPSpecificTickerStruct -{ - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息）例如"600000"，不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; -} XTPST; - -///股票、基金、债券等额外数据 -struct XTPMarketDataStockExData { - ///委托买入总量(SH,SZ) - int64_t total_bid_qty; - ///委托卖出总量(SH,SZ) - int64_t total_ask_qty; - ///加权平均委买价格(SH,SZ) - double ma_bid_price; - ///加权平均委卖价格(SH,SZ) - double ma_ask_price; - ///债券加权平均委买价格(SH) - double ma_bond_bid_price; - ///债券加权平均委卖价格(SH) - double ma_bond_ask_price; - ///债券到期收益率(SH) - double yield_to_maturity; - ///基金实时参考净值(SH,SZ) - double iopv; - ///ETF申购笔数(SH) - int32_t etf_buy_count; - ///ETF赎回笔数(SH) - int32_t etf_sell_count; - ///ETF申购数量(SH) - double etf_buy_qty; - ///ETF申购金额(SH) - double etf_buy_money; - ///ETF赎回数量(SH) - double etf_sell_qty; - ///ETF赎回金额(SH) - double etf_sell_money; - ///权证执行的总数量(SH) - double total_warrant_exec_qty; - ///权证跌停价格（元）(SH) - double warrant_lower_price; - ///权证涨停价格（元）(SH) - double warrant_upper_price; - ///买入撤单笔数(SH) - int32_t cancel_buy_count; - ///卖出撤单笔数(SH) - int32_t cancel_sell_count; - ///买入撤单数量(SH) - double cancel_buy_qty; - ///卖出撤单数量(SH) - double cancel_sell_qty; - ///买入撤单金额(SH) - double cancel_buy_money; - ///卖出撤单金额(SH) - double cancel_sell_money; - ///买入总笔数(SH) - int64_t total_buy_count; - ///卖出总笔数(SH) - int64_t total_sell_count; - ///买入委托成交最大等待时间(SH) - int32_t duration_after_buy; - ///卖出委托成交最大等待时间(SH) - int32_t duration_after_sell; - ///买方委托价位数(SH) - int32_t num_bid_orders; - ///卖方委托价位数(SH) - int32_t num_ask_orders; - - ///基金T-1日净值(SZ) - double pre_iopv; - ///预留 - int64_t r1; - ///预留 - int64_t r2; -}; - -// 期权额外数据 -struct XTPMarketDataOptionExData { - ///波段性中断参考价(SH) - double auction_price; - ///波段性中断集合竞价虚拟匹配量(SH) - int64_t auction_qty; - ///最近询价时间(SH) - int64_t last_enquiry_time; -}; - -enum XTP_MARKETDATA_TYPE { - XTP_MARKETDATA_ACTUAL = 0, // 现货(股票/基金/债券等) - XTP_MARKETDATA_OPTION = 1, // 期权 -}; - -///行情 -typedef struct XTPMarketDataStruct -{ - // 代码 - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - // 价格 - ///最新价 - double last_price; - ///昨收盘 - double pre_close_price; - ///今开盘 - double open_price; - ///最高价 - double high_price; - ///最低价 - double low_price; - ///今收盘 - double close_price; - - // 期权数据 - ///昨日持仓量(张)(目前未填写) - int64_t pre_total_long_positon; - ///持仓量(张) - int64_t total_long_positon; - ///昨日结算价 - double pre_settl_price; - ///今日结算价 - double settl_price; - - // 涨跌停 - ///涨停价 - double upper_limit_price; - ///跌停价 - double lower_limit_price; - ///预留 - double pre_delta; - ///预留 - double curr_delta; - - /// 时间类，格式为YYYYMMDDHHMMSSsss - int64_t data_time; - - // 量额数据 - ///数量，为总成交量（单位股，与交易所一致） - int64_t qty; - ///成交金额，为总成交金额（单位元，与交易所一致） - double turnover; - ///当日均价=(turnover/qty) - double avg_price; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - - // 额外数据 - ///成交笔数 - int64_t trades_count; - ///当前交易状态说明 - char ticker_status[8]; - ///数据 - union { - XTPMarketDataStockExData stk; - XTPMarketDataOptionExData opt; - } ; - ///决定了union是哪种数据类型 - XTP_MARKETDATA_TYPE data_type; - ///预留 - int32_t r4; -} XTPMD; - - -///股票行情静态信息 -typedef struct XTPQuoteStaticInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - /// 合约名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - /// 合约类型 - XTP_TICKER_TYPE ticker_type; - ///昨收盘 - double pre_close_price; - ///涨停板价 - double upper_limit_price; - ///跌停板价 - double lower_limit_price; - ///最小变动价位 - double price_tick; - /// 合约最小交易量(买) - int32_t buy_qty_unit; - /// 合约最小交易量(卖) - int32_t sell_qty_unit; -} XTPQSI; - - -///定单薄 -typedef struct OrderBookStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - ///最新价 - double last_price; - ///数量，为总成交量 - int64_t qty; - ///成交金额，为总成交金额 - double turnover; - ///成交笔数 - int64_t trades_count; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - /// 时间类 - int64_t data_time; -} XTPOB; - -////////////////////////////////// 逐笔数据 - - -///逐笔委托(仅适用深交所) -struct XTPTickByTickEntrust { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///委托价格 - double price; - ///委托数量 - int64_t qty; - ///'1':买; '2':卖; 'G':借入; 'F':出借 - char side; - ///订单类别: '1': 市价; '2': 限价; 'U': 本方最优 - char ord_type; -}; - -///逐笔成交 -struct XTPTickByTickTrade { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///成交价格 - double price; - ///成交量 - int64_t qty; - ///成交金额(仅适用上交所) - double money; - ///买方订单号 - int64_t bid_no; - ///卖方订单号 - int64_t ask_no; - /// SH: 内外盘标识('B':主动买; 'S':主动卖; 'N':未知) - /// SZ: 成交标识('4':撤; 'F':成交) - char trade_flag; -}; - -///逐笔数据信息 -typedef struct XTPTickByTickStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///预留 - int64_t seq; - ///委托时间 or 成交时间 - int64_t data_time; - ///委托 or 成交 - XTP_TBT_TYPE type; - - union { - XTPTickByTickEntrust entrust; - XTPTickByTickTrade trade; - }; -} XTPTBT; - - -///供查询的最新信息 -typedef struct XTPTickerPriceInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///最新价 - double last_price; -} XTPTPI; - -#pragma pack() - -#endif diff --git a/source/Windows/xtp_18.19_python2_32/xtpapi/xtp_api_data_type.h b/source/Windows/xtp_18.19_python2_32/xtpapi/xtp_api_data_type.h deleted file mode 100644 index ebf2b4e..0000000 --- a/source/Windows/xtp_18.19_python2_32/xtpapi/xtp_api_data_type.h +++ /dev/null @@ -1,401 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_api_data_type.h -///@brief 定义兼容数据基本类型 -///////////////////////////////////////////////////////////////////////// -#ifndef _XTP_API_DATA_TYPE_H_ -#define _XTP_API_DATA_TYPE_H_ - -#pragma pack(8) - -/// 存放版本号的字符串长度 -#define XTP_VERSION_LEN 16 -/// 版本号类型 -typedef char XTPVersionType[XTP_VERSION_LEN]; -/// 可交易日字符串长度 -#define XTP_TRADING_DAY_LEN 9 -/// 存放证券代码的字符串长度 -#define XTP_TICKER_LEN 16 -/// 存放证券名称的字符串长度 -#define XTP_TICKER_NAME_LEN 64 -/// 本地报单编号的字符串长度 -#define XTP_LOCAL_ORDER_LEN 11 -/// 交易所单号的字符串长度 -#define XTP_ORDER_EXCH_LEN 17 -/// 成交执行编号的字符串长度 -#define XTP_EXEC_ID_LEN 18 -/// 交易所交易员代码字符串长度 -#define XTP_BRANCH_PBU_LEN 7 -/// 用户资金账户的字符串长度 -#define XTP_ACCOUNT_NAME_LEN 16 - -///////////////////////////////////////////////////////////////////////// -///@brief XTP_LOG_LEVEL是日志输出级别类型 -///////////////////////////////////////////////////////////////////////// -typedef enum XTP_LOG_LEVEL { - XTP_LOG_LEVEL_FATAL, ///<严重错误级别 - XTP_LOG_LEVEL_ERROR, ///<错误级别 - XTP_LOG_LEVEL_WARNING, ///<警告级别 - XTP_LOG_LEVEL_INFO, /// 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_MD_API_EXPORT -#define MD_API_EXPORT __declspec(dllexport) -#else -#define MD_API_EXPORT __declspec(dllimport) -#endif -#else -#define MD_API_EXPORT -#endif - -/*! -* \class XTP::API::QuoteSpi -* -* \brief 行情回调类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class QuoteSpi - { - public: - - ///当客户端与行情后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。可以在此函数中调用Login重新登录。注意用户重新登录后，需要重新订阅行情 - virtual void OnDisconnected(int reason) {}; - - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///订阅行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///深度行情通知，包含买一卖一队列 - ///@param market_data 行情数据 - ///@param bid1_qty 买一队列数据 - ///@param bid1_count 买一队列的有效委托笔数 - ///@param max_bid1_count 买一队列总委托笔数 - ///@param ask1_qty 卖一队列数据 - ///@param ask1_count 卖一队列的有效委托笔数 - ///@param max_ask1_count 卖一队列总委托笔数 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) {}; - - ///订阅行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///行情订单簿通知，包括股票、指数和期权 - ///@param order_book 行情订单簿数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnOrderBook(XTPOB *order_book) {}; - - ///订阅逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///逐笔行情通知，包括股票、指数和期权 - ///@param tbt_data 逐笔行情数据，包括逐笔委托和逐笔成交，此为共用结构体，需要根据type来区分是逐笔委托还是逐笔成交，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnTickByTick(XTPTBT *tbt_data) {}; - - ///订阅全市场的股票行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - - ///查询可交易合约的应答 - ///@param ticker_info 可交易合约信息 - ///@param error_info 查询可交易合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询可交易合约的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///查询合约的最新价格信息应答 - ///@param ticker_info 合约的最新价格信息 - ///@param error_info 查询合约的最新价格信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///订阅全市场的期权行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::QuoteApi -* -* \brief 行情订阅接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class MD_API_EXPORT QuoteApi - { - public: - ///创建QuoteApi - ///@param client_id （必须输入）用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个有可写权限的真实存在的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接 - static QuoteApi *CreateQuoteApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level=XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - - ///获取当前交易日 - ///@return 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() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、Logout、订阅、取消订阅失败时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///设置采用UDP方式连接时的接收缓冲区大小 - ///@remark 需要在Login之前调用，默认大小和最小设置均为64MB。此缓存大小单位为MB，请输入2的次方数，例如128MB请输入128。 - virtual void SetUDPBufferSize(uint32_t buff_size) = 0; - - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(QuoteSpi *spi) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///订阅行情，包括股票、指数和期权。 - ///@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情，包括股票、指数和期权。 - ///@return 取消订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情接口配套使用 - virtual int UnSubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅行情订单簿，包括股票、指数和期权。 - ///@return 订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情(仅支持深交所) - virtual int SubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情订单簿，包括股票、指数和期权。 - ///@return 取消订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情订单簿接口配套使用 - virtual int UnSubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅逐笔行情，包括股票、指数和期权。 - ///@return 订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订逐笔行情，包括股票、指数和期权。 - ///@return 取消订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅逐笔行情接口配套使用 - virtual int UnSubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅全市场的股票行情 - ///@return 订阅全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情接口配套使用 - virtual int SubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情 - ///@return 退订全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情接口配套使用 - virtual int UnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票行情订单簿 - ///@return 订阅全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情订单簿接口配套使用 - virtual int SubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情订单簿 - ///@return 退订全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情订单簿接口配套使用 - virtual int UnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票逐笔行情 - ///@return 订阅全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订逐笔行情接口配套使用 - virtual int SubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票逐笔行情 - ///@return 退订全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场逐笔行情接口配套使用 - virtual int UnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///用户登录请求 - ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 - ///@param ip 服务器ip地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登陆用户名 - ///@param password 登陆密码 - ///@param sock_type “1”代表TCP，“2”代表UDP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接 - virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 - virtual int Logout() = 0; - - ///获取当前交易日可交易合约 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param exchange_id 交易所代码 - virtual int QueryAllTickers(XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要查询的合约个数 - ///@param exchange_id 交易所代码 - virtual int QueryTickersPriceInfo(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取所有合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - virtual int QueryAllTickersPriceInfo() = 0; - - ///订阅全市场的期权行情 - ///@return 订阅全市期权场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情接口配套使用 - virtual int SubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情 - ///@return 退订全市场期权行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情接口配套使用 - virtual int UnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权行情订单簿 - ///@return 订阅全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情订单簿接口配套使用 - virtual int SubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情订单簿 - ///@return 退订全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情订单簿接口配套使用 - virtual int UnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权逐笔行情 - ///@return 订阅全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权逐笔行情接口配套使用 - virtual int SubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权逐笔行情 - ///@return 退订全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权逐笔行情接口配套使用 - virtual int UnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - - protected: - ~QuoteApi() {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif diff --git a/source/Windows/xtp_18.19_python2_32/xtpapi/xtp_trader_api.h b/source/Windows/xtp_18.19_python2_32/xtpapi/xtp_trader_api.h deleted file mode 100644 index 01f39c6..0000000 --- a/source/Windows/xtp_18.19_python2_32/xtpapi/xtp_trader_api.h +++ /dev/null @@ -1,456 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_trader_api.h -///@brief 定义客户端交易接口 -///////////////////////////////////////////////////////////////////////// - -#ifndef _XTP_TRADER_API_H_ -#define _XTP_TRADER_API_H_ - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_TRADER_API_EXPORT -#define TRADER_API_EXPORT __declspec(dllexport) -#else -#define TRADER_API_EXPORT __declspec(dllimport) -#endif -#else -#define TRADER_API_EXPORT -#endif - -/*! -* \class XTP::API::TraderSpi -* -* \brief 交易接口响应类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TraderSpi - { - public: - - ///当客户端的某个连接与交易后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 用户主动调用logout导致的断线，不会触发此函数。api不会自动重连，当断线发生时，请用户自行选择后续操作，可以在此函数中调用Login重新登录，并更新session_id，此时用户收到的数据跟断线之前是连续的 - virtual void OnDisconnected(uint64_t session_id, int reason) {}; - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息,当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///报单通知 - ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 - ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; - - ///成交通知 - ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) {}; - - ///撤单出错响应 - ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id - ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 此响应只会在撤单发生错误时被回调 - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param req_count 分页请求的最大数量 - ///@param order_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询成交响应 - ///@param trade_info 查询到的一个成交回报 - ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询成交响应 - ///@param trade_info 查询到的一个成交信息 - ///@param req_count 分页请求的最大数量 - ///@param trade_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询投资者持仓响应 - ///@param position 查询到的一只股票的持仓情况 - ///@param error_info 查询账户持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金账户响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param asset 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询分级基金信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_info 查询到的分级基金情况 - ///@param error_info 查询分级基金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金划拨订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_transfer_info 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///资金划拨通知 - ///@param fund_transfer_info 资金划拨通知的具体信息，用户可以通过fund_transfer_info.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 - ///@param error_info 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error_info.error_id=11000382时，error_info.error_msg为结点中可用于划拨的资金（以整数为准），用户需进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。 - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询ETF清单文件的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_info 查询到的ETF清单文件情况 - ///@param error_info 查询ETF清单文件发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询ETF股票篮的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_component_info 查询到的ETF合约的相关成分股信息 - ///@param error_info 查询ETF股票篮发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询今日新股申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param ipo_info 查询到的今日新股申购的一只股票信息 - ///@param error_info 查询今日新股申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询用户新股申购额度信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param quota_info 查询到的用户某个市场的今日新股申购额度信息 - ///@param error_info 查查询用户新股申购额度信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询期权合约的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param option_info 查询到的期权合约情况 - ///@param error_info 查询期权合约发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::TraderApi -* -* \brief 交易接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TRADER_API_EXPORT TraderApi - { - public: - ///创建TraderApi - ///@param client_id （必须输入）客户端id，用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个真实存在的有可写权限的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接。系统不支持过夜，请确保每天开盘前重新启动 - static TraderApi *CreateTraderApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level = XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - ///获取当前交易日 - ///@return 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() = 0; - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(TraderSpi *spi) = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、InsertOrder、CancelOrder返回值为0时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///通过报单在xtp系统中的ID获取下单的客户端id - ///@return 返回客户端id，可以用此方法过滤自己下的订单 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 - virtual uint8_t GetClientIDByXTPID(uint64_t order_xtp_id) = 0; - - ///通过报单在xtp系统中的ID获取相关资金账户名 - ///@return 返回资金账户名 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 只有资金账户登录成功后,才能得到正确的信息 - virtual const char* GetAccountByXTPID(uint64_t order_xtp_id) = 0; - - ///订阅公共流。 - ///@param resume_type 公共流（订单响应、成交回报）重传方式 - /// XTP_TERT_RESTART:从本交易日开始重传 - /// XTP_TERT_RESUME:(保留字段，此方式暂未支持)从上次收到的续传 - /// XTP_TERT_QUICK:只传送登录后公共流的内容 - ///@remark 该方法要在Login方法前调用。若不调用则不会收到公共流的数据。注意在用户断线后，如果不登出就login()，公共流订阅方式不会起作用。用户只会收到断线后的所有消息。如果先logout()再login()，那么公共流订阅方式会起作用，用户收到的数据会根据用户的选择方式而定。 - virtual void SubscribePublicTopic(XTP_TE_RESUME_TYPE resume_type) = 0; - - ///设置软件开发版本号 - ///@param version 用户开发软件版本号，非api发行版本号，长度不超过15位，以'\0'结尾 - ///@remark 此函数必须在Login之前调用，标识的是客户端版本号，而不是API的版本号，由用户自定义 - virtual void SetSoftwareVersion(const char* version) = 0; - - ///设置软件开发Key - ///@param key 用户开发软件Key，用户申请开户时给予，以'\0'结尾 - ///@remark 此函数必须在Login之前调用 - virtual void SetSoftwareKey(const char* key) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///用户登录请求 - ///@return session_id表明此资金账号登录是否成功，“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，非“0”表示登录成功，此时需要记录下这个返回值session_id，与登录的资金账户对应 - ///@param ip 服务器地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登录用户名 - ///@param password 登录密码 - ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api可支持多个账户连接，但是同一个账户同一个client_id只能有一个session连接，后面的登录在前一个session存续期间，无法连接 - virtual uint64_t Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败 - ///@param session_id 资金账户对应的session_id,登录时得到 - virtual int Logout(uint64_t session_id) = 0; - - ///服务器是否重启过 - ///@return “true”表示重启过，“false”表示没有重启过 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数必须在Login之后调用 - virtual bool IsServerRestart(uint64_t session_id) = 0; - - ///报单录入请求 - ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 - virtual uint64_t InsertOrder(XTPOrderInsertInfo *order, uint64_t session_id) = 0; - - ///报单操作请求 - ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order_xtp_id 需要撤销的委托单在XTP系统中的ID - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 如果撤单成功，会在报单响应函数OnOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 - virtual uint64_t CancelOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; - - ///根据报单ID请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryOrders(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryOrdersByPage(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///根据委托编号请求查询相关成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询已成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryTrades(XTPQueryTraderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询成交回报 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryTradesByPage(const XTPQueryTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询投资者持仓 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param ticker 需要查询的持仓合约代码，可以为空，如果不为空，请不带空格，并以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息，如果合约代码为空，则默认查询所有持仓信息 - virtual int QueryPosition(const char *ticker, uint64_t session_id, int request_id) = 0; - - ///请求查询资产 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryAsset(uint64_t session_id, int request_id) = 0; - - ///请求查询分级基金 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的分级基金筛选条件，其中母基金代码可以为空，则默认所有存在的母基金，如果不为空，请不带空格，并以'\0'结尾，其中交易市场不能为空 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryStructuredFund(XTPQueryStructuredFundInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - ///资金划拨请求 - ///@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param fund_transfer 资金划拨的请求信息 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。 - virtual uint64_t FundTransfer(XTPFundTransferReq *fund_transfer, uint64_t session_id) = 0; - - ///请求查询资金划拨 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的资金划拨订单筛选条件，其中serial_id可以为0，则默认所有资金划拨订单，如果不为0，则请求特定的资金划拨订单 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryFundTransfer(XTPQueryFundTransferLogReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF清单文件 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的ETF清单文件的筛选条件，其中合约代码可以为空，则默认所有存在的ETF合约代码，market字段也可以为初始值，则默认所有市场的ETF合约 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETF(XTPQueryETFBaseReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF股票篮 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询股票篮的的ETF合约，其中合约代码不可以为空，market字段也必须指定 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETFTickerBasket(XTPQueryETFComponentReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询今日新股申购信息列表 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOInfoList(uint64_t session_id, int request_id) = 0; - - ///请求查询用户新股申购额度信息 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOQuotaInfo(uint64_t session_id, int request_id) = 0; - - ///请求查询期权合约 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的期权合约的筛选条件，可以为NULL（为NULL表示查询所有的期权合约） - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOptionAuctionInfo(XTPQueryOptionAuctionInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - - protected: - ~TraderApi() {}; - }; - - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif diff --git a/source/Windows/xtp_18.19_python2_32/xtpapi/xtpquoteapi.dll b/source/Windows/xtp_18.19_python2_32/xtpapi/xtpquoteapi.dll deleted file mode 100644 index a1dda95..0000000 Binary files a/source/Windows/xtp_18.19_python2_32/xtpapi/xtpquoteapi.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python2_32/xtpapi/xtpquoteapi.lib b/source/Windows/xtp_18.19_python2_32/xtpapi/xtpquoteapi.lib deleted file mode 100644 index 82d6330..0000000 Binary files a/source/Windows/xtp_18.19_python2_32/xtpapi/xtpquoteapi.lib and /dev/null differ diff --git a/source/Windows/xtp_18.19_python2_32/xtpapi/xtptraderapi.dll b/source/Windows/xtp_18.19_python2_32/xtpapi/xtptraderapi.dll deleted file mode 100644 index 6b3303f..0000000 Binary files a/source/Windows/xtp_18.19_python2_32/xtpapi/xtptraderapi.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python2_32/xtpapi/xtptraderapi.lib b/source/Windows/xtp_18.19_python2_32/xtpapi/xtptraderapi.lib deleted file mode 100644 index e46eef4..0000000 Binary files a/source/Windows/xtp_18.19_python2_32/xtpapi/xtptraderapi.lib and /dev/null differ diff --git a/source/Windows/xtp_18.19_python2_64/CMakeLists.txt b/source/Windows/xtp_18.19_python2_64/CMakeLists.txt deleted file mode 100644 index b6f733c..0000000 --- a/source/Windows/xtp_18.19_python2_64/CMakeLists.txt +++ /dev/null @@ -1,129 +0,0 @@ -cmake_minimum_required(VERSION 2.8) -project(vn_xtp_api) - -# 设置使用的编译器 -set(CMAKE_BUILD_TYPE "Release") -if (CMAKE_COMPILER_IS_GNUC OR CMAKE_COMPILER_IS_GNUCXX) - set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fPIC -std=c++11") -endif () - -# 设置输出目录 -set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin) -set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/lib) - -# 使用64位编译 -option(USE_64BITS "comiple 64bits" ON) -if (USE_64BITS) - add_definitions(-DUSE_64BITS) -endif() - -# 设置C++ API源文件的所在目录 -set(XTPAPI_PATH ) -if (WIN32) - set(XTPAPI_PATH xtpapi) -elseif (UNIX) - message("Under unix: " ${CMAKE_SIZEOF_VOID_P}) - if (CMAKE_SIZEOF_VOID_P MATCHES "8") - set(XTPAPI_PATH xtpapi) - endif() -endif() - -include_directories(${XTPAPI_PATH}) - - -set(XTPAPI_MD_LIBRARY ) -set(XTPAPI_TD_LIBRARY ) - -# 链接C++ API库文件 -if (WIN32) -find_library(XTPAPI_MD_LIBRARY - NAMES xtpquoteapi.lib - PATHS ${CMAKE_CURRENT_SOURCE_DIR}/xtpapi/) -find_library(XTPAPI_TD_LIBRARY - NAMES xtptraderapi.lib - PATHS ${CMAKE_CURRENT_SOURCE_DIR}/xtpapi/) -elseif (UNIX) -find_library(XTPAPI_MD_LIBRARY - NAMES libxtpquoteapi.so - PATHS ${XTPAPI_PATH}) -find_library(XTPAPI_TD_LIBRARY - NAMES libxtptraderapi.so - PATHS ${XTPAPI_PATH}) -endif() - -# 设置Python所在的目录 -set(PYTHON_LIBRARY ) -if (WIN32) - set(PYTHON_INCLUDE_PATH E:/xtpIDE/Python/Python27_64/include) - link_directories(E:/xtpIDE/Python/Python27_64/libs) - include_directories(${PYTHON_INCLUDE_PATH}) -elseif(UNIX) - set(PYTHON_LIBRARY /usr/local/python3/lib/) - set(PYTHON_INCLUDE_PATH /usr/local/python3/include/python3.6m/) - include_directories(${PYTHON_INCLUDE_PATH}) -endif() - -# 链接boost库，anaconda /python3用的是python3.6没有用Anaconda -set(BOOST_ROOT ) -if (WIN32) - set(BOOST_ROOT E:/xtp/soft/boost_1_57_0_python2_64/boost_1_57_0/) - set(Boost_USE_STATIC_LIBS ON) #链接boost静态库 - link_directories(E:/xtp/soft/boost_1_57_0_python2_64/boost_1_57_0/stage/lib) - include_directories(${BOOST_ROOT}) -elseif(UNIX) - set(Boost_USE_MULTITHREADED ON) - set(BOOST_ROOT /home/likunliang/boost_1_66_0_python3/) - find_package(Boost 1.66.0 COMPONENTS python3 thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错 - if(Boost_FOUND) - include_directories(${Boost_INCLUDE_DIRS}) - endif() -endif() - -# 设置编译源文件 -set (vnxtpquote ) -set (vnxtptrader ) - -option(BUILD_XTP_MD "build xtp md" ON) -if (BUILD_XTP_MD) - add_definitions(-BUILD_XTP_MD) - set(XTP_MD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote) - include_directories(${XTP_MD_PATH}) - set(VN_XTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote/vnxtpquote.cpp) - add_library(vnxtpquote SHARED ${VN_XTP_MD_SOURCE}) -endif() -option(BUILD_XTP_TD "build xtp td" ON) -if (BUILD_XTP_TD) - add_definitions(-BUILD_XTP_TD) - set(XTP_TD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/) - include_directories(${XTP_TD_PATH}) - set(VN_XTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/vnxtptrader.cpp) - add_library(vnxtptrader SHARED ${VN_XTP_TD_SOURCE}) -endif() - -# 去掉生成的so文件名中前缀的lib -set_target_properties(vnxtpquote PROPERTIES PREFIX "") - -# 链接生成.so文件 -if (WIN32) - target_link_libraries(vnxtpquote ${XTPAPI_MD_LIBRARY}) -elseif(UNIX) - target_link_libraries(vnxtpquote ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_MD_LIBRARY}) -endif() -# 将生成的dll文件后缀名修改为pyd（仅在windows下） -set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.dll") -if (EXISTS ${MD_DLL}) - file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.pyd) -endif() - -# 和上面的MD相同 -set_target_properties(vnxtptrader PROPERTIES PREFIX "") -if (WIN32) - target_link_libraries(vnxtptrader ${XTPAPI_TD_LIBRARY}) -elseif(UNIX) - target_link_libraries(vnxtptrader ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_TD_LIBRARY}) -endif() - -set(TD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnxtptrader.dll) -if (EXISTS ${TD_DLL}) - file(RENAME ${TD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtptrader.pyd) -endif() diff --git a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/ReadMe.txt b/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/ReadMe.txt deleted file mode 100644 index 0838bff..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/ReadMe.txt +++ /dev/null @@ -1,48 +0,0 @@ -======================================================================== - DYNAMIC LINK LIBRARY : vnxtpquote Project Overview -======================================================================== - -AppWizard has created this vnxtpquote DLL for you. - -This file contains a summary of what you will find in each of the files that -make up your vnxtpquote application. - - -vnxtpquote.vcxproj - This is the main project file for VC++ projects generated using an Application Wizard. - It contains information about the version of Visual C++ that generated the file, and - information about the platforms, configurations, and project features selected with the - Application Wizard. - -vnxtpquote.vcxproj.filters - This is the filters file for VC++ projects generated using an Application Wizard. - It contains information about the association between the files in your project - and the filters. This association is used in the IDE to show grouping of files with - similar extensions under a specific node (for e.g. ".cpp" files are associated with the - "Source Files" filter). - -vnxtpquote.cpp - This is the main DLL source file. - - When created, this DLL does not export any symbols. As a result, it - will not produce a .lib file when it is built. If you wish this project - to be a project dependency of some other project, you will either need to - add code to export some symbols from the DLL so that an export library - will be produced, or you can set the Ignore Input Library property to Yes - on the General propert page of the Linker folder in the project's Property - Pages dialog box. - -///////////////////////////////////////////////////////////////////////////// -Other standard files: - -StdAfx.h, StdAfx.cpp - These files are used to build a precompiled header (PCH) file - named vnxtpquote.pch and a precompiled types file named StdAfx.obj. - -///////////////////////////////////////////////////////////////////////////// -Other notes: - -AppWizard uses "TODO:" comments to indicate parts of the source code you -should add to or customize. - -///////////////////////////////////////////////////////////////////////////// diff --git a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/dllmain.cpp b/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/dllmain.cpp deleted file mode 100644 index 69b5891..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/dllmain.cpp +++ /dev/null @@ -1,19 +0,0 @@ -// dllmain.cpp : Defines the entry point for the DLL application. -#include "stdafx.h" - -BOOL APIENTRY DllMain( HMODULE hModule, - DWORD ul_reason_for_call, - LPVOID lpReserved - ) -{ - switch (ul_reason_for_call) - { - case DLL_PROCESS_ATTACH: - case DLL_THREAD_ATTACH: - case DLL_THREAD_DETACH: - case DLL_PROCESS_DETACH: - break; - } - return TRUE; -} - diff --git a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/libsodium.dll b/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/libsodium.dll deleted file mode 100644 index 8921bc3..0000000 Binary files a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/libsodium.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/stdafx.cpp b/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/stdafx.cpp deleted file mode 100644 index 926d762..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/stdafx.cpp +++ /dev/null @@ -1,8 +0,0 @@ -// stdafx.cpp : source file that includes just the standard includes -// vnxtpquote.pch will be the pre-compiled header -// stdafx.obj will contain the pre-compiled type information - -#include "stdafx.h" - -// TODO: reference any additional headers you need in STDAFX.H -// and not in this file diff --git a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/stdafx.h b/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/stdafx.h deleted file mode 100644 index f3a0737..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/stdafx.h +++ /dev/null @@ -1,16 +0,0 @@ -// stdafx.h : include file for standard system include files, -// or project specific include files that are used frequently, but -// are changed infrequently -// - -#pragma once - -#include "targetver.h" - -#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers -// Windows Header Files: -#include - - - -// TODO: reference additional headers your program requires here diff --git a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/targetver.h b/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/targetver.h deleted file mode 100644 index 87c0086..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/targetver.h +++ /dev/null @@ -1,8 +0,0 @@ -#pragma once - -// Including SDKDDKVer.h defines the highest available Windows platform. - -// If you wish to build your application for a previous Windows platform, include WinSDKVer.h and -// set the _WIN32_WINNT macro to the platform you wish to support before including SDKDDKVer.h. - -#include diff --git a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/vnxtpquote.h b/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/vnxtpquote.h deleted file mode 100644 index 9ca9074..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/vnxtpquote.h +++ /dev/null @@ -1,531 +0,0 @@ -//˵ - -//API -#include "xtp_quote_api.h" - -//ϵͳ -//#ifdef WIN32 -//#include "stdafx.h" -//#endif -#include -#include -#include - -//Boost -#define BOOST_PYTHON_STATIC_LIB -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //е̹߳ -#include //е̹߳ - - -//ռ -using namespace std; -using namespace boost::python; -using namespace boost; - - -// -#define ONDISCONNECTED 1 -#define ONERROR 2 -#define ONSUBMARKETDATA 3 -#define ONUNSUBMARKETDATA 4 -#define ONDEPTHMARKETDATA 5 -#define ONSUBORDERBOOK 6 -#define ONUNSUBORDERBOOK 7 -#define ONORDERBOOK 8 -#define ONSUBTICKBYTICK 9 -#define ONUNSUBTICKBYTICK 10 -#define ONTICKBYTICK 11 -#define ONSUBSCRIBEALLMARKETDATA 12 -#define ONUNSUBSCRIBEALLMARKETDATA 13 -#define ONSUBSCRIBEALLORDERBOOK 14 -#define ONUNSUBSCRIBEALLORDERBOOK 15 -#define ONSUBSCRIBEALLTICKBYTICK 16 -#define ONUNSUBSCRIBEALLTICKBYTICK 17 -#define ONQUERYALLTICKERS 18 -#define ONQUERYTICKERSPRICEINFO 19 - -#define ONSUBSCRIBEALLOPTIONMARKETDATA 20 -#define ONUNSUBSCRIBEALLOPTIONMARKETDATA 21 -#define ONSUBSCRIBEALLOPTIONORDERBOOK 22 -#define ONUNSUBSCRIBEALLOPTIONORDERBOOK 23 -#define ONSUBSCRIBEALLOPTIONTICKBYTICK 24 -#define ONUNSUBSCRIBEALLOPTIONTICKBYTICK 25 - -///------------------------------------------------------------------------------------- -///APIеIJ -///------------------------------------------------------------------------------------- - -//GILȫ򻯻ȡã -//ڰC++̻߳GILӶֹpython -class PyLock -{ -private: - PyGILState_STATE gil_state; - -public: - //ijдöʱGIL - PyLock() - { - gil_state = PyGILState_Ensure(); - } - - //ijɺٸöʱGIL - ~PyLock() - { - PyGILState_Release(gil_state); - } -}; - - -//ṹ -struct Task -{ - int task_name; //صƶӦij - void *task_data; //ݽṹ - void *task_error; //ṹ - int task_id; //id - bool task_last; //ǷΪ󷵻 - int exchange_id; //г - void *task_data_one; //ݽṹ - int task_one_counts; - int task_one_all_counts; - void *task_data_two; //ݽṹ - int task_two_counts; - int task_two_all_counts; - -}; - - -///̰߳ȫĶ -template - -class ConcurrentQueue -{ -private: - queue the_queue; //׼ - mutable mutex the_mutex; //boost - condition_variable the_condition_variable; //boost - -public: - - //µ - void push(Data const& data) - { - mutex::scoped_lock lock(the_mutex); //ȡ - the_queue.push(data); //д - lock.unlock(); //ͷ - the_condition_variable.notify_one(); //֪ͨȴ߳ - } - - //ǷΪ - bool empty() const - { - mutex::scoped_lock lock(the_mutex); - return the_queue.empty(); - } - - //ȡ - Data wait_and_pop() - { - mutex::scoped_lock lock(the_mutex); - - while (the_queue.empty()) //Ϊʱ - { - the_condition_variable.wait(lock); //ȴ֪ͨ - } - - Data popped_value = the_queue.front(); //ȡеһ - the_queue.pop(); //ɾ - return popped_value; //ظ - } - -}; - - -//ֵлȡijֵӦֵṹֵ -void getInt(dict d, string key, int* value); - -//ֵлȡijֵӦĸֵṹֵ -void getDouble(dict d, string key, double* value); - -//ֵлȡijֵӦֵַṹֵ -void getChar(dict d, string key, char* value); - -//ֵлȡijֵӦֵַṹֵ -void getStr(dict d, string key, char* value); - - -///------------------------------------------------------------------------------------- -///C++ SPIĻصʵ -///------------------------------------------------------------------------------------- - -//APIļ̳ʵ -class QuoteApi : public XTP::API::QuoteSpi -{ -private: - XTP::API::QuoteApi* api; //API - thread *task_thread; //ָ߳루pythonݣ - ConcurrentQueue task_queue; // - -public: - QuoteApi() - { - function0 f = boost::bind(&QuoteApi::processTask, this); - thread t(f); - this->task_thread = &t; - }; - - ~QuoteApi() - { - }; - - //------------------------------------------------------------------------------------- - //APIص - //------------------------------------------------------------------------------------- - - ///ͻ̨ͨӶϿʱ÷á - ///@param reason ԭӦ - ///@remark apiԶ߷ʱûѡڴ˺еLoginµ¼עûµ¼Ҫ¶ - virtual void OnDisconnected(int reason); - - - ///Ӧ - ///@param error_info ӦʱľĴʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ˺ֻڷʱŻãһû - virtual void OnError(XTPRI *error_info); - - ///Ӧ - ///@param ticker ϸĺԼ - ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ζĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿĵĺԼӦһӦҪٷأϢʱᴥ - virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///˶Ӧ - ///@param ticker ϸĺԼȡ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ȡĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿȡĵĺԼӦһȡӦҪٷأϢʱᴥ - virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///֪ͨһһ - ///@param market_data - ///@param bid1_qty һ - ///@param bid1_count һеЧίб - ///@param max_bid1_count һίб - ///@param ask1_qty һ - ///@param ask1_count һеЧίб - ///@param max_ask1_count һίб - ///@remark ҪٷأϢʱᴥ - virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count); - - ///鶩Ӧ - ///@param ticker ϸĺԼ - ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ζĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿĵĺԼӦһӦҪٷأϢʱᴥ - virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///˶鶩Ӧ - ///@param ticker ϸĺԼȡ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ȡĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿȡĵĺԼӦһȡӦҪٷأϢʱᴥ - virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///鶩֪ͨ - ///@param order_book 鶩ݣҪٷأϢʱᴥ - virtual void OnOrderBook(XTPOB *order_book); - - ///Ӧ - ///@param ticker ϸĺԼ - ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ζĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿĵĺԼӦһӦҪٷأϢʱᴥ - virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///˶Ӧ - ///@param ticker ϸĺԼȡ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ȡĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿȡĵĺԼӦһȡӦҪٷأϢʱᴥ - virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///֪ͨ - ///@param tbt_data ݣίкʳɽΪýṹ壬ҪtypeίлʳɽҪٷأϢʱᴥ - virtual void OnTickByTick(XTPTBT *tbt_data); - - ///ȫгĹƱӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгӦ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///ȫг鶩Ӧ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///˶ȫг鶩Ӧ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///ȫгӦ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///˶ȫгӦ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - - ///ѯɽ׺ԼӦ - ///@param ticker_info ɽ׺ԼϢ - ///@param error_info ѯɽ׺ԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴βѯɽ׺ԼһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last); - - ///ѯԼ¼۸ϢӦ - ///@param ticker_info Լ¼۸Ϣ - ///@param error_info ѯԼ¼۸ϢʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴βѯһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last); - - - ///ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///ȫгȨ鶩Ӧ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгȨ鶩Ӧ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - //------------------------------------------------------------------------------------- - //task - //------------------------------------------------------------------------------------- - - void processTask(); - - void processDisconnected(Task *task); - - void processError(Task *task); - - void processSubMarketData(Task *task); - - void processUnSubMarketData(Task *task); - - void processDepthMarketData(Task *task); - - void processSubOrderBook(Task *task); - - void processUnSubOrderBook(Task *task); - - void processOrderBook(Task *task); - - void processSubTickByTick(Task *task); - - void processUnSubTickByTick(Task *task); - - void processTickByTick(Task *task); - - void processSubscribeAllMarketData(Task *task); - - void processUnSubscribeAllMarketData(Task *task); - - void processSubscribeAllOrderBook(Task *task); - - void processUnSubscribeAllOrderBook(Task *task); - - void processSubscribeAllTickByTick(Task *task); - - void processUnSubscribeAllTickByTick(Task *task); - - void processQueryAllTickers(Task *task); - - void processQueryTickersPriceInfo(Task *task); - - - - - void processSubscribeAllOptionMarketData(Task *task); - - void processUnSubscribeAllOptionMarketData(Task *task); - - void processSubscribeAllOptionOrderBook(Task *task); - - void processUnSubscribeAllOptionOrderBook(Task *task); - - void processSubscribeAllOptionTickByTick(Task *task); - - void processUnSubscribeAllOptionTickByTick(Task *task); - //------------------------------------------------------------------------------------- - //dataصֵ - //errorصĴֵ - //idid - //lastǷΪ󷵻 - //i - //------------------------------------------------------------------------------------- - - virtual void onDisconnected(int reason) {}; - - virtual void onError(dict data) {}; - - virtual void onSubMarketData(dict data, dict error, bool last) {}; - - virtual void onUnSubMarketData(dict data, dict error, bool last) {}; - - virtual void onDepthMarketData(dict data,boost::python::list bid1_qty_list,int bid1_count,int max_bid1_count,boost::python::list ask1_qty_list,int ask1_count,int max_ask1_count) {}; - - virtual void onSubOrderBook(dict data, dict error, bool last) {}; - - virtual void onUnSubOrderBook(dict data, dict error, bool last) {}; - - virtual void onOrderBook(dict data) {}; - - virtual void onSubTickByTick(dict data, dict error, bool last) {}; - - virtual void onUnSubTickByTick(dict data, dict error, bool last) {}; - - virtual void onTickByTick(dict data) {}; - - virtual void onSubscribeAllMarketData(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllMarketData(int exchange_id,dict error) {}; - - virtual void onSubscribeAllOrderBook(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOrderBook(int exchange_id,dict error) {}; - - virtual void onSubscribeAllTickByTick(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllTickByTick(int exchange_id,dict error) {}; - - virtual void onQueryAllTickers(dict data, dict error, bool last) {}; - - virtual void onQueryTickersPriceInfo(dict data, dict error, bool last) {}; - - - - - virtual void onSubscribeAllOptionMarketData(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOptionMarketData(int exchange_id,dict error) {}; - - virtual void onSubscribeAllOptionOrderBook(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOptionOrderBook(int exchange_id,dict error) {}; - - virtual void onSubscribeAllOptionTickByTick(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOptionTickByTick(int exchange_id,dict error) {}; - //------------------------------------------------------------------------------------- - //req:ֵ - //------------------------------------------------------------------------------------- - - void createQuoteApi(int clientid, string path, int log_level = XTP_LOG_LEVEL_DEBUG); - - void release(); - - int exit(); - - string getTradingDay(); - - string getApiVersion(); - - dict getApiLastError(); - - void setUDPBufferSize(int size); - - void setHeartBeatInterval(int interval); - - int subscribeMarketData(boost::python::list tickerList,int count, int exchange); - - int unSubscribeMarketData(boost::python::list tickerList,int count, int exchange); - - int subscribeOrderBook(boost::python::list tickerList,int count, int exchange); - - int unSubscribeOrderBook(boost::python::list tickerList,int count, int exchange); - - int subscribeTickByTick(boost::python::list tickerList,int count, int exchange); - - int unSubscribeTickByTick(boost::python::list tickerList,int count, int exchange); - - int subscribeAllMarketData(int exchange = 3); - - int unSubscribeAllMarketData(int exchange = 3); - - int subscribeAllOrderBook(int exchange = 3); - - int unSubscribeAllOrderBook(int exchange = 3); - - int subscribeAllTickByTick(int exchange = 3); - - int unSubscribeAllTickByTick(int exchange = 3); - - int login(string ip, int port, string user, string password, int socktype); - - int logout(); - - int queryAllTickers(int exchange); - - int queryTickersPriceInfo(boost::python::list tickerList, int count, int exchange); - - int queryAllTickersPriceInfo(); - - - - - int subscribeAllOptionMarketData(int exchange = XTP_EXCHANGE_UNKNOWN); - - int unSubscribeAllOptionMarketData(int exchange = XTP_EXCHANGE_UNKNOWN); - - int subscribeAllOptionOrderBook(int exchange = XTP_EXCHANGE_UNKNOWN); - - int unSubscribeAllOptionOrderBook(int exchange = XTP_EXCHANGE_UNKNOWN); - - int subscribeAllOptionTickByTick(int exchange = XTP_EXCHANGE_UNKNOWN); - - int unSubscribeAllOptionTickByTick(int exchange = XTP_EXCHANGE_UNKNOWN); -}; diff --git a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/ReadMe.txt b/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/ReadMe.txt deleted file mode 100644 index b7db244..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/ReadMe.txt +++ /dev/null @@ -1,48 +0,0 @@ -======================================================================== - DYNAMIC LINK LIBRARY : vnxtptrader Project Overview -======================================================================== - -AppWizard has created this vnxtptrader DLL for you. - -This file contains a summary of what you will find in each of the files that -make up your vnxtptrader application. - - -vnxtptrader.vcxproj - This is the main project file for VC++ projects generated using an Application Wizard. - It contains information about the version of Visual C++ that generated the file, and - information about the platforms, configurations, and project features selected with the - Application Wizard. - -vnxtptrader.vcxproj.filters - This is the filters file for VC++ projects generated using an Application Wizard. - It contains information about the association between the files in your project - and the filters. This association is used in the IDE to show grouping of files with - similar extensions under a specific node (for e.g. ".cpp" files are associated with the - "Source Files" filter). - -vnxtptrader.cpp - This is the main DLL source file. - - When created, this DLL does not export any symbols. As a result, it - will not produce a .lib file when it is built. If you wish this project - to be a project dependency of some other project, you will either need to - add code to export some symbols from the DLL so that an export library - will be produced, or you can set the Ignore Input Library property to Yes - on the General propert page of the Linker folder in the project's Property - Pages dialog box. - -///////////////////////////////////////////////////////////////////////////// -Other standard files: - -StdAfx.h, StdAfx.cpp - These files are used to build a precompiled header (PCH) file - named vnxtptrader.pch and a precompiled types file named StdAfx.obj. - -///////////////////////////////////////////////////////////////////////////// -Other notes: - -AppWizard uses "TODO:" comments to indicate parts of the source code you -should add to or customize. - -///////////////////////////////////////////////////////////////////////////// diff --git a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/dllmain.cpp b/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/dllmain.cpp deleted file mode 100644 index 69b5891..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/dllmain.cpp +++ /dev/null @@ -1,19 +0,0 @@ -// dllmain.cpp : Defines the entry point for the DLL application. -#include "stdafx.h" - -BOOL APIENTRY DllMain( HMODULE hModule, - DWORD ul_reason_for_call, - LPVOID lpReserved - ) -{ - switch (ul_reason_for_call) - { - case DLL_PROCESS_ATTACH: - case DLL_THREAD_ATTACH: - case DLL_THREAD_DETACH: - case DLL_PROCESS_DETACH: - break; - } - return TRUE; -} - diff --git a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/libsodium.dll b/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/libsodium.dll deleted file mode 100644 index 8921bc3..0000000 Binary files a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/libsodium.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/stdafx.cpp b/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/stdafx.cpp deleted file mode 100644 index 44a05bf..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/stdafx.cpp +++ /dev/null @@ -1,8 +0,0 @@ -// stdafx.cpp : source file that includes just the standard includes -// vnxtptrader.pch will be the pre-compiled header -// stdafx.obj will contain the pre-compiled type information - -#include "stdafx.h" - -// TODO: reference any additional headers you need in STDAFX.H -// and not in this file diff --git a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/stdafx.h b/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/stdafx.h deleted file mode 100644 index f3a0737..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/stdafx.h +++ /dev/null @@ -1,16 +0,0 @@ -// stdafx.h : include file for standard system include files, -// or project specific include files that are used frequently, but -// are changed infrequently -// - -#pragma once - -#include "targetver.h" - -#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers -// Windows Header Files: -#include - - - -// TODO: reference additional headers your program requires here diff --git a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/targetver.h b/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/targetver.h deleted file mode 100644 index 87c0086..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/targetver.h +++ /dev/null @@ -1,8 +0,0 @@ -#pragma once - -// Including SDKDDKVer.h defines the highest available Windows platform. - -// If you wish to build your application for a previous Windows platform, include WinSDKVer.h and -// set the _WIN32_WINNT macro to the platform you wish to support before including SDKDDKVer.h. - -#include diff --git a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/vnxtptrader.cpp b/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/vnxtptrader.cpp deleted file mode 100644 index 670300d..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/vnxtptrader.cpp +++ /dev/null @@ -1,1933 +0,0 @@ -// vnctpmd.cpp : DLL Ӧóĵ -// -//#include "stdafx.h" -#include "vnxtptrader.h" - -///------------------------------------------------------------------------------------- -///PythonC++תõĺ -///------------------------------------------------------------------------------------- - -void getInt(dict d, string key, int *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getUint64(dict d, string key, uint64_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getUint32(dict d, string key, uint32_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getInt64(dict d, string key, int64_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getDouble(dict d, string key, double *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - *value = x(); - } - } -}; - -void getStr(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ - //+1ӦΪC++ַĽβţرȷ1 -#ifdef _MSC_VER //WIN32 - strcpy_s(value, strlen(buffer) + 1, buffer); -#elif __GNUC__ - strncpy(value, buffer, strlen(buffer) + 1); -#endif - } - } -}; - -void getChar(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - *value = *buffer; - } - } -}; - - -///------------------------------------------------------------------------------------- -///C++Ļصݱ浽 -///------------------------------------------------------------------------------------- - -void TraderApi::OnDisconnected(uint64_t session_id, int reason) -{ - Task* task = new Task(); - task->task_name = ONDISCONNECTED; - task->addtional_int = session_id; //ֶ޸ - task->task_id = reason; - this->task_queue.push(task); -}; - -void TraderApi::OnError(XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONERROR; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - this->task_queue.push(task); -}; - -void TraderApi::OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONORDEREVENT; - - if (order_info) - { - XTPOrderInfo *task_data = new XTPOrderInfo(); - *task_data = *order_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONTRADEEVENT; - - if (trade_info) - { - XTPTradeReport *task_data = new XTPTradeReport(); - *task_data = *trade_info; - task->task_data = task_data; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONCANCELORDERERROR; - - if (cancel_info) - { - XTPOrderCancelInfo *task_data = new XTPOrderCancelInfo(); - *task_data = *cancel_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYORDER; - - if (order_info) - { - XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); - *task_data = *order_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYORDERBYPAGE; - - if (order_info) - { - XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); - *task_data = *order_info; - task->task_data = task_data; - } - - task->addtional_int_two = req_count; - task->addtional_int_three = order_sequence; - task->addtional_int_four = query_reference; - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYTRADE; - - if (trade_info) - { - XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); - *task_data = *trade_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYTRADEBYPAGE; - - if (trade_info) - { - XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); - *task_data = *trade_info; - task->task_data = task_data; - } - - task->addtional_int_two = req_count; - task->addtional_int_three = trade_sequence; - task->addtional_int_four = query_reference; - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - - -void TraderApi::OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYPOSITION; - - if (position) - { - XTPQueryStkPositionRsp *task_data = new XTPQueryStkPositionRsp(); - *task_data = *position; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYASSET; - - if (asset) - { - XTPQueryAssetRsp *task_data = new XTPQueryAssetRsp(); - *task_data = *asset; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYSTRUCTUREDFUND; - - if (fund_info) - { - XTPStructuredFundInfo *task_data = new XTPStructuredFundInfo(); - *task_data = *fund_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYFUNDTRANSFER; - - if (fund_transfer_info) - { - XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); - *task_data = *fund_transfer_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONFUNDTRANSFER; - - if (fund_transfer_info) - { - XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); - *task_data = *fund_transfer_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYETF; - - if (etf_info) - { - XTPQueryETFBaseRsp *task_data = new XTPQueryETFBaseRsp(); - *task_data = *etf_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYETFBASKET; - - if (etf_component_info) - { - XTPQueryETFComponentRsp *task_data = new XTPQueryETFComponentRsp(); - *task_data = *etf_component_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYIPOINFOLIST; - - if (ipo_info) - { - XTPQueryIPOTickerRsp *task_data = new XTPQueryIPOTickerRsp(); - *task_data = *ipo_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYIPOQUOTAINFO; - - if (quota_info) - { - XTPQueryIPOQuotaRsp *task_data = new XTPQueryIPOQuotaRsp(); - *task_data = *quota_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - - -void TraderApi::OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYOPTIONAUCTIONINFO; - - if (option_info) - { - XTPQueryOptionAuctionInfoRsp *task_data = new XTPQueryOptionAuctionInfoRsp(); - *task_data = *option_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -} -///------------------------------------------------------------------------------------- -///̴߳ӶȡݣתΪpython󣬽 -///------------------------------------------------------------------------------------- - -void TraderApi::processTask() -{ - while (1) - { - Task* task = this->task_queue.wait_and_pop(); - - switch (task->task_name) - { - case ONDISCONNECTED: - { - this->processDisconnected(task); - break; - } - - case ONERROR: - { - this->processError(task); - break; - } - - case ONORDEREVENT: - { - this->processOrderEvent(task); - break; - } - - case ONTRADEEVENT: - { - this->processTradeEvent(task); - break; - } - - case ONCANCELORDERERROR: - { - this->processCancelOrderError(task); - break; - } - - case ONQUERYORDER: - { - this->processQueryOrder(task); - break; - } - - case ONQUERYORDERBYPAGE: - { - this->processQueryOrderByPage(task); - break; - } - - case ONQUERYTRADE: - { - this->processQueryTrade(task); - break; - } - - case ONQUERYTRADEBYPAGE: - { - this->processQueryTradeByPage(task); - break; - } - - case ONQUERYPOSITION: - { - this->processQueryPosition(task); - break; - } - - case ONQUERYASSET: - { - this->processQueryAsset(task); - break; - } - - - case ONQUERYSTRUCTUREDFUND: - { - this->processQueryStructuredFund(task); - break; - } - - case ONQUERYFUNDTRANSFER: - { - this->processQueryFundTransfer(task); - break; - } - - case ONFUNDTRANSFER: - { - this->processFundTransfer(task); - break; - } - - case ONQUERYETF: - { - this->processQueryETF(task); - break; - } - - case ONQUERYETFBASKET: - { - this->processQueryETFBasket(task); - break; - } - - case ONQUERYIPOINFOLIST: - { - this->processQueryIPOInfoList(task); - break; - } - - case ONQUERYIPOQUOTAINFO: - { - this->processQueryIPOQuotaInfo(task); - break; - } - - - case ONQUERYOPTIONAUCTIONINFO: - { - this->processQueryOptionAuctionInfo(task); - break; - } - }; - } -}; - -void TraderApi::processDisconnected(Task *task) -{ - PyLock lock; - this->onDisconnected(task->addtional_int, task->task_id); - delete task; -}; - -void TraderApi::processError(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onError(error); - delete task; -}; - -void TraderApi::processOrderEvent(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOrderInfo *task_data = (XTPOrderInfo*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onOrderEvent(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processTradeEvent(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPTradeReport *task_data = (XTPTradeReport*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - this->onTradeEvent(data, task->addtional_int); - delete task; -}; - -void TraderApi::processCancelOrderError(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOrderCancelInfo *task_data = (XTPOrderCancelInfo*)task->task_data; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_xtp_id"] = task_data->order_xtp_id; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onCancelOrderError(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryOrder(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryOrder(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryOrderByPage(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - - - this->onQueryOrderByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - -void TraderApi::processQueryTrade(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryTrade(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryTradeByPage(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - this->onQueryTradeByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - -void TraderApi::processQueryPosition(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryStkPositionRsp *task_data = (XTPQueryStkPositionRsp*)task->task_data; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["market"] = int(task_data->market); //ֶ޸ - data["total_qty"] = task_data->total_qty; - data["sellable_qty"] = task_data->sellable_qty; - data["avg_price"] = task_data->avg_price; - data["unrealized_pnl"] = task_data->unrealized_pnl; - data["yesterday_position"] = task_data->yesterday_position; - data["purchase_redeemable_qty"] = task_data->purchase_redeemable_qty; - - data["position_direction"] = (int)task_data->position_direction; - data["reserved1"] = task_data->reserved1; - data["executable_option"] = task_data->executable_option; - data["lockable_position"] = task_data->lockable_position; - data["executable_underlying"] = task_data->executable_underlying; - data["locked_position"] = task_data->locked_position; - data["usable_locked_position"] = task_data->usable_locked_position; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryPosition(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryAsset(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryAssetRsp *task_data = (XTPQueryAssetRsp*)task->task_data; - - data["total_asset"] = task_data->total_asset; - data["buying_power"] = task_data->buying_power; - data["security_asset"] = task_data->security_asset; - data["fund_buy_amount"] = task_data->fund_buy_amount; - data["fund_buy_fee"] = task_data->fund_buy_fee; - data["fund_sell_amount"] = task_data->fund_sell_amount; - data["fund_sell_fee"] = task_data->fund_sell_fee; - data["withholding_amount"] = task_data->withholding_amount; - data["account_type"] = (int)task_data->account_type; - - data["frozen_margin"] = task_data->frozen_margin; - data["frozen_exec_cash"] = task_data->frozen_exec_cash; - data["frozen_exec_fee"] = task_data->frozen_exec_fee; - data["pay_later"] = task_data->pay_later; - data["preadva_pay"] = task_data->preadva_pay; - data["orig_banlance"] = task_data->orig_banlance; - data["banlance"] = task_data->banlance; - data["deposit_withdraw"] = task_data->deposit_withdraw; - data["trade_netting"] = task_data->trade_netting; - data["captial_asset"] = task_data->captial_asset; - data["force_freeze_amount"] = task_data->force_freeze_amount; - data["preferred_amount"] = task_data->preferred_amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryAsset(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryStructuredFund(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPStructuredFundInfo *task_data = (XTPStructuredFundInfo*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["sf_ticker"] = task_data->sf_ticker; - data["sf_ticker_name"] = task_data->sf_ticker_name; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["split_merge_status"] = (int)task_data->split_merge_status; - data["ratio"] = task_data->ratio; - data["min_split_qty"] = task_data->min_split_qty; - data["min_merge_qty"] = task_data->min_merge_qty; - data["net_price"] = task_data->net_price; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryStructuredFund(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryFundTransfer(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; - data["serial_id"] = task_data->serial_id; - data["transfer_type"] = (int)task_data->transfer_type; - data["amount"] = task_data->amount; - data["oper_status"] = (int)task_data->oper_status; - data["transfer_time"] = task_data->transfer_time; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryFundTransfer(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processFundTransfer(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; - data["serial_id"] = task_data->serial_id; - data["transfer_type"] = (int)task_data->transfer_type; - data["amount"] = task_data->amount; - data["oper_status"] = (int)task_data->oper_status; - data["transfer_time"] = task_data->transfer_time; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onFundTransfer(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryETF(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryETFBaseRsp *task_data = (XTPQueryETFBaseRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["etf"] = task_data->etf; - data["subscribe_redemption_ticker"] = task_data->subscribe_redemption_ticker; - data["unit"] = task_data->unit; - data["subscribe_status"] = task_data->subscribe_status; - data["redemption_status"] = task_data->redemption_status; - data["max_cash_ratio"] = task_data->max_cash_ratio; - data["estimate_amount"] = task_data->estimate_amount; - data["cash_component"] = task_data->cash_component; - data["net_value"] = task_data->net_value; - data["total_amount"] = task_data->total_amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryETF(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryETFBasket(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryETFComponentRsp *task_data = (XTPQueryETFComponentRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["ticker"] = task_data->ticker; - data["component_ticker"] = task_data->component_ticker; - data["component_name"] = task_data->component_name; - data["quantity"] = task_data->quantity; - data["component_market"] = (int)task_data->component_market; - data["replace_type"] = (int)task_data->replace_type; - data["premium_ratio"] = task_data->premium_ratio; - data["amount"] = task_data->amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryETFBasket(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryIPOInfoList(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryIPOTickerRsp *task_data = (XTPQueryIPOTickerRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["price"] = task_data->price; - data["unit"] = task_data->unit; - data["qty_upper_limit"] = task_data->qty_upper_limit; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryIPOInfoList(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryIPOQuotaInfo(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryIPOQuotaRsp *task_data = (XTPQueryIPOQuotaRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryIPOQuotaInfo(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - - -void TraderApi::processQueryOptionAuctionInfo(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOptionAuctionInfoRsp *task_data = (XTPQueryOptionAuctionInfoRsp*)task->task_data; - data["ticker"] = task_data->ticker; - data["security_id_source"] = (int)task_data->security_id_source; - data["symbol"] = task_data->symbol; - data["contract_id"] = task_data->contract_id; - data["underlying_security_id"] = task_data->underlying_security_id; - data["underlying_security_id_source"] = (int)task_data->underlying_security_id_source; - - data["list_date"] = task_data->list_date; - data["last_trade_date"] = task_data->last_trade_date; - data["ticker_type"] = (int)task_data->ticker_type; - data["day_trading"] = task_data->day_trading; - - data["call_or_put"] = (int)task_data->call_or_put; - data["delivery_day"] = task_data->delivery_day; - data["delivery_month"] = task_data->delivery_month; - - data["exercise_type"] = (int)task_data->exercise_type; - data["exercise_begin_date"] = task_data->exercise_begin_date; - data["exercise_end_date"] = task_data->exercise_end_date; - data["exercise_price"] = task_data->exercise_price; - - data["qty_unit"] = task_data->qty_unit; - data["contract_unit"] = task_data->contract_unit; - data["contract_position"] = task_data->contract_position; - - data["prev_close_price"] = task_data->prev_close_price; - data["prev_clearing_price"] = task_data->prev_clearing_price; - - data["lmt_buy_max_qty"] = task_data->lmt_buy_max_qty; - data["lmt_buy_min_qty"] = task_data->lmt_buy_min_qty; - data["lmt_sell_max_qty"] = task_data->lmt_sell_max_qty; - data["lmt_sell_min_qty"] = task_data->lmt_sell_min_qty; - data["mkt_buy_max_qty"] = task_data->mkt_buy_max_qty; - data["mkt_buy_min_qty"] = task_data->mkt_buy_min_qty; - data["mkt_sell_max_qty"] = task_data->mkt_sell_max_qty; - data["mkt_sell_min_qty"] = task_data->mkt_sell_min_qty; - - data["price_tick"] = task_data->price_tick; - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["sell_margin"] = task_data->sell_margin; - data["margin_ratio_param1"] = task_data->margin_ratio_param1; - data["margin_ratio_param2"] = task_data->margin_ratio_param2; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryOptionAuctionInfo(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -///------------------------------------------------------------------------------------- -/// -///------------------------------------------------------------------------------------- - -void TraderApi::createTraderApi(uint8_t clientid, string path, int log_level) -{ - this->api = XTP::API::TraderApi::CreateTraderApi(clientid, path.c_str(),(XTP_LOG_LEVEL)log_level); - this->api->RegisterSpi(this); -}; - -void TraderApi::release() -{ - this->api->Release(); -}; - -int TraderApi::exit() -{ - //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ - this->api->RegisterSpi(NULL); - this->api->Release(); - this->api = NULL; - return 1; -}; - -string TraderApi::getTradingDay() -{ - string ret =""; - const char* p = this->api->GetTradingDay(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -dict TraderApi::getApiLastError() -{ - dict d; - XTPRI *error = this->api->GetApiLastError(); - if(error == NULL) - return d; - - d["error_id"] = error->error_id; - d["error_msg"] = error->error_msg; - - return d; -} - -string TraderApi::getApiVersion() -{ - string ret =""; - const char* p = this->api->GetApiVersion(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -} - -uint8_t TraderApi::getClientIDByXTPID(uint64_t orderid) -{ - return this->api->GetClientIDByXTPID(orderid); -} - -string TraderApi::getAccountByXTPID(uint64_t orderid) -{ - string ret =""; - const char* p = this->api->GetAccountByXTPID(orderid); - if (p == NULL) - ret = "NULL"; - else - ret = p; - - return ret; -} - -void TraderApi::subscribePublicTopic(int type) -{ - this->api->SubscribePublicTopic((XTP_TE_RESUME_TYPE)type); -} - -void TraderApi::setSoftwareKey(string key) -{ - this->api->SetSoftwareKey(key.c_str()); -} - -void TraderApi::setSoftwareVersion(string version) -{ - this->api->SetSoftwareVersion(version.c_str()); -} - -void TraderApi::setHeartBeatInterval(uint32_t interval) -{ - this->api->SetHeartBeatInterval(interval); -}; - -uint64_t TraderApi::login(string ip, int port, string user, string password, int socktype) -{ - return this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype); -}; - -int TraderApi::logout(uint64_t sessionid) -{ - return this->api->Logout(sessionid); -}; - - -uint64_t TraderApi::insertOrder(dict req, uint64_t sessionid) -{ - XTPOrderInsertInfo myreq = XTPOrderInsertInfo(); - memset(&myreq, 0, sizeof(myreq)); - getDouble(req, "stop_price", &myreq.stop_price); - getDouble(req, "price", &myreq.price); - getStr(req, "ticker", myreq.ticker); - - getUint32(req, "order_client_id", &myreq.order_client_id); - getUint64(req, "order_xtp_id", &myreq.order_xtp_id); - getInt64(req, "quantity", &myreq.quantity); - - int price_type; - int side; - int position_effect; - int reserved1; - int reserved2; - int market; - int business_type; - getInt(req, "price_type", &price_type); - getInt(req, "side", &side); - getInt(req, "position_effect", &position_effect); - getInt(req, "reserved1", &reserved1); - getInt(req, "reserved2", &reserved2); - getInt(req, "market", &market); - getInt(req, "business_type", &business_type); - myreq.price_type = (XTP_PRICE_TYPE)price_type; - myreq.side = (XTP_SIDE_TYPE)side; - myreq.position_effect = (XTP_POSITION_EFFECT_TYPE)position_effect; - myreq.reserved1 = reserved1; - myreq.reserved2 = reserved2; - myreq.market = (XTP_MARKET_TYPE)market; - myreq.business_type = (XTP_BUSINESS_TYPE)business_type; - - return this->api->InsertOrder(&myreq, sessionid); -}; - -uint64_t TraderApi::cancelOrder(uint64_t orderid, uint64_t sessionid) -{ - return this->api->CancelOrder(orderid, sessionid); -} - -int TraderApi::queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) -{ - return this->api->QueryOrderByXTPID(orderid, sessionid, reqid); -}; - -int TraderApi::queryOrders(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryOrderReq myreq = XTPQueryOrderReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - getInt64(req, "end_time", &myreq.end_time); - getInt64(req, "begin_time", &myreq.begin_time); - return this->api->QueryOrders(&myreq, sessionid, reqid); -}; - -int TraderApi::queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) -{ - return this->api->QueryTradesByXTPID(orderid, sessionid, reqid); -}; - -int TraderApi::queryTrades(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryTraderReq myreq = XTPQueryTraderReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - getInt64(req, "end_time", &myreq.end_time); - getInt64(req, "begin_time", &myreq.begin_time); - return this->api->QueryTrades(&myreq, sessionid, reqid); -}; - -int TraderApi::queryPosition(string ticker, uint64_t sessionid, int reqid) -{ - return this->api->QueryPosition(ticker.c_str(), sessionid, reqid); -}; - -int TraderApi::queryAsset(uint64_t sessionid, int reqid) -{ - return this->api->QueryAsset(sessionid, reqid); -}; - -int TraderApi::queryStructuredFund(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryStructuredFundInfoReq myreq = XTPQueryStructuredFundInfoReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "sf_ticker", myreq.sf_ticker); - - int exchange_id; - getInt(req, "exchange_id", &exchange_id); - myreq.exchange_id = (XTP_EXCHANGE_TYPE)exchange_id; - - return this->api->QueryStructuredFund(&myreq, sessionid, reqid); - -}; - -uint64_t TraderApi::fundTransfer(dict req, uint64_t sessionid) -{ - XTPFundTransferReq myreq = XTPFundTransferReq(); - memset(&myreq, 0, sizeof(myreq)); - getUint64(req, "serial_id", &myreq.serial_id); - getStr(req, "fund_account", myreq.fund_account); - getStr(req, "password", myreq.password); - getDouble(req, "amount", &myreq.amount); - - int transfer_type; - getInt(req, "transfer_type", &transfer_type); - myreq.transfer_type = (XTP_FUND_TRANSFER_TYPE)transfer_type; - - return this->api->FundTransfer(&myreq, sessionid); -}; - -int TraderApi::queryFundTransfer(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryFundTransferLogReq myreq = XTPQueryFundTransferLogReq(); - memset(&myreq, 0, sizeof(myreq)); - getUint64(req, "serial_id", &myreq.serial_id); - return this->api->QueryFundTransfer(&myreq, sessionid, reqid); -}; - -int TraderApi::queryETF(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryETFBaseReq myreq = XTPQueryETFBaseReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - - return this->api->QueryETF(&myreq, sessionid, reqid); -}; - -int TraderApi::queryETFTickerBasket(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryETFComponentReq myreq = XTPQueryETFComponentReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - - return this->api->QueryETFTickerBasket(&myreq, sessionid, reqid); -}; - -int TraderApi::queryIPOInfoList(uint64_t sessionid, int reqid) -{ - return this->api->QueryIPOInfoList(sessionid, reqid); -}; - -int TraderApi::queryIPOQuotaInfo(uint64_t sessionid, int reqid) -{ - return this->api->QueryIPOQuotaInfo(sessionid, reqid); -}; - -int TraderApi::queryOptionAuctionInfo(dict req,uint64_t sessionid, int reqid) -{ - XTPQueryOptionAuctionInfoReq myreq = XTPQueryOptionAuctionInfoReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - return this->api->QueryOptionAuctionInfo(&myreq,sessionid, reqid); -}; - -int TraderApi::queryOrdersByPage(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryOrderByPageReq myreq = XTPQueryOrderByPageReq(); - memset(&myreq, 0, sizeof(myreq)); - getInt64(req, "req_count", &myreq.req_count); - getInt64(req, "reference", &myreq.reference); - getInt64(req, "reserved", &myreq.reserved); - return this->api->QueryOrdersByPage(&myreq, sessionid, reqid); -}; - -int TraderApi::queryTradesByPage(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryTraderByPageReq myreq = XTPQueryTraderByPageReq(); - memset(&myreq, 0, sizeof(myreq)); - getInt64(req, "req_count", &myreq.req_count); - getInt64(req, "reference", &myreq.reference); - getInt64(req, "reserved", &myreq.reserved); - return this->api->QueryTradesByPage(&myreq, sessionid, reqid); -}; - -bool TraderApi::isServerRestart(uint64_t session_id) -{ - return this->api->IsServerRestart(session_id); -}; - -///------------------------------------------------------------------------------------- -///Boost.Pythonװ -///------------------------------------------------------------------------------------- - -struct TraderApiWrap : TraderApi, wrapper < TraderApi > -{ - virtual void onDisconnected(uint64_t session, int reason) - { - try - { - this->get_override("onDisconnected")(session, reason); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onError(dict data) - { - try - { - this->get_override("onError")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onOrderEvent(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onOrderEvent")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onTradeEvent(dict data, uint64_t session) - { - try - { - this->get_override("onTradeEvent")(data, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onCancelOrderError(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onCancelOrderError")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryOrder(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOrder")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOrderByPage")(data,req_count,order_sequence, query_reference, reqid, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTrade(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryTrade")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) - { - try - { - this->get_override("onQueryTradeByPage")(data, req_count,trade_sequence,query_reference, reqid, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryPosition(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryPosition")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryAsset(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryAsset")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryStructuredFund(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryStructuredFund")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryFundTransfer(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryFundTransfer")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onFundTransfer(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onFundTransfer")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryETF(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryETF")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryETFBasket(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryETFBasket")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryIPOInfoList(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryIPOInfoList")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryIPOQuotaInfo(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryIPOQuotaInfo")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - - virtual void onQueryOptionAuctionInfo(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOptionAuctionInfo")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - -}; - - -BOOST_PYTHON_MODULE(vnxtptrader) -{ - PyEval_InitThreads(); //ʱУ֤ȴGIL - - class_("TraderApi") - .def("createTraderApi", &TraderApiWrap::createTraderApi) - .def("release", &TraderApiWrap::release) - .def("exit", &TraderApiWrap::exit) - .def("getTradingDay", &TraderApiWrap::getTradingDay) - .def("getApiLastError", &TraderApiWrap::getApiLastError) - .def("getApiVersion", &TraderApiWrap::getApiVersion) - .def("getClientIDByXTPID", &TraderApiWrap::getClientIDByXTPID) - .def("getAccountByXTPID", &TraderApiWrap::getAccountByXTPID) - .def("subscribePublicTopic", &TraderApiWrap::subscribePublicTopic) - .def("setSoftwareKey", &TraderApiWrap::setSoftwareKey) - .def("setSoftwareVersion", &TraderApiWrap::setSoftwareVersion) - .def("setHeartBeatInterval", &TraderApiWrap::setHeartBeatInterval) - .def("login", &TraderApiWrap::login) - .def("logout", &TraderApiWrap::logout) - .def("insertOrder", &TraderApiWrap::insertOrder) - .def("cancelOrder", &TraderApiWrap::cancelOrder) - .def("queryOrderByXTPID", &TraderApiWrap::queryOrderByXTPID) - .def("queryOrders", &TraderApiWrap::queryOrders) - .def("queryTradesByXTPID", &TraderApiWrap::queryTradesByXTPID) - .def("queryTrades", &TraderApiWrap::queryTrades) - .def("queryPosition", &TraderApiWrap::queryPosition) - .def("queryAsset", &TraderApiWrap::queryAsset) - .def("queryStructuredFund", &TraderApiWrap::queryStructuredFund) - .def("fundTransfer", &TraderApiWrap::fundTransfer) - .def("queryFundTransfer", &TraderApiWrap::queryFundTransfer) - .def("queryETF", &TraderApiWrap::queryETF) - .def("queryETFTickerBasket", &TraderApiWrap::queryETFTickerBasket) - .def("queryIPOInfoList", &TraderApiWrap::queryIPOInfoList) - .def("queryIPOQuotaInfo", &TraderApiWrap::queryIPOQuotaInfo) - - .def("queryOptionAuctionInfo", &TraderApiWrap::queryOptionAuctionInfo) - .def("queryOrdersByPage", &TraderApiWrap::queryOrdersByPage) - .def("queryTradesByPage", &TraderApiWrap::queryTradesByPage) - .def("isServerRestart", &TraderApiWrap::isServerRestart) - - .def("onDisconnected", pure_virtual(&TraderApiWrap::onDisconnected)) - .def("onError", pure_virtual(&TraderApiWrap::onError)) - .def("onOrderEvent", pure_virtual(&TraderApiWrap::onOrderEvent)) - .def("onTradeEvent", pure_virtual(&TraderApiWrap::onTradeEvent)) - .def("onCancelOrderError", pure_virtual(&TraderApiWrap::onCancelOrderError)) - .def("onQueryOrder", pure_virtual(&TraderApiWrap::onQueryOrder)) - .def("onQueryTrade", pure_virtual(&TraderApiWrap::onQueryTrade)) - .def("onQueryPosition", pure_virtual(&TraderApiWrap::onQueryPosition)) - .def("onQueryAsset", pure_virtual(&TraderApiWrap::onQueryAsset)) - .def("onQueryStructuredFund", pure_virtual(&TraderApiWrap::onQueryStructuredFund)) - .def("onQueryFundTransfer", pure_virtual(&TraderApiWrap::onQueryFundTransfer)) - .def("onFundTransfer", pure_virtual(&TraderApiWrap::onFundTransfer)) - .def("onQueryETF", pure_virtual(&TraderApiWrap::onQueryETF)) - .def("onQueryETFBasket", pure_virtual(&TraderApiWrap::onQueryETFBasket)) - .def("onQueryIPOInfoList", pure_virtual(&TraderApiWrap::onQueryIPOInfoList)) - .def("onQueryIPOQuotaInfo", pure_virtual(&TraderApiWrap::onQueryIPOQuotaInfo)) - - .def("onQueryOptionAuctionInfo", pure_virtual(&TraderApiWrap::onQueryOptionAuctionInfo)) - .def("onQueryOrderByPage", pure_virtual(&TraderApiWrap::onQueryOrderByPage)) - .def("onQueryTradeByPage", pure_virtual(&TraderApiWrap::onQueryTradeByPage)) - ; -}; diff --git a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/vnxtptrader.h b/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/vnxtptrader.h deleted file mode 100644 index 1892f59..0000000 --- a/source/Windows/xtp_18.19_python2_64/vnxtptrader/vnxtptrader/vnxtptrader.h +++ /dev/null @@ -1,496 +0,0 @@ -//˵ - -//API -#include "xtp_trader_api.h" - -//ϵͳ -//#ifdef WIN32 -//#include "stdafx.h" -//#endif -#include -#include - -//Boost -#define BOOST_PYTHON_STATIC_LIB -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //е̹߳ -#include //е̹߳ - - -//ռ -using namespace std; -using namespace boost::python; -using namespace boost; - - -// -#define ONDISCONNECTED 1 -#define ONERROR 2 -#define ONORDEREVENT 3 -#define ONTRADEEVENT 4 -#define ONCANCELORDERERROR 5 -#define ONQUERYORDER 6 -#define ONQUERYTRADE 7 -#define ONQUERYPOSITION 8 -#define ONQUERYASSET 9 -#define ONQUERYSTRUCTUREDFUND 10 -#define ONQUERYFUNDTRANSFER 11 -#define ONFUNDTRANSFER 12 -#define ONQUERYETF 13 -#define ONQUERYETFBASKET 14 -#define ONQUERYIPOINFOLIST 15 -#define ONQUERYIPOQUOTAINFO 16 - -#define ONQUERYOPTIONAUCTIONINFO 17 -#define ONQUERYORDERBYPAGE 18 -#define ONQUERYTRADEBYPAGE 19 -///------------------------------------------------------------------------------------- -///APIеIJ -///------------------------------------------------------------------------------------- - -//GILȫ򻯻ȡã -//ڰC++̻߳GILӶֹpython -class PyLock -{ -private: - PyGILState_STATE gil_state; - -public: - //ijдöʱGIL - PyLock() - { - gil_state = PyGILState_Ensure(); - } - - //ijɺٸöʱGIL - ~PyLock() - { - PyGILState_Release(gil_state); - } -}; - - -//ṹ -struct Task -{ - int task_name; //صƶӦij - void *task_data; //ݽṹ - void *task_error; //ṹ - int task_id; //id - bool task_last; //ǷΪ󷵻 - uint64_t addtional_int; //ֶ - int64_t addtional_int_two; //ֶ - int64_t addtional_int_three; //ֶ - int64_t addtional_int_four; //ֶ -}; - - -///̰߳ȫĶ -template - -class ConcurrentQueue -{ -private: - queue the_queue; //׼ - mutable mutex the_mutex; //boost - condition_variable the_condition_variable; //boost - -public: - - //µ - void push(Data const& data) - { - mutex::scoped_lock lock(the_mutex); //ȡ - the_queue.push(data); //д - lock.unlock(); //ͷ - the_condition_variable.notify_one(); //֪ͨȴ߳ - } - - //ǷΪ - bool empty() const - { - mutex::scoped_lock lock(the_mutex); - return the_queue.empty(); - } - - //ȡ - Data wait_and_pop() - { - mutex::scoped_lock lock(the_mutex); - - while (the_queue.empty()) //Ϊʱ - { - the_condition_variable.wait(lock); //ȴ֪ͨ - } - - Data popped_value = the_queue.front(); //ȡеһ - the_queue.pop(); //ɾ - return popped_value; //ظ - } - -}; - - -//ֵлȡijֵӦֵṹֵ -void getInt(dict d, string key, int *value); - -void getUint64(dict d, string key, uint64_t *value); - -void getUint32(dict d, string key, uint32_t *value); - -void getInt64(dict d, string key, int64_t *value); - - -//ֵлȡijֵӦĸֵṹֵ -void getDouble(dict d, string key, double* value); - - -//ֵлȡijֵӦֵַṹֵ -void getChar(dict d, string key, char* value); - - -//ֵлȡijֵӦֵַṹֵ -void getStr(dict d, string key, char* value); - - -///------------------------------------------------------------------------------------- -///C++ SPIĻصʵ -///------------------------------------------------------------------------------------- - -//APIļ̳ʵ -class TraderApi : public XTP::API::TraderSpi -{ -private: - XTP::API::TraderApi* api; //API - thread *task_thread; //ָ߳루pythonݣ - ConcurrentQueue task_queue; // - -public: - TraderApi() - { - function0 f = boost::bind(&TraderApi::processTask, this); - thread t(f); - this->task_thread = &t; - }; - - ~TraderApi() - { - }; - - //------------------------------------------------------------------------------------- - //APIص - //------------------------------------------------------------------------------------- - - ///ͻ˵ij뽻׺̨ͨӶϿʱ÷á - ///@param reason ԭӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark ûlogoutµĶߣᴥ˺apiԶ߷ʱûѡڴ˺еLoginµ¼session_idʱûյݸ֮ǰ - virtual void OnDisconnected(uint64_t session_id, int reason) ; - - ///Ӧ - ///@param error_info ӦʱľĴʹϢ,error_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ˺ֻڷʱŻãһû - virtual void OnError(XTPRI *error_info) ; - - ///֪ͨ - ///@param order_info ӦϢûͨorder_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶorder_info.qty_leftֶڶΪδɽɡȫɡϵ״̬ʱʾ˶ûгɽڲȫ״̬ʱʾ˶order_info.order_cancel_xtp_idΪӦijIDΪ0ʱʾ˵ɹ - ///@param error_info ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ÿζ״̬ʱᱻãҪٷأϢʱᴥߣڶδɽȫɽȫֳѾܾЩ״̬ʱӦڲֳɽɶijɽرȷϡе¼˴ûĿͻ˶յûĶӦ - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) ; - - ///ɽ֪ͨ - ///@param trade_info ɽرľϢûͨtrade_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶϽexec_idΨһʶһʳɽ2ʳɽرӵͬexec_idΪ˱ʽԳɽˡexec_idΨһģʱ޴жϻơreport_index+marketֶοΨһʶʾɽر - ///@remark гɽʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûijɽرضΪ״̬ҪûͨɽرijɽȷOnOrderEvent()Ͳ״̬ - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) ; - - ///Ӧ - ///@param cancel_info Ϣorder_cancel_xtp_idʹorder_xtp_id - ///@param error_info ܾ߷ʱʹϢҪٷأϢʱᴥߣerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ӧֻڳʱص - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) ; - - ///ѯӦ - ///@param order_info ѯһ - ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ҳѯӦ - ///@param order_info ѯһ - ///@param req_count ҳ - ///@param order_sequence ҳĵǰر - ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); - - - ///ѯɽӦ - ///@param trade_info ѯһɽر - ///@param error_info ѯɽرʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ҳѯɽӦ - ///@param trade_info ѯһɽϢ - ///@param req_count ҳ - ///@param trade_sequence ҳĵǰر - ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark trade_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱtrade_sequencereq_countôʾлرԽһηҳѯȣʾлرѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); - - ///ѯͶֲ߳Ӧ - ///@param position ѯһֻƱijֲ - ///@param error_info ѯ˻ֲַʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ûܳжƱһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ѯʽ˻ӦҪٷأϢʱᴥ - ///@param asset ѯʽ˻ - ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - - ///ѯּϢӦҪٷأϢʱᴥ - ///@param fund_info ѯķּ - ///@param error_info ѯּʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯʽ𻮲ӦҪٷأϢʱᴥ - ///@param fund_transfer_info ѯʽ˻ - ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ʽ𻮲֪ͨ - ///@param fund_transfer_info ʽ𻮲֪ͨľϢûͨfund_transfer_info.serial_idͨGetClientIDByXTPID() == client_idԼĶ - ///@param error_info ʽ𻮲ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ʽ𻮲״̬仯ʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûʽ𻮲֪ͨ - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id); - - ///ѯETF嵥ļӦҪٷأϢʱᴥ - ///@param etf_info ѯETF嵥ļ - ///@param error_info ѯETF嵥ļʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯETFƱӦҪٷأϢʱᴥ - ///@param etf_component_info ѯETFԼسɷֹϢ - ///@param error_info ѯETFƱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯ¹깺ϢбӦҪٷأϢʱᴥ - ///@param ipo_info ѯĽ¹깺һֻƱϢ - ///@param error_info ѯ¹깺ϢбʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯû¹깺ϢӦҪٷأϢʱᴥ - ///@param quota_info ѯûijгĽ¹깺Ϣ - ///@param error_info ѯû¹깺ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - - - - ///ѯȨԼӦҪٷأϢʱᴥ - ///@param option_info ѯȨԼ - ///@param error_info ѯȨԼʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - - //------------------------------------------------------------------------------------- - //task - //------------------------------------------------------------------------------------- - - void processTask(); - - void processDisconnected(Task *task); - - void processError(Task *task); - - void processOrderEvent(Task *task); - - void processTradeEvent(Task *task); - - void processCancelOrderError(Task *task); - - void processQueryOrder(Task *task); - - void processQueryOrderByPage(Task *task); - - void processQueryTrade(Task *task); - - void processQueryTradeByPage(Task *task); - - void processQueryPosition(Task *task); - - void processQueryAsset(Task *task); - - void processQueryStructuredFund(Task *task); - - void processQueryFundTransfer(Task *task); - - void processFundTransfer(Task *task); - - void processQueryETF(Task *task); - - void processQueryETFBasket(Task *task); - - void processQueryIPOInfoList(Task *task); - - void processQueryIPOQuotaInfo(Task *task); - - void processQueryOptionAuctionInfo(Task *task); - //------------------------------------------------------------------------------------- - //dataصֵ - //errorصĴֵ - //reqidid - //lastǷΪ󷵻 - //------------------------------------------------------------------------------------- - - virtual void onDisconnected(uint64_t session, int reason) {}; - - virtual void onError(dict data) {}; - - virtual void onOrderEvent(dict data, dict error, uint64_t session) {}; - - virtual void onTradeEvent(dict data, uint64_t session) {}; - - virtual void onCancelOrderError(dict data, dict error, uint64_t session) {}; - - virtual void onQueryOrder(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryTrade(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryPosition(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryAsset(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryStructuredFund(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryFundTransfer(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onFundTransfer(dict data, dict error, uint64_t session) {}; - - virtual void onQueryETF(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryETFBasket(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryIPOInfoList(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryIPOQuotaInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryOptionAuctionInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; - - //------------------------------------------------------------------------------------- - //req:ֵ - //------------------------------------------------------------------------------------- - - void createTraderApi(uint8_t clientid, string path, int log_level = XTP_LOG_LEVEL_DEBUG); - - void release(); - - int exit(); - - string getTradingDay(); - - dict getApiLastError(); - - string getApiVersion(); - - uint8_t getClientIDByXTPID(uint64_t orderid); - - string getAccountByXTPID(uint64_t orderid); - - void subscribePublicTopic(int tpye); - - void setSoftwareKey(string key); - - void setSoftwareVersion(string version); - - void setHeartBeatInterval(uint32_t interval); - - uint64_t login(string ip, int port, string user, string password, int socktype); - - int logout(uint64_t sessionid); - - uint64_t insertOrder(dict req, uint64_t sessionid); - - uint64_t cancelOrder(uint64_t orderid, uint64_t sessionid); - - int queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); - - int queryOrders(dict req, uint64_t sessionid, int reqid); - - int queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); - - int queryTrades(dict req, uint64_t sessionid, int reqid); - - int queryPosition(string ticker, uint64_t sessionid, int reqid); - - int queryAsset(uint64_t sessionid, int reqid); - - int queryStructuredFund(dict req, uint64_t sessionid, int reqid); - - uint64_t fundTransfer(dict req, uint64_t sessionid); - - int queryFundTransfer(dict req, uint64_t sessionid, int reqid); - - int queryETF(dict req, uint64_t sessionid, int reqid); - - int queryETFTickerBasket(dict req, uint64_t sessionid, int reqid); - - int queryIPOInfoList(uint64_t sessionid, int reqid); - - int queryIPOQuotaInfo(uint64_t sessionid, int reqid); - - int queryOptionAuctionInfo(dict req,uint64_t session_id, int request_id); - - int queryOrdersByPage(dict req, uint64_t sessionid, int reqid); - - int queryTradesByPage(dict req, uint64_t sessionid, int reqid); - - bool isServerRestart(uint64_t session_id); -}; diff --git a/source/Windows/xtp_18.19_python2_64/xtpapi/xoms_api_fund_struct.h b/source/Windows/xtp_18.19_python2_64/xtpapi/xoms_api_fund_struct.h deleted file mode 100644 index 7b0168a..0000000 --- a/source/Windows/xtp_18.19_python2_64/xtpapi/xoms_api_fund_struct.h +++ /dev/null @@ -1,42 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_fund_struct.h -///@brief 定义资金划拨相关结构体类型 -///////////////////////////////////////////////////////////////////////// -#ifndef XOMS_API_FUND_STRUCT_H_ -#define XOMS_API_FUND_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "xoms_api_struct.h" -#include "xtp_api_struct_common.h" - -#pragma pack(8) - -#define XTP_ACCOUNT_PASSWORD_LEN 64 - -///////////////////////////////////////////////////////////////////////// -///用户资金请求 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferReq -{ - ///资金内转编号，无需用户填写，类似于xtp_id - uint64_t serial_id; - ///资金账户代码 - char fund_account[XTP_ACCOUNT_NAME_LEN]; - ///资金账户密码 - char password[XTP_ACCOUNT_PASSWORD_LEN]; - ///金额 - double amount; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - -}; - -///////////////////////////////////////////////////////////////////////// -///用户资金划转请求的响应-复用资金通知结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferAck ; - -#pragma pack() - -#endif \ No newline at end of file diff --git a/source/Windows/xtp_18.19_python2_64/xtpapi/xoms_api_struct.h b/source/Windows/xtp_18.19_python2_64/xtpapi/xoms_api_struct.h deleted file mode 100644 index 64e03b1..0000000 --- a/source/Windows/xtp_18.19_python2_64/xtpapi/xoms_api_struct.h +++ /dev/null @@ -1,680 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_struct.h -///@brief 定义交易类相关数据结构 -///////////////////////////////////////////////////////////////////////// -#ifndef _XOMS_API_STRUCT_H_ -#define _XOMS_API_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "stddef.h" - -#pragma pack(8) - -//=====================客户端接口定义================================= -///新订单请求 -struct XTPOrderInsertInfo -{ - ///XTP系统订单ID，无需用户填写，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，由客户自定义 - uint32_t order_client_id; - ///合约代码 客户端请求不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///止损价（保留字段） - double stop_price; - ///数量(股票单位为股，逆回购单位为张) - int64_t quantity; - ///报单价格 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - }; - - -///撤单失败响应消息 -struct XTPOrderCancelInfo -{ - ///撤单XTPID - uint64_t order_cancel_xtp_id; - ///原始订单XTPID - uint64_t order_xtp_id; -}; - - -///报单响应结构体 -struct XTPOrderInfo -{ - ///XTP系统订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，用户自定义 - uint32_t order_client_id; - ///报单操作引用，用户自定义（暂未使用） - uint32_t order_cancel_client_id; - ///撤单在XTP系统中的id，在XTP系统中唯一 - uint64_t order_cancel_xtp_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///数量，此订单的报单数量 - int64_t quantity; - ///报单价格条件 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///今成交数量，为此订单累计成交数量 - int64_t qty_traded; - ///剩余数量，当撤单成功时，表示撤单数量 - int64_t qty_left; - ///委托时间，格式为YYYYMMDDHHMMSSsss - int64_t insert_time; - ///最后修改时间，格式为YYYYMMDDHHMMSSsss - int64_t update_time; - ///撤销时间，格式为YYYYMMDDHHMMSSsss - int64_t cancel_time; - ///成交金额，为此订单的成交总金额 - double trade_amount; - ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 - char order_local_id[XTP_LOCAL_ORDER_LEN]; - ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 - XTP_ORDER_STATUS_TYPE order_status; - ///报单提交状态，OMS内部使用，用户无需关心 - XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; - ///报单类型 - TXTPOrderTypeType order_type; -}; - - - -///报单成交结构体 -struct XTPTradeReport -{ - ///XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用 - uint32_t order_client_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留。 - uint64_t local_order_id; - ///成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 - char exec_id[XTP_EXEC_ID_LEN]; - ///价格，此次成交的价格 - double price; - ///数量，此次成交的数量，不是累计数量 - int64_t quantity; - ///成交时间，格式为YYYYMMDDHHMMSSsss - int64_t trade_time; - ///成交金额，此次成交的总金额 = price*quantity - double trade_amount; - ///成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 - uint64_t report_index; - ///报单编号 --交易所单号，上交所为空，深交所有此字段 - char order_exch_id[XTP_ORDER_EXCH_LEN]; - ///成交类型 --成交回报中的执行类型 - TXTPTradeTypeType trade_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///交易所交易员代码 - char branch_pbu[XTP_BRANCH_PBU_LEN]; -}; - - -////////////////////////////////////////////////////////////////////////// -///报单查询 -////////////////////////////////////////////////////////////////////////// -///报单查询请求-条件查询 -struct XTPQueryOrderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///报单查询响应结构体 -typedef struct XTPOrderInfo XTPQueryOrderRsp; - - -///查询订单请求-分页查询 -struct XTPQueryOrderByPageReq -{ - ///需要查询的订单条数 - int64_t req_count; - ///上一次收到的查询订单结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///成交回报查询 -////////////////////////////////////////////////////////////////////////// -///查询成交报告请求-根据执行编号查询（保留字段） -struct XTPQueryReportByExecIdReq -{ - ///XTP订单系统ID - uint64_t order_xtp_id; - ///成交执行编号 - char exec_id[XTP_EXEC_ID_LEN]; -}; - -///查询成交回报请求-查询条件 -struct XTPQueryTraderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///成交回报查询响应结构体 -typedef struct XTPTradeReport XTPQueryTradeRsp; - -///查询成交回报请求-分页查询 -struct XTPQueryTraderByPageReq -{ - ///需要查询的成交回报条数 - int64_t req_count; - ///上一次收到的查询成交回报结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///账户资金查询响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryAssetRsp -{ - ///总资产(=可用资金 + 证券资产（目前为0）+ 预扣的资金) - double total_asset; - ///可用资金 - double buying_power; - ///证券资产（保留字段，目前为0） - double security_asset; - ///累计买入成交证券占用资金 - double fund_buy_amount; - ///累计买入成交交易费用 - double fund_buy_fee; - ///累计卖出成交证券所得资金 - double fund_sell_amount; - ///累计卖出成交交易费用 - double fund_sell_fee; - ///XTP系统预扣的资金（包括购买卖股票时预扣的交易资金+预扣手续费） - double withholding_amount; - ///账户类型 - XTP_ACCOUNT_TYPE account_type; - - ///冻结的保证金 - double frozen_margin; - ///行权冻结资金 - double frozen_exec_cash; - ///行权费用 - double frozen_exec_fee; - ///垫付资金 - double pay_later; - ///预垫付资金 - double preadva_pay; - ///昨日余额 - double orig_banlance; - ///当前余额 - double banlance; - ///当天出入金 - double deposit_withdraw; - ///当日交易资金轧差 - double trade_netting; - ///资金资产 - double captial_asset; - - ///强锁资金 - double force_freeze_amount; - ///可取资金 - double preferred_amount; - - // 信用业务新增字段开始（数量1） - // 融券卖出所得资金余额（只能用于买券还券） - double repay_stock_aval_banlance; - - // 信用业务新增字段结束（数量1） - - ///(保留字段) - uint64_t unknown[43 - 12 - 1]; -}; - - - -////////////////////////////////////////////////////////////////////////// -///查询股票持仓情况 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStkPositionRsp -{ - ///证券代码 - char ticker[XTP_TICKER_LEN]; - ///证券名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///总持仓 - int64_t total_qty; - ///可卖持仓 - int64_t sellable_qty; - ///持仓成本 - double avg_price; - ///浮动盈亏（保留字段） - double unrealized_pnl; - ///昨日持仓 - int64_t yesterday_position; - ///今日申购赎回数量（申购和赎回数量不可能同时存在，因此可以共用一个字段） - int64_t purchase_redeemable_qty; - - /// 持仓方向 - XTP_POSITION_DIRECTION_TYPE position_direction; - ///保留字段1 - uint32_t reserved1; - /// 可行权合约 - int64_t executable_option; - /// 可锁定标的 - int64_t lockable_position; - /// 可行权标的 - int64_t executable_underlying; - /// 已锁定标的 - int64_t locked_position; - /// 可用已锁定标的 - int64_t usable_locked_position; - - - ///(保留字段) - uint64_t unknown[50 - 6]; -}; - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水通知 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferNotice -{ - ///资金内转编号 - uint64_t serial_id; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - ///金额 - double amount; - ///操作结果 - XTP_FUND_OPER_STATUS oper_status; - ///操作时间 - uint64_t transfer_time; -}; - - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水查询请求与响应 -///////////////////////////////////////////////////////////////////////// -struct XTPQueryFundTransferLogReq { - ///资金内转编号 - uint64_t serial_id; - -}; - -///////////////////////////////////////////////////////////////////////// -///资金内转流水记录结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferLog; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStructuredFundInfoReq -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码，不可为空 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码，可以为空，如果为空，则默认查询所有的分级基金 -}; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPStructuredFundInfo -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码 - char sf_ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金母基金名称 - char ticker[XTP_TICKER_LEN]; ///<分级基金子基金代码 - char ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金子基金名称 - XTP_SPLIT_MERGE_STATUS split_merge_status; ///<基金允许拆分合并状态 - uint32_t ratio; ///<拆分合并比例 - uint32_t min_split_qty;///<最小拆分数量 - uint32_t min_merge_qty; ///<最小合并数量 - double net_price;///<基金净值 -}; - - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--请求结构体, -///请求参数为多条件参数:1,不填则返回所有市场的ETF合约信息。 -/// 2,只填写market,返回该交易市场下结果 -/// 3,填写market及ticker参数,只返回该etf信息。 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryETFBaseReq -{ - ///交易市场 - XTP_MARKET_TYPE market; - ///ETF买卖代码 - char ticker[XTP_TICKER_LEN]; -}; - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--响应结构体 -////////////////////////////////////////////////////////////////////////// -typedef struct XTPQueryETFBaseRsp -{ - XTP_MARKET_TYPE market; ///<交易市场 - char etf[XTP_TICKER_LEN]; /// -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///指定的合约 -typedef struct XTPSpecificTickerStruct -{ - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息）例如"600000"，不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; -} XTPST; - -///股票、基金、债券等额外数据 -struct XTPMarketDataStockExData { - ///委托买入总量(SH,SZ) - int64_t total_bid_qty; - ///委托卖出总量(SH,SZ) - int64_t total_ask_qty; - ///加权平均委买价格(SH,SZ) - double ma_bid_price; - ///加权平均委卖价格(SH,SZ) - double ma_ask_price; - ///债券加权平均委买价格(SH) - double ma_bond_bid_price; - ///债券加权平均委卖价格(SH) - double ma_bond_ask_price; - ///债券到期收益率(SH) - double yield_to_maturity; - ///基金实时参考净值(SH,SZ) - double iopv; - ///ETF申购笔数(SH) - int32_t etf_buy_count; - ///ETF赎回笔数(SH) - int32_t etf_sell_count; - ///ETF申购数量(SH) - double etf_buy_qty; - ///ETF申购金额(SH) - double etf_buy_money; - ///ETF赎回数量(SH) - double etf_sell_qty; - ///ETF赎回金额(SH) - double etf_sell_money; - ///权证执行的总数量(SH) - double total_warrant_exec_qty; - ///权证跌停价格（元）(SH) - double warrant_lower_price; - ///权证涨停价格（元）(SH) - double warrant_upper_price; - ///买入撤单笔数(SH) - int32_t cancel_buy_count; - ///卖出撤单笔数(SH) - int32_t cancel_sell_count; - ///买入撤单数量(SH) - double cancel_buy_qty; - ///卖出撤单数量(SH) - double cancel_sell_qty; - ///买入撤单金额(SH) - double cancel_buy_money; - ///卖出撤单金额(SH) - double cancel_sell_money; - ///买入总笔数(SH) - int64_t total_buy_count; - ///卖出总笔数(SH) - int64_t total_sell_count; - ///买入委托成交最大等待时间(SH) - int32_t duration_after_buy; - ///卖出委托成交最大等待时间(SH) - int32_t duration_after_sell; - ///买方委托价位数(SH) - int32_t num_bid_orders; - ///卖方委托价位数(SH) - int32_t num_ask_orders; - - ///基金T-1日净值(SZ) - double pre_iopv; - ///预留 - int64_t r1; - ///预留 - int64_t r2; -}; - -// 期权额外数据 -struct XTPMarketDataOptionExData { - ///波段性中断参考价(SH) - double auction_price; - ///波段性中断集合竞价虚拟匹配量(SH) - int64_t auction_qty; - ///最近询价时间(SH) - int64_t last_enquiry_time; -}; - -enum XTP_MARKETDATA_TYPE { - XTP_MARKETDATA_ACTUAL = 0, // 现货(股票/基金/债券等) - XTP_MARKETDATA_OPTION = 1, // 期权 -}; - -///行情 -typedef struct XTPMarketDataStruct -{ - // 代码 - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - // 价格 - ///最新价 - double last_price; - ///昨收盘 - double pre_close_price; - ///今开盘 - double open_price; - ///最高价 - double high_price; - ///最低价 - double low_price; - ///今收盘 - double close_price; - - // 期权数据 - ///昨日持仓量(张)(目前未填写) - int64_t pre_total_long_positon; - ///持仓量(张) - int64_t total_long_positon; - ///昨日结算价 - double pre_settl_price; - ///今日结算价 - double settl_price; - - // 涨跌停 - ///涨停价 - double upper_limit_price; - ///跌停价 - double lower_limit_price; - ///预留 - double pre_delta; - ///预留 - double curr_delta; - - /// 时间类，格式为YYYYMMDDHHMMSSsss - int64_t data_time; - - // 量额数据 - ///数量，为总成交量（单位股，与交易所一致） - int64_t qty; - ///成交金额，为总成交金额（单位元，与交易所一致） - double turnover; - ///当日均价=(turnover/qty) - double avg_price; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - - // 额外数据 - ///成交笔数 - int64_t trades_count; - ///当前交易状态说明 - char ticker_status[8]; - ///数据 - union { - XTPMarketDataStockExData stk; - XTPMarketDataOptionExData opt; - } ; - ///决定了union是哪种数据类型 - XTP_MARKETDATA_TYPE data_type; - ///预留 - int32_t r4; -} XTPMD; - - -///股票行情静态信息 -typedef struct XTPQuoteStaticInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - /// 合约名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - /// 合约类型 - XTP_TICKER_TYPE ticker_type; - ///昨收盘 - double pre_close_price; - ///涨停板价 - double upper_limit_price; - ///跌停板价 - double lower_limit_price; - ///最小变动价位 - double price_tick; - /// 合约最小交易量(买) - int32_t buy_qty_unit; - /// 合约最小交易量(卖) - int32_t sell_qty_unit; -} XTPQSI; - - -///定单薄 -typedef struct OrderBookStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - ///最新价 - double last_price; - ///数量，为总成交量 - int64_t qty; - ///成交金额，为总成交金额 - double turnover; - ///成交笔数 - int64_t trades_count; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - /// 时间类 - int64_t data_time; -} XTPOB; - -////////////////////////////////// 逐笔数据 - - -///逐笔委托(仅适用深交所) -struct XTPTickByTickEntrust { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///委托价格 - double price; - ///委托数量 - int64_t qty; - ///'1':买; '2':卖; 'G':借入; 'F':出借 - char side; - ///订单类别: '1': 市价; '2': 限价; 'U': 本方最优 - char ord_type; -}; - -///逐笔成交 -struct XTPTickByTickTrade { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///成交价格 - double price; - ///成交量 - int64_t qty; - ///成交金额(仅适用上交所) - double money; - ///买方订单号 - int64_t bid_no; - ///卖方订单号 - int64_t ask_no; - /// SH: 内外盘标识('B':主动买; 'S':主动卖; 'N':未知) - /// SZ: 成交标识('4':撤; 'F':成交) - char trade_flag; -}; - -///逐笔数据信息 -typedef struct XTPTickByTickStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///预留 - int64_t seq; - ///委托时间 or 成交时间 - int64_t data_time; - ///委托 or 成交 - XTP_TBT_TYPE type; - - union { - XTPTickByTickEntrust entrust; - XTPTickByTickTrade trade; - }; -} XTPTBT; - - -///供查询的最新信息 -typedef struct XTPTickerPriceInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///最新价 - double last_price; -} XTPTPI; - -#pragma pack() - -#endif diff --git a/source/Windows/xtp_18.19_python2_64/xtpapi/xtp_api_data_type.h b/source/Windows/xtp_18.19_python2_64/xtpapi/xtp_api_data_type.h deleted file mode 100644 index ebf2b4e..0000000 --- a/source/Windows/xtp_18.19_python2_64/xtpapi/xtp_api_data_type.h +++ /dev/null @@ -1,401 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_api_data_type.h -///@brief 定义兼容数据基本类型 -///////////////////////////////////////////////////////////////////////// -#ifndef _XTP_API_DATA_TYPE_H_ -#define _XTP_API_DATA_TYPE_H_ - -#pragma pack(8) - -/// 存放版本号的字符串长度 -#define XTP_VERSION_LEN 16 -/// 版本号类型 -typedef char XTPVersionType[XTP_VERSION_LEN]; -/// 可交易日字符串长度 -#define XTP_TRADING_DAY_LEN 9 -/// 存放证券代码的字符串长度 -#define XTP_TICKER_LEN 16 -/// 存放证券名称的字符串长度 -#define XTP_TICKER_NAME_LEN 64 -/// 本地报单编号的字符串长度 -#define XTP_LOCAL_ORDER_LEN 11 -/// 交易所单号的字符串长度 -#define XTP_ORDER_EXCH_LEN 17 -/// 成交执行编号的字符串长度 -#define XTP_EXEC_ID_LEN 18 -/// 交易所交易员代码字符串长度 -#define XTP_BRANCH_PBU_LEN 7 -/// 用户资金账户的字符串长度 -#define XTP_ACCOUNT_NAME_LEN 16 - -///////////////////////////////////////////////////////////////////////// -///@brief XTP_LOG_LEVEL是日志输出级别类型 -///////////////////////////////////////////////////////////////////////// -typedef enum XTP_LOG_LEVEL { - XTP_LOG_LEVEL_FATAL, ///<严重错误级别 - XTP_LOG_LEVEL_ERROR, ///<错误级别 - XTP_LOG_LEVEL_WARNING, ///<警告级别 - XTP_LOG_LEVEL_INFO, /// -#endif - -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///错误信息的字符串长度 -#define XTP_ERR_MSG_LEN 124 -///响应信息 -typedef struct XTPRspInfoStruct -{ - ///错误代码 - int32_t error_id; - ///错误信息 - char error_msg[XTP_ERR_MSG_LEN]; -} XTPRI; - -#pragma pack() - -#endif // !_XTP_API_STRUCT_COMMON_H_ diff --git a/source/Windows/xtp_18.19_python2_64/xtpapi/xtp_quote_api.h b/source/Windows/xtp_18.19_python2_64/xtpapi/xtp_quote_api.h deleted file mode 100644 index 5867e8e..0000000 --- a/source/Windows/xtp_18.19_python2_64/xtpapi/xtp_quote_api.h +++ /dev/null @@ -1,426 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_quote_api.h -///@brief 定义行情订阅客户端接口 -///////////////////////////////////////////////////////////////////////// - -#ifndef _XTP_QUOTE_API_H_ -#define _XTP_QUOTE_API_H_ - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_MD_API_EXPORT -#define MD_API_EXPORT __declspec(dllexport) -#else -#define MD_API_EXPORT __declspec(dllimport) -#endif -#else -#define MD_API_EXPORT -#endif - -/*! -* \class XTP::API::QuoteSpi -* -* \brief 行情回调类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class QuoteSpi - { - public: - - ///当客户端与行情后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。可以在此函数中调用Login重新登录。注意用户重新登录后，需要重新订阅行情 - virtual void OnDisconnected(int reason) {}; - - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///订阅行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///深度行情通知，包含买一卖一队列 - ///@param market_data 行情数据 - ///@param bid1_qty 买一队列数据 - ///@param bid1_count 买一队列的有效委托笔数 - ///@param max_bid1_count 买一队列总委托笔数 - ///@param ask1_qty 卖一队列数据 - ///@param ask1_count 卖一队列的有效委托笔数 - ///@param max_ask1_count 卖一队列总委托笔数 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) {}; - - ///订阅行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///行情订单簿通知，包括股票、指数和期权 - ///@param order_book 行情订单簿数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnOrderBook(XTPOB *order_book) {}; - - ///订阅逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///逐笔行情通知，包括股票、指数和期权 - ///@param tbt_data 逐笔行情数据，包括逐笔委托和逐笔成交，此为共用结构体，需要根据type来区分是逐笔委托还是逐笔成交，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnTickByTick(XTPTBT *tbt_data) {}; - - ///订阅全市场的股票行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - - ///查询可交易合约的应答 - ///@param ticker_info 可交易合约信息 - ///@param error_info 查询可交易合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询可交易合约的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///查询合约的最新价格信息应答 - ///@param ticker_info 合约的最新价格信息 - ///@param error_info 查询合约的最新价格信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///订阅全市场的期权行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::QuoteApi -* -* \brief 行情订阅接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class MD_API_EXPORT QuoteApi - { - public: - ///创建QuoteApi - ///@param client_id （必须输入）用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个有可写权限的真实存在的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接 - static QuoteApi *CreateQuoteApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level=XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - - ///获取当前交易日 - ///@return 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() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、Logout、订阅、取消订阅失败时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///设置采用UDP方式连接时的接收缓冲区大小 - ///@remark 需要在Login之前调用，默认大小和最小设置均为64MB。此缓存大小单位为MB，请输入2的次方数，例如128MB请输入128。 - virtual void SetUDPBufferSize(uint32_t buff_size) = 0; - - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(QuoteSpi *spi) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///订阅行情，包括股票、指数和期权。 - ///@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情，包括股票、指数和期权。 - ///@return 取消订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情接口配套使用 - virtual int UnSubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅行情订单簿，包括股票、指数和期权。 - ///@return 订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情(仅支持深交所) - virtual int SubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情订单簿，包括股票、指数和期权。 - ///@return 取消订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情订单簿接口配套使用 - virtual int UnSubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅逐笔行情，包括股票、指数和期权。 - ///@return 订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订逐笔行情，包括股票、指数和期权。 - ///@return 取消订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅逐笔行情接口配套使用 - virtual int UnSubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅全市场的股票行情 - ///@return 订阅全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情接口配套使用 - virtual int SubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情 - ///@return 退订全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情接口配套使用 - virtual int UnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票行情订单簿 - ///@return 订阅全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情订单簿接口配套使用 - virtual int SubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情订单簿 - ///@return 退订全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情订单簿接口配套使用 - virtual int UnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票逐笔行情 - ///@return 订阅全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订逐笔行情接口配套使用 - virtual int SubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票逐笔行情 - ///@return 退订全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场逐笔行情接口配套使用 - virtual int UnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///用户登录请求 - ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 - ///@param ip 服务器ip地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登陆用户名 - ///@param password 登陆密码 - ///@param sock_type “1”代表TCP，“2”代表UDP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接 - virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 - virtual int Logout() = 0; - - ///获取当前交易日可交易合约 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param exchange_id 交易所代码 - virtual int QueryAllTickers(XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要查询的合约个数 - ///@param exchange_id 交易所代码 - virtual int QueryTickersPriceInfo(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取所有合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - virtual int QueryAllTickersPriceInfo() = 0; - - ///订阅全市场的期权行情 - ///@return 订阅全市期权场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情接口配套使用 - virtual int SubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情 - ///@return 退订全市场期权行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情接口配套使用 - virtual int UnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权行情订单簿 - ///@return 订阅全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情订单簿接口配套使用 - virtual int SubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情订单簿 - ///@return 退订全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情订单簿接口配套使用 - virtual int UnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权逐笔行情 - ///@return 订阅全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权逐笔行情接口配套使用 - virtual int SubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权逐笔行情 - ///@return 退订全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权逐笔行情接口配套使用 - virtual int UnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - - protected: - ~QuoteApi() {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif diff --git a/source/Windows/xtp_18.19_python2_64/xtpapi/xtp_trader_api.h b/source/Windows/xtp_18.19_python2_64/xtpapi/xtp_trader_api.h deleted file mode 100644 index 01f39c6..0000000 --- a/source/Windows/xtp_18.19_python2_64/xtpapi/xtp_trader_api.h +++ /dev/null @@ -1,456 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_trader_api.h -///@brief 定义客户端交易接口 -///////////////////////////////////////////////////////////////////////// - -#ifndef _XTP_TRADER_API_H_ -#define _XTP_TRADER_API_H_ - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_TRADER_API_EXPORT -#define TRADER_API_EXPORT __declspec(dllexport) -#else -#define TRADER_API_EXPORT __declspec(dllimport) -#endif -#else -#define TRADER_API_EXPORT -#endif - -/*! -* \class XTP::API::TraderSpi -* -* \brief 交易接口响应类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TraderSpi - { - public: - - ///当客户端的某个连接与交易后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 用户主动调用logout导致的断线，不会触发此函数。api不会自动重连，当断线发生时，请用户自行选择后续操作，可以在此函数中调用Login重新登录，并更新session_id，此时用户收到的数据跟断线之前是连续的 - virtual void OnDisconnected(uint64_t session_id, int reason) {}; - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息,当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///报单通知 - ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 - ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; - - ///成交通知 - ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) {}; - - ///撤单出错响应 - ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id - ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 此响应只会在撤单发生错误时被回调 - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param req_count 分页请求的最大数量 - ///@param order_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询成交响应 - ///@param trade_info 查询到的一个成交回报 - ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询成交响应 - ///@param trade_info 查询到的一个成交信息 - ///@param req_count 分页请求的最大数量 - ///@param trade_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询投资者持仓响应 - ///@param position 查询到的一只股票的持仓情况 - ///@param error_info 查询账户持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金账户响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param asset 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询分级基金信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_info 查询到的分级基金情况 - ///@param error_info 查询分级基金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金划拨订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_transfer_info 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///资金划拨通知 - ///@param fund_transfer_info 资金划拨通知的具体信息，用户可以通过fund_transfer_info.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 - ///@param error_info 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error_info.error_id=11000382时，error_info.error_msg为结点中可用于划拨的资金（以整数为准），用户需进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。 - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询ETF清单文件的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_info 查询到的ETF清单文件情况 - ///@param error_info 查询ETF清单文件发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询ETF股票篮的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_component_info 查询到的ETF合约的相关成分股信息 - ///@param error_info 查询ETF股票篮发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询今日新股申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param ipo_info 查询到的今日新股申购的一只股票信息 - ///@param error_info 查询今日新股申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询用户新股申购额度信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param quota_info 查询到的用户某个市场的今日新股申购额度信息 - ///@param error_info 查查询用户新股申购额度信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询期权合约的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param option_info 查询到的期权合约情况 - ///@param error_info 查询期权合约发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::TraderApi -* -* \brief 交易接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TRADER_API_EXPORT TraderApi - { - public: - ///创建TraderApi - ///@param client_id （必须输入）客户端id，用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个真实存在的有可写权限的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接。系统不支持过夜，请确保每天开盘前重新启动 - static TraderApi *CreateTraderApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level = XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - ///获取当前交易日 - ///@return 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() = 0; - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(TraderSpi *spi) = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、InsertOrder、CancelOrder返回值为0时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///通过报单在xtp系统中的ID获取下单的客户端id - ///@return 返回客户端id，可以用此方法过滤自己下的订单 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 - virtual uint8_t GetClientIDByXTPID(uint64_t order_xtp_id) = 0; - - ///通过报单在xtp系统中的ID获取相关资金账户名 - ///@return 返回资金账户名 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 只有资金账户登录成功后,才能得到正确的信息 - virtual const char* GetAccountByXTPID(uint64_t order_xtp_id) = 0; - - ///订阅公共流。 - ///@param resume_type 公共流（订单响应、成交回报）重传方式 - /// XTP_TERT_RESTART:从本交易日开始重传 - /// XTP_TERT_RESUME:(保留字段，此方式暂未支持)从上次收到的续传 - /// XTP_TERT_QUICK:只传送登录后公共流的内容 - ///@remark 该方法要在Login方法前调用。若不调用则不会收到公共流的数据。注意在用户断线后，如果不登出就login()，公共流订阅方式不会起作用。用户只会收到断线后的所有消息。如果先logout()再login()，那么公共流订阅方式会起作用，用户收到的数据会根据用户的选择方式而定。 - virtual void SubscribePublicTopic(XTP_TE_RESUME_TYPE resume_type) = 0; - - ///设置软件开发版本号 - ///@param version 用户开发软件版本号，非api发行版本号，长度不超过15位，以'\0'结尾 - ///@remark 此函数必须在Login之前调用，标识的是客户端版本号，而不是API的版本号，由用户自定义 - virtual void SetSoftwareVersion(const char* version) = 0; - - ///设置软件开发Key - ///@param key 用户开发软件Key，用户申请开户时给予，以'\0'结尾 - ///@remark 此函数必须在Login之前调用 - virtual void SetSoftwareKey(const char* key) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///用户登录请求 - ///@return session_id表明此资金账号登录是否成功，“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，非“0”表示登录成功，此时需要记录下这个返回值session_id，与登录的资金账户对应 - ///@param ip 服务器地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登录用户名 - ///@param password 登录密码 - ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api可支持多个账户连接，但是同一个账户同一个client_id只能有一个session连接，后面的登录在前一个session存续期间，无法连接 - virtual uint64_t Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败 - ///@param session_id 资金账户对应的session_id,登录时得到 - virtual int Logout(uint64_t session_id) = 0; - - ///服务器是否重启过 - ///@return “true”表示重启过，“false”表示没有重启过 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数必须在Login之后调用 - virtual bool IsServerRestart(uint64_t session_id) = 0; - - ///报单录入请求 - ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 - virtual uint64_t InsertOrder(XTPOrderInsertInfo *order, uint64_t session_id) = 0; - - ///报单操作请求 - ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order_xtp_id 需要撤销的委托单在XTP系统中的ID - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 如果撤单成功，会在报单响应函数OnOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 - virtual uint64_t CancelOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; - - ///根据报单ID请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryOrders(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryOrdersByPage(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///根据委托编号请求查询相关成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询已成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryTrades(XTPQueryTraderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询成交回报 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryTradesByPage(const XTPQueryTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询投资者持仓 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param ticker 需要查询的持仓合约代码，可以为空，如果不为空，请不带空格，并以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息，如果合约代码为空，则默认查询所有持仓信息 - virtual int QueryPosition(const char *ticker, uint64_t session_id, int request_id) = 0; - - ///请求查询资产 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryAsset(uint64_t session_id, int request_id) = 0; - - ///请求查询分级基金 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的分级基金筛选条件，其中母基金代码可以为空，则默认所有存在的母基金，如果不为空，请不带空格，并以'\0'结尾，其中交易市场不能为空 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryStructuredFund(XTPQueryStructuredFundInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - ///资金划拨请求 - ///@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param fund_transfer 资金划拨的请求信息 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。 - virtual uint64_t FundTransfer(XTPFundTransferReq *fund_transfer, uint64_t session_id) = 0; - - ///请求查询资金划拨 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的资金划拨订单筛选条件，其中serial_id可以为0，则默认所有资金划拨订单，如果不为0，则请求特定的资金划拨订单 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryFundTransfer(XTPQueryFundTransferLogReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF清单文件 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的ETF清单文件的筛选条件，其中合约代码可以为空，则默认所有存在的ETF合约代码，market字段也可以为初始值，则默认所有市场的ETF合约 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETF(XTPQueryETFBaseReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF股票篮 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询股票篮的的ETF合约，其中合约代码不可以为空，market字段也必须指定 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETFTickerBasket(XTPQueryETFComponentReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询今日新股申购信息列表 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOInfoList(uint64_t session_id, int request_id) = 0; - - ///请求查询用户新股申购额度信息 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOQuotaInfo(uint64_t session_id, int request_id) = 0; - - ///请求查询期权合约 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的期权合约的筛选条件，可以为NULL（为NULL表示查询所有的期权合约） - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOptionAuctionInfo(XTPQueryOptionAuctionInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - - protected: - ~TraderApi() {}; - }; - - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif diff --git a/source/Windows/xtp_18.19_python2_64/xtpapi/xtpquoteapi.dll b/source/Windows/xtp_18.19_python2_64/xtpapi/xtpquoteapi.dll deleted file mode 100644 index 8ae553e..0000000 Binary files a/source/Windows/xtp_18.19_python2_64/xtpapi/xtpquoteapi.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python2_64/xtpapi/xtpquoteapi.lib b/source/Windows/xtp_18.19_python2_64/xtpapi/xtpquoteapi.lib deleted file mode 100644 index f4d7fdd..0000000 Binary files a/source/Windows/xtp_18.19_python2_64/xtpapi/xtpquoteapi.lib and /dev/null differ diff --git a/source/Windows/xtp_18.19_python2_64/xtpapi/xtptraderapi.dll b/source/Windows/xtp_18.19_python2_64/xtpapi/xtptraderapi.dll deleted file mode 100644 index 1b0c776..0000000 Binary files a/source/Windows/xtp_18.19_python2_64/xtpapi/xtptraderapi.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python2_64/xtpapi/xtptraderapi.lib b/source/Windows/xtp_18.19_python2_64/xtpapi/xtptraderapi.lib deleted file mode 100644 index c78fe9a..0000000 Binary files a/source/Windows/xtp_18.19_python2_64/xtpapi/xtptraderapi.lib and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/ReadMe.txt b/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/ReadMe.txt deleted file mode 100644 index 0838bff..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/ReadMe.txt +++ /dev/null @@ -1,48 +0,0 @@ -======================================================================== - DYNAMIC LINK LIBRARY : vnxtpquote Project Overview -======================================================================== - -AppWizard has created this vnxtpquote DLL for you. - -This file contains a summary of what you will find in each of the files that -make up your vnxtpquote application. - - -vnxtpquote.vcxproj - This is the main project file for VC++ projects generated using an Application Wizard. - It contains information about the version of Visual C++ that generated the file, and - information about the platforms, configurations, and project features selected with the - Application Wizard. - -vnxtpquote.vcxproj.filters - This is the filters file for VC++ projects generated using an Application Wizard. - It contains information about the association between the files in your project - and the filters. This association is used in the IDE to show grouping of files with - similar extensions under a specific node (for e.g. ".cpp" files are associated with the - "Source Files" filter). - -vnxtpquote.cpp - This is the main DLL source file. - - When created, this DLL does not export any symbols. As a result, it - will not produce a .lib file when it is built. If you wish this project - to be a project dependency of some other project, you will either need to - add code to export some symbols from the DLL so that an export library - will be produced, or you can set the Ignore Input Library property to Yes - on the General propert page of the Linker folder in the project's Property - Pages dialog box. - -///////////////////////////////////////////////////////////////////////////// -Other standard files: - -StdAfx.h, StdAfx.cpp - These files are used to build a precompiled header (PCH) file - named vnxtpquote.pch and a precompiled types file named StdAfx.obj. - -///////////////////////////////////////////////////////////////////////////// -Other notes: - -AppWizard uses "TODO:" comments to indicate parts of the source code you -should add to or customize. - -///////////////////////////////////////////////////////////////////////////// diff --git a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/dllmain.cpp b/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/dllmain.cpp deleted file mode 100644 index 69b5891..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/dllmain.cpp +++ /dev/null @@ -1,19 +0,0 @@ -// dllmain.cpp : Defines the entry point for the DLL application. -#include "stdafx.h" - -BOOL APIENTRY DllMain( HMODULE hModule, - DWORD ul_reason_for_call, - LPVOID lpReserved - ) -{ - switch (ul_reason_for_call) - { - case DLL_PROCESS_ATTACH: - case DLL_THREAD_ATTACH: - case DLL_THREAD_DETACH: - case DLL_PROCESS_DETACH: - break; - } - return TRUE; -} - diff --git a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/libsodium.dll b/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/libsodium.dll deleted file mode 100644 index 8921bc3..0000000 Binary files a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/libsodium.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/stdafx.cpp b/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/stdafx.cpp deleted file mode 100644 index 926d762..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/stdafx.cpp +++ /dev/null @@ -1,8 +0,0 @@ -// stdafx.cpp : source file that includes just the standard includes -// vnxtpquote.pch will be the pre-compiled header -// stdafx.obj will contain the pre-compiled type information - -#include "stdafx.h" - -// TODO: reference any additional headers you need in STDAFX.H -// and not in this file diff --git a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/stdafx.h b/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/stdafx.h deleted file mode 100644 index f3a0737..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/stdafx.h +++ /dev/null @@ -1,16 +0,0 @@ -// stdafx.h : include file for standard system include files, -// or project specific include files that are used frequently, but -// are changed infrequently -// - -#pragma once - -#include "targetver.h" - -#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers -// Windows Header Files: -#include - - - -// TODO: reference additional headers your program requires here diff --git a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/targetver.h b/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/targetver.h deleted file mode 100644 index 87c0086..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/targetver.h +++ /dev/null @@ -1,8 +0,0 @@ -#pragma once - -// Including SDKDDKVer.h defines the highest available Windows platform. - -// If you wish to build your application for a previous Windows platform, include WinSDKVer.h and -// set the _WIN32_WINNT macro to the platform you wish to support before including SDKDDKVer.h. - -#include diff --git a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/vnxtpquote.cpp b/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/vnxtpquote.cpp deleted file mode 100644 index 2f080af..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/vnxtpquote.cpp +++ /dev/null @@ -1,2016 +0,0 @@ -// vnctpmd.cpp : DLL Ӧóĵ -// -//#include "stdafx.h" -#include "vnxtpquote.h" - -///------------------------------------------------------------------------------------- -///PythonC++תõĺ -///------------------------------------------------------------------------------------- - -void getInt(dict d, string key, int *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getDouble(dict d, string key, double *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - *value = x(); - } - } -}; - -void getStr(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ - //+1ӦΪC++ַĽβţرȷ1 -#ifdef _MSC_VER //WIN32 - strcpy_s(value, strlen(buffer) + 1, buffer); -#elif __GNUC__ - strncpy(value, buffer, strlen(buffer) + 1); -#endif - } - } -}; - -void getChar(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - *value = *buffer; - } - } -}; - -///------------------------------------------------------------------------------------- -///C++Ļصݱ浽 -///------------------------------------------------------------------------------------- - -void QuoteApi::OnDisconnected(int reason) -{ - Task* task = new Task(); - task->task_name = ONDISCONNECTED; - task->task_id = reason; - this->task_queue.push(task); -}; - -void QuoteApi::OnError(XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONERROR; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - this->task_queue.push(task); -}; - -void QuoteApi::OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONSUBMARKETDATA; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONUNSUBMARKETDATA; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) -{ - Task* task = new Task(); - task->task_name = ONDEPTHMARKETDATA; - - if (market_data) - { - XTPMD *task_data = new XTPMD(); - *task_data = *market_data; - task->task_data = task_data; - } - - if (bid1_qty && bid1_count>0) - { - int64_t *task_data_one = new int64_t[bid1_count]; - for (int i=0;itask_data_one = task_data_one; - } - task->task_one_counts = bid1_count; - task->task_one_all_counts = max_bid1_count; - if (ask1_qty && ask1_count>0) - { - int64_t *task_data_two = new int64_t[ask1_count]; - for (int i=0;itask_data_two = task_data_two; - } - task->task_two_counts = ask1_count; - task->task_two_all_counts =max_ask1_count; - - this->task_queue.push(task); -}; - -void QuoteApi::OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONSUBORDERBOOK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONUNSUBORDERBOOK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnOrderBook(XTPOB *order_book) -{ - Task* task = new Task(); - task->task_name = ONORDERBOOK; - - if (order_book) - { - XTPOB *task_data = new XTPOB(); - *task_data = *order_book; - task->task_data = task_data; - } - this->task_queue.push(task); -}; - -void QuoteApi::OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONSUBTICKBYTICK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONUNSUBTICKBYTICK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnTickByTick(XTPTBT *tbt_data) -{ - Task* task = new Task(); - task->task_name = ONTICKBYTICK; - - if (tbt_data) - { - XTPTBT *task_data = new XTPTBT(); - *task_data = *tbt_data; - task->task_data = task_data; - } - - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLORDERBOOK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - - -void QuoteApi::OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - - -void QuoteApi::OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONQUERYALLTICKERS; - - if (ticker_info) - { - XTPQSI *task_data = new XTPQSI(); - *task_data = *ticker_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONQUERYTICKERSPRICEINFO; - - if (ticker_info) - { - XTPTPI *task_data = new XTPTPI(); - *task_data = *ticker_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - - - -void QuoteApi::OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLOPTIONMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLOPTIONMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLOPTIONORDERBOOK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLOPTIONORDERBOOK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLOPTIONTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLOPTIONTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; -///------------------------------------------------------------------------------------- -///̴߳ӶȡݣתΪpython󣬽 -///------------------------------------------------------------------------------------- - -void QuoteApi::processTask() -{ - while (1) - { - Task* task = this->task_queue.wait_and_pop(); - - switch (task->task_name) - { - case ONDISCONNECTED: - { - this->processDisconnected(task); - break; - } - - case ONERROR: - { - this->processError(task); - break; - } - - case ONSUBMARKETDATA: - { - this->processSubMarketData(task); - break; - } - - case ONUNSUBMARKETDATA: - { - this->processUnSubMarketData(task); - break; - } - - case ONDEPTHMARKETDATA: - { - this->processDepthMarketData(task); - break; - } - - case ONSUBORDERBOOK: - { - this->processSubOrderBook(task); - break; - } - - case ONUNSUBORDERBOOK: - { - this->processUnSubOrderBook(task); - break; - } - - case ONORDERBOOK: - { - this->processOrderBook(task); - break; - } - - case ONSUBTICKBYTICK: - { - this->processSubTickByTick(task); - break; - } - - case ONUNSUBTICKBYTICK: - { - this->processUnSubTickByTick(task); - break; - } - - case ONTICKBYTICK: - { - this->processTickByTick(task); - break; - } - - case ONSUBSCRIBEALLMARKETDATA: - { - this->processSubscribeAllMarketData(task); - break; - } - - case ONUNSUBSCRIBEALLMARKETDATA: - { - this->processUnSubscribeAllMarketData(task); - break; - } - - case ONSUBSCRIBEALLORDERBOOK: - { - this->processSubscribeAllOrderBook(task); - break; - } - - case ONUNSUBSCRIBEALLORDERBOOK: - { - this->processUnSubscribeAllOrderBook(task); - break; - } - - case ONSUBSCRIBEALLTICKBYTICK: - { - this->processSubscribeAllTickByTick(task); - break; - } - - case ONUNSUBSCRIBEALLTICKBYTICK: - { - this->processUnSubscribeAllTickByTick(task); - break; - } - - case ONQUERYALLTICKERS: - { - this->processQueryAllTickers(task); - break; - } - - case ONQUERYTICKERSPRICEINFO: - { - this->processQueryTickersPriceInfo(task); - break; - } - - - - case ONSUBSCRIBEALLOPTIONMARKETDATA: - { - this->processSubscribeAllOptionMarketData(task); - break; - } - case ONUNSUBSCRIBEALLOPTIONMARKETDATA: - { - this->processUnSubscribeAllOptionMarketData(task); - break; - } - case ONSUBSCRIBEALLOPTIONORDERBOOK: - { - this->processSubscribeAllOptionOrderBook(task); - break; - } - case ONUNSUBSCRIBEALLOPTIONORDERBOOK: - { - this->processUnSubscribeAllOptionOrderBook(task); - break; - } - case ONSUBSCRIBEALLOPTIONTICKBYTICK: - { - this->processSubscribeAllOptionTickByTick(task); - break; - } - case ONUNSUBSCRIBEALLOPTIONTICKBYTICK: - { - this->processUnSubscribeAllOptionTickByTick(task); - break; - } - }; - } -}; - - - -void QuoteApi::processDisconnected(Task *task) -{ - PyLock lock; - this->onDisconnected(task->task_id); - delete task; -}; - -void QuoteApi::processError(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onError(error); - delete task; -}; - -void QuoteApi::processSubMarketData(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubMarketData(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processUnSubMarketData(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubMarketData(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processDepthMarketData(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPMD *task_data = (XTPMD*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["last_price"] = task_data->last_price; - data["pre_close_price"] = task_data->pre_close_price; - data["open_price"] = task_data->open_price; - data["high_price"] = task_data->high_price; - data["low_price"] = task_data->low_price; - data["close_price"] = task_data->close_price; - - data["pre_total_long_positon"] = task_data->pre_total_long_positon; - data["total_long_positon"] = task_data->total_long_positon; - data["pre_settl_price"] = task_data->pre_settl_price; - data["settl_price"] = task_data->settl_price; - - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["pre_delta"] = task_data->pre_delta; - data["curr_delta"] = task_data->curr_delta; - - data["data_time"] = task_data->data_time; - - data["qty"] = task_data->qty; - data["turnover"] = task_data->turnover; - data["avg_price"] = task_data->avg_price; - - data["trades_count"] = task_data->trades_count; - char str_ticker_status[9] = {"\0"}; -#ifdef _MSC_VER //WIN32 - strcpy_s(str_ticker_status, sizeof(task_data->ticker_status)+1, task_data->ticker_status); -#elif __GNUC__ - strncpy(str_ticker_status, task_data->ticker_status, sizeof(task_data->ticker_status)); -#endif - data["ticker_status"] = str_ticker_status; - - boost::python::list ask; - boost::python::list bid; - boost::python::list ask_qty; - boost::python::list bid_qty; - - for (int i = 0; i < 10; i++) - { - ask.append(task_data->ask[i]); - bid.append(task_data->bid[i]); - ask_qty.append(task_data->ask_qty[i]); - bid_qty.append(task_data->bid_qty[i]); - } - - data["ask"] = ask; - data["bid"] = bid; - data["bid_qty"] = bid_qty; - data["ask_qty"] = ask_qty; - - data["data_type"] = (int)task_data->data_type; - if (task_data->data_type == XTP_MARKETDATA_ACTUAL){ - data["total_bid_qty"] = task_data->stk.total_bid_qty; - data["total_ask_qty"] = task_data->stk.total_ask_qty; - data["ma_bid_price"] = task_data->stk.ma_bid_price; - data["ma_ask_price"] = task_data->stk.ma_ask_price; - data["ma_bond_bid_price"] = task_data->stk.ma_bond_bid_price; - data["ma_bond_ask_price"] = task_data->stk.ma_bond_ask_price; - data["yield_to_maturity"] = task_data->stk.yield_to_maturity; - data["iopv"] = task_data->stk.iopv; - data["etf_buy_count"] = task_data->stk.etf_buy_count; - data["etf_sell_count"] = task_data->stk.etf_sell_count; - data["etf_buy_qty"] = task_data->stk.etf_buy_qty; - data["etf_buy_money"] = task_data->stk.etf_buy_money; - data["etf_sell_qty"] = task_data->stk.etf_sell_qty; - data["etf_sell_money"] = task_data->stk.etf_sell_money; - data["total_warrant_exec_qty"] = task_data->stk.total_warrant_exec_qty; - data["warrant_lower_price"] = task_data->stk.warrant_lower_price; - data["warrant_upper_price"] = task_data->stk.warrant_upper_price; - data["cancel_buy_count"] = task_data->stk.cancel_buy_count; - data["cancel_sell_count"] = task_data->stk.cancel_sell_count; - data["cancel_buy_qty"] = task_data->stk.cancel_buy_qty; - data["cancel_sell_qty"] = task_data->stk.cancel_sell_qty; - data["cancel_buy_money"] = task_data->stk.cancel_buy_money; - data["cancel_sell_money"] = task_data->stk.cancel_sell_money; - data["total_buy_count"] = task_data->stk.total_buy_count; - data["total_sell_count"] = task_data->stk.total_sell_count; - data["duration_after_buy"] = task_data->stk.duration_after_buy; - data["duration_after_sell"] = task_data->stk.duration_after_sell; - data["num_bid_orders"] = task_data->stk.num_bid_orders; - data["num_ask_orders"] = task_data->stk.num_ask_orders; - data["pre_iopv"] = task_data->stk.pre_iopv; - data["r1"] = task_data->stk.r1; - data["r2"] = task_data->stk.r2; - }else if (task_data->data_type == XTP_MARKETDATA_OPTION){ - data["auction_price"] = task_data->opt.auction_price; - data["auction_qty"] = task_data->opt.auction_qty; - data["last_enquiry_time"] = task_data->opt.last_enquiry_time; - } - - data["r4"] = task_data->r4; - - delete task->task_data; - } - boost::python::list bid1_qty_list; - if (task->task_data_one && task->task_one_counts>0) - { - for (int i=0;itask_one_counts;i++) - { - int64_t *bid1_qty = (int64_t *)task->task_data_one+i; - bid1_qty_list.append(*bid1_qty); - } - delete[] task->task_data_one; - } - int bid1_count= task->task_one_counts; - int max_bid1_count= task->task_one_all_counts; - - boost::python::list ask1_qty_list; - if (task->task_data_two && task->task_two_counts>0) - { - for (int i=0;itask_two_counts;i++) - { - int64_t *ask1_qty = (int64_t *)task->task_data_two+i; - ask1_qty_list.append(*ask1_qty); - } - delete[] task->task_data_two; - } - int ask1_count= task->task_two_counts; - int max_ask1_count= task->task_two_all_counts; - this->onDepthMarketData(data,bid1_qty_list,bid1_count,max_bid1_count,ask1_qty_list,ask1_count,max_ask1_count); - delete task; -}; - -void QuoteApi::processSubOrderBook(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubOrderBook(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processUnSubOrderBook(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubOrderBook(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processOrderBook(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOB *task_data = (XTPOB*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["data_time"] = task_data->data_time; - - data["last_price"] = task_data->last_price; - data["qty"] = task_data->qty; - data["turnover"] = task_data->turnover; - data["trades_count"] = task_data->trades_count; - - boost::python::list ask; - boost::python::list bid; - boost::python::list ask_qty; - boost::python::list bid_qty; - - for (int i = 0; i < 10; i++) - { - ask.append(task_data->ask[i]); - bid.append(task_data->bid[i]); - ask_qty.append(task_data->ask_qty[i]); - bid_qty.append(task_data->bid_qty[i]); - } - - data["ask"] = ask; - data["bid"] = bid; - data["bid_qty"] = bid_qty; - data["ask_qty"] = ask_qty; - delete task->task_data; - } - - this->onOrderBook(data); - delete task; -}; - -void QuoteApi::processSubTickByTick(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubTickByTick(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processUnSubTickByTick(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubTickByTick(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processTickByTick(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPTBT *task_data = (XTPTBT*)task->task_data; - - - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - //data["seq"] = task_data->seq; - data["data_time"] = task_data->data_time; - data["type"] = (int)task_data->type; - - if (task_data->type == XTP_TBT_ENTRUST) - { - data["channel_no"] = task_data->entrust.channel_no; - data["seq"] = task_data->entrust.seq; - data["price"] = task_data->entrust.price; - data["qty"] = task_data->entrust.qty; - data["side"] = task_data->entrust.side; - data["ord_type"] = task_data->entrust.ord_type; - } - else - { - data["channel_no"] = task_data->trade.channel_no; - data["seq"] = task_data->trade.seq; - data["price"] = task_data->trade.price; - data["qty"] = task_data->trade.qty; - data["money"] = task_data->trade.money; - data["bid_no"] = task_data->trade.bid_no; - data["ask_no"] = task_data->trade.ask_no; - data["trade_flag"] = task_data->trade.trade_flag; - } - - delete task->task_data; - } - - this->onTickByTick(data); - delete task; -}; - -void QuoteApi::processSubscribeAllMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - this->onSubscribeAllMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllTickByTick(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllTickByTick(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processQueryAllTickers(Task *task) -{ - PyLock lock; - - //ֶ޸ - dict data; - if (task->task_data) - { - XTPQSI *task_data = (XTPQSI*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["ticker_type"] = (int)task_data->ticker_type; - data["pre_close_price"] = task_data->pre_close_price; - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["price_tick"] = task_data->price_tick; - data["buy_qty_unit"] = task_data->buy_qty_unit; - data["sell_qty_unit"] = task_data->sell_qty_unit; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryAllTickers(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processQueryTickersPriceInfo(Task *task) -{ - PyLock lock; - - //ֶ޸ - dict data; - if (task->task_data) - { - XTPTPI *task_data = (XTPTPI*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["last_price"] = task_data->last_price; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryTickersPriceInfo(data, error, task->task_last); - delete task; -}; - - - - - -void QuoteApi::processSubscribeAllOptionMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOptionMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOptionMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOptionMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllOptionOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOptionOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOptionOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOptionOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllOptionTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOptionTickByTick(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOptionTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOptionTickByTick(task->exchange_id,error); - delete task; -}; -///------------------------------------------------------------------------------------- -/// -///------------------------------------------------------------------------------------- - -void QuoteApi::createQuoteApi(int clientid, string path, int log_level) -{ - this->api = XTP::API::QuoteApi::CreateQuoteApi(clientid, path.c_str(),(XTP_LOG_LEVEL)log_level); - this->api->RegisterSpi(this); -}; - -void QuoteApi::release() -{ - this->api->Release(); -}; - -int QuoteApi::exit() -{ - //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ - this->api->RegisterSpi(NULL); - this->api->Release(); - this->api = NULL; - return 1; -}; - -string QuoteApi::getTradingDay() -{ - string ret =""; - const char* p = this->api->GetTradingDay(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -string QuoteApi::getApiVersion() -{ - string ret =""; - const char* p = this->api->GetApiVersion(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -dict QuoteApi::getApiLastError() -{ - XTPRI *error = this->api->GetApiLastError(); - dict err; - if(error == NULL) - return err; - - err["error_id"] = error->error_id; - err["error_msg"] = error->error_msg; - - return err; -}; - -void QuoteApi::setUDPBufferSize(int size) -{ - this->api->SetUDPBufferSize(size); -}; - -void QuoteApi::setHeartBeatInterval(int interval) -{ - this->api->SetHeartBeatInterval(interval); -}; - -int QuoteApi::subscribeMarketData(boost::python::list tickerList,int count, int exchange) -{ - int listLength = boost::python::len(tickerList); - char **myreqList = new char *[listLength]; - for(int i=0;iapi->SubscribeMarketData(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->UnSubscribeMarketData(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->SubscribeOrderBook(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->UnSubscribeOrderBook(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->SubscribeTickByTick(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->UnSubscribeTickByTick(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->SubscribeAllMarketData((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::unSubscribeAllMarketData(int exchange) -{ - return this->api->UnSubscribeAllMarketData((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::subscribeAllOrderBook(int exchange) -{ - return this->api->SubscribeAllOrderBook((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::unSubscribeAllOrderBook(int exchange) -{ - return this->api->UnSubscribeAllOrderBook((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::subscribeAllTickByTick(int exchange) -{ - return this->api->SubscribeAllTickByTick((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::unSubscribeAllTickByTick(int exchange) -{ - return this->api->UnSubscribeAllTickByTick((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::login(string ip, int port, string user, string password, int socktype) -{ - int i = this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype); - return i; -}; - -int QuoteApi::logout() -{ - int i = this->api->Logout(); - return i; -}; - -int QuoteApi::queryAllTickers(int exchange) -{ - int i = this->api->QueryAllTickers((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::queryTickersPriceInfo(boost::python::list tickerList,int count, int exchange) -{ - int listLength = boost::python::len(tickerList); - //printf("listLength:%d\n",listLength); - char **myreqList = new char *[listLength]; - for(int i=0;iapi->QueryTickersPriceInfo(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - //printf("return i:%d\n",i); - for(int i=0;iapi->QueryAllTickersPriceInfo(); - return i; -} - - - -int QuoteApi::subscribeAllOptionMarketData(int exchange) -{ - int i = this->api->SubscribeAllOptionMarketData((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::unSubscribeAllOptionMarketData(int exchange) -{ - int i = this->api->UnSubscribeAllOptionMarketData((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::subscribeAllOptionOrderBook(int exchange) -{ - int i = this->api->SubscribeAllOptionOrderBook((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::unSubscribeAllOptionOrderBook(int exchange) -{ - int i = this->api->UnSubscribeAllOptionOrderBook((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::subscribeAllOptionTickByTick(int exchange) -{ - int i = this->api->SubscribeAllOptionTickByTick((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::unSubscribeAllOptionTickByTick(int exchange) -{ - int i = this->api->UnSubscribeAllOptionTickByTick((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -///------------------------------------------------------------------------------------- -///Boost.Pythonװ -///------------------------------------------------------------------------------------- - -struct QuoteApiWrap : QuoteApi, wrapper < QuoteApi > -{ - virtual void onDisconnected(int reason) - { - try - { - this->get_override("onDisconnected")(reason); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onError(dict data) - { - try - { - this->get_override("onError")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubMarketData(dict data, dict error, bool last) - { - try - { - this->get_override("onSubMarketData")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubMarketData(dict data, dict error, bool last) - { - try - { - this->get_override("onUnSubMarketData")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onDepthMarketData(dict data,boost::python::list bid1_qty_list,int bid1_count,int max_bid1_count,boost::python::list ask1_qty_list,int ask1_count,int max_ask1_count) - { - try - { - this->get_override("onDepthMarketData")(data,bid1_qty_list,bid1_count,max_bid1_count,ask1_qty_list,ask1_count,max_ask1_count); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubOrderBook(dict data, dict error, bool last) - { - try - { - this->get_override("onSubOrderBook")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubOrderBook(dict data, dict error, bool last) - { - try - { - this->get_override("onUnSubOrderBook")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onOrderBook(dict data) - { - try - { - this->get_override("onOrderBook")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubTickByTick(dict data, dict error, bool last) - { - try - { - this->get_override("onSubTickByTick")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubTickByTick(dict data, dict error, bool last) - { - try - { - this->get_override("onUnSubTickByTick")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onTickByTick(dict data) - { - try - { - this->get_override("onTickByTick")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryAllTickers(dict data, dict error, bool last) - { - try - { - this->get_override("onQueryAllTickers")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTickersPriceInfo(dict data, dict error, bool last) - { - try - { - this->get_override("onQueryTickersPriceInfo")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - - - - - virtual void onSubscribeAllOptionMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOptionMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOptionMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOptionMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllOptionOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOptionOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOptionOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOptionOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - virtual void onSubscribeAllOptionTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOptionTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOptionTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOptionTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; -}; - - -BOOST_PYTHON_MODULE(vnxtpquote) -{ - PyEval_InitThreads(); //ʱУ֤ȴGIL - - class_("QuoteApi") - .def("createQuoteApi", &QuoteApiWrap::createQuoteApi) - .def("release", &QuoteApiWrap::release) - .def("exit", &QuoteApiWrap::exit) - .def("getTradingDay", &QuoteApiWrap::getTradingDay) - .def("getApiVersion", &QuoteApiWrap::getApiVersion) - .def("getApiLastError", &QuoteApiWrap::getApiLastError) - .def("setUDPBufferSize", &QuoteApiWrap::setUDPBufferSize) - .def("setHeartBeatInterval", &QuoteApiWrap::setHeartBeatInterval) - .def("subscribeMarketData", &QuoteApiWrap::subscribeMarketData) - .def("unSubscribeMarketData", &QuoteApiWrap::unSubscribeMarketData) - .def("subscribeOrderBook", &QuoteApiWrap::subscribeOrderBook) - .def("unSubscribeOrderBook", &QuoteApiWrap::unSubscribeOrderBook) - .def("subscribeTickByTick", &QuoteApiWrap::subscribeTickByTick) - .def("unSubscribeTickByTick", &QuoteApiWrap::unSubscribeTickByTick) - .def("subscribeAllMarketData", &QuoteApiWrap::subscribeAllMarketData) - .def("unSubscribeAllMarketData", &QuoteApiWrap::unSubscribeAllMarketData) - .def("subscribeAllOrderBook", &QuoteApiWrap::subscribeAllOrderBook) - .def("unSubscribeAllOrderBook", &QuoteApiWrap::unSubscribeAllOrderBook) - .def("subscribeAllTickByTick", &QuoteApiWrap::subscribeAllTickByTick) - .def("unSubscribeAllTickByTick", &QuoteApiWrap::unSubscribeAllTickByTick) - .def("login", &QuoteApiWrap::login) - .def("logout", &QuoteApiWrap::logout) - .def("queryAllTickers", &QuoteApiWrap::queryAllTickers) - .def("queryTickersPriceInfo", &QuoteApiWrap::queryTickersPriceInfo) - .def("queryAllTickersPriceInfo", &QuoteApiWrap::queryAllTickersPriceInfo) - - .def("subscribeAllOptionMarketData", &QuoteApiWrap::subscribeAllOptionMarketData) - .def("unSubscribeAllOptionMarketData", &QuoteApiWrap::unSubscribeAllOptionMarketData) - .def("subscribeAllOptionOrderBook", &QuoteApiWrap::subscribeAllOptionOrderBook) - .def("unSubscribeAllOptionOrderBook", &QuoteApiWrap::unSubscribeAllOptionOrderBook) - .def("subscribeAllOptionTickByTick", &QuoteApiWrap::subscribeAllOptionTickByTick) - .def("unSubscribeAllOptionTickByTick", &QuoteApiWrap::unSubscribeAllOptionTickByTick) - - - .def("onDisconnected", pure_virtual(&QuoteApiWrap::onDisconnected)) - .def("onError", pure_virtual(&QuoteApiWrap::onError)) - .def("onSubMarketData", pure_virtual(&QuoteApiWrap::onSubMarketData)) - .def("onUnSubMarketData", pure_virtual(&QuoteApiWrap::onUnSubMarketData)) - .def("onDepthMarketData", pure_virtual(&QuoteApiWrap::onDepthMarketData)) - .def("onSubOrderBook", pure_virtual(&QuoteApiWrap::onSubOrderBook)) - .def("onUnSubOrderBook", pure_virtual(&QuoteApiWrap::onUnSubOrderBook)) - .def("onOrderBook", pure_virtual(&QuoteApiWrap::onOrderBook)) - .def("onSubTickByTick", pure_virtual(&QuoteApiWrap::onSubTickByTick)) - .def("onUnSubTickByTick", pure_virtual(&QuoteApiWrap::onUnSubTickByTick)) - .def("onTickByTick", pure_virtual(&QuoteApiWrap::onTickByTick)) - .def("onSubscribeAllMarketData", pure_virtual(&QuoteApiWrap::onSubscribeAllMarketData)) - .def("onUnSubscribeAllMarketData", pure_virtual(&QuoteApiWrap::onUnSubscribeAllMarketData)) - .def("onSubscribeAllOrderBook", pure_virtual(&QuoteApiWrap::onSubscribeAllOrderBook)) - .def("onUnSubscribeAllOrderBook", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOrderBook)) - .def("onSubscribeAllTickByTick", pure_virtual(&QuoteApiWrap::onSubscribeAllTickByTick)) - .def("onUnSubscribeAllTickByTick", pure_virtual(&QuoteApiWrap::onUnSubscribeAllTickByTick)) - .def("onQueryAllTickers", pure_virtual(&QuoteApiWrap::onQueryAllTickers)) - .def("onQueryTickersPriceInfo", pure_virtual(&QuoteApiWrap::onQueryTickersPriceInfo)) - - .def("onSubscribeAllOptionMarketData", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionMarketData)) - .def("onUnSubscribeAllOptionMarketData", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionMarketData)) - .def("onSubscribeAllOptionOrderBook", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionOrderBook)) - .def("onUnSubscribeAllOptionOrderBook", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionOrderBook)) - .def("onSubscribeAllOptionTickByTick", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionTickByTick)) - .def("onUnSubscribeAllOptionTickByTick", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionTickByTick)) - ; -}; diff --git a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/vnxtpquote.h b/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/vnxtpquote.h deleted file mode 100644 index 9ca9074..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtpquote/vnxtpquote/vnxtpquote.h +++ /dev/null @@ -1,531 +0,0 @@ -//˵ - -//API -#include "xtp_quote_api.h" - -//ϵͳ -//#ifdef WIN32 -//#include "stdafx.h" -//#endif -#include -#include -#include - -//Boost -#define BOOST_PYTHON_STATIC_LIB -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //е̹߳ -#include //е̹߳ - - -//ռ -using namespace std; -using namespace boost::python; -using namespace boost; - - -// -#define ONDISCONNECTED 1 -#define ONERROR 2 -#define ONSUBMARKETDATA 3 -#define ONUNSUBMARKETDATA 4 -#define ONDEPTHMARKETDATA 5 -#define ONSUBORDERBOOK 6 -#define ONUNSUBORDERBOOK 7 -#define ONORDERBOOK 8 -#define ONSUBTICKBYTICK 9 -#define ONUNSUBTICKBYTICK 10 -#define ONTICKBYTICK 11 -#define ONSUBSCRIBEALLMARKETDATA 12 -#define ONUNSUBSCRIBEALLMARKETDATA 13 -#define ONSUBSCRIBEALLORDERBOOK 14 -#define ONUNSUBSCRIBEALLORDERBOOK 15 -#define ONSUBSCRIBEALLTICKBYTICK 16 -#define ONUNSUBSCRIBEALLTICKBYTICK 17 -#define ONQUERYALLTICKERS 18 -#define ONQUERYTICKERSPRICEINFO 19 - -#define ONSUBSCRIBEALLOPTIONMARKETDATA 20 -#define ONUNSUBSCRIBEALLOPTIONMARKETDATA 21 -#define ONSUBSCRIBEALLOPTIONORDERBOOK 22 -#define ONUNSUBSCRIBEALLOPTIONORDERBOOK 23 -#define ONSUBSCRIBEALLOPTIONTICKBYTICK 24 -#define ONUNSUBSCRIBEALLOPTIONTICKBYTICK 25 - -///------------------------------------------------------------------------------------- -///APIеIJ -///------------------------------------------------------------------------------------- - -//GILȫ򻯻ȡã -//ڰC++̻߳GILӶֹpython -class PyLock -{ -private: - PyGILState_STATE gil_state; - -public: - //ijдöʱGIL - PyLock() - { - gil_state = PyGILState_Ensure(); - } - - //ijɺٸöʱGIL - ~PyLock() - { - PyGILState_Release(gil_state); - } -}; - - -//ṹ -struct Task -{ - int task_name; //صƶӦij - void *task_data; //ݽṹ - void *task_error; //ṹ - int task_id; //id - bool task_last; //ǷΪ󷵻 - int exchange_id; //г - void *task_data_one; //ݽṹ - int task_one_counts; - int task_one_all_counts; - void *task_data_two; //ݽṹ - int task_two_counts; - int task_two_all_counts; - -}; - - -///̰߳ȫĶ -template - -class ConcurrentQueue -{ -private: - queue the_queue; //׼ - mutable mutex the_mutex; //boost - condition_variable the_condition_variable; //boost - -public: - - //µ - void push(Data const& data) - { - mutex::scoped_lock lock(the_mutex); //ȡ - the_queue.push(data); //д - lock.unlock(); //ͷ - the_condition_variable.notify_one(); //֪ͨȴ߳ - } - - //ǷΪ - bool empty() const - { - mutex::scoped_lock lock(the_mutex); - return the_queue.empty(); - } - - //ȡ - Data wait_and_pop() - { - mutex::scoped_lock lock(the_mutex); - - while (the_queue.empty()) //Ϊʱ - { - the_condition_variable.wait(lock); //ȴ֪ͨ - } - - Data popped_value = the_queue.front(); //ȡеһ - the_queue.pop(); //ɾ - return popped_value; //ظ - } - -}; - - -//ֵлȡijֵӦֵṹֵ -void getInt(dict d, string key, int* value); - -//ֵлȡijֵӦĸֵṹֵ -void getDouble(dict d, string key, double* value); - -//ֵлȡijֵӦֵַṹֵ -void getChar(dict d, string key, char* value); - -//ֵлȡijֵӦֵַṹֵ -void getStr(dict d, string key, char* value); - - -///------------------------------------------------------------------------------------- -///C++ SPIĻصʵ -///------------------------------------------------------------------------------------- - -//APIļ̳ʵ -class QuoteApi : public XTP::API::QuoteSpi -{ -private: - XTP::API::QuoteApi* api; //API - thread *task_thread; //ָ߳루pythonݣ - ConcurrentQueue task_queue; // - -public: - QuoteApi() - { - function0 f = boost::bind(&QuoteApi::processTask, this); - thread t(f); - this->task_thread = &t; - }; - - ~QuoteApi() - { - }; - - //------------------------------------------------------------------------------------- - //APIص - //------------------------------------------------------------------------------------- - - ///ͻ̨ͨӶϿʱ÷á - ///@param reason ԭӦ - ///@remark apiԶ߷ʱûѡڴ˺еLoginµ¼עûµ¼Ҫ¶ - virtual void OnDisconnected(int reason); - - - ///Ӧ - ///@param error_info ӦʱľĴʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ˺ֻڷʱŻãһû - virtual void OnError(XTPRI *error_info); - - ///Ӧ - ///@param ticker ϸĺԼ - ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ζĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿĵĺԼӦһӦҪٷأϢʱᴥ - virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///˶Ӧ - ///@param ticker ϸĺԼȡ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ȡĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿȡĵĺԼӦһȡӦҪٷأϢʱᴥ - virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///֪ͨһһ - ///@param market_data - ///@param bid1_qty һ - ///@param bid1_count һеЧίб - ///@param max_bid1_count һίб - ///@param ask1_qty һ - ///@param ask1_count һеЧίб - ///@param max_ask1_count һίб - ///@remark ҪٷأϢʱᴥ - virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count); - - ///鶩Ӧ - ///@param ticker ϸĺԼ - ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ζĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿĵĺԼӦһӦҪٷأϢʱᴥ - virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///˶鶩Ӧ - ///@param ticker ϸĺԼȡ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ȡĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿȡĵĺԼӦһȡӦҪٷأϢʱᴥ - virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///鶩֪ͨ - ///@param order_book 鶩ݣҪٷأϢʱᴥ - virtual void OnOrderBook(XTPOB *order_book); - - ///Ӧ - ///@param ticker ϸĺԼ - ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ζĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿĵĺԼӦһӦҪٷأϢʱᴥ - virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///˶Ӧ - ///@param ticker ϸĺԼȡ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ȡĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿȡĵĺԼӦһȡӦҪٷأϢʱᴥ - virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///֪ͨ - ///@param tbt_data ݣίкʳɽΪýṹ壬ҪtypeίлʳɽҪٷأϢʱᴥ - virtual void OnTickByTick(XTPTBT *tbt_data); - - ///ȫгĹƱӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгӦ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///ȫг鶩Ӧ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///˶ȫг鶩Ӧ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///ȫгӦ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///˶ȫгӦ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - - ///ѯɽ׺ԼӦ - ///@param ticker_info ɽ׺ԼϢ - ///@param error_info ѯɽ׺ԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴βѯɽ׺ԼһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last); - - ///ѯԼ¼۸ϢӦ - ///@param ticker_info Լ¼۸Ϣ - ///@param error_info ѯԼ¼۸ϢʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴βѯһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last); - - - ///ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///ȫгȨ鶩Ӧ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгȨ鶩Ӧ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - //------------------------------------------------------------------------------------- - //task - //------------------------------------------------------------------------------------- - - void processTask(); - - void processDisconnected(Task *task); - - void processError(Task *task); - - void processSubMarketData(Task *task); - - void processUnSubMarketData(Task *task); - - void processDepthMarketData(Task *task); - - void processSubOrderBook(Task *task); - - void processUnSubOrderBook(Task *task); - - void processOrderBook(Task *task); - - void processSubTickByTick(Task *task); - - void processUnSubTickByTick(Task *task); - - void processTickByTick(Task *task); - - void processSubscribeAllMarketData(Task *task); - - void processUnSubscribeAllMarketData(Task *task); - - void processSubscribeAllOrderBook(Task *task); - - void processUnSubscribeAllOrderBook(Task *task); - - void processSubscribeAllTickByTick(Task *task); - - void processUnSubscribeAllTickByTick(Task *task); - - void processQueryAllTickers(Task *task); - - void processQueryTickersPriceInfo(Task *task); - - - - - void processSubscribeAllOptionMarketData(Task *task); - - void processUnSubscribeAllOptionMarketData(Task *task); - - void processSubscribeAllOptionOrderBook(Task *task); - - void processUnSubscribeAllOptionOrderBook(Task *task); - - void processSubscribeAllOptionTickByTick(Task *task); - - void processUnSubscribeAllOptionTickByTick(Task *task); - //------------------------------------------------------------------------------------- - //dataصֵ - //errorصĴֵ - //idid - //lastǷΪ󷵻 - //i - //------------------------------------------------------------------------------------- - - virtual void onDisconnected(int reason) {}; - - virtual void onError(dict data) {}; - - virtual void onSubMarketData(dict data, dict error, bool last) {}; - - virtual void onUnSubMarketData(dict data, dict error, bool last) {}; - - virtual void onDepthMarketData(dict data,boost::python::list bid1_qty_list,int bid1_count,int max_bid1_count,boost::python::list ask1_qty_list,int ask1_count,int max_ask1_count) {}; - - virtual void onSubOrderBook(dict data, dict error, bool last) {}; - - virtual void onUnSubOrderBook(dict data, dict error, bool last) {}; - - virtual void onOrderBook(dict data) {}; - - virtual void onSubTickByTick(dict data, dict error, bool last) {}; - - virtual void onUnSubTickByTick(dict data, dict error, bool last) {}; - - virtual void onTickByTick(dict data) {}; - - virtual void onSubscribeAllMarketData(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllMarketData(int exchange_id,dict error) {}; - - virtual void onSubscribeAllOrderBook(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOrderBook(int exchange_id,dict error) {}; - - virtual void onSubscribeAllTickByTick(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllTickByTick(int exchange_id,dict error) {}; - - virtual void onQueryAllTickers(dict data, dict error, bool last) {}; - - virtual void onQueryTickersPriceInfo(dict data, dict error, bool last) {}; - - - - - virtual void onSubscribeAllOptionMarketData(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOptionMarketData(int exchange_id,dict error) {}; - - virtual void onSubscribeAllOptionOrderBook(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOptionOrderBook(int exchange_id,dict error) {}; - - virtual void onSubscribeAllOptionTickByTick(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOptionTickByTick(int exchange_id,dict error) {}; - //------------------------------------------------------------------------------------- - //req:ֵ - //------------------------------------------------------------------------------------- - - void createQuoteApi(int clientid, string path, int log_level = XTP_LOG_LEVEL_DEBUG); - - void release(); - - int exit(); - - string getTradingDay(); - - string getApiVersion(); - - dict getApiLastError(); - - void setUDPBufferSize(int size); - - void setHeartBeatInterval(int interval); - - int subscribeMarketData(boost::python::list tickerList,int count, int exchange); - - int unSubscribeMarketData(boost::python::list tickerList,int count, int exchange); - - int subscribeOrderBook(boost::python::list tickerList,int count, int exchange); - - int unSubscribeOrderBook(boost::python::list tickerList,int count, int exchange); - - int subscribeTickByTick(boost::python::list tickerList,int count, int exchange); - - int unSubscribeTickByTick(boost::python::list tickerList,int count, int exchange); - - int subscribeAllMarketData(int exchange = 3); - - int unSubscribeAllMarketData(int exchange = 3); - - int subscribeAllOrderBook(int exchange = 3); - - int unSubscribeAllOrderBook(int exchange = 3); - - int subscribeAllTickByTick(int exchange = 3); - - int unSubscribeAllTickByTick(int exchange = 3); - - int login(string ip, int port, string user, string password, int socktype); - - int logout(); - - int queryAllTickers(int exchange); - - int queryTickersPriceInfo(boost::python::list tickerList, int count, int exchange); - - int queryAllTickersPriceInfo(); - - - - - int subscribeAllOptionMarketData(int exchange = XTP_EXCHANGE_UNKNOWN); - - int unSubscribeAllOptionMarketData(int exchange = XTP_EXCHANGE_UNKNOWN); - - int subscribeAllOptionOrderBook(int exchange = XTP_EXCHANGE_UNKNOWN); - - int unSubscribeAllOptionOrderBook(int exchange = XTP_EXCHANGE_UNKNOWN); - - int subscribeAllOptionTickByTick(int exchange = XTP_EXCHANGE_UNKNOWN); - - int unSubscribeAllOptionTickByTick(int exchange = XTP_EXCHANGE_UNKNOWN); -}; diff --git a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/ReadMe.txt b/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/ReadMe.txt deleted file mode 100644 index b7db244..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/ReadMe.txt +++ /dev/null @@ -1,48 +0,0 @@ -======================================================================== - DYNAMIC LINK LIBRARY : vnxtptrader Project Overview -======================================================================== - -AppWizard has created this vnxtptrader DLL for you. - -This file contains a summary of what you will find in each of the files that -make up your vnxtptrader application. - - -vnxtptrader.vcxproj - This is the main project file for VC++ projects generated using an Application Wizard. - It contains information about the version of Visual C++ that generated the file, and - information about the platforms, configurations, and project features selected with the - Application Wizard. - -vnxtptrader.vcxproj.filters - This is the filters file for VC++ projects generated using an Application Wizard. - It contains information about the association between the files in your project - and the filters. This association is used in the IDE to show grouping of files with - similar extensions under a specific node (for e.g. ".cpp" files are associated with the - "Source Files" filter). - -vnxtptrader.cpp - This is the main DLL source file. - - When created, this DLL does not export any symbols. As a result, it - will not produce a .lib file when it is built. If you wish this project - to be a project dependency of some other project, you will either need to - add code to export some symbols from the DLL so that an export library - will be produced, or you can set the Ignore Input Library property to Yes - on the General propert page of the Linker folder in the project's Property - Pages dialog box. - -///////////////////////////////////////////////////////////////////////////// -Other standard files: - -StdAfx.h, StdAfx.cpp - These files are used to build a precompiled header (PCH) file - named vnxtptrader.pch and a precompiled types file named StdAfx.obj. - -///////////////////////////////////////////////////////////////////////////// -Other notes: - -AppWizard uses "TODO:" comments to indicate parts of the source code you -should add to or customize. - -///////////////////////////////////////////////////////////////////////////// diff --git a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/dllmain.cpp b/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/dllmain.cpp deleted file mode 100644 index 69b5891..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/dllmain.cpp +++ /dev/null @@ -1,19 +0,0 @@ -// dllmain.cpp : Defines the entry point for the DLL application. -#include "stdafx.h" - -BOOL APIENTRY DllMain( HMODULE hModule, - DWORD ul_reason_for_call, - LPVOID lpReserved - ) -{ - switch (ul_reason_for_call) - { - case DLL_PROCESS_ATTACH: - case DLL_THREAD_ATTACH: - case DLL_THREAD_DETACH: - case DLL_PROCESS_DETACH: - break; - } - return TRUE; -} - diff --git a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/libsodium.dll b/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/libsodium.dll deleted file mode 100644 index 8921bc3..0000000 Binary files a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/libsodium.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/stdafx.cpp b/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/stdafx.cpp deleted file mode 100644 index 44a05bf..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/stdafx.cpp +++ /dev/null @@ -1,8 +0,0 @@ -// stdafx.cpp : source file that includes just the standard includes -// vnxtptrader.pch will be the pre-compiled header -// stdafx.obj will contain the pre-compiled type information - -#include "stdafx.h" - -// TODO: reference any additional headers you need in STDAFX.H -// and not in this file diff --git a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/stdafx.h b/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/stdafx.h deleted file mode 100644 index f3a0737..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/stdafx.h +++ /dev/null @@ -1,16 +0,0 @@ -// stdafx.h : include file for standard system include files, -// or project specific include files that are used frequently, but -// are changed infrequently -// - -#pragma once - -#include "targetver.h" - -#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers -// Windows Header Files: -#include - - - -// TODO: reference additional headers your program requires here diff --git a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/targetver.h b/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/targetver.h deleted file mode 100644 index 87c0086..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/targetver.h +++ /dev/null @@ -1,8 +0,0 @@ -#pragma once - -// Including SDKDDKVer.h defines the highest available Windows platform. - -// If you wish to build your application for a previous Windows platform, include WinSDKVer.h and -// set the _WIN32_WINNT macro to the platform you wish to support before including SDKDDKVer.h. - -#include diff --git a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/vnxtptrader.cpp b/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/vnxtptrader.cpp deleted file mode 100644 index 670300d..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/vnxtptrader.cpp +++ /dev/null @@ -1,1933 +0,0 @@ -// vnctpmd.cpp : DLL Ӧóĵ -// -//#include "stdafx.h" -#include "vnxtptrader.h" - -///------------------------------------------------------------------------------------- -///PythonC++תõĺ -///------------------------------------------------------------------------------------- - -void getInt(dict d, string key, int *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getUint64(dict d, string key, uint64_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getUint32(dict d, string key, uint32_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getInt64(dict d, string key, int64_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getDouble(dict d, string key, double *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - *value = x(); - } - } -}; - -void getStr(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ - //+1ӦΪC++ַĽβţرȷ1 -#ifdef _MSC_VER //WIN32 - strcpy_s(value, strlen(buffer) + 1, buffer); -#elif __GNUC__ - strncpy(value, buffer, strlen(buffer) + 1); -#endif - } - } -}; - -void getChar(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - *value = *buffer; - } - } -}; - - -///------------------------------------------------------------------------------------- -///C++Ļصݱ浽 -///------------------------------------------------------------------------------------- - -void TraderApi::OnDisconnected(uint64_t session_id, int reason) -{ - Task* task = new Task(); - task->task_name = ONDISCONNECTED; - task->addtional_int = session_id; //ֶ޸ - task->task_id = reason; - this->task_queue.push(task); -}; - -void TraderApi::OnError(XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONERROR; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - this->task_queue.push(task); -}; - -void TraderApi::OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONORDEREVENT; - - if (order_info) - { - XTPOrderInfo *task_data = new XTPOrderInfo(); - *task_data = *order_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONTRADEEVENT; - - if (trade_info) - { - XTPTradeReport *task_data = new XTPTradeReport(); - *task_data = *trade_info; - task->task_data = task_data; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONCANCELORDERERROR; - - if (cancel_info) - { - XTPOrderCancelInfo *task_data = new XTPOrderCancelInfo(); - *task_data = *cancel_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYORDER; - - if (order_info) - { - XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); - *task_data = *order_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYORDERBYPAGE; - - if (order_info) - { - XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); - *task_data = *order_info; - task->task_data = task_data; - } - - task->addtional_int_two = req_count; - task->addtional_int_three = order_sequence; - task->addtional_int_four = query_reference; - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYTRADE; - - if (trade_info) - { - XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); - *task_data = *trade_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYTRADEBYPAGE; - - if (trade_info) - { - XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); - *task_data = *trade_info; - task->task_data = task_data; - } - - task->addtional_int_two = req_count; - task->addtional_int_three = trade_sequence; - task->addtional_int_four = query_reference; - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - - -void TraderApi::OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYPOSITION; - - if (position) - { - XTPQueryStkPositionRsp *task_data = new XTPQueryStkPositionRsp(); - *task_data = *position; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYASSET; - - if (asset) - { - XTPQueryAssetRsp *task_data = new XTPQueryAssetRsp(); - *task_data = *asset; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYSTRUCTUREDFUND; - - if (fund_info) - { - XTPStructuredFundInfo *task_data = new XTPStructuredFundInfo(); - *task_data = *fund_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYFUNDTRANSFER; - - if (fund_transfer_info) - { - XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); - *task_data = *fund_transfer_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONFUNDTRANSFER; - - if (fund_transfer_info) - { - XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); - *task_data = *fund_transfer_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYETF; - - if (etf_info) - { - XTPQueryETFBaseRsp *task_data = new XTPQueryETFBaseRsp(); - *task_data = *etf_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYETFBASKET; - - if (etf_component_info) - { - XTPQueryETFComponentRsp *task_data = new XTPQueryETFComponentRsp(); - *task_data = *etf_component_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYIPOINFOLIST; - - if (ipo_info) - { - XTPQueryIPOTickerRsp *task_data = new XTPQueryIPOTickerRsp(); - *task_data = *ipo_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYIPOQUOTAINFO; - - if (quota_info) - { - XTPQueryIPOQuotaRsp *task_data = new XTPQueryIPOQuotaRsp(); - *task_data = *quota_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - - -void TraderApi::OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYOPTIONAUCTIONINFO; - - if (option_info) - { - XTPQueryOptionAuctionInfoRsp *task_data = new XTPQueryOptionAuctionInfoRsp(); - *task_data = *option_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -} -///------------------------------------------------------------------------------------- -///̴߳ӶȡݣתΪpython󣬽 -///------------------------------------------------------------------------------------- - -void TraderApi::processTask() -{ - while (1) - { - Task* task = this->task_queue.wait_and_pop(); - - switch (task->task_name) - { - case ONDISCONNECTED: - { - this->processDisconnected(task); - break; - } - - case ONERROR: - { - this->processError(task); - break; - } - - case ONORDEREVENT: - { - this->processOrderEvent(task); - break; - } - - case ONTRADEEVENT: - { - this->processTradeEvent(task); - break; - } - - case ONCANCELORDERERROR: - { - this->processCancelOrderError(task); - break; - } - - case ONQUERYORDER: - { - this->processQueryOrder(task); - break; - } - - case ONQUERYORDERBYPAGE: - { - this->processQueryOrderByPage(task); - break; - } - - case ONQUERYTRADE: - { - this->processQueryTrade(task); - break; - } - - case ONQUERYTRADEBYPAGE: - { - this->processQueryTradeByPage(task); - break; - } - - case ONQUERYPOSITION: - { - this->processQueryPosition(task); - break; - } - - case ONQUERYASSET: - { - this->processQueryAsset(task); - break; - } - - - case ONQUERYSTRUCTUREDFUND: - { - this->processQueryStructuredFund(task); - break; - } - - case ONQUERYFUNDTRANSFER: - { - this->processQueryFundTransfer(task); - break; - } - - case ONFUNDTRANSFER: - { - this->processFundTransfer(task); - break; - } - - case ONQUERYETF: - { - this->processQueryETF(task); - break; - } - - case ONQUERYETFBASKET: - { - this->processQueryETFBasket(task); - break; - } - - case ONQUERYIPOINFOLIST: - { - this->processQueryIPOInfoList(task); - break; - } - - case ONQUERYIPOQUOTAINFO: - { - this->processQueryIPOQuotaInfo(task); - break; - } - - - case ONQUERYOPTIONAUCTIONINFO: - { - this->processQueryOptionAuctionInfo(task); - break; - } - }; - } -}; - -void TraderApi::processDisconnected(Task *task) -{ - PyLock lock; - this->onDisconnected(task->addtional_int, task->task_id); - delete task; -}; - -void TraderApi::processError(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onError(error); - delete task; -}; - -void TraderApi::processOrderEvent(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOrderInfo *task_data = (XTPOrderInfo*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onOrderEvent(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processTradeEvent(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPTradeReport *task_data = (XTPTradeReport*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - this->onTradeEvent(data, task->addtional_int); - delete task; -}; - -void TraderApi::processCancelOrderError(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOrderCancelInfo *task_data = (XTPOrderCancelInfo*)task->task_data; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_xtp_id"] = task_data->order_xtp_id; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onCancelOrderError(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryOrder(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryOrder(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryOrderByPage(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - - - this->onQueryOrderByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - -void TraderApi::processQueryTrade(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryTrade(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryTradeByPage(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - this->onQueryTradeByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - -void TraderApi::processQueryPosition(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryStkPositionRsp *task_data = (XTPQueryStkPositionRsp*)task->task_data; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["market"] = int(task_data->market); //ֶ޸ - data["total_qty"] = task_data->total_qty; - data["sellable_qty"] = task_data->sellable_qty; - data["avg_price"] = task_data->avg_price; - data["unrealized_pnl"] = task_data->unrealized_pnl; - data["yesterday_position"] = task_data->yesterday_position; - data["purchase_redeemable_qty"] = task_data->purchase_redeemable_qty; - - data["position_direction"] = (int)task_data->position_direction; - data["reserved1"] = task_data->reserved1; - data["executable_option"] = task_data->executable_option; - data["lockable_position"] = task_data->lockable_position; - data["executable_underlying"] = task_data->executable_underlying; - data["locked_position"] = task_data->locked_position; - data["usable_locked_position"] = task_data->usable_locked_position; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryPosition(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryAsset(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryAssetRsp *task_data = (XTPQueryAssetRsp*)task->task_data; - - data["total_asset"] = task_data->total_asset; - data["buying_power"] = task_data->buying_power; - data["security_asset"] = task_data->security_asset; - data["fund_buy_amount"] = task_data->fund_buy_amount; - data["fund_buy_fee"] = task_data->fund_buy_fee; - data["fund_sell_amount"] = task_data->fund_sell_amount; - data["fund_sell_fee"] = task_data->fund_sell_fee; - data["withholding_amount"] = task_data->withholding_amount; - data["account_type"] = (int)task_data->account_type; - - data["frozen_margin"] = task_data->frozen_margin; - data["frozen_exec_cash"] = task_data->frozen_exec_cash; - data["frozen_exec_fee"] = task_data->frozen_exec_fee; - data["pay_later"] = task_data->pay_later; - data["preadva_pay"] = task_data->preadva_pay; - data["orig_banlance"] = task_data->orig_banlance; - data["banlance"] = task_data->banlance; - data["deposit_withdraw"] = task_data->deposit_withdraw; - data["trade_netting"] = task_data->trade_netting; - data["captial_asset"] = task_data->captial_asset; - data["force_freeze_amount"] = task_data->force_freeze_amount; - data["preferred_amount"] = task_data->preferred_amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryAsset(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryStructuredFund(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPStructuredFundInfo *task_data = (XTPStructuredFundInfo*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["sf_ticker"] = task_data->sf_ticker; - data["sf_ticker_name"] = task_data->sf_ticker_name; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["split_merge_status"] = (int)task_data->split_merge_status; - data["ratio"] = task_data->ratio; - data["min_split_qty"] = task_data->min_split_qty; - data["min_merge_qty"] = task_data->min_merge_qty; - data["net_price"] = task_data->net_price; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryStructuredFund(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryFundTransfer(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; - data["serial_id"] = task_data->serial_id; - data["transfer_type"] = (int)task_data->transfer_type; - data["amount"] = task_data->amount; - data["oper_status"] = (int)task_data->oper_status; - data["transfer_time"] = task_data->transfer_time; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryFundTransfer(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processFundTransfer(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; - data["serial_id"] = task_data->serial_id; - data["transfer_type"] = (int)task_data->transfer_type; - data["amount"] = task_data->amount; - data["oper_status"] = (int)task_data->oper_status; - data["transfer_time"] = task_data->transfer_time; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onFundTransfer(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryETF(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryETFBaseRsp *task_data = (XTPQueryETFBaseRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["etf"] = task_data->etf; - data["subscribe_redemption_ticker"] = task_data->subscribe_redemption_ticker; - data["unit"] = task_data->unit; - data["subscribe_status"] = task_data->subscribe_status; - data["redemption_status"] = task_data->redemption_status; - data["max_cash_ratio"] = task_data->max_cash_ratio; - data["estimate_amount"] = task_data->estimate_amount; - data["cash_component"] = task_data->cash_component; - data["net_value"] = task_data->net_value; - data["total_amount"] = task_data->total_amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryETF(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryETFBasket(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryETFComponentRsp *task_data = (XTPQueryETFComponentRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["ticker"] = task_data->ticker; - data["component_ticker"] = task_data->component_ticker; - data["component_name"] = task_data->component_name; - data["quantity"] = task_data->quantity; - data["component_market"] = (int)task_data->component_market; - data["replace_type"] = (int)task_data->replace_type; - data["premium_ratio"] = task_data->premium_ratio; - data["amount"] = task_data->amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryETFBasket(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryIPOInfoList(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryIPOTickerRsp *task_data = (XTPQueryIPOTickerRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["price"] = task_data->price; - data["unit"] = task_data->unit; - data["qty_upper_limit"] = task_data->qty_upper_limit; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryIPOInfoList(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryIPOQuotaInfo(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryIPOQuotaRsp *task_data = (XTPQueryIPOQuotaRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryIPOQuotaInfo(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - - -void TraderApi::processQueryOptionAuctionInfo(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOptionAuctionInfoRsp *task_data = (XTPQueryOptionAuctionInfoRsp*)task->task_data; - data["ticker"] = task_data->ticker; - data["security_id_source"] = (int)task_data->security_id_source; - data["symbol"] = task_data->symbol; - data["contract_id"] = task_data->contract_id; - data["underlying_security_id"] = task_data->underlying_security_id; - data["underlying_security_id_source"] = (int)task_data->underlying_security_id_source; - - data["list_date"] = task_data->list_date; - data["last_trade_date"] = task_data->last_trade_date; - data["ticker_type"] = (int)task_data->ticker_type; - data["day_trading"] = task_data->day_trading; - - data["call_or_put"] = (int)task_data->call_or_put; - data["delivery_day"] = task_data->delivery_day; - data["delivery_month"] = task_data->delivery_month; - - data["exercise_type"] = (int)task_data->exercise_type; - data["exercise_begin_date"] = task_data->exercise_begin_date; - data["exercise_end_date"] = task_data->exercise_end_date; - data["exercise_price"] = task_data->exercise_price; - - data["qty_unit"] = task_data->qty_unit; - data["contract_unit"] = task_data->contract_unit; - data["contract_position"] = task_data->contract_position; - - data["prev_close_price"] = task_data->prev_close_price; - data["prev_clearing_price"] = task_data->prev_clearing_price; - - data["lmt_buy_max_qty"] = task_data->lmt_buy_max_qty; - data["lmt_buy_min_qty"] = task_data->lmt_buy_min_qty; - data["lmt_sell_max_qty"] = task_data->lmt_sell_max_qty; - data["lmt_sell_min_qty"] = task_data->lmt_sell_min_qty; - data["mkt_buy_max_qty"] = task_data->mkt_buy_max_qty; - data["mkt_buy_min_qty"] = task_data->mkt_buy_min_qty; - data["mkt_sell_max_qty"] = task_data->mkt_sell_max_qty; - data["mkt_sell_min_qty"] = task_data->mkt_sell_min_qty; - - data["price_tick"] = task_data->price_tick; - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["sell_margin"] = task_data->sell_margin; - data["margin_ratio_param1"] = task_data->margin_ratio_param1; - data["margin_ratio_param2"] = task_data->margin_ratio_param2; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryOptionAuctionInfo(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -///------------------------------------------------------------------------------------- -/// -///------------------------------------------------------------------------------------- - -void TraderApi::createTraderApi(uint8_t clientid, string path, int log_level) -{ - this->api = XTP::API::TraderApi::CreateTraderApi(clientid, path.c_str(),(XTP_LOG_LEVEL)log_level); - this->api->RegisterSpi(this); -}; - -void TraderApi::release() -{ - this->api->Release(); -}; - -int TraderApi::exit() -{ - //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ - this->api->RegisterSpi(NULL); - this->api->Release(); - this->api = NULL; - return 1; -}; - -string TraderApi::getTradingDay() -{ - string ret =""; - const char* p = this->api->GetTradingDay(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -dict TraderApi::getApiLastError() -{ - dict d; - XTPRI *error = this->api->GetApiLastError(); - if(error == NULL) - return d; - - d["error_id"] = error->error_id; - d["error_msg"] = error->error_msg; - - return d; -} - -string TraderApi::getApiVersion() -{ - string ret =""; - const char* p = this->api->GetApiVersion(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -} - -uint8_t TraderApi::getClientIDByXTPID(uint64_t orderid) -{ - return this->api->GetClientIDByXTPID(orderid); -} - -string TraderApi::getAccountByXTPID(uint64_t orderid) -{ - string ret =""; - const char* p = this->api->GetAccountByXTPID(orderid); - if (p == NULL) - ret = "NULL"; - else - ret = p; - - return ret; -} - -void TraderApi::subscribePublicTopic(int type) -{ - this->api->SubscribePublicTopic((XTP_TE_RESUME_TYPE)type); -} - -void TraderApi::setSoftwareKey(string key) -{ - this->api->SetSoftwareKey(key.c_str()); -} - -void TraderApi::setSoftwareVersion(string version) -{ - this->api->SetSoftwareVersion(version.c_str()); -} - -void TraderApi::setHeartBeatInterval(uint32_t interval) -{ - this->api->SetHeartBeatInterval(interval); -}; - -uint64_t TraderApi::login(string ip, int port, string user, string password, int socktype) -{ - return this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype); -}; - -int TraderApi::logout(uint64_t sessionid) -{ - return this->api->Logout(sessionid); -}; - - -uint64_t TraderApi::insertOrder(dict req, uint64_t sessionid) -{ - XTPOrderInsertInfo myreq = XTPOrderInsertInfo(); - memset(&myreq, 0, sizeof(myreq)); - getDouble(req, "stop_price", &myreq.stop_price); - getDouble(req, "price", &myreq.price); - getStr(req, "ticker", myreq.ticker); - - getUint32(req, "order_client_id", &myreq.order_client_id); - getUint64(req, "order_xtp_id", &myreq.order_xtp_id); - getInt64(req, "quantity", &myreq.quantity); - - int price_type; - int side; - int position_effect; - int reserved1; - int reserved2; - int market; - int business_type; - getInt(req, "price_type", &price_type); - getInt(req, "side", &side); - getInt(req, "position_effect", &position_effect); - getInt(req, "reserved1", &reserved1); - getInt(req, "reserved2", &reserved2); - getInt(req, "market", &market); - getInt(req, "business_type", &business_type); - myreq.price_type = (XTP_PRICE_TYPE)price_type; - myreq.side = (XTP_SIDE_TYPE)side; - myreq.position_effect = (XTP_POSITION_EFFECT_TYPE)position_effect; - myreq.reserved1 = reserved1; - myreq.reserved2 = reserved2; - myreq.market = (XTP_MARKET_TYPE)market; - myreq.business_type = (XTP_BUSINESS_TYPE)business_type; - - return this->api->InsertOrder(&myreq, sessionid); -}; - -uint64_t TraderApi::cancelOrder(uint64_t orderid, uint64_t sessionid) -{ - return this->api->CancelOrder(orderid, sessionid); -} - -int TraderApi::queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) -{ - return this->api->QueryOrderByXTPID(orderid, sessionid, reqid); -}; - -int TraderApi::queryOrders(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryOrderReq myreq = XTPQueryOrderReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - getInt64(req, "end_time", &myreq.end_time); - getInt64(req, "begin_time", &myreq.begin_time); - return this->api->QueryOrders(&myreq, sessionid, reqid); -}; - -int TraderApi::queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) -{ - return this->api->QueryTradesByXTPID(orderid, sessionid, reqid); -}; - -int TraderApi::queryTrades(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryTraderReq myreq = XTPQueryTraderReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - getInt64(req, "end_time", &myreq.end_time); - getInt64(req, "begin_time", &myreq.begin_time); - return this->api->QueryTrades(&myreq, sessionid, reqid); -}; - -int TraderApi::queryPosition(string ticker, uint64_t sessionid, int reqid) -{ - return this->api->QueryPosition(ticker.c_str(), sessionid, reqid); -}; - -int TraderApi::queryAsset(uint64_t sessionid, int reqid) -{ - return this->api->QueryAsset(sessionid, reqid); -}; - -int TraderApi::queryStructuredFund(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryStructuredFundInfoReq myreq = XTPQueryStructuredFundInfoReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "sf_ticker", myreq.sf_ticker); - - int exchange_id; - getInt(req, "exchange_id", &exchange_id); - myreq.exchange_id = (XTP_EXCHANGE_TYPE)exchange_id; - - return this->api->QueryStructuredFund(&myreq, sessionid, reqid); - -}; - -uint64_t TraderApi::fundTransfer(dict req, uint64_t sessionid) -{ - XTPFundTransferReq myreq = XTPFundTransferReq(); - memset(&myreq, 0, sizeof(myreq)); - getUint64(req, "serial_id", &myreq.serial_id); - getStr(req, "fund_account", myreq.fund_account); - getStr(req, "password", myreq.password); - getDouble(req, "amount", &myreq.amount); - - int transfer_type; - getInt(req, "transfer_type", &transfer_type); - myreq.transfer_type = (XTP_FUND_TRANSFER_TYPE)transfer_type; - - return this->api->FundTransfer(&myreq, sessionid); -}; - -int TraderApi::queryFundTransfer(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryFundTransferLogReq myreq = XTPQueryFundTransferLogReq(); - memset(&myreq, 0, sizeof(myreq)); - getUint64(req, "serial_id", &myreq.serial_id); - return this->api->QueryFundTransfer(&myreq, sessionid, reqid); -}; - -int TraderApi::queryETF(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryETFBaseReq myreq = XTPQueryETFBaseReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - - return this->api->QueryETF(&myreq, sessionid, reqid); -}; - -int TraderApi::queryETFTickerBasket(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryETFComponentReq myreq = XTPQueryETFComponentReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - - return this->api->QueryETFTickerBasket(&myreq, sessionid, reqid); -}; - -int TraderApi::queryIPOInfoList(uint64_t sessionid, int reqid) -{ - return this->api->QueryIPOInfoList(sessionid, reqid); -}; - -int TraderApi::queryIPOQuotaInfo(uint64_t sessionid, int reqid) -{ - return this->api->QueryIPOQuotaInfo(sessionid, reqid); -}; - -int TraderApi::queryOptionAuctionInfo(dict req,uint64_t sessionid, int reqid) -{ - XTPQueryOptionAuctionInfoReq myreq = XTPQueryOptionAuctionInfoReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - return this->api->QueryOptionAuctionInfo(&myreq,sessionid, reqid); -}; - -int TraderApi::queryOrdersByPage(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryOrderByPageReq myreq = XTPQueryOrderByPageReq(); - memset(&myreq, 0, sizeof(myreq)); - getInt64(req, "req_count", &myreq.req_count); - getInt64(req, "reference", &myreq.reference); - getInt64(req, "reserved", &myreq.reserved); - return this->api->QueryOrdersByPage(&myreq, sessionid, reqid); -}; - -int TraderApi::queryTradesByPage(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryTraderByPageReq myreq = XTPQueryTraderByPageReq(); - memset(&myreq, 0, sizeof(myreq)); - getInt64(req, "req_count", &myreq.req_count); - getInt64(req, "reference", &myreq.reference); - getInt64(req, "reserved", &myreq.reserved); - return this->api->QueryTradesByPage(&myreq, sessionid, reqid); -}; - -bool TraderApi::isServerRestart(uint64_t session_id) -{ - return this->api->IsServerRestart(session_id); -}; - -///------------------------------------------------------------------------------------- -///Boost.Pythonװ -///------------------------------------------------------------------------------------- - -struct TraderApiWrap : TraderApi, wrapper < TraderApi > -{ - virtual void onDisconnected(uint64_t session, int reason) - { - try - { - this->get_override("onDisconnected")(session, reason); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onError(dict data) - { - try - { - this->get_override("onError")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onOrderEvent(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onOrderEvent")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onTradeEvent(dict data, uint64_t session) - { - try - { - this->get_override("onTradeEvent")(data, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onCancelOrderError(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onCancelOrderError")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryOrder(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOrder")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOrderByPage")(data,req_count,order_sequence, query_reference, reqid, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTrade(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryTrade")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) - { - try - { - this->get_override("onQueryTradeByPage")(data, req_count,trade_sequence,query_reference, reqid, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryPosition(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryPosition")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryAsset(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryAsset")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryStructuredFund(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryStructuredFund")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryFundTransfer(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryFundTransfer")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onFundTransfer(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onFundTransfer")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryETF(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryETF")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryETFBasket(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryETFBasket")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryIPOInfoList(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryIPOInfoList")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryIPOQuotaInfo(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryIPOQuotaInfo")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - - virtual void onQueryOptionAuctionInfo(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOptionAuctionInfo")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - -}; - - -BOOST_PYTHON_MODULE(vnxtptrader) -{ - PyEval_InitThreads(); //ʱУ֤ȴGIL - - class_("TraderApi") - .def("createTraderApi", &TraderApiWrap::createTraderApi) - .def("release", &TraderApiWrap::release) - .def("exit", &TraderApiWrap::exit) - .def("getTradingDay", &TraderApiWrap::getTradingDay) - .def("getApiLastError", &TraderApiWrap::getApiLastError) - .def("getApiVersion", &TraderApiWrap::getApiVersion) - .def("getClientIDByXTPID", &TraderApiWrap::getClientIDByXTPID) - .def("getAccountByXTPID", &TraderApiWrap::getAccountByXTPID) - .def("subscribePublicTopic", &TraderApiWrap::subscribePublicTopic) - .def("setSoftwareKey", &TraderApiWrap::setSoftwareKey) - .def("setSoftwareVersion", &TraderApiWrap::setSoftwareVersion) - .def("setHeartBeatInterval", &TraderApiWrap::setHeartBeatInterval) - .def("login", &TraderApiWrap::login) - .def("logout", &TraderApiWrap::logout) - .def("insertOrder", &TraderApiWrap::insertOrder) - .def("cancelOrder", &TraderApiWrap::cancelOrder) - .def("queryOrderByXTPID", &TraderApiWrap::queryOrderByXTPID) - .def("queryOrders", &TraderApiWrap::queryOrders) - .def("queryTradesByXTPID", &TraderApiWrap::queryTradesByXTPID) - .def("queryTrades", &TraderApiWrap::queryTrades) - .def("queryPosition", &TraderApiWrap::queryPosition) - .def("queryAsset", &TraderApiWrap::queryAsset) - .def("queryStructuredFund", &TraderApiWrap::queryStructuredFund) - .def("fundTransfer", &TraderApiWrap::fundTransfer) - .def("queryFundTransfer", &TraderApiWrap::queryFundTransfer) - .def("queryETF", &TraderApiWrap::queryETF) - .def("queryETFTickerBasket", &TraderApiWrap::queryETFTickerBasket) - .def("queryIPOInfoList", &TraderApiWrap::queryIPOInfoList) - .def("queryIPOQuotaInfo", &TraderApiWrap::queryIPOQuotaInfo) - - .def("queryOptionAuctionInfo", &TraderApiWrap::queryOptionAuctionInfo) - .def("queryOrdersByPage", &TraderApiWrap::queryOrdersByPage) - .def("queryTradesByPage", &TraderApiWrap::queryTradesByPage) - .def("isServerRestart", &TraderApiWrap::isServerRestart) - - .def("onDisconnected", pure_virtual(&TraderApiWrap::onDisconnected)) - .def("onError", pure_virtual(&TraderApiWrap::onError)) - .def("onOrderEvent", pure_virtual(&TraderApiWrap::onOrderEvent)) - .def("onTradeEvent", pure_virtual(&TraderApiWrap::onTradeEvent)) - .def("onCancelOrderError", pure_virtual(&TraderApiWrap::onCancelOrderError)) - .def("onQueryOrder", pure_virtual(&TraderApiWrap::onQueryOrder)) - .def("onQueryTrade", pure_virtual(&TraderApiWrap::onQueryTrade)) - .def("onQueryPosition", pure_virtual(&TraderApiWrap::onQueryPosition)) - .def("onQueryAsset", pure_virtual(&TraderApiWrap::onQueryAsset)) - .def("onQueryStructuredFund", pure_virtual(&TraderApiWrap::onQueryStructuredFund)) - .def("onQueryFundTransfer", pure_virtual(&TraderApiWrap::onQueryFundTransfer)) - .def("onFundTransfer", pure_virtual(&TraderApiWrap::onFundTransfer)) - .def("onQueryETF", pure_virtual(&TraderApiWrap::onQueryETF)) - .def("onQueryETFBasket", pure_virtual(&TraderApiWrap::onQueryETFBasket)) - .def("onQueryIPOInfoList", pure_virtual(&TraderApiWrap::onQueryIPOInfoList)) - .def("onQueryIPOQuotaInfo", pure_virtual(&TraderApiWrap::onQueryIPOQuotaInfo)) - - .def("onQueryOptionAuctionInfo", pure_virtual(&TraderApiWrap::onQueryOptionAuctionInfo)) - .def("onQueryOrderByPage", pure_virtual(&TraderApiWrap::onQueryOrderByPage)) - .def("onQueryTradeByPage", pure_virtual(&TraderApiWrap::onQueryTradeByPage)) - ; -}; diff --git a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/vnxtptrader.h b/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/vnxtptrader.h deleted file mode 100644 index 1892f59..0000000 --- a/source/Windows/xtp_18.19_python3_32/vnxtptrader/vnxtptrader/vnxtptrader.h +++ /dev/null @@ -1,496 +0,0 @@ -//˵ - -//API -#include "xtp_trader_api.h" - -//ϵͳ -//#ifdef WIN32 -//#include "stdafx.h" -//#endif -#include -#include - -//Boost -#define BOOST_PYTHON_STATIC_LIB -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //е̹߳ -#include //е̹߳ - - -//ռ -using namespace std; -using namespace boost::python; -using namespace boost; - - -// -#define ONDISCONNECTED 1 -#define ONERROR 2 -#define ONORDEREVENT 3 -#define ONTRADEEVENT 4 -#define ONCANCELORDERERROR 5 -#define ONQUERYORDER 6 -#define ONQUERYTRADE 7 -#define ONQUERYPOSITION 8 -#define ONQUERYASSET 9 -#define ONQUERYSTRUCTUREDFUND 10 -#define ONQUERYFUNDTRANSFER 11 -#define ONFUNDTRANSFER 12 -#define ONQUERYETF 13 -#define ONQUERYETFBASKET 14 -#define ONQUERYIPOINFOLIST 15 -#define ONQUERYIPOQUOTAINFO 16 - -#define ONQUERYOPTIONAUCTIONINFO 17 -#define ONQUERYORDERBYPAGE 18 -#define ONQUERYTRADEBYPAGE 19 -///------------------------------------------------------------------------------------- -///APIеIJ -///------------------------------------------------------------------------------------- - -//GILȫ򻯻ȡã -//ڰC++̻߳GILӶֹpython -class PyLock -{ -private: - PyGILState_STATE gil_state; - -public: - //ijдöʱGIL - PyLock() - { - gil_state = PyGILState_Ensure(); - } - - //ijɺٸöʱGIL - ~PyLock() - { - PyGILState_Release(gil_state); - } -}; - - -//ṹ -struct Task -{ - int task_name; //صƶӦij - void *task_data; //ݽṹ - void *task_error; //ṹ - int task_id; //id - bool task_last; //ǷΪ󷵻 - uint64_t addtional_int; //ֶ - int64_t addtional_int_two; //ֶ - int64_t addtional_int_three; //ֶ - int64_t addtional_int_four; //ֶ -}; - - -///̰߳ȫĶ -template - -class ConcurrentQueue -{ -private: - queue the_queue; //׼ - mutable mutex the_mutex; //boost - condition_variable the_condition_variable; //boost - -public: - - //µ - void push(Data const& data) - { - mutex::scoped_lock lock(the_mutex); //ȡ - the_queue.push(data); //д - lock.unlock(); //ͷ - the_condition_variable.notify_one(); //֪ͨȴ߳ - } - - //ǷΪ - bool empty() const - { - mutex::scoped_lock lock(the_mutex); - return the_queue.empty(); - } - - //ȡ - Data wait_and_pop() - { - mutex::scoped_lock lock(the_mutex); - - while (the_queue.empty()) //Ϊʱ - { - the_condition_variable.wait(lock); //ȴ֪ͨ - } - - Data popped_value = the_queue.front(); //ȡеһ - the_queue.pop(); //ɾ - return popped_value; //ظ - } - -}; - - -//ֵлȡijֵӦֵṹֵ -void getInt(dict d, string key, int *value); - -void getUint64(dict d, string key, uint64_t *value); - -void getUint32(dict d, string key, uint32_t *value); - -void getInt64(dict d, string key, int64_t *value); - - -//ֵлȡijֵӦĸֵṹֵ -void getDouble(dict d, string key, double* value); - - -//ֵлȡijֵӦֵַṹֵ -void getChar(dict d, string key, char* value); - - -//ֵлȡijֵӦֵַṹֵ -void getStr(dict d, string key, char* value); - - -///------------------------------------------------------------------------------------- -///C++ SPIĻصʵ -///------------------------------------------------------------------------------------- - -//APIļ̳ʵ -class TraderApi : public XTP::API::TraderSpi -{ -private: - XTP::API::TraderApi* api; //API - thread *task_thread; //ָ߳루pythonݣ - ConcurrentQueue task_queue; // - -public: - TraderApi() - { - function0 f = boost::bind(&TraderApi::processTask, this); - thread t(f); - this->task_thread = &t; - }; - - ~TraderApi() - { - }; - - //------------------------------------------------------------------------------------- - //APIص - //------------------------------------------------------------------------------------- - - ///ͻ˵ij뽻׺̨ͨӶϿʱ÷á - ///@param reason ԭӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark ûlogoutµĶߣᴥ˺apiԶ߷ʱûѡڴ˺еLoginµ¼session_idʱûյݸ֮ǰ - virtual void OnDisconnected(uint64_t session_id, int reason) ; - - ///Ӧ - ///@param error_info ӦʱľĴʹϢ,error_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ˺ֻڷʱŻãһû - virtual void OnError(XTPRI *error_info) ; - - ///֪ͨ - ///@param order_info ӦϢûͨorder_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶorder_info.qty_leftֶڶΪδɽɡȫɡϵ״̬ʱʾ˶ûгɽڲȫ״̬ʱʾ˶order_info.order_cancel_xtp_idΪӦijIDΪ0ʱʾ˵ɹ - ///@param error_info ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ÿζ״̬ʱᱻãҪٷأϢʱᴥߣڶδɽȫɽȫֳѾܾЩ״̬ʱӦڲֳɽɶijɽرȷϡе¼˴ûĿͻ˶յûĶӦ - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) ; - - ///ɽ֪ͨ - ///@param trade_info ɽرľϢûͨtrade_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶϽexec_idΨһʶһʳɽ2ʳɽرӵͬexec_idΪ˱ʽԳɽˡexec_idΨһģʱ޴жϻơreport_index+marketֶοΨһʶʾɽر - ///@remark гɽʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûijɽرضΪ״̬ҪûͨɽرijɽȷOnOrderEvent()Ͳ״̬ - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) ; - - ///Ӧ - ///@param cancel_info Ϣorder_cancel_xtp_idʹorder_xtp_id - ///@param error_info ܾ߷ʱʹϢҪٷأϢʱᴥߣerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ӧֻڳʱص - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) ; - - ///ѯӦ - ///@param order_info ѯһ - ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ҳѯӦ - ///@param order_info ѯһ - ///@param req_count ҳ - ///@param order_sequence ҳĵǰر - ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); - - - ///ѯɽӦ - ///@param trade_info ѯһɽر - ///@param error_info ѯɽرʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ҳѯɽӦ - ///@param trade_info ѯһɽϢ - ///@param req_count ҳ - ///@param trade_sequence ҳĵǰر - ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark trade_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱtrade_sequencereq_countôʾлرԽһηҳѯȣʾлرѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); - - ///ѯͶֲ߳Ӧ - ///@param position ѯһֻƱijֲ - ///@param error_info ѯ˻ֲַʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ûܳжƱһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ѯʽ˻ӦҪٷأϢʱᴥ - ///@param asset ѯʽ˻ - ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - - ///ѯּϢӦҪٷأϢʱᴥ - ///@param fund_info ѯķּ - ///@param error_info ѯּʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯʽ𻮲ӦҪٷأϢʱᴥ - ///@param fund_transfer_info ѯʽ˻ - ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ʽ𻮲֪ͨ - ///@param fund_transfer_info ʽ𻮲֪ͨľϢûͨfund_transfer_info.serial_idͨGetClientIDByXTPID() == client_idԼĶ - ///@param error_info ʽ𻮲ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ʽ𻮲״̬仯ʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûʽ𻮲֪ͨ - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id); - - ///ѯETF嵥ļӦҪٷأϢʱᴥ - ///@param etf_info ѯETF嵥ļ - ///@param error_info ѯETF嵥ļʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯETFƱӦҪٷأϢʱᴥ - ///@param etf_component_info ѯETFԼسɷֹϢ - ///@param error_info ѯETFƱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯ¹깺ϢбӦҪٷأϢʱᴥ - ///@param ipo_info ѯĽ¹깺һֻƱϢ - ///@param error_info ѯ¹깺ϢбʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯû¹깺ϢӦҪٷأϢʱᴥ - ///@param quota_info ѯûijгĽ¹깺Ϣ - ///@param error_info ѯû¹깺ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - - - - ///ѯȨԼӦҪٷأϢʱᴥ - ///@param option_info ѯȨԼ - ///@param error_info ѯȨԼʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - - //------------------------------------------------------------------------------------- - //task - //------------------------------------------------------------------------------------- - - void processTask(); - - void processDisconnected(Task *task); - - void processError(Task *task); - - void processOrderEvent(Task *task); - - void processTradeEvent(Task *task); - - void processCancelOrderError(Task *task); - - void processQueryOrder(Task *task); - - void processQueryOrderByPage(Task *task); - - void processQueryTrade(Task *task); - - void processQueryTradeByPage(Task *task); - - void processQueryPosition(Task *task); - - void processQueryAsset(Task *task); - - void processQueryStructuredFund(Task *task); - - void processQueryFundTransfer(Task *task); - - void processFundTransfer(Task *task); - - void processQueryETF(Task *task); - - void processQueryETFBasket(Task *task); - - void processQueryIPOInfoList(Task *task); - - void processQueryIPOQuotaInfo(Task *task); - - void processQueryOptionAuctionInfo(Task *task); - //------------------------------------------------------------------------------------- - //dataصֵ - //errorصĴֵ - //reqidid - //lastǷΪ󷵻 - //------------------------------------------------------------------------------------- - - virtual void onDisconnected(uint64_t session, int reason) {}; - - virtual void onError(dict data) {}; - - virtual void onOrderEvent(dict data, dict error, uint64_t session) {}; - - virtual void onTradeEvent(dict data, uint64_t session) {}; - - virtual void onCancelOrderError(dict data, dict error, uint64_t session) {}; - - virtual void onQueryOrder(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryTrade(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryPosition(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryAsset(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryStructuredFund(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryFundTransfer(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onFundTransfer(dict data, dict error, uint64_t session) {}; - - virtual void onQueryETF(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryETFBasket(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryIPOInfoList(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryIPOQuotaInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryOptionAuctionInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; - - //------------------------------------------------------------------------------------- - //req:ֵ - //------------------------------------------------------------------------------------- - - void createTraderApi(uint8_t clientid, string path, int log_level = XTP_LOG_LEVEL_DEBUG); - - void release(); - - int exit(); - - string getTradingDay(); - - dict getApiLastError(); - - string getApiVersion(); - - uint8_t getClientIDByXTPID(uint64_t orderid); - - string getAccountByXTPID(uint64_t orderid); - - void subscribePublicTopic(int tpye); - - void setSoftwareKey(string key); - - void setSoftwareVersion(string version); - - void setHeartBeatInterval(uint32_t interval); - - uint64_t login(string ip, int port, string user, string password, int socktype); - - int logout(uint64_t sessionid); - - uint64_t insertOrder(dict req, uint64_t sessionid); - - uint64_t cancelOrder(uint64_t orderid, uint64_t sessionid); - - int queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); - - int queryOrders(dict req, uint64_t sessionid, int reqid); - - int queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); - - int queryTrades(dict req, uint64_t sessionid, int reqid); - - int queryPosition(string ticker, uint64_t sessionid, int reqid); - - int queryAsset(uint64_t sessionid, int reqid); - - int queryStructuredFund(dict req, uint64_t sessionid, int reqid); - - uint64_t fundTransfer(dict req, uint64_t sessionid); - - int queryFundTransfer(dict req, uint64_t sessionid, int reqid); - - int queryETF(dict req, uint64_t sessionid, int reqid); - - int queryETFTickerBasket(dict req, uint64_t sessionid, int reqid); - - int queryIPOInfoList(uint64_t sessionid, int reqid); - - int queryIPOQuotaInfo(uint64_t sessionid, int reqid); - - int queryOptionAuctionInfo(dict req,uint64_t session_id, int request_id); - - int queryOrdersByPage(dict req, uint64_t sessionid, int reqid); - - int queryTradesByPage(dict req, uint64_t sessionid, int reqid); - - bool isServerRestart(uint64_t session_id); -}; diff --git a/source/Windows/xtp_18.19_python3_32/xtpapi/xoms_api_fund_struct.h b/source/Windows/xtp_18.19_python3_32/xtpapi/xoms_api_fund_struct.h deleted file mode 100644 index 7b0168a..0000000 --- a/source/Windows/xtp_18.19_python3_32/xtpapi/xoms_api_fund_struct.h +++ /dev/null @@ -1,42 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_fund_struct.h -///@brief 定义资金划拨相关结构体类型 -///////////////////////////////////////////////////////////////////////// -#ifndef XOMS_API_FUND_STRUCT_H_ -#define XOMS_API_FUND_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "xoms_api_struct.h" -#include "xtp_api_struct_common.h" - -#pragma pack(8) - -#define XTP_ACCOUNT_PASSWORD_LEN 64 - -///////////////////////////////////////////////////////////////////////// -///用户资金请求 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferReq -{ - ///资金内转编号，无需用户填写，类似于xtp_id - uint64_t serial_id; - ///资金账户代码 - char fund_account[XTP_ACCOUNT_NAME_LEN]; - ///资金账户密码 - char password[XTP_ACCOUNT_PASSWORD_LEN]; - ///金额 - double amount; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - -}; - -///////////////////////////////////////////////////////////////////////// -///用户资金划转请求的响应-复用资金通知结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferAck ; - -#pragma pack() - -#endif \ No newline at end of file diff --git a/source/Windows/xtp_18.19_python3_32/xtpapi/xoms_api_struct.h b/source/Windows/xtp_18.19_python3_32/xtpapi/xoms_api_struct.h deleted file mode 100644 index 64e03b1..0000000 --- a/source/Windows/xtp_18.19_python3_32/xtpapi/xoms_api_struct.h +++ /dev/null @@ -1,680 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_struct.h -///@brief 定义交易类相关数据结构 -///////////////////////////////////////////////////////////////////////// -#ifndef _XOMS_API_STRUCT_H_ -#define _XOMS_API_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "stddef.h" - -#pragma pack(8) - -//=====================客户端接口定义================================= -///新订单请求 -struct XTPOrderInsertInfo -{ - ///XTP系统订单ID，无需用户填写，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，由客户自定义 - uint32_t order_client_id; - ///合约代码 客户端请求不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///止损价（保留字段） - double stop_price; - ///数量(股票单位为股，逆回购单位为张) - int64_t quantity; - ///报单价格 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - }; - - -///撤单失败响应消息 -struct XTPOrderCancelInfo -{ - ///撤单XTPID - uint64_t order_cancel_xtp_id; - ///原始订单XTPID - uint64_t order_xtp_id; -}; - - -///报单响应结构体 -struct XTPOrderInfo -{ - ///XTP系统订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，用户自定义 - uint32_t order_client_id; - ///报单操作引用，用户自定义（暂未使用） - uint32_t order_cancel_client_id; - ///撤单在XTP系统中的id，在XTP系统中唯一 - uint64_t order_cancel_xtp_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///数量，此订单的报单数量 - int64_t quantity; - ///报单价格条件 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///今成交数量，为此订单累计成交数量 - int64_t qty_traded; - ///剩余数量，当撤单成功时，表示撤单数量 - int64_t qty_left; - ///委托时间，格式为YYYYMMDDHHMMSSsss - int64_t insert_time; - ///最后修改时间，格式为YYYYMMDDHHMMSSsss - int64_t update_time; - ///撤销时间，格式为YYYYMMDDHHMMSSsss - int64_t cancel_time; - ///成交金额，为此订单的成交总金额 - double trade_amount; - ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 - char order_local_id[XTP_LOCAL_ORDER_LEN]; - ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 - XTP_ORDER_STATUS_TYPE order_status; - ///报单提交状态，OMS内部使用，用户无需关心 - XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; - ///报单类型 - TXTPOrderTypeType order_type; -}; - - - -///报单成交结构体 -struct XTPTradeReport -{ - ///XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用 - uint32_t order_client_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留。 - uint64_t local_order_id; - ///成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 - char exec_id[XTP_EXEC_ID_LEN]; - ///价格，此次成交的价格 - double price; - ///数量，此次成交的数量，不是累计数量 - int64_t quantity; - ///成交时间，格式为YYYYMMDDHHMMSSsss - int64_t trade_time; - ///成交金额，此次成交的总金额 = price*quantity - double trade_amount; - ///成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 - uint64_t report_index; - ///报单编号 --交易所单号，上交所为空，深交所有此字段 - char order_exch_id[XTP_ORDER_EXCH_LEN]; - ///成交类型 --成交回报中的执行类型 - TXTPTradeTypeType trade_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///交易所交易员代码 - char branch_pbu[XTP_BRANCH_PBU_LEN]; -}; - - -////////////////////////////////////////////////////////////////////////// -///报单查询 -////////////////////////////////////////////////////////////////////////// -///报单查询请求-条件查询 -struct XTPQueryOrderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///报单查询响应结构体 -typedef struct XTPOrderInfo XTPQueryOrderRsp; - - -///查询订单请求-分页查询 -struct XTPQueryOrderByPageReq -{ - ///需要查询的订单条数 - int64_t req_count; - ///上一次收到的查询订单结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///成交回报查询 -////////////////////////////////////////////////////////////////////////// -///查询成交报告请求-根据执行编号查询（保留字段） -struct XTPQueryReportByExecIdReq -{ - ///XTP订单系统ID - uint64_t order_xtp_id; - ///成交执行编号 - char exec_id[XTP_EXEC_ID_LEN]; -}; - -///查询成交回报请求-查询条件 -struct XTPQueryTraderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///成交回报查询响应结构体 -typedef struct XTPTradeReport XTPQueryTradeRsp; - -///查询成交回报请求-分页查询 -struct XTPQueryTraderByPageReq -{ - ///需要查询的成交回报条数 - int64_t req_count; - ///上一次收到的查询成交回报结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///账户资金查询响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryAssetRsp -{ - ///总资产(=可用资金 + 证券资产（目前为0）+ 预扣的资金) - double total_asset; - ///可用资金 - double buying_power; - ///证券资产（保留字段，目前为0） - double security_asset; - ///累计买入成交证券占用资金 - double fund_buy_amount; - ///累计买入成交交易费用 - double fund_buy_fee; - ///累计卖出成交证券所得资金 - double fund_sell_amount; - ///累计卖出成交交易费用 - double fund_sell_fee; - ///XTP系统预扣的资金（包括购买卖股票时预扣的交易资金+预扣手续费） - double withholding_amount; - ///账户类型 - XTP_ACCOUNT_TYPE account_type; - - ///冻结的保证金 - double frozen_margin; - ///行权冻结资金 - double frozen_exec_cash; - ///行权费用 - double frozen_exec_fee; - ///垫付资金 - double pay_later; - ///预垫付资金 - double preadva_pay; - ///昨日余额 - double orig_banlance; - ///当前余额 - double banlance; - ///当天出入金 - double deposit_withdraw; - ///当日交易资金轧差 - double trade_netting; - ///资金资产 - double captial_asset; - - ///强锁资金 - double force_freeze_amount; - ///可取资金 - double preferred_amount; - - // 信用业务新增字段开始（数量1） - // 融券卖出所得资金余额（只能用于买券还券） - double repay_stock_aval_banlance; - - // 信用业务新增字段结束（数量1） - - ///(保留字段) - uint64_t unknown[43 - 12 - 1]; -}; - - - -////////////////////////////////////////////////////////////////////////// -///查询股票持仓情况 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStkPositionRsp -{ - ///证券代码 - char ticker[XTP_TICKER_LEN]; - ///证券名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///总持仓 - int64_t total_qty; - ///可卖持仓 - int64_t sellable_qty; - ///持仓成本 - double avg_price; - ///浮动盈亏（保留字段） - double unrealized_pnl; - ///昨日持仓 - int64_t yesterday_position; - ///今日申购赎回数量（申购和赎回数量不可能同时存在，因此可以共用一个字段） - int64_t purchase_redeemable_qty; - - /// 持仓方向 - XTP_POSITION_DIRECTION_TYPE position_direction; - ///保留字段1 - uint32_t reserved1; - /// 可行权合约 - int64_t executable_option; - /// 可锁定标的 - int64_t lockable_position; - /// 可行权标的 - int64_t executable_underlying; - /// 已锁定标的 - int64_t locked_position; - /// 可用已锁定标的 - int64_t usable_locked_position; - - - ///(保留字段) - uint64_t unknown[50 - 6]; -}; - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水通知 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferNotice -{ - ///资金内转编号 - uint64_t serial_id; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - ///金额 - double amount; - ///操作结果 - XTP_FUND_OPER_STATUS oper_status; - ///操作时间 - uint64_t transfer_time; -}; - - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水查询请求与响应 -///////////////////////////////////////////////////////////////////////// -struct XTPQueryFundTransferLogReq { - ///资金内转编号 - uint64_t serial_id; - -}; - -///////////////////////////////////////////////////////////////////////// -///资金内转流水记录结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferLog; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStructuredFundInfoReq -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码，不可为空 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码，可以为空，如果为空，则默认查询所有的分级基金 -}; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPStructuredFundInfo -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码 - char sf_ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金母基金名称 - char ticker[XTP_TICKER_LEN]; ///<分级基金子基金代码 - char ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金子基金名称 - XTP_SPLIT_MERGE_STATUS split_merge_status; ///<基金允许拆分合并状态 - uint32_t ratio; ///<拆分合并比例 - uint32_t min_split_qty;///<最小拆分数量 - uint32_t min_merge_qty; ///<最小合并数量 - double net_price;///<基金净值 -}; - - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--请求结构体, -///请求参数为多条件参数:1,不填则返回所有市场的ETF合约信息。 -/// 2,只填写market,返回该交易市场下结果 -/// 3,填写market及ticker参数,只返回该etf信息。 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryETFBaseReq -{ - ///交易市场 - XTP_MARKET_TYPE market; - ///ETF买卖代码 - char ticker[XTP_TICKER_LEN]; -}; - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--响应结构体 -////////////////////////////////////////////////////////////////////////// -typedef struct XTPQueryETFBaseRsp -{ - XTP_MARKET_TYPE market; ///<交易市场 - char etf[XTP_TICKER_LEN]; /// -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///指定的合约 -typedef struct XTPSpecificTickerStruct -{ - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息）例如"600000"，不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; -} XTPST; - -///股票、基金、债券等额外数据 -struct XTPMarketDataStockExData { - ///委托买入总量(SH,SZ) - int64_t total_bid_qty; - ///委托卖出总量(SH,SZ) - int64_t total_ask_qty; - ///加权平均委买价格(SH,SZ) - double ma_bid_price; - ///加权平均委卖价格(SH,SZ) - double ma_ask_price; - ///债券加权平均委买价格(SH) - double ma_bond_bid_price; - ///债券加权平均委卖价格(SH) - double ma_bond_ask_price; - ///债券到期收益率(SH) - double yield_to_maturity; - ///基金实时参考净值(SH,SZ) - double iopv; - ///ETF申购笔数(SH) - int32_t etf_buy_count; - ///ETF赎回笔数(SH) - int32_t etf_sell_count; - ///ETF申购数量(SH) - double etf_buy_qty; - ///ETF申购金额(SH) - double etf_buy_money; - ///ETF赎回数量(SH) - double etf_sell_qty; - ///ETF赎回金额(SH) - double etf_sell_money; - ///权证执行的总数量(SH) - double total_warrant_exec_qty; - ///权证跌停价格（元）(SH) - double warrant_lower_price; - ///权证涨停价格（元）(SH) - double warrant_upper_price; - ///买入撤单笔数(SH) - int32_t cancel_buy_count; - ///卖出撤单笔数(SH) - int32_t cancel_sell_count; - ///买入撤单数量(SH) - double cancel_buy_qty; - ///卖出撤单数量(SH) - double cancel_sell_qty; - ///买入撤单金额(SH) - double cancel_buy_money; - ///卖出撤单金额(SH) - double cancel_sell_money; - ///买入总笔数(SH) - int64_t total_buy_count; - ///卖出总笔数(SH) - int64_t total_sell_count; - ///买入委托成交最大等待时间(SH) - int32_t duration_after_buy; - ///卖出委托成交最大等待时间(SH) - int32_t duration_after_sell; - ///买方委托价位数(SH) - int32_t num_bid_orders; - ///卖方委托价位数(SH) - int32_t num_ask_orders; - - ///基金T-1日净值(SZ) - double pre_iopv; - ///预留 - int64_t r1; - ///预留 - int64_t r2; -}; - -// 期权额外数据 -struct XTPMarketDataOptionExData { - ///波段性中断参考价(SH) - double auction_price; - ///波段性中断集合竞价虚拟匹配量(SH) - int64_t auction_qty; - ///最近询价时间(SH) - int64_t last_enquiry_time; -}; - -enum XTP_MARKETDATA_TYPE { - XTP_MARKETDATA_ACTUAL = 0, // 现货(股票/基金/债券等) - XTP_MARKETDATA_OPTION = 1, // 期权 -}; - -///行情 -typedef struct XTPMarketDataStruct -{ - // 代码 - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - // 价格 - ///最新价 - double last_price; - ///昨收盘 - double pre_close_price; - ///今开盘 - double open_price; - ///最高价 - double high_price; - ///最低价 - double low_price; - ///今收盘 - double close_price; - - // 期权数据 - ///昨日持仓量(张)(目前未填写) - int64_t pre_total_long_positon; - ///持仓量(张) - int64_t total_long_positon; - ///昨日结算价 - double pre_settl_price; - ///今日结算价 - double settl_price; - - // 涨跌停 - ///涨停价 - double upper_limit_price; - ///跌停价 - double lower_limit_price; - ///预留 - double pre_delta; - ///预留 - double curr_delta; - - /// 时间类，格式为YYYYMMDDHHMMSSsss - int64_t data_time; - - // 量额数据 - ///数量，为总成交量（单位股，与交易所一致） - int64_t qty; - ///成交金额，为总成交金额（单位元，与交易所一致） - double turnover; - ///当日均价=(turnover/qty) - double avg_price; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - - // 额外数据 - ///成交笔数 - int64_t trades_count; - ///当前交易状态说明 - char ticker_status[8]; - ///数据 - union { - XTPMarketDataStockExData stk; - XTPMarketDataOptionExData opt; - } ; - ///决定了union是哪种数据类型 - XTP_MARKETDATA_TYPE data_type; - ///预留 - int32_t r4; -} XTPMD; - - -///股票行情静态信息 -typedef struct XTPQuoteStaticInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - /// 合约名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - /// 合约类型 - XTP_TICKER_TYPE ticker_type; - ///昨收盘 - double pre_close_price; - ///涨停板价 - double upper_limit_price; - ///跌停板价 - double lower_limit_price; - ///最小变动价位 - double price_tick; - /// 合约最小交易量(买) - int32_t buy_qty_unit; - /// 合约最小交易量(卖) - int32_t sell_qty_unit; -} XTPQSI; - - -///定单薄 -typedef struct OrderBookStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - ///最新价 - double last_price; - ///数量，为总成交量 - int64_t qty; - ///成交金额，为总成交金额 - double turnover; - ///成交笔数 - int64_t trades_count; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - /// 时间类 - int64_t data_time; -} XTPOB; - -////////////////////////////////// 逐笔数据 - - -///逐笔委托(仅适用深交所) -struct XTPTickByTickEntrust { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///委托价格 - double price; - ///委托数量 - int64_t qty; - ///'1':买; '2':卖; 'G':借入; 'F':出借 - char side; - ///订单类别: '1': 市价; '2': 限价; 'U': 本方最优 - char ord_type; -}; - -///逐笔成交 -struct XTPTickByTickTrade { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///成交价格 - double price; - ///成交量 - int64_t qty; - ///成交金额(仅适用上交所) - double money; - ///买方订单号 - int64_t bid_no; - ///卖方订单号 - int64_t ask_no; - /// SH: 内外盘标识('B':主动买; 'S':主动卖; 'N':未知) - /// SZ: 成交标识('4':撤; 'F':成交) - char trade_flag; -}; - -///逐笔数据信息 -typedef struct XTPTickByTickStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///预留 - int64_t seq; - ///委托时间 or 成交时间 - int64_t data_time; - ///委托 or 成交 - XTP_TBT_TYPE type; - - union { - XTPTickByTickEntrust entrust; - XTPTickByTickTrade trade; - }; -} XTPTBT; - - -///供查询的最新信息 -typedef struct XTPTickerPriceInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///最新价 - double last_price; -} XTPTPI; - -#pragma pack() - -#endif diff --git a/source/Windows/xtp_18.19_python3_32/xtpapi/xtp_api_data_type.h b/source/Windows/xtp_18.19_python3_32/xtpapi/xtp_api_data_type.h deleted file mode 100644 index ebf2b4e..0000000 --- a/source/Windows/xtp_18.19_python3_32/xtpapi/xtp_api_data_type.h +++ /dev/null @@ -1,401 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_api_data_type.h -///@brief 定义兼容数据基本类型 -///////////////////////////////////////////////////////////////////////// -#ifndef _XTP_API_DATA_TYPE_H_ -#define _XTP_API_DATA_TYPE_H_ - -#pragma pack(8) - -/// 存放版本号的字符串长度 -#define XTP_VERSION_LEN 16 -/// 版本号类型 -typedef char XTPVersionType[XTP_VERSION_LEN]; -/// 可交易日字符串长度 -#define XTP_TRADING_DAY_LEN 9 -/// 存放证券代码的字符串长度 -#define XTP_TICKER_LEN 16 -/// 存放证券名称的字符串长度 -#define XTP_TICKER_NAME_LEN 64 -/// 本地报单编号的字符串长度 -#define XTP_LOCAL_ORDER_LEN 11 -/// 交易所单号的字符串长度 -#define XTP_ORDER_EXCH_LEN 17 -/// 成交执行编号的字符串长度 -#define XTP_EXEC_ID_LEN 18 -/// 交易所交易员代码字符串长度 -#define XTP_BRANCH_PBU_LEN 7 -/// 用户资金账户的字符串长度 -#define XTP_ACCOUNT_NAME_LEN 16 - -///////////////////////////////////////////////////////////////////////// -///@brief XTP_LOG_LEVEL是日志输出级别类型 -///////////////////////////////////////////////////////////////////////// -typedef enum XTP_LOG_LEVEL { - XTP_LOG_LEVEL_FATAL, ///<严重错误级别 - XTP_LOG_LEVEL_ERROR, ///<错误级别 - XTP_LOG_LEVEL_WARNING, ///<警告级别 - XTP_LOG_LEVEL_INFO, /// -#endif - -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///错误信息的字符串长度 -#define XTP_ERR_MSG_LEN 124 -///响应信息 -typedef struct XTPRspInfoStruct -{ - ///错误代码 - int32_t error_id; - ///错误信息 - char error_msg[XTP_ERR_MSG_LEN]; -} XTPRI; - -#pragma pack() - -#endif // !_XTP_API_STRUCT_COMMON_H_ diff --git a/source/Windows/xtp_18.19_python3_32/xtpapi/xtp_quote_api.h b/source/Windows/xtp_18.19_python3_32/xtpapi/xtp_quote_api.h deleted file mode 100644 index 5867e8e..0000000 --- a/source/Windows/xtp_18.19_python3_32/xtpapi/xtp_quote_api.h +++ /dev/null @@ -1,426 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_quote_api.h -///@brief 定义行情订阅客户端接口 -///////////////////////////////////////////////////////////////////////// - -#ifndef _XTP_QUOTE_API_H_ -#define _XTP_QUOTE_API_H_ - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_MD_API_EXPORT -#define MD_API_EXPORT __declspec(dllexport) -#else -#define MD_API_EXPORT __declspec(dllimport) -#endif -#else -#define MD_API_EXPORT -#endif - -/*! -* \class XTP::API::QuoteSpi -* -* \brief 行情回调类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class QuoteSpi - { - public: - - ///当客户端与行情后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。可以在此函数中调用Login重新登录。注意用户重新登录后，需要重新订阅行情 - virtual void OnDisconnected(int reason) {}; - - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///订阅行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///深度行情通知，包含买一卖一队列 - ///@param market_data 行情数据 - ///@param bid1_qty 买一队列数据 - ///@param bid1_count 买一队列的有效委托笔数 - ///@param max_bid1_count 买一队列总委托笔数 - ///@param ask1_qty 卖一队列数据 - ///@param ask1_count 卖一队列的有效委托笔数 - ///@param max_ask1_count 卖一队列总委托笔数 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) {}; - - ///订阅行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///行情订单簿通知，包括股票、指数和期权 - ///@param order_book 行情订单簿数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnOrderBook(XTPOB *order_book) {}; - - ///订阅逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///逐笔行情通知，包括股票、指数和期权 - ///@param tbt_data 逐笔行情数据，包括逐笔委托和逐笔成交，此为共用结构体，需要根据type来区分是逐笔委托还是逐笔成交，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnTickByTick(XTPTBT *tbt_data) {}; - - ///订阅全市场的股票行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - - ///查询可交易合约的应答 - ///@param ticker_info 可交易合约信息 - ///@param error_info 查询可交易合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询可交易合约的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///查询合约的最新价格信息应答 - ///@param ticker_info 合约的最新价格信息 - ///@param error_info 查询合约的最新价格信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///订阅全市场的期权行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::QuoteApi -* -* \brief 行情订阅接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class MD_API_EXPORT QuoteApi - { - public: - ///创建QuoteApi - ///@param client_id （必须输入）用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个有可写权限的真实存在的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接 - static QuoteApi *CreateQuoteApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level=XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - - ///获取当前交易日 - ///@return 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() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、Logout、订阅、取消订阅失败时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///设置采用UDP方式连接时的接收缓冲区大小 - ///@remark 需要在Login之前调用，默认大小和最小设置均为64MB。此缓存大小单位为MB，请输入2的次方数，例如128MB请输入128。 - virtual void SetUDPBufferSize(uint32_t buff_size) = 0; - - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(QuoteSpi *spi) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///订阅行情，包括股票、指数和期权。 - ///@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情，包括股票、指数和期权。 - ///@return 取消订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情接口配套使用 - virtual int UnSubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅行情订单簿，包括股票、指数和期权。 - ///@return 订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情(仅支持深交所) - virtual int SubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情订单簿，包括股票、指数和期权。 - ///@return 取消订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情订单簿接口配套使用 - virtual int UnSubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅逐笔行情，包括股票、指数和期权。 - ///@return 订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订逐笔行情，包括股票、指数和期权。 - ///@return 取消订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅逐笔行情接口配套使用 - virtual int UnSubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅全市场的股票行情 - ///@return 订阅全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情接口配套使用 - virtual int SubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情 - ///@return 退订全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情接口配套使用 - virtual int UnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票行情订单簿 - ///@return 订阅全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情订单簿接口配套使用 - virtual int SubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情订单簿 - ///@return 退订全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情订单簿接口配套使用 - virtual int UnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票逐笔行情 - ///@return 订阅全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订逐笔行情接口配套使用 - virtual int SubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票逐笔行情 - ///@return 退订全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场逐笔行情接口配套使用 - virtual int UnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///用户登录请求 - ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 - ///@param ip 服务器ip地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登陆用户名 - ///@param password 登陆密码 - ///@param sock_type “1”代表TCP，“2”代表UDP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接 - virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 - virtual int Logout() = 0; - - ///获取当前交易日可交易合约 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param exchange_id 交易所代码 - virtual int QueryAllTickers(XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要查询的合约个数 - ///@param exchange_id 交易所代码 - virtual int QueryTickersPriceInfo(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取所有合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - virtual int QueryAllTickersPriceInfo() = 0; - - ///订阅全市场的期权行情 - ///@return 订阅全市期权场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情接口配套使用 - virtual int SubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情 - ///@return 退订全市场期权行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情接口配套使用 - virtual int UnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权行情订单簿 - ///@return 订阅全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情订单簿接口配套使用 - virtual int SubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情订单簿 - ///@return 退订全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情订单簿接口配套使用 - virtual int UnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权逐笔行情 - ///@return 订阅全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权逐笔行情接口配套使用 - virtual int SubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权逐笔行情 - ///@return 退订全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权逐笔行情接口配套使用 - virtual int UnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - - protected: - ~QuoteApi() {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif diff --git a/source/Windows/xtp_18.19_python3_32/xtpapi/xtp_trader_api.h b/source/Windows/xtp_18.19_python3_32/xtpapi/xtp_trader_api.h deleted file mode 100644 index 01f39c6..0000000 --- a/source/Windows/xtp_18.19_python3_32/xtpapi/xtp_trader_api.h +++ /dev/null @@ -1,456 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_trader_api.h -///@brief 定义客户端交易接口 -///////////////////////////////////////////////////////////////////////// - -#ifndef _XTP_TRADER_API_H_ -#define _XTP_TRADER_API_H_ - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_TRADER_API_EXPORT -#define TRADER_API_EXPORT __declspec(dllexport) -#else -#define TRADER_API_EXPORT __declspec(dllimport) -#endif -#else -#define TRADER_API_EXPORT -#endif - -/*! -* \class XTP::API::TraderSpi -* -* \brief 交易接口响应类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TraderSpi - { - public: - - ///当客户端的某个连接与交易后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 用户主动调用logout导致的断线，不会触发此函数。api不会自动重连，当断线发生时，请用户自行选择后续操作，可以在此函数中调用Login重新登录，并更新session_id，此时用户收到的数据跟断线之前是连续的 - virtual void OnDisconnected(uint64_t session_id, int reason) {}; - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息,当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///报单通知 - ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 - ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; - - ///成交通知 - ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) {}; - - ///撤单出错响应 - ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id - ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 此响应只会在撤单发生错误时被回调 - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param req_count 分页请求的最大数量 - ///@param order_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询成交响应 - ///@param trade_info 查询到的一个成交回报 - ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询成交响应 - ///@param trade_info 查询到的一个成交信息 - ///@param req_count 分页请求的最大数量 - ///@param trade_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询投资者持仓响应 - ///@param position 查询到的一只股票的持仓情况 - ///@param error_info 查询账户持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金账户响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param asset 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询分级基金信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_info 查询到的分级基金情况 - ///@param error_info 查询分级基金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金划拨订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_transfer_info 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///资金划拨通知 - ///@param fund_transfer_info 资金划拨通知的具体信息，用户可以通过fund_transfer_info.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 - ///@param error_info 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error_info.error_id=11000382时，error_info.error_msg为结点中可用于划拨的资金（以整数为准），用户需进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。 - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询ETF清单文件的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_info 查询到的ETF清单文件情况 - ///@param error_info 查询ETF清单文件发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询ETF股票篮的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_component_info 查询到的ETF合约的相关成分股信息 - ///@param error_info 查询ETF股票篮发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询今日新股申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param ipo_info 查询到的今日新股申购的一只股票信息 - ///@param error_info 查询今日新股申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询用户新股申购额度信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param quota_info 查询到的用户某个市场的今日新股申购额度信息 - ///@param error_info 查查询用户新股申购额度信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询期权合约的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param option_info 查询到的期权合约情况 - ///@param error_info 查询期权合约发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::TraderApi -* -* \brief 交易接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TRADER_API_EXPORT TraderApi - { - public: - ///创建TraderApi - ///@param client_id （必须输入）客户端id，用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个真实存在的有可写权限的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接。系统不支持过夜，请确保每天开盘前重新启动 - static TraderApi *CreateTraderApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level = XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - ///获取当前交易日 - ///@return 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() = 0; - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(TraderSpi *spi) = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、InsertOrder、CancelOrder返回值为0时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///通过报单在xtp系统中的ID获取下单的客户端id - ///@return 返回客户端id，可以用此方法过滤自己下的订单 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 - virtual uint8_t GetClientIDByXTPID(uint64_t order_xtp_id) = 0; - - ///通过报单在xtp系统中的ID获取相关资金账户名 - ///@return 返回资金账户名 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 只有资金账户登录成功后,才能得到正确的信息 - virtual const char* GetAccountByXTPID(uint64_t order_xtp_id) = 0; - - ///订阅公共流。 - ///@param resume_type 公共流（订单响应、成交回报）重传方式 - /// XTP_TERT_RESTART:从本交易日开始重传 - /// XTP_TERT_RESUME:(保留字段，此方式暂未支持)从上次收到的续传 - /// XTP_TERT_QUICK:只传送登录后公共流的内容 - ///@remark 该方法要在Login方法前调用。若不调用则不会收到公共流的数据。注意在用户断线后，如果不登出就login()，公共流订阅方式不会起作用。用户只会收到断线后的所有消息。如果先logout()再login()，那么公共流订阅方式会起作用，用户收到的数据会根据用户的选择方式而定。 - virtual void SubscribePublicTopic(XTP_TE_RESUME_TYPE resume_type) = 0; - - ///设置软件开发版本号 - ///@param version 用户开发软件版本号，非api发行版本号，长度不超过15位，以'\0'结尾 - ///@remark 此函数必须在Login之前调用，标识的是客户端版本号，而不是API的版本号，由用户自定义 - virtual void SetSoftwareVersion(const char* version) = 0; - - ///设置软件开发Key - ///@param key 用户开发软件Key，用户申请开户时给予，以'\0'结尾 - ///@remark 此函数必须在Login之前调用 - virtual void SetSoftwareKey(const char* key) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///用户登录请求 - ///@return session_id表明此资金账号登录是否成功，“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，非“0”表示登录成功，此时需要记录下这个返回值session_id，与登录的资金账户对应 - ///@param ip 服务器地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登录用户名 - ///@param password 登录密码 - ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api可支持多个账户连接，但是同一个账户同一个client_id只能有一个session连接，后面的登录在前一个session存续期间，无法连接 - virtual uint64_t Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败 - ///@param session_id 资金账户对应的session_id,登录时得到 - virtual int Logout(uint64_t session_id) = 0; - - ///服务器是否重启过 - ///@return “true”表示重启过，“false”表示没有重启过 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数必须在Login之后调用 - virtual bool IsServerRestart(uint64_t session_id) = 0; - - ///报单录入请求 - ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 - virtual uint64_t InsertOrder(XTPOrderInsertInfo *order, uint64_t session_id) = 0; - - ///报单操作请求 - ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order_xtp_id 需要撤销的委托单在XTP系统中的ID - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 如果撤单成功，会在报单响应函数OnOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 - virtual uint64_t CancelOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; - - ///根据报单ID请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryOrders(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryOrdersByPage(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///根据委托编号请求查询相关成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询已成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryTrades(XTPQueryTraderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询成交回报 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryTradesByPage(const XTPQueryTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询投资者持仓 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param ticker 需要查询的持仓合约代码，可以为空，如果不为空，请不带空格，并以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息，如果合约代码为空，则默认查询所有持仓信息 - virtual int QueryPosition(const char *ticker, uint64_t session_id, int request_id) = 0; - - ///请求查询资产 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryAsset(uint64_t session_id, int request_id) = 0; - - ///请求查询分级基金 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的分级基金筛选条件，其中母基金代码可以为空，则默认所有存在的母基金，如果不为空，请不带空格，并以'\0'结尾，其中交易市场不能为空 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryStructuredFund(XTPQueryStructuredFundInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - ///资金划拨请求 - ///@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param fund_transfer 资金划拨的请求信息 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。 - virtual uint64_t FundTransfer(XTPFundTransferReq *fund_transfer, uint64_t session_id) = 0; - - ///请求查询资金划拨 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的资金划拨订单筛选条件，其中serial_id可以为0，则默认所有资金划拨订单，如果不为0，则请求特定的资金划拨订单 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryFundTransfer(XTPQueryFundTransferLogReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF清单文件 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的ETF清单文件的筛选条件，其中合约代码可以为空，则默认所有存在的ETF合约代码，market字段也可以为初始值，则默认所有市场的ETF合约 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETF(XTPQueryETFBaseReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF股票篮 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询股票篮的的ETF合约，其中合约代码不可以为空，market字段也必须指定 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETFTickerBasket(XTPQueryETFComponentReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询今日新股申购信息列表 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOInfoList(uint64_t session_id, int request_id) = 0; - - ///请求查询用户新股申购额度信息 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOQuotaInfo(uint64_t session_id, int request_id) = 0; - - ///请求查询期权合约 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的期权合约的筛选条件，可以为NULL（为NULL表示查询所有的期权合约） - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOptionAuctionInfo(XTPQueryOptionAuctionInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - - protected: - ~TraderApi() {}; - }; - - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif diff --git a/source/Windows/xtp_18.19_python3_32/xtpapi/xtpquoteapi.dll b/source/Windows/xtp_18.19_python3_32/xtpapi/xtpquoteapi.dll deleted file mode 100644 index a1dda95..0000000 Binary files a/source/Windows/xtp_18.19_python3_32/xtpapi/xtpquoteapi.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_32/xtpapi/xtpquoteapi.lib b/source/Windows/xtp_18.19_python3_32/xtpapi/xtpquoteapi.lib deleted file mode 100644 index 82d6330..0000000 Binary files a/source/Windows/xtp_18.19_python3_32/xtpapi/xtpquoteapi.lib and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_32/xtpapi/xtptraderapi.dll b/source/Windows/xtp_18.19_python3_32/xtpapi/xtptraderapi.dll deleted file mode 100644 index 6b3303f..0000000 Binary files a/source/Windows/xtp_18.19_python3_32/xtpapi/xtptraderapi.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_32/xtpapi/xtptraderapi.lib b/source/Windows/xtp_18.19_python3_32/xtpapi/xtptraderapi.lib deleted file mode 100644 index e46eef4..0000000 Binary files a/source/Windows/xtp_18.19_python3_32/xtpapi/xtptraderapi.lib and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_64/CMakeLists.txt b/source/Windows/xtp_18.19_python3_64/CMakeLists.txt deleted file mode 100644 index f235b9c..0000000 --- a/source/Windows/xtp_18.19_python3_64/CMakeLists.txt +++ /dev/null @@ -1,129 +0,0 @@ -cmake_minimum_required(VERSION 2.8) -project(vn_xtp_api) - -# 设置使用的编译器 -set(CMAKE_BUILD_TYPE "Release") -if (CMAKE_COMPILER_IS_GNUC OR CMAKE_COMPILER_IS_GNUCXX) - set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fPIC -std=c++11") -endif () - -# 设置输出目录 -set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin) -set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/lib) - -# 使用64位编译 -option(USE_64BITS "comiple 64bits" ON) -if (USE_64BITS) - add_definitions(-DUSE_64BITS) -endif() - -# 设置C++ API源文件的所在目录 -set(XTPAPI_PATH ) -if (WIN32) - set(XTPAPI_PATH xtpapi) -elseif (UNIX) - message("Under unix: " ${CMAKE_SIZEOF_VOID_P}) - if (CMAKE_SIZEOF_VOID_P MATCHES "8") - set(XTPAPI_PATH xtpapi) - endif() -endif() - -include_directories(${XTPAPI_PATH}) - - -set(XTPAPI_MD_LIBRARY ) -set(XTPAPI_TD_LIBRARY ) - -# 链接C++ API库文件 -if (WIN32) -find_library(XTPAPI_MD_LIBRARY - NAMES xtpquoteapi.lib - PATHS ${CMAKE_CURRENT_SOURCE_DIR}/xtpapi/) -find_library(XTPAPI_TD_LIBRARY - NAMES xtptraderapi.lib - PATHS ${CMAKE_CURRENT_SOURCE_DIR}/xtpapi/) -elseif (UNIX) -find_library(XTPAPI_MD_LIBRARY - NAMES libxtpquoteapi.so - PATHS ${XTPAPI_PATH}) -find_library(XTPAPI_TD_LIBRARY - NAMES libxtptraderapi.so - PATHS ${XTPAPI_PATH}) -endif() - -# 设置Python所在的目录 -set(PYTHON_LIBRARY ) -if (WIN32) - set(PYTHON_INCLUDE_PATH E:/xtpIDE/Python/Python36-64/include) - link_directories(E:/xtpIDE/Python/Python36-64/libs) - include_directories(${PYTHON_INCLUDE_PATH}) -elseif(UNIX) - set(PYTHON_LIBRARY /usr/local/python3/lib/) - set(PYTHON_INCLUDE_PATH /usr/local/python3/include/python3.6m/) - include_directories(${PYTHON_INCLUDE_PATH}) -endif() - -# 链接boost库，anaconda /python3用的是python3.6没有用Anaconda -set(BOOST_ROOT ) -if (WIN32) - set(BOOST_ROOT E:/xtp/soft/boost_1_57_0_python3_64/boost_1_57_0/) - set(Boost_USE_STATIC_LIBS ON) #链接boost静态库 - link_directories(E:/xtp/soft/boost_1_57_0_python3_64/boost_1_57_0/stage/lib) - include_directories(${BOOST_ROOT}) -elseif(UNIX) - set(Boost_USE_MULTITHREADED ON) - set(BOOST_ROOT /home/likunliang/boost_1_66_0_python3/) - find_package(Boost 1.66.0 COMPONENTS python3 thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错 - if(Boost_FOUND) - include_directories(${Boost_INCLUDE_DIRS}) - endif() -endif() - -# 设置编译源文件 -set (vnxtpquote ) -set (vnxtptrader ) - -option(BUILD_XTP_MD "build xtp md" ON) -if (BUILD_XTP_MD) - add_definitions(-BUILD_XTP_MD) - set(XTP_MD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote) - include_directories(${XTP_MD_PATH}) - set(VN_XTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote/vnxtpquote.cpp) - add_library(vnxtpquote SHARED ${VN_XTP_MD_SOURCE}) -endif() -option(BUILD_XTP_TD "build xtp td" ON) -if (BUILD_XTP_TD) - add_definitions(-BUILD_XTP_TD) - set(XTP_TD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/) - include_directories(${XTP_TD_PATH}) - set(VN_XTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/vnxtptrader.cpp) - add_library(vnxtptrader SHARED ${VN_XTP_TD_SOURCE}) -endif() - -# 去掉生成的so文件名中前缀的lib -set_target_properties(vnxtpquote PROPERTIES PREFIX "") - -# 链接生成.so文件 -if (WIN32) - target_link_libraries(vnxtpquote ${XTPAPI_MD_LIBRARY}) -elseif(UNIX) - target_link_libraries(vnxtpquote ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_MD_LIBRARY}) -endif() -# 将生成的dll文件后缀名修改为pyd（仅在windows下） -set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.dll") -if (EXISTS ${MD_DLL}) - file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.pyd) -endif() - -# 和上面的MD相同 -set_target_properties(vnxtptrader PROPERTIES PREFIX "") -if (WIN32) - target_link_libraries(vnxtptrader ${XTPAPI_TD_LIBRARY}) -elseif(UNIX) - target_link_libraries(vnxtptrader ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_TD_LIBRARY}) -endif() - -set(TD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnxtptrader.dll) -if (EXISTS ${TD_DLL}) - file(RENAME ${TD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtptrader.pyd) -endif() diff --git a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/ReadMe.txt b/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/ReadMe.txt deleted file mode 100644 index 0838bff..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/ReadMe.txt +++ /dev/null @@ -1,48 +0,0 @@ -======================================================================== - DYNAMIC LINK LIBRARY : vnxtpquote Project Overview -======================================================================== - -AppWizard has created this vnxtpquote DLL for you. - -This file contains a summary of what you will find in each of the files that -make up your vnxtpquote application. - - -vnxtpquote.vcxproj - This is the main project file for VC++ projects generated using an Application Wizard. - It contains information about the version of Visual C++ that generated the file, and - information about the platforms, configurations, and project features selected with the - Application Wizard. - -vnxtpquote.vcxproj.filters - This is the filters file for VC++ projects generated using an Application Wizard. - It contains information about the association between the files in your project - and the filters. This association is used in the IDE to show grouping of files with - similar extensions under a specific node (for e.g. ".cpp" files are associated with the - "Source Files" filter). - -vnxtpquote.cpp - This is the main DLL source file. - - When created, this DLL does not export any symbols. As a result, it - will not produce a .lib file when it is built. If you wish this project - to be a project dependency of some other project, you will either need to - add code to export some symbols from the DLL so that an export library - will be produced, or you can set the Ignore Input Library property to Yes - on the General propert page of the Linker folder in the project's Property - Pages dialog box. - -///////////////////////////////////////////////////////////////////////////// -Other standard files: - -StdAfx.h, StdAfx.cpp - These files are used to build a precompiled header (PCH) file - named vnxtpquote.pch and a precompiled types file named StdAfx.obj. - -///////////////////////////////////////////////////////////////////////////// -Other notes: - -AppWizard uses "TODO:" comments to indicate parts of the source code you -should add to or customize. - -///////////////////////////////////////////////////////////////////////////// diff --git a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/dllmain.cpp b/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/dllmain.cpp deleted file mode 100644 index 69b5891..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/dllmain.cpp +++ /dev/null @@ -1,19 +0,0 @@ -// dllmain.cpp : Defines the entry point for the DLL application. -#include "stdafx.h" - -BOOL APIENTRY DllMain( HMODULE hModule, - DWORD ul_reason_for_call, - LPVOID lpReserved - ) -{ - switch (ul_reason_for_call) - { - case DLL_PROCESS_ATTACH: - case DLL_THREAD_ATTACH: - case DLL_THREAD_DETACH: - case DLL_PROCESS_DETACH: - break; - } - return TRUE; -} - diff --git a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/libsodium.dll b/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/libsodium.dll deleted file mode 100644 index 8921bc3..0000000 Binary files a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/libsodium.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/stdafx.cpp b/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/stdafx.cpp deleted file mode 100644 index 926d762..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/stdafx.cpp +++ /dev/null @@ -1,8 +0,0 @@ -// stdafx.cpp : source file that includes just the standard includes -// vnxtpquote.pch will be the pre-compiled header -// stdafx.obj will contain the pre-compiled type information - -#include "stdafx.h" - -// TODO: reference any additional headers you need in STDAFX.H -// and not in this file diff --git a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/stdafx.h b/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/stdafx.h deleted file mode 100644 index f3a0737..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/stdafx.h +++ /dev/null @@ -1,16 +0,0 @@ -// stdafx.h : include file for standard system include files, -// or project specific include files that are used frequently, but -// are changed infrequently -// - -#pragma once - -#include "targetver.h" - -#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers -// Windows Header Files: -#include - - - -// TODO: reference additional headers your program requires here diff --git a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/targetver.h b/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/targetver.h deleted file mode 100644 index 87c0086..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/targetver.h +++ /dev/null @@ -1,8 +0,0 @@ -#pragma once - -// Including SDKDDKVer.h defines the highest available Windows platform. - -// If you wish to build your application for a previous Windows platform, include WinSDKVer.h and -// set the _WIN32_WINNT macro to the platform you wish to support before including SDKDDKVer.h. - -#include diff --git a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/vnxtpquote.cpp b/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/vnxtpquote.cpp deleted file mode 100644 index 2f080af..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/vnxtpquote.cpp +++ /dev/null @@ -1,2016 +0,0 @@ -// vnctpmd.cpp : DLL Ӧóĵ -// -//#include "stdafx.h" -#include "vnxtpquote.h" - -///------------------------------------------------------------------------------------- -///PythonC++תõĺ -///------------------------------------------------------------------------------------- - -void getInt(dict d, string key, int *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getDouble(dict d, string key, double *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - *value = x(); - } - } -}; - -void getStr(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ - //+1ӦΪC++ַĽβţرȷ1 -#ifdef _MSC_VER //WIN32 - strcpy_s(value, strlen(buffer) + 1, buffer); -#elif __GNUC__ - strncpy(value, buffer, strlen(buffer) + 1); -#endif - } - } -}; - -void getChar(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - *value = *buffer; - } - } -}; - -///------------------------------------------------------------------------------------- -///C++Ļصݱ浽 -///------------------------------------------------------------------------------------- - -void QuoteApi::OnDisconnected(int reason) -{ - Task* task = new Task(); - task->task_name = ONDISCONNECTED; - task->task_id = reason; - this->task_queue.push(task); -}; - -void QuoteApi::OnError(XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONERROR; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - this->task_queue.push(task); -}; - -void QuoteApi::OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONSUBMARKETDATA; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONUNSUBMARKETDATA; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) -{ - Task* task = new Task(); - task->task_name = ONDEPTHMARKETDATA; - - if (market_data) - { - XTPMD *task_data = new XTPMD(); - *task_data = *market_data; - task->task_data = task_data; - } - - if (bid1_qty && bid1_count>0) - { - int64_t *task_data_one = new int64_t[bid1_count]; - for (int i=0;itask_data_one = task_data_one; - } - task->task_one_counts = bid1_count; - task->task_one_all_counts = max_bid1_count; - if (ask1_qty && ask1_count>0) - { - int64_t *task_data_two = new int64_t[ask1_count]; - for (int i=0;itask_data_two = task_data_two; - } - task->task_two_counts = ask1_count; - task->task_two_all_counts =max_ask1_count; - - this->task_queue.push(task); -}; - -void QuoteApi::OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONSUBORDERBOOK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONUNSUBORDERBOOK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnOrderBook(XTPOB *order_book) -{ - Task* task = new Task(); - task->task_name = ONORDERBOOK; - - if (order_book) - { - XTPOB *task_data = new XTPOB(); - *task_data = *order_book; - task->task_data = task_data; - } - this->task_queue.push(task); -}; - -void QuoteApi::OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONSUBTICKBYTICK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONUNSUBTICKBYTICK; - - if (ticker) - { - XTPST *task_data = new XTPST(); - *task_data = *ticker; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnTickByTick(XTPTBT *tbt_data) -{ - Task* task = new Task(); - task->task_name = ONTICKBYTICK; - - if (tbt_data) - { - XTPTBT *task_data = new XTPTBT(); - *task_data = *tbt_data; - task->task_data = task_data; - } - - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLORDERBOOK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - - -void QuoteApi::OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - - -void QuoteApi::OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONQUERYALLTICKERS; - - if (ticker_info) - { - XTPQSI *task_data = new XTPQSI(); - *task_data = *ticker_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - -void QuoteApi::OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) -{ - Task* task = new Task(); - task->task_name = ONQUERYTICKERSPRICEINFO; - - if (ticker_info) - { - XTPTPI *task_data = new XTPTPI(); - *task_data = *ticker_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_last = is_last; - this->task_queue.push(task); -}; - - - -void QuoteApi::OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLOPTIONMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLOPTIONMARKETDATA; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLOPTIONORDERBOOK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLOPTIONORDERBOOK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONSUBSCRIBEALLOPTIONTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; - -void QuoteApi::OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLOPTIONTICKBYTICK; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - task->exchange_id = exchage_id; - this->task_queue.push(task); -}; -///------------------------------------------------------------------------------------- -///̴߳ӶȡݣתΪpython󣬽 -///------------------------------------------------------------------------------------- - -void QuoteApi::processTask() -{ - while (1) - { - Task* task = this->task_queue.wait_and_pop(); - - switch (task->task_name) - { - case ONDISCONNECTED: - { - this->processDisconnected(task); - break; - } - - case ONERROR: - { - this->processError(task); - break; - } - - case ONSUBMARKETDATA: - { - this->processSubMarketData(task); - break; - } - - case ONUNSUBMARKETDATA: - { - this->processUnSubMarketData(task); - break; - } - - case ONDEPTHMARKETDATA: - { - this->processDepthMarketData(task); - break; - } - - case ONSUBORDERBOOK: - { - this->processSubOrderBook(task); - break; - } - - case ONUNSUBORDERBOOK: - { - this->processUnSubOrderBook(task); - break; - } - - case ONORDERBOOK: - { - this->processOrderBook(task); - break; - } - - case ONSUBTICKBYTICK: - { - this->processSubTickByTick(task); - break; - } - - case ONUNSUBTICKBYTICK: - { - this->processUnSubTickByTick(task); - break; - } - - case ONTICKBYTICK: - { - this->processTickByTick(task); - break; - } - - case ONSUBSCRIBEALLMARKETDATA: - { - this->processSubscribeAllMarketData(task); - break; - } - - case ONUNSUBSCRIBEALLMARKETDATA: - { - this->processUnSubscribeAllMarketData(task); - break; - } - - case ONSUBSCRIBEALLORDERBOOK: - { - this->processSubscribeAllOrderBook(task); - break; - } - - case ONUNSUBSCRIBEALLORDERBOOK: - { - this->processUnSubscribeAllOrderBook(task); - break; - } - - case ONSUBSCRIBEALLTICKBYTICK: - { - this->processSubscribeAllTickByTick(task); - break; - } - - case ONUNSUBSCRIBEALLTICKBYTICK: - { - this->processUnSubscribeAllTickByTick(task); - break; - } - - case ONQUERYALLTICKERS: - { - this->processQueryAllTickers(task); - break; - } - - case ONQUERYTICKERSPRICEINFO: - { - this->processQueryTickersPriceInfo(task); - break; - } - - - - case ONSUBSCRIBEALLOPTIONMARKETDATA: - { - this->processSubscribeAllOptionMarketData(task); - break; - } - case ONUNSUBSCRIBEALLOPTIONMARKETDATA: - { - this->processUnSubscribeAllOptionMarketData(task); - break; - } - case ONSUBSCRIBEALLOPTIONORDERBOOK: - { - this->processSubscribeAllOptionOrderBook(task); - break; - } - case ONUNSUBSCRIBEALLOPTIONORDERBOOK: - { - this->processUnSubscribeAllOptionOrderBook(task); - break; - } - case ONSUBSCRIBEALLOPTIONTICKBYTICK: - { - this->processSubscribeAllOptionTickByTick(task); - break; - } - case ONUNSUBSCRIBEALLOPTIONTICKBYTICK: - { - this->processUnSubscribeAllOptionTickByTick(task); - break; - } - }; - } -}; - - - -void QuoteApi::processDisconnected(Task *task) -{ - PyLock lock; - this->onDisconnected(task->task_id); - delete task; -}; - -void QuoteApi::processError(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onError(error); - delete task; -}; - -void QuoteApi::processSubMarketData(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubMarketData(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processUnSubMarketData(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubMarketData(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processDepthMarketData(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPMD *task_data = (XTPMD*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["last_price"] = task_data->last_price; - data["pre_close_price"] = task_data->pre_close_price; - data["open_price"] = task_data->open_price; - data["high_price"] = task_data->high_price; - data["low_price"] = task_data->low_price; - data["close_price"] = task_data->close_price; - - data["pre_total_long_positon"] = task_data->pre_total_long_positon; - data["total_long_positon"] = task_data->total_long_positon; - data["pre_settl_price"] = task_data->pre_settl_price; - data["settl_price"] = task_data->settl_price; - - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["pre_delta"] = task_data->pre_delta; - data["curr_delta"] = task_data->curr_delta; - - data["data_time"] = task_data->data_time; - - data["qty"] = task_data->qty; - data["turnover"] = task_data->turnover; - data["avg_price"] = task_data->avg_price; - - data["trades_count"] = task_data->trades_count; - char str_ticker_status[9] = {"\0"}; -#ifdef _MSC_VER //WIN32 - strcpy_s(str_ticker_status, sizeof(task_data->ticker_status)+1, task_data->ticker_status); -#elif __GNUC__ - strncpy(str_ticker_status, task_data->ticker_status, sizeof(task_data->ticker_status)); -#endif - data["ticker_status"] = str_ticker_status; - - boost::python::list ask; - boost::python::list bid; - boost::python::list ask_qty; - boost::python::list bid_qty; - - for (int i = 0; i < 10; i++) - { - ask.append(task_data->ask[i]); - bid.append(task_data->bid[i]); - ask_qty.append(task_data->ask_qty[i]); - bid_qty.append(task_data->bid_qty[i]); - } - - data["ask"] = ask; - data["bid"] = bid; - data["bid_qty"] = bid_qty; - data["ask_qty"] = ask_qty; - - data["data_type"] = (int)task_data->data_type; - if (task_data->data_type == XTP_MARKETDATA_ACTUAL){ - data["total_bid_qty"] = task_data->stk.total_bid_qty; - data["total_ask_qty"] = task_data->stk.total_ask_qty; - data["ma_bid_price"] = task_data->stk.ma_bid_price; - data["ma_ask_price"] = task_data->stk.ma_ask_price; - data["ma_bond_bid_price"] = task_data->stk.ma_bond_bid_price; - data["ma_bond_ask_price"] = task_data->stk.ma_bond_ask_price; - data["yield_to_maturity"] = task_data->stk.yield_to_maturity; - data["iopv"] = task_data->stk.iopv; - data["etf_buy_count"] = task_data->stk.etf_buy_count; - data["etf_sell_count"] = task_data->stk.etf_sell_count; - data["etf_buy_qty"] = task_data->stk.etf_buy_qty; - data["etf_buy_money"] = task_data->stk.etf_buy_money; - data["etf_sell_qty"] = task_data->stk.etf_sell_qty; - data["etf_sell_money"] = task_data->stk.etf_sell_money; - data["total_warrant_exec_qty"] = task_data->stk.total_warrant_exec_qty; - data["warrant_lower_price"] = task_data->stk.warrant_lower_price; - data["warrant_upper_price"] = task_data->stk.warrant_upper_price; - data["cancel_buy_count"] = task_data->stk.cancel_buy_count; - data["cancel_sell_count"] = task_data->stk.cancel_sell_count; - data["cancel_buy_qty"] = task_data->stk.cancel_buy_qty; - data["cancel_sell_qty"] = task_data->stk.cancel_sell_qty; - data["cancel_buy_money"] = task_data->stk.cancel_buy_money; - data["cancel_sell_money"] = task_data->stk.cancel_sell_money; - data["total_buy_count"] = task_data->stk.total_buy_count; - data["total_sell_count"] = task_data->stk.total_sell_count; - data["duration_after_buy"] = task_data->stk.duration_after_buy; - data["duration_after_sell"] = task_data->stk.duration_after_sell; - data["num_bid_orders"] = task_data->stk.num_bid_orders; - data["num_ask_orders"] = task_data->stk.num_ask_orders; - data["pre_iopv"] = task_data->stk.pre_iopv; - data["r1"] = task_data->stk.r1; - data["r2"] = task_data->stk.r2; - }else if (task_data->data_type == XTP_MARKETDATA_OPTION){ - data["auction_price"] = task_data->opt.auction_price; - data["auction_qty"] = task_data->opt.auction_qty; - data["last_enquiry_time"] = task_data->opt.last_enquiry_time; - } - - data["r4"] = task_data->r4; - - delete task->task_data; - } - boost::python::list bid1_qty_list; - if (task->task_data_one && task->task_one_counts>0) - { - for (int i=0;itask_one_counts;i++) - { - int64_t *bid1_qty = (int64_t *)task->task_data_one+i; - bid1_qty_list.append(*bid1_qty); - } - delete[] task->task_data_one; - } - int bid1_count= task->task_one_counts; - int max_bid1_count= task->task_one_all_counts; - - boost::python::list ask1_qty_list; - if (task->task_data_two && task->task_two_counts>0) - { - for (int i=0;itask_two_counts;i++) - { - int64_t *ask1_qty = (int64_t *)task->task_data_two+i; - ask1_qty_list.append(*ask1_qty); - } - delete[] task->task_data_two; - } - int ask1_count= task->task_two_counts; - int max_ask1_count= task->task_two_all_counts; - this->onDepthMarketData(data,bid1_qty_list,bid1_count,max_bid1_count,ask1_qty_list,ask1_count,max_ask1_count); - delete task; -}; - -void QuoteApi::processSubOrderBook(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubOrderBook(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processUnSubOrderBook(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubOrderBook(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processOrderBook(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOB *task_data = (XTPOB*) task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["data_time"] = task_data->data_time; - - data["last_price"] = task_data->last_price; - data["qty"] = task_data->qty; - data["turnover"] = task_data->turnover; - data["trades_count"] = task_data->trades_count; - - boost::python::list ask; - boost::python::list bid; - boost::python::list ask_qty; - boost::python::list bid_qty; - - for (int i = 0; i < 10; i++) - { - ask.append(task_data->ask[i]); - bid.append(task_data->bid[i]); - ask_qty.append(task_data->ask_qty[i]); - bid_qty.append(task_data->bid_qty[i]); - } - - data["ask"] = ask; - data["bid"] = bid; - data["bid_qty"] = bid_qty; - data["ask_qty"] = ask_qty; - delete task->task_data; - } - - this->onOrderBook(data); - delete task; -}; - -void QuoteApi::processSubTickByTick(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubTickByTick(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processUnSubTickByTick(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPST *task_data = (XTPST*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubTickByTick(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processTickByTick(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPTBT *task_data = (XTPTBT*)task->task_data; - - - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - //data["seq"] = task_data->seq; - data["data_time"] = task_data->data_time; - data["type"] = (int)task_data->type; - - if (task_data->type == XTP_TBT_ENTRUST) - { - data["channel_no"] = task_data->entrust.channel_no; - data["seq"] = task_data->entrust.seq; - data["price"] = task_data->entrust.price; - data["qty"] = task_data->entrust.qty; - data["side"] = task_data->entrust.side; - data["ord_type"] = task_data->entrust.ord_type; - } - else - { - data["channel_no"] = task_data->trade.channel_no; - data["seq"] = task_data->trade.seq; - data["price"] = task_data->trade.price; - data["qty"] = task_data->trade.qty; - data["money"] = task_data->trade.money; - data["bid_no"] = task_data->trade.bid_no; - data["ask_no"] = task_data->trade.ask_no; - data["trade_flag"] = task_data->trade.trade_flag; - } - - delete task->task_data; - } - - this->onTickByTick(data); - delete task; -}; - -void QuoteApi::processSubscribeAllMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - this->onSubscribeAllMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllTickByTick(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllTickByTick(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processQueryAllTickers(Task *task) -{ - PyLock lock; - - //ֶ޸ - dict data; - if (task->task_data) - { - XTPQSI *task_data = (XTPQSI*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["ticker_type"] = (int)task_data->ticker_type; - data["pre_close_price"] = task_data->pre_close_price; - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["price_tick"] = task_data->price_tick; - data["buy_qty_unit"] = task_data->buy_qty_unit; - data["sell_qty_unit"] = task_data->sell_qty_unit; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*) task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryAllTickers(data, error, task->task_last); - delete task; -}; - -void QuoteApi::processQueryTickersPriceInfo(Task *task) -{ - PyLock lock; - - //ֶ޸ - dict data; - if (task->task_data) - { - XTPTPI *task_data = (XTPTPI*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["last_price"] = task_data->last_price; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryTickersPriceInfo(data, error, task->task_last); - delete task; -}; - - - - - -void QuoteApi::processSubscribeAllOptionMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOptionMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOptionMarketData(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOptionMarketData(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllOptionOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOptionOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOptionOrderBook(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOptionOrderBook(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processSubscribeAllOptionTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onSubscribeAllOptionTickByTick(task->exchange_id,error); - delete task; -}; - -void QuoteApi::processUnSubscribeAllOptionTickByTick(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onUnSubscribeAllOptionTickByTick(task->exchange_id,error); - delete task; -}; -///------------------------------------------------------------------------------------- -/// -///------------------------------------------------------------------------------------- - -void QuoteApi::createQuoteApi(int clientid, string path, int log_level) -{ - this->api = XTP::API::QuoteApi::CreateQuoteApi(clientid, path.c_str(),(XTP_LOG_LEVEL)log_level); - this->api->RegisterSpi(this); -}; - -void QuoteApi::release() -{ - this->api->Release(); -}; - -int QuoteApi::exit() -{ - //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ - this->api->RegisterSpi(NULL); - this->api->Release(); - this->api = NULL; - return 1; -}; - -string QuoteApi::getTradingDay() -{ - string ret =""; - const char* p = this->api->GetTradingDay(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -string QuoteApi::getApiVersion() -{ - string ret =""; - const char* p = this->api->GetApiVersion(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -dict QuoteApi::getApiLastError() -{ - XTPRI *error = this->api->GetApiLastError(); - dict err; - if(error == NULL) - return err; - - err["error_id"] = error->error_id; - err["error_msg"] = error->error_msg; - - return err; -}; - -void QuoteApi::setUDPBufferSize(int size) -{ - this->api->SetUDPBufferSize(size); -}; - -void QuoteApi::setHeartBeatInterval(int interval) -{ - this->api->SetHeartBeatInterval(interval); -}; - -int QuoteApi::subscribeMarketData(boost::python::list tickerList,int count, int exchange) -{ - int listLength = boost::python::len(tickerList); - char **myreqList = new char *[listLength]; - for(int i=0;iapi->SubscribeMarketData(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->UnSubscribeMarketData(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->SubscribeOrderBook(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->UnSubscribeOrderBook(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->SubscribeTickByTick(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->UnSubscribeTickByTick(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - for(int i=0;iapi->SubscribeAllMarketData((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::unSubscribeAllMarketData(int exchange) -{ - return this->api->UnSubscribeAllMarketData((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::subscribeAllOrderBook(int exchange) -{ - return this->api->SubscribeAllOrderBook((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::unSubscribeAllOrderBook(int exchange) -{ - return this->api->UnSubscribeAllOrderBook((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::subscribeAllTickByTick(int exchange) -{ - return this->api->SubscribeAllTickByTick((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::unSubscribeAllTickByTick(int exchange) -{ - return this->api->UnSubscribeAllTickByTick((XTP_EXCHANGE_TYPE)exchange); -}; - -int QuoteApi::login(string ip, int port, string user, string password, int socktype) -{ - int i = this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype); - return i; -}; - -int QuoteApi::logout() -{ - int i = this->api->Logout(); - return i; -}; - -int QuoteApi::queryAllTickers(int exchange) -{ - int i = this->api->QueryAllTickers((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::queryTickersPriceInfo(boost::python::list tickerList,int count, int exchange) -{ - int listLength = boost::python::len(tickerList); - //printf("listLength:%d\n",listLength); - char **myreqList = new char *[listLength]; - for(int i=0;iapi->QueryTickersPriceInfo(myreqList, count, (XTP_EXCHANGE_TYPE) exchange); - //printf("return i:%d\n",i); - for(int i=0;iapi->QueryAllTickersPriceInfo(); - return i; -} - - - -int QuoteApi::subscribeAllOptionMarketData(int exchange) -{ - int i = this->api->SubscribeAllOptionMarketData((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::unSubscribeAllOptionMarketData(int exchange) -{ - int i = this->api->UnSubscribeAllOptionMarketData((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::subscribeAllOptionOrderBook(int exchange) -{ - int i = this->api->SubscribeAllOptionOrderBook((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::unSubscribeAllOptionOrderBook(int exchange) -{ - int i = this->api->UnSubscribeAllOptionOrderBook((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::subscribeAllOptionTickByTick(int exchange) -{ - int i = this->api->SubscribeAllOptionTickByTick((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -int QuoteApi::unSubscribeAllOptionTickByTick(int exchange) -{ - int i = this->api->UnSubscribeAllOptionTickByTick((XTP_EXCHANGE_TYPE)exchange); - return i; -}; - -///------------------------------------------------------------------------------------- -///Boost.Pythonװ -///------------------------------------------------------------------------------------- - -struct QuoteApiWrap : QuoteApi, wrapper < QuoteApi > -{ - virtual void onDisconnected(int reason) - { - try - { - this->get_override("onDisconnected")(reason); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onError(dict data) - { - try - { - this->get_override("onError")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubMarketData(dict data, dict error, bool last) - { - try - { - this->get_override("onSubMarketData")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubMarketData(dict data, dict error, bool last) - { - try - { - this->get_override("onUnSubMarketData")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onDepthMarketData(dict data,boost::python::list bid1_qty_list,int bid1_count,int max_bid1_count,boost::python::list ask1_qty_list,int ask1_count,int max_ask1_count) - { - try - { - this->get_override("onDepthMarketData")(data,bid1_qty_list,bid1_count,max_bid1_count,ask1_qty_list,ask1_count,max_ask1_count); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubOrderBook(dict data, dict error, bool last) - { - try - { - this->get_override("onSubOrderBook")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubOrderBook(dict data, dict error, bool last) - { - try - { - this->get_override("onUnSubOrderBook")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onOrderBook(dict data) - { - try - { - this->get_override("onOrderBook")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubTickByTick(dict data, dict error, bool last) - { - try - { - this->get_override("onSubTickByTick")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubTickByTick(dict data, dict error, bool last) - { - try - { - this->get_override("onUnSubTickByTick")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onTickByTick(dict data) - { - try - { - this->get_override("onTickByTick")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryAllTickers(dict data, dict error, bool last) - { - try - { - this->get_override("onQueryAllTickers")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTickersPriceInfo(dict data, dict error, bool last) - { - try - { - this->get_override("onQueryTickersPriceInfo")(data, error, last); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - - - - - virtual void onSubscribeAllOptionMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOptionMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOptionMarketData(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOptionMarketData")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onSubscribeAllOptionOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOptionOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOptionOrderBook(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOptionOrderBook")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - virtual void onSubscribeAllOptionTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onSubscribeAllOptionTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onUnSubscribeAllOptionTickByTick(int exchange_id,dict data) - { - try - { - this->get_override("onUnSubscribeAllOptionTickByTick")(exchange_id,data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; -}; - - -BOOST_PYTHON_MODULE(vnxtpquote) -{ - PyEval_InitThreads(); //ʱУ֤ȴGIL - - class_("QuoteApi") - .def("createQuoteApi", &QuoteApiWrap::createQuoteApi) - .def("release", &QuoteApiWrap::release) - .def("exit", &QuoteApiWrap::exit) - .def("getTradingDay", &QuoteApiWrap::getTradingDay) - .def("getApiVersion", &QuoteApiWrap::getApiVersion) - .def("getApiLastError", &QuoteApiWrap::getApiLastError) - .def("setUDPBufferSize", &QuoteApiWrap::setUDPBufferSize) - .def("setHeartBeatInterval", &QuoteApiWrap::setHeartBeatInterval) - .def("subscribeMarketData", &QuoteApiWrap::subscribeMarketData) - .def("unSubscribeMarketData", &QuoteApiWrap::unSubscribeMarketData) - .def("subscribeOrderBook", &QuoteApiWrap::subscribeOrderBook) - .def("unSubscribeOrderBook", &QuoteApiWrap::unSubscribeOrderBook) - .def("subscribeTickByTick", &QuoteApiWrap::subscribeTickByTick) - .def("unSubscribeTickByTick", &QuoteApiWrap::unSubscribeTickByTick) - .def("subscribeAllMarketData", &QuoteApiWrap::subscribeAllMarketData) - .def("unSubscribeAllMarketData", &QuoteApiWrap::unSubscribeAllMarketData) - .def("subscribeAllOrderBook", &QuoteApiWrap::subscribeAllOrderBook) - .def("unSubscribeAllOrderBook", &QuoteApiWrap::unSubscribeAllOrderBook) - .def("subscribeAllTickByTick", &QuoteApiWrap::subscribeAllTickByTick) - .def("unSubscribeAllTickByTick", &QuoteApiWrap::unSubscribeAllTickByTick) - .def("login", &QuoteApiWrap::login) - .def("logout", &QuoteApiWrap::logout) - .def("queryAllTickers", &QuoteApiWrap::queryAllTickers) - .def("queryTickersPriceInfo", &QuoteApiWrap::queryTickersPriceInfo) - .def("queryAllTickersPriceInfo", &QuoteApiWrap::queryAllTickersPriceInfo) - - .def("subscribeAllOptionMarketData", &QuoteApiWrap::subscribeAllOptionMarketData) - .def("unSubscribeAllOptionMarketData", &QuoteApiWrap::unSubscribeAllOptionMarketData) - .def("subscribeAllOptionOrderBook", &QuoteApiWrap::subscribeAllOptionOrderBook) - .def("unSubscribeAllOptionOrderBook", &QuoteApiWrap::unSubscribeAllOptionOrderBook) - .def("subscribeAllOptionTickByTick", &QuoteApiWrap::subscribeAllOptionTickByTick) - .def("unSubscribeAllOptionTickByTick", &QuoteApiWrap::unSubscribeAllOptionTickByTick) - - - .def("onDisconnected", pure_virtual(&QuoteApiWrap::onDisconnected)) - .def("onError", pure_virtual(&QuoteApiWrap::onError)) - .def("onSubMarketData", pure_virtual(&QuoteApiWrap::onSubMarketData)) - .def("onUnSubMarketData", pure_virtual(&QuoteApiWrap::onUnSubMarketData)) - .def("onDepthMarketData", pure_virtual(&QuoteApiWrap::onDepthMarketData)) - .def("onSubOrderBook", pure_virtual(&QuoteApiWrap::onSubOrderBook)) - .def("onUnSubOrderBook", pure_virtual(&QuoteApiWrap::onUnSubOrderBook)) - .def("onOrderBook", pure_virtual(&QuoteApiWrap::onOrderBook)) - .def("onSubTickByTick", pure_virtual(&QuoteApiWrap::onSubTickByTick)) - .def("onUnSubTickByTick", pure_virtual(&QuoteApiWrap::onUnSubTickByTick)) - .def("onTickByTick", pure_virtual(&QuoteApiWrap::onTickByTick)) - .def("onSubscribeAllMarketData", pure_virtual(&QuoteApiWrap::onSubscribeAllMarketData)) - .def("onUnSubscribeAllMarketData", pure_virtual(&QuoteApiWrap::onUnSubscribeAllMarketData)) - .def("onSubscribeAllOrderBook", pure_virtual(&QuoteApiWrap::onSubscribeAllOrderBook)) - .def("onUnSubscribeAllOrderBook", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOrderBook)) - .def("onSubscribeAllTickByTick", pure_virtual(&QuoteApiWrap::onSubscribeAllTickByTick)) - .def("onUnSubscribeAllTickByTick", pure_virtual(&QuoteApiWrap::onUnSubscribeAllTickByTick)) - .def("onQueryAllTickers", pure_virtual(&QuoteApiWrap::onQueryAllTickers)) - .def("onQueryTickersPriceInfo", pure_virtual(&QuoteApiWrap::onQueryTickersPriceInfo)) - - .def("onSubscribeAllOptionMarketData", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionMarketData)) - .def("onUnSubscribeAllOptionMarketData", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionMarketData)) - .def("onSubscribeAllOptionOrderBook", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionOrderBook)) - .def("onUnSubscribeAllOptionOrderBook", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionOrderBook)) - .def("onSubscribeAllOptionTickByTick", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionTickByTick)) - .def("onUnSubscribeAllOptionTickByTick", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionTickByTick)) - ; -}; diff --git a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/vnxtpquote.h b/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/vnxtpquote.h deleted file mode 100644 index 9ca9074..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtpquote/vnxtpquote/vnxtpquote.h +++ /dev/null @@ -1,531 +0,0 @@ -//˵ - -//API -#include "xtp_quote_api.h" - -//ϵͳ -//#ifdef WIN32 -//#include "stdafx.h" -//#endif -#include -#include -#include - -//Boost -#define BOOST_PYTHON_STATIC_LIB -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //е̹߳ -#include //е̹߳ - - -//ռ -using namespace std; -using namespace boost::python; -using namespace boost; - - -// -#define ONDISCONNECTED 1 -#define ONERROR 2 -#define ONSUBMARKETDATA 3 -#define ONUNSUBMARKETDATA 4 -#define ONDEPTHMARKETDATA 5 -#define ONSUBORDERBOOK 6 -#define ONUNSUBORDERBOOK 7 -#define ONORDERBOOK 8 -#define ONSUBTICKBYTICK 9 -#define ONUNSUBTICKBYTICK 10 -#define ONTICKBYTICK 11 -#define ONSUBSCRIBEALLMARKETDATA 12 -#define ONUNSUBSCRIBEALLMARKETDATA 13 -#define ONSUBSCRIBEALLORDERBOOK 14 -#define ONUNSUBSCRIBEALLORDERBOOK 15 -#define ONSUBSCRIBEALLTICKBYTICK 16 -#define ONUNSUBSCRIBEALLTICKBYTICK 17 -#define ONQUERYALLTICKERS 18 -#define ONQUERYTICKERSPRICEINFO 19 - -#define ONSUBSCRIBEALLOPTIONMARKETDATA 20 -#define ONUNSUBSCRIBEALLOPTIONMARKETDATA 21 -#define ONSUBSCRIBEALLOPTIONORDERBOOK 22 -#define ONUNSUBSCRIBEALLOPTIONORDERBOOK 23 -#define ONSUBSCRIBEALLOPTIONTICKBYTICK 24 -#define ONUNSUBSCRIBEALLOPTIONTICKBYTICK 25 - -///------------------------------------------------------------------------------------- -///APIеIJ -///------------------------------------------------------------------------------------- - -//GILȫ򻯻ȡã -//ڰC++̻߳GILӶֹpython -class PyLock -{ -private: - PyGILState_STATE gil_state; - -public: - //ijдöʱGIL - PyLock() - { - gil_state = PyGILState_Ensure(); - } - - //ijɺٸöʱGIL - ~PyLock() - { - PyGILState_Release(gil_state); - } -}; - - -//ṹ -struct Task -{ - int task_name; //صƶӦij - void *task_data; //ݽṹ - void *task_error; //ṹ - int task_id; //id - bool task_last; //ǷΪ󷵻 - int exchange_id; //г - void *task_data_one; //ݽṹ - int task_one_counts; - int task_one_all_counts; - void *task_data_two; //ݽṹ - int task_two_counts; - int task_two_all_counts; - -}; - - -///̰߳ȫĶ -template - -class ConcurrentQueue -{ -private: - queue the_queue; //׼ - mutable mutex the_mutex; //boost - condition_variable the_condition_variable; //boost - -public: - - //µ - void push(Data const& data) - { - mutex::scoped_lock lock(the_mutex); //ȡ - the_queue.push(data); //д - lock.unlock(); //ͷ - the_condition_variable.notify_one(); //֪ͨȴ߳ - } - - //ǷΪ - bool empty() const - { - mutex::scoped_lock lock(the_mutex); - return the_queue.empty(); - } - - //ȡ - Data wait_and_pop() - { - mutex::scoped_lock lock(the_mutex); - - while (the_queue.empty()) //Ϊʱ - { - the_condition_variable.wait(lock); //ȴ֪ͨ - } - - Data popped_value = the_queue.front(); //ȡеһ - the_queue.pop(); //ɾ - return popped_value; //ظ - } - -}; - - -//ֵлȡijֵӦֵṹֵ -void getInt(dict d, string key, int* value); - -//ֵлȡijֵӦĸֵṹֵ -void getDouble(dict d, string key, double* value); - -//ֵлȡijֵӦֵַṹֵ -void getChar(dict d, string key, char* value); - -//ֵлȡijֵӦֵַṹֵ -void getStr(dict d, string key, char* value); - - -///------------------------------------------------------------------------------------- -///C++ SPIĻصʵ -///------------------------------------------------------------------------------------- - -//APIļ̳ʵ -class QuoteApi : public XTP::API::QuoteSpi -{ -private: - XTP::API::QuoteApi* api; //API - thread *task_thread; //ָ߳루pythonݣ - ConcurrentQueue task_queue; // - -public: - QuoteApi() - { - function0 f = boost::bind(&QuoteApi::processTask, this); - thread t(f); - this->task_thread = &t; - }; - - ~QuoteApi() - { - }; - - //------------------------------------------------------------------------------------- - //APIص - //------------------------------------------------------------------------------------- - - ///ͻ̨ͨӶϿʱ÷á - ///@param reason ԭӦ - ///@remark apiԶ߷ʱûѡڴ˺еLoginµ¼עûµ¼Ҫ¶ - virtual void OnDisconnected(int reason); - - - ///Ӧ - ///@param error_info ӦʱľĴʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ˺ֻڷʱŻãһû - virtual void OnError(XTPRI *error_info); - - ///Ӧ - ///@param ticker ϸĺԼ - ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ζĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿĵĺԼӦһӦҪٷأϢʱᴥ - virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///˶Ӧ - ///@param ticker ϸĺԼȡ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ȡĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿȡĵĺԼӦһȡӦҪٷأϢʱᴥ - virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///֪ͨһһ - ///@param market_data - ///@param bid1_qty һ - ///@param bid1_count һеЧίб - ///@param max_bid1_count һίб - ///@param ask1_qty һ - ///@param ask1_count һеЧίб - ///@param max_ask1_count һίб - ///@remark ҪٷأϢʱᴥ - virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count); - - ///鶩Ӧ - ///@param ticker ϸĺԼ - ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ζĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿĵĺԼӦһӦҪٷأϢʱᴥ - virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///˶鶩Ӧ - ///@param ticker ϸĺԼȡ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ȡĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿȡĵĺԼӦһȡӦҪٷأϢʱᴥ - virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///鶩֪ͨ - ///@param order_book 鶩ݣҪٷأϢʱᴥ - virtual void OnOrderBook(XTPOB *order_book); - - ///Ӧ - ///@param ticker ϸĺԼ - ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ζĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿĵĺԼӦһӦҪٷأϢʱᴥ - virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///˶Ӧ - ///@param ticker ϸĺԼȡ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴ȡĵһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - ///@remark ÿȡĵĺԼӦһȡӦҪٷأϢʱᴥ - virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last); - - ///֪ͨ - ///@param tbt_data ݣίкʳɽΪýṹ壬ҪtypeίлʳɽҪٷأϢʱᴥ - virtual void OnTickByTick(XTPTBT *tbt_data); - - ///ȫгĹƱӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгӦ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///ȫг鶩Ӧ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///˶ȫг鶩Ӧ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///ȫгӦ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - ///˶ȫгӦ - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info); - - - ///ѯɽ׺ԼӦ - ///@param ticker_info ɽ׺ԼϢ - ///@param error_info ѯɽ׺ԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴βѯɽ׺ԼһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last); - - ///ѯԼ¼۸ϢӦ - ///@param ticker_info Լ¼۸Ϣ - ///@param error_info ѯԼ¼۸ϢʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param is_last Ƿ˴βѯһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ - virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last); - - - ///ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///ȫгȨ鶩Ӧ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгȨ鶩Ӧ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - ///˶ȫгȨӦ - ///@param exchage_id ʾǰȫĵгΪXTP_EXCHANGE_UNKNOWNʾȫгXTP_EXCHANGE_SHʾΪϺȫгXTP_EXCHANGE_SZʾΪȫг - ///@param error_info ȡĺԼʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ҫٷ - virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); - - //------------------------------------------------------------------------------------- - //task - //------------------------------------------------------------------------------------- - - void processTask(); - - void processDisconnected(Task *task); - - void processError(Task *task); - - void processSubMarketData(Task *task); - - void processUnSubMarketData(Task *task); - - void processDepthMarketData(Task *task); - - void processSubOrderBook(Task *task); - - void processUnSubOrderBook(Task *task); - - void processOrderBook(Task *task); - - void processSubTickByTick(Task *task); - - void processUnSubTickByTick(Task *task); - - void processTickByTick(Task *task); - - void processSubscribeAllMarketData(Task *task); - - void processUnSubscribeAllMarketData(Task *task); - - void processSubscribeAllOrderBook(Task *task); - - void processUnSubscribeAllOrderBook(Task *task); - - void processSubscribeAllTickByTick(Task *task); - - void processUnSubscribeAllTickByTick(Task *task); - - void processQueryAllTickers(Task *task); - - void processQueryTickersPriceInfo(Task *task); - - - - - void processSubscribeAllOptionMarketData(Task *task); - - void processUnSubscribeAllOptionMarketData(Task *task); - - void processSubscribeAllOptionOrderBook(Task *task); - - void processUnSubscribeAllOptionOrderBook(Task *task); - - void processSubscribeAllOptionTickByTick(Task *task); - - void processUnSubscribeAllOptionTickByTick(Task *task); - //------------------------------------------------------------------------------------- - //dataصֵ - //errorصĴֵ - //idid - //lastǷΪ󷵻 - //i - //------------------------------------------------------------------------------------- - - virtual void onDisconnected(int reason) {}; - - virtual void onError(dict data) {}; - - virtual void onSubMarketData(dict data, dict error, bool last) {}; - - virtual void onUnSubMarketData(dict data, dict error, bool last) {}; - - virtual void onDepthMarketData(dict data,boost::python::list bid1_qty_list,int bid1_count,int max_bid1_count,boost::python::list ask1_qty_list,int ask1_count,int max_ask1_count) {}; - - virtual void onSubOrderBook(dict data, dict error, bool last) {}; - - virtual void onUnSubOrderBook(dict data, dict error, bool last) {}; - - virtual void onOrderBook(dict data) {}; - - virtual void onSubTickByTick(dict data, dict error, bool last) {}; - - virtual void onUnSubTickByTick(dict data, dict error, bool last) {}; - - virtual void onTickByTick(dict data) {}; - - virtual void onSubscribeAllMarketData(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllMarketData(int exchange_id,dict error) {}; - - virtual void onSubscribeAllOrderBook(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOrderBook(int exchange_id,dict error) {}; - - virtual void onSubscribeAllTickByTick(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllTickByTick(int exchange_id,dict error) {}; - - virtual void onQueryAllTickers(dict data, dict error, bool last) {}; - - virtual void onQueryTickersPriceInfo(dict data, dict error, bool last) {}; - - - - - virtual void onSubscribeAllOptionMarketData(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOptionMarketData(int exchange_id,dict error) {}; - - virtual void onSubscribeAllOptionOrderBook(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOptionOrderBook(int exchange_id,dict error) {}; - - virtual void onSubscribeAllOptionTickByTick(int exchange_id,dict error) {}; - - virtual void onUnSubscribeAllOptionTickByTick(int exchange_id,dict error) {}; - //------------------------------------------------------------------------------------- - //req:ֵ - //------------------------------------------------------------------------------------- - - void createQuoteApi(int clientid, string path, int log_level = XTP_LOG_LEVEL_DEBUG); - - void release(); - - int exit(); - - string getTradingDay(); - - string getApiVersion(); - - dict getApiLastError(); - - void setUDPBufferSize(int size); - - void setHeartBeatInterval(int interval); - - int subscribeMarketData(boost::python::list tickerList,int count, int exchange); - - int unSubscribeMarketData(boost::python::list tickerList,int count, int exchange); - - int subscribeOrderBook(boost::python::list tickerList,int count, int exchange); - - int unSubscribeOrderBook(boost::python::list tickerList,int count, int exchange); - - int subscribeTickByTick(boost::python::list tickerList,int count, int exchange); - - int unSubscribeTickByTick(boost::python::list tickerList,int count, int exchange); - - int subscribeAllMarketData(int exchange = 3); - - int unSubscribeAllMarketData(int exchange = 3); - - int subscribeAllOrderBook(int exchange = 3); - - int unSubscribeAllOrderBook(int exchange = 3); - - int subscribeAllTickByTick(int exchange = 3); - - int unSubscribeAllTickByTick(int exchange = 3); - - int login(string ip, int port, string user, string password, int socktype); - - int logout(); - - int queryAllTickers(int exchange); - - int queryTickersPriceInfo(boost::python::list tickerList, int count, int exchange); - - int queryAllTickersPriceInfo(); - - - - - int subscribeAllOptionMarketData(int exchange = XTP_EXCHANGE_UNKNOWN); - - int unSubscribeAllOptionMarketData(int exchange = XTP_EXCHANGE_UNKNOWN); - - int subscribeAllOptionOrderBook(int exchange = XTP_EXCHANGE_UNKNOWN); - - int unSubscribeAllOptionOrderBook(int exchange = XTP_EXCHANGE_UNKNOWN); - - int subscribeAllOptionTickByTick(int exchange = XTP_EXCHANGE_UNKNOWN); - - int unSubscribeAllOptionTickByTick(int exchange = XTP_EXCHANGE_UNKNOWN); -}; diff --git a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/ReadMe.txt b/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/ReadMe.txt deleted file mode 100644 index b7db244..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/ReadMe.txt +++ /dev/null @@ -1,48 +0,0 @@ -======================================================================== - DYNAMIC LINK LIBRARY : vnxtptrader Project Overview -======================================================================== - -AppWizard has created this vnxtptrader DLL for you. - -This file contains a summary of what you will find in each of the files that -make up your vnxtptrader application. - - -vnxtptrader.vcxproj - This is the main project file for VC++ projects generated using an Application Wizard. - It contains information about the version of Visual C++ that generated the file, and - information about the platforms, configurations, and project features selected with the - Application Wizard. - -vnxtptrader.vcxproj.filters - This is the filters file for VC++ projects generated using an Application Wizard. - It contains information about the association between the files in your project - and the filters. This association is used in the IDE to show grouping of files with - similar extensions under a specific node (for e.g. ".cpp" files are associated with the - "Source Files" filter). - -vnxtptrader.cpp - This is the main DLL source file. - - When created, this DLL does not export any symbols. As a result, it - will not produce a .lib file when it is built. If you wish this project - to be a project dependency of some other project, you will either need to - add code to export some symbols from the DLL so that an export library - will be produced, or you can set the Ignore Input Library property to Yes - on the General propert page of the Linker folder in the project's Property - Pages dialog box. - -///////////////////////////////////////////////////////////////////////////// -Other standard files: - -StdAfx.h, StdAfx.cpp - These files are used to build a precompiled header (PCH) file - named vnxtptrader.pch and a precompiled types file named StdAfx.obj. - -///////////////////////////////////////////////////////////////////////////// -Other notes: - -AppWizard uses "TODO:" comments to indicate parts of the source code you -should add to or customize. - -///////////////////////////////////////////////////////////////////////////// diff --git a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/dllmain.cpp b/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/dllmain.cpp deleted file mode 100644 index 69b5891..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/dllmain.cpp +++ /dev/null @@ -1,19 +0,0 @@ -// dllmain.cpp : Defines the entry point for the DLL application. -#include "stdafx.h" - -BOOL APIENTRY DllMain( HMODULE hModule, - DWORD ul_reason_for_call, - LPVOID lpReserved - ) -{ - switch (ul_reason_for_call) - { - case DLL_PROCESS_ATTACH: - case DLL_THREAD_ATTACH: - case DLL_THREAD_DETACH: - case DLL_PROCESS_DETACH: - break; - } - return TRUE; -} - diff --git a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/libsodium.dll b/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/libsodium.dll deleted file mode 100644 index 8921bc3..0000000 Binary files a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/libsodium.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/stdafx.cpp b/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/stdafx.cpp deleted file mode 100644 index 44a05bf..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/stdafx.cpp +++ /dev/null @@ -1,8 +0,0 @@ -// stdafx.cpp : source file that includes just the standard includes -// vnxtptrader.pch will be the pre-compiled header -// stdafx.obj will contain the pre-compiled type information - -#include "stdafx.h" - -// TODO: reference any additional headers you need in STDAFX.H -// and not in this file diff --git a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/stdafx.h b/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/stdafx.h deleted file mode 100644 index f3a0737..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/stdafx.h +++ /dev/null @@ -1,16 +0,0 @@ -// stdafx.h : include file for standard system include files, -// or project specific include files that are used frequently, but -// are changed infrequently -// - -#pragma once - -#include "targetver.h" - -#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers -// Windows Header Files: -#include - - - -// TODO: reference additional headers your program requires here diff --git a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/targetver.h b/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/targetver.h deleted file mode 100644 index 87c0086..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/targetver.h +++ /dev/null @@ -1,8 +0,0 @@ -#pragma once - -// Including SDKDDKVer.h defines the highest available Windows platform. - -// If you wish to build your application for a previous Windows platform, include WinSDKVer.h and -// set the _WIN32_WINNT macro to the platform you wish to support before including SDKDDKVer.h. - -#include diff --git a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/vnxtptrader.cpp b/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/vnxtptrader.cpp deleted file mode 100644 index 670300d..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/vnxtptrader.cpp +++ /dev/null @@ -1,1933 +0,0 @@ -// vnctpmd.cpp : DLL Ӧóĵ -// -//#include "stdafx.h" -#include "vnxtptrader.h" - -///------------------------------------------------------------------------------------- -///PythonC++תõĺ -///------------------------------------------------------------------------------------- - -void getInt(dict d, string key, int *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getUint64(dict d, string key, uint64_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getUint32(dict d, string key, uint32_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getInt64(dict d, string key, int64_t *value) -{ - if (d.has_key(key)) //ֵǷڸüֵ - { - object o = d[key]; //ȡüֵ - extract x(o); //ȡ - if (x.check()) //ȡ - { - *value = x(); //Ŀָ븳ֵ - } - } -}; - -void getDouble(dict d, string key, double *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - *value = x(); - } - } -}; - -void getStr(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ - //+1ӦΪC++ַĽβţرȷ1 -#ifdef _MSC_VER //WIN32 - strcpy_s(value, strlen(buffer) + 1, buffer); -#elif __GNUC__ - strncpy(value, buffer, strlen(buffer) + 1); -#endif - } - } -}; - -void getChar(dict d, string key, char *value) -{ - if (d.has_key(key)) - { - object o = d[key]; - extract x(o); - if (x.check()) - { - string s = x(); - const char *buffer = s.c_str(); - *value = *buffer; - } - } -}; - - -///------------------------------------------------------------------------------------- -///C++Ļصݱ浽 -///------------------------------------------------------------------------------------- - -void TraderApi::OnDisconnected(uint64_t session_id, int reason) -{ - Task* task = new Task(); - task->task_name = ONDISCONNECTED; - task->addtional_int = session_id; //ֶ޸ - task->task_id = reason; - this->task_queue.push(task); -}; - -void TraderApi::OnError(XTPRI *error_info) -{ - Task* task = new Task(); - task->task_name = ONERROR; - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - this->task_queue.push(task); -}; - -void TraderApi::OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONORDEREVENT; - - if (order_info) - { - XTPOrderInfo *task_data = new XTPOrderInfo(); - *task_data = *order_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONTRADEEVENT; - - if (trade_info) - { - XTPTradeReport *task_data = new XTPTradeReport(); - *task_data = *trade_info; - task->task_data = task_data; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONCANCELORDERERROR; - - if (cancel_info) - { - XTPOrderCancelInfo *task_data = new XTPOrderCancelInfo(); - *task_data = *cancel_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - - this->task_queue.push(task); -}; - -void TraderApi::OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYORDER; - - if (order_info) - { - XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); - *task_data = *order_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYORDERBYPAGE; - - if (order_info) - { - XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); - *task_data = *order_info; - task->task_data = task_data; - } - - task->addtional_int_two = req_count; - task->addtional_int_three = order_sequence; - task->addtional_int_four = query_reference; - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYTRADE; - - if (trade_info) - { - XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); - *task_data = *trade_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYTRADEBYPAGE; - - if (trade_info) - { - XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); - *task_data = *trade_info; - task->task_data = task_data; - } - - task->addtional_int_two = req_count; - task->addtional_int_three = trade_sequence; - task->addtional_int_four = query_reference; - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - - -void TraderApi::OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYPOSITION; - - if (position) - { - XTPQueryStkPositionRsp *task_data = new XTPQueryStkPositionRsp(); - *task_data = *position; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYASSET; - - if (asset) - { - XTPQueryAssetRsp *task_data = new XTPQueryAssetRsp(); - *task_data = *asset; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYSTRUCTUREDFUND; - - if (fund_info) - { - XTPStructuredFundInfo *task_data = new XTPStructuredFundInfo(); - *task_data = *fund_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYFUNDTRANSFER; - - if (fund_transfer_info) - { - XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); - *task_data = *fund_transfer_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONFUNDTRANSFER; - - if (fund_transfer_info) - { - XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); - *task_data = *fund_transfer_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYETF; - - if (etf_info) - { - XTPQueryETFBaseRsp *task_data = new XTPQueryETFBaseRsp(); - *task_data = *etf_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYETFBASKET; - - if (etf_component_info) - { - XTPQueryETFComponentRsp *task_data = new XTPQueryETFComponentRsp(); - *task_data = *etf_component_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYIPOINFOLIST; - - if (ipo_info) - { - XTPQueryIPOTickerRsp *task_data = new XTPQueryIPOTickerRsp(); - *task_data = *ipo_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - -void TraderApi::OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYIPOQUOTAINFO; - - if (quota_info) - { - XTPQueryIPOQuotaRsp *task_data = new XTPQueryIPOQuotaRsp(); - *task_data = *quota_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -}; - - -void TraderApi::OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) -{ - Task* task = new Task(); - task->task_name = ONQUERYOPTIONAUCTIONINFO; - - if (option_info) - { - XTPQueryOptionAuctionInfoRsp *task_data = new XTPQueryOptionAuctionInfoRsp(); - *task_data = *option_info; - task->task_data = task_data; - } - - if (error_info) - { - XTPRI *task_error = new XTPRI(); - *task_error = *error_info; - task->task_error = task_error; - } - - task->task_id = request_id; - task->task_last = is_last; - task->addtional_int = session_id; - this->task_queue.push(task); -} -///------------------------------------------------------------------------------------- -///̴߳ӶȡݣתΪpython󣬽 -///------------------------------------------------------------------------------------- - -void TraderApi::processTask() -{ - while (1) - { - Task* task = this->task_queue.wait_and_pop(); - - switch (task->task_name) - { - case ONDISCONNECTED: - { - this->processDisconnected(task); - break; - } - - case ONERROR: - { - this->processError(task); - break; - } - - case ONORDEREVENT: - { - this->processOrderEvent(task); - break; - } - - case ONTRADEEVENT: - { - this->processTradeEvent(task); - break; - } - - case ONCANCELORDERERROR: - { - this->processCancelOrderError(task); - break; - } - - case ONQUERYORDER: - { - this->processQueryOrder(task); - break; - } - - case ONQUERYORDERBYPAGE: - { - this->processQueryOrderByPage(task); - break; - } - - case ONQUERYTRADE: - { - this->processQueryTrade(task); - break; - } - - case ONQUERYTRADEBYPAGE: - { - this->processQueryTradeByPage(task); - break; - } - - case ONQUERYPOSITION: - { - this->processQueryPosition(task); - break; - } - - case ONQUERYASSET: - { - this->processQueryAsset(task); - break; - } - - - case ONQUERYSTRUCTUREDFUND: - { - this->processQueryStructuredFund(task); - break; - } - - case ONQUERYFUNDTRANSFER: - { - this->processQueryFundTransfer(task); - break; - } - - case ONFUNDTRANSFER: - { - this->processFundTransfer(task); - break; - } - - case ONQUERYETF: - { - this->processQueryETF(task); - break; - } - - case ONQUERYETFBASKET: - { - this->processQueryETFBasket(task); - break; - } - - case ONQUERYIPOINFOLIST: - { - this->processQueryIPOInfoList(task); - break; - } - - case ONQUERYIPOQUOTAINFO: - { - this->processQueryIPOQuotaInfo(task); - break; - } - - - case ONQUERYOPTIONAUCTIONINFO: - { - this->processQueryOptionAuctionInfo(task); - break; - } - }; - } -}; - -void TraderApi::processDisconnected(Task *task) -{ - PyLock lock; - this->onDisconnected(task->addtional_int, task->task_id); - delete task; -}; - -void TraderApi::processError(Task *task) -{ - PyLock lock; - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onError(error); - delete task; -}; - -void TraderApi::processOrderEvent(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOrderInfo *task_data = (XTPOrderInfo*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onOrderEvent(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processTradeEvent(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPTradeReport *task_data = (XTPTradeReport*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - this->onTradeEvent(data, task->addtional_int); - delete task; -}; - -void TraderApi::processCancelOrderError(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPOrderCancelInfo *task_data = (XTPOrderCancelInfo*)task->task_data; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_xtp_id"] = task_data->order_xtp_id; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onCancelOrderError(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryOrder(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryOrder(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryOrderByPage(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; - data["cancel_time"] = task_data->cancel_time; - data["update_time"] = task_data->update_time; - data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; - data["order_client_id"] = task_data->order_client_id; - data["trade_amount"] = task_data->trade_amount; - data["price_type"] = (int)task_data->price_type; - data["order_type"] = task_data->order_type; - data["price"] = task_data->price; - data["qty_traded"] = task_data->qty_traded; - data["qty_left"] = task_data->qty_left; - data["order_local_id"] = task_data->order_local_id; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["order_submit_status"] = (int)task_data->order_submit_status; - data["insert_time"] = task_data->insert_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["order_status"] = (int)task_data->order_status; - data["ticker"] = task_data->ticker; - data["order_cancel_client_id"] = task_data->order_cancel_client_id; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - - - this->onQueryOrderByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - -void TraderApi::processQueryTrade(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryTrade(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryTradeByPage(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; - data["branch_pbu"] = task_data->branch_pbu; - data["trade_amount"] = task_data->trade_amount; - data["exec_id"] = task_data->exec_id; - data["trade_type"] = task_data->trade_type; - data["order_client_id"] = task_data->order_client_id; - data["order_exch_id"] = task_data->order_exch_id; - data["price"] = task_data->price; - data["report_index"] = task_data->report_index; - data["local_order_id"] = task_data->local_order_id; - data["trade_time"] = task_data->trade_time; - data["order_xtp_id"] = task_data->order_xtp_id; - data["ticker"] = task_data->ticker; - data["side"] = (int)task_data->side; - data["position_effect"] = (int)task_data->position_effect; - data["reserved1"] = (int)task_data->reserved1; - data["reserved2"] = (int)task_data->reserved2; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - data["business_type"] = int(task_data->business_type); - delete task->task_data; - } - - this->onQueryTradeByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - -void TraderApi::processQueryPosition(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryStkPositionRsp *task_data = (XTPQueryStkPositionRsp*)task->task_data; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["market"] = int(task_data->market); //ֶ޸ - data["total_qty"] = task_data->total_qty; - data["sellable_qty"] = task_data->sellable_qty; - data["avg_price"] = task_data->avg_price; - data["unrealized_pnl"] = task_data->unrealized_pnl; - data["yesterday_position"] = task_data->yesterday_position; - data["purchase_redeemable_qty"] = task_data->purchase_redeemable_qty; - - data["position_direction"] = (int)task_data->position_direction; - data["reserved1"] = task_data->reserved1; - data["executable_option"] = task_data->executable_option; - data["lockable_position"] = task_data->lockable_position; - data["executable_underlying"] = task_data->executable_underlying; - data["locked_position"] = task_data->locked_position; - data["usable_locked_position"] = task_data->usable_locked_position; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryPosition(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryAsset(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryAssetRsp *task_data = (XTPQueryAssetRsp*)task->task_data; - - data["total_asset"] = task_data->total_asset; - data["buying_power"] = task_data->buying_power; - data["security_asset"] = task_data->security_asset; - data["fund_buy_amount"] = task_data->fund_buy_amount; - data["fund_buy_fee"] = task_data->fund_buy_fee; - data["fund_sell_amount"] = task_data->fund_sell_amount; - data["fund_sell_fee"] = task_data->fund_sell_fee; - data["withholding_amount"] = task_data->withholding_amount; - data["account_type"] = (int)task_data->account_type; - - data["frozen_margin"] = task_data->frozen_margin; - data["frozen_exec_cash"] = task_data->frozen_exec_cash; - data["frozen_exec_fee"] = task_data->frozen_exec_fee; - data["pay_later"] = task_data->pay_later; - data["preadva_pay"] = task_data->preadva_pay; - data["orig_banlance"] = task_data->orig_banlance; - data["banlance"] = task_data->banlance; - data["deposit_withdraw"] = task_data->deposit_withdraw; - data["trade_netting"] = task_data->trade_netting; - data["captial_asset"] = task_data->captial_asset; - data["force_freeze_amount"] = task_data->force_freeze_amount; - data["preferred_amount"] = task_data->preferred_amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryAsset(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryStructuredFund(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPStructuredFundInfo *task_data = (XTPStructuredFundInfo*)task->task_data; - data["exchange_id"] = (int)task_data->exchange_id; - data["sf_ticker"] = task_data->sf_ticker; - data["sf_ticker_name"] = task_data->sf_ticker_name; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["split_merge_status"] = (int)task_data->split_merge_status; - data["ratio"] = task_data->ratio; - data["min_split_qty"] = task_data->min_split_qty; - data["min_merge_qty"] = task_data->min_merge_qty; - data["net_price"] = task_data->net_price; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryStructuredFund(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryFundTransfer(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; - data["serial_id"] = task_data->serial_id; - data["transfer_type"] = (int)task_data->transfer_type; - data["amount"] = task_data->amount; - data["oper_status"] = (int)task_data->oper_status; - data["transfer_time"] = task_data->transfer_time; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryFundTransfer(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processFundTransfer(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; - data["serial_id"] = task_data->serial_id; - data["transfer_type"] = (int)task_data->transfer_type; - data["amount"] = task_data->amount; - data["oper_status"] = (int)task_data->oper_status; - data["transfer_time"] = task_data->transfer_time; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onFundTransfer(data, error, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryETF(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryETFBaseRsp *task_data = (XTPQueryETFBaseRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["etf"] = task_data->etf; - data["subscribe_redemption_ticker"] = task_data->subscribe_redemption_ticker; - data["unit"] = task_data->unit; - data["subscribe_status"] = task_data->subscribe_status; - data["redemption_status"] = task_data->redemption_status; - data["max_cash_ratio"] = task_data->max_cash_ratio; - data["estimate_amount"] = task_data->estimate_amount; - data["cash_component"] = task_data->cash_component; - data["net_value"] = task_data->net_value; - data["total_amount"] = task_data->total_amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryETF(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryETFBasket(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryETFComponentRsp *task_data = (XTPQueryETFComponentRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["ticker"] = task_data->ticker; - data["component_ticker"] = task_data->component_ticker; - data["component_name"] = task_data->component_name; - data["quantity"] = task_data->quantity; - data["component_market"] = (int)task_data->component_market; - data["replace_type"] = (int)task_data->replace_type; - data["premium_ratio"] = task_data->premium_ratio; - data["amount"] = task_data->amount; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryETFBasket(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryIPOInfoList(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryIPOTickerRsp *task_data = (XTPQueryIPOTickerRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; - data["price"] = task_data->price; - data["unit"] = task_data->unit; - data["qty_upper_limit"] = task_data->qty_upper_limit; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryIPOInfoList(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -void TraderApi::processQueryIPOQuotaInfo(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryIPOQuotaRsp *task_data = (XTPQueryIPOQuotaRsp*)task->task_data; - data["market"] = (int)task_data->market; - data["quantity"] = task_data->quantity; - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryIPOQuotaInfo(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - - - -void TraderApi::processQueryOptionAuctionInfo(Task *task) -{ - PyLock lock; - dict data; - if (task->task_data) - { - XTPQueryOptionAuctionInfoRsp *task_data = (XTPQueryOptionAuctionInfoRsp*)task->task_data; - data["ticker"] = task_data->ticker; - data["security_id_source"] = (int)task_data->security_id_source; - data["symbol"] = task_data->symbol; - data["contract_id"] = task_data->contract_id; - data["underlying_security_id"] = task_data->underlying_security_id; - data["underlying_security_id_source"] = (int)task_data->underlying_security_id_source; - - data["list_date"] = task_data->list_date; - data["last_trade_date"] = task_data->last_trade_date; - data["ticker_type"] = (int)task_data->ticker_type; - data["day_trading"] = task_data->day_trading; - - data["call_or_put"] = (int)task_data->call_or_put; - data["delivery_day"] = task_data->delivery_day; - data["delivery_month"] = task_data->delivery_month; - - data["exercise_type"] = (int)task_data->exercise_type; - data["exercise_begin_date"] = task_data->exercise_begin_date; - data["exercise_end_date"] = task_data->exercise_end_date; - data["exercise_price"] = task_data->exercise_price; - - data["qty_unit"] = task_data->qty_unit; - data["contract_unit"] = task_data->contract_unit; - data["contract_position"] = task_data->contract_position; - - data["prev_close_price"] = task_data->prev_close_price; - data["prev_clearing_price"] = task_data->prev_clearing_price; - - data["lmt_buy_max_qty"] = task_data->lmt_buy_max_qty; - data["lmt_buy_min_qty"] = task_data->lmt_buy_min_qty; - data["lmt_sell_max_qty"] = task_data->lmt_sell_max_qty; - data["lmt_sell_min_qty"] = task_data->lmt_sell_min_qty; - data["mkt_buy_max_qty"] = task_data->mkt_buy_max_qty; - data["mkt_buy_min_qty"] = task_data->mkt_buy_min_qty; - data["mkt_sell_max_qty"] = task_data->mkt_sell_max_qty; - data["mkt_sell_min_qty"] = task_data->mkt_sell_min_qty; - - data["price_tick"] = task_data->price_tick; - data["upper_limit_price"] = task_data->upper_limit_price; - data["lower_limit_price"] = task_data->lower_limit_price; - data["sell_margin"] = task_data->sell_margin; - data["margin_ratio_param1"] = task_data->margin_ratio_param1; - data["margin_ratio_param2"] = task_data->margin_ratio_param2; - - delete task->task_data; - } - - dict error; - if (task->task_error) - { - XTPRI *task_error = (XTPRI*)task->task_error; - error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; - delete task->task_error; - } - - this->onQueryOptionAuctionInfo(data, error, task->task_id, task->task_last, task->addtional_int); - delete task; -}; - -///------------------------------------------------------------------------------------- -/// -///------------------------------------------------------------------------------------- - -void TraderApi::createTraderApi(uint8_t clientid, string path, int log_level) -{ - this->api = XTP::API::TraderApi::CreateTraderApi(clientid, path.c_str(),(XTP_LOG_LEVEL)log_level); - this->api->RegisterSpi(this); -}; - -void TraderApi::release() -{ - this->api->Release(); -}; - -int TraderApi::exit() -{ - //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ - this->api->RegisterSpi(NULL); - this->api->Release(); - this->api = NULL; - return 1; -}; - -string TraderApi::getTradingDay() -{ - string ret =""; - const char* p = this->api->GetTradingDay(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -}; - -dict TraderApi::getApiLastError() -{ - dict d; - XTPRI *error = this->api->GetApiLastError(); - if(error == NULL) - return d; - - d["error_id"] = error->error_id; - d["error_msg"] = error->error_msg; - - return d; -} - -string TraderApi::getApiVersion() -{ - string ret =""; - const char* p = this->api->GetApiVersion(); - if (p == NULL) - ret = "NULL"; - else - ret = p; - return ret; -} - -uint8_t TraderApi::getClientIDByXTPID(uint64_t orderid) -{ - return this->api->GetClientIDByXTPID(orderid); -} - -string TraderApi::getAccountByXTPID(uint64_t orderid) -{ - string ret =""; - const char* p = this->api->GetAccountByXTPID(orderid); - if (p == NULL) - ret = "NULL"; - else - ret = p; - - return ret; -} - -void TraderApi::subscribePublicTopic(int type) -{ - this->api->SubscribePublicTopic((XTP_TE_RESUME_TYPE)type); -} - -void TraderApi::setSoftwareKey(string key) -{ - this->api->SetSoftwareKey(key.c_str()); -} - -void TraderApi::setSoftwareVersion(string version) -{ - this->api->SetSoftwareVersion(version.c_str()); -} - -void TraderApi::setHeartBeatInterval(uint32_t interval) -{ - this->api->SetHeartBeatInterval(interval); -}; - -uint64_t TraderApi::login(string ip, int port, string user, string password, int socktype) -{ - return this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype); -}; - -int TraderApi::logout(uint64_t sessionid) -{ - return this->api->Logout(sessionid); -}; - - -uint64_t TraderApi::insertOrder(dict req, uint64_t sessionid) -{ - XTPOrderInsertInfo myreq = XTPOrderInsertInfo(); - memset(&myreq, 0, sizeof(myreq)); - getDouble(req, "stop_price", &myreq.stop_price); - getDouble(req, "price", &myreq.price); - getStr(req, "ticker", myreq.ticker); - - getUint32(req, "order_client_id", &myreq.order_client_id); - getUint64(req, "order_xtp_id", &myreq.order_xtp_id); - getInt64(req, "quantity", &myreq.quantity); - - int price_type; - int side; - int position_effect; - int reserved1; - int reserved2; - int market; - int business_type; - getInt(req, "price_type", &price_type); - getInt(req, "side", &side); - getInt(req, "position_effect", &position_effect); - getInt(req, "reserved1", &reserved1); - getInt(req, "reserved2", &reserved2); - getInt(req, "market", &market); - getInt(req, "business_type", &business_type); - myreq.price_type = (XTP_PRICE_TYPE)price_type; - myreq.side = (XTP_SIDE_TYPE)side; - myreq.position_effect = (XTP_POSITION_EFFECT_TYPE)position_effect; - myreq.reserved1 = reserved1; - myreq.reserved2 = reserved2; - myreq.market = (XTP_MARKET_TYPE)market; - myreq.business_type = (XTP_BUSINESS_TYPE)business_type; - - return this->api->InsertOrder(&myreq, sessionid); -}; - -uint64_t TraderApi::cancelOrder(uint64_t orderid, uint64_t sessionid) -{ - return this->api->CancelOrder(orderid, sessionid); -} - -int TraderApi::queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) -{ - return this->api->QueryOrderByXTPID(orderid, sessionid, reqid); -}; - -int TraderApi::queryOrders(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryOrderReq myreq = XTPQueryOrderReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - getInt64(req, "end_time", &myreq.end_time); - getInt64(req, "begin_time", &myreq.begin_time); - return this->api->QueryOrders(&myreq, sessionid, reqid); -}; - -int TraderApi::queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) -{ - return this->api->QueryTradesByXTPID(orderid, sessionid, reqid); -}; - -int TraderApi::queryTrades(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryTraderReq myreq = XTPQueryTraderReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - getInt64(req, "end_time", &myreq.end_time); - getInt64(req, "begin_time", &myreq.begin_time); - return this->api->QueryTrades(&myreq, sessionid, reqid); -}; - -int TraderApi::queryPosition(string ticker, uint64_t sessionid, int reqid) -{ - return this->api->QueryPosition(ticker.c_str(), sessionid, reqid); -}; - -int TraderApi::queryAsset(uint64_t sessionid, int reqid) -{ - return this->api->QueryAsset(sessionid, reqid); -}; - -int TraderApi::queryStructuredFund(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryStructuredFundInfoReq myreq = XTPQueryStructuredFundInfoReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "sf_ticker", myreq.sf_ticker); - - int exchange_id; - getInt(req, "exchange_id", &exchange_id); - myreq.exchange_id = (XTP_EXCHANGE_TYPE)exchange_id; - - return this->api->QueryStructuredFund(&myreq, sessionid, reqid); - -}; - -uint64_t TraderApi::fundTransfer(dict req, uint64_t sessionid) -{ - XTPFundTransferReq myreq = XTPFundTransferReq(); - memset(&myreq, 0, sizeof(myreq)); - getUint64(req, "serial_id", &myreq.serial_id); - getStr(req, "fund_account", myreq.fund_account); - getStr(req, "password", myreq.password); - getDouble(req, "amount", &myreq.amount); - - int transfer_type; - getInt(req, "transfer_type", &transfer_type); - myreq.transfer_type = (XTP_FUND_TRANSFER_TYPE)transfer_type; - - return this->api->FundTransfer(&myreq, sessionid); -}; - -int TraderApi::queryFundTransfer(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryFundTransferLogReq myreq = XTPQueryFundTransferLogReq(); - memset(&myreq, 0, sizeof(myreq)); - getUint64(req, "serial_id", &myreq.serial_id); - return this->api->QueryFundTransfer(&myreq, sessionid, reqid); -}; - -int TraderApi::queryETF(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryETFBaseReq myreq = XTPQueryETFBaseReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - - return this->api->QueryETF(&myreq, sessionid, reqid); -}; - -int TraderApi::queryETFTickerBasket(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryETFComponentReq myreq = XTPQueryETFComponentReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - - return this->api->QueryETFTickerBasket(&myreq, sessionid, reqid); -}; - -int TraderApi::queryIPOInfoList(uint64_t sessionid, int reqid) -{ - return this->api->QueryIPOInfoList(sessionid, reqid); -}; - -int TraderApi::queryIPOQuotaInfo(uint64_t sessionid, int reqid) -{ - return this->api->QueryIPOQuotaInfo(sessionid, reqid); -}; - -int TraderApi::queryOptionAuctionInfo(dict req,uint64_t sessionid, int reqid) -{ - XTPQueryOptionAuctionInfoReq myreq = XTPQueryOptionAuctionInfoReq(); - memset(&myreq, 0, sizeof(myreq)); - getStr(req, "ticker", myreq.ticker); - - int market; - getInt(req, "market", &market); - myreq.market = (XTP_MARKET_TYPE)market; - return this->api->QueryOptionAuctionInfo(&myreq,sessionid, reqid); -}; - -int TraderApi::queryOrdersByPage(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryOrderByPageReq myreq = XTPQueryOrderByPageReq(); - memset(&myreq, 0, sizeof(myreq)); - getInt64(req, "req_count", &myreq.req_count); - getInt64(req, "reference", &myreq.reference); - getInt64(req, "reserved", &myreq.reserved); - return this->api->QueryOrdersByPage(&myreq, sessionid, reqid); -}; - -int TraderApi::queryTradesByPage(dict req, uint64_t sessionid, int reqid) -{ - XTPQueryTraderByPageReq myreq = XTPQueryTraderByPageReq(); - memset(&myreq, 0, sizeof(myreq)); - getInt64(req, "req_count", &myreq.req_count); - getInt64(req, "reference", &myreq.reference); - getInt64(req, "reserved", &myreq.reserved); - return this->api->QueryTradesByPage(&myreq, sessionid, reqid); -}; - -bool TraderApi::isServerRestart(uint64_t session_id) -{ - return this->api->IsServerRestart(session_id); -}; - -///------------------------------------------------------------------------------------- -///Boost.Pythonװ -///------------------------------------------------------------------------------------- - -struct TraderApiWrap : TraderApi, wrapper < TraderApi > -{ - virtual void onDisconnected(uint64_t session, int reason) - { - try - { - this->get_override("onDisconnected")(session, reason); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onError(dict data) - { - try - { - this->get_override("onError")(data); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onOrderEvent(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onOrderEvent")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onTradeEvent(dict data, uint64_t session) - { - try - { - this->get_override("onTradeEvent")(data, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onCancelOrderError(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onCancelOrderError")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryOrder(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOrder")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOrderByPage")(data,req_count,order_sequence, query_reference, reqid, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTrade(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryTrade")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) - { - try - { - this->get_override("onQueryTradeByPage")(data, req_count,trade_sequence,query_reference, reqid, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryPosition(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryPosition")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryAsset(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryAsset")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryStructuredFund(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryStructuredFund")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryFundTransfer(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryFundTransfer")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onFundTransfer(dict data, dict error, uint64_t session) - { - try - { - this->get_override("onFundTransfer")(data, error, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryETF(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryETF")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryETFBasket(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryETFBasket")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryIPOInfoList(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryIPOInfoList")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - virtual void onQueryIPOQuotaInfo(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryIPOQuotaInfo")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - - - virtual void onQueryOptionAuctionInfo(dict data, dict error, int id, bool last, uint64_t session) - { - try - { - this->get_override("onQueryOptionAuctionInfo")(data, error, id, last, session); - } - catch (error_already_set const &) - { - PyErr_Print(); - } - }; - -}; - - -BOOST_PYTHON_MODULE(vnxtptrader) -{ - PyEval_InitThreads(); //ʱУ֤ȴGIL - - class_("TraderApi") - .def("createTraderApi", &TraderApiWrap::createTraderApi) - .def("release", &TraderApiWrap::release) - .def("exit", &TraderApiWrap::exit) - .def("getTradingDay", &TraderApiWrap::getTradingDay) - .def("getApiLastError", &TraderApiWrap::getApiLastError) - .def("getApiVersion", &TraderApiWrap::getApiVersion) - .def("getClientIDByXTPID", &TraderApiWrap::getClientIDByXTPID) - .def("getAccountByXTPID", &TraderApiWrap::getAccountByXTPID) - .def("subscribePublicTopic", &TraderApiWrap::subscribePublicTopic) - .def("setSoftwareKey", &TraderApiWrap::setSoftwareKey) - .def("setSoftwareVersion", &TraderApiWrap::setSoftwareVersion) - .def("setHeartBeatInterval", &TraderApiWrap::setHeartBeatInterval) - .def("login", &TraderApiWrap::login) - .def("logout", &TraderApiWrap::logout) - .def("insertOrder", &TraderApiWrap::insertOrder) - .def("cancelOrder", &TraderApiWrap::cancelOrder) - .def("queryOrderByXTPID", &TraderApiWrap::queryOrderByXTPID) - .def("queryOrders", &TraderApiWrap::queryOrders) - .def("queryTradesByXTPID", &TraderApiWrap::queryTradesByXTPID) - .def("queryTrades", &TraderApiWrap::queryTrades) - .def("queryPosition", &TraderApiWrap::queryPosition) - .def("queryAsset", &TraderApiWrap::queryAsset) - .def("queryStructuredFund", &TraderApiWrap::queryStructuredFund) - .def("fundTransfer", &TraderApiWrap::fundTransfer) - .def("queryFundTransfer", &TraderApiWrap::queryFundTransfer) - .def("queryETF", &TraderApiWrap::queryETF) - .def("queryETFTickerBasket", &TraderApiWrap::queryETFTickerBasket) - .def("queryIPOInfoList", &TraderApiWrap::queryIPOInfoList) - .def("queryIPOQuotaInfo", &TraderApiWrap::queryIPOQuotaInfo) - - .def("queryOptionAuctionInfo", &TraderApiWrap::queryOptionAuctionInfo) - .def("queryOrdersByPage", &TraderApiWrap::queryOrdersByPage) - .def("queryTradesByPage", &TraderApiWrap::queryTradesByPage) - .def("isServerRestart", &TraderApiWrap::isServerRestart) - - .def("onDisconnected", pure_virtual(&TraderApiWrap::onDisconnected)) - .def("onError", pure_virtual(&TraderApiWrap::onError)) - .def("onOrderEvent", pure_virtual(&TraderApiWrap::onOrderEvent)) - .def("onTradeEvent", pure_virtual(&TraderApiWrap::onTradeEvent)) - .def("onCancelOrderError", pure_virtual(&TraderApiWrap::onCancelOrderError)) - .def("onQueryOrder", pure_virtual(&TraderApiWrap::onQueryOrder)) - .def("onQueryTrade", pure_virtual(&TraderApiWrap::onQueryTrade)) - .def("onQueryPosition", pure_virtual(&TraderApiWrap::onQueryPosition)) - .def("onQueryAsset", pure_virtual(&TraderApiWrap::onQueryAsset)) - .def("onQueryStructuredFund", pure_virtual(&TraderApiWrap::onQueryStructuredFund)) - .def("onQueryFundTransfer", pure_virtual(&TraderApiWrap::onQueryFundTransfer)) - .def("onFundTransfer", pure_virtual(&TraderApiWrap::onFundTransfer)) - .def("onQueryETF", pure_virtual(&TraderApiWrap::onQueryETF)) - .def("onQueryETFBasket", pure_virtual(&TraderApiWrap::onQueryETFBasket)) - .def("onQueryIPOInfoList", pure_virtual(&TraderApiWrap::onQueryIPOInfoList)) - .def("onQueryIPOQuotaInfo", pure_virtual(&TraderApiWrap::onQueryIPOQuotaInfo)) - - .def("onQueryOptionAuctionInfo", pure_virtual(&TraderApiWrap::onQueryOptionAuctionInfo)) - .def("onQueryOrderByPage", pure_virtual(&TraderApiWrap::onQueryOrderByPage)) - .def("onQueryTradeByPage", pure_virtual(&TraderApiWrap::onQueryTradeByPage)) - ; -}; diff --git a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/vnxtptrader.h b/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/vnxtptrader.h deleted file mode 100644 index 1892f59..0000000 --- a/source/Windows/xtp_18.19_python3_64/vnxtptrader/vnxtptrader/vnxtptrader.h +++ /dev/null @@ -1,496 +0,0 @@ -//˵ - -//API -#include "xtp_trader_api.h" - -//ϵͳ -//#ifdef WIN32 -//#include "stdafx.h" -//#endif -#include -#include - -//Boost -#define BOOST_PYTHON_STATIC_LIB -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //pythonװ -#include //е̹߳ -#include //е̹߳ - - -//ռ -using namespace std; -using namespace boost::python; -using namespace boost; - - -// -#define ONDISCONNECTED 1 -#define ONERROR 2 -#define ONORDEREVENT 3 -#define ONTRADEEVENT 4 -#define ONCANCELORDERERROR 5 -#define ONQUERYORDER 6 -#define ONQUERYTRADE 7 -#define ONQUERYPOSITION 8 -#define ONQUERYASSET 9 -#define ONQUERYSTRUCTUREDFUND 10 -#define ONQUERYFUNDTRANSFER 11 -#define ONFUNDTRANSFER 12 -#define ONQUERYETF 13 -#define ONQUERYETFBASKET 14 -#define ONQUERYIPOINFOLIST 15 -#define ONQUERYIPOQUOTAINFO 16 - -#define ONQUERYOPTIONAUCTIONINFO 17 -#define ONQUERYORDERBYPAGE 18 -#define ONQUERYTRADEBYPAGE 19 -///------------------------------------------------------------------------------------- -///APIеIJ -///------------------------------------------------------------------------------------- - -//GILȫ򻯻ȡã -//ڰC++̻߳GILӶֹpython -class PyLock -{ -private: - PyGILState_STATE gil_state; - -public: - //ijдöʱGIL - PyLock() - { - gil_state = PyGILState_Ensure(); - } - - //ijɺٸöʱGIL - ~PyLock() - { - PyGILState_Release(gil_state); - } -}; - - -//ṹ -struct Task -{ - int task_name; //صƶӦij - void *task_data; //ݽṹ - void *task_error; //ṹ - int task_id; //id - bool task_last; //ǷΪ󷵻 - uint64_t addtional_int; //ֶ - int64_t addtional_int_two; //ֶ - int64_t addtional_int_three; //ֶ - int64_t addtional_int_four; //ֶ -}; - - -///̰߳ȫĶ -template - -class ConcurrentQueue -{ -private: - queue the_queue; //׼ - mutable mutex the_mutex; //boost - condition_variable the_condition_variable; //boost - -public: - - //µ - void push(Data const& data) - { - mutex::scoped_lock lock(the_mutex); //ȡ - the_queue.push(data); //д - lock.unlock(); //ͷ - the_condition_variable.notify_one(); //֪ͨȴ߳ - } - - //ǷΪ - bool empty() const - { - mutex::scoped_lock lock(the_mutex); - return the_queue.empty(); - } - - //ȡ - Data wait_and_pop() - { - mutex::scoped_lock lock(the_mutex); - - while (the_queue.empty()) //Ϊʱ - { - the_condition_variable.wait(lock); //ȴ֪ͨ - } - - Data popped_value = the_queue.front(); //ȡеһ - the_queue.pop(); //ɾ - return popped_value; //ظ - } - -}; - - -//ֵлȡijֵӦֵṹֵ -void getInt(dict d, string key, int *value); - -void getUint64(dict d, string key, uint64_t *value); - -void getUint32(dict d, string key, uint32_t *value); - -void getInt64(dict d, string key, int64_t *value); - - -//ֵлȡijֵӦĸֵṹֵ -void getDouble(dict d, string key, double* value); - - -//ֵлȡijֵӦֵַṹֵ -void getChar(dict d, string key, char* value); - - -//ֵлȡijֵӦֵַṹֵ -void getStr(dict d, string key, char* value); - - -///------------------------------------------------------------------------------------- -///C++ SPIĻصʵ -///------------------------------------------------------------------------------------- - -//APIļ̳ʵ -class TraderApi : public XTP::API::TraderSpi -{ -private: - XTP::API::TraderApi* api; //API - thread *task_thread; //ָ߳루pythonݣ - ConcurrentQueue task_queue; // - -public: - TraderApi() - { - function0 f = boost::bind(&TraderApi::processTask, this); - thread t(f); - this->task_thread = &t; - }; - - ~TraderApi() - { - }; - - //------------------------------------------------------------------------------------- - //APIص - //------------------------------------------------------------------------------------- - - ///ͻ˵ij뽻׺̨ͨӶϿʱ÷á - ///@param reason ԭӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark ûlogoutµĶߣᴥ˺apiԶ߷ʱûѡڴ˺еLoginµ¼session_idʱûյݸ֮ǰ - virtual void OnDisconnected(uint64_t session_id, int reason) ; - - ///Ӧ - ///@param error_info ӦʱľĴʹϢ,error_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ˺ֻڷʱŻãһû - virtual void OnError(XTPRI *error_info) ; - - ///֪ͨ - ///@param order_info ӦϢûͨorder_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶorder_info.qty_leftֶڶΪδɽɡȫɡϵ״̬ʱʾ˶ûгɽڲȫ״̬ʱʾ˶order_info.order_cancel_xtp_idΪӦijIDΪ0ʱʾ˵ɹ - ///@param error_info ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ÿζ״̬ʱᱻãҪٷأϢʱᴥߣڶδɽȫɽȫֳѾܾЩ״̬ʱӦڲֳɽɶijɽرȷϡе¼˴ûĿͻ˶յûĶӦ - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) ; - - ///ɽ֪ͨ - ///@param trade_info ɽرľϢûͨtrade_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶϽexec_idΨһʶһʳɽ2ʳɽرӵͬexec_idΪ˱ʽԳɽˡexec_idΨһģʱ޴жϻơreport_index+marketֶοΨһʶʾɽر - ///@remark гɽʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûijɽرضΪ״̬ҪûͨɽرijɽȷOnOrderEvent()Ͳ״̬ - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) ; - - ///Ӧ - ///@param cancel_info Ϣorder_cancel_xtp_idʹorder_xtp_id - ///@param error_info ܾ߷ʱʹϢҪٷأϢʱᴥߣerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark Ӧֻڳʱص - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) ; - - ///ѯӦ - ///@param order_info ѯһ - ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ҳѯӦ - ///@param order_info ѯһ - ///@param req_count ҳ - ///@param order_sequence ҳĵǰر - ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); - - - ///ѯɽӦ - ///@param trade_info ѯһɽر - ///@param error_info ѯɽرʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ҳѯɽӦ - ///@param trade_info ѯһɽϢ - ///@param req_count ҳ - ///@param trade_sequence ҳĵǰر - ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@param session_id ʽ˻Ӧsession_id¼ʱõ - ///@remark trade_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱtrade_sequencereq_countôʾлرԽһηҳѯȣʾлرѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); - - ///ѯͶֲ߳Ӧ - ///@param position ѯһֻƱijֲ - ///@param error_info ѯ˻ֲַʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ûܳжƱһѯܶӦӦҪٷأϢʱᴥ - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - ///ѯʽ˻ӦҪٷأϢʱᴥ - ///@param asset ѯʽ˻ - ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; - - - ///ѯּϢӦҪٷأϢʱᴥ - ///@param fund_info ѯķּ - ///@param error_info ѯּʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯʽ𻮲ӦҪٷأϢʱᴥ - ///@param fund_transfer_info ѯʽ˻ - ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ʽ𻮲֪ͨ - ///@param fund_transfer_info ʽ𻮲֪ͨľϢûͨfund_transfer_info.serial_idͨGetClientIDByXTPID() == client_idԼĶ - ///@param error_info ʽ𻮲ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@remark ʽ𻮲״̬仯ʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûʽ𻮲֪ͨ - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id); - - ///ѯETF嵥ļӦҪٷأϢʱᴥ - ///@param etf_info ѯETF嵥ļ - ///@param error_info ѯETF嵥ļʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯETFƱӦҪٷأϢʱᴥ - ///@param etf_component_info ѯETFԼسɷֹϢ - ///@param error_info ѯETFƱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯ¹깺ϢбӦҪٷأϢʱᴥ - ///@param ipo_info ѯĽ¹깺һֻƱϢ - ///@param error_info ѯ¹깺ϢбʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - ///ѯû¹깺ϢӦҪٷأϢʱᴥ - ///@param quota_info ѯûijгĽ¹깺Ϣ - ///@param error_info ѯû¹깺ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - - - - ///ѯȨԼӦҪٷأϢʱᴥ - ///@param option_info ѯȨԼ - ///@param error_info ѯȨԼʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд - ///@param request_id ϢӦӦID - ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ - ///@remark ҪٷأϢʱᴥ - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); - - - //------------------------------------------------------------------------------------- - //task - //------------------------------------------------------------------------------------- - - void processTask(); - - void processDisconnected(Task *task); - - void processError(Task *task); - - void processOrderEvent(Task *task); - - void processTradeEvent(Task *task); - - void processCancelOrderError(Task *task); - - void processQueryOrder(Task *task); - - void processQueryOrderByPage(Task *task); - - void processQueryTrade(Task *task); - - void processQueryTradeByPage(Task *task); - - void processQueryPosition(Task *task); - - void processQueryAsset(Task *task); - - void processQueryStructuredFund(Task *task); - - void processQueryFundTransfer(Task *task); - - void processFundTransfer(Task *task); - - void processQueryETF(Task *task); - - void processQueryETFBasket(Task *task); - - void processQueryIPOInfoList(Task *task); - - void processQueryIPOQuotaInfo(Task *task); - - void processQueryOptionAuctionInfo(Task *task); - //------------------------------------------------------------------------------------- - //dataصֵ - //errorصĴֵ - //reqidid - //lastǷΪ󷵻 - //------------------------------------------------------------------------------------- - - virtual void onDisconnected(uint64_t session, int reason) {}; - - virtual void onError(dict data) {}; - - virtual void onOrderEvent(dict data, dict error, uint64_t session) {}; - - virtual void onTradeEvent(dict data, uint64_t session) {}; - - virtual void onCancelOrderError(dict data, dict error, uint64_t session) {}; - - virtual void onQueryOrder(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryTrade(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryPosition(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryAsset(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryStructuredFund(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryFundTransfer(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onFundTransfer(dict data, dict error, uint64_t session) {}; - - virtual void onQueryETF(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryETFBasket(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryIPOInfoList(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryIPOQuotaInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryOptionAuctionInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; - - virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; - - //------------------------------------------------------------------------------------- - //req:ֵ - //------------------------------------------------------------------------------------- - - void createTraderApi(uint8_t clientid, string path, int log_level = XTP_LOG_LEVEL_DEBUG); - - void release(); - - int exit(); - - string getTradingDay(); - - dict getApiLastError(); - - string getApiVersion(); - - uint8_t getClientIDByXTPID(uint64_t orderid); - - string getAccountByXTPID(uint64_t orderid); - - void subscribePublicTopic(int tpye); - - void setSoftwareKey(string key); - - void setSoftwareVersion(string version); - - void setHeartBeatInterval(uint32_t interval); - - uint64_t login(string ip, int port, string user, string password, int socktype); - - int logout(uint64_t sessionid); - - uint64_t insertOrder(dict req, uint64_t sessionid); - - uint64_t cancelOrder(uint64_t orderid, uint64_t sessionid); - - int queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); - - int queryOrders(dict req, uint64_t sessionid, int reqid); - - int queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); - - int queryTrades(dict req, uint64_t sessionid, int reqid); - - int queryPosition(string ticker, uint64_t sessionid, int reqid); - - int queryAsset(uint64_t sessionid, int reqid); - - int queryStructuredFund(dict req, uint64_t sessionid, int reqid); - - uint64_t fundTransfer(dict req, uint64_t sessionid); - - int queryFundTransfer(dict req, uint64_t sessionid, int reqid); - - int queryETF(dict req, uint64_t sessionid, int reqid); - - int queryETFTickerBasket(dict req, uint64_t sessionid, int reqid); - - int queryIPOInfoList(uint64_t sessionid, int reqid); - - int queryIPOQuotaInfo(uint64_t sessionid, int reqid); - - int queryOptionAuctionInfo(dict req,uint64_t session_id, int request_id); - - int queryOrdersByPage(dict req, uint64_t sessionid, int reqid); - - int queryTradesByPage(dict req, uint64_t sessionid, int reqid); - - bool isServerRestart(uint64_t session_id); -}; diff --git a/source/Windows/xtp_18.19_python3_64/xtpapi/xoms_api_fund_struct.h b/source/Windows/xtp_18.19_python3_64/xtpapi/xoms_api_fund_struct.h deleted file mode 100644 index 7b0168a..0000000 --- a/source/Windows/xtp_18.19_python3_64/xtpapi/xoms_api_fund_struct.h +++ /dev/null @@ -1,42 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_fund_struct.h -///@brief 定义资金划拨相关结构体类型 -///////////////////////////////////////////////////////////////////////// -#ifndef XOMS_API_FUND_STRUCT_H_ -#define XOMS_API_FUND_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "xoms_api_struct.h" -#include "xtp_api_struct_common.h" - -#pragma pack(8) - -#define XTP_ACCOUNT_PASSWORD_LEN 64 - -///////////////////////////////////////////////////////////////////////// -///用户资金请求 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferReq -{ - ///资金内转编号，无需用户填写，类似于xtp_id - uint64_t serial_id; - ///资金账户代码 - char fund_account[XTP_ACCOUNT_NAME_LEN]; - ///资金账户密码 - char password[XTP_ACCOUNT_PASSWORD_LEN]; - ///金额 - double amount; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - -}; - -///////////////////////////////////////////////////////////////////////// -///用户资金划转请求的响应-复用资金通知结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferAck ; - -#pragma pack() - -#endif \ No newline at end of file diff --git a/source/Windows/xtp_18.19_python3_64/xtpapi/xoms_api_struct.h b/source/Windows/xtp_18.19_python3_64/xtpapi/xoms_api_struct.h deleted file mode 100644 index 64e03b1..0000000 --- a/source/Windows/xtp_18.19_python3_64/xtpapi/xoms_api_struct.h +++ /dev/null @@ -1,680 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_struct.h -///@brief 定义交易类相关数据结构 -///////////////////////////////////////////////////////////////////////// -#ifndef _XOMS_API_STRUCT_H_ -#define _XOMS_API_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "stddef.h" - -#pragma pack(8) - -//=====================客户端接口定义================================= -///新订单请求 -struct XTPOrderInsertInfo -{ - ///XTP系统订单ID，无需用户填写，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，由客户自定义 - uint32_t order_client_id; - ///合约代码 客户端请求不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///止损价（保留字段） - double stop_price; - ///数量(股票单位为股，逆回购单位为张) - int64_t quantity; - ///报单价格 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - }; - - -///撤单失败响应消息 -struct XTPOrderCancelInfo -{ - ///撤单XTPID - uint64_t order_cancel_xtp_id; - ///原始订单XTPID - uint64_t order_xtp_id; -}; - - -///报单响应结构体 -struct XTPOrderInfo -{ - ///XTP系统订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用，用户自定义 - uint32_t order_client_id; - ///报单操作引用，用户自定义（暂未使用） - uint32_t order_cancel_client_id; - ///撤单在XTP系统中的id，在XTP系统中唯一 - uint64_t order_cancel_xtp_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///价格 - double price; - ///数量，此订单的报单数量 - int64_t quantity; - ///报单价格条件 - XTP_PRICE_TYPE price_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///今成交数量，为此订单累计成交数量 - int64_t qty_traded; - ///剩余数量，当撤单成功时，表示撤单数量 - int64_t qty_left; - ///委托时间，格式为YYYYMMDDHHMMSSsss - int64_t insert_time; - ///最后修改时间，格式为YYYYMMDDHHMMSSsss - int64_t update_time; - ///撤销时间，格式为YYYYMMDDHHMMSSsss - int64_t cancel_time; - ///成交金额，为此订单的成交总金额 - double trade_amount; - ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 - char order_local_id[XTP_LOCAL_ORDER_LEN]; - ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 - XTP_ORDER_STATUS_TYPE order_status; - ///报单提交状态，OMS内部使用，用户无需关心 - XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; - ///报单类型 - TXTPOrderTypeType order_type; -}; - - - -///报单成交结构体 -struct XTPTradeReport -{ - ///XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 - uint64_t order_xtp_id; - ///报单引用 - uint32_t order_client_id; - ///合约代码 - char ticker[XTP_TICKER_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留。 - uint64_t local_order_id; - ///成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 - char exec_id[XTP_EXEC_ID_LEN]; - ///价格，此次成交的价格 - double price; - ///数量，此次成交的数量，不是累计数量 - int64_t quantity; - ///成交时间，格式为YYYYMMDDHHMMSSsss - int64_t trade_time; - ///成交金额，此次成交的总金额 = price*quantity - double trade_amount; - ///成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 - uint64_t report_index; - ///报单编号 --交易所单号，上交所为空，深交所有此字段 - char order_exch_id[XTP_ORDER_EXCH_LEN]; - ///成交类型 --成交回报中的执行类型 - TXTPTradeTypeType trade_type; - union{ - uint32_t u32; - struct { - ///买卖方向 - XTP_SIDE_TYPE side; - ///开平标志 - XTP_POSITION_EFFECT_TYPE position_effect; - ///预留字段1 - uint8_t reserved1; - ///预留字段2 - uint8_t reserved2; - }; - }; - ///业务类型 - XTP_BUSINESS_TYPE business_type; - ///交易所交易员代码 - char branch_pbu[XTP_BRANCH_PBU_LEN]; -}; - - -////////////////////////////////////////////////////////////////////////// -///报单查询 -////////////////////////////////////////////////////////////////////////// -///报单查询请求-条件查询 -struct XTPQueryOrderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///报单查询响应结构体 -typedef struct XTPOrderInfo XTPQueryOrderRsp; - - -///查询订单请求-分页查询 -struct XTPQueryOrderByPageReq -{ - ///需要查询的订单条数 - int64_t req_count; - ///上一次收到的查询订单结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///成交回报查询 -////////////////////////////////////////////////////////////////////////// -///查询成交报告请求-根据执行编号查询（保留字段） -struct XTPQueryReportByExecIdReq -{ - ///XTP订单系统ID - uint64_t order_xtp_id; - ///成交执行编号 - char exec_id[XTP_EXEC_ID_LEN]; -}; - -///查询成交回报请求-查询条件 -struct XTPQueryTraderReq -{ - ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 - char ticker[XTP_TICKER_LEN]; - ///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 - int64_t begin_time; - ///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - int64_t end_time; -}; - -///成交回报查询响应结构体 -typedef struct XTPTradeReport XTPQueryTradeRsp; - -///查询成交回报请求-分页查询 -struct XTPQueryTraderByPageReq -{ - ///需要查询的成交回报条数 - int64_t req_count; - ///上一次收到的查询成交回报结果中带回来的索引，如果是从头查询，请置0 - int64_t reference; - ///保留字段 - int64_t reserved; -}; - -////////////////////////////////////////////////////////////////////////// -///账户资金查询响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryAssetRsp -{ - ///总资产(=可用资金 + 证券资产（目前为0）+ 预扣的资金) - double total_asset; - ///可用资金 - double buying_power; - ///证券资产（保留字段，目前为0） - double security_asset; - ///累计买入成交证券占用资金 - double fund_buy_amount; - ///累计买入成交交易费用 - double fund_buy_fee; - ///累计卖出成交证券所得资金 - double fund_sell_amount; - ///累计卖出成交交易费用 - double fund_sell_fee; - ///XTP系统预扣的资金（包括购买卖股票时预扣的交易资金+预扣手续费） - double withholding_amount; - ///账户类型 - XTP_ACCOUNT_TYPE account_type; - - ///冻结的保证金 - double frozen_margin; - ///行权冻结资金 - double frozen_exec_cash; - ///行权费用 - double frozen_exec_fee; - ///垫付资金 - double pay_later; - ///预垫付资金 - double preadva_pay; - ///昨日余额 - double orig_banlance; - ///当前余额 - double banlance; - ///当天出入金 - double deposit_withdraw; - ///当日交易资金轧差 - double trade_netting; - ///资金资产 - double captial_asset; - - ///强锁资金 - double force_freeze_amount; - ///可取资金 - double preferred_amount; - - // 信用业务新增字段开始（数量1） - // 融券卖出所得资金余额（只能用于买券还券） - double repay_stock_aval_banlance; - - // 信用业务新增字段结束（数量1） - - ///(保留字段) - uint64_t unknown[43 - 12 - 1]; -}; - - - -////////////////////////////////////////////////////////////////////////// -///查询股票持仓情况 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStkPositionRsp -{ - ///证券代码 - char ticker[XTP_TICKER_LEN]; - ///证券名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - ///交易市场 - XTP_MARKET_TYPE market; - ///总持仓 - int64_t total_qty; - ///可卖持仓 - int64_t sellable_qty; - ///持仓成本 - double avg_price; - ///浮动盈亏（保留字段） - double unrealized_pnl; - ///昨日持仓 - int64_t yesterday_position; - ///今日申购赎回数量（申购和赎回数量不可能同时存在，因此可以共用一个字段） - int64_t purchase_redeemable_qty; - - /// 持仓方向 - XTP_POSITION_DIRECTION_TYPE position_direction; - ///保留字段1 - uint32_t reserved1; - /// 可行权合约 - int64_t executable_option; - /// 可锁定标的 - int64_t lockable_position; - /// 可行权标的 - int64_t executable_underlying; - /// 已锁定标的 - int64_t locked_position; - /// 可用已锁定标的 - int64_t usable_locked_position; - - - ///(保留字段) - uint64_t unknown[50 - 6]; -}; - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水通知 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferNotice -{ - ///资金内转编号 - uint64_t serial_id; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - ///金额 - double amount; - ///操作结果 - XTP_FUND_OPER_STATUS oper_status; - ///操作时间 - uint64_t transfer_time; -}; - - - -///////////////////////////////////////////////////////////////////////// -///资金内转流水查询请求与响应 -///////////////////////////////////////////////////////////////////////// -struct XTPQueryFundTransferLogReq { - ///资金内转编号 - uint64_t serial_id; - -}; - -///////////////////////////////////////////////////////////////////////// -///资金内转流水记录结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferLog; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryStructuredFundInfoReq -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码，不可为空 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码，可以为空，如果为空，则默认查询所有的分级基金 -}; - -////////////////////////////////////////////////////////////////////////// -///查询分级基金信息响应结构体 -////////////////////////////////////////////////////////////////////////// -struct XTPStructuredFundInfo -{ - XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 - char sf_ticker[XTP_TICKER_LEN]; ///<分级基金母基金代码 - char sf_ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金母基金名称 - char ticker[XTP_TICKER_LEN]; ///<分级基金子基金代码 - char ticker_name[XTP_TICKER_NAME_LEN]; ///<分级基金子基金名称 - XTP_SPLIT_MERGE_STATUS split_merge_status; ///<基金允许拆分合并状态 - uint32_t ratio; ///<拆分合并比例 - uint32_t min_split_qty;///<最小拆分数量 - uint32_t min_merge_qty; ///<最小合并数量 - double net_price;///<基金净值 -}; - - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--请求结构体, -///请求参数为多条件参数:1,不填则返回所有市场的ETF合约信息。 -/// 2,只填写market,返回该交易市场下结果 -/// 3,填写market及ticker参数,只返回该etf信息。 -////////////////////////////////////////////////////////////////////////// -struct XTPQueryETFBaseReq -{ - ///交易市场 - XTP_MARKET_TYPE market; - ///ETF买卖代码 - char ticker[XTP_TICKER_LEN]; -}; - -////////////////////////////////////////////////////////////////////////// -///查询股票ETF合约基本情况--响应结构体 -////////////////////////////////////////////////////////////////////////// -typedef struct XTPQueryETFBaseRsp -{ - XTP_MARKET_TYPE market; ///<交易市场 - char etf[XTP_TICKER_LEN]; /// -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///指定的合约 -typedef struct XTPSpecificTickerStruct -{ - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息）例如"600000"，不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; -} XTPST; - -///股票、基金、债券等额外数据 -struct XTPMarketDataStockExData { - ///委托买入总量(SH,SZ) - int64_t total_bid_qty; - ///委托卖出总量(SH,SZ) - int64_t total_ask_qty; - ///加权平均委买价格(SH,SZ) - double ma_bid_price; - ///加权平均委卖价格(SH,SZ) - double ma_ask_price; - ///债券加权平均委买价格(SH) - double ma_bond_bid_price; - ///债券加权平均委卖价格(SH) - double ma_bond_ask_price; - ///债券到期收益率(SH) - double yield_to_maturity; - ///基金实时参考净值(SH,SZ) - double iopv; - ///ETF申购笔数(SH) - int32_t etf_buy_count; - ///ETF赎回笔数(SH) - int32_t etf_sell_count; - ///ETF申购数量(SH) - double etf_buy_qty; - ///ETF申购金额(SH) - double etf_buy_money; - ///ETF赎回数量(SH) - double etf_sell_qty; - ///ETF赎回金额(SH) - double etf_sell_money; - ///权证执行的总数量(SH) - double total_warrant_exec_qty; - ///权证跌停价格（元）(SH) - double warrant_lower_price; - ///权证涨停价格（元）(SH) - double warrant_upper_price; - ///买入撤单笔数(SH) - int32_t cancel_buy_count; - ///卖出撤单笔数(SH) - int32_t cancel_sell_count; - ///买入撤单数量(SH) - double cancel_buy_qty; - ///卖出撤单数量(SH) - double cancel_sell_qty; - ///买入撤单金额(SH) - double cancel_buy_money; - ///卖出撤单金额(SH) - double cancel_sell_money; - ///买入总笔数(SH) - int64_t total_buy_count; - ///卖出总笔数(SH) - int64_t total_sell_count; - ///买入委托成交最大等待时间(SH) - int32_t duration_after_buy; - ///卖出委托成交最大等待时间(SH) - int32_t duration_after_sell; - ///买方委托价位数(SH) - int32_t num_bid_orders; - ///卖方委托价位数(SH) - int32_t num_ask_orders; - - ///基金T-1日净值(SZ) - double pre_iopv; - ///预留 - int64_t r1; - ///预留 - int64_t r2; -}; - -// 期权额外数据 -struct XTPMarketDataOptionExData { - ///波段性中断参考价(SH) - double auction_price; - ///波段性中断集合竞价虚拟匹配量(SH) - int64_t auction_qty; - ///最近询价时间(SH) - int64_t last_enquiry_time; -}; - -enum XTP_MARKETDATA_TYPE { - XTP_MARKETDATA_ACTUAL = 0, // 现货(股票/基金/债券等) - XTP_MARKETDATA_OPTION = 1, // 期权 -}; - -///行情 -typedef struct XTPMarketDataStruct -{ - // 代码 - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - // 价格 - ///最新价 - double last_price; - ///昨收盘 - double pre_close_price; - ///今开盘 - double open_price; - ///最高价 - double high_price; - ///最低价 - double low_price; - ///今收盘 - double close_price; - - // 期权数据 - ///昨日持仓量(张)(目前未填写) - int64_t pre_total_long_positon; - ///持仓量(张) - int64_t total_long_positon; - ///昨日结算价 - double pre_settl_price; - ///今日结算价 - double settl_price; - - // 涨跌停 - ///涨停价 - double upper_limit_price; - ///跌停价 - double lower_limit_price; - ///预留 - double pre_delta; - ///预留 - double curr_delta; - - /// 时间类，格式为YYYYMMDDHHMMSSsss - int64_t data_time; - - // 量额数据 - ///数量，为总成交量（单位股，与交易所一致） - int64_t qty; - ///成交金额，为总成交金额（单位元，与交易所一致） - double turnover; - ///当日均价=(turnover/qty) - double avg_price; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - - // 额外数据 - ///成交笔数 - int64_t trades_count; - ///当前交易状态说明 - char ticker_status[8]; - ///数据 - union { - XTPMarketDataStockExData stk; - XTPMarketDataOptionExData opt; - } ; - ///决定了union是哪种数据类型 - XTP_MARKETDATA_TYPE data_type; - ///预留 - int32_t r4; -} XTPMD; - - -///股票行情静态信息 -typedef struct XTPQuoteStaticInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - /// 合约名称 - char ticker_name[XTP_TICKER_NAME_LEN]; - /// 合约类型 - XTP_TICKER_TYPE ticker_type; - ///昨收盘 - double pre_close_price; - ///涨停板价 - double upper_limit_price; - ///跌停板价 - double lower_limit_price; - ///最小变动价位 - double price_tick; - /// 合约最小交易量(买) - int32_t buy_qty_unit; - /// 合约最小交易量(卖) - int32_t sell_qty_unit; -} XTPQSI; - - -///定单薄 -typedef struct OrderBookStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - - ///最新价 - double last_price; - ///数量，为总成交量 - int64_t qty; - ///成交金额，为总成交金额 - double turnover; - ///成交笔数 - int64_t trades_count; - - // 买卖盘 - ///十档申买价 - double bid[10]; - ///十档申卖价 - double ask[10]; - ///十档申买量 - int64_t bid_qty[10]; - ///十档申卖量 - int64_t ask_qty[10]; - /// 时间类 - int64_t data_time; -} XTPOB; - -////////////////////////////////// 逐笔数据 - - -///逐笔委托(仅适用深交所) -struct XTPTickByTickEntrust { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///委托价格 - double price; - ///委托数量 - int64_t qty; - ///'1':买; '2':卖; 'G':借入; 'F':出借 - char side; - ///订单类别: '1': 市价; '2': 限价; 'U': 本方最优 - char ord_type; -}; - -///逐笔成交 -struct XTPTickByTickTrade { - ///频道代码 - int32_t channel_no; - ///委托序号(在同一个channel_no内唯一，从1开始连续) - int64_t seq; - ///成交价格 - double price; - ///成交量 - int64_t qty; - ///成交金额(仅适用上交所) - double money; - ///买方订单号 - int64_t bid_no; - ///卖方订单号 - int64_t ask_no; - /// SH: 内外盘标识('B':主动买; 'S':主动卖; 'N':未知) - /// SZ: 成交标识('4':撤; 'F':成交) - char trade_flag; -}; - -///逐笔数据信息 -typedef struct XTPTickByTickStruct { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///预留 - int64_t seq; - ///委托时间 or 成交时间 - int64_t data_time; - ///委托 or 成交 - XTP_TBT_TYPE type; - - union { - XTPTickByTickEntrust entrust; - XTPTickByTickTrade trade; - }; -} XTPTBT; - - -///供查询的最新信息 -typedef struct XTPTickerPriceInfo { - ///交易所代码 - XTP_EXCHANGE_TYPE exchange_id; - ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 - char ticker[XTP_TICKER_LEN]; - ///最新价 - double last_price; -} XTPTPI; - -#pragma pack() - -#endif diff --git a/source/Windows/xtp_18.19_python3_64/xtpapi/xtp_api_data_type.h b/source/Windows/xtp_18.19_python3_64/xtpapi/xtp_api_data_type.h deleted file mode 100644 index ebf2b4e..0000000 --- a/source/Windows/xtp_18.19_python3_64/xtpapi/xtp_api_data_type.h +++ /dev/null @@ -1,401 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_api_data_type.h -///@brief 定义兼容数据基本类型 -///////////////////////////////////////////////////////////////////////// -#ifndef _XTP_API_DATA_TYPE_H_ -#define _XTP_API_DATA_TYPE_H_ - -#pragma pack(8) - -/// 存放版本号的字符串长度 -#define XTP_VERSION_LEN 16 -/// 版本号类型 -typedef char XTPVersionType[XTP_VERSION_LEN]; -/// 可交易日字符串长度 -#define XTP_TRADING_DAY_LEN 9 -/// 存放证券代码的字符串长度 -#define XTP_TICKER_LEN 16 -/// 存放证券名称的字符串长度 -#define XTP_TICKER_NAME_LEN 64 -/// 本地报单编号的字符串长度 -#define XTP_LOCAL_ORDER_LEN 11 -/// 交易所单号的字符串长度 -#define XTP_ORDER_EXCH_LEN 17 -/// 成交执行编号的字符串长度 -#define XTP_EXEC_ID_LEN 18 -/// 交易所交易员代码字符串长度 -#define XTP_BRANCH_PBU_LEN 7 -/// 用户资金账户的字符串长度 -#define XTP_ACCOUNT_NAME_LEN 16 - -///////////////////////////////////////////////////////////////////////// -///@brief XTP_LOG_LEVEL是日志输出级别类型 -///////////////////////////////////////////////////////////////////////// -typedef enum XTP_LOG_LEVEL { - XTP_LOG_LEVEL_FATAL, ///<严重错误级别 - XTP_LOG_LEVEL_ERROR, ///<错误级别 - XTP_LOG_LEVEL_WARNING, ///<警告级别 - XTP_LOG_LEVEL_INFO, /// -#endif - -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///错误信息的字符串长度 -#define XTP_ERR_MSG_LEN 124 -///响应信息 -typedef struct XTPRspInfoStruct -{ - ///错误代码 - int32_t error_id; - ///错误信息 - char error_msg[XTP_ERR_MSG_LEN]; -} XTPRI; - -#pragma pack() - -#endif // !_XTP_API_STRUCT_COMMON_H_ diff --git a/source/Windows/xtp_18.19_python3_64/xtpapi/xtp_quote_api.h b/source/Windows/xtp_18.19_python3_64/xtpapi/xtp_quote_api.h deleted file mode 100644 index 5867e8e..0000000 --- a/source/Windows/xtp_18.19_python3_64/xtpapi/xtp_quote_api.h +++ /dev/null @@ -1,426 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_quote_api.h -///@brief 定义行情订阅客户端接口 -///////////////////////////////////////////////////////////////////////// - -#ifndef _XTP_QUOTE_API_H_ -#define _XTP_QUOTE_API_H_ - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_MD_API_EXPORT -#define MD_API_EXPORT __declspec(dllexport) -#else -#define MD_API_EXPORT __declspec(dllimport) -#endif -#else -#define MD_API_EXPORT -#endif - -/*! -* \class XTP::API::QuoteSpi -* -* \brief 行情回调类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class QuoteSpi - { - public: - - ///当客户端与行情后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。可以在此函数中调用Login重新登录。注意用户重新登录后，需要重新订阅行情 - virtual void OnDisconnected(int reason) {}; - - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///订阅行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///深度行情通知，包含买一卖一队列 - ///@param market_data 行情数据 - ///@param bid1_qty 买一队列数据 - ///@param bid1_count 买一队列的有效委托笔数 - ///@param max_bid1_count 买一队列总委托笔数 - ///@param ask1_qty 卖一队列数据 - ///@param ask1_count 卖一队列的有效委托笔数 - ///@param max_ask1_count 卖一队列总委托笔数 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) {}; - - ///订阅行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///行情订单簿通知，包括股票、指数和期权 - ///@param order_book 行情订单簿数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnOrderBook(XTPOB *order_book) {}; - - ///订阅逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///逐笔行情通知，包括股票、指数和期权 - ///@param tbt_data 逐笔行情数据，包括逐笔委托和逐笔成交，此为共用结构体，需要根据type来区分是逐笔委托还是逐笔成交，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnTickByTick(XTPTBT *tbt_data) {}; - - ///订阅全市场的股票行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - - ///查询可交易合约的应答 - ///@param ticker_info 可交易合约信息 - ///@param error_info 查询可交易合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询可交易合约的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///查询合约的最新价格信息应答 - ///@param ticker_info 合约的最新价格信息 - ///@param error_info 查询合约的最新价格信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///订阅全市场的期权行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::QuoteApi -* -* \brief 行情订阅接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class MD_API_EXPORT QuoteApi - { - public: - ///创建QuoteApi - ///@param client_id （必须输入）用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个有可写权限的真实存在的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接 - static QuoteApi *CreateQuoteApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level=XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - - ///获取当前交易日 - ///@return 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() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、Logout、订阅、取消订阅失败时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///设置采用UDP方式连接时的接收缓冲区大小 - ///@remark 需要在Login之前调用，默认大小和最小设置均为64MB。此缓存大小单位为MB，请输入2的次方数，例如128MB请输入128。 - virtual void SetUDPBufferSize(uint32_t buff_size) = 0; - - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(QuoteSpi *spi) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///订阅行情，包括股票、指数和期权。 - ///@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情，包括股票、指数和期权。 - ///@return 取消订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情接口配套使用 - virtual int UnSubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅行情订单簿，包括股票、指数和期权。 - ///@return 订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情(仅支持深交所) - virtual int SubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情订单簿，包括股票、指数和期权。 - ///@return 取消订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情订单簿接口配套使用 - virtual int UnSubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅逐笔行情，包括股票、指数和期权。 - ///@return 订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订逐笔行情，包括股票、指数和期权。 - ///@return 取消订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅逐笔行情接口配套使用 - virtual int UnSubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅全市场的股票行情 - ///@return 订阅全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情接口配套使用 - virtual int SubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情 - ///@return 退订全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情接口配套使用 - virtual int UnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票行情订单簿 - ///@return 订阅全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情订单簿接口配套使用 - virtual int SubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情订单簿 - ///@return 退订全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情订单簿接口配套使用 - virtual int UnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票逐笔行情 - ///@return 订阅全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订逐笔行情接口配套使用 - virtual int SubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票逐笔行情 - ///@return 退订全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场逐笔行情接口配套使用 - virtual int UnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///用户登录请求 - ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 - ///@param ip 服务器ip地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登陆用户名 - ///@param password 登陆密码 - ///@param sock_type “1”代表TCP，“2”代表UDP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接 - virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 - virtual int Logout() = 0; - - ///获取当前交易日可交易合约 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param exchange_id 交易所代码 - virtual int QueryAllTickers(XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要查询的合约个数 - ///@param exchange_id 交易所代码 - virtual int QueryTickersPriceInfo(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取所有合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - virtual int QueryAllTickersPriceInfo() = 0; - - ///订阅全市场的期权行情 - ///@return 订阅全市期权场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情接口配套使用 - virtual int SubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情 - ///@return 退订全市场期权行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情接口配套使用 - virtual int UnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权行情订单簿 - ///@return 订阅全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情订单簿接口配套使用 - virtual int SubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情订单簿 - ///@return 退订全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情订单簿接口配套使用 - virtual int UnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权逐笔行情 - ///@return 订阅全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权逐笔行情接口配套使用 - virtual int SubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权逐笔行情 - ///@return 退订全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权逐笔行情接口配套使用 - virtual int UnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - - protected: - ~QuoteApi() {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif diff --git a/source/Windows/xtp_18.19_python3_64/xtpapi/xtp_trader_api.h b/source/Windows/xtp_18.19_python3_64/xtpapi/xtp_trader_api.h deleted file mode 100644 index 01f39c6..0000000 --- a/source/Windows/xtp_18.19_python3_64/xtpapi/xtp_trader_api.h +++ /dev/null @@ -1,456 +0,0 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_trader_api.h -///@brief 定义客户端交易接口 -///////////////////////////////////////////////////////////////////////// - -#ifndef _XTP_TRADER_API_H_ -#define _XTP_TRADER_API_H_ - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_TRADER_API_EXPORT -#define TRADER_API_EXPORT __declspec(dllexport) -#else -#define TRADER_API_EXPORT __declspec(dllimport) -#endif -#else -#define TRADER_API_EXPORT -#endif - -/*! -* \class XTP::API::TraderSpi -* -* \brief 交易接口响应类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TraderSpi - { - public: - - ///当客户端的某个连接与交易后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 用户主动调用logout导致的断线，不会触发此函数。api不会自动重连，当断线发生时，请用户自行选择后续操作，可以在此函数中调用Login重新登录，并更新session_id，此时用户收到的数据跟断线之前是连续的 - virtual void OnDisconnected(uint64_t session_id, int reason) {}; - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息,当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///报单通知 - ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 - ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 - virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; - - ///成交通知 - ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 - virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) {}; - - ///撤单出错响应 - ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id - ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 此响应只会在撤单发生错误时被回调 - virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询报单响应 - ///@param order_info 查询到的一个报单 - ///@param req_count 分页请求的最大数量 - ///@param order_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询成交响应 - ///@param trade_info 查询到的一个成交回报 - ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///分页请求查询成交响应 - ///@param trade_info 查询到的一个成交信息 - ///@param req_count 分页请求的最大数量 - ///@param trade_sequence 分页请求的当前回报数量 - ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 - virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询投资者持仓响应 - ///@param position 查询到的一只股票的持仓情况 - ///@param error_info 查询账户持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金账户响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param asset 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询分级基金信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_info 查询到的分级基金情况 - ///@param error_info 查询分级基金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询资金划拨订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param fund_transfer_info 查询到的资金账户情况 - ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///资金划拨通知 - ///@param fund_transfer_info 资金划拨通知的具体信息，用户可以通过fund_transfer_info.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 - ///@param error_info 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error_info.error_id=11000382时，error_info.error_msg为结点中可用于划拨的资金（以整数为准），用户需进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。 - virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) {}; - - ///请求查询ETF清单文件的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_info 查询到的ETF清单文件情况 - ///@param error_info 查询ETF清单文件发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询ETF股票篮的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param etf_component_info 查询到的ETF合约的相关成分股信息 - ///@param error_info 查询ETF股票篮发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询今日新股申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param ipo_info 查询到的今日新股申购的一只股票信息 - ///@param error_info 查询今日新股申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询用户新股申购额度信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param quota_info 查询到的用户某个市场的今日新股申购额度信息 - ///@param error_info 查查询用户新股申购额度信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - ///请求查询期权合约的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - ///@param option_info 查询到的期权合约情况 - ///@param error_info 查询期权合约发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param request_id 此消息响应函数对应的请求ID - ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; - - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::TraderApi -* -* \brief 交易接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - - class TRADER_API_EXPORT TraderApi - { - public: - ///创建TraderApi - ///@param client_id （必须输入）客户端id，用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个真实存在的有可写权限的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接。系统不支持过夜，请确保每天开盘前重新启动 - static TraderApi *CreateTraderApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level = XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - ///获取当前交易日 - ///@return 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() = 0; - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(TraderSpi *spi) = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、InsertOrder、CancelOrder返回值为0时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///通过报单在xtp系统中的ID获取下单的客户端id - ///@return 返回客户端id，可以用此方法过滤自己下的订单 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 - virtual uint8_t GetClientIDByXTPID(uint64_t order_xtp_id) = 0; - - ///通过报单在xtp系统中的ID获取相关资金账户名 - ///@return 返回资金账户名 - ///@param order_xtp_id 报单在xtp系统中的ID - ///@remark 只有资金账户登录成功后,才能得到正确的信息 - virtual const char* GetAccountByXTPID(uint64_t order_xtp_id) = 0; - - ///订阅公共流。 - ///@param resume_type 公共流（订单响应、成交回报）重传方式 - /// XTP_TERT_RESTART:从本交易日开始重传 - /// XTP_TERT_RESUME:(保留字段，此方式暂未支持)从上次收到的续传 - /// XTP_TERT_QUICK:只传送登录后公共流的内容 - ///@remark 该方法要在Login方法前调用。若不调用则不会收到公共流的数据。注意在用户断线后，如果不登出就login()，公共流订阅方式不会起作用。用户只会收到断线后的所有消息。如果先logout()再login()，那么公共流订阅方式会起作用，用户收到的数据会根据用户的选择方式而定。 - virtual void SubscribePublicTopic(XTP_TE_RESUME_TYPE resume_type) = 0; - - ///设置软件开发版本号 - ///@param version 用户开发软件版本号，非api发行版本号，长度不超过15位，以'\0'结尾 - ///@remark 此函数必须在Login之前调用，标识的是客户端版本号，而不是API的版本号，由用户自定义 - virtual void SetSoftwareVersion(const char* version) = 0; - - ///设置软件开发Key - ///@param key 用户开发软件Key，用户申请开户时给予，以'\0'结尾 - ///@remark 此函数必须在Login之前调用 - virtual void SetSoftwareKey(const char* key) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///用户登录请求 - ///@return session_id表明此资金账号登录是否成功，“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，非“0”表示登录成功，此时需要记录下这个返回值session_id，与登录的资金账户对应 - ///@param ip 服务器地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登录用户名 - ///@param password 登录密码 - ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api可支持多个账户连接，但是同一个账户同一个client_id只能有一个session连接，后面的登录在前一个session存续期间，无法连接 - virtual uint64_t Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败 - ///@param session_id 资金账户对应的session_id,登录时得到 - virtual int Logout(uint64_t session_id) = 0; - - ///服务器是否重启过 - ///@return “true”表示重启过，“false”表示没有重启过 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数必须在Login之后调用 - virtual bool IsServerRestart(uint64_t session_id) = 0; - - ///报单录入请求 - ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 - virtual uint64_t InsertOrder(XTPOrderInsertInfo *order, uint64_t session_id) = 0; - - ///报单操作请求 - ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param order_xtp_id 需要撤销的委托单在XTP系统中的ID - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 如果撤单成功，会在报单响应函数OnOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 - virtual uint64_t CancelOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; - - ///根据报单ID请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryOrders(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询报单 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryOrdersByPage(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///根据委托编号请求查询相关成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; - - ///请求查询已成交 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 - virtual int QueryTrades(XTPQueryTraderReq *query_param, uint64_t session_id, int request_id) = 0; - - ///分页请求查询成交回报 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 - ///@param session_id 资金账户对应的session_id，登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 - virtual int QueryTradesByPage(const XTPQueryTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询投资者持仓 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param ticker 需要查询的持仓合约代码，可以为空，如果不为空，请不带空格，并以'\0'结尾 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息，如果合约代码为空，则默认查询所有持仓信息 - virtual int QueryPosition(const char *ticker, uint64_t session_id, int request_id) = 0; - - ///请求查询资产 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryAsset(uint64_t session_id, int request_id) = 0; - - ///请求查询分级基金 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的分级基金筛选条件，其中母基金代码可以为空，则默认所有存在的母基金，如果不为空，请不带空格，并以'\0'结尾，其中交易市场不能为空 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - ///@remark 此函数查询出的结果可能对应多个查询结果响应 - virtual int QueryStructuredFund(XTPQueryStructuredFundInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - ///资金划拨请求 - ///@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 - ///@param fund_transfer 资金划拨的请求信息 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。 - virtual uint64_t FundTransfer(XTPFundTransferReq *fund_transfer, uint64_t session_id) = 0; - - ///请求查询资金划拨 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的资金划拨订单筛选条件，其中serial_id可以为0，则默认所有资金划拨订单，如果不为0，则请求特定的资金划拨订单 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryFundTransfer(XTPQueryFundTransferLogReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF清单文件 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的ETF清单文件的筛选条件，其中合约代码可以为空，则默认所有存在的ETF合约代码，market字段也可以为初始值，则默认所有市场的ETF合约 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETF(XTPQueryETFBaseReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询ETF股票篮 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询股票篮的的ETF合约，其中合约代码不可以为空，market字段也必须指定 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryETFTickerBasket(XTPQueryETFComponentReq *query_param, uint64_t session_id, int request_id) = 0; - - ///请求查询今日新股申购信息列表 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOInfoList(uint64_t session_id, int request_id) = 0; - - ///请求查询用户新股申购额度信息 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryIPOQuotaInfo(uint64_t session_id, int request_id) = 0; - - ///请求查询期权合约 - ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@param query_param 需要查询的期权合约的筛选条件，可以为NULL（为NULL表示查询所有的期权合约） - ///@param session_id 资金账户对应的session_id,登录时得到 - ///@param request_id 用于用户定位查询响应的ID，由用户自定义 - virtual int QueryOptionAuctionInfo(XTPQueryOptionAuctionInfoReq *query_param, uint64_t session_id, int request_id) = 0; - - - protected: - ~TraderApi() {}; - }; - - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif diff --git a/source/Windows/xtp_18.19_python3_64/xtpapi/xtpquoteapi.dll b/source/Windows/xtp_18.19_python3_64/xtpapi/xtpquoteapi.dll deleted file mode 100644 index 8ae553e..0000000 Binary files a/source/Windows/xtp_18.19_python3_64/xtpapi/xtpquoteapi.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_64/xtpapi/xtpquoteapi.lib b/source/Windows/xtp_18.19_python3_64/xtpapi/xtpquoteapi.lib deleted file mode 100644 index f4d7fdd..0000000 Binary files a/source/Windows/xtp_18.19_python3_64/xtpapi/xtpquoteapi.lib and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_64/xtpapi/xtptraderapi.dll b/source/Windows/xtp_18.19_python3_64/xtpapi/xtptraderapi.dll deleted file mode 100644 index 1b0c776..0000000 Binary files a/source/Windows/xtp_18.19_python3_64/xtpapi/xtptraderapi.dll and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_64/xtpapi/xtptraderapi.lib b/source/Windows/xtp_18.19_python3_64/xtpapi/xtptraderapi.lib deleted file mode 100644 index c78fe9a..0000000 Binary files a/source/Windows/xtp_18.19_python3_64/xtpapi/xtptraderapi.lib and /dev/null differ diff --git a/source/Windows/xtp_18.19_python3_32/CMakeLists.txt b/source/Windows/xtp_api_python3_2.2.42.1/CMakeLists.txt similarity index 77% rename from source/Windows/xtp_18.19_python3_32/CMakeLists.txt rename to source/Windows/xtp_api_python3_2.2.42.1/CMakeLists.txt index 54e7fc0..7e03c1a 100644 --- a/source/Windows/xtp_18.19_python3_32/CMakeLists.txt +++ b/source/Windows/xtp_api_python3_2.2.42.1/CMakeLists.txt @@ -1,5 +1,5 @@ cmake_minimum_required(VERSION 2.8) -project(vn_xtp_api) +project(vn_xtp_api) # 设置使用的编译器 set(CMAKE_BUILD_TYPE "Release") @@ -54,26 +54,27 @@ endif() # 设置Python所在的目录 set(PYTHON_LIBRARY ) if (WIN32) - set(PYTHON_INCLUDE_PATH E:/xtpIDE/Python/Python36-32/include) - link_directories(E:/xtpIDE/Python/Python36-32/libs) + set(PYTHON_INCLUDE_PATH D:/MyThird/Python39/include) + link_directories(D:/MyThird/Python39/libs) include_directories(${PYTHON_INCLUDE_PATH}) elseif(UNIX) set(PYTHON_LIBRARY /usr/local/python3/lib/) - set(PYTHON_INCLUDE_PATH /usr/local/python3/include/python3.6m/) + set(PYTHON_INCLUDE_PATH /usr/local/python3/include/python3.9/) + include_directories(${PYTHON_INCLUDE_PATH}) endif() -# 链接boost库，anaconda /python3用的是python3.6没有用Anaconda +# 链接boost库，anaconda /python3用的是python3.9没有用Anaconda set(BOOST_ROOT ) if (WIN32) - set(BOOST_ROOT E:/xtp/soft/boost_1_57_0_python3_32/boost_1_57_0/) + set(BOOST_ROOT D:/MyThird/boost_1_80_0) set(Boost_USE_STATIC_LIBS ON) #链接boost静态库 - link_directories(E:/xtp/soft/boost_1_57_0_python3_32/boost_1_57_0/stage/lib) + link_directories(D:/MyThird/boost_1_80_0/stage/lib) include_directories(${BOOST_ROOT}) elseif(UNIX) set(Boost_USE_MULTITHREADED ON) - set(BOOST_ROOT /home/likunliang/boost_1_66_0_python3/) - find_package(Boost 1.66.0 COMPONENTS python3 thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错 + set(BOOST_ROOT /usr/local/boost_1_80_0/) + find_package(Boost 1.80.0 COMPONENTS python39 thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错 if(Boost_FOUND) include_directories(${Boost_INCLUDE_DIRS}) endif() @@ -86,17 +87,17 @@ set (vnxtptrader ) option(BUILD_XTP_MD "build xtp md" ON) if (BUILD_XTP_MD) add_definitions(-BUILD_XTP_MD) - set(XTP_MD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote) + set(XTP_MD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote) include_directories(${XTP_MD_PATH}) - set(VN_XTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote/vnxtpquote.cpp) + set(VN_XTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtpquote/vnxtpquote.cpp) add_library(vnxtpquote SHARED ${VN_XTP_MD_SOURCE}) endif() option(BUILD_XTP_TD "build xtp td" ON) if (BUILD_XTP_TD) add_definitions(-BUILD_XTP_TD) - set(XTP_TD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/) + set(XTP_TD_PATH ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/) include_directories(${XTP_TD_PATH}) - set(VN_XTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader/vnxtptrader.cpp) + set(VN_XTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnxtptrader/vnxtptrader.cpp) add_library(vnxtptrader SHARED ${VN_XTP_TD_SOURCE}) endif() @@ -110,7 +111,7 @@ elseif(UNIX) target_link_libraries(vnxtpquote ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${XTPAPI_MD_LIBRARY}) endif() # 将生成的dll文件后缀名修改为pyd（仅在windows下） -set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.dll") +set(MD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.dll) if (EXISTS ${MD_DLL}) file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnxtpquote.pyd) endif() diff --git a/source/Windows/xtp_api_python3_2.2.42.1/README.md b/source/Windows/xtp_api_python3_2.2.42.1/README.md new file mode 100644 index 0000000..8f7ceab --- /dev/null +++ b/source/Windows/xtp_api_python3_2.2.42.1/README.md @@ -0,0 +1,23 @@ +中泰证券量化交易平台XTP PYTHON API接口 + +本项目是中泰证券XTP极速交易PYTHON接口的开源实现，供客户在量化交易中使用PYTHON接口快速接入XTP系统。中泰证券XTP是为股票交易而生的极速交易系统，为投资者提供极速交易、极速行情、Level2行情。 + +目前xtp系统最新的api版本为2.2.38.1，支持win、linux平台运行 + +请先到中泰证券xtp官方网站申请测试账号 https://xtp.zts.com.cn 及测试环境的连接ip、端口等信息 + +API参考官方C++版本的接口文档 https://xtp.zts.com.cn/doc/api/xtpDoc + +由于python版本api封装使用的vs2010，如果未安装vs环境，运行时会提示ImportError:DLL load failed。需要根据python的位数选择对应的运行库，32位的选x86，64位选x64，执行程序参考文件包vs2010运行库 +x86系统的vs2010运行库：vcredist_x86.exe +x64系统的vs2010运行库：vcredist_x64.exe + +##事项说明: + +1.当前xtp的python api封装支持win7系统、win10系统和Linux系统，在bin目录下Linux文件夹中有python3封装库，Windows文件夹中有64位的python3封装库。test文件夹下包含行情和交易的测试脚本。 + +2.当前bin目录下编译时python3使用的python3.9.13版本，如果直接使用当前的封装库，请注意使用的python版本是否为3.9系列。在Windows下如果您使用的python版本和我们编译时使用的版本不一致，会导致调用python封装库失败。 + +3.如果您需要按自己的python版本编译封装库，可以使用source目录下的代码，根据自己的python的版本，及该python版本对应的编译后的boost库，自行编译所需的python封装库。（具体过程在doc文件夹下有编译过程文档，source文件夹下有源码，包括Linux和Windows下编译的python3封装库)。 + +4.XTP_API_20231031_2.2.38.1文件夹下存放最新的xtp系统的api，当前python封装库分别包含行情和交易库，python封装后的接口与当前xtp系统api的所有接口都保持一致，只有方法名有所区别，python封装后的接口方法名首字母小写，而xtp系统api的方法名首字母大写。因此所有封装后的python接口方法使用和功能都可以参见xtp系统api的接口方法。请在xtp_quote_api.h、xtp_trader_api.h两个头文件中了解各个接口的使用及功能。 \ No newline at end of file diff --git a/source/Linux/xtp_python3_18.19/build.sh b/source/Windows/xtp_api_python3_2.2.42.1/build.sh similarity index 100% rename from source/Linux/xtp_python3_18.19/build.sh rename to source/Windows/xtp_api_python3_2.2.42.1/build.sh diff --git a/source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/ReadMe.txt b/source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/ReadMe.txt similarity index 100% rename from source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/ReadMe.txt rename to source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/ReadMe.txt diff --git a/source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/dllmain.cpp b/source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/dllmain.cpp similarity index 100% rename from source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/dllmain.cpp rename to source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/dllmain.cpp diff --git a/source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/libsodium.dll b/source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/libsodium.dll similarity index 100% rename from source/Windows/xtp_18.19_python2_32/vnxtptrader/vnxtptrader/libsodium.dll rename to source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/libsodium.dll diff --git a/source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/stdafx.cpp b/source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/stdafx.cpp similarity index 100% rename from source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/stdafx.cpp rename to source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/stdafx.cpp diff --git a/source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/stdafx.h b/source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/stdafx.h similarity index 100% rename from source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/stdafx.h rename to source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/stdafx.h diff --git a/source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/targetver.h b/source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/targetver.h similarity index 100% rename from source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/targetver.h rename to source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/targetver.h diff --git a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/vnxtpquote.cpp b/source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/vnxtpquote.cpp similarity index 63% rename from source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/vnxtpquote.cpp rename to source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/vnxtpquote.cpp index 2f080af..1616eb0 100644 --- a/source/Windows/xtp_18.19_python2_64/vnxtpquote/vnxtpquote/vnxtpquote.cpp +++ b/source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/vnxtpquote.cpp @@ -33,6 +33,32 @@ void getDouble(dict d, string key, double *value) } }; +void getInt64(dict d, string key, int64_t *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +}; + +void getInt16(dict d, string key, int16_t *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +} + void getStr(dict d, string key, char *value) { if (d.has_key(key)) @@ -69,6 +95,11 @@ void getChar(dict d, string key, char *value) } }; +string addEndingChar(char *value){ + string endStr = value; + return endStr; +} + ///------------------------------------------------------------------------------------- ///C++Ļصݱ浽 ///------------------------------------------------------------------------------------- @@ -96,6 +127,15 @@ void QuoteApi::OnError(XTPRI *error_info) this->task_queue.push(task); }; +void QuoteApi::OnTickByTickLossRange(int begin_seq, int end_seq) +{ + Task* task = new Task(); + task->task_name = ONTICKBYTICKLOSSRANGE; + task->task_id = begin_seq; + task->task_one_counts = end_seq; + this->task_queue.push(task); +}; + void QuoteApi::OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) { Task* task = new Task(); @@ -180,6 +220,21 @@ void QuoteApi::OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t this->task_queue.push(task); }; +void QuoteApi::OnETFIOPVData(IOPV *iopv) +{ + Task* task = new Task(); + task->task_name = ONETFIOPVDATA; + + if (iopv) + { + IOPV *task_data = new IOPV(); + *task_data = *iopv; + task->task_data = task_data; + } + + this->task_queue.push(task); +}; + void QuoteApi::OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) { Task* task = new Task(); @@ -350,7 +405,7 @@ void QuoteApi::OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error void QuoteApi::OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchage_id,XTPRI *error_info) { Task* task = new Task(); - task->task_name = ONUNSUBSCRIBEALLMARKETDATA; + task->task_name = ONUNSUBSCRIBEALLORDERBOOK; if (error_info) { @@ -440,6 +495,102 @@ void QuoteApi::OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, b }; +void QuoteApi::OnQueryAllTickersFullInfo(XTPQFI * ticker_info, XTPRI * error_info, bool is_last) { + + Task* task = new Task(); + task->task_name = ONQUERYALLTICKERSFULLINFO; + + if (ticker_info) + { + XTPQFI *task_data = new XTPQFI(); + *task_data = *ticker_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_last = is_last; + this->task_queue.push(task); +} + +void QuoteApi::OnQueryAllNQTickersFullInfo(XTPNQFI* ticker_info, XTPRI *error_info, bool is_last) +{ + Task* task = new Task(); + task->task_name = ONQUERYALLNQTICKERSFULLINFO; + + if (ticker_info) + { + XTPNQFI *task_data = new XTPNQFI(); + *task_data = *ticker_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_last = is_last; + this->task_queue.push(task); +} + +void QuoteApi::OnRebuildQuoteServerDisconnected(int reason) +{ + Task* task = new Task(); + task->task_name = ONREBUILDQUOTESERVERDISCONNECTED; + + task->task_id = reason; + this->task_queue.push(task); +} + +void QuoteApi::OnRequestRebuildQuote(XTPQuoteRebuildResultRsp* rebuild_result) +{ + Task* task = new Task(); + task->task_name = ONREQUESTREBUILDQUOTE; + if (rebuild_result) + { + XTPQuoteRebuildResultRsp* task_data = new XTPQuoteRebuildResultRsp(); + *task_data = *rebuild_result; + task->task_data = task_data; + } + this->task_queue.push(task); +} + +void QuoteApi::OnRebuildTickByTick(XTPTBT *tbt_data) +{ + Task* task = new Task(); + task->task_name = ONREBUILDTICKBYTICK; + + if (tbt_data) + { + XTPTBT *task_data = new XTPTBT(); + *task_data = *tbt_data; + task->task_data = task_data; + } + + this->task_queue.push(task); +} + +void QuoteApi::OnRebuildMarketData(XTPMD *md_data) +{ + Task* task = new Task(); + task->task_name = ONREBUILDMARKETDATA; + if (md_data) + { + XTPMD *task_data = new XTPMD(); + *task_data = *md_data; + task->task_data = task_data; + } + this->task_queue.push(task); +} + void QuoteApi::OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info) { @@ -688,6 +839,47 @@ void QuoteApi::processTask() this->processUnSubscribeAllOptionTickByTick(task); break; } + case ONQUERYALLTICKERSFULLINFO: { + this->processQueryAllTickersFullInfo(task); + break; + } + case ONREBUILDQUOTESERVERDISCONNECTED: + { + this->processRebuildQuoteServerDisconnected(task); + break; + } + case ONREQUESTREBUILDQUOTE: + { + this->processRequestRebuildQuote(task); + break; + } + case ONREBUILDTICKBYTICK: + { + this->processRebuildTickByTick(task); + break; + } + case ONREBUILDMARKETDATA: + { + this->processRebuildMarketData(task); + break; + } + case ONQUERYALLNQTICKERSFULLINFO: + { + this->processQueryAllNQTickersFullInfo(task); + break; + } + + case ONTICKBYTICKLOSSRANGE: + { + this->processTickByTickLossRange(task); + break; + } + + case ONETFIOPVDATA: + { + this->processETFIOPVData(task); + break; + } }; } }; @@ -709,7 +901,7 @@ void QuoteApi::processError(Task *task) { XTPRI *task_error = (XTPRI*) task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -717,6 +909,13 @@ void QuoteApi::processError(Task *task) delete task; }; +void QuoteApi::processTickByTickLossRange(Task *task) +{ + PyLock lock; + this->onTickByTickLossRange(task->task_id, task->task_one_counts); + delete task; +}; + void QuoteApi::processSubMarketData(Task *task) { PyLock lock; @@ -725,7 +924,7 @@ void QuoteApi::processSubMarketData(Task *task) { XTPST *task_data = (XTPST*) task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); delete task->task_data; } @@ -734,7 +933,7 @@ void QuoteApi::processSubMarketData(Task *task) { XTPRI *task_error = (XTPRI*) task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -750,7 +949,7 @@ void QuoteApi::processUnSubMarketData(Task *task) { XTPST *task_data = (XTPST*) task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); delete task->task_data; } @@ -759,7 +958,7 @@ void QuoteApi::processUnSubMarketData(Task *task) { XTPRI *task_error = (XTPRI*) task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -775,7 +974,7 @@ void QuoteApi::processDepthMarketData(Task *task) { XTPMD *task_data = (XTPMD*)task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); data["last_price"] = task_data->last_price; data["pre_close_price"] = task_data->pre_close_price; data["open_price"] = task_data->open_price; @@ -802,11 +1001,11 @@ void QuoteApi::processDepthMarketData(Task *task) data["trades_count"] = task_data->trades_count; char str_ticker_status[9] = {"\0"}; #ifdef _MSC_VER //WIN32 - strcpy_s(str_ticker_status, sizeof(task_data->ticker_status)+1, task_data->ticker_status); + strncpy(str_ticker_status, task_data->ticker_status,sizeof(task_data->ticker_status)); #elif __GNUC__ strncpy(str_ticker_status, task_data->ticker_status, sizeof(task_data->ticker_status)); #endif - data["ticker_status"] = str_ticker_status; + data["ticker_status"] = addEndingChar(str_ticker_status); boost::python::list ask; boost::python::list bid; @@ -827,7 +1026,8 @@ void QuoteApi::processDepthMarketData(Task *task) data["ask_qty"] = ask_qty; data["data_type"] = (int)task_data->data_type; - if (task_data->data_type == XTP_MARKETDATA_ACTUAL){ + data["data_type_v2"] = (int)task_data->data_type_v2; + if (task_data->data_type_v2 == XTP_MARKETDATA_V2_ACTUAL){ data["total_bid_qty"] = task_data->stk.total_bid_qty; data["total_ask_qty"] = task_data->stk.total_ask_qty; data["ma_bid_price"] = task_data->stk.ma_bid_price; @@ -860,13 +1060,45 @@ void QuoteApi::processDepthMarketData(Task *task) data["pre_iopv"] = task_data->stk.pre_iopv; data["r1"] = task_data->stk.r1; data["r2"] = task_data->stk.r2; - }else if (task_data->data_type == XTP_MARKETDATA_OPTION){ + }else if (task_data->data_type_v2 == XTP_MARKETDATA_V2_OPTION){ data["auction_price"] = task_data->opt.auction_price; data["auction_qty"] = task_data->opt.auction_qty; data["last_enquiry_time"] = task_data->opt.last_enquiry_time; } + else if (task_data->data_type_v2 == XTP_MARKETDATA_V2_BOND) + { + data["total_bid_qty"] = task_data->bond.total_bid_qty; + data["total_ask_qty"] = task_data->bond.total_ask_qty; + data["ma_bid_price"] = task_data->bond.ma_bid_price; + data["ma_ask_price"] = task_data->bond.ma_ask_price; + data["ma_bond_bid_price"] = task_data->bond.ma_bond_bid_price; + data["ma_bond_ask_price"] = task_data->bond.ma_bond_ask_price; + data["yield_to_maturity"] = task_data->bond.yield_to_maturity; + data["match_lastpx"] = task_data->bond.match_lastpx; + data["ma_bond_price"] = task_data->bond.ma_bond_price; + data["match_qty"] = task_data->bond.match_qty; + data["match_turnover"] = task_data->bond.match_turnover; + data["r4"] = task_data->bond.r4; + data["r5"] = task_data->bond.r5; + data["r6"] = task_data->bond.r6; + data["r7"] = task_data->bond.r7; + data["r8"] = task_data->bond.r8; + data["cancel_buy_count"] = task_data->bond.cancel_buy_count; + data["cancel_sell_count"] = task_data->bond.cancel_sell_count; + data["cancel_buy_qty"] = task_data->bond.cancel_buy_qty; + data["cancel_sell_qty"] = task_data->bond.cancel_sell_qty; + data["cancel_buy_money"] = task_data->bond.cancel_buy_money; + data["cancel_sell_money"] = task_data->bond.cancel_sell_money; + data["total_buy_count"] = task_data->bond.total_buy_count; + data["total_sell_count"] = task_data->bond.total_sell_count; + data["duration_after_buy"] = task_data->bond.duration_after_buy; + data["duration_after_sell"] = task_data->bond.duration_after_sell; + data["num_bid_orders"] = task_data->bond.num_bid_orders; + data["num_ask_orders"] = task_data->bond.num_ask_orders; + data["instrument_status"] = addEndingChar(task_data->bond.instrument_status); + } - data["r4"] = task_data->r4; + //data["r4"] = task_data->r4; delete task->task_data; } @@ -899,6 +1131,24 @@ void QuoteApi::processDepthMarketData(Task *task) delete task; }; +void QuoteApi::processETFIOPVData(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + IOPV *task_data = (IOPV*)task->task_data; + data["exchange_id"] = (int)task_data->exchange_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["data_time"] = task_data->data_time; + data["iopv"] = task_data->iopv; + delete task->task_data; + } + + this->onETFIOPVData(data); + delete task; +}; + void QuoteApi::processSubOrderBook(Task *task) { PyLock lock; @@ -907,7 +1157,7 @@ void QuoteApi::processSubOrderBook(Task *task) { XTPST *task_data = (XTPST*) task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); delete task->task_data; } @@ -916,7 +1166,7 @@ void QuoteApi::processSubOrderBook(Task *task) { XTPRI *task_error = (XTPRI*) task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -932,7 +1182,7 @@ void QuoteApi::processUnSubOrderBook(Task *task) { XTPST *task_data = (XTPST*) task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); delete task->task_data; } @@ -941,7 +1191,7 @@ void QuoteApi::processUnSubOrderBook(Task *task) { XTPRI *task_error = (XTPRI*) task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -957,7 +1207,7 @@ void QuoteApi::processOrderBook(Task *task) { XTPOB *task_data = (XTPOB*) task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); data["data_time"] = task_data->data_time; data["last_price"] = task_data->last_price; @@ -997,7 +1247,7 @@ void QuoteApi::processSubTickByTick(Task *task) { XTPST *task_data = (XTPST*)task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); delete task->task_data; } @@ -1006,7 +1256,7 @@ void QuoteApi::processSubTickByTick(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1022,7 +1272,7 @@ void QuoteApi::processUnSubTickByTick(Task *task) { XTPST *task_data = (XTPST*)task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); delete task->task_data; } @@ -1031,7 +1281,7 @@ void QuoteApi::processUnSubTickByTick(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1049,8 +1299,8 @@ void QuoteApi::processTickByTick(Task *task) data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - //data["seq"] = task_data->seq; + data["ticker"] = addEndingChar(task_data->ticker); + data["struct_seq"] = task_data->seq; data["data_time"] = task_data->data_time; data["type"] = (int)task_data->type; @@ -1062,8 +1312,9 @@ void QuoteApi::processTickByTick(Task *task) data["qty"] = task_data->entrust.qty; data["side"] = task_data->entrust.side; data["ord_type"] = task_data->entrust.ord_type; + data["order_no"] = task_data->entrust.order_no; } - else + else if(task_data->type == XTP_TBT_TRADE) { data["channel_no"] = task_data->trade.channel_no; data["seq"] = task_data->trade.seq; @@ -1074,6 +1325,12 @@ void QuoteApi::processTickByTick(Task *task) data["ask_no"] = task_data->trade.ask_no; data["trade_flag"] = task_data->trade.trade_flag; } + else + { + data["channel_no"] = task_data->state.channel_no; + data["seq"] = task_data->state.seq; + data["flag"] = addEndingChar(task_data->state.flag); + } delete task->task_data; } @@ -1090,7 +1347,7 @@ void QuoteApi::processSubscribeAllMarketData(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } this->onSubscribeAllMarketData(task->exchange_id,error); @@ -1105,7 +1362,7 @@ void QuoteApi::processUnSubscribeAllMarketData(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1121,7 +1378,7 @@ void QuoteApi::processSubscribeAllOrderBook(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1137,7 +1394,7 @@ void QuoteApi::processUnSubscribeAllOrderBook(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1153,7 +1410,7 @@ void QuoteApi::processSubscribeAllTickByTick(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1169,7 +1426,7 @@ void QuoteApi::processUnSubscribeAllTickByTick(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1187,8 +1444,8 @@ void QuoteApi::processQueryAllTickers(Task *task) { XTPQSI *task_data = (XTPQSI*)task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; - data["ticker_name"] = task_data->ticker_name; + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); data["ticker_type"] = (int)task_data->ticker_type; data["pre_close_price"] = task_data->pre_close_price; data["upper_limit_price"] = task_data->upper_limit_price; @@ -1205,7 +1462,7 @@ void QuoteApi::processQueryAllTickers(Task *task) { XTPRI *task_error = (XTPRI*) task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1223,7 +1480,7 @@ void QuoteApi::processQueryTickersPriceInfo(Task *task) { XTPTPI *task_data = (XTPTPI*)task->task_data; data["exchange_id"] = (int)task_data->exchange_id; - data["ticker"] = task_data->ticker; + data["ticker"] = addEndingChar(task_data->ticker); data["last_price"] = task_data->last_price; delete task->task_data; @@ -1234,7 +1491,7 @@ void QuoteApi::processQueryTickersPriceInfo(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1254,7 +1511,7 @@ void QuoteApi::processSubscribeAllOptionMarketData(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1270,7 +1527,7 @@ void QuoteApi::processUnSubscribeAllOptionMarketData(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1286,7 +1543,7 @@ void QuoteApi::processSubscribeAllOptionOrderBook(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1302,7 +1559,7 @@ void QuoteApi::processUnSubscribeAllOptionOrderBook(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1318,7 +1575,7 @@ void QuoteApi::processSubscribeAllOptionTickByTick(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } @@ -1334,13 +1591,353 @@ void QuoteApi::processUnSubscribeAllOptionTickByTick(Task *task) { XTPRI *task_error = (XTPRI*)task->task_error; error["error_id"] = task_error->error_id; - error["error_msg"] = task_error->error_msg; + error["error_msg"] = addEndingChar(task_error->error_msg); delete task->task_error; } this->onUnSubscribeAllOptionTickByTick(task->exchange_id,error); delete task; }; + + +void QuoteApi::processQueryAllTickersFullInfo(Task* task) { + PyLock lock; + + dict data; + if (task->task_data) + { + XTPQFI *task_data = (XTPQFI*)task->task_data; + data["exchange_id"] = (int)task_data->exchange_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); + data["security_type"] = (int)task_data->security_type; + data["ticker_qualification_class"] = (int)task_data->ticker_qualification_class; + data["is_registration"] = task_data->is_registration; + data["is_VIE"] = task_data->is_VIE; + data["is_noprofit"] = task_data->is_noprofit; + data["is_weighted_voting_rights"] = task_data->is_weighted_voting_rights; + data["is_have_price_limit"] = task_data->is_have_price_limit; + data["upper_limit_price"] = task_data->upper_limit_price; + data["lower_limit_price"] = task_data->lower_limit_price; + data["pre_close_price"] = task_data->pre_close_price; + data["price_tick"] = task_data->price_tick; + data["bid_qty_upper_limit"] = task_data->bid_qty_upper_limit; + data["bid_qty_lower_limit"] = task_data->bid_qty_lower_limit; + data["bid_qty_unit"] = task_data->bid_qty_unit; + data["ask_qty_upper_limit"] = task_data->ask_qty_upper_limit; + data["ask_qty_lower_limit"] = task_data->ask_qty_lower_limit; + data["ask_qty_unit"] = task_data->ask_qty_unit; + data["market_bid_qty_upper_limit"] = task_data->market_bid_qty_upper_limit; + data["market_bid_qty_lower_limit"] = task_data->market_bid_qty_lower_limit; + data["market_bid_qty_unit"] = task_data->market_bid_qty_unit; + data["market_ask_qty_upper_limit"] = task_data->market_ask_qty_upper_limit; + data["market_ask_qty_lower_limit"] = task_data->market_ask_qty_lower_limit; + data["market_ask_qty_unit"] = task_data->market_ask_qty_unit; + data["security_status"] = (int)task_data->security_status; + + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryAllTickersFullInfo(data, error, task->task_last); + + delete task; +} + +void QuoteApi::processQueryAllNQTickersFullInfo(Task* task) { + PyLock lock; + + dict data; + if (task->task_data) + { + XTPNQFI *task_data = (XTPNQFI*)task->task_data; + data["exchange_id"] = (int)task_data->exchange_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); + data["security_type"] = (int)task_data->security_type; + data["ticker_qualification_class"] = (int)task_data->ticker_qualification_class; + data["ticker_abbr_en"] = addEndingChar(task_data->ticker_abbr_en); + data["base_ticker"] = addEndingChar(task_data->base_ticker); + data["industry_type"] = addEndingChar(task_data->industry_type); + data["currency_type"] = addEndingChar(task_data->currency_type); + data["trade_unit"] = task_data->trade_unit; + data["hang_out_date"] = task_data->hang_out_date; + data["value_date"] = task_data->value_date; + data["maturity_date"] = task_data->maturity_date; + data["per_limit_vol"] = task_data->per_limit_vol; + data["buy_vol_unit"] = task_data->buy_vol_unit; + data["sell_vol_unit"] = task_data->sell_vol_unit; + data["mini_declared_vol"] = task_data->mini_declared_vol; + data["limit_price_attr"] = task_data->limit_price_attr; + data["market_maker_quantity"] = task_data->market_maker_quantity; + data["price_gear"] = task_data->price_gear; + data["first_limit_trans"] = task_data->first_limit_trans; + data["subsequent_limit_trans"] = task_data->subsequent_limit_trans; + data["limit_upper_price"] = task_data->limit_upper_price; + data["limit_lower_price"] = task_data->limit_lower_price; + data["block_trade_upper"] = task_data->block_trade_upper; + data["block_trade_lower"] = task_data->block_trade_lower; + data["convert_into_ration"] = task_data->convert_into_ration; + data["trade_status"] = (int)task_data->trade_status; + data["security_level"] = (int)task_data->security_level; + data["trade_type"] = (int)task_data->trade_type; + data["suspend_flag"] = (int)task_data->suspend_flag; + data["ex_dividend_flag"] = (int)task_data->ex_dividend_flag; + data["layer_type"] = (int)task_data->layer_type; + data["reserved1"] = task_data->reserved1; + data["trade_places"] = addEndingChar(task_data->trade_places); + data["is_rzbd"] = task_data->is_rzbd; + data["is_rqbd"] = task_data->is_rqbd; + data["is_drrz"] = task_data->is_drrz; + data["is_drrq"] = task_data->is_drrq; + data["reserved"] = task_data->reserved; + + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryAllNQTickersFullInfo(data, error, task->task_last); + + delete task; +} + +void QuoteApi::processRebuildQuoteServerDisconnected(Task *task) +{ + PyLock lock; + this->onRebuildQuoteServerDisconnected(task->task_id); + delete task; +} + +void QuoteApi::processRequestRebuildQuote(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQuoteRebuildResultRsp* task_data = (XTPQuoteRebuildResultRsp*)task->task_data; + data["request_id"] = task_data->request_id; + data["exchange_id"] = (int)task_data->exchange_id; + data["size"] = task_data->size; + data["channel_number"] = task_data->channel_number; + data["begin"] = task_data->begin; + data["end"] = task_data->end; + data["result_code"] = (int)task_data->result_code; + data["msg"] = addEndingChar(task_data->msg); + delete task->task_data; + } + this->onRequestRebuildQuote(data); + delete task; +} + +void QuoteApi::processRebuildTickByTick(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPTBT *task_data = (XTPTBT*)task->task_data; + + + data["exchange_id"] = (int)task_data->exchange_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["struct_seq"] = task_data->seq; + data["data_time"] = task_data->data_time; + data["type"] = (int)task_data->type; + + if (task_data->type == XTP_TBT_ENTRUST) + { + data["channel_no"] = task_data->entrust.channel_no; + data["seq"] = task_data->entrust.seq; + data["price"] = task_data->entrust.price; + data["qty"] = task_data->entrust.qty; + data["side"] = task_data->entrust.side; + data["ord_type"] = task_data->entrust.ord_type; + data["order_no"] = task_data->entrust.order_no; + } + else if (task_data->type == XTP_TBT_TRADE) + { + data["channel_no"] = task_data->trade.channel_no; + data["seq"] = task_data->trade.seq; + data["price"] = task_data->trade.price; + data["qty"] = task_data->trade.qty; + data["money"] = task_data->trade.money; + data["bid_no"] = task_data->trade.bid_no; + data["ask_no"] = task_data->trade.ask_no; + data["trade_flag"] = task_data->trade.trade_flag; + } + else + { + data["channel_no"] = task_data->state.channel_no; + data["seq"] = task_data->state.seq; + data["flag"] = addEndingChar(task_data->state.flag); + } + + delete task->task_data; + } + + this->onRebuildTickByTick(data); + delete task; +} + +void QuoteApi::processRebuildMarketData(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPMD *task_data = (XTPMD*)task->task_data; + data["exchange_id"] = (int)task_data->exchange_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["last_price"] = task_data->last_price; + data["pre_close_price"] = task_data->pre_close_price; + data["open_price"] = task_data->open_price; + data["high_price"] = task_data->high_price; + data["low_price"] = task_data->low_price; + data["close_price"] = task_data->close_price; + + data["pre_total_long_positon"] = task_data->pre_total_long_positon; + data["total_long_positon"] = task_data->total_long_positon; + data["pre_settl_price"] = task_data->pre_settl_price; + data["settl_price"] = task_data->settl_price; + + data["upper_limit_price"] = task_data->upper_limit_price; + data["lower_limit_price"] = task_data->lower_limit_price; + data["pre_delta"] = task_data->pre_delta; + data["curr_delta"] = task_data->curr_delta; + + data["data_time"] = task_data->data_time; + + data["qty"] = task_data->qty; + data["turnover"] = task_data->turnover; + data["avg_price"] = task_data->avg_price; + + data["trades_count"] = task_data->trades_count; + char str_ticker_status[9] = { "\0" }; +#ifdef _MSC_VER //WIN32 + strncpy(str_ticker_status, task_data->ticker_status, sizeof(task_data->ticker_status)); +#elif __GNUC__ + strncpy(str_ticker_status, task_data->ticker_status, sizeof(task_data->ticker_status)); +#endif + data["ticker_status"] = addEndingChar(str_ticker_status); + + boost::python::list ask; + boost::python::list bid; + boost::python::list ask_qty; + boost::python::list bid_qty; + + for (int i = 0; i < 10; i++) + { + ask.append(task_data->ask[i]); + bid.append(task_data->bid[i]); + ask_qty.append(task_data->ask_qty[i]); + bid_qty.append(task_data->bid_qty[i]); + } + + data["ask"] = ask; + data["bid"] = bid; + data["bid_qty"] = bid_qty; + data["ask_qty"] = ask_qty; + + data["data_type"] = (int)task_data->data_type; + data["data_type_v2"] = (int)task_data->data_type_v2; + if (task_data->data_type_v2 == XTP_MARKETDATA_V2_ACTUAL) { + data["total_bid_qty"] = task_data->stk.total_bid_qty; + data["total_ask_qty"] = task_data->stk.total_ask_qty; + data["ma_bid_price"] = task_data->stk.ma_bid_price; + data["ma_ask_price"] = task_data->stk.ma_ask_price; + data["ma_bond_bid_price"] = task_data->stk.ma_bond_bid_price; + data["ma_bond_ask_price"] = task_data->stk.ma_bond_ask_price; + data["yield_to_maturity"] = task_data->stk.yield_to_maturity; + data["iopv"] = task_data->stk.iopv; + data["etf_buy_count"] = task_data->stk.etf_buy_count; + data["etf_sell_count"] = task_data->stk.etf_sell_count; + data["etf_buy_qty"] = task_data->stk.etf_buy_qty; + data["etf_buy_money"] = task_data->stk.etf_buy_money; + data["etf_sell_qty"] = task_data->stk.etf_sell_qty; + data["etf_sell_money"] = task_data->stk.etf_sell_money; + data["total_warrant_exec_qty"] = task_data->stk.total_warrant_exec_qty; + data["warrant_lower_price"] = task_data->stk.warrant_lower_price; + data["warrant_upper_price"] = task_data->stk.warrant_upper_price; + data["cancel_buy_count"] = task_data->stk.cancel_buy_count; + data["cancel_sell_count"] = task_data->stk.cancel_sell_count; + data["cancel_buy_qty"] = task_data->stk.cancel_buy_qty; + data["cancel_sell_qty"] = task_data->stk.cancel_sell_qty; + data["cancel_buy_money"] = task_data->stk.cancel_buy_money; + data["cancel_sell_money"] = task_data->stk.cancel_sell_money; + data["total_buy_count"] = task_data->stk.total_buy_count; + data["total_sell_count"] = task_data->stk.total_sell_count; + data["duration_after_buy"] = task_data->stk.duration_after_buy; + data["duration_after_sell"] = task_data->stk.duration_after_sell; + data["num_bid_orders"] = task_data->stk.num_bid_orders; + data["num_ask_orders"] = task_data->stk.num_ask_orders; + data["pre_iopv"] = task_data->stk.pre_iopv; + data["r1"] = task_data->stk.r1; + data["r2"] = task_data->stk.r2; + } + else if (task_data->data_type_v2 == XTP_MARKETDATA_V2_OPTION) { + data["auction_price"] = task_data->opt.auction_price; + data["auction_qty"] = task_data->opt.auction_qty; + data["last_enquiry_time"] = task_data->opt.last_enquiry_time; + } + else if (task_data->data_type_v2 == XTP_MARKETDATA_V2_BOND) + { + data["total_bid_qty"] = task_data->bond.total_bid_qty; + data["total_ask_qty"] = task_data->bond.total_ask_qty; + data["ma_bid_price"] = task_data->bond.ma_bid_price; + data["ma_ask_price"] = task_data->bond.ma_ask_price; + data["ma_bond_bid_price"] = task_data->bond.ma_bond_bid_price; + data["ma_bond_ask_price"] = task_data->bond.ma_bond_ask_price; + data["yield_to_maturity"] = task_data->bond.yield_to_maturity; + data["match_lastpx"] = task_data->bond.match_lastpx; + data["ma_bond_price"] = task_data->bond.ma_bond_price; + data["match_qty"] = task_data->bond.match_qty; + data["match_turnover"] = task_data->bond.match_turnover; + data["r4"] = task_data->bond.r4; + data["r5"] = task_data->bond.r5; + data["r6"] = task_data->bond.r6; + data["r7"] = task_data->bond.r7; + data["r8"] = task_data->bond.r8; + data["cancel_buy_count"] = task_data->bond.cancel_buy_count; + data["cancel_sell_count"] = task_data->bond.cancel_sell_count; + data["cancel_buy_qty"] = task_data->bond.cancel_buy_qty; + data["cancel_sell_qty"] = task_data->bond.cancel_sell_qty; + data["cancel_buy_money"] = task_data->bond.cancel_buy_money; + data["cancel_sell_money"] = task_data->bond.cancel_sell_money; + data["total_buy_count"] = task_data->bond.total_buy_count; + data["total_sell_count"] = task_data->bond.total_sell_count; + data["duration_after_buy"] = task_data->bond.duration_after_buy; + data["duration_after_sell"] = task_data->bond.duration_after_sell; + data["num_bid_orders"] = task_data->bond.num_bid_orders; + data["num_ask_orders"] = task_data->bond.num_ask_orders; + data["instrument_status"] = addEndingChar(task_data->bond.instrument_status); + } + + //data["r4"] = task_data->r4; + + delete task->task_data; + } + + this->onRebuildMarketData(data); + delete task; +} + + ///------------------------------------------------------------------------------------- /// ///------------------------------------------------------------------------------------- @@ -1410,9 +2007,58 @@ void QuoteApi::setHeartBeatInterval(int interval) this->api->SetHeartBeatInterval(interval); }; +void QuoteApi::setUDPRecvThreadAffinity(int32_t cpu_no) +{ + this->api->SetUDPRecvThreadAffinity(cpu_no); +}; + +void QuoteApi::setUDPRecvThreadAffinityArray(boost::python::list tickerList,int count) +{ + int listLength = boost::python::len(tickerList); + if(listLength <= 0) + return; + int32_t *myreqList = new int32_t[listLength]; + for(int i=0;iapi->SetUDPRecvThreadAffinityArray(myreqList, count); + + delete[] myreqList; + myreqList = NULL; +}; + +void QuoteApi::setUDPParseThreadAffinity(int32_t cpu_no) +{ + this->api->SetUDPParseThreadAffinity(cpu_no); +}; + +void QuoteApi::setUDPParseThreadAffinityArray(boost::python::list tickerList,int count) +{ + int listLength = boost::python::len(tickerList); + if(listLength <= 0) + return; + int32_t *myreqList = new int32_t[listLength]; + for(int i=0;iapi->SetUDPParseThreadAffinityArray(myreqList, count); + + delete[] myreqList; + myreqList = NULL; +}; + +void QuoteApi::setUDPSeqLogOutPutFlag(bool flag) +{ + this->api->SetUDPSeqLogOutPutFlag(flag); +}; + int QuoteApi::subscribeMarketData(boost::python::list tickerList,int count, int exchange) { int listLength = boost::python::len(tickerList); + if(listLength <= 0) + return -1; char **myreqList = new char *[listLength]; for(int i=0;iapi->UnSubscribeAllTickByTick((XTP_EXCHANGE_TYPE)exchange); }; -int QuoteApi::login(string ip, int port, string user, string password, int socktype) +int QuoteApi::login(string ip, int port, string user, string password, int socktype,string local_ip) { - int i = this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype); + int i = this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype,local_ip.c_str()); return i; }; @@ -1574,6 +2230,8 @@ int QuoteApi::queryAllTickers(int exchange) int QuoteApi::queryTickersPriceInfo(boost::python::list tickerList,int count, int exchange) { int listLength = boost::python::len(tickerList); + if(listLength <= 0) + return -1; //printf("listLength:%d\n",listLength); char **myreqList = new char *[listLength]; for(int i=0;iapi->QueryAllTickersFullInfo((XTP_EXCHANGE_TYPE) exchange); + return i; +} +int QuoteApi::queryAllNQTickersFullInfo() + { + return this->api->QueryAllNQTickersFullInfo(); +} int QuoteApi::subscribeAllOptionMarketData(int exchange) { @@ -1636,6 +2302,41 @@ int QuoteApi::unSubscribeAllOptionTickByTick(int exchange) return i; }; +int QuoteApi::loginToRebuildQuoteServer(string ip, int port, string user, string password, int sock_type, string local_ip) +{ + int i = this->api->LoginToRebuildQuoteServer(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)sock_type, local_ip.c_str()); + return i; +} + +int QuoteApi::logoutFromRebuildQuoteServer() +{ + int i = this->api->LogoutFromRebuildQuoteServer(); + return i; +} + +int QuoteApi::requestRebuildQuote(dict req) +{ + XTPQuoteRebuildReq myreq = XTPQuoteRebuildReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + getInt(req, "request_id", &myreq.request_id); + int data_type; + int exchange_id; + int channel_number; + getInt(req, "data_type", &data_type); + getInt(req, "exchange_id", &exchange_id); + getInt16(req, "channel_number", &myreq.channel_number); + getInt64(req, "begin", &myreq.begin); + getInt64(req, "end", &myreq.end); + + myreq.data_type = (XTP_QUOTE_REBUILD_DATA_TYPE)data_type; + myreq.exchange_id = (XTP_EXCHANGE_TYPE)exchange_id; + + int ret = api->RequestRebuildQuote(&myreq); + + return ret; +} + ///------------------------------------------------------------------------------------- ///Boost.Pythonװ ///------------------------------------------------------------------------------------- @@ -1666,6 +2367,18 @@ struct QuoteApiWrap : QuoteApi, wrapper < QuoteApi > } }; + virtual void onTickByTickLossRange(int begin_seq, int end_seq) + { + try + { + this->get_override("onTickByTickLossRange")(begin_seq, end_seq); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + virtual void onSubMarketData(dict data, dict error, bool last) { try @@ -1702,6 +2415,18 @@ struct QuoteApiWrap : QuoteApi, wrapper < QuoteApi > } }; + virtual void onETFIOPVData(dict data) + { + try + { + this->get_override("onETFIOPVData")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + virtual void onSubOrderBook(dict data, dict error, bool last) { try @@ -1944,12 +2669,84 @@ struct QuoteApiWrap : QuoteApi, wrapper < QuoteApi > PyErr_Print(); } }; + + virtual void onQueryAllTickersFullInfo(dict data, dict error, bool last) { + PyLock lock; + + try { + this->get_override("onQueryAllTickersFullInfo")(data, error, last); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryAllNQTickersFullInfo(dict data, dict error, bool last) { + PyLock lock; + + try { + this->get_override("onQueryAllNQTickersFullInfo")(data, error, last); + } + catch (error_already_set const &) { + PyErr_Print(); + } + } + + virtual void onRebuildQuoteServerDisconnected(int reason) + { + try + { + this->get_override("onRebuildQuoteServerDisconnected")(reason); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + } + + virtual void onRequestRebuildQuote(dict data) + { + try + { + this->get_override("onRequestRebuildQuote")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + } + + virtual void onRebuildTickByTick(dict data) + { + try + { + this->get_override("onRebuildTickByTick")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + } + + virtual void onRebuildMarketData(dict data) + { + try + { + this->get_override("onRebuildMarketData")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + } }; + + BOOST_PYTHON_MODULE(vnxtpquote) { - PyEval_InitThreads(); //ʱУ֤ȴGIL + //PyEval_InitThreads(); //ʱУ֤ȴGIL + Py_Initialize(); class_("QuoteApi") .def("createQuoteApi", &QuoteApiWrap::createQuoteApi) @@ -1960,6 +2757,11 @@ BOOST_PYTHON_MODULE(vnxtpquote) .def("getApiLastError", &QuoteApiWrap::getApiLastError) .def("setUDPBufferSize", &QuoteApiWrap::setUDPBufferSize) .def("setHeartBeatInterval", &QuoteApiWrap::setHeartBeatInterval) + .def("setUDPRecvThreadAffinity", &QuoteApiWrap::setUDPRecvThreadAffinity) + .def("setUDPRecvThreadAffinityArray", &QuoteApiWrap::setUDPRecvThreadAffinityArray) + .def("setUDPParseThreadAffinity", &QuoteApiWrap::setUDPParseThreadAffinity) + .def("setUDPParseThreadAffinityArray", &QuoteApiWrap::setUDPParseThreadAffinityArray) + .def("setUDPSeqLogOutPutFlag", &QuoteApiWrap::setUDPSeqLogOutPutFlag) .def("subscribeMarketData", &QuoteApiWrap::subscribeMarketData) .def("unSubscribeMarketData", &QuoteApiWrap::unSubscribeMarketData) .def("subscribeOrderBook", &QuoteApiWrap::subscribeOrderBook) @@ -1977,20 +2779,26 @@ BOOST_PYTHON_MODULE(vnxtpquote) .def("queryAllTickers", &QuoteApiWrap::queryAllTickers) .def("queryTickersPriceInfo", &QuoteApiWrap::queryTickersPriceInfo) .def("queryAllTickersPriceInfo", &QuoteApiWrap::queryAllTickersPriceInfo) - + .def("queryAllTickersFullInfo", &QuoteApiWrap::queryAllTickersFullInfo) + .def("queryAllNQTickersFullInfo", &QuoteApiWrap::queryAllNQTickersFullInfo) .def("subscribeAllOptionMarketData", &QuoteApiWrap::subscribeAllOptionMarketData) .def("unSubscribeAllOptionMarketData", &QuoteApiWrap::unSubscribeAllOptionMarketData) .def("subscribeAllOptionOrderBook", &QuoteApiWrap::subscribeAllOptionOrderBook) .def("unSubscribeAllOptionOrderBook", &QuoteApiWrap::unSubscribeAllOptionOrderBook) .def("subscribeAllOptionTickByTick", &QuoteApiWrap::subscribeAllOptionTickByTick) .def("unSubscribeAllOptionTickByTick", &QuoteApiWrap::unSubscribeAllOptionTickByTick) + .def("loginToRebuildQuoteServer", &QuoteApiWrap::loginToRebuildQuoteServer) + .def("requestRebuildQuote", &QuoteApiWrap::requestRebuildQuote) + .def("logoutFromRebuildQuoteServer", &QuoteApiWrap::logoutFromRebuildQuoteServer) .def("onDisconnected", pure_virtual(&QuoteApiWrap::onDisconnected)) .def("onError", pure_virtual(&QuoteApiWrap::onError)) + .def("onTickByTickLossRange", pure_virtual(&QuoteApiWrap::onTickByTickLossRange)) .def("onSubMarketData", pure_virtual(&QuoteApiWrap::onSubMarketData)) .def("onUnSubMarketData", pure_virtual(&QuoteApiWrap::onUnSubMarketData)) .def("onDepthMarketData", pure_virtual(&QuoteApiWrap::onDepthMarketData)) + .def("onETFIOPVData", pure_virtual(&QuoteApiWrap::onETFIOPVData)) .def("onSubOrderBook", pure_virtual(&QuoteApiWrap::onSubOrderBook)) .def("onUnSubOrderBook", pure_virtual(&QuoteApiWrap::onUnSubOrderBook)) .def("onOrderBook", pure_virtual(&QuoteApiWrap::onOrderBook)) @@ -2005,6 +2813,12 @@ BOOST_PYTHON_MODULE(vnxtpquote) .def("onUnSubscribeAllTickByTick", pure_virtual(&QuoteApiWrap::onUnSubscribeAllTickByTick)) .def("onQueryAllTickers", pure_virtual(&QuoteApiWrap::onQueryAllTickers)) .def("onQueryTickersPriceInfo", pure_virtual(&QuoteApiWrap::onQueryTickersPriceInfo)) + .def("onQueryAllTickersFullInfo", &QuoteApiWrap::onQueryAllTickersFullInfo) + .def("onQueryAllNQTickersFullInfo", &QuoteApiWrap::onQueryAllNQTickersFullInfo) + .def("onRebuildQuoteServerDisconnected", &QuoteApiWrap::onRebuildQuoteServerDisconnected) + .def("onRequestRebuildQuote", &QuoteApiWrap::onRequestRebuildQuote) + .def("onRebuildTickByTick", &QuoteApiWrap::onRebuildTickByTick) + .def("onRebuildMarketData", &QuoteApiWrap::onRebuildMarketData) .def("onSubscribeAllOptionMarketData", pure_virtual(&QuoteApiWrap::onSubscribeAllOptionMarketData)) .def("onUnSubscribeAllOptionMarketData", pure_virtual(&QuoteApiWrap::onUnSubscribeAllOptionMarketData)) diff --git a/source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/vnxtpquote.h b/source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/vnxtpquote.h similarity index 79% rename from source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/vnxtpquote.h rename to source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/vnxtpquote.h index 9ca9074..cd09dc2 100644 --- a/source/Linux/xtp_python3_18.19/vnxtpquote/vnxtpquote/vnxtpquote.h +++ b/source/Windows/xtp_api_python3_2.2.42.1/vnxtpquote/vnxtpquote.h @@ -56,6 +56,15 @@ using namespace boost; #define ONUNSUBSCRIBEALLOPTIONORDERBOOK 23 #define ONSUBSCRIBEALLOPTIONTICKBYTICK 24 #define ONUNSUBSCRIBEALLOPTIONTICKBYTICK 25 +#define ONQUERYALLTICKERSFULLINFO 26 +#define ONREBUILDQUOTESERVERDISCONNECTED 27 +#define ONREQUESTREBUILDQUOTE 28 +#define ONREBUILDTICKBYTICK 29 +#define ONREBUILDMARKETDATA 30 + +#define ONQUERYALLNQTICKERSFULLINFO 31 +#define ONTICKBYTICKLOSSRANGE 32 +#define ONETFIOPVDATA 33 ///------------------------------------------------------------------------------------- ///APIеIJ @@ -109,15 +118,15 @@ class ConcurrentQueue { private: queue the_queue; //׼ - mutable mutex the_mutex; //boost - condition_variable the_condition_variable; //boost + mutable boost::mutex the_mutex; //boost + boost::condition_variable the_condition_variable; //boost public: //µ void push(Data const& data) { - mutex::scoped_lock lock(the_mutex); //ȡ + boost::mutex::scoped_lock lock(the_mutex); //ȡ the_queue.push(data); //д lock.unlock(); //ͷ the_condition_variable.notify_one(); //֪ͨȴ߳ @@ -126,14 +135,14 @@ class ConcurrentQueue //ǷΪ bool empty() const { - mutex::scoped_lock lock(the_mutex); + boost::mutex::scoped_lock lock(the_mutex); return the_queue.empty(); } //ȡ Data wait_and_pop() { - mutex::scoped_lock lock(the_mutex); + boost::mutex::scoped_lock lock(the_mutex); while (the_queue.empty()) //Ϊʱ { @@ -160,6 +169,10 @@ void getChar(dict d, string key, char* value); //ֵлȡijֵӦֵַṹֵ void getStr(dict d, string key, char* value); +void getInt64(dict d, string key, int64_t *value); + +void getInt16(dict d, string key, int16_t *value); + ///------------------------------------------------------------------------------------- ///C++ SPIĻصʵ @@ -170,14 +183,14 @@ class QuoteApi : public XTP::API::QuoteSpi { private: XTP::API::QuoteApi* api; //API - thread *task_thread; //ָ߳루pythonݣ + boost::thread *task_thread; //ָ߳루pythonݣ ConcurrentQueue task_queue; // public: QuoteApi() { function0 f = boost::bind(&QuoteApi::processTask, this); - thread t(f); + boost::thread t(f); this->task_thread = &t; }; @@ -200,6 +213,12 @@ class QuoteApi : public XTP::API::QuoteSpi ///@remark ˺ֻڷʱŻãһû virtual void OnError(XTPRI *error_info); + ///ʶӦ + ///@param begin_seq ʳֶʱޣһ£ + ///@param end_seq ʳֶʱޣһ£ + ///@remark ˺ֻʷʱŻеãһ£ʾʧһע˰Ϊݰ1߶ + virtual void OnTickByTickLossRange(int begin_seq, int end_seq); + ///Ӧ ///@param ticker ϸĺԼ ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд @@ -225,6 +244,10 @@ class QuoteApi : public XTP::API::QuoteSpi ///@remark ҪٷأϢʱᴥ virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count); + /// ETFIOPV֪ͨ + /// @param iopv ETFIJολֵݣҪٷأϢʱᴥ + virtual void OnETFIOPVData(IOPV *iopv); + ///鶩Ӧ ///@param ticker ϸĺԼ ///@param error_info ĺԼʱĴϢerror_infoΪգerror_info.error_idΪ0ʱûд @@ -342,6 +365,38 @@ class QuoteApi : public XTP::API::QuoteSpi ///@remark Ҫٷ virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchage_id, XTPRI *error_info); + ///ѯԼ̬ϢӦ + ///@param ticker_info Լ̬Ϣ + ///@param error_info ѯԼ̬ϢʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param is_last Ƿ˴βѯԼ̬ϢһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ + virtual void OnQueryAllTickersFullInfo(XTPQFI* ticker_info, XTPRI *error_info, bool is_last); + + ///ѯԼ̬ϢӦ + ///@param ticker_info Լ̬Ϣ + ///@param error_info ѯԼ̬ϢʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param is_last Ƿ˴βѯԼ̬ϢһӦ𣬵ΪһʱΪtrueΪfalseʾϢӦ + virtual void OnQueryAllNQTickersFullInfo(XTPNQFI* ticker_info, XTPRI *error_info, bool is_last); + + ///ͻزͨӶϿʱ÷á + ///@param reason ԭӦ + ///@remark apiԶ߷ʱûѡزϢᶨʱߣעҪزʱűӣ޻زʱ½ + virtual void OnRebuildQuoteServerDisconnected(int reason); + + ///زָƵӦ + ///@param rebuild_result زʱãزʧܣmsgʾʧԭ + ///@remark Ҫٷأڻزݷͽã̫࣬һ޷ز꣬ôrebuild_result.result_code = XTP_REBUILD_RET_PARTLYʱҪݻزز + virtual void OnRequestRebuildQuote(XTPQuoteRebuildResultRsp* rebuild_result) ; + + ///ز + ///@param tbt_data ز + ///@remark Ҫٷأ˺OnTickByTickһ߳ڣOnRequestRebuildQuote()֮ǰص + virtual void OnRebuildTickByTick(XTPTBT *tbt_data); + + ///زĿ + ///@param md_data ز + ///@remark Ҫٷأ˺OnDepthMarketDataһ߳ڣOnRequestRebuildQuote()֮ǰص + virtual void OnRebuildMarketData(XTPMD *md_data); + //------------------------------------------------------------------------------------- //task //------------------------------------------------------------------------------------- @@ -352,12 +407,16 @@ class QuoteApi : public XTP::API::QuoteSpi void processError(Task *task); + void processTickByTickLossRange(Task *task); + void processSubMarketData(Task *task); void processUnSubMarketData(Task *task); void processDepthMarketData(Task *task); + void processETFIOPVData(Task *task); + void processSubOrderBook(Task *task); void processUnSubOrderBook(Task *task); @@ -386,7 +445,17 @@ class QuoteApi : public XTP::API::QuoteSpi void processQueryTickersPriceInfo(Task *task); + void processQueryAllTickersFullInfo(Task *task); + + void processQueryAllNQTickersFullInfo(Task *task); + + void processRebuildQuoteServerDisconnected(Task *task); + + void processRequestRebuildQuote(Task *task); + void processRebuildTickByTick(Task *task); + + void processRebuildMarketData(Task *task); void processSubscribeAllOptionMarketData(Task *task); @@ -412,12 +481,16 @@ class QuoteApi : public XTP::API::QuoteSpi virtual void onError(dict data) {}; + virtual void onTickByTickLossRange(int begin_seq, int end_seq) {}; + virtual void onSubMarketData(dict data, dict error, bool last) {}; virtual void onUnSubMarketData(dict data, dict error, bool last) {}; virtual void onDepthMarketData(dict data,boost::python::list bid1_qty_list,int bid1_count,int max_bid1_count,boost::python::list ask1_qty_list,int ask1_count,int max_ask1_count) {}; + virtual void onETFIOPVData(dict data) {}; + virtual void onSubOrderBook(dict data, dict error, bool last) {}; virtual void onUnSubOrderBook(dict data, dict error, bool last) {}; @@ -446,7 +519,17 @@ class QuoteApi : public XTP::API::QuoteSpi virtual void onQueryTickersPriceInfo(dict data, dict error, bool last) {}; + virtual void onQueryAllTickersFullInfo(dict data, dict error, bool last) {}; + + virtual void onQueryAllNQTickersFullInfo(dict data, dict error, bool last) {}; + + virtual void onRebuildQuoteServerDisconnected(int reason) {}; + virtual void onRequestRebuildQuote(dict data) {}; + + virtual void onRebuildTickByTick(dict data) {}; + + virtual void onRebuildMarketData(dict data) {}; virtual void onSubscribeAllOptionMarketData(int exchange_id,dict error) {}; @@ -464,7 +547,7 @@ class QuoteApi : public XTP::API::QuoteSpi //req:ֵ //------------------------------------------------------------------------------------- - void createQuoteApi(int clientid, string path, int log_level = XTP_LOG_LEVEL_DEBUG); + void createQuoteApi(int clientid, string path, int log_level); void release(); @@ -480,6 +563,16 @@ class QuoteApi : public XTP::API::QuoteSpi void setHeartBeatInterval(int interval); + void setUDPRecvThreadAffinity(int32_t cpu_no); + + void setUDPRecvThreadAffinityArray(boost::python::list tickerList,int count); + + void setUDPParseThreadAffinity(int32_t cpu_no); + + void setUDPParseThreadAffinityArray(boost::python::list tickerList,int count); + + void setUDPSeqLogOutPutFlag(bool flag); + int subscribeMarketData(boost::python::list tickerList,int count, int exchange); int unSubscribeMarketData(boost::python::list tickerList,int count, int exchange); @@ -504,7 +597,7 @@ class QuoteApi : public XTP::API::QuoteSpi int unSubscribeAllTickByTick(int exchange = 3); - int login(string ip, int port, string user, string password, int socktype); + int login(string ip, int port, string user, string password, int socktype,string local_ip); int logout(); @@ -514,8 +607,9 @@ class QuoteApi : public XTP::API::QuoteSpi int queryAllTickersPriceInfo(); + int queryAllTickersFullInfo(int exchange); - + int queryAllNQTickersFullInfo(); int subscribeAllOptionMarketData(int exchange = XTP_EXCHANGE_UNKNOWN); @@ -528,4 +622,10 @@ class QuoteApi : public XTP::API::QuoteSpi int subscribeAllOptionTickByTick(int exchange = XTP_EXCHANGE_UNKNOWN); int unSubscribeAllOptionTickByTick(int exchange = XTP_EXCHANGE_UNKNOWN); + + int loginToRebuildQuoteServer(string ip, int port, string user, string password, int sock_type, string local_ip); + + int logoutFromRebuildQuoteServer(); + + int requestRebuildQuote(dict req); }; diff --git a/source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/dllmain.cpp b/source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/dllmain.cpp similarity index 100% rename from source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/dllmain.cpp rename to source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/dllmain.cpp diff --git a/source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/stdafx.cpp b/source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/stdafx.cpp similarity index 100% rename from source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/stdafx.cpp rename to source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/stdafx.cpp diff --git a/source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/stdafx.h b/source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/stdafx.h similarity index 100% rename from source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/stdafx.h rename to source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/stdafx.h diff --git a/source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/targetver.h b/source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/targetver.h similarity index 100% rename from source/Linux/xtp_python3_18.19/vnxtptrader/vnxtptrader/targetver.h rename to source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/targetver.h diff --git a/source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/vnxtptrader.cpp b/source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/vnxtptrader.cpp new file mode 100644 index 0000000..6ef9ff1 --- /dev/null +++ b/source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/vnxtptrader.cpp @@ -0,0 +1,5797 @@ +// vnctpmd.cpp : DLL Ӧóĵ +// +//#include "stdafx.h" +#include "vnxtptrader.h" + +///------------------------------------------------------------------------------------- +///PythonC++תõĺ +///------------------------------------------------------------------------------------- + +// Ƕ׽ṹ-intʹ +void getNestedDictValue(dict d, string key1, string key2, int *value) { + if (d.has_key(key1)) { //ֵǷڸüֵ + dict o1 = (dict)d[key1]; //ȡüֵ + if (o1.has_key(key2)) { + object o2 = o1[key2]; //ȡüֵ + extract x(o2); //ȡ + if (x.check()) { //ȡ + *value = x(); //Ŀָ븳ֵ + } + } + } +} + +// Ƕ׽ṹ-ַʹ +void getNestedDictChar(dict d, string key1, string key2, char *value) { + if (d.has_key(key1)) { //ֵǷڸüֵ + dict o1 = (dict)d[key1]; //ȡüֵ + if (o1.has_key(key2)) { + object o2 = o1[key2]; //ȡüֵ + extract x(o2); //ȡ + if (x.check()) { //ȡ + string s = x(); + const char *buffer = s.c_str(); +#ifdef WIN32 + strcpy_s(value, strlen(buffer) + 1, buffer); +#else + strncpy(value, buffer, strlen(buffer) + 1); +#endif + } + } + } +} + +// Ƕ׽ṹ-ַʹ +void getNestedDictChar2(dict d, string key1, string key2, string key3, char *value, int index) { + if (d.has_key(key1)) { //ֵǷڸüֵ + dict o1 = (dict)d[key1]; //ȡüֵ + if (o1.has_key(key2)) { + dict o2 = (dict)(((boost::python::list)o1[key2])[index]); //ȡüֵ + if (o2.has_key(key3)) { + object o3 = o2[key3]; //ȡüֵ + extract x(o3); //ȡ + if (x.check()) { //ȡ + string s = x(); + const char *buffer = s.c_str(); +#ifdef WIN32 + strcpy_s(value, strlen(buffer) + 1, buffer); +#else + strncpy(value, buffer, strlen(buffer) + 1); +#endif + } + } + } + } +} + +// Ƕ׽ṹ-intʹ +void getNestedDictValue2(dict d, string key1, string key2, string key3, int *value, int index) +{ + if (d.has_key(key1)) { //ֵǷڸüֵ + dict o1 = (dict)d[key1]; //ȡüֵ + if (o1.has_key(key2)) { + dict o2 = (dict)(((boost::python::list)o1[key2])[index]); //ȡüֵ + if (o2.has_key(key3)) { + object o3 = o2[key3]; //ȡüֵ + extract x(o3); //ȡ + if (x.check()) { //ȡ + *value = x(); //Ŀָ븳ֵ + } + } + } + } +} + +void getInt(dict d, string key, int *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +}; + +void getUint64(dict d, string key, uint64_t *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +}; + +void getUint32(dict d, string key, uint32_t *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +}; + +void getInt64(dict d, string key, int64_t *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +}; + +void getDouble(dict d, string key, double *value) +{ + if (d.has_key(key)) + { + object o = d[key]; + extract x(o); + if (x.check()) + { + *value = x(); + } + } +}; + +void getStr(dict d, string key, char *value) +{ + if (d.has_key(key)) + { + object o = d[key]; + extract x(o); + if (x.check()) + { + string s = x(); + const char *buffer = s.c_str(); + //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ + //+1ӦΪC++ַĽβţرȷ1 +#ifdef _MSC_VER //WIN32 + strcpy_s(value, strlen(buffer) + 1, buffer); +#elif __GNUC__ + strncpy(value, buffer, strlen(buffer) + 1); +#endif + } + } +}; + +void getChar(dict d, string key, char *value) +{ + if (d.has_key(key)) + { + object o = d[key]; + extract x(o); + if (x.check()) + { + string s = x(); + const char *buffer = s.c_str(); + *value = *buffer; + } + } +}; + +string addEndingChar(char *value) +{ + string endStr = value; + return endStr; +} + +///------------------------------------------------------------------------------------- +///C++Ļصݱ浽 +///------------------------------------------------------------------------------------- + +void TraderApi::OnDisconnected(uint64_t session_id, int reason) +{ + Task* task = new Task(); + task->task_name = ONDISCONNECTED; + task->addtional_int = session_id; //ֶ޸ + task->task_id = reason; + this->task_queue.push(task); +}; + +void TraderApi::OnError(XTPRI *error_info) +{ + Task* task = new Task(); + task->task_name = ONERROR; + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + this->task_queue.push(task); +}; + +void TraderApi::OnQueryAccountTradeMarket(int trade_location, XTPRI *error_info, int request_id, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYACCOUNTTRADEMARKET; + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->reason = trade_location; + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONORDEREVENT; + + if (order_info) + { + XTPOrderInfo *task_data = new XTPOrderInfo(); + *task_data = *order_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + + this->task_queue.push(task); +}; + +void TraderApi::OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONTRADEEVENT; + + if (trade_info) + { + XTPTradeReport *task_data = new XTPTradeReport(); + *task_data = *trade_info; + task->task_data = task_data; + } + + task->addtional_int = session_id; + + this->task_queue.push(task); +}; + +void TraderApi::OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONCANCELORDERERROR; + + if (cancel_info) + { + XTPOrderCancelInfo *task_data = new XTPOrderCancelInfo(); + *task_data = *cancel_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + + this->task_queue.push(task); +}; + +void TraderApi::OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYORDER; + + if (order_info) + { + XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); + *task_data = *order_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryOrderEx(XTPOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYORDEREX; + + if (order_info) + { + XTPOrderInfoEx* task_data = new XTPOrderInfoEx(); + *task_data = *order_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); + +} + +void TraderApi::OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYORDERBYPAGE; + + if (order_info) + { + XTPQueryOrderRsp *task_data = new XTPQueryOrderRsp(); + *task_data = *order_info; + task->task_data = task_data; + } + + task->addtional_int_two = req_count; + task->addtional_int_three = order_sequence; + task->addtional_int_four = query_reference; + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryOrderByPageEx(XTPOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYORDERBYPAGEEX; + + if (order_info) + { + XTPOrderInfoEx* task_data = new XTPOrderInfoEx(); + *task_data = *order_info; + task->task_data = task_data; + } + + task->addtional_int_two = req_count; + task->addtional_int_three = order_sequence; + task->addtional_int_four = query_reference; + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYTRADE; + + if (trade_info) + { + XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); + *task_data = *trade_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYTRADEBYPAGE; + + if (trade_info) + { + XTPQueryTradeRsp *task_data = new XTPQueryTradeRsp(); + *task_data = *trade_info; + task->task_data = task_data; + } + + task->addtional_int_two = req_count; + task->addtional_int_three = trade_sequence; + task->addtional_int_four = query_reference; + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYPOSITION; + if (position) + { + XTPQueryStkPositionRsp *task_data = new XTPQueryStkPositionRsp(); + *task_data = *position; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYASSET; + + if (asset) + { + XTPQueryAssetRsp *task_data = new XTPQueryAssetRsp(); + *task_data = *asset; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYSTRUCTUREDFUND; + + if (fund_info) + { + XTPStructuredFundInfo *task_data = new XTPStructuredFundInfo(); + *task_data = *fund_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYFUNDTRANSFER; + + if (fund_transfer_info) + { + XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); + *task_data = *fund_transfer_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONFUNDTRANSFER; + + if (fund_transfer_info) + { + XTPFundTransferNotice *task_data = new XTPFundTransferNotice(); + *task_data = *fund_transfer_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYETF; + + if (etf_info) + { + XTPQueryETFBaseRsp *task_data = new XTPQueryETFBaseRsp(); + *task_data = *etf_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYETFBASKET; + + if (etf_component_info) + { + XTPQueryETFComponentRsp *task_data = new XTPQueryETFComponentRsp(); + *task_data = *etf_component_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYIPOINFOLIST; + + if (ipo_info) + { + XTPQueryIPOTickerRsp *task_data = new XTPQueryIPOTickerRsp(); + *task_data = *ipo_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYIPOQUOTAINFO; + + if (quota_info) + { + XTPQueryIPOQuotaRsp *task_data = new XTPQueryIPOQuotaRsp(); + *task_data = *quota_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +}; + +void TraderApi::OnQueryBondIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYBONDIPOINFOLIST; + + if (ipo_info) + { + XTPQueryIPOTickerRsp *task_data = new XTPQueryIPOTickerRsp(); + *task_data = *ipo_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryBondSwapStockInfo(XTPQueryBondSwapStockRsp *swap_stock_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYBONDSWAPSTOCKINFO; + + if(swap_stock_info) + { + XTPQueryBondSwapStockRsp *task_data = new XTPQueryBondSwapStockRsp; + *task_data = *swap_stock_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYOPTIONAUCTIONINFO; + + if (option_info) + { + XTPQueryOptionAuctionInfoRsp *task_data = new XTPQueryOptionAuctionInfoRsp(); + *task_data = *option_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnCreditCashRepay(XTPCrdCashRepayRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONCREDITCASHREPAY; + if (cash_repay_info) + { + XTPCrdCashRepayRsp *task_data = new XTPCrdCashRepayRsp(); + *task_data = *cash_repay_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditCashRepayInfo(XTPCrdCashRepayInfo * cash_repay_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITCASHREPAYINFO; + if (cash_repay_info) + { + XTPCrdCashRepayInfo *task_data = new XTPCrdCashRepayInfo(); + *task_data = *cash_repay_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditFundInfo(XTPCrdFundInfo * fund_info, XTPRI * error_info, int request_id, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITFUNDINFO; + if (fund_info) + { + XTPCrdFundInfo *task_data = new XTPCrdFundInfo(); + *task_data = *fund_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditDebtInfo(XTPCrdDebtInfo * debt_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITDEBTINFO; + if (debt_info) + { + XTPCrdDebtInfo *task_data = new XTPCrdDebtInfo(); + *task_data = *debt_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditTickerDebtInfo(XTPCrdDebtStockInfo * debt_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITTICKERDEBTINFO; + if (debt_info) + { + XTPCrdDebtStockInfo *task_data = new XTPCrdDebtStockInfo(); + *task_data = *debt_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditAssetDebtInfo(double remain_amount, XTPRI * error_info, int request_id, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITASSETDEBTINFO; + task->remain_amount = remain_amount; + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStkInfo * assign_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITTICKERASSIGNINFO; + if (assign_info) + { + XTPClientQueryCrdPositionStkInfo *task_data = new XTPClientQueryCrdPositionStkInfo(); + *task_data = *assign_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo * stock_info, XTPRI * error_info, int request_id, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITEXCESSSTOCK; + if (stock_info) + { + XTPClientQueryCrdSurplusStkRspInfo *task_data = new XTPClientQueryCrdSurplusStkRspInfo(); + *task_data = *stock_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryMulCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo * stock_info, XTPRI * error_info, int request_id, uint64_t session_id, bool is_last) { + + Task* task = new Task(); + task->task_name = ONQUERYMULCREDITEXCESSSTOCK; + if (stock_info) + { + XTPClientQueryCrdSurplusStkRspInfo *task_data = new XTPClientQueryCrdSurplusStkRspInfo(); + *task_data = *stock_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + task->task_last = is_last; + this->task_queue.push(task); +} + + +void TraderApi::OnCreditExtendDebtDate(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI * error_info, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONCREDITEXTENDDEBTDATE; + if (debt_extend_info) + { + XTPCreditDebtExtendNotice *task_data = new XTPCreditDebtExtendNotice(); + *task_data = *debt_extend_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryCreditExtendDebtDateOrders(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITEXTENDDEBTDATEORDERS; + if (debt_extend_info) + { + XTPCreditDebtExtendNotice *task_data = new XTPCreditDebtExtendNotice(); + *task_data = *debt_extend_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + + this->task_queue.push(task); +} + +void TraderApi::OnQueryCreditFundExtraInfo(XTPCrdFundExtraInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITFUNDEXTRAINFO; + if (fund_info) + { + XTPCrdFundExtraInfo *task_data = new XTPCrdFundExtraInfo(); + *task_data = *fund_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + + this->task_queue.push(task); +} + +void TraderApi::OnQueryCreditPositionExtraInfo(XTPCrdPositionExtraInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYCREDITPOSITIONEXTRAINFO; + if (fund_info) + { + XTPCrdPositionExtraInfo *task_data = new XTPCrdPositionExtraInfo(); + *task_data = *fund_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + + this->task_queue.push(task); +} + +void TraderApi::OnCreditCashRepayDebtInterestFee(XTPCrdCashRepayDebtInterestFeeRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONCREDITCASHREPAYDEBTINTERESTFEE; + if (cash_repay_info) + { + XTPCrdCashRepayDebtInterestFeeRsp *task_data = new XTPCrdCashRepayDebtInterestFeeRsp(); + *task_data = *cash_repay_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnCancelOptionCombinedOrderError(XTPOptCombOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONCANCELOPTIONCOMBINEDORDERERROR; + + if (cancel_info) { + XTPOptCombOrderCancelInfo *task_data = new XTPOptCombOrderCancelInfo(); + *task_data = *cancel_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnOptionCombinedOrderEvent(XTPOptCombOrderInfo * order_info, XTPRI * error_info, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONOPTIONCOMBINEDORDEREVENT; + + if (order_info) { + XTPOptCombOrderInfo *task_data = new XTPOptCombOrderInfo(); + *task_data = *order_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnOptionCombinedTradeEvent(XTPOptCombTradeReport * trade_info, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONOPTIONCOMBINEDTRADEEVENT; + + if (trade_info) { + XTPOptCombTradeReport *task_data = new XTPOptCombTradeReport(); + *task_data = *trade_info; + task->task_data = task_data; + } + + + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOptionCombinedOrders(XTPQueryOptCombOrderRsp * order_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDORDERS; + + if (order_info) { + XTPQueryOptCombOrderRsp *task_data = new XTPQueryOptCombOrderRsp(); + *task_data = *order_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOptionCombinedOrdersEx(XTPOptCombOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDORDERSEX; + + if (order_info) + { + XTPOptCombOrderInfoEx *task_data = new XTPOptCombOrderInfoEx(); + *task_data = *order_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOptionCombinedOrdersByPage(XTPQueryOptCombOrderRsp * order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDORDERSBYPAGE; + + if (order_info) { + XTPQueryOptCombOrderRsp *task_data = new XTPQueryOptCombOrderRsp(); + *task_data = *order_info; + task->task_data = task_data; + } + + task->req_count = req_count; + task->order_sequence = order_sequence; + task->query_reference = query_reference; + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryOptionCombinedOrdersByPageEx(XTPOptCombOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDORDERSBYPAGEEX; + + if (order_info) + { + XTPOptCombOrderInfoEx *task_data = new XTPOptCombOrderInfoEx(); + *task_data = *order_info; + task->task_data = task_data; + } + + task->req_count = req_count; + task->order_sequence = order_sequence; + task->query_reference = query_reference; + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryOptionCombinedTrades(XTPQueryOptCombTradeRsp * trade_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDTRADES; + + if (trade_info) { + XTPQueryOptCombTradeRsp *task_data = new XTPQueryOptCombTradeRsp(); + *task_data = *trade_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOptionCombinedTradesByPage(XTPQueryOptCombTradeRsp * trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDTRADESBYPAGE; + + + if (trade_info) { + XTPQueryOptCombTradeRsp *task_data = new XTPQueryOptCombTradeRsp(); + *task_data = *trade_info; + task->task_data = task_data; + } + task->task_id = request_id; + task->task_last = is_last; + task->query_reference = query_reference; + + task->req_count = req_count; + task->trade_sequence = trade_sequence; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOptionCombinedPosition(XTPQueryOptCombPositionRsp * position_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDPOSITION; + + if (position_info) { + XTPQueryOptCombPositionRsp *task_data = new XTPQueryOptCombPositionRsp(); + *task_data = *position_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOptionCombinedStrategyInfo(XTPQueryCombineStrategyInfoRsp * strategy_info, XTPRI * error_info, int request_id, bool is_last, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDSTRATEGYINFO; + + if (strategy_info) { + XTPQueryCombineStrategyInfoRsp *task_data = new XTPQueryCombineStrategyInfoRsp(); + *task_data = *strategy_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnQueryOptionCombinedExecPosition(XTPQueryOptCombExecPosRsp *position_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONQUERYOPTIONCOMBINEDEXECPOSITION; + if (position_info) { + XTPQueryOptCombExecPosRsp *task_data = new XTPQueryOptCombExecPosRsp(); + *task_data = *position_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnQueryOtherServerFund(XTPFundQueryRsp *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONQUERYOTHERSERVERFUND; + + if (fund_info) { + XTPFundQueryRsp *task_data = new XTPFundQueryRsp(); + *task_data = *fund_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +////////////////////////algo//////////////////////// +void TraderApi::OnQueryStrategy(XTPStrategyInfoStruct* strategy_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONQUERYSTRATEGY; + if (strategy_info) { + XTPStrategyInfoStruct *task_data = new XTPStrategyInfoStruct(); + *task_data = *strategy_info; + task->task_data = task_data; + } + + if(strategy_param) + task->strategy_param = addEndingChar(strategy_param); + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); + +} + +void TraderApi::OnStrategyStateReport(XTPStrategyStateReportStruct* strategy_state,uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONSTRATEGYASTATEREPORT; + + if (strategy_state) { + XTPStrategyStateReportStruct *task_data = new XTPStrategyStateReportStruct(); + *task_data = *strategy_state; + task->task_data = task_data; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnALGOUserEstablishChannel(char* user, XTPRI* error_info, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONALGOUSERESTABLISHCHANNEL; + + task->user = addEndingChar(user); + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnInsertAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONINSERTALGOORDER; + + if (strategy_info) { + XTPStrategyInfoStruct *task_data = new XTPStrategyInfoStruct(); + *task_data = *strategy_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + + +void TraderApi::OnCancelAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) { + Task* task = new Task(); + task->task_name = ONCANCELALGOORDER; + + if (strategy_info) { + XTPStrategyInfoStruct *task_data = new XTPStrategyInfoStruct(); + *task_data = *strategy_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnAlgoDisconnected(int reason){ + Task* task = new Task(); + task->task_name = ONALGODISCONNECTED; + + + task->reason = reason; + this->task_queue.push(task); +} + +void TraderApi::OnAlgoConnected(){ + Task* task = new Task(); + task->task_name = ONALGOCONNECTED; + + this->task_queue.push(task); +} + +void TraderApi::OnStrategySymbolStateReport(XTPStrategySymbolStateReport* strategy_symbol_state, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONSTRATEGYSYMBOLSTATEREPORT; + + if (strategy_symbol_state) + { + XTPStrategySymbolStateReport *task_data = new XTPStrategySymbolStateReport(); + *task_data = *strategy_symbol_state; + task->task_data = task_data; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnNewStrategyCreateReport(XTPStrategyInfoStruct* strategy_info, char* strategy_param, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONNEWSTRATEGYCREATEREPORT; + + if (strategy_info) { + XTPStrategyInfoStruct *task_data = new XTPStrategyInfoStruct(); + *task_data = *strategy_info; + task->task_data = task_data; + } + + if(strategy_param) + { + task->strategy_param = addEndingChar(strategy_param); + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnStrategyRecommendation(bool basket_flag, XTPStrategyRecommendationInfo* recommendation_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONSTRATEGYRECOMMENDATION; + task->addtional_bool = basket_flag; + + if (recommendation_info) { + XTPStrategyRecommendationInfo *task_data = new XTPStrategyRecommendationInfo(); + *task_data = *recommendation_info; + task->task_data = task_data; + } + + if (strategy_param) + { + task->strategy_param = addEndingChar(strategy_param); + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->task_last = is_last; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnModifyAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONMODIFYALGOORDER; + + if (strategy_info) { + XTPStrategyInfoStruct *task_data = new XTPStrategyInfoStruct(); + *task_data = *strategy_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnPauseAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONPAUSEALGOORDER; + task->addtional_int_two = xtp_strategy_id; + + if (ticker_info) { + XTPStrategyTickerInfo *task_data = new XTPStrategyTickerInfo(); + *task_data = *ticker_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +void TraderApi::OnResumeAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id) +{ + Task* task = new Task(); + task->task_name = ONRESUMEALGOORDER; + task->addtional_int_two = xtp_strategy_id; + + if (ticker_info) { + XTPStrategyTickerInfo *task_data = new XTPStrategyTickerInfo(); + *task_data = *ticker_info; + task->task_data = task_data; + } + + if (error_info) + { + XTPRI *task_error = new XTPRI(); + *task_error = *error_info; + task->task_error = task_error; + } + + task->task_id = request_id; + task->addtional_int = session_id; + this->task_queue.push(task); +} + +///------------------------------------------------------------------------------------- +///̴߳ӶȡݣתΪpython󣬽 +///------------------------------------------------------------------------------------- + +void TraderApi::processTask() +{ + while (1) + { + Task* task = this->task_queue.wait_and_pop(); + + switch (task->task_name) + { + case ONDISCONNECTED: + { + this->processDisconnected(task); + break; + } + + case ONERROR: + { + this->processError(task); + break; + } + + case ONQUERYACCOUNTTRADEMARKET: + { + this->processQueryAccountTradeMarket(task); + break; + } + + case ONORDEREVENT: + { + this->processOrderEvent(task); + break; + } + + case ONTRADEEVENT: + { + this->processTradeEvent(task); + break; + } + + case ONCANCELORDERERROR: + { + this->processCancelOrderError(task); + break; + } + + case ONQUERYORDER: + { + this->processQueryOrder(task); + break; + } + case ONQUERYORDEREX: + { + this->processQueryOrderEx(task); + break; + } + case ONQUERYORDERBYPAGE: + { + this->processQueryOrderByPage(task); + break; + } + case ONQUERYORDERBYPAGEEX: + { + this->processQueryOrderByPageEx(task); + break; + } + case ONQUERYTRADE: + { + this->processQueryTrade(task); + break; + } + case ONQUERYTRADEBYPAGE: + { + this->processQueryTradeByPage(task); + break; + } + case ONQUERYPOSITION: + { + this->processQueryPosition(task); + break; + } + + case ONQUERYASSET: + { + this->processQueryAsset(task); + break; + } + + + case ONQUERYSTRUCTUREDFUND: + { + this->processQueryStructuredFund(task); + break; + } + + case ONQUERYFUNDTRANSFER: + { + this->processQueryFundTransfer(task); + break; + } + + case ONFUNDTRANSFER: + { + this->processFundTransfer(task); + break; + } + + case ONQUERYETF: + { + this->processQueryETF(task); + break; + } + + case ONQUERYETFBASKET: + { + this->processQueryETFBasket(task); + break; + } + + case ONQUERYIPOINFOLIST: + { + this->processQueryIPOInfoList(task); + break; + } + + case ONQUERYIPOQUOTAINFO: + { + this->processQueryIPOQuotaInfo(task); + break; + } + + case ONQUERYBONDIPOINFOLIST: + { + this->processQueryBondIPOInfoList(task); + break; + } + + case ONQUERYBONDSWAPSTOCKINFO: + { + this->processQueryBondSwapStockInfo(task); + break; + } + + case ONQUERYOPTIONAUCTIONINFO: + { + this->processQueryOptionAuctionInfo(task); + break; + } + + case ONCREDITCASHREPAY: { + this->processCreditCashRepay(task); + break; + } + + case ONQUERYCREDITCASHREPAYINFO: { + this->processQueryCreditCashRepayInfo(task); + break; + } + + case ONQUERYCREDITFUNDINFO: { + this->processQueryCreditFundInfo(task); + break; + } + + case ONQUERYCREDITDEBTINFO: { + this->processQueryCreditDebtInfo(task); + break; + } + + case ONQUERYCREDITTICKERDEBTINFO: { + this->processQueryCreditTickerDebtInfo(task); + break; + } + + case ONQUERYCREDITASSETDEBTINFO: { + this->processQueryCreditAssetDebtInfo(task); + break; + } + + case ONQUERYCREDITTICKERASSIGNINFO: { + this->processQueryCreditTickerAssignInfo(task); + break; + } + + case ONQUERYCREDITEXCESSSTOCK: { + this->processQueryCreditExcessStock(task); + break; + } + case ONQUERYMULCREDITEXCESSSTOCK: { + this->processQueryMulCreditExcessStock(task); + break; + } + + case ONCREDITEXTENDDEBTDATE: { + this->processCreditExtendDebtDate(task); + break; + } + + case ONQUERYCREDITEXTENDDEBTDATEORDERS: { + this->processQueryCreditExtendDebtDateOrders(task); + break; + } + + case ONQUERYCREDITFUNDEXTRAINFO: { + this->processQueryCreditFundExtraInfo(task); + break; + } + + case ONQUERYCREDITPOSITIONEXTRAINFO: { + this->processQueryCreditPositionExtraInfo(task); + break; + } + case ONCREDITCASHREPAYDEBTINTERESTFEE: { + this->processCreditCashRepayDebtInterestFee(task); + break; + } + + case ONOPTIONCOMBINEDORDEREVENT: { + this->processOptionCombinedOrderEvent(task); + break; + } + + case ONOPTIONCOMBINEDTRADEEVENT: { + this->processOptionCombinedTradeEvent(task); + break; + } + + case ONQUERYOPTIONCOMBINEDORDERS: { + this->processQueryOptionCombinedOrders(task); + break; + } + case ONQUERYOPTIONCOMBINEDORDERSEX: + { + this->processQueryOptionCombinedOrdersEx(task); + break; + } + + case ONQUERYOPTIONCOMBINEDORDERSBYPAGE: { + this->processQueryOptionCombinedOrdersByPage(task); + break; + } + case ONQUERYOPTIONCOMBINEDORDERSBYPAGEEX: + { + this->processQueryOptionCombinedOrdersByPageEx(task); + break; + } + + case ONQUERYOPTIONCOMBINEDTRADES: { + this->processQueryOptionCombinedTrades(task); + break; + } + + case ONQUERYOPTIONCOMBINEDTRADESBYPAGE: { + this->processQueryOptionCombinedTradesByPage(task); + break; + } + + case ONQUERYOPTIONCOMBINEDPOSITION: { + this->processQueryOptionCombinedPosition(task); + break; + } + + case ONQUERYOPTIONCOMBINEDSTRATEGYINFO: { + this->processQueryOptionCombinedStrategyInfo(task); + break; + } + case ONCANCELOPTIONCOMBINEDORDERERROR: { + this->processCancelOptionCombinedOrderError(task); + break; + } + case ONQUERYOPTIONCOMBINEDEXECPOSITION: { + this->processQueryOptionCombinedExecPosition(task); + break; + } + case ONQUERYOTHERSERVERFUND: { + this->processQueryOtherServerFund(task); + break; + } + case ONQUERYSTRATEGY: { + this->processQueryStrategy(task); + break; + } + case ONSTRATEGYASTATEREPORT: { + this->processStrategyStateReport(task); + break; + } + case ONALGOUSERESTABLISHCHANNEL: { + this->processALGOUserEstablishChannel(task); + break; + } + case ONINSERTALGOORDER: { + this->processInsertAlgoOrder(task); + break; + } + case ONCANCELALGOORDER: { + this->processCancelAlgoOrder(task); + break; + } + case ONALGODISCONNECTED: { + this->processAlgoDisconnected(task); + break; + }case ONALGOCONNECTED: { + this->processAlgoConnected(task); + break; + } + case ONSTRATEGYSYMBOLSTATEREPORT: + { + this->processStrategySymbolStateReport(task); + break; + } + case ONNEWSTRATEGYCREATEREPORT: + { + this->processNewStrategyCreateReport(task); + break; + } + case ONSTRATEGYRECOMMENDATION: + { + this->processStrategyRecommendation(task); + break; + } + case ONMODIFYALGOORDER: + { + this->processModifyAlgoOrder(task); + break; + } + case ONPAUSEALGOORDER: + { + this->processPauseAlgoOrder(task); + break; + } + case ONRESUMEALGOORDER: + { + this->processResumeAlgoOrder(task); + break; + } + }; + } +}; + +void TraderApi::processDisconnected(Task *task) +{ + PyLock lock; + this->onDisconnected(task->addtional_int, task->task_id); + delete task; +}; + +void TraderApi::processError(Task *task) +{ + PyLock lock; + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onError(error); + delete task; +}; + +void TraderApi::processQueryAccountTradeMarket(Task *task) +{ + PyLock lock; + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + this->onQueryAccountTradeMarket(task->reason, error, task->task_id, task->addtional_int); + delete task; +} + +void TraderApi::processOrderEvent(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPOrderInfo *task_data = (XTPOrderInfo*)task->task_data; + data["cancel_time"] = task_data->cancel_time; + data["update_time"] = task_data->update_time; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["trade_amount"] = task_data->trade_amount; + data["price_type"] = (int)task_data->price_type; + data["order_type"] = task_data->order_type; + data["price"] = task_data->price; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["order_local_id"] = task_data->order_local_id; + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["insert_time"] = task_data->insert_time; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_status"] = (int)task_data->order_status; + data["ticker"] = addEndingChar(task_data->ticker); + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["business_type"] = int(task_data->business_type); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onOrderEvent(data, error, task->addtional_int); + delete task; +}; + +void TraderApi::processTradeEvent(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPTradeReport *task_data = (XTPTradeReport*)task->task_data; + data["branch_pbu"] = addEndingChar(task_data->branch_pbu); + data["trade_amount"] = task_data->trade_amount; + data["exec_id"] = addEndingChar(task_data->exec_id); + data["trade_type"] = task_data->trade_type; + data["order_client_id"] = task_data->order_client_id; + data["order_exch_id"] = addEndingChar(task_data->order_exch_id); + data["price"] = task_data->price; + data["report_index"] = task_data->report_index; + data["local_order_id"] = task_data->local_order_id; + data["trade_time"] = task_data->trade_time; + data["order_xtp_id"] = task_data->order_xtp_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["business_type"] = int(task_data->business_type); + delete task->task_data; + } + + this->onTradeEvent(data, task->addtional_int); + delete task; +}; + +void TraderApi::processCancelOrderError(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPOrderCancelInfo *task_data = (XTPOrderCancelInfo*)task->task_data; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_xtp_id"] = task_data->order_xtp_id; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onCancelOrderError(data, error, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryOrder(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; + data["cancel_time"] = task_data->cancel_time; + data["update_time"] = task_data->update_time; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["trade_amount"] = task_data->trade_amount; + data["price_type"] = (int)task_data->price_type; + data["order_type"] = task_data->order_type; + data["price"] = task_data->price; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["order_local_id"] = addEndingChar(task_data->order_local_id); + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["insert_time"] = task_data->insert_time; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_status"] = (int)task_data->order_status; + data["ticker"] = addEndingChar(task_data->ticker); + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["business_type"] = int(task_data->business_type); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOrder(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryOrderEx(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPOrderInfoEx *task_data = (XTPOrderInfoEx*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["cancel_time"] = task_data->cancel_time; + data["update_time"] = task_data->update_time; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_client_id"] = task_data->order_client_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["market"] = (int)task_data->market; + data["price"] = task_data->price; + data["quantity"] = task_data->quantity; + data["price_type"] = (int)task_data->price_type; + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["business_type"] = int(task_data->business_type); + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = addEndingChar(task_data->order_local_id); + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["order_exch_id"] = task_data->order_exch_id; + data["error_id"] = task_data->order_err_t.error_id; + data["error_msg"] = addEndingChar(task_data->order_err_t.error_msg); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + this->onQueryOrderEx(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryOrderByPage(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryOrderRsp *task_data = (XTPQueryOrderRsp*)task->task_data; + data["cancel_time"] = task_data->cancel_time; + data["update_time"] = task_data->update_time; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["trade_amount"] = task_data->trade_amount; + data["price_type"] = (int)task_data->price_type; + data["order_type"] = task_data->order_type; + data["price"] = task_data->price; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["order_local_id"] = addEndingChar(task_data->order_local_id); + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["insert_time"] = task_data->insert_time; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_status"] = (int)task_data->order_status; + data["ticker"] = addEndingChar(task_data->ticker); + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["business_type"] = int(task_data->business_type); + delete task->task_data; + } + + + + this->onQueryOrderByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryOrderByPageEx(Task *task) +{ + PyLock lock; + dict data; + + if (task->task_data) + { + XTPOrderInfoEx *task_data = (XTPOrderInfoEx*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["cancel_time"] = task_data->cancel_time; + data["update_time"] = task_data->update_time; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_client_id"] = task_data->order_client_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["market"] = (int)task_data->market; + data["price"] = task_data->price; + data["quantity"] = task_data->quantity; + data["price_type"] = (int)task_data->price_type; + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["business_type"] = int(task_data->business_type); + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = addEndingChar(task_data->order_local_id); + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["order_exch_id"] = task_data->order_exch_id; + data["error_id"] = task_data->order_err_t.error_id; + data["error_msg"] = addEndingChar(task_data->order_err_t.error_msg); + delete task->task_data; + } + this->onQueryOrderByPageEx(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryTrade(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; + data["branch_pbu"] = addEndingChar(task_data->branch_pbu); + data["trade_amount"] = task_data->trade_amount; + data["exec_id"] = addEndingChar(task_data->exec_id); + data["trade_type"] = task_data->trade_type; + data["order_client_id"] = task_data->order_client_id; + data["order_exch_id"] = addEndingChar(task_data->order_exch_id); + data["price"] = task_data->price; + data["report_index"] = task_data->report_index; + data["local_order_id"] = task_data->local_order_id; + data["trade_time"] = task_data->trade_time; + data["order_xtp_id"] = task_data->order_xtp_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["business_type"] = int(task_data->business_type); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryTrade(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryTradeByPage(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryTradeRsp *task_data = (XTPQueryTradeRsp*)task->task_data; + data["branch_pbu"] = addEndingChar(task_data->branch_pbu); + data["trade_amount"] = task_data->trade_amount; + data["exec_id"] = addEndingChar(task_data->exec_id); + data["trade_type"] = task_data->trade_type; + data["order_client_id"] = task_data->order_client_id; + data["order_exch_id"] = addEndingChar(task_data->order_exch_id); + data["price"] = task_data->price; + data["report_index"] = task_data->report_index; + data["local_order_id"] = task_data->local_order_id; + data["trade_time"] = task_data->trade_time; + data["order_xtp_id"] = task_data->order_xtp_id; + data["ticker"] = addEndingChar(task_data->ticker); + data["side"] = (int)task_data->side; + data["position_effect"] = (int)task_data->position_effect; + data["reserved1"] = (int)task_data->reserved1; + data["reserved2"] = (int)task_data->reserved2; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["business_type"] = (int)(task_data->business_type); + delete task->task_data; + } + + this->onQueryTradeByPage(data, task->addtional_int_two, task->addtional_int_three, task->addtional_int_four, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryPosition(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryStkPositionRsp *task_data = (XTPQueryStkPositionRsp*)task->task_data; + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); + data["market"] = int(task_data->market); //ֶ޸ + data["total_qty"] = task_data->total_qty; + data["sellable_qty"] = task_data->sellable_qty; + data["avg_price"] = task_data->avg_price; + data["unrealized_pnl"] = task_data->unrealized_pnl; + data["yesterday_position"] = task_data->yesterday_position; + data["purchase_redeemable_qty"] = task_data->purchase_redeemable_qty; + + data["position_direction"] = (int)task_data->position_direction; + data["position_security_type"] = (int)task_data->position_security_type; + data["executable_option"] = task_data->executable_option; + data["lockable_position"] = task_data->lockable_position; + data["executable_underlying"] = task_data->executable_underlying; + data["locked_position"] = task_data->locked_position; + data["usable_locked_position"] = task_data->usable_locked_position; + + data["profit_price"] = task_data->profit_price; + data["buy_cost"] = task_data->buy_cost; + data["profit_cost"] = task_data->profit_cost; + data["market_value"] = task_data->market_value; + + data["margin"] = task_data->margin; + data["last_buy_cost"] = task_data->last_buy_cost; + data["last_profit_cost"] = task_data->last_profit_cost; + + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryPosition(data, error, task->task_id, task->task_last, task->addtional_int); + + delete task; +}; + +void TraderApi::processQueryAsset(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryAssetRsp *task_data = (XTPQueryAssetRsp*)task->task_data; + + data["total_asset"] = task_data->total_asset; + data["buying_power"] = task_data->buying_power; + data["security_asset"] = task_data->security_asset; + data["fund_buy_amount"] = task_data->fund_buy_amount; + data["fund_buy_fee"] = task_data->fund_buy_fee; + data["fund_sell_amount"] = task_data->fund_sell_amount; + data["fund_sell_fee"] = task_data->fund_sell_fee; + data["withholding_amount"] = task_data->withholding_amount; + data["account_type"] = (int)task_data->account_type; + + data["frozen_margin"] = task_data->frozen_margin; + data["frozen_exec_cash"] = task_data->frozen_exec_cash; + data["frozen_exec_fee"] = task_data->frozen_exec_fee; + data["pay_later"] = task_data->pay_later; + data["preadva_pay"] = task_data->preadva_pay; + data["orig_banlance"] = task_data->orig_banlance; + data["banlance"] = task_data->banlance; + data["deposit_withdraw"] = task_data->deposit_withdraw; + data["trade_netting"] = task_data->trade_netting; + data["captial_asset"] = task_data->captial_asset; + data["force_freeze_amount"] = task_data->force_freeze_amount; + data["preferred_amount"] = task_data->preferred_amount; + + data["repay_stock_aval_banlance"] = task_data->repay_stock_aval_banlance; + data["fund_order_data_charges"] = task_data->fund_order_data_charges; + data["fund_cancel_data_charges"] = task_data->fund_cancel_data_charges; + data["exchange_cur_risk_degree"] = task_data->exchange_cur_risk_degree; + data["company_cur_risk_degree"] = task_data->company_cur_risk_degree; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryAsset(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryStructuredFund(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPStructuredFundInfo *task_data = (XTPStructuredFundInfo*)task->task_data; + data["exchange_id"] = (int)task_data->exchange_id; + data["sf_ticker"] = addEndingChar(task_data->sf_ticker); + data["sf_ticker_name"] = addEndingChar(task_data->sf_ticker_name); + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); + data["split_merge_status"] = (int)task_data->split_merge_status; + data["ratio"] = task_data->ratio; + data["min_split_qty"] = task_data->min_split_qty; + data["min_merge_qty"] = task_data->min_merge_qty; + data["net_price"] = task_data->net_price; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryStructuredFund(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryFundTransfer(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; + data["serial_id"] = task_data->serial_id; + data["transfer_type"] = (int)task_data->transfer_type; + data["amount"] = task_data->amount; + data["oper_status"] = (int)task_data->oper_status; + data["transfer_time"] = task_data->transfer_time; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryFundTransfer(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processFundTransfer(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPFundTransferNotice *task_data = (XTPFundTransferNotice*)task->task_data; + data["serial_id"] = task_data->serial_id; + data["transfer_type"] = (int)task_data->transfer_type; + data["amount"] = task_data->amount; + data["oper_status"] = (int)task_data->oper_status; + data["transfer_time"] = task_data->transfer_time; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onFundTransfer(data, error, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryETF(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryETFBaseRsp *task_data = (XTPQueryETFBaseRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["etf"] = addEndingChar(task_data->etf); + data["subscribe_redemption_ticker"] = addEndingChar(task_data->subscribe_redemption_ticker); + data["unit"] = task_data->unit; + data["subscribe_status"] = task_data->subscribe_status; + data["redemption_status"] = task_data->redemption_status; + data["max_cash_ratio"] = task_data->max_cash_ratio; + data["estimate_amount"] = task_data->estimate_amount; + data["cash_component"] = task_data->cash_component; + data["net_value"] = task_data->net_value; + data["total_amount"] = task_data->total_amount; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryETF(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryETFBasket(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryETFComponentRsp *task_data = (XTPQueryETFComponentRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["component_ticker"] = addEndingChar(task_data->component_ticker); + data["component_name"] = addEndingChar(task_data->component_name); + data["quantity"] = task_data->quantity; + data["component_market"] = (int)task_data->component_market; + data["replace_type"] = (int)task_data->replace_type; + data["premium_ratio"] = task_data->premium_ratio; + data["amount"] = task_data->amount; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryETFBasket(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryIPOInfoList(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryIPOTickerRsp *task_data = (XTPQueryIPOTickerRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); + data["ticker_type"] = int(task_data->ticker_type); + data["price"] = task_data->price; + data["unit"] = task_data->unit; + data["qty_upper_limit"] = task_data->qty_upper_limit; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryIPOInfoList(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryIPOQuotaInfo(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryIPOQuotaRsp *task_data = (XTPQueryIPOQuotaRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["tech_quantity"] = (int)task_data->tech_quantity; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryIPOQuotaInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + +void TraderApi::processQueryBondIPOInfoList(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryIPOTickerRsp *task_data = (XTPQueryIPOTickerRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["ticker_name"] = addEndingChar(task_data->ticker_name); + data["ticker_type"] = (int)task_data->ticker_type; + data["price"] = task_data->price; + data["unit"] = task_data->unit; + data["qty_upper_limit"] = task_data->qty_upper_limit; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryBondIPOInfoList(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryBondSwapStockInfo(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryBondSwapStockRsp *task_data = (XTPQueryBondSwapStockRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["underlying_ticker"] = addEndingChar(task_data->underlying_ticker); + data["unit"] = task_data->unit; + data["qty_min"] = task_data->qty_min; + data["qty_max"] = task_data->qty_max; + data["swap_price"] = task_data->swap_price; + data["swap_flag"] = task_data->swap_flag; + + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryBondSwapStockInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionAuctionInfo(Task *task) +{ + PyLock lock; + dict data; + if (task->task_data) + { + XTPQueryOptionAuctionInfoRsp *task_data = (XTPQueryOptionAuctionInfoRsp*)task->task_data; + data["ticker"] = addEndingChar(task_data->ticker); + data["security_id_source"] = (int)task_data->security_id_source; + data["symbol"] = addEndingChar(task_data->symbol); + data["contract_id"] = addEndingChar(task_data->contract_id); + data["underlying_security_id"] = addEndingChar(task_data->underlying_security_id); + data["underlying_security_id_source"] = (int)task_data->underlying_security_id_source; + + data["list_date"] = task_data->list_date; + data["last_trade_date"] = task_data->last_trade_date; + data["ticker_type"] = (int)task_data->ticker_type; + data["day_trading"] = task_data->day_trading; + + data["call_or_put"] = (int)task_data->call_or_put; + data["delivery_day"] = task_data->delivery_day; + data["delivery_month"] = task_data->delivery_month; + + data["exercise_type"] = (int)task_data->exercise_type; + data["exercise_begin_date"] = task_data->exercise_begin_date; + data["exercise_end_date"] = task_data->exercise_end_date; + data["exercise_price"] = task_data->exercise_price; + + data["qty_unit"] = task_data->qty_unit; + data["contract_unit"] = task_data->contract_unit; + data["contract_position"] = task_data->contract_position; + + data["prev_close_price"] = task_data->prev_close_price; + data["prev_clearing_price"] = task_data->prev_clearing_price; + + data["lmt_buy_max_qty"] = task_data->lmt_buy_max_qty; + data["lmt_buy_min_qty"] = task_data->lmt_buy_min_qty; + data["lmt_sell_max_qty"] = task_data->lmt_sell_max_qty; + data["lmt_sell_min_qty"] = task_data->lmt_sell_min_qty; + data["mkt_buy_max_qty"] = task_data->mkt_buy_max_qty; + data["mkt_buy_min_qty"] = task_data->mkt_buy_min_qty; + data["mkt_sell_max_qty"] = task_data->mkt_sell_max_qty; + data["mkt_sell_min_qty"] = task_data->mkt_sell_min_qty; + + data["price_tick"] = task_data->price_tick; + data["upper_limit_price"] = task_data->upper_limit_price; + data["lower_limit_price"] = task_data->lower_limit_price; + data["sell_margin"] = task_data->sell_margin; + data["margin_ratio_param1"] = task_data->margin_ratio_param1; + data["margin_ratio_param2"] = task_data->margin_ratio_param2; + + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionAuctionInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +}; + + +void TraderApi::processCreditCashRepay(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdCashRepayRsp *task_data = (XTPCrdCashRepayRsp*)task->task_data; + data["xtp_id"] = task_data->xtp_id; + data["request_amount"] = task_data->request_amount; + data["cash_repay_amount"] = task_data->cash_repay_amount; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onCreditCashRepay(data, error, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditCashRepayInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdCashRepayInfo *task_data = (XTPCrdCashRepayInfo*)task->task_data; + data["xtp_id"] = task_data->xtp_id; + data["status"] = (int)task_data->status; + data["request_amount"] = task_data->request_amount; + data["cash_repay_amount"] = task_data->cash_repay_amount; + data["position_effect"] = (int)task_data->position_effect; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditCashRepayInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditFundInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdFundInfo *task_data = (XTPCrdFundInfo*)task->task_data; + data["maintenance_ratio"] = task_data->maintenance_ratio; + data["all_asset"] = task_data->all_asset; + data["all_debt"] = task_data->all_debt; + data["line_of_credit"] = task_data->line_of_credit; + data["guaranty"] = task_data->guaranty; + data["reserved"] = task_data->reserved; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditFundInfo(data, error, task->task_id, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditDebtInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdDebtInfo *task_data = (XTPCrdDebtInfo*)task->task_data; + data["debt_type"] = task_data->debt_type; + data["debt_id"] = addEndingChar(task_data->debt_id); + data["position_id"] = task_data->position_id; + data["order_xtp_id"] = task_data->order_xtp_id; + data["debt_status"] = task_data->debt_status; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["order_date"] = task_data->order_date; + data["end_date"] = task_data->end_date; + data["orig_end_date"] = task_data->orig_end_date; + data["is_extended"] = task_data->is_extended; + data["remain_amt"] = task_data->remain_amt; + data["remain_qty"] = task_data->remain_qty; + data["remain_principal"] = task_data->remain_principal; + data["due_right_qty"] = task_data->due_right_qty; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditDebtInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditTickerDebtInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdDebtStockInfo *task_data = (XTPCrdDebtStockInfo*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["stock_repay_quantity"] = task_data->stock_repay_quantity; + data["stock_total_quantity"] = task_data->stock_total_quantity; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditTickerDebtInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditAssetDebtInfo(Task *task) { + PyLock lock; + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditAssetDebtInfo(task->remain_amount, error, task->task_id, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditTickerAssignInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPClientQueryCrdPositionStkInfo *task_data = (XTPClientQueryCrdPositionStkInfo*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["limit_qty"] = task_data->limit_qty; + data["yesterday_qty"] = task_data->yesterday_qty; + data["left_qty"] = task_data->left_qty; + data["frozen_qty"] = task_data->frozen_qty; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditTickerAssignInfo(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditExcessStock(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPClientQueryCrdSurplusStkRspInfo *task_data = (XTPClientQueryCrdSurplusStkRspInfo*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["transferable_quantity"] = task_data->transferable_quantity; + data["transferred_quantity"] = task_data->transferred_quantity; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditExcessStock(data, error, task->task_id, task->addtional_int); + delete task; +} + + +void TraderApi::processQueryMulCreditExcessStock(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPClientQueryCrdSurplusStkRspInfo *task_data = (XTPClientQueryCrdSurplusStkRspInfo*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["transferable_quantity"] = task_data->transferable_quantity; + data["transferred_quantity"] = task_data->transferred_quantity; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryMulCreditExcessStock(data, error, task->task_id, task->addtional_int, task->task_last); + delete task; +} + +void TraderApi::processCreditExtendDebtDate(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCreditDebtExtendNotice *task_data = (XTPCreditDebtExtendNotice*)task->task_data; + data["xtpid"] = task_data->xtpid; + data["debt_id"] = addEndingChar(task_data->debt_id); + data["oper_status"] = (int)task_data->oper_status; + data["oper_time"] = task_data->oper_time; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onCreditExtendDebtDate(data, error, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditExtendDebtDateOrders(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCreditDebtExtendNotice *task_data = (XTPCreditDebtExtendNotice*)task->task_data; + data["xtpid"] = task_data->xtpid; + data["debt_id"] = addEndingChar(task_data->debt_id); + data["oper_status"] = (int)task_data->oper_status; + data["oper_time"] = task_data->oper_time; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditExtendDebtDateOrders(data, error,task->task_id,task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditFundExtraInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdFundExtraInfo *task_data = (XTPCrdFundExtraInfo*)task->task_data; + data["mf_rs_avl_used"] = task_data->mf_rs_avl_used; + data["security_capital"] = task_data->security_capital; + data["financing_debts"] = task_data->financing_debts; + data["short_sell_debts"] = task_data->short_sell_debts; + data["contract_debts_load"] = task_data->contract_debts_load; + data["reserve"] = addEndingChar(task_data->reserve); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditFundExtraInfo(data, error,task->task_id, task->addtional_int); + delete task; +} + +void TraderApi::processQueryCreditPositionExtraInfo(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdPositionExtraInfo *task_data = (XTPCrdPositionExtraInfo*)task->task_data; + data["market"] = (int)task_data->market; + data["ticker"] = addEndingChar(task_data->ticker); + data["mf_rs_avl_used"] = task_data->mf_rs_avl_used; + data["reserve"] = addEndingChar(task_data->reserve); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryCreditPositionExtraInfo(data, error,task->task_id,task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processCreditCashRepayDebtInterestFee(Task *task) { + PyLock lock; + dict data; + if (task->task_data) + { + XTPCrdCashRepayDebtInterestFeeRsp *task_data = (XTPCrdCashRepayDebtInterestFeeRsp*)task->task_data; + data["xtp_id"] = task_data->xtp_id; + data["request_amount"] = task_data->request_amount; + data["cash_repay_amount"] = task_data->cash_repay_amount; + data["debt_compact_id"] = addEndingChar(task_data->debt_compact_id); + data["unknow"] = addEndingChar(task_data->unknow); + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onCreditCashRepayDebtInterestFee(data, error, task->addtional_int); + delete task; +} + + + +void TraderApi::processOptionCombinedOrderEvent(Task *task) { + PyLock lock; + dict data; + + if (task->task_data){ + XTPOptCombOrderInfo *task_data = (XTPOptCombOrderInfo*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["update_time"] = task_data->update_time; + data["cancel_time"] = task_data->cancel_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = task_data->order_local_id; + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + } + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onOptionCombinedOrderEvent(data, error,task->addtional_int); + delete task; +} + +void TraderApi::processOptionCombinedTradeEvent(Task *task) { + PyLock lock; + + dict data; + if (task->task_data){ + XTPOptCombTradeReport *task_data = (XTPOptCombTradeReport*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["market"] = (int)task_data->market; + data["local_order_id"] = task_data->local_order_id; + data["exec_id"] = task_data->exec_id; + data["quantity"] = task_data->quantity; + data["trade_time"] = task_data->trade_time; + data["trade_amount"] = task_data->trade_amount; + data["report_index"] = task_data->report_index; + data["order_exch_id"] = task_data->order_exch_id; + data["trade_type"] = task_data->trade_type; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["branch_pbu"] = task_data->branch_pbu; + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + } + + this->onOptionCombinedTradeEvent(data,task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionCombinedOrders(Task *task) { + PyLock lock; + + dict data; + if (task->task_data){ + XTPQueryOptCombOrderRsp *task_data = (XTPQueryOptCombOrderRsp*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["update_time"] = task_data->update_time; + data["cancel_time"] = task_data->cancel_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = task_data->order_local_id; + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] =(int) task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + } + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionCombinedOrders(data, error, task->task_id, task->task_last,task->addtional_int); + delete task; +} + + +void TraderApi::processQueryOptionCombinedOrdersEx(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPOptCombOrderInfoEx *task_data = (XTPOptCombOrderInfoEx*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["update_time"] = task_data->update_time; + data["cancel_time"] = task_data->cancel_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = task_data->order_local_id; + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["order_exch_id"] = task_data->order_exch_id; + data["error_id"] = task_data->order_err_t.error_id; + data["error_msg"] = addEndingChar(task_data->order_err_t.error_msg); + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + + boost::python::list leg_detail_list; + for (int i = 0; i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + this->onQueryOptionCombinedOrdersEx(data, error, task->task_id, task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionCombinedOrdersByPage(Task *task) { + PyLock lock; + + dict data; + if (task->task_data){ + XTPQueryOptCombOrderRsp *task_data = (XTPQueryOptCombOrderRsp*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["update_time"] = task_data->update_time; + data["cancel_time"] = task_data->cancel_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = task_data->order_local_id; + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + + } + + this->onQueryOptionCombinedOrdersByPage(data, task->req_count, task->order_sequence, task->query_reference, task->task_id, task->task_last,task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionCombinedOrdersByPageEx(Task *task) +{ + PyLock lock; + + dict data; + + if (task->task_data) + { + XTPOptCombOrderInfoEx *task_data = (XTPOptCombOrderInfoEx*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["order_cancel_client_id"] = task_data->order_cancel_client_id; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["market"] = (int)task_data->market; + data["quantity"] = task_data->quantity; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["qty_traded"] = task_data->qty_traded; + data["qty_left"] = task_data->qty_left; + data["insert_time"] = task_data->insert_time; + data["update_time"] = task_data->update_time; + data["cancel_time"] = task_data->cancel_time; + data["trade_amount"] = task_data->trade_amount; + data["order_local_id"] = task_data->order_local_id; + data["order_status"] = (int)task_data->order_status; + data["order_submit_status"] = (int)task_data->order_submit_status; + data["order_type"] = task_data->order_type; + data["order_exch_id"] = task_data->order_exch_id; + data["error_id"] = task_data->order_err_t.error_id; + data["error_msg"] = addEndingChar(task_data->order_err_t.error_msg); + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + + boost::python::list leg_detail_list; + for (int i = 0; i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + delete task->task_data; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionCombinedOrdersByPageEx(data, task->req_count, task->order_sequence, task->query_reference, task->task_id, task->task_last, task->addtional_int); + delete task; + +} + +void TraderApi::processQueryOptionCombinedTrades(Task *task) { + PyLock lock; + + dict data; + if (task->task_data){ + XTPQueryOptCombTradeRsp *task_data = (XTPQueryOptCombTradeRsp*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["market"] = (int)task_data->market; + data["local_order_id"] = task_data->local_order_id; + data["exec_id"] = task_data->exec_id; + data["quantity"] = task_data->quantity; + data["trade_time"] = task_data->trade_time; + data["trade_amount"] = task_data->trade_amount; + data["report_index"] = task_data->report_index; + data["order_exch_id"] = task_data->order_exch_id; + data["trade_type"] = task_data->trade_type; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["branch_pbu"] = task_data->branch_pbu; + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + } + + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionCombinedTrades(data, error, task->task_id, task->task_last,task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionCombinedTradesByPage(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPQueryOptCombTradeRsp *task_data = (XTPQueryOptCombTradeRsp*)task->task_data; + data["order_xtp_id"] = task_data->order_xtp_id; + data["order_client_id"] = task_data->order_client_id; + data["market"] = (int)task_data->market; + data["local_order_id"] = task_data->local_order_id; + data["exec_id"] = task_data->exec_id; + data["quantity"] = task_data->quantity; + data["trade_time"] = task_data->trade_time; + data["trade_amount"] = task_data->trade_amount; + data["report_index"] = task_data->report_index; + data["order_exch_id"] = task_data->order_exch_id; + data["trade_type"] = task_data->trade_type; + data["side"] = (int)task_data->side; + data["business_type"] = (int)task_data->business_type; + data["branch_pbu"] = task_data->branch_pbu; + data["strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < task_data->opt_comb_info.num_legs; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + } + + + this->onQueryOptionCombinedTradesByPage(data, task->req_count, task->trade_sequence, task->query_reference, task->task_id, task->task_last,task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionCombinedPosition(Task *task) { + PyLock lock; + + dict data; + if (task->task_data){ + XTPQueryOptCombPositionRsp *task_data = (XTPQueryOptCombPositionRsp*)task->task_data; + data["strategy_id"] = task_data->strategy_id; + data["strategy_name"] = addEndingChar(task_data->strategy_name); + data["market"] = (int)task_data->market; + data["total_qty"] = task_data->total_qty; + data["available_qty"] = task_data->available_qty; + data["yesterday_position"] = task_data->yesterday_position; + data["comb_strategy_id"] = task_data->opt_comb_info.strategy_id; + data["comb_num"] = task_data->opt_comb_info.comb_num; + data["num_legs"] = task_data->opt_comb_info.num_legs; + boost::python::list leg_detail_list; + for (int i = 0;i < XTP_STRATEGE_LEG_NUM; i++) + { + dict leg_detail_dict; + leg_detail_dict["leg_security_id"] = task_data->opt_comb_info.leg_detail[i].leg_security_id; + leg_detail_dict["leg_cntr_type"] = (int)task_data->opt_comb_info.leg_detail[i].leg_cntr_type; + leg_detail_dict["leg_side"] = (int)task_data->opt_comb_info.leg_detail[i].leg_side; + leg_detail_dict["leg_covered"] = (int)task_data->opt_comb_info.leg_detail[i].leg_covered; + leg_detail_dict["leg_qty"] = task_data->opt_comb_info.leg_detail[i].leg_qty; + leg_detail_list.append(leg_detail_dict); + } + data["leg_detail"] = leg_detail_list; + data["secu_comb_margin"] = task_data->secu_comb_margin; + } + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionCombinedPosition(data, error, task->task_id, task->task_last,task->addtional_int); + delete task; +} + +void TraderApi::processQueryOptionCombinedStrategyInfo(Task *task) { + PyLock lock; + + dict data; + if (task->task_data){ + + XTPQueryCombineStrategyInfoRsp *task_data = (XTPQueryCombineStrategyInfoRsp*)task->task_data; + data["strategy_id"] = addEndingChar(task_data->strategy_id); + data["strategy_name"] = addEndingChar(task_data->strategy_name); + data["market"] = (int)task_data->market; + data["leg_num"] = task_data->leg_num; + boost::python::list leg_strategy_list; + + for (int i = 0;i < XTP_STRATEGE_LEG_NUM; i++) + { + dict leg_strategy_dict; + leg_strategy_dict["call_or_put"] = (int)task_data->leg_strategy[i].call_or_put; + leg_strategy_dict["position_side"] = (int)task_data->leg_strategy[i].position_side; + char price_seq = task_data->leg_strategy[i].exercise_price_seq; + leg_strategy_dict["exercise_price_seq"] = price_seq; + leg_strategy_dict["expire_date_seq"] = task_data->leg_strategy[i].expire_date_seq; + leg_strategy_dict["leg_qty"] = task_data->leg_strategy[i].leg_qty; + leg_strategy_list.append(leg_strategy_dict); + } + + data["leg_strategy"] = leg_strategy_list; + data["expire_date_type"] = (int)task_data->expire_date_type; + data["underlying_type"] = (int)task_data->underlying_type; + data["auto_sep_type"] = (int)task_data->auto_sep_type; + } + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionCombinedStrategyInfo(data, error, task->task_id, task->task_last,task->addtional_int); + delete task; +} + + +void TraderApi::processCancelOptionCombinedOrderError(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPOptCombOrderCancelInfo *task_data = (XTPOptCombOrderCancelInfo*)task->task_data; + data["order_cancel_xtp_id"] = task_data->order_cancel_xtp_id; + data["order_xtp_id"] = task_data->order_xtp_id; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onCancelOptionCombinedOrderError(data, error,task->addtional_int); + delete task; +} + + +void TraderApi::processQueryOptionCombinedExecPosition(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPQueryOptCombExecPosRsp *task_data = (XTPQueryOptCombExecPosRsp*)task->task_data; + data["market"] = (int)task_data->market; + data["cntrt_code_1"] = addEndingChar(task_data->cntrt_code_1); + data["cntrt_name_1"] = addEndingChar(task_data->cntrt_name_1); + data["position_side_1"] = (int)task_data->position_side_1; + data["call_or_put_1"] = (int)task_data->call_or_put_1; + data["avl_qty_1"] = task_data->avl_qty_1; + data["orig_own_qty_1"] = task_data->orig_own_qty_1; + data["own_qty_1"] = task_data->own_qty_1; + + data["cntrt_code_2"] = addEndingChar(task_data->cntrt_code_2); + data["cntrt_name_2"] = addEndingChar(task_data->cntrt_name_2); + data["position_side_2"] = (int)task_data->position_side_2; + data["call_or_put_2"] = (int)task_data->call_or_put_2; + data["avl_qty_2"] = task_data->avl_qty_2; + data["orig_own_qty_2"] = task_data->orig_own_qty_2; + data["own_qty_2"] = task_data->own_qty_2; + + data["net_qty"] = task_data->net_qty; + data["order_qty"] = task_data->order_qty; + data["confirm_qty"] = task_data->confirm_qty; + data["avl_qty"] = task_data->avl_qty; + //data["reserved"] = task_data->reserved; + } + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOptionCombinedExecPosition(data, error,task->task_id, task->task_last,task->addtional_int); + delete task; +} + +void TraderApi::processQueryOtherServerFund(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPFundQueryRsp *task_data = (XTPFundQueryRsp*)task->task_data; + data["amount"] = task_data->amount; + data["query_type"] = (int)task_data->query_type; + } + + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onQueryOtherServerFund(data, error,task->task_id,task->addtional_int); + delete task; +} + + +//////////algo///////// +void TraderApi::processQueryStrategy(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPStrategyInfoStruct *task_data = (XTPStrategyInfoStruct*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_state; + data["m_client_strategy_id"] = task_data->m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_xtp_strategy_id; + + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + this->onQueryStrategy(data,task->strategy_param, error,task->task_id,task->task_last,task->addtional_int); + delete task; +} + + +void TraderApi::processStrategyStateReport(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPStrategyStateReportStruct *task_data = (XTPStrategyStateReportStruct*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_info.m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_info.m_strategy_state; + data["m_client_strategy_id"] = task_data->m_strategy_info.m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_strategy_info.m_xtp_strategy_id; + + data["m_strategy_qty"] = task_data->m_strategy_qty; + data["m_strategy_ordered_qty"] = task_data->m_strategy_ordered_qty; + data["m_strategy_cancelled_qty"] = task_data->m_strategy_cancelled_qty; + data["m_strategy_execution_qty"] = task_data->m_strategy_execution_qty; + data["m_strategy_unclosed_qty"] = task_data->m_strategy_unclosed_qty; + data["m_strategy_asset"] = task_data->m_strategy_asset; + data["m_strategy_ordered_asset"] = task_data->m_strategy_ordered_asset; + data["m_strategy_execution_asset"] = task_data->m_strategy_execution_asset; + data["m_strategy_execution_price"] = task_data->m_strategy_execution_price; + data["m_strategy_market_price"] = task_data->m_strategy_market_price; + data["m_strategy_price_diff"] = task_data->m_strategy_price_diff; + data["m_strategy_asset_diff"] = task_data->m_strategy_asset_diff; + + data["error_id"] = task_data->m_error_info.error_id; + data["error_msg"] = addEndingChar(task_data->m_error_info.error_msg); + } + + + this->onStrategyStateReport(data,task->addtional_int); + delete task; +} + +void TraderApi::processALGOUserEstablishChannel(Task *task) { + PyLock lock; + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onALGOUserEstablishChannel(task->user, error,task->addtional_int); + delete task; +} + +void TraderApi::processInsertAlgoOrder(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPStrategyInfoStruct *task_data = (XTPStrategyInfoStruct*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_state; + data["m_client_strategy_id"] = task_data->m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_xtp_strategy_id; + + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onInsertAlgoOrder(data, error,task->addtional_int); + delete task; +} + +void TraderApi::processCancelAlgoOrder(Task *task) { + PyLock lock; + dict data; + if (task->task_data){ + XTPStrategyInfoStruct *task_data = (XTPStrategyInfoStruct*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_state; + data["m_client_strategy_id"] = task_data->m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_xtp_strategy_id; + + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onCancelAlgoOrder(data, error,task->addtional_int); + delete task; +} + +void TraderApi::processAlgoDisconnected(Task *task) { + PyLock lock; + + this->onAlgoDisconnected(task->reason); + delete task; +} + +void TraderApi::processAlgoConnected(Task *task) { + PyLock lock; + + this->onAlgoConnected(); + delete task; +} + +void TraderApi::processStrategySymbolStateReport(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPStrategySymbolStateReport *task_data = (XTPStrategySymbolStateReport*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_info.m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_info.m_strategy_state; + data["m_client_strategy_id"] = task_data->m_strategy_info.m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_strategy_info.m_xtp_strategy_id; + data["m_ticker"] = addEndingChar(task_data->m_ticker); + data["m_market"] = (int)task_data->m_market; + data["m_side"] = (int)task_data->m_side; + data["m_strategy_qty"] = task_data->m_strategy_qty; + data["m_strategy_ordered_qty"] = task_data->m_strategy_ordered_qty; + data["m_strategy_cancelled_qty"] = task_data->m_strategy_cancelled_qty; + data["m_strategy_execution_qty"] = task_data->m_strategy_execution_qty; + data["m_strategy_buy_qty"] = task_data->m_strategy_buy_qty; + data["m_strategy_sell_qty"] = task_data->m_strategy_sell_qty; + data["m_strategy_unclosed_qty"] = task_data->m_strategy_unclosed_qty; + data["m_strategy_asset"] = task_data->m_strategy_asset; + data["m_strategy_ordered_asset"] = task_data->m_strategy_ordered_asset; + data["m_strategy_execution_asset"] = task_data->m_strategy_execution_asset; + data["m_strategy_buy_asset"] = task_data->m_strategy_buy_asset; + data["m_strategy_sell_asset"] = task_data->m_strategy_sell_asset; + data["m_strategy_unclosed_asset"] = task_data->m_strategy_unclosed_asset; + data["m_strategy_asset_diff"] = task_data->m_strategy_asset_diff; + data["m_strategy_execution_price"] = task_data->m_strategy_execution_price; + data["m_strategy_market_price"] = task_data->m_strategy_market_price; + data["m_strategy_price_diff"] = task_data->m_strategy_price_diff; + data["error_id"] = task_data->m_error_info.error_id; + data["error_msg"] = addEndingChar(task_data->m_error_info.error_msg); + + delete task->task_data; + } + this->onStrategySymbolStateReport(data, task->addtional_int); + delete task; +} + +void TraderApi::processNewStrategyCreateReport(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPStrategyInfoStruct *task_data = (XTPStrategyInfoStruct*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_state; + data["m_client_strategy_id"] = task_data->m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_xtp_strategy_id; + } + + this->onNewStrategyCreateReport(data, task->strategy_param, task->addtional_int); + delete task; +} + +void TraderApi::processStrategyRecommendation(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPStrategyRecommendationInfo *task_data = (XTPStrategyRecommendationInfo*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_type; + data["m_market"] = (int)task_data->m_market; + data["m_ticker"] = addEndingChar(task_data->m_ticker); + data["m_reserved"] = addEndingChar(task_data->m_reserved); + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onStrategyRecommendation(task->addtional_bool, data, task->strategy_param, error, task->task_id,task->task_last, task->addtional_int); + delete task; +} + +void TraderApi::processModifyAlgoOrder(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPStrategyInfoStruct *task_data = (XTPStrategyInfoStruct*)task->task_data; + data["m_strategy_type"] = task_data->m_strategy_type; + data["m_strategy_state"] = (int)task_data->m_strategy_state; + data["m_client_strategy_id"] = task_data->m_client_strategy_id; + data["m_xtp_strategy_id"] = task_data->m_xtp_strategy_id; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onModifyAlgoOrder(data, error, task->addtional_int); + delete task; +} + +void TraderApi::processPauseAlgoOrder(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPStrategyTickerInfo *task_data = (XTPStrategyTickerInfo*)task->task_data; + data["m_ticker"] = addEndingChar(task_data->m_ticker); + data["m_market"] = (int)task_data->m_market; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onPauseAlgoOrder(task->addtional_int_two, data, error, task->task_id, task->addtional_int); + delete task; +} + +void TraderApi::processResumeAlgoOrder(Task *task) +{ + PyLock lock; + + dict data; + if (task->task_data) + { + XTPStrategyTickerInfo *task_data = (XTPStrategyTickerInfo*)task->task_data; + data["m_ticker"] = addEndingChar(task_data->m_ticker); + data["m_market"] = (int)task_data->m_market; + } + + dict error; + if (task->task_error) + { + XTPRI *task_error = (XTPRI*)task->task_error; + error["error_id"] = task_error->error_id; + error["error_msg"] = addEndingChar(task_error->error_msg); + delete task->task_error; + } + + this->onResumeAlgoOrder(task->addtional_int_two, data, error, task->task_id, task->addtional_int); + delete task; +} + +///------------------------------------------------------------------------------------- +/// +///------------------------------------------------------------------------------------- + +void TraderApi::createTraderApi(uint8_t clientid, string path, int log_level) +{ + this->api = XTP::API::TraderApi::CreateTraderApi(clientid, path.c_str(),(XTP_LOG_LEVEL)log_level); + this->api->RegisterSpi(this); +}; + +void TraderApi::release() +{ + this->api->Release(); +}; + +int TraderApi::exit() +{ + //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ + this->api->RegisterSpi(NULL); + this->api->Release(); + this->api = NULL; + return 1; +}; + +string TraderApi::getTradingDay() +{ + string ret =""; + const char* p = this->api->GetTradingDay(); + if (p == NULL) + ret = "NULL"; + else + ret = p; + return ret; +}; + +dict TraderApi::getApiLastError() +{ + dict d; + XTPRI *error = this->api->GetApiLastError(); + if(error == NULL) + return d; + + d["error_id"] = error->error_id; + d["error_msg"] = addEndingChar(error->error_msg); + + return d; +} + +string TraderApi::getApiVersion() +{ + string ret =""; + const char* p = this->api->GetApiVersion(); + if (p == NULL) + ret = "NULL"; + else + ret = p; + return ret; +} + +uint8_t TraderApi::getClientIDByXTPID(uint64_t orderid) +{ + return this->api->GetClientIDByXTPID(orderid); +} + +string TraderApi::getAccountByXTPID(uint64_t orderid) +{ + string ret =""; + const char* p = this->api->GetAccountByXTPID(orderid); + if (p == NULL) + ret = "NULL"; + else + ret = p; + + return ret; +} + +void TraderApi::subscribePublicTopic(int type) +{ + this->api->SubscribePublicTopic((XTP_TE_RESUME_TYPE)type); +} + +void TraderApi::setSoftwareKey(string key) +{ + this->api->SetSoftwareKey(key.c_str()); +} + +void TraderApi::setSoftwareVersion(string version) +{ + this->api->SetSoftwareVersion(version.c_str()); +} + +void TraderApi::setHeartBeatInterval(uint32_t interval) +{ + this->api->SetHeartBeatInterval(interval); +}; + +uint64_t TraderApi::login(string ip, int port, string user, string password, int socktype,string local_ip) +{ + return this->api->Login(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype,local_ip.c_str()); +}; + +int TraderApi::logout(uint64_t sessionid) +{ + return this->api->Logout(sessionid); +}; + +int TraderApi::modifyUserTerminalInfo(dict info, uint64_t session_id) +{ + XTPUserTerminalInfoReq myreq = XTPUserTerminalInfoReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(info, "local_ip", myreq.local_ip); + getStr(info, "mac_addr", myreq.mac_addr); + getStr(info, "hd", myreq.hd); + + int term_type; + getInt(info, "term_type", &term_type); + getStr(info, "internet_ip", myreq.internet_ip); + getInt(info, "internet_port", &myreq.internet_port); + getStr(info, "client_version", myreq.client_version); + getStr(info, "macos_sno", myreq.macos_sno); + getStr(info, "unused", myreq.unused); + + myreq.term_type = (XTPTerminalType)term_type; + + return this->api->ModifyUserTerminalInfo(&myreq, session_id); + +} + +int TraderApi::queryAccountTradeMarket(uint64_t session_id, int request_id) +{ + return this->api->QueryAccountTradeMarket(session_id, request_id); +} + +uint64_t TraderApi::getANewOrderXTPID(uint64_t session_id) +{ + return this->api->GetANewOrderXTPID(session_id); +} + + +uint64_t TraderApi::insertOrder(dict req, uint64_t sessionid) +{ + XTPOrderInsertInfo myreq = XTPOrderInsertInfo(); + memset(&myreq, 0, sizeof(myreq)); + getDouble(req, "stop_price", &myreq.stop_price); + getDouble(req, "price", &myreq.price); + getStr(req, "ticker", myreq.ticker); + + getUint32(req, "order_client_id", &myreq.order_client_id); + getUint64(req, "order_xtp_id", &myreq.order_xtp_id); + getInt64(req, "quantity", &myreq.quantity); + + int price_type; + int side; + int position_effect; + int reserved1; + int reserved2; + int market; + int business_type; + getInt(req, "price_type", &price_type); + getInt(req, "side", &side); + getInt(req, "position_effect", &position_effect); + getInt(req, "reserved1", &reserved1); + getInt(req, "reserved2", &reserved2); + getInt(req, "market", &market); + getInt(req, "business_type", &business_type); + myreq.price_type = (XTP_PRICE_TYPE)price_type; + myreq.side = (XTP_SIDE_TYPE)side; + myreq.position_effect = (XTP_POSITION_EFFECT_TYPE)position_effect; + myreq.reserved1 = reserved1; + myreq.reserved2 = reserved2; + myreq.market = (XTP_MARKET_TYPE)market; + myreq.business_type = (XTP_BUSINESS_TYPE)business_type; + + return this->api->InsertOrder(&myreq, sessionid); +}; + +uint64_t TraderApi::insertOrderExtra(dict req, uint64_t session_id) +{ + XTPOrderInsertInfo myreq = XTPOrderInsertInfo(); + memset(&myreq, 0, sizeof(myreq)); + getDouble(req, "stop_price", &myreq.stop_price); + getDouble(req, "price", &myreq.price); + getStr(req, "ticker", myreq.ticker); + + getUint32(req, "order_client_id", &myreq.order_client_id); + getUint64(req, "order_xtp_id", &myreq.order_xtp_id); + getInt64(req, "quantity", &myreq.quantity); + + int price_type; + int side; + int position_effect; + int reserved1; + int reserved2; + int market; + int business_type; + getInt(req, "price_type", &price_type); + getInt(req, "side", &side); + getInt(req, "position_effect", &position_effect); + getInt(req, "reserved1", &reserved1); + getInt(req, "reserved2", &reserved2); + getInt(req, "market", &market); + getInt(req, "business_type", &business_type); + myreq.price_type = (XTP_PRICE_TYPE)price_type; + myreq.side = (XTP_SIDE_TYPE)side; + myreq.position_effect = (XTP_POSITION_EFFECT_TYPE)position_effect; + myreq.reserved1 = reserved1; + myreq.reserved2 = reserved2; + myreq.market = (XTP_MARKET_TYPE)market; + myreq.business_type = (XTP_BUSINESS_TYPE)business_type; + + return this->api->InsertOrderExtra(&myreq, session_id); +} + +uint64_t TraderApi::cancelOrder(uint64_t orderid, uint64_t sessionid) +{ + return this->api->CancelOrder(orderid, sessionid); +} + +int TraderApi::queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) +{ + return this->api->QueryOrderByXTPID(orderid, sessionid, reqid); +}; + +int TraderApi::queryOrderByXTPIDEx(uint64_t orderid, uint64_t sessionid, int reqid) +{ + return this->api->QueryOrderByXTPIDEx(orderid, sessionid, reqid); +} + +int TraderApi::queryOrders(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryOrderReq myreq = XTPQueryOrderReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + getInt64(req, "end_time", &myreq.end_time); + getInt64(req, "begin_time", &myreq.begin_time); + return this->api->QueryOrders(&myreq, sessionid, reqid); +}; + +int TraderApi::queryOrdersEx(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryOrderReq myreq = XTPQueryOrderReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + getInt64(req, "end_time", &myreq.end_time); + getInt64(req, "begin_time", &myreq.begin_time); + int ret = this->api->QueryOrdersEx(&myreq, sessionid, reqid); + return ret; +} + +int TraderApi::queryUnfinishedOrders(uint64_t sessionid, int reqid) +{ + return this->api->QueryUnfinishedOrders(sessionid, reqid); +}; + +int TraderApi::queryUnfinishedOrdersEx(uint64_t sessionid, int reqid) +{ + return this->api->QueryUnfinishedOrdersEx(sessionid, reqid); +} + +int TraderApi::queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid) +{ + return this->api->QueryTradesByXTPID(orderid, sessionid, reqid); +}; + +int TraderApi::queryTrades(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryTraderReq myreq = XTPQueryTraderReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + getInt64(req, "end_time", &myreq.end_time); + getInt64(req, "begin_time", &myreq.begin_time); + return this->api->QueryTrades(&myreq, sessionid, reqid); +}; + +int TraderApi::queryPosition(string ticker, uint64_t sessionid, int reqid) +{ + return this->api->QueryPosition(ticker.c_str(), sessionid, reqid); +}; + +int TraderApi::queryAsset(uint64_t sessionid, int reqid) +{ + return this->api->QueryAsset(sessionid, reqid); +}; + +int TraderApi::queryStructuredFund(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryStructuredFundInfoReq myreq = XTPQueryStructuredFundInfoReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "sf_ticker", myreq.sf_ticker); + + int exchange_id; + getInt(req, "exchange_id", &exchange_id); + myreq.exchange_id = (XTP_EXCHANGE_TYPE)exchange_id; + + return this->api->QueryStructuredFund(&myreq, sessionid, reqid); + +}; + +uint64_t TraderApi::fundTransfer(dict req, uint64_t sessionid) +{ + XTPFundTransferReq myreq = XTPFundTransferReq(); + memset(&myreq, 0, sizeof(myreq)); + getUint64(req, "serial_id", &myreq.serial_id); + getStr(req, "fund_account", myreq.fund_account); + getStr(req, "password", myreq.password); + getDouble(req, "amount", &myreq.amount); + + int transfer_type; + getInt(req, "transfer_type", &transfer_type); + myreq.transfer_type = (XTP_FUND_TRANSFER_TYPE)transfer_type; + + return this->api->FundTransfer(&myreq, sessionid); +}; + +int TraderApi::queryFundTransfer(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryFundTransferLogReq myreq = XTPQueryFundTransferLogReq(); + memset(&myreq, 0, sizeof(myreq)); + getUint64(req, "serial_id", &myreq.serial_id); + return this->api->QueryFundTransfer(&myreq, sessionid, reqid); +}; + +int TraderApi::queryETF(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryETFBaseReq myreq = XTPQueryETFBaseReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + + return this->api->QueryETF(&myreq, sessionid, reqid); +}; + +int TraderApi::queryETFTickerBasket(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryETFComponentReq myreq = XTPQueryETFComponentReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + + return this->api->QueryETFTickerBasket(&myreq, sessionid, reqid); +}; + +int TraderApi::queryIPOInfoList(uint64_t sessionid, int reqid) +{ + return this->api->QueryIPOInfoList(sessionid, reqid); +}; + +int TraderApi::queryIPOQuotaInfo(uint64_t sessionid, int reqid) +{ + return this->api->QueryIPOQuotaInfo(sessionid, reqid); +}; + +int TraderApi::queryBondIPOInfoList(uint64_t sessionid, int reqid) +{ + return this->api->QueryBondIPOInfoList(sessionid, reqid); +}; + +int TraderApi::queryBondSwapStockInfo(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryBondSwapStockReq myreq = XTPQueryBondSwapStockReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + return this->api->QueryBondSwapStockInfo(&myreq, sessionid, reqid); +}; + +int TraderApi::queryOptionAuctionInfo(dict req,uint64_t sessionid, int reqid) +{ + XTPQueryOptionAuctionInfoReq myreq = XTPQueryOptionAuctionInfoReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + return this->api->QueryOptionAuctionInfo(&myreq,sessionid, reqid); +}; + +uint64_t TraderApi::creditCashRepay(double remain_amount, uint64_t session_id = 0) { + return this->api->CreditCashRepay(remain_amount, session_id); +} + +int TraderApi::queryCreditCashRepayInfo(uint64_t session_id, int request_id) { + + return this->api->QueryCreditCashRepayInfo(session_id, request_id); +} + +int TraderApi::queryCreditFundInfo(uint64_t session_id, int request_id) { + return this->api->QueryCreditFundInfo(session_id, request_id); +} + +int TraderApi::queryCreditDebtInfo(uint64_t session_id, int request_id) { + return this->api->QueryCreditDebtInfo(session_id, request_id); +} + +int TraderApi::queryCreditTickerDebtInfo(dict req, uint64_t session_id, int request_id) { + XTPClientQueryCrdDebtStockReq myreq = XTPClientQueryCrdDebtStockReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + return this->api->QueryCreditTickerDebtInfo(&myreq, session_id, request_id); +} + +int TraderApi::queryCreditAssetDebtInfo(uint64_t session_id, int request_id) { + return this->api->QueryCreditAssetDebtInfo(session_id, request_id); +} + +int TraderApi::queryCreditTickerAssignInfo(dict req, uint64_t session_id, int request_id) { + XTPClientQueryCrdPositionStockReq myreq = XTPClientQueryCrdPositionStockReq(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + return this->api->QueryCreditTickerAssignInfo(&myreq, session_id, request_id); +} + +int TraderApi::queryCreditExcessStock(dict req, uint64_t session_id, int request_id) { + XTPClientQueryCrdSurplusStkReqInfo myreq = XTPClientQueryCrdSurplusStkReqInfo(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + return this->api->QueryCreditExcessStock(&myreq, session_id, request_id); +} + +int TraderApi::queryMulCreditExcessStock(dict req, uint64_t session_id, int request_id) { + XTPClientQueryCrdSurplusStkReqInfo myreq = XTPClientQueryCrdSurplusStkReqInfo(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "ticker", myreq.ticker); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + return this->api->QueryMulCreditExcessStock(&myreq, session_id, request_id); +} + +uint64_t TraderApi::creditExtendDebtDate(dict req,uint64_t session_id) { + XTPCreditDebtExtendReq myreq = XTPCreditDebtExtendReq(); + memset(&myreq, 0, sizeof(myreq)); + getUint64(req, "xtpid", &myreq.xtpid); + getStr(req, "debt_id", myreq.debt_id); + getUint32(req, "xtpid", &myreq.defer_days); + getStr(req, "fund_account", myreq.fund_account); + getStr(req, "password", myreq.password); + + return this->api->CreditExtendDebtDate(&myreq, session_id); +} + +int TraderApi::queryCreditExtendDebtDateOrders(uint64_t xtp_id, uint64_t session_id, int request_id) { + + return this->api->QueryCreditExtendDebtDateOrders(xtp_id, session_id, request_id); +} + +int TraderApi::queryCreditFundExtraInfo(uint64_t session_id, int request_id) { + + return this->api->QueryCreditFundExtraInfo(session_id, request_id); +} + +int TraderApi::queryCreditPositionExtraInfo(dict req, uint64_t session_id, int request_id) { + + XTPClientQueryCrdPositionStockReq myreq = XTPClientQueryCrdPositionStockReq(); + memset(&myreq, 0, sizeof(myreq)); + + int market; + getInt(req, "market", &market); + myreq.market = (XTP_MARKET_TYPE)market; + getStr(req, "ticker", myreq.ticker); + + return this->api->QueryCreditPositionExtraInfo(&myreq, session_id, request_id); +} + +int TraderApi::queryOrdersByPage(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryOrderByPageReq myreq = XTPQueryOrderByPageReq(); + memset(&myreq, 0, sizeof(myreq)); + getInt64(req, "req_count", &myreq.req_count); + getInt64(req, "reference", &myreq.reference); + getInt64(req, "reserved", &myreq.reserved); + return this->api->QueryOrdersByPage(&myreq, sessionid, reqid); +}; + +int TraderApi::queryOrdersByPageEx(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryOrderByPageReq myreq = XTPQueryOrderByPageReq(); + memset(&myreq, 0, sizeof(myreq)); + getInt64(req, "req_count", &myreq.req_count); + getInt64(req, "reference", &myreq.reference); + getInt64(req, "reserved", &myreq.reserved); + return this->api->QueryOrdersByPageEx(&myreq, sessionid, reqid); +} + +int TraderApi::queryTradesByPage(dict req, uint64_t sessionid, int reqid) +{ + XTPQueryTraderByPageReq myreq = XTPQueryTraderByPageReq(); + memset(&myreq, 0, sizeof(myreq)); + getInt64(req, "req_count", &myreq.req_count); + getInt64(req, "reference", &myreq.reference); + getInt64(req, "reserved", &myreq.reserved); + return this->api->QueryTradesByPage(&myreq, sessionid, reqid); +}; + +bool TraderApi::isServerRestart(uint64_t session_id) +{ + return this->api->IsServerRestart(session_id); +}; + +uint64_t TraderApi::creditCashRepayDebtInterestFee(string debt_id, double amount, uint64_t session_id) { + return this->api->CreditCashRepayDebtInterestFee(debt_id.c_str(),amount, session_id); +} + +uint64_t TraderApi::creditSellStockRepayDebtInterestFee(dict req, string debt_id, uint64_t session_id) { + XTPOrderInsertInfo myreq = XTPOrderInsertInfo(); + memset(&myreq, 0, sizeof(myreq)); + getDouble(req, "stop_price", &myreq.stop_price); + getDouble(req, "price", &myreq.price); + getStr(req, "ticker", myreq.ticker); + + getUint32(req, "order_client_id", &myreq.order_client_id); + getUint64(req, "order_xtp_id", &myreq.order_xtp_id); + getInt64(req, "quantity", &myreq.quantity); + + int price_type; + int side; + int position_effect; + int reserved1; + int reserved2; + int market; + int business_type; + getInt(req, "price_type", &price_type); + getInt(req, "side", &side); + getInt(req, "position_effect", &position_effect); + getInt(req, "reserved1", &reserved1); + getInt(req, "reserved2", &reserved2); + getInt(req, "market", &market); + getInt(req, "business_type", &business_type); + myreq.price_type = (XTP_PRICE_TYPE)price_type; + myreq.side = (XTP_SIDE_TYPE)side; + myreq.position_effect = (XTP_POSITION_EFFECT_TYPE)position_effect; + myreq.reserved1 = reserved1; + myreq.reserved2 = reserved2; + myreq.market = (XTP_MARKET_TYPE)market; + myreq.business_type = (XTP_BUSINESS_TYPE)business_type; + + return this->api->CreditSellStockRepayDebtInterestFee(&myreq,debt_id.c_str(),session_id); +} + + +uint64_t TraderApi::insertOptionCombinedOrder(dict req, uint64_t session_id) { + + XTPOptCombOrderInsertInfo query_param; + memset(&query_param, 0, sizeof(query_param)); + + getUint64(req, "order_xtp_id", &query_param.order_xtp_id); + getUint32(req, "order_client_id", &query_param.order_client_id); + + int side; + int market; + int business_type; + dict opt_comb_info; + + getInt(req, "side", &side); + getInt(req, "market", &market); + getInt(req, "business_type", &business_type); + query_param.side = (XTP_SIDE_TYPE)side; + query_param.market = (XTP_MARKET_TYPE)market; + query_param.business_type = (XTP_BUSINESS_TYPE)business_type; + + getNestedDictChar(req, "opt_comb_info", "strategy_id", query_param.opt_comb_info.strategy_id); + getNestedDictChar(req, "opt_comb_info", "comb_num", query_param.opt_comb_info.comb_num); + getNestedDictValue(req, "opt_comb_info", "num_legs", &query_param.opt_comb_info.num_legs); + + int leg_cntr_type; + int leg_side; + int leg_covered; + for (int i = 0; i< query_param.opt_comb_info.num_legs; i++) + { + getNestedDictChar2(req, "opt_comb_info", "leg_detail", "leg_security_id", query_param.opt_comb_info.leg_detail[i].leg_security_id, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_cntr_type", &leg_cntr_type, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_side", &leg_side, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_covered", &leg_covered, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_qty", &query_param.opt_comb_info.leg_detail[i].leg_qty, i); + query_param.opt_comb_info.leg_detail[i].leg_cntr_type = (XTP_OPT_CALL_OR_PUT_TYPE)leg_cntr_type; + query_param.opt_comb_info.leg_detail[i].leg_side = (XTP_POSITION_DIRECTION_TYPE)leg_side; + query_param.opt_comb_info.leg_detail[i].leg_covered = (XTP_OPT_COVERED_OR_UNCOVERED)leg_covered; + + } + + getInt64(req, "quantity", &query_param.quantity); + return this->api->InsertOptionCombinedOrder(&query_param, session_id); +} + +uint64_t TraderApi::insertOptionCombinedOrderExtra(dict req, uint64_t session_id) +{ + XTPOptCombOrderInsertInfo query_param; + memset(&query_param, 0, sizeof(query_param)); + + getUint64(req, "order_xtp_id", &query_param.order_xtp_id); + getUint32(req, "order_client_id", &query_param.order_client_id); + + int side; + int market; + int business_type; + dict opt_comb_info; + + getInt(req, "side", &side); + getInt(req, "market", &market); + getInt(req, "business_type", &business_type); + query_param.side = (XTP_SIDE_TYPE)side; + query_param.market = (XTP_MARKET_TYPE)market; + query_param.business_type = (XTP_BUSINESS_TYPE)business_type; + + getNestedDictChar(req, "opt_comb_info", "strategy_id", query_param.opt_comb_info.strategy_id); + getNestedDictChar(req, "opt_comb_info", "comb_num", query_param.opt_comb_info.comb_num); + getNestedDictValue(req, "opt_comb_info", "num_legs", &query_param.opt_comb_info.num_legs); + + int leg_cntr_type; + int leg_side; + int leg_covered; + for (int i = 0; i< query_param.opt_comb_info.num_legs; i++) + { + getNestedDictChar2(req, "opt_comb_info", "leg_detail", "leg_security_id", query_param.opt_comb_info.leg_detail[i].leg_security_id, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_cntr_type", &leg_cntr_type, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_side", &leg_side, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_covered", &leg_covered, i); + getNestedDictValue2(req, "opt_comb_info", "leg_detail", "leg_qty", &query_param.opt_comb_info.leg_detail[i].leg_qty, i); + query_param.opt_comb_info.leg_detail[i].leg_cntr_type = (XTP_OPT_CALL_OR_PUT_TYPE)leg_cntr_type; + query_param.opt_comb_info.leg_detail[i].leg_side = (XTP_POSITION_DIRECTION_TYPE)leg_side; + query_param.opt_comb_info.leg_detail[i].leg_covered = (XTP_OPT_COVERED_OR_UNCOVERED)leg_covered; + + } + + getInt64(req, "quantity", &query_param.quantity); + return this->api->InsertOptionCombinedOrderExtra(&query_param, session_id); +} + +int TraderApi::queryOptionCombinedUnfinishedOrders(uint64_t session_id, int request_id) { + + return this->api->QueryOptionCombinedUnfinishedOrders(session_id, request_id); +} + +int TraderApi::queryOptionCombinedUnfinishedOrdersEx(uint64_t session_id, int request_id) +{ + return this->api->QueryOptionCombinedUnfinishedOrdersEx(session_id, request_id); +} + +int TraderApi::queryOptionCombinedOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) { + + return this->api->QueryOptionCombinedOrderByXTPID(order_xtp_id, session_id, request_id); +} + +int TraderApi::queryOptionCombinedOrderByXTPIDEx(const uint64_t order_xtp_id, uint64_t session_id, int request_id) +{ + return this->api->QueryOptionCombinedOrderByXTPIDEx(order_xtp_id, session_id, request_id); +} + +int TraderApi::queryOptionCombinedOrders(dict req, uint64_t session_id, int request_id) { + + XTPQueryOptCombOrderReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + getStr(req, "comb_num", query_param.comb_num); + getInt64(req, "begin_time", &query_param.begin_time); + getInt64(req, "end_time", &query_param.end_time); + return this->api->QueryOptionCombinedOrders(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedOrdersEx(dict req, uint64_t session_id, int request_id) +{ + XTPQueryOptCombOrderReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + getStr(req, "comb_num", query_param.comb_num); + getInt64(req, "begin_time", &query_param.begin_time); + getInt64(req, "end_time", &query_param.end_time); + return this->api->QueryOptionCombinedOrdersEx(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedOrdersByPage(dict req, uint64_t session_id, int request_id) { + + XTPQueryOptCombOrderByPageReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + getInt64(req, "req_count", &query_param.req_count); + getInt64(req, "reference", &query_param.reference); + getInt64(req, "reserved", &query_param.reserved); + return this->api->QueryOptionCombinedOrdersByPage(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedOrdersByPageEx(dict req, uint64_t session_id, int request_id) +{ + XTPQueryOptCombOrderByPageReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + getInt64(req, "req_count", &query_param.req_count); + getInt64(req, "reference", &query_param.reference); + getInt64(req, "reserved", &query_param.reserved); + return this->api->QueryOptionCombinedOrdersByPageEx(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) { + + return this->api->QueryOptionCombinedTradesByXTPID(order_xtp_id, session_id, request_id); +} + +int TraderApi::queryOptionCombinedTrades(dict req, uint64_t session_id, int request_id) { + + XTPQueryOptCombTraderReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + getStr(req, "comb_num", query_param.comb_num); + getInt64(req, "begin_time", &query_param.begin_time); + getInt64(req, "end_time", &query_param.end_time); + return this->api->QueryOptionCombinedTrades(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedTradesByPage(dict req, uint64_t session_id, int request_id) { + + XTPQueryOptCombTraderByPageReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + getInt64(req, "req_count", &query_param.req_count); + getInt64(req, "reference", &query_param.reference); + getInt64(req, "reserved", &query_param.reserved); + return this->api->QueryOptionCombinedTradesByPage(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedPosition(dict req, uint64_t session_id, int request_id) { + + XTPQueryOptCombPositionReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + int market; + getStr(req, "comb_num", query_param.comb_num); + getInt(req, "market", &market); + query_param.market = (XTP_MARKET_TYPE)market; + + //getValue(req, "market", &query_param.market); + return this->api->QueryOptionCombinedPosition(&query_param, session_id, request_id); +} + +int TraderApi::queryOptionCombinedStrategyInfo(uint64_t session_id, int request_id) { + //getValue(req, "market", &query_param.market); + return this->api->QueryOptionCombinedStrategyInfo(session_id, request_id); +} + +uint64_t TraderApi::cancelOptionCombinedOrder(const uint64_t order_xtp_id, uint64_t session_id = 0) { + return this->api->CancelOptionCombinedOrder(order_xtp_id, session_id); +} + +int TraderApi::queryOptionCombinedExecPosition(dict req,uint64_t session_id, int request_id) { + XTPQueryOptCombExecPosReq query_param; + memset(&query_param, 0, sizeof(query_param)); + + int market; + getInt(req, "market", &market); + query_param.market = (XTP_MARKET_TYPE)market; + getStr(req, "cntrt_code_1", query_param.cntrt_code_1); + getStr(req, "cntrt_code_2", query_param.cntrt_code_2); + return this->api->QueryOptionCombinedExecPosition(&query_param,session_id, request_id); +} + +int TraderApi::queryOtherServerFund(dict req,uint64_t session_id, int request_id) { + XTPFundQueryReq query_param; + memset(&query_param, 0, sizeof(query_param)); + getStr(req, "fund_account", query_param.fund_account); + getStr(req, "password", query_param.password); + int query_type; + getInt(req, "query_type", &query_type); + query_param.query_type = (XTP_FUND_QUERY_TYPE)query_type; + return this->api->QueryOtherServerFund(&query_param,session_id, request_id); +} + + + +////////////////////algo////////////////// + +int TraderApi::loginALGO(string ip, int port, string user, string password, int socktype,string local_ip) +{ + return this->api->LoginALGO(ip.c_str(), port, user.c_str(), password.c_str(), (XTP_PROTOCOL_TYPE)socktype,local_ip.c_str()); +}; + +int TraderApi::queryStrategy(uint32_t strategy_type, uint64_t client_strategy_id, uint64_t xtp_strategy_id, uint64_t session_id, int32_t request_id) +{ + return this->api->QueryStrategy(strategy_type, client_strategy_id,xtp_strategy_id, session_id, request_id); +}; + +int TraderApi::aLGOUserEstablishChannel(string oms_ip, int oms_port, string user, string password, uint64_t session_id) +{ + return this->api->ALGOUserEstablishChannel(oms_ip.c_str(), oms_port, user.c_str(), password.c_str(), session_id); +}; + +int TraderApi::insertAlgoOrder(uint32_t strategy_type, uint64_t client_strategy_id, string strategy_param, uint64_t session_id) +{ + return this->api->InsertAlgoOrder(strategy_type, client_strategy_id, (char*)strategy_param.c_str(), session_id); +}; + +int TraderApi::cancelAlgoOrder(bool cancel_flag, uint64_t xtp_strategy_id, uint64_t session_id) +{ + return this->api->CancelAlgoOrder(cancel_flag, xtp_strategy_id, session_id); +}; + +uint64_t TraderApi::getAlgorithmIDByOrder(uint64_t order_xtp_id, uint32_t order_client_id) +{ + return this->api->GetAlgorithmIDByOrder(order_xtp_id, order_client_id); +}; + +int TraderApi::strategyRecommendation(bool basket_flag, char* basket_param, uint64_t session_id, int32_t request_id) +{ + return this->api->StrategyRecommendation(basket_flag, basket_param, session_id, request_id); +}; + +int TraderApi::modifyAlgoOrder(uint64_t xtp_strategy_id, char* strategy_param, uint64_t session_id) +{ + return this->api->ModifyAlgoOrder(xtp_strategy_id, strategy_param, session_id); +}; + +int TraderApi::pauseAlgoOrder(uint64_t xtp_strategy_id, dict req, uint64_t session_id, int32_t request_id) +{ + XTPStrategyTickerInfo myreq = XTPStrategyTickerInfo(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "m_ticker", myreq.m_ticker); + + int m_market = XTP_MKT_INIT; + getInt(req, "m_market", &m_market); + myreq.m_market = (XTP_MARKET_TYPE)m_market; + + return this->api->PauseAlgoOrder(xtp_strategy_id, &myreq, session_id, request_id); +}; + +int TraderApi::resumeAlgoOrder(uint64_t xtp_strategy_id, dict req, uint64_t session_id, int32_t request_id) +{ + XTPStrategyTickerInfo myreq = XTPStrategyTickerInfo(); + memset(&myreq, 0, sizeof(myreq)); + getStr(req, "m_ticker", myreq.m_ticker); + + int m_market = XTP_MKT_INIT; + getInt(req, "m_market", &m_market); + myreq.m_market = (XTP_MARKET_TYPE)m_market; + + return this->api->ResumeAlgoOrder(xtp_strategy_id, &myreq, session_id, request_id); +}; + +///------------------------------------------------------------------------------------- +///Boost.Pythonװ +///------------------------------------------------------------------------------------- + +struct TraderApiWrap : TraderApi, wrapper < TraderApi > +{ + virtual void onDisconnected(uint64_t session, int reason) + { + try + { + this->get_override("onDisconnected")(session, reason); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onError(dict data) + { + try + { + this->get_override("onError")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryAccountTradeMarket(int trade_location, dict error, int request_id, uint64_t session_id) + { + try + { + this->get_override("onQueryAccountTradeMarket")(trade_location, error, request_id, session_id); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + } + + virtual void onOrderEvent(dict data, dict error, uint64_t session) + { + try + { + this->get_override("onOrderEvent")(data, error, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onTradeEvent(dict data, uint64_t session) + { + try + { + this->get_override("onTradeEvent")(data, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onCancelOrderError(dict data, dict error, uint64_t session) + { + try + { + this->get_override("onCancelOrderError")(data, error, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryOrder(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryOrder")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryOrderEx(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryOrderEx")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) + { + try + { + this->get_override("onQueryOrderByPage")(data,req_count,order_sequence, query_reference, reqid, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryOrderByPageEx(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) + { + try + { + this->get_override("onQueryOrderByPageEx")(data, req_count, order_sequence, query_reference, reqid, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + } + + virtual void onQueryTrade(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryTrade")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) + { + try + { + this->get_override("onQueryTradeByPage")(data, req_count,trade_sequence,query_reference, reqid, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryPosition(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryPosition")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryAsset(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryAsset")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryStructuredFund(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryStructuredFund")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryFundTransfer(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryFundTransfer")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onFundTransfer(dict data, dict error, uint64_t session) + { + try + { + this->get_override("onFundTransfer")(data, error, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryETF(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryETF")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryETFBasket(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryETFBasket")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryIPOInfoList(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryIPOInfoList")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryIPOQuotaInfo(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryIPOQuotaInfo")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryBondIPOInfoList(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryBondIPOInfoList")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryBondSwapStockInfo(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryBondSwapStockInfo")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onQueryOptionAuctionInfo(dict data, dict error, int id, bool last, uint64_t session) + { + try + { + this->get_override("onQueryOptionAuctionInfo")(data, error, id, last, session); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onCreditCashRepay(dict data, dict error_info, uint64_t session) { + PyLock lock; + + try { + this->get_override("onCreditCashRepay")(data, error_info, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditCashRepayInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditCashRepayInfo")(data, error_info, request_id, is_last, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditFundInfo(dict data, dict error_info, int request_id, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditFundInfo")(data, error_info, request_id, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditDebtInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditDebtInfo")(data, error_info, request_id, is_last, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditTickerDebtInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditTickerDebtInfo")(data, error_info, request_id, is_last, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditAssetDebtInfo(double remain_amount, dict error_info, int request_id, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditAssetDebtInfo")(remain_amount, error_info, request_id, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditTickerAssignInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditTickerAssignInfo")(data, error_info, request_id, is_last, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditExcessStock(dict data, dict error_info, int request_id, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditExcessStock")(data, error_info, request_id, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryMulCreditExcessStock(dict data, dict error_info, int request_id, uint64_t session, bool is_last) { + PyLock lock; + + try { + this->get_override("onQueryMulCreditExcessStock")(data, error_info, request_id, session,is_last); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onCreditExtendDebtDate(dict data, dict error_info, uint64_t session) { + PyLock lock; + + try { + this->get_override("onCreditExtendDebtDate")(data, error_info, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditExtendDebtDateOrders(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditExtendDebtDateOrders")(data, error_info, request_id,is_last, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditFundExtraInfo(dict data, dict error_info, int request_id, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditFundExtraInfo")(data, error_info, request_id, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryCreditPositionExtraInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryCreditPositionExtraInfo")(data, error_info, request_id,is_last, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onCreditCashRepayDebtInterestFee(dict data, dict error_info, uint64_t session) { + PyLock lock; + + try { + this->get_override("onCreditCashRepayDebtInterestFee")(data, error_info, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onOptionCombinedOrderEvent(dict data, dict error_info, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onOptionCombinedOrderEvent")(data, error_info, session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onOptionCombinedTradeEvent(dict data, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onOptionCombinedTradeEvent")(data,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedOrders(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedOrders")(data, error_info, request_id, is_last, session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedOrdersEx(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedOrdersEx")(data, error_info, request_id, is_last, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedOrdersByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedOrdersByPage")(data, req_count, order_sequence, query_reference, request_id, is_last, session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedOrdersByPageEx(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedOrdersByPageEx")(data, req_count, order_sequence, query_reference, request_id, is_last, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedTrades(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedTrades")(data, error_info, request_id, is_last,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedTradesByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedTradesByPage")(data, req_count, trade_sequence, query_reference, request_id, is_last,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedPosition(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedPosition")(data, error_info, request_id, is_last,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedStrategyInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedStrategyInfo")(data, error_info, request_id, is_last,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onCancelOptionCombinedOrderError(dict data, dict error_info, uint64_t session) { + PyLock lock; + + try { + this->get_override("onCancelOptionCombinedOrderError")(data, error_info,session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOptionCombinedExecPosition(dict data, dict error_info, int request_id, bool is_last, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryOptionCombinedExecPosition")(data, error_info, request_id, is_last,session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onQueryOtherServerFund(dict data, dict error_info, int request_id, uint64_t session) { + PyLock lock; + + try { + this->get_override("onQueryOtherServerFund")(data, error_info, request_id, session); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + + virtual void onQueryStrategy(dict data, string strategy_param, dict error_info, int32_t request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onQueryStrategy")(data,strategy_param, error_info, request_id,is_last,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onStrategyStateReport(dict data, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onStrategyStateReport")(data,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onALGOUserEstablishChannel(string user,dict error_info, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onALGOUserEstablishChannel")(user,error_info,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + virtual void onInsertAlgoOrder(dict data,dict error_info, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onInsertAlgoOrder")(data,error_info,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onCancelAlgoOrder(dict data,dict error_info, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onCancelAlgoOrder")(data,error_info,session_id); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onAlgoDisconnected(int reason) { + PyLock lock; + + try { + this->get_override("onAlgoDisconnected")(reason); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onAlgoConnected() { + PyLock lock; + + try { + this->get_override("onAlgoConnected")(); + } catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onStrategySymbolStateReport(dict data, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onStrategySymbolStateReport")(data, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onNewStrategyCreateReport(dict data, string strategy_param, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onNewStrategyCreateReport")(data, strategy_param, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onStrategyRecommendation(bool basket_flag, dict data, string strategy_param, dict error_info, int32_t request_id, bool is_last, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onStrategyRecommendation")(basket_flag, data, strategy_param, error_info, request_id, is_last, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onModifyAlgoOrder(dict data, dict error_info, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onModifyAlgoOrder")(data, error_info, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onPauseAlgoOrder(uint64_t xtp_strategy_id, dict data, dict error_info, int32_t request_id, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onPauseAlgoOrder")(xtp_strategy_id, data, error_info, request_id, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; + + virtual void onResumeAlgoOrder(uint64_t xtp_strategy_id, dict data, dict error_info, int32_t request_id, uint64_t session_id) { + PyLock lock; + + try { + this->get_override("onResumeAlgoOrder")(xtp_strategy_id, data, error_info, request_id, session_id); + } + catch (error_already_set const &) { + PyErr_Print(); + } + }; +}; + + +BOOST_PYTHON_MODULE(vnxtptrader) +{ + //PyEval_InitThreads(); //ʱУ֤ȴGIL + Py_Initialize(); + + class_("TraderApi") + .def("createTraderApi", &TraderApiWrap::createTraderApi) + .def("release", &TraderApiWrap::release) + .def("exit", &TraderApiWrap::exit) + .def("getTradingDay", &TraderApiWrap::getTradingDay) + .def("getApiLastError", &TraderApiWrap::getApiLastError) + .def("getApiVersion", &TraderApiWrap::getApiVersion) + .def("getClientIDByXTPID", &TraderApiWrap::getClientIDByXTPID) + .def("getAccountByXTPID", &TraderApiWrap::getAccountByXTPID) + .def("subscribePublicTopic", &TraderApiWrap::subscribePublicTopic) + .def("setSoftwareKey", &TraderApiWrap::setSoftwareKey) + .def("setSoftwareVersion", &TraderApiWrap::setSoftwareVersion) + .def("setHeartBeatInterval", &TraderApiWrap::setHeartBeatInterval) + .def("login", &TraderApiWrap::login) + .def("logout", &TraderApiWrap::logout) + .def("modifyUserTerminalInfo", &TraderApiWrap::modifyUserTerminalInfo) + .def("queryAccountTradeMarket", &TraderApiWrap::queryAccountTradeMarket) + .def("getANewOrderXTPID", &TraderApiWrap::getANewOrderXTPID) + .def("insertOrder", &TraderApiWrap::insertOrder) + .def("insertOrderExtra", &TraderApiWrap::insertOrderExtra) + .def("cancelOrder", &TraderApiWrap::cancelOrder) + .def("queryOrderByXTPID", &TraderApiWrap::queryOrderByXTPID) + .def("queryOrderByXTPIDEx", &TraderApiWrap::queryOrderByXTPIDEx) + .def("queryOrders", &TraderApiWrap::queryOrders) + .def("queryOrdersEx", &TraderApiWrap::queryOrdersEx) + .def("queryUnfinishedOrders", &TraderApiWrap::queryUnfinishedOrders) + .def("queryUnfinishedOrdersEx", &TraderApiWrap::queryUnfinishedOrdersEx) + .def("queryTradesByXTPID", &TraderApiWrap::queryTradesByXTPID) + .def("queryTrades", &TraderApiWrap::queryTrades) + .def("queryPosition", &TraderApiWrap::queryPosition) + .def("queryAsset", &TraderApiWrap::queryAsset) + .def("queryStructuredFund", &TraderApiWrap::queryStructuredFund) + .def("fundTransfer", &TraderApiWrap::fundTransfer) + .def("queryFundTransfer", &TraderApiWrap::queryFundTransfer) + .def("queryETF", &TraderApiWrap::queryETF) + .def("queryETFTickerBasket", &TraderApiWrap::queryETFTickerBasket) + .def("queryIPOInfoList", &TraderApiWrap::queryIPOInfoList) + .def("queryIPOQuotaInfo", &TraderApiWrap::queryIPOQuotaInfo) + .def("queryBondIPOInfoList", &TraderApiWrap::queryBondIPOInfoList) + .def("queryBondSwapStockInfo", &TraderApiWrap::queryBondSwapStockInfo) + .def("queryOptionAuctionInfo", &TraderApiWrap::queryOptionAuctionInfo) + .def("creditCashRepay", &TraderApiWrap::creditCashRepay) + .def("queryCreditCashRepayInfo", &TraderApiWrap::queryCreditCashRepayInfo) + .def("queryCreditFundInfo", &TraderApiWrap::queryCreditFundInfo) + .def("queryCreditDebtInfo", &TraderApiWrap::queryCreditDebtInfo) + .def("queryCreditTickerDebtInfo", &TraderApiWrap::queryCreditTickerDebtInfo) + .def("queryCreditAssetDebtInfo", &TraderApiWrap::queryCreditAssetDebtInfo) + .def("queryCreditTickerAssignInfo", &TraderApiWrap::queryCreditTickerAssignInfo) + .def("queryCreditExcessStock", &TraderApiWrap::queryCreditExcessStock) + .def("queryMulCreditExcessStock", &TraderApiWrap::queryMulCreditExcessStock) + + .def("creditExtendDebtDate", &TraderApiWrap::creditExtendDebtDate) + .def("queryCreditExtendDebtDateOrders", &TraderApiWrap::queryCreditExtendDebtDateOrders) + .def("queryCreditFundExtraInfo", &TraderApiWrap::queryCreditFundExtraInfo) + .def("queryCreditPositionExtraInfo", &TraderApiWrap::queryCreditPositionExtraInfo) + + .def("queryOrdersByPage", &TraderApiWrap::queryOrdersByPage) + .def("queryOrdersByPageEx", &TraderApiWrap::queryOrdersByPageEx) + .def("queryTradesByPage", &TraderApiWrap::queryTradesByPage) + .def("isServerRestart", &TraderApiWrap::isServerRestart) + .def("creditCashRepayDebtInterestFee", &TraderApiWrap::creditCashRepayDebtInterestFee) + .def("creditSellStockRepayDebtInterestFee", &TraderApiWrap::creditSellStockRepayDebtInterestFee) + .def("insertOptionCombinedOrder", &TraderApiWrap::insertOptionCombinedOrder) + .def("insertOptionCombinedOrderExtra", &TraderApiWrap::insertOptionCombinedOrderExtra) + .def("queryOptionCombinedUnfinishedOrders", &TraderApiWrap::queryOptionCombinedUnfinishedOrders) + .def("queryOptionCombinedUnfinishedOrdersEx", &TraderApiWrap::queryOptionCombinedUnfinishedOrdersEx) + .def("queryOptionCombinedOrderByXTPID", &TraderApiWrap::queryOptionCombinedOrderByXTPID) + .def("queryOptionCombinedOrderByXTPIDEx", &TraderApiWrap::queryOptionCombinedOrderByXTPIDEx) + .def("queryOptionCombinedOrders", &TraderApiWrap::queryOptionCombinedOrders) + .def("queryOptionCombinedOrdersEx", &TraderApiWrap::queryOptionCombinedOrdersEx) + .def("queryOptionCombinedOrdersByPage", &TraderApiWrap::queryOptionCombinedOrdersByPage) + .def("queryOptionCombinedOrdersByPageEx", &TraderApiWrap::queryOptionCombinedOrdersByPageEx) + .def("queryOptionCombinedTradesByXTPID", &TraderApiWrap::queryOptionCombinedTradesByXTPID) + .def("queryOptionCombinedTrades", &TraderApiWrap::queryOptionCombinedTrades) + .def("queryOptionCombinedTradesByPage", &TraderApiWrap::queryOptionCombinedTradesByPage) + .def("queryOptionCombinedPosition", &TraderApiWrap::queryOptionCombinedPosition) + .def("queryOptionCombinedStrategyInfo", &TraderApiWrap::queryOptionCombinedStrategyInfo) + .def("cancelOptionCombinedOrder", &TraderApiWrap::cancelOptionCombinedOrder) + .def("queryOptionCombinedExecPosition", &TraderApiWrap::queryOptionCombinedExecPosition) + .def("queryOtherServerFund", &TraderApiWrap::queryOtherServerFund) + + .def("loginALGO", &TraderApiWrap::loginALGO) + .def("queryStrategy", &TraderApiWrap::queryStrategy) + .def("aLGOUserEstablishChannel", &TraderApiWrap::aLGOUserEstablishChannel) + .def("insertAlgoOrder", &TraderApiWrap::insertAlgoOrder) + .def("cancelAlgoOrder", &TraderApiWrap::cancelAlgoOrder) + .def("getAlgorithmIDByOrder", &TraderApiWrap::getAlgorithmIDByOrder) + .def("strategyRecommendation", &TraderApiWrap::strategyRecommendation) + .def("modifyAlgoOrder", &TraderApiWrap::modifyAlgoOrder) + .def("pauseAlgoOrder", &TraderApiWrap::pauseAlgoOrder) + .def("resumeAlgoOrder", &TraderApiWrap::resumeAlgoOrder) + + ////////////////////////ص/////////////////////// + .def("onDisconnected", pure_virtual(&TraderApiWrap::onDisconnected)) + .def("onError", pure_virtual(&TraderApiWrap::onError)) + .def("onQueryAccountTradeMarket", pure_virtual(&TraderApiWrap::onQueryAccountTradeMarket)) + .def("onOrderEvent", pure_virtual(&TraderApiWrap::onOrderEvent)) + .def("onTradeEvent", pure_virtual(&TraderApiWrap::onTradeEvent)) + .def("onCancelOrderError", pure_virtual(&TraderApiWrap::onCancelOrderError)) + .def("onQueryOrder", pure_virtual(&TraderApiWrap::onQueryOrder)) + .def("onQueryOrderEx", pure_virtual(&TraderApiWrap::onQueryOrderEx)) + .def("onQueryTrade", pure_virtual(&TraderApiWrap::onQueryTrade)) + .def("onQueryPosition", pure_virtual(&TraderApiWrap::onQueryPosition)) + .def("onQueryAsset", pure_virtual(&TraderApiWrap::onQueryAsset)) + .def("onQueryStructuredFund", pure_virtual(&TraderApiWrap::onQueryStructuredFund)) + .def("onQueryFundTransfer", pure_virtual(&TraderApiWrap::onQueryFundTransfer)) + .def("onFundTransfer", pure_virtual(&TraderApiWrap::onFundTransfer)) + .def("onQueryETF", pure_virtual(&TraderApiWrap::onQueryETF)) + .def("onQueryETFBasket", pure_virtual(&TraderApiWrap::onQueryETFBasket)) + .def("onQueryIPOInfoList", pure_virtual(&TraderApiWrap::onQueryIPOInfoList)) + .def("onQueryIPOQuotaInfo", pure_virtual(&TraderApiWrap::onQueryIPOQuotaInfo)) + .def("onQueryBondIPOInfoList", pure_virtual(&TraderApiWrap::onQueryBondIPOInfoList)) + .def("onQueryBondSwapStockInfo", pure_virtual(&TraderApiWrap::onQueryBondSwapStockInfo)) + .def("onQueryOptionAuctionInfo", pure_virtual(&TraderApiWrap::onQueryOptionAuctionInfo)) + .def("onCreditCashRepay", pure_virtual(&TraderApiWrap::onCreditCashRepay)) + .def("onQueryCreditCashRepayInfo", pure_virtual(&TraderApiWrap::onQueryCreditCashRepayInfo)) + .def("onQueryCreditFundInfo", pure_virtual(&TraderApiWrap::onQueryCreditFundInfo)) + .def("onQueryCreditDebtInfo", pure_virtual(&TraderApiWrap::onQueryCreditDebtInfo)) + .def("onQueryCreditTickerDebtInfo", pure_virtual(&TraderApiWrap::onQueryCreditTickerDebtInfo)) + .def("onQueryCreditAssetDebtInfo",pure_virtual(&TraderApiWrap::onQueryCreditAssetDebtInfo)) + .def("onQueryCreditTickerAssignInfo", pure_virtual(&TraderApiWrap::onQueryCreditTickerAssignInfo)) + .def("onQueryCreditExcessStock", pure_virtual(&TraderApiWrap::onQueryCreditExcessStock)) + .def("onQueryMulCreditExcessStock", pure_virtual(&TraderApiWrap::onQueryMulCreditExcessStock)) + + .def("onCreditExtendDebtDate", pure_virtual(&TraderApiWrap::onCreditExtendDebtDate)) + .def("onQueryCreditExtendDebtDateOrders",pure_virtual(&TraderApiWrap::onQueryCreditExtendDebtDateOrders)) + .def("onQueryCreditFundExtraInfo", pure_virtual(&TraderApiWrap::onQueryCreditFundExtraInfo)) + .def("onQueryCreditPositionExtraInfo", pure_virtual(&TraderApiWrap::onQueryCreditPositionExtraInfo)) + .def("onQueryOrderByPage", pure_virtual(&TraderApiWrap::onQueryOrderByPage)) + .def("onQueryOrderByPageEx", pure_virtual(&TraderApiWrap::onQueryOrderByPageEx)) + .def("onQueryTradeByPage", pure_virtual(&TraderApiWrap::onQueryTradeByPage)) + .def("onCreditCashRepayDebtInterestFee", pure_virtual(&TraderApiWrap::onCreditCashRepayDebtInterestFee)) + + .def("onOptionCombinedOrderEvent", pure_virtual(&TraderApiWrap::onOptionCombinedOrderEvent)) + .def("onOptionCombinedTradeEvent", pure_virtual(&TraderApiWrap::onOptionCombinedTradeEvent)) + .def("onQueryOptionCombinedOrders", pure_virtual(&TraderApiWrap::onQueryOptionCombinedOrders)) + .def("onQueryOptionCombinedOrdersEx", pure_virtual(&TraderApiWrap::onQueryOptionCombinedOrdersEx)) + .def("onQueryOptionCombinedOrdersByPage", pure_virtual(&TraderApiWrap::onQueryOptionCombinedOrdersByPage)) + .def("onQueryOptionCombinedOrdersByPageEx", pure_virtual(&TraderApiWrap::onQueryOptionCombinedOrdersByPageEx)) + .def("onQueryOptionCombinedTrades", pure_virtual(&TraderApiWrap::onQueryOptionCombinedTrades)) + .def("onQueryOptionCombinedTradesByPage", pure_virtual(&TraderApiWrap::onQueryOptionCombinedTradesByPage)) + .def("onQueryOptionCombinedPosition", pure_virtual(&TraderApiWrap::onQueryOptionCombinedPosition)) + .def("onQueryOptionCombinedStrategyInfo", pure_virtual(&TraderApiWrap::onQueryOptionCombinedStrategyInfo)) + .def("onCancelOptionCombinedOrderError", pure_virtual(&TraderApiWrap::onCancelOptionCombinedOrderError)) + .def("onQueryOptionCombinedExecPosition", pure_virtual(&TraderApiWrap::onQueryOptionCombinedExecPosition)) + .def("onQueryOtherServerFund", pure_virtual(&TraderApiWrap::onQueryOtherServerFund)) + + .def("onQueryStrategy", pure_virtual(&TraderApiWrap::onQueryStrategy)) + .def("onStrategyStateReport", pure_virtual(&TraderApiWrap::onStrategyStateReport)) + .def("onALGOUserEstablishChannel", pure_virtual(&TraderApiWrap::onALGOUserEstablishChannel)) + .def("onInsertAlgoOrder", pure_virtual(&TraderApiWrap::onInsertAlgoOrder)) + .def("onCancelAlgoOrder", pure_virtual(&TraderApiWrap::onCancelAlgoOrder)) + .def("onAlgoDisconnected", pure_virtual(&TraderApiWrap::onAlgoDisconnected)) + .def("onAlgoConnected", pure_virtual(&TraderApiWrap::onAlgoConnected)) + .def("onStrategySymbolStateReport", pure_virtual(&TraderApiWrap::onStrategySymbolStateReport)) + .def("onNewStrategyCreateReport", pure_virtual(&TraderApiWrap::onNewStrategyCreateReport)) + .def("onStrategyRecommendation", pure_virtual(&TraderApiWrap::onStrategyRecommendation)) + .def("onModifyAlgoOrder", pure_virtual(&TraderApiWrap::onModifyAlgoOrder)) + .def("onPauseAlgoOrde", pure_virtual(&TraderApiWrap::onPauseAlgoOrder)) + .def("onResumeAlgoOrder", pure_virtual(&TraderApiWrap::onResumeAlgoOrder)) + ; +}; diff --git a/source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/vnxtptrader.h b/source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/vnxtptrader.h new file mode 100644 index 0000000..073e810 --- /dev/null +++ b/source/Windows/xtp_api_python3_2.2.42.1/vnxtptrader/vnxtptrader.h @@ -0,0 +1,1242 @@ +//˵ + +//API +#include "xtp_trader_api.h" + +//ϵͳ +//#ifdef WIN32 +//#include "stdafx.h" +//#endif +#include +#include + +//Boost +#define BOOST_PYTHON_STATIC_LIB +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //е̹߳ +#include //е̹߳ + + +//ռ +using namespace std; +using namespace boost::python; +using namespace boost; + + +// +#define ONDISCONNECTED 1 +#define ONERROR 2 +#define ONORDEREVENT 3 +#define ONTRADEEVENT 4 +#define ONCANCELORDERERROR 5 +#define ONQUERYORDER 6 +#define ONQUERYTRADE 7 +#define ONQUERYPOSITION 8 +#define ONQUERYASSET 9 +#define ONQUERYSTRUCTUREDFUND 10 +#define ONQUERYFUNDTRANSFER 11 +#define ONFUNDTRANSFER 12 +#define ONQUERYETF 13 +#define ONQUERYETFBASKET 14 +#define ONQUERYIPOINFOLIST 15 +#define ONQUERYIPOQUOTAINFO 16 + +#define ONQUERYOPTIONAUCTIONINFO 17 + +#define ONCREDITCASHREPAY 18 +#define ONQUERYCREDITCASHREPAYINFO 19 +#define ONQUERYCREDITFUNDINFO 20 +#define ONQUERYCREDITDEBTINFO 21 +#define ONQUERYCREDITTICKERDEBTINFO 22 +#define ONQUERYCREDITASSETDEBTINFO 23 +#define ONQUERYCREDITTICKERASSIGNINFO 24 +#define ONQUERYCREDITEXCESSSTOCK 25 + +#define ONCREDITEXTENDDEBTDATE 26 +#define ONQUERYCREDITEXTENDDEBTDATEORDERS 27 +#define ONQUERYCREDITFUNDEXTRAINFO 28 +#define ONQUERYCREDITPOSITIONEXTRAINFO 29 + +#define ONQUERYORDERBYPAGE 30 +#define ONQUERYTRADEBYPAGE 31 +#define ONCREDITCASHREPAYDEBTINTERESTFEE 32 +#define ONQUERYMULCREDITEXCESSSTOCK 33 + +#define ONOPTIONCOMBINEDORDEREVENT 34 +#define ONOPTIONCOMBINEDTRADEEVENT 35 +#define ONQUERYOPTIONCOMBINEDORDERS 36 +#define ONQUERYOPTIONCOMBINEDORDERSBYPAGE 37 +#define ONQUERYOPTIONCOMBINEDTRADES 38 +#define ONQUERYOPTIONCOMBINEDTRADESBYPAGE 39 +#define ONQUERYOPTIONCOMBINEDPOSITION 40 +#define ONQUERYOPTIONCOMBINEDSTRATEGYINFO 41 +#define ONCANCELOPTIONCOMBINEDORDERERROR 42 + +#define ONQUERYOPTIONCOMBINEDEXECPOSITION 43 +#define ONQUERYOTHERSERVERFUND 44 + + +#define ONQUERYSTRATEGY 45 +#define ONSTRATEGYASTATEREPORT 46 +#define ONALGOUSERESTABLISHCHANNEL 47 +#define ONINSERTALGOORDER 48 +#define ONCANCELALGOORDER 49 +#define ONALGODISCONNECTED 50 +#define ONALGOCONNECTED 51 +#define ONQUERYORDEREX 52 +#define ONQUERYORDERBYPAGEEX 53 +#define ONQUERYOPTIONCOMBINEDORDERSEX 54 +#define ONQUERYOPTIONCOMBINEDORDERSBYPAGEEX 55 +#define ONSTRATEGYSYMBOLSTATEREPORT 56 +#define ONQUERYACCOUNTTRADEMARKET 57 + +#define ONQUERYBONDIPOINFOLIST 58 +#define ONQUERYBONDSWAPSTOCKINFO 59 +#define ONNEWSTRATEGYCREATEREPORT 60 +#define ONSTRATEGYRECOMMENDATION 61 +#define ONMODIFYALGOORDER 62 +#define ONPAUSEALGOORDER 63 +#define ONRESUMEALGOORDER 64 + +///------------------------------------------------------------------------------------- +///APIеIJ +///------------------------------------------------------------------------------------- + +//GILȫ򻯻ȡã +//ڰC++̻߳GILӶֹpython +class PyLock +{ +private: + PyGILState_STATE gil_state; + +public: + //ijдöʱGIL + PyLock() + { + gil_state = PyGILState_Ensure(); + } + + //ijɺٸöʱGIL + ~PyLock() + { + PyGILState_Release(gil_state); + } +}; + + +//ṹ +struct Task +{ + int task_name; //صƶӦij + void *task_data; //ݽṹ + void *task_error; //ṹ + int task_id; //id + bool task_last; //ǷΪ󷵻 + bool addtional_bool; //boolֶ + uint64_t addtional_int; //ֶ + double remain_amount; //doubleֶ + int64_t addtional_int_two; //ֶ + int64_t addtional_int_three; //ֶ + int64_t addtional_int_four; //ֶ + + int64_t req_count; + int64_t order_sequence; + int64_t query_reference; + int64_t trade_sequence; + + string strategy_param; + string user; + int reason; +}; + + +///̰߳ȫĶ +template + +class ConcurrentQueue +{ +private: + queue the_queue; //׼ + mutable boost::mutex the_mutex; //boost + boost::condition_variable the_condition_variable; //boost + +public: + + //µ + void push(Data const& data) + { + boost::mutex::scoped_lock lock(the_mutex); //ȡ + the_queue.push(data); //д + lock.unlock(); //ͷ + the_condition_variable.notify_one(); //֪ͨȴ߳ + } + + //ǷΪ + bool empty() const + { + boost::mutex::scoped_lock lock(the_mutex); + return the_queue.empty(); + } + + //ȡ + Data wait_and_pop() + { + boost::mutex::scoped_lock lock(the_mutex); + + while (the_queue.empty()) //Ϊʱ + { + the_condition_variable.wait(lock); //ȴ֪ͨ + } + + Data popped_value = the_queue.front(); //ȡеһ + the_queue.pop(); //ɾ + return popped_value; //ظ + } + +}; + + +void getNestedDictValue(dict d, string key1, string key2, int *value); + +void getNestedDictChar(dict d, string key1, string key2, char *value); + +void getNestedDictChar2(dict d, string key1, string key2, string key3, char *value, int index); + +void getNestedDictValue2(dict d, string key1, string key2, string key3, int *value, int index); + +//ֵлȡijֵӦֵṹֵ +void getInt(dict d, string key, int *value); + +void getUint64(dict d, string key, uint64_t *value); + +void getUint32(dict d, string key, uint32_t *value); + +void getInt64(dict d, string key, int64_t *value); + + + +//ֵлȡijֵӦĸֵṹֵ +void getDouble(dict d, string key, double* value); + + +//ֵлȡijֵӦֵַṹֵ +void getChar(dict d, string key, char* value); + + +//ֵлȡijֵӦֵַṹֵ +void getStr(dict d, string key, char* value); + + +///------------------------------------------------------------------------------------- +///C++ SPIĻصʵ +///------------------------------------------------------------------------------------- + +//APIļ̳ʵ +class TraderApi : public XTP::API::TraderSpi +{ +private: + XTP::API::TraderApi* api; //API + boost::thread *task_thread; //ָ߳루pythonݣ + ConcurrentQueue task_queue; // + +public: + TraderApi() + { + function0 f = boost::bind(&TraderApi::processTask, this); + boost::thread t(f); + this->task_thread = &t; + }; + + ~TraderApi() + { + }; + + //------------------------------------------------------------------------------------- + //APIص + //------------------------------------------------------------------------------------- + + ///ͻ˵ij뽻׺̨ͨӶϿʱ÷á + ///@param reason ԭӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ûlogoutµĶߣᴥ˺apiԶ߷ʱûѡڴ˺еLoginµ¼session_idʱûյݸ֮ǰ + virtual void OnDisconnected(uint64_t session_id, int reason) ; + + ///Ӧ + ///@param error_info ӦʱľĴʹϢ,error_infoΪգerror_info.error_idΪ0ʱûд + ///@remark ˺ֻڷʱŻãһû + virtual void OnError(XTPRI *error_info) ; + + ///ѯûڱڵϿɽгӦ + ///@param trade_location ѯĽгϢλӵλʼ0λʾУ(trade_location&0x01) == 0x01ɽ׻У1λʾУ(trade_location&0x02) == 0x02ʾɽУ0λ͵1λ1(trade_location&(0x01|0x02)) == 0x03ͱʾɽ׻2г + ///@param error_info ѯɽгʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ˲ѯֻһ + virtual void OnQueryAccountTradeMarket(int trade_location, XTPRI *error_info, int request_id, uint64_t session_id); + + ///֪ͨ + ///@param order_info ӦϢûͨorder_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶorder_info.qty_leftֶڶΪδɽɡȫɡϵ״̬ʱʾ˶ûгɽڲȫ״̬ʱʾ˶order_info.order_cancel_xtp_idΪӦijIDΪ0ʱʾ˵ɹ + ///@param error_info ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@remark ÿζ״̬ʱᱻãҪٷأϢʱᴥߣڶδɽȫɽȫֳѾܾЩ״̬ʱӦڲֳɽɶijɽرȷϡе¼˴ûĿͻ˶յûĶӦ + virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) ; + + ///ɽ֪ͨ + ///@param trade_info ɽرľϢûͨtrade_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶϽexec_idΨһʶһʳɽ2ʳɽرӵͬexec_idΪ˱ʽԳɽˡexec_idΨһģʱ޴жϻơreport_index+marketֶοΨһʶʾɽر + ///@remark гɽʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûijɽرضΪ״̬ҪûͨɽرijɽȷOnOrderEvent()Ͳ״̬ + virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) ; + + ///Ӧ + ///@param cancel_info Ϣorder_cancel_xtp_idʹorder_xtp_id + ///@param error_info ܾ߷ʱʹϢҪٷأϢʱᴥߣerror_infoΪգerror_info.error_idΪ0ʱûд + ///@remark Ӧֻڳʱص + virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) ; + + ///ѯӦ + ///@param order_info ѯһ + ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ + virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + ///ѯӦ-°汾ӿ + ///@param order_info ѯһϢ + ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ + virtual void OnQueryOrderEx(XTPOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ҳѯӦ + ///@param order_info ѯһ + ///@param req_count ҳ + ///@param order_sequence ҳĵǰر + ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); + + ///ҳѯӦ-°汾ӿ + ///@param order_info ѯһ + ///@param req_count ҳ + ///@param order_sequence ҳĵǰر + ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOrderByPageEx(XTPOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); + + ///ѯɽӦ + ///@param trade_info ѯһɽر + ///@param error_info ѯɽرʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥ + virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + ///ҳѯɽӦ + ///@param trade_info ѯһɽϢ + ///@param req_count ҳ + ///@param trade_sequence ҳĵǰر + ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark trade_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱtrade_sequencereq_countôʾлرԽһηҳѯȣʾлرѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); + + ///ѯͶֲ߳Ӧ + ///@param position ѯһֻƱijֲ + ///@param error_info ѯ˻ֲַʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ûܳжƱһѯܶӦӦҪٷأϢʱᴥ + virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + ///ѯʽ˻ӦҪٷأϢʱᴥ + ///@param asset ѯʽ˻ + ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + + ///ѯּϢӦҪٷأϢʱᴥ + ///@param fund_info ѯķּ + ///@param error_info ѯּʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯʽ𻮲ӦҪٷأϢʱᴥ + ///@param fund_transfer_info ѯʽ˻ + ///@param error_info ѯʽ˻ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ʽ𻮲֪ͨ + ///@param fund_transfer_info ʽ𻮲֪ͨľϢûͨfund_transfer_info.serial_idͨGetClientIDByXTPID() == client_idԼĶ + ///@param error_info ʽ𻮲ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@remark ʽ𻮲״̬仯ʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûʽ𻮲֪ͨ + virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id); + + ///ѯETF嵥ļӦҪٷأϢʱᴥ + ///@param etf_info ѯETF嵥ļ + ///@param error_info ѯETF嵥ļʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯETFƱӦҪٷأϢʱᴥ + ///@param etf_component_info ѯETFԼسɷֹϢ + ///@param error_info ѯETFƱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯ¹깺ϢбӦҪٷأϢʱᴥ + ///@param ipo_info ѯĽ¹깺һֻƱϢ + ///@param error_info ѯ¹깺ϢбʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯû¹깺ϢӦҪٷأϢʱᴥ + ///@param quota_info ѯûijгĽ¹깺Ϣ + ///@param error_info ѯû¹깺ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯտתծ깺ϢбӦҪٷأϢʱᴥ + ///@param ipo_info ѯĽտתծ깺һֻתծϢ + ///@param error_info ѯտתծ깺ϢбʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryBondIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯûתծתϢӦҪٷأϢʱᴥ + ///@param swap_stock_info ѯijתծתϢ + ///@param error_info ѯתծתϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryBondSwapStockInfo(XTPQueryBondSwapStockRsp *swap_stock_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯȨԼӦҪٷأϢʱᴥ + ///@param option_info ѯȨԼ + ///@param error_info ѯȨԼʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ȯҵֱֽӻӦ + ///@param cash_repay_info ֱֽӻ֪ͨľϢûͨcash_repay_info.xtp_idͨGetClientIDByXTPID() == client_idԼĶ + ///@param error_info ֽ𻹿ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnCreditCashRepay(XTPCrdCashRepayRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id); + + ///ȯҵֽϢӦ + ///@param cash_repay_info ֽϢ֪ͨľϢûͨcash_repay_info.xtp_idͨGetClientIDByXTPID() == client_idԼĶ + ///@param error_info ֽϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnCreditCashRepayDebtInterestFee(XTPCrdCashRepayDebtInterestFeeRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id); + + ///ѯȯҵеֱֽӻӦ + ///@param cash_repay_info ѯijһֱֽӻ֪ͨľϢ + ///@param error_info ѯֱֽӱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditCashRepayInfo(XTPCrdCashRepayInfo *cash_repay_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯ˻ϢӦҪٷأϢʱᴥ + ///@param fund_info ѯ˻Ϣ + ///@param error_info ѯ˻ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditFundInfo(XTPCrdFundInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) ; + + ///ѯ˻ծϢӦҪٷأϢʱᴥ + ///@param debt_info ѯ˻Լծ + ///@param error_info ѯ˻ծϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditDebtInfo(XTPCrdDebtInfo *debt_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + ///ѯ˻ָ֤ȯծδϢӦҪٷأϢʱᴥ + ///@param debt_info ѯ˻ָ֤ȯծδϢ + ///@param error_info ѯ˻ָ֤ȯծδϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditTickerDebtInfo(XTPCrdDebtStockInfo *debt_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯ˻ʽӦҪٷأϢʱᴥ + ///@param remain_amount ѯ˻ʽ + ///@param error_info ѯ˻ʽʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditAssetDebtInfo(double remain_amount, XTPRI *error_info, int request_id, uint64_t session_id); + + ///ѯ˻ȯͷϢӦҪٷأϢʱᴥ + ///@param assign_info ѯ˻ȯͷϢ + ///@param error_info ѯ˻ȯͷϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStkInfo *assign_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ȯҵѯָȯϢӦҪٷأϢʱᴥ + ///@param stock_info ѯȯϢ + ///@param error_info ѯ˻ȯϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo* stock_info, XTPRI *error_info, int request_id, uint64_t session_id); + + ///ȯҵѯȯϢӦҪٷأϢʱᴥ + ///@param stock_info ѯȯϢ + ///@param error_info ѯ˻ȯϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryMulCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo* stock_info, XTPRI *error_info, int request_id, uint64_t session_id, bool is_last); + + ///ȯҵиծԼչڵ֪ͨ + ///@param debt_extend_info ծԼչ֪ͨľϢûͨdebt_extend_info.xtpidͨGetClientIDByXTPID() == client_idԼĶ + ///@param error_info ծԼչڶܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ծԼչڶ״̬仯ʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûĸծԼչ֪ͨ + virtual void OnCreditExtendDebtDate(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI *error_info, uint64_t session_id); + + ///ѯȯҵиծԼչڶӦҪٷأϢʱᴥ + ///@param debt_extend_info ѯĸծԼչ + ///@param error_info ѯծԼչڷʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд󡣵error_info.error_id=11000350ʱûм¼Ϊ0ֵʱԼܵʱĴԭ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditExtendDebtDateOrders(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯȯҵ˻ϢӦҪٷأϢʱᴥ + ///@param fund_info ˻Ϣ + ///@param error_info ѯ˻ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditFundExtraInfo(XTPCrdFundExtraInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id); + + ///ѯȯҵ˻ָ֤ȯĸϢӦҪٷأϢʱᴥ + ///@param fund_info ˻ָ֤ȯĸϢ + ///@param error_info ѯ˻ϢʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryCreditPositionExtraInfo(XTPCrdPositionExtraInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ȨϲԱ֪ͨ + ///@param order_info ӦϢûͨorder_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶorder_info.qty_leftֶڶΪδɽɡȫɡϵ״̬ʱʾ˶ûгɽڲȫ״̬ʱʾ˶order_info.order_cancel_xtp_idΪӦijIDΪ0ʱʾ˵ɹ + ///@param error_info ܾ߷ʱʹϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ÿζ״̬ʱᱻãҪٷأϢʱᴥߣڶδɽȫɽȫֳѾܾЩ״̬ʱӦڲֳɽɶijɽرȷϡе¼˴ûĿͻ˶յûĶӦ + virtual void OnOptionCombinedOrderEvent(XTPOptCombOrderInfo *order_info, XTPRI *error_info, uint64_t session_id); + + ///ȨϲԳɽ֪ͨ + ///@param trade_info ɽرľϢûͨtrade_info.order_xtp_idͨGetClientIDByXTPID() == client_idԼĶϽexec_idΨһʶһʳɽ2ʳɽرӵͬexec_idΪ˱ʽԳɽˡexec_idΨһģʱ޴жϻơreport_index+marketֶοΨһʶʾɽر + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark гɽʱ򣬻ᱻãҪٷأϢʱᴥߡе¼˴ûĿͻ˶յûijɽرضΪ״̬ҪûͨɽرijɽȷOnOrderEvent()Ͳ״̬ + virtual void OnOptionCombinedTradeEvent(XTPOptCombTradeReport *trade_info, uint64_t session_id); + + ///ȨϲԳӦ + ///@param cancel_info Ϣorder_cancel_xtp_idʹorder_xtp_id + ///@param error_info ܾ߷ʱʹϢҪٷأϢʱᴥߣerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark Ӧֻڳʱص + virtual void OnCancelOptionCombinedOrderError(XTPOptCombOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) ; + + ///ѯȨϲԱӦ + ///@param order_info ѯһ + ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥߡ˶Ӧѯʹãʱû·ӵ£api + virtual void OnQueryOptionCombinedOrders(XTPQueryOptCombOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + ///ѯȨϲԱӦ-°汾ӿ + ///@param order_info ѯһ + ///@param error_info ѯʱʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥߡ˶Ӧѯʹãʱû·ӵ£api + virtual void OnQueryOptionCombinedOrdersEx(XTPOptCombOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ҳѯȨϲԱӦ + ///@param order_info ѯһ + ///@param req_count ҳ + ///@param order_sequence ҳĵǰر + ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOptionCombinedOrdersByPage(XTPQueryOptCombOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) ; + + ///ҳѯȨϲԱӦ-°汾ӿ + ///@param order_info ѯһ + ///@param req_count ҳ + ///@param order_sequence ҳĵǰر + ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark order_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱorder_sequencereq_countôʾбԽһηҳѯȣʾбѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOptionCombinedOrdersByPageEx(XTPOptCombOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) ; + + ///ѯȨϲԳɽӦ + ///@param trade_info ѯһɽر + ///@param error_info ѯɽرʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ַ֧ʱβѯһѯܶӦӦҪٷأϢʱᴥߡ˶Ӧѯʹãʱû·ӵ£api + virtual void OnQueryOptionCombinedTrades(XTPQueryOptCombTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) ; + + ///ҳѯȨϲԳɽӦ + ///@param trade_info ѯһɽϢ + ///@param req_count ҳ + ///@param trade_sequence ҳĵǰر + ///@param query_reference ǰϢӦIJѯҪ¼ڽһηҳѯʱҪõ + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark trade_sequenceΪ0βѯûв鵽κμ¼is_lastΪtrueʱtrade_sequencereq_countôʾлرԽһηҳѯȣʾлرѾѯϡһѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOptionCombinedTradesByPage(XTPQueryOptCombTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id); + + ///ѯȨϲԳֲӦ + ///@param position_info ѯһֲϢ + ///@param error_info ѯֲַʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark һѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOptionCombinedPosition(XTPQueryOptCombPositionRsp *position_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯȨϲϢӦ + ///@param strategy_info ѯһϲϢ + ///@param error_info ѯɽرʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark һѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOptionCombinedStrategyInfo(XTPQueryCombineStrategyInfoRsp *strategy_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯȨȨϲͷӦ + ///@param position_info ѯһȨϲͷϢ + ///@param error_info ѯֲַʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark һѯܶӦӦҪٷأϢʱᴥߡ + virtual void OnQueryOptionCombinedExecPosition(XTPQueryOptCombExecPosRsp *position_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id); + + ///ѯڵʽӦҪٷأϢʱᴥ + ///@param fund_info ѯڵʽ + ///@param error_info ѯڵʽʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryOtherServerFund(XTPFundQueryRsp *fund_info, XTPRI *error_info, int request_id, uint64_t session_id); + + + //////////////////////////////////////////////////////////////// + /*****algo algo algo algo algo algo algo algo algo algo ******/ + //////////////////////////////////////////////////////////////// + + ///algoҵвѯбӦ + ///@param strategy_info ԾϢ + ///@param strategy_param ˲аIJerror_info.error_idΪ0ʱ + ///@param error_info ѯѯбʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnQueryStrategy(XTPStrategyInfoStruct* strategy_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id); + + ///algoҵвʱ״̬֪ͨ + ///@param strategy_state û״̬֪ͨ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnStrategyStateReport(XTPStrategyStateReportStruct* strategy_state, uint64_t session_id); + + ///algoҵû㷨ͨϢӦ + ///@param user û + ///@param error_info 㷨ͨʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд󣬼㷨ͨɹ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark 㷨ͨɹ󣬲ܶûԵȲһûֻӵһ㷨֮ͨǰѾظ + virtual void OnALGOUserEstablishChannel(char* user, XTPRI* error_info, uint64_t session_id); + + ///algoҵбͲԵӦ + ///@param strategy_info û͵IJԵľϢ + ///@param error_info ͲԵʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnInsertAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id); + + ///algoҵгԵӦ + ///@param strategy_info ûIJԵľϢ + ///@param error_info ԵʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnCancelAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id); + + ///ͻAlgoBusͨӶϿʱ÷á + ///@param reason ԭӦ + ///@remark 벻Ҫ̣߳Ӱalgoĵ¼Algo֮ӣߺԶû + virtual void OnAlgoDisconnected(int reason) ; + + ///ͻAlgoBusߺʱ÷ãڶɹᱻá + virtual void OnAlgoConnected(); + + ///algoҵвʱָ֤ȯִ״̬֪ͨ + ///@param strategy_symbol_state ûָ֤ȯ״̬֪ͨ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnStrategySymbolStateReport(XTPStrategySymbolStateReport* strategy_symbol_state, uint64_t session_id) ; + + ///algoҵбĸʱϢ(ͻ˴ĸ) + ///@param strategy_info ԾϢ + ///@param strategy_param ˲аIJ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnNewStrategyCreateReport(XTPStrategyInfoStruct* strategy_info, char* strategy_param, uint64_t session_id); + + ///algoҵ㷨ƼӦ + ///@param basket_flag ǷƼĸı־һ£˲ΪtrueôԷصstrategy_paramΪ׼ + ///@param recommendation_info Ƽ㷨ľϢbasket_flag=trueʱ˽ṹеmarkettickerû壬ʱstrategy_paramΪ׼ + ///@param strategy_param 㷨ֱĸerror_info.error_idΪ0ʱ + ///@param error_info Ƽ㷨ʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param is_last ϢӦǷΪrequest_idӦһӦΪһʱΪtrueΪfalseʾϢӦ + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnStrategyRecommendation(bool basket_flag, XTPStrategyRecommendationInfo* recommendation_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id); + + ///algoҵ޸вԵӦ + ///@param strategy_info û޸ĺԵľϢ + ///@param error_info ޸IJԵʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnModifyAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id); + + ///algoҵָָ֤ͣȯ㷨Ӧ + ///@param xtp_strategy_id xtp㷨ID + ///@param ticker_info ָ֤ȯϢΪnullΪnullʾָ֤ͣȯ㷨 + ///@param error_info ޸IJԵʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnPauseAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id); + + ///algoҵָָ֤ȯ㷨Ӧ + ///@param xtp_strategy_id xtp㷨ID + ///@param ticker_info ָ֤ȯϢΪnullΪnullʾָ֤ȯ㷨 + ///@param error_info ޸IJԵʱصĴϢerror_infoΪգerror_info.error_idΪ0ʱûд + ///@param request_id ϢӦӦID + ///@param session_id ʽ˻Ӧsession_id¼ʱõ + ///@remark ҪٷأϢʱᴥ + virtual void OnResumeAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id); + + + //------------------------------------------------------------------------------------- + //task + //------------------------------------------------------------------------------------- + + void processTask(); + + void processDisconnected(Task *task); + + void processError(Task *task); + + void processQueryAccountTradeMarket(Task *task); + + void processOrderEvent(Task *task); + + void processTradeEvent(Task *task); + + void processCancelOrderError(Task *task); + + void processQueryOrder(Task *task); + + void processQueryOrderEx(Task *task); + + void processQueryOrderByPage(Task *task); + + void processQueryOrderByPageEx(Task *task); + + void processQueryTrade(Task *task); + + void processQueryTradeByPage(Task *task); + + void processQueryPosition(Task *task); + + void processQueryAsset(Task *task); + + void processQueryStructuredFund(Task *task); + + void processQueryFundTransfer(Task *task); + + void processFundTransfer(Task *task); + + void processQueryETF(Task *task); + + void processQueryETFBasket(Task *task); + + void processQueryIPOInfoList(Task *task); + + void processQueryIPOQuotaInfo(Task *task); + + void processQueryBondIPOInfoList(Task *task); + + void processQueryBondSwapStockInfo(Task *task); + + void processQueryOptionAuctionInfo(Task *task); + + void processCreditCashRepay(Task *task); + + void processQueryCreditCashRepayInfo(Task *task); + + void processQueryCreditFundInfo(Task *task); + + void processQueryCreditDebtInfo(Task *task); + + void processQueryCreditTickerDebtInfo(Task *task); + + void processQueryCreditAssetDebtInfo(Task *task); + + void processQueryCreditTickerAssignInfo(Task *task); + + void processQueryCreditExcessStock(Task *task); + + void processQueryMulCreditExcessStock(Task *task); + + void processCreditExtendDebtDate(Task *task); + + void processQueryCreditExtendDebtDateOrders(Task *task); + + void processQueryCreditFundExtraInfo(Task *task); + + void processQueryCreditPositionExtraInfo(Task *task); + + void processCreditCashRepayDebtInterestFee(Task *task); + + + void processOptionCombinedOrderEvent(Task *task); + + void processOptionCombinedTradeEvent(Task *task); + + void processQueryOptionCombinedOrders(Task *task); + + void processQueryOptionCombinedOrdersEx(Task *task); + + void processQueryOptionCombinedOrdersByPage(Task *task); + + void processQueryOptionCombinedOrdersByPageEx(Task *task); + + void processQueryOptionCombinedTrades(Task *task); + + void processQueryOptionCombinedTradesByPage(Task *task); + + void processQueryOptionCombinedPosition(Task *task); + + void processQueryOptionCombinedStrategyInfo(Task *task); + + void processCancelOptionCombinedOrderError(Task *task); + + void processQueryOptionCombinedExecPosition(Task *task); + + void processQueryOtherServerFund(Task *task); + + //////////algo///////// + void processQueryStrategy(Task *task); + + void processStrategyStateReport(Task *task); + + void processALGOUserEstablishChannel(Task *task); + + void processInsertAlgoOrder(Task *task); + + void processCancelAlgoOrder(Task *task); + + void processAlgoDisconnected(Task *task); + + void processAlgoConnected(Task *task); + + void processStrategySymbolStateReport(Task *task); + + void processNewStrategyCreateReport(Task *task); + + void processStrategyRecommendation(Task *task); + + void processModifyAlgoOrder(Task *task); + + void processPauseAlgoOrder(Task *task); + + void processResumeAlgoOrder(Task *task); + + //------------------------------------------------------------------------------------- + //dataصֵ + //errorصĴֵ + //reqidid + //lastǷΪ󷵻 + //------------------------------------------------------------------------------------- + + virtual void onDisconnected(uint64_t session, int reason) {}; + + virtual void onError(dict data) {}; + + virtual void onQueryAccountTradeMarket(int trade_location, dict error, int request_id, uint64_t session_id) {}; + + virtual void onOrderEvent(dict data, dict error, uint64_t session) {}; + + virtual void onTradeEvent(dict data, uint64_t session) {}; + + virtual void onCancelOrderError(dict data, dict error, uint64_t session) {}; + + virtual void onQueryOrder(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryOrderEx(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryTrade(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryPosition(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryAsset(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryStructuredFund(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryFundTransfer(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onFundTransfer(dict data, dict error, uint64_t session) {}; + + virtual void onQueryETF(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryETFBasket(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryIPOInfoList(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryIPOQuotaInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryBondIPOInfoList(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryBondSwapStockInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryOptionAuctionInfo(dict data, dict error, int reqid, bool last, uint64_t session) {}; + + virtual void onCreditCashRepay(dict data, dict error_info, uint64_t session) {}; + + virtual void onQueryCreditCashRepayInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryCreditFundInfo(dict data, dict error_info, int request_id, uint64_t session) {}; + + virtual void onQueryCreditDebtInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryCreditTickerDebtInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryCreditAssetDebtInfo(double remain_amount, dict error_info, int request_id, uint64_t session) {}; + + virtual void onQueryCreditTickerAssignInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryCreditExcessStock(dict data, dict error_info, int request_id, uint64_t session) {}; + + virtual void onQueryMulCreditExcessStock(dict data, dict error_info, int request_id, uint64_t session, bool last) {}; + + virtual void onCreditExtendDebtDate(dict data, dict error_info, uint64_t session) {}; + + virtual void onQueryCreditExtendDebtDateOrders(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryCreditFundExtraInfo(dict data, dict error_info, int request_id, uint64_t session) {}; + + virtual void onQueryCreditPositionExtraInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryOrderByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryOrderByPageEx(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; + + virtual void onQueryTradeByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int reqid, bool last, uint64_t session) {}; + + virtual void onCreditCashRepayDebtInterestFee(dict data, dict error_info, uint64_t session) {}; + + + + + virtual void onOptionCombinedOrderEvent(dict data, dict error_info, uint64_t session_id) {}; + + virtual void onOptionCombinedTradeEvent(dict data, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedOrders(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedOrdersEx(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedOrdersByPage(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedOrdersByPageEx(dict data, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedTrades(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedTradesByPage(dict data, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedPosition(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onQueryOptionCombinedStrategyInfo(dict data, dict error_info, int request_id, bool is_last, uint64_t session_id) {}; + + virtual void onCancelOptionCombinedOrderError(dict data, dict error_info, uint64_t session) {}; + + virtual void onQueryOptionCombinedExecPosition(dict data, dict error_info, int request_id, bool is_last, uint64_t session) {}; + + virtual void onQueryOtherServerFund(dict data, dict error_info, int request_id, uint64_t session) {}; + + + //////////////algo//////// + + virtual void onQueryStrategy(dict data, string strategy_param, dict error_info, int32_t request_id, bool is_last, uint64_t session_id){}; + + virtual void onStrategyStateReport(dict data, uint64_t session_id){}; + + virtual void onALGOUserEstablishChannel(string user,dict error_info, uint64_t session_id){}; + + virtual void onInsertAlgoOrder(dict data,dict error_info, uint64_t session_id){}; + + virtual void onCancelAlgoOrder(dict data,dict error_info, uint64_t session_id){}; + + virtual void onAlgoDisconnected(int reason){}; + + virtual void onAlgoConnected(){}; + + virtual void onStrategySymbolStateReport(dict data, uint64_t session_id) {}; + + virtual void onNewStrategyCreateReport(dict data, string strategy_param, uint64_t session_id) {}; + + virtual void onStrategyRecommendation(bool basket_flag, dict data, string strategy_param, dict error_info, int32_t request_id, bool is_last, uint64_t session_id) {}; + + virtual void onModifyAlgoOrder(dict data,dict error_info, uint64_t session_id) {}; + + virtual void onPauseAlgoOrder(uint64_t xtp_strategy_id, dict data, dict error_info, int32_t request_id, uint64_t session_id) {}; + + virtual void onResumeAlgoOrder(uint64_t xtp_strategy_id, dict data, dict error_info, int32_t request_id, uint64_t session_id) {}; + + //------------------------------------------------------------------------------------- + //req:ֵ + //------------------------------------------------------------------------------------- + + void createTraderApi(uint8_t clientid, string path, int log_level); + + void release(); + + int exit(); + + string getTradingDay(); + + dict getApiLastError(); + + string getApiVersion(); + + uint8_t getClientIDByXTPID(uint64_t orderid); + + string getAccountByXTPID(uint64_t orderid); + + void subscribePublicTopic(int tpye); + + void setSoftwareKey(string key); + + void setSoftwareVersion(string version); + + void setHeartBeatInterval(uint32_t interval); + + uint64_t login(string ip, int port, string user, string password, int socktype,string local_ip); + + int logout(uint64_t sessionid); + + int modifyUserTerminalInfo(dict info, uint64_t session_id); + + int queryAccountTradeMarket(uint64_t session_id, int request_id); + + uint64_t getANewOrderXTPID(uint64_t session_id); + + uint64_t insertOrder(dict req, uint64_t sessionid); + + uint64_t insertOrderExtra(dict req, uint64_t session_id); + + uint64_t cancelOrder(uint64_t orderid, uint64_t sessionid); + + int queryOrderByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); + + int queryOrderByXTPIDEx(uint64_t orderid, uint64_t sessionid, int reqid); + + int queryOrders(dict req, uint64_t sessionid, int reqid); + + int queryOrdersEx(dict req, uint64_t sessionid, int reqid); + + int queryUnfinishedOrders(uint64_t sessionid, int reqid); + + int queryUnfinishedOrdersEx(uint64_t sessionid, int reqid); + + int queryTradesByXTPID(uint64_t orderid, uint64_t sessionid, int reqid); + + int queryTrades(dict req, uint64_t sessionid, int reqid); + + int queryPosition(string ticker, uint64_t sessionid, int reqid); + + int queryAsset(uint64_t sessionid, int reqid); + + int queryStructuredFund(dict req, uint64_t sessionid, int reqid); + + uint64_t fundTransfer(dict req, uint64_t sessionid); + + int queryFundTransfer(dict req, uint64_t sessionid, int reqid); + + int queryETF(dict req, uint64_t sessionid, int reqid); + + int queryETFTickerBasket(dict req, uint64_t sessionid, int reqid); + + int queryIPOInfoList(uint64_t sessionid, int reqid); + + int queryIPOQuotaInfo(uint64_t sessionid, int reqid); + + int queryBondIPOInfoList(uint64_t session_id, int request_id); + + int queryBondSwapStockInfo(dict req, uint64_t session_id, int request_id); + + int queryOptionAuctionInfo(dict req,uint64_t session_id, int request_id); + + uint64_t creditCashRepay(double amount, uint64_t session_id); + + int queryCreditCashRepayInfo(uint64_t session_id, int request_id); + + int queryCreditFundInfo(uint64_t session_id, int request_id); + + int queryCreditDebtInfo(uint64_t session_id, int request_id); + + int queryCreditTickerDebtInfo(dict req, uint64_t session_id, int request_id); + + int queryCreditAssetDebtInfo(uint64_t session_id, int request_id); + + int queryCreditTickerAssignInfo(dict req, uint64_t session_id, int request_id); + + int queryCreditExcessStock(dict req, uint64_t session_id, int request_id); + + int queryMulCreditExcessStock(dict req, uint64_t session_id, int request_id); + + uint64_t creditExtendDebtDate(dict req, uint64_t session_id); + + int queryCreditExtendDebtDateOrders(uint64_t xtp_id,uint64_t session_id, int request_id); + + int queryCreditFundExtraInfo( uint64_t session_id, int request_id); + + int queryCreditPositionExtraInfo(dict req, uint64_t session_id, int request_id); + + int queryOrdersByPage(dict req, uint64_t sessionid, int reqid); + + int queryOrdersByPageEx(dict req, uint64_t sessionid, int reqid); + + int queryTradesByPage(dict req, uint64_t sessionid, int reqid); + + bool isServerRestart(uint64_t session_id); + + uint64_t creditCashRepayDebtInterestFee(string debt_id, double amount, uint64_t session_id); + + uint64_t creditSellStockRepayDebtInterestFee(dict req, string debt_id, uint64_t session_id); + + uint64_t insertOptionCombinedOrder(dict req, uint64_t session_id); + + uint64_t insertOptionCombinedOrderExtra(dict req, uint64_t session_id); + + int queryOptionCombinedUnfinishedOrders(uint64_t session_id, int request_id); + + int queryOptionCombinedUnfinishedOrdersEx(uint64_t session_id, int request_id); + + int queryOptionCombinedOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id); + + int queryOptionCombinedOrderByXTPIDEx(const uint64_t order_xtp_id, uint64_t session_id, int request_id); + + int queryOptionCombinedOrders(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedOrdersEx(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedOrdersByPage(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedOrdersByPageEx(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id); + + int queryOptionCombinedTrades(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedTradesByPage(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedPosition(dict req, uint64_t session_id, int request_id); + + int queryOptionCombinedStrategyInfo(uint64_t session_id, int request_id); + + uint64_t cancelOptionCombinedOrder(const uint64_t order_xtp_id, uint64_t session_id); + + int queryOptionCombinedExecPosition(dict req, uint64_t session_id, int request_id); + + int queryOtherServerFund(dict req, uint64_t session_id, int request_id); + + /////////////////////algo/////////////////////// + + int loginALGO(string ip, int port, string user, string password, int socktype,string local_ip); + + int queryStrategy(uint32_t strategy_type, uint64_t client_strategy_id, uint64_t xtp_strategy_id, uint64_t session_id, int32_t request_id); + + int aLGOUserEstablishChannel(string oms_ip, int oms_port, string user, string password, uint64_t session_id); + + int insertAlgoOrder(uint32_t strategy_type, uint64_t client_strategy_id, string strategy_param, uint64_t session_id); + + int cancelAlgoOrder(bool cancel_flag, uint64_t xtp_strategy_id, uint64_t session_id); + + uint64_t getAlgorithmIDByOrder(uint64_t order_xtp_id, uint32_t order_client_id); + + int strategyRecommendation(bool basket_flag, char* basket_param, uint64_t session_id, int32_t request_id); + + int modifyAlgoOrder(uint64_t xtp_strategy_id, char* strategy_param, uint64_t session_id); + + int pauseAlgoOrder(uint64_t xtp_strategy_id, dict req, uint64_t session_id, int32_t request_id); + + int resumeAlgoOrder(uint64_t xtp_strategy_id, dict req, uint64_t session_id, int32_t request_id); + +}; diff --git a/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/algo_api_struct.h b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/algo_api_struct.h new file mode 100644 index 0000000..404ebc5 --- /dev/null +++ b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/algo_api_struct.h @@ -0,0 +1,103 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file algo_api_struct.h +///@brief 定义业务公共数据结构 +///////////////////////////////////////////////////////////////////////// +#ifndef _XTP_ALGO_API_STRUCT_H_ +#define _XTP_ALGO_API_STRUCT_H_ + +#include "algo_data_type.h" +#include "xtp_api_struct_common.h" + +#pragma pack(8) + +///策略信息结构体 +typedef struct XTPStrategyInfoStruct +{ + uint16_t m_strategy_type; ///< 策略类型 + XTPStrategyStateType m_strategy_state; ///< 策略状态 + uint64_t m_client_strategy_id; ///< 客户策略id + uint64_t m_xtp_strategy_id; ///< xtp策略id +} XTPStrategyInfoStruct; + +///策略中指定证券信息结构体 +typedef struct XTPStrategySymbolInfoStruct +{ + XTPStrategyInfoStruct m_strategy_info; ///< 策略信息 + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + XTP_MARKET_TYPE m_market; ///< 市场 +} XTPStrategySymbolInfo; + +///策略状态结构体 +typedef struct XTPStrategyStateReportStruct +{ + XTPStrategyInfoStruct m_strategy_info; ///< 策略信息 + int64_t m_strategy_qty; ///< 策略总量 + int64_t m_strategy_ordered_qty; ///< 策略已委托数量 + int64_t m_strategy_cancelled_qty; ///< 策略已撤单数量 + int64_t m_strategy_execution_qty; ///< 策略已成交数量 + int64_t m_strategy_unclosed_qty; ///< 策略未平仓数量(T0卖出数量-买入数量) + double m_strategy_asset; ///< 策略总金额 + double m_strategy_ordered_asset; ///< 策略已委托金额 + double m_strategy_execution_asset; ///< 策略已成交金额 + double m_strategy_execution_price; ///< 策略执行价格 + double m_strategy_market_price; ///< 策略市场价 + double m_strategy_price_diff; ///< 策略执行价差 + double m_strategy_asset_diff; ///< 策略执行绩效(T0资金预净收入) + XTPRI m_error_info; ///< 错误信息 +} XTPStrategyStateReport; + +///指定策略指定证券的请求结构体 +typedef struct XTPStrategySymbolReqStruct +{ + uint64_t m_xtp_strategy_id; ///< xtp策略id + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + XTP_MARKET_TYPE m_market; ///< 市场 +} XTPStrategySymbolReq; + +///策略中指定证券的算法执行状态结构体 +typedef struct XTPStrategySymbolStateReportStruct +{ + XTPStrategyInfoStruct m_strategy_info; ///< 策略信息 + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + XTP_MARKET_TYPE m_market; ///< 市场 + XTP_SIDE_TYPE m_side; ///< 买卖方向，=0时为T0单 + int64_t m_strategy_qty; ///< 策略总量 + int64_t m_strategy_ordered_qty; ///< 策略已委托数量 + int64_t m_strategy_cancelled_qty; ///< 策略已撤单数量 + int64_t m_strategy_execution_qty; ///< 策略已成交数量 + int64_t m_strategy_buy_qty; ///< 策略已买入数量(T0) + int64_t m_strategy_sell_qty; ///< 策略已卖出数量(T0) + int64_t m_strategy_unclosed_qty; ///< 策略未平仓数量(T0卖出数量-买入数量) + double m_strategy_asset; ///< 策略总金额 + double m_strategy_ordered_asset; ///< 策略已委托金额 + double m_strategy_execution_asset; ///< 策略已成交金额 + double m_strategy_buy_asset; ///< 策略买入金额(T0) + double m_strategy_sell_asset; ///< 策略卖出金额(TO) + double m_strategy_unclosed_asset; ///< 策略未平仓金额(T0) + double m_strategy_asset_diff; ///< 策略毛收益增强金额(T0) + double m_strategy_execution_price; ///< 策略执行价格 + double m_strategy_market_price; ///< 策略市场价 + double m_strategy_price_diff; ///< 策略执行价差(T0时为毛增强收益率) + XTPRI m_error_info; ///< 错误信息 +} XTPStrategySymbolStateReport; + +///推荐算法结构体 +typedef struct XTPStrategyRecommendationInfoStruct +{ + uint16_t m_strategy_type; ///< 策略类型 + XTP_MARKET_TYPE m_market; ///< 交易市场 + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + char m_reserved[64]; ///< 保留域 +} XTPStrategyRecommendationInfo; + +///策略中的证券信息结构体 +typedef struct XTPStrategyTickerInfoStruct +{ + char m_ticker[XTP_TICKER_LEN]; ///< 证券代码 + XTP_MARKET_TYPE m_market; ///< 交易市场 +} XTPStrategyTickerInfo; + +#pragma pack() + +#endif //_XTP_ALGO_API_STRUCT_H_ diff --git a/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/algo_data_type.h b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/algo_data_type.h new file mode 100644 index 0000000..f34a66c --- /dev/null +++ b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/algo_data_type.h @@ -0,0 +1,35 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file algo_data_type.h +///@brief 定义业务公共数据结构 +///////////////////////////////////////////////////////////////////////// +#ifndef _XTP_ALGO_DATA_TYPE_H_ +#define _XTP_ALGO_DATA_TYPE_H_ + +///@brief XTPStrategyStateType策略状态类型 +typedef uint8_t XTPStrategyStateType; + +///创建中 +#define XTP_STRATEGY_STATE_CREATING 0 +///已创建 +#define XTP_STRATEGY_STATE_CREATED 1 +///开始执行中 +#define XTP_STRATEGY_STATE_STARTING 2 +///已执行 +#define XTP_STRATEGY_STATE_STARTED 3 +///停止中 +#define XTP_STRATEGY_STATE_STOPPING 4 +///已停止 +#define XTP_STRATEGY_STATE_STOPPED 5 +///销毁中 +#define XTP_STRATEGY_STATE_DESTROYING 6 +///已销毁 +#define XTP_STRATEGY_STATE_DESTROYED 7 +///发生错误 +#define XTP_STRATEGY_STATE_ERROR 8 +#define XTP_STRATEGY_STATE_PARTPAUSE 9 +#define XTP_STRATEGY_STATE_PAUSE 10 +#define XTP_STRATEGY_STATE_RESUMING 11 +#define XTP_STRATEGY_STATE_RESUMED 12 + +#endif //_XTP_ALGO_DATA_TYPE_H_ diff --git a/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/config.json b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/config.json new file mode 100644 index 0000000..5984bbe --- /dev/null +++ b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/config.json @@ -0,0 +1,51 @@ +{ + "client_id": 1, + "path": "./", + "path_linux": "./", + "account_key":"xxxxxxxx", + "account": [ + { + "user": "tradeusername", + "password": "tradepw" + } + ], + "trade_port": 6001, + "trade_ip": "XXX.XXX.XXX.XXX", + "auto_save": true, + "resume_type": 2, + "order": [ + { + "instrument_id": "600090", + "exchange": 2, + "price": 7.0, + "quantity": 200, + "side": 1, + "price_type": 1, + "business_type":0, + "position_effect":0 + } + ], + "ping_pong_test": false, + "quote_ip": "XXX.XXX.XXX.XXX", + "quote_port": 6002, + "quote_user": "quoteusername", + "quote_password": "quotepw", + "quote_ticker": { + "instrument": [ + "600120" + ], + "exchange": 1 + }, + "hb_interval":15, + "quote_buffer_size":256, + "quote_protocol":1, + "account_algo": "XXXXX", + "password_algo": "XXXXXX", + "ip_algo": "XXX.XXX.XXX.XXX", + "port_algo": 0, + "strategy": { + "client_id": 1, + "type": 1001, + "param": "test param" + } +} \ No newline at end of file diff --git a/source/Windows/xtp_18.19_python2_32/xtpapi/xoms_api_fund_struct.h b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xoms_api_fund_struct.h similarity index 57% rename from source/Windows/xtp_18.19_python2_32/xtpapi/xoms_api_fund_struct.h rename to source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xoms_api_fund_struct.h index 7b0168a..c685a70 100644 --- a/source/Windows/xtp_18.19_python2_32/xtpapi/xoms_api_fund_struct.h +++ b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xoms_api_fund_struct.h @@ -1,42 +1,73 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xoms_api_fund_struct.h -///@brief 定义资金划拨相关结构体类型 -///////////////////////////////////////////////////////////////////////// -#ifndef XOMS_API_FUND_STRUCT_H_ -#define XOMS_API_FUND_STRUCT_H_ - -#include "xtp_api_data_type.h" -#include "xoms_api_struct.h" -#include "xtp_api_struct_common.h" - -#pragma pack(8) - -#define XTP_ACCOUNT_PASSWORD_LEN 64 - -///////////////////////////////////////////////////////////////////////// -///用户资金请求 -///////////////////////////////////////////////////////////////////////// -struct XTPFundTransferReq -{ - ///资金内转编号，无需用户填写，类似于xtp_id - uint64_t serial_id; - ///资金账户代码 - char fund_account[XTP_ACCOUNT_NAME_LEN]; - ///资金账户密码 - char password[XTP_ACCOUNT_PASSWORD_LEN]; - ///金额 - double amount; - ///内转类型 - XTP_FUND_TRANSFER_TYPE transfer_type; - -}; - -///////////////////////////////////////////////////////////////////////// -///用户资金划转请求的响应-复用资金通知结构体 -///////////////////////////////////////////////////////////////////////// -typedef struct XTPFundTransferNotice XTPFundTransferAck ; - -#pragma pack() - +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xoms_api_fund_struct.h +///@brief 定义资金划拨相关结构体类型 +///////////////////////////////////////////////////////////////////////// +#ifndef XOMS_API_FUND_STRUCT_H_ +#define XOMS_API_FUND_STRUCT_H_ + +#include "xtp_api_data_type.h" +#include "xoms_api_struct.h" +#include "xtp_api_struct_common.h" + +#pragma pack(8) + +/// 用户资金账户的密码字符串长度 +#define XTP_ACCOUNT_PASSWORD_LEN 64 + +///////////////////////////////////////////////////////////////////////// +///用户资金请求 +///////////////////////////////////////////////////////////////////////// +struct XTPFundTransferReq +{ + ///资金内转编号，无需用户填写，类似于xtp_id + uint64_t serial_id; + ///资金账户代码 + char fund_account[XTP_ACCOUNT_NAME_LEN]; + ///资金账户密码 + char password[XTP_ACCOUNT_PASSWORD_LEN]; + ///金额 + double amount; + ///内转类型 + XTP_FUND_TRANSFER_TYPE transfer_type; + +}; + +///////////////////////////////////////////////////////////////////////// +///用户资金划转请求的响应-复用资金通知结构体 +///////////////////////////////////////////////////////////////////////// +typedef struct XTPFundTransferNotice XTPFundTransferAck ; + +///////////////////////////////////////////////////////////////////////// +///用户资金查询请求结构体 +///////////////////////////////////////////////////////////////////////// +struct XTPFundQueryReq +{ + ///资金账户代码 + char fund_account[XTP_ACCOUNT_NAME_LEN]; + ///资金账户密码 + char password[XTP_ACCOUNT_PASSWORD_LEN]; + ///查询类型 + XTP_FUND_QUERY_TYPE query_type; + ///预留字段，用户无需填写 + uint64_t unknown[4]; + +}; + +///////////////////////////////////////////////////////////////////////// +///用户资金查询响应结构体 +///////////////////////////////////////////////////////////////////////// +struct XTPFundQueryRsp +{ + ///金额 + double amount; + ///查询类型 + XTP_FUND_QUERY_TYPE query_type; + ///预留字段，用户无需填写 + uint64_t unknown[4]; + +}; + +#pragma pack() + #endif \ No newline at end of file diff --git a/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xoms_api_struct.h b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xoms_api_struct.h new file mode 100644 index 0000000..5f35f12 --- /dev/null +++ b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xoms_api_struct.h @@ -0,0 +1,1338 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xoms_api_struct.h +///@brief 定义交易类相关数据结构 +///////////////////////////////////////////////////////////////////////// +#ifndef _XOMS_API_STRUCT_H_ +#define _XOMS_API_STRUCT_H_ + +#include "xtp_api_data_type.h" +#include "stddef.h" +#include "xtp_api_struct_common.h" + +#pragma pack(8) + +//=====================客户端接口定义================================= +///新订单请求 +struct XTPOrderInsertInfo +{ + ///XTP系统订单ID，无需用户填写，在XTP系统中唯一 + uint64_t order_xtp_id; + ///报单引用，由客户自定义 + uint32_t order_client_id; + ///合约代码 客户端请求不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///价格 + double price; + ///止损价（保留字段） + double stop_price; + ///数量(股票单位为股，逆回购单位为张) + int64_t quantity; + ///报单价格 + XTP_PRICE_TYPE price_type; + union{ + ///32位字段，用来兼容老版本api，用户无需关心 + uint32_t u32; + struct { + ///买卖方向 + XTP_SIDE_TYPE side; + ///开平标志 + XTP_POSITION_EFFECT_TYPE position_effect; + ///预留字段1 + uint8_t reserved1; + ///预留字段2 + uint8_t reserved2; + }; + }; + ///业务类型 + XTP_BUSINESS_TYPE business_type; + }; + + +///撤单失败响应消息 +struct XTPOrderCancelInfo +{ + ///撤单XTPID + uint64_t order_cancel_xtp_id; + ///原始订单XTPID + uint64_t order_xtp_id; +}; + + +///报单响应结构体 +struct XTPOrderInfo +{ + ///XTP系统订单ID，在XTP系统中唯一 + uint64_t order_xtp_id; + ///报单引用，用户自定义 + uint32_t order_client_id; + ///报单操作引用，用户自定义（暂未使用） + uint32_t order_cancel_client_id; + ///撤单在XTP系统中的id，在XTP系统中唯一 + uint64_t order_cancel_xtp_id; + ///合约代码 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///价格 + double price; + ///数量，此订单的报单数量 + int64_t quantity; + ///报单价格条件 + XTP_PRICE_TYPE price_type; + union{ + ///32位字段，用来兼容老版本api，用户无需关心 + uint32_t u32; + struct { + ///买卖方向 + XTP_SIDE_TYPE side; + ///开平标志，期权用户关注字段，其余用户填0即可 + XTP_POSITION_EFFECT_TYPE position_effect; + ///预留字段1 + uint8_t reserved1; + ///预留字段2 + uint8_t reserved2; + }; + }; + ///业务类型 + XTP_BUSINESS_TYPE business_type; + ///今成交数量，为此订单累计成交数量 + int64_t qty_traded; + ///剩余数量，当撤单成功时，表示撤单数量 + int64_t qty_left; + ///委托时间，格式为YYYYMMDDHHMMSSsss + int64_t insert_time; + ///最后修改时间，格式为YYYYMMDDHHMMSSsss + int64_t update_time; + ///撤销时间，格式为YYYYMMDDHHMMSSsss + int64_t cancel_time; + ///成交金额，为此订单的成交总金额 + double trade_amount; + ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + char order_local_id[XTP_LOCAL_ORDER_LEN]; + ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + XTP_ORDER_STATUS_TYPE order_status; + ///报单提交状态，OMS内部使用，用户可用此字段来区分撤单和报单 + XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; + ///报单类型 + TXTPOrderTypeType order_type; +}; + + + +///报单响应结构体，新版本 +struct XTPOrderInfoEx +{ + ///XTP系统订单ID，在XTP系统中唯一 + uint64_t order_xtp_id; + ///报单引用，用户自定义 + uint32_t order_client_id; + ///报单操作引用，用户自定义（暂未使用） + uint32_t order_cancel_client_id; + ///撤单在XTP系统中的id，在XTP系统中唯一 + uint64_t order_cancel_xtp_id; + ///合约代码 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///价格 + double price; + ///数量，此订单的报单数量 + int64_t quantity; + ///报单价格条件 + XTP_PRICE_TYPE price_type; + union{ + uint32_t u32; + struct { + ///买卖方向 + XTP_SIDE_TYPE side; + ///开平标志 + XTP_POSITION_EFFECT_TYPE position_effect; + ///预留字段1 + uint8_t reserved1; + ///预留字段2 + uint8_t reserved2; + }; + }; + ///业务类型 + XTP_BUSINESS_TYPE business_type; + ///今成交数量，为此订单累计成交数量 + int64_t qty_traded; + ///剩余数量，当撤单成功时，表示撤单数量 + int64_t qty_left; + ///委托时间，格式为YYYYMMDDHHMMSSsss + int64_t insert_time; + ///最后修改时间，格式为YYYYMMDDHHMMSSsss + int64_t update_time; + ///撤销时间，格式为YYYYMMDDHHMMSSsss + int64_t cancel_time; + ///成交金额，为此订单的成交总金额 + double trade_amount; + ///本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + char order_local_id[XTP_LOCAL_ORDER_LEN]; + ///报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + XTP_ORDER_STATUS_TYPE order_status; + ///报单提交状态，OMS内部使用，用户无需关心 + XTP_ORDER_SUBMIT_STATUS_TYPE order_submit_status; + ///报单类型 + TXTPOrderTypeType order_type; + ///报单编号 --交易所单号，深交所有此字段，上交所股票债券业务有此字段，上交所申赎业务暂无此字段 + char order_exch_id[XTP_ORDER_EXCH_LEN]; + ///订单的错误信息 + XTPRI order_err_t; + ///保留字段 + uint64_t unknown[2]; +}; + + + +///报单成交结构体 +struct XTPTradeReport +{ + ///XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 + uint64_t order_xtp_id; + ///报单引用 + uint32_t order_client_id; + ///合约代码 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留。 + uint64_t local_order_id; + ///成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 + char exec_id[XTP_EXEC_ID_LEN]; + ///价格，此次成交的价格 + double price; + ///数量，此次成交的数量，不是累计数量 + int64_t quantity; + ///成交时间，格式为YYYYMMDDHHMMSSsss + int64_t trade_time; + ///成交金额，此次成交的总金额 = price*quantity + double trade_amount; + ///成交序号 --回报记录号，对于单个账户来说，深交所每个平台（不同交易品种）唯一，上交所唯一，对于多账户来说，不唯一 + uint64_t report_index; + ///报单编号 --交易所单号，上交所为空，深交所有此字段 + char order_exch_id[XTP_ORDER_EXCH_LEN]; + ///成交类型 --成交回报中的执行类型 + TXTPTradeTypeType trade_type; + union{ + ///32位字段，用来兼容老版本api，用户无需关心 + uint32_t u32; + struct { + ///买卖方向 + XTP_SIDE_TYPE side; + ///开平标志 + XTP_POSITION_EFFECT_TYPE position_effect; + ///预留字段1 + uint8_t reserved1; + ///预留字段2 + uint8_t reserved2; + }; + }; + ///业务类型 + XTP_BUSINESS_TYPE business_type; + ///交易所交易员代码 + char branch_pbu[XTP_BRANCH_PBU_LEN]; +}; + + +////////////////////////////////////////////////////////////////////////// +///报单查询 +////////////////////////////////////////////////////////////////////////// +///报单查询请求-条件查询 +struct XTPQueryOrderReq +{ + ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 + char ticker[XTP_TICKER_LEN]; + ///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 + int64_t begin_time; + ///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + int64_t end_time; +}; + +///报单查询响应结构体 +typedef struct XTPOrderInfo XTPQueryOrderRsp; + + +///查询订单请求-分页查询 +struct XTPQueryOrderByPageReq +{ + ///需要查询的订单条数 + int64_t req_count; + ///上一次收到的查询订单结果中带回来的索引，如果是从头查询，请置0 + int64_t reference; + ///保留字段 + int64_t reserved; +}; + +////////////////////////////////////////////////////////////////////////// +///成交回报查询 +////////////////////////////////////////////////////////////////////////// +///查询成交报告请求-根据执行编号查询（保留字段） +struct XTPQueryReportByExecIdReq +{ + ///XTP订单系统ID + uint64_t order_xtp_id; + ///成交执行编号 + char exec_id[XTP_EXEC_ID_LEN]; +}; + +///查询成交回报请求-查询条件 +struct XTPQueryTraderReq +{ + ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报 + char ticker[XTP_TICKER_LEN]; + ///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点 + int64_t begin_time; + ///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + int64_t end_time; +}; + +///成交回报查询响应结构体 +typedef struct XTPTradeReport XTPQueryTradeRsp; + +///查询成交回报请求-分页查询 +struct XTPQueryTraderByPageReq +{ + ///需要查询的成交回报条数 + int64_t req_count; + ///上一次收到的查询成交回报结果中带回来的索引，如果是从头查询，请置0 + int64_t reference; + ///保留字段 + int64_t reserved; +}; + +////////////////////////////////////////////////////////////////////////// +///账户资金查询响应结构体 +////////////////////////////////////////////////////////////////////////// +struct XTPQueryAssetRsp +{ + ///总资产（现货账户/期权账户参考公式：总资产 = 可用资金 + 证券资产（目前为0）+ 预扣的资金），（信用账户参考公式：总资产 = 可用资金 + 融券卖出所得资金余额 + 证券资产+ 预扣的资金） + double total_asset; + ///可用资金 + double buying_power; + ///证券资产（保留字段，目前为0） + double security_asset; + ///累计买入成交证券占用资金（仅限现货账户/期权账户，信用账户暂不可用） + double fund_buy_amount; + ///累计买入成交交易费用（仅限现货账户/期权账户，信用账户暂不可用） + double fund_buy_fee; + ///累计卖出成交证券所得资金（仅限现货账户/期权账户，信用账户暂不可用） + double fund_sell_amount; + ///累计卖出成交交易费用（仅限现货账户/期权账户，信用账户暂不可用） + double fund_sell_fee; + ///XTP系统预扣的资金（包括买卖股票时预扣的交易资金+预扣手续费） + double withholding_amount; + ///账户类型 + XTP_ACCOUNT_TYPE account_type; + + ///冻结的保证金（仅限期权账户） + double frozen_margin; + ///行权冻结资金（仅限期权账户） + double frozen_exec_cash; + ///行权费用（仅限期权账户） + double frozen_exec_fee; + ///垫付资金（仅限期权账户） + double pay_later; + ///预垫付资金（仅限期权账户） + double preadva_pay; + ///昨日余额（仅限期权账户） + double orig_banlance; + ///当前余额（仅限期权账户） + double banlance; + ///当天出入金（仅限期权账户） + double deposit_withdraw; + ///当日交易资金轧差（仅限期权账户） + double trade_netting; + ///资金资产（仅限期权账户） + double captial_asset; + + ///强锁资金（仅限期权账户） + double force_freeze_amount; + ///可取资金（仅限期权账户） + double preferred_amount; + + // 信用业务新增字段开始（数量1） + ///融券卖出所得资金余额（仅限信用账户，只能用于买券还券） + double repay_stock_aval_banlance; + + // 信用业务新增字段结束（数量1） + + ///累计订单流量费 + double fund_order_data_charges; + ///累计撤单流量费 + double fund_cancel_data_charges; + //流量费统计新增字段结束（数量2） + + ///交易所实时风险度（仅限期权账户,后续服务器版本支持，目前为0） + double exchange_cur_risk_degree; + ///公司实时风险度（仅限期权账户,后续服务器版本支持，目前为0） + double company_cur_risk_degree; + //风险度新增字段结束（数量2） + + ///(保留字段) + uint64_t unknown[43 - 12 - 1 - 2 - 2]; +}; + +////////////////////////////////////////////////////////////////////////// +///查询股票持仓情况请求结构体 +////////////////////////////////////////////////////////////////////////// +struct XTPQueryStkPositionReq +{ + ///证券代码 + char ticker[XTP_TICKER_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; +}; + +////////////////////////////////////////////////////////////////////////// +///查询股票持仓情况 +////////////////////////////////////////////////////////////////////////// +struct XTPQueryStkPositionRsp +{ + ///证券代码 + char ticker[XTP_TICKER_LEN]; + ///证券名称 + char ticker_name[XTP_TICKER_NAME_LEN]; + ///交易市场 + XTP_MARKET_TYPE market; + ///总持仓 + int64_t total_qty; + ///可卖持仓 + int64_t sellable_qty; + ///持仓成本 + double avg_price; + ///浮动盈亏（保留字段） + double unrealized_pnl; + ///昨日持仓 + int64_t yesterday_position; + ///今日申购赎回数量（申购和赎回数量不可能同时存在，因此可以共用一个字段） + int64_t purchase_redeemable_qty; + + //以下为期权用户关心字段 + /// 持仓方向 + XTP_POSITION_DIRECTION_TYPE position_direction; + ///持仓类型(此字段所有账户都可能用到，可以用来区分股份是否为配售) + XTP_POSITION_SECURITY_TYPE position_security_type; + /// 可行权合约 + int64_t executable_option; + /// 可锁定标的 + int64_t lockable_position; + /// 可行权标的 + int64_t executable_underlying; + /// 已锁定标的 + int64_t locked_position; + /// 可用已锁定标的 + int64_t usable_locked_position; + + //以下为现货用户关心字段 + ///盈亏成本价 + double profit_price; + ///买入成本 + double buy_cost; + ///盈亏成本 + double profit_cost; + + ///持仓市值（此字段目前只有期权账户有值，其他类型账户为0） + double market_value; + ///义务仓占用保证金（此字段目前只有期权账户有值，其他类型账户为0） + double margin; + + ///昨日买入成本 + double last_buy_cost; + ///昨日盈亏成本 + double last_profit_cost; + + ///(保留字段) + uint64_t unknown[50 - 13]; +}; + +///////////////////////////////////////////////////////////////////////// +///用户展期请求的通知 +///////////////////////////////////////////////////////////////////////// +struct XTPCreditDebtExtendNotice +{ + uint64_t xtpid; /// +#include "xtp_api_data_type.h" + +#pragma pack(8) + +///指定的合约 +typedef struct XTPSpecificTickerStruct +{ + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息）例如"600000"，不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; +} XTPST; + +///股票、基金 等额外数据 +struct XTPMarketDataStockExData { + ///委托买入总量(SH,SZ) + int64_t total_bid_qty; + ///委托卖出总量(SH,SZ) + int64_t total_ask_qty; + ///加权平均委买价格(SH,SZ) + double ma_bid_price; + ///加权平均委卖价格(SH,SZ) + double ma_ask_price; + ///债券加权平均委买价格(SH) + double ma_bond_bid_price; + ///债券加权平均委卖价格(SH) + double ma_bond_ask_price; + ///债券到期收益率(SH) + double yield_to_maturity; + ///基金实时参考净值(SH,SZ) + double iopv; + ///ETF申购笔数(SH) + int32_t etf_buy_count; + ///ETF赎回笔数(SH) + int32_t etf_sell_count; + ///ETF申购数量(SH) + double etf_buy_qty; + ///ETF申购金额(SH) + double etf_buy_money; + ///ETF赎回数量(SH) + double etf_sell_qty; + ///ETF赎回金额(SH) + double etf_sell_money; + ///权证执行的总数量(SH) + double total_warrant_exec_qty; + ///权证跌停价格（元）(SH) + double warrant_lower_price; + ///权证涨停价格（元）(SH) + double warrant_upper_price; + ///买入撤单笔数(SH) + int32_t cancel_buy_count; + ///卖出撤单笔数(SH) + int32_t cancel_sell_count; + ///买入撤单数量(SH) + double cancel_buy_qty; + ///卖出撤单数量(SH) + double cancel_sell_qty; + ///买入撤单金额(SH) + double cancel_buy_money; + ///卖出撤单金额(SH) + double cancel_sell_money; + ///买入总笔数(SH) + int64_t total_buy_count; + ///卖出总笔数(SH) + int64_t total_sell_count; + ///买入委托成交最大等待时间(SH) + int32_t duration_after_buy; + ///卖出委托成交最大等待时间(SH) + int32_t duration_after_sell; + ///买方委托价位数(SH) + int32_t num_bid_orders; + ///卖方委托价位数(SH) + int32_t num_ask_orders; + + ///基金T-1日净值(SZ) + double pre_iopv; + ///预留 + int64_t r1; + ///预留 + int64_t r2; +}; + +///债券额外数据 +struct XTPMarketDataBondExData { + ///委托买入总量(SH,SZ) + int64_t total_bid_qty; + ///委托卖出总量(SH,SZ) + int64_t total_ask_qty; + ///加权平均委买价格(SZ) + double ma_bid_price; + ///加权平均委卖价格(SZ) + double ma_ask_price; + ///债券加权平均委买价格(SH) + double ma_bond_bid_price; + ///债券加权平均委卖价格(SH) + double ma_bond_ask_price; + ///债券到期收益率(SH) + double yield_to_maturity; + ///匹配成交最近价(SZ) + double match_lastpx; + ///债券加权平均价格(SH) + double ma_bond_price; + ///匹配成交成交量(SZ) + int64_t match_qty; + ///匹配成交成交金额(SZ) + double match_turnover; + ///预留 + double r4; + ///预留 + double r5; + ///预留 + double r6; + ///预留 + double r7; + ///预留 + double r8; + ///买入撤单笔数(SH) + int32_t cancel_buy_count; + ///卖出撤单笔数(SH) + int32_t cancel_sell_count; + ///买入撤单数量(SH) + double cancel_buy_qty; + ///卖出撤单数量(SH) + double cancel_sell_qty; + ///买入撤单金额(SH) + double cancel_buy_money; + ///卖出撤单金额(SH) + double cancel_sell_money; + ///买入总笔数(SH) + int64_t total_buy_count; + ///卖出总笔数(SH) + int64_t total_sell_count; + ///买入委托成交最大等待时间(SH) + int32_t duration_after_buy; + ///卖出委托成交最大等待时间(SH) + int32_t duration_after_sell; + ///买方委托价位数(SH) + int32_t num_bid_orders; + ///卖方委托价位数(SH) + int32_t num_ask_orders; + ///时段(SHL2)，L1快照数据没有此字段，具体字段说明参阅《上海新债券Level2行情说明.doc》文档 + char instrument_status[8]; +}; + +/// 期权额外数据 +struct XTPMarketDataOptionExData { + ///波段性中断参考价(SH) + double auction_price; + ///波段性中断集合竞价虚拟匹配量(SH) + int64_t auction_qty; + ///最近询价时间(SH) + int64_t last_enquiry_time; +}; + +///////////////////////////////////////////////////////////////////////// +///@brief XTP_MARKETDATA_TYPE是行情快照数据类型，2.2.32以前版本所用 +///////////////////////////////////////////////////////////////////////// +enum XTP_MARKETDATA_TYPE { + XTP_MARKETDATA_ACTUAL = 0, // 现货(股票/基金/债券等) + XTP_MARKETDATA_OPTION = 1, // 期权 +}; + +///////////////////////////////////////////////////////////////////////// +///@brief XTP_MARKETDATA_TYPE_V2是行情快照数据类型，2.2.32版本新增字段 +///////////////////////////////////////////////////////////////////////// +enum XTP_MARKETDATA_TYPE_V2 { + XTP_MARKETDATA_V2_INDEX = 0, // 指数 + XTP_MARKETDATA_V2_OPTION = 1, // 期权 + XTP_MARKETDATA_V2_ACTUAL = 2, // 现货(股票/基金等) + XTP_MARKETDATA_V2_BOND = 3, // 债券 +}; + +///行情 +typedef struct XTPMarketDataStruct +{ + // 代码 + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + + // 价格 + ///最新价 + double last_price; + ///昨收盘 + double pre_close_price; + ///今开盘 + double open_price; + ///最高价 + double high_price; + ///最低价 + double low_price; + ///今收盘 + double close_price; + + // 期权数据 + ///昨日持仓量(张)(目前未填写) + int64_t pre_total_long_positon; + ///持仓量(张) + int64_t total_long_positon; + ///昨日结算价（SH） + double pre_settl_price; + ///今日结算价（SH） + double settl_price; + + // 涨跌停 + ///涨停价 + double upper_limit_price; + ///跌停价 + double lower_limit_price; + ///预留 + double pre_delta; + ///预留 + double curr_delta; + + /// 时间类，格式为YYYYMMDDHHMMSSsss + int64_t data_time; + + // 量额数据 + ///数量，为总成交量（单位股，与交易所一致） + int64_t qty; + ///成交金额，为总成交金额（单位元，与交易所一致） + double turnover; + ///预留(无意义) + double avg_price; + + // 买卖盘 + ///十档申买价 + double bid[10]; + ///十档申卖价 + double ask[10]; + ///十档申买量 + int64_t bid_qty[10]; + ///十档申卖量 + int64_t ask_qty[10]; + + // 额外数据 + ///成交笔数 + int64_t trades_count; + ///当前交易状态说明，参阅《XTP API常见问题.doc》文档 + char ticker_status[8]; + + //对于新三板行情来说，以下结构和字段均无效 + ///数据 + union { + XTPMarketDataStockExData stk; + XTPMarketDataOptionExData opt; + XTPMarketDataBondExData bond; + } ; + ///决定了union是哪种数据类型 (2.2.32版本以前所用字段，仅为了保持兼容，不建议使用该字段) + XTP_MARKETDATA_TYPE data_type; + ///决定了union是哪种数据类型（2.2.32版本新增字段，更详细区分了行情快照数据类型） + XTP_MARKETDATA_TYPE_V2 data_type_v2; +} XTPMD; + +///IOPV信息 +struct IOPV { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + /// 时间 + int64_t data_time; + /// iopv值 + double iopv; +}; + +///股票行情静态信息 +typedef struct XTPQuoteStaticInfo { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + /// 合约名称 + char ticker_name[XTP_TICKER_NAME_LEN]; + /// 合约类型 + XTP_TICKER_TYPE ticker_type; + ///昨收盘 + double pre_close_price; + ///涨停板价 + double upper_limit_price; + ///跌停板价 + double lower_limit_price; + ///最小变动价位 + double price_tick; + /// 合约最小交易量(买) + int32_t buy_qty_unit; + /// 合约最小交易量(卖) + int32_t sell_qty_unit; +} XTPQSI; + + +///订单薄 +typedef struct OrderBookStruct { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + + ///最新价 + double last_price; + ///数量，为总成交量 + int64_t qty; + ///成交金额，为总成交金额 + double turnover; + ///成交笔数 + int64_t trades_count; + + // 买卖盘 + ///十档申买价 + double bid[10]; + ///十档申卖价 + double ask[10]; + ///十档申买量 + int64_t bid_qty[10]; + ///十档申卖量 + int64_t ask_qty[10]; + /// 时间类 + int64_t data_time; +} XTPOB; + +////////////////////////////////// 逐笔数据 + + +///逐笔委托 +struct XTPTickByTickEntrust { + ///频道代码 + int32_t channel_no; + ///SH: 委托序号(委托单独编号, 同一channel_no内连续) + ///SZ、NQ: 委托序号(委托成交统一编号, 同一channel_no内连续) + int64_t seq; + ///委托价格 + double price; + ///SH: 剩余委托数量(balance) + ///SZ、NQ: 委托数量 + int64_t qty; + ///SH: 'B':买; 'S':卖 + ///SZ: '1':买; '2':卖; 'G':借入; 'F':出借 + ///NQ: '1':买; '2':卖; + char side; + ///SH: 'A': 增加; 'D': 删除 + ///SZ、NQ: 订单类别: '1': 市价; '2': 限价; 'U': 本方最优 + char ord_type; + ///SH: 原始订单号 + ///SZ、NQ: 无意义 + int64_t order_no; +}; + +///逐笔成交 +struct XTPTickByTickTrade { + ///频道代码 + int32_t channel_no; + ///SH: 成交序号(成交单独编号, 同一channel_no内连续) + ///SZ、NQ: 成交序号(委托成交统一编号, 同一channel_no内连续) + int64_t seq; + ///成交价格 + double price; + ///成交量 + int64_t qty; + ///成交金额(适用上交所、北交所) + double money; + ///买方订单号 + int64_t bid_no; + ///卖方订单号 + int64_t ask_no; + /// SH: 内外盘标识('B':主动买; 'S':主动卖; 'N':未知) + /// SZ、NQ: 成交标识('4':撤; 'F':成交) + char trade_flag; +}; + +///逐笔状态订单 +struct XTPTickByTickStatus { + ///频道代码 + int32_t channel_no; + ///同一channel_no内连续 + int64_t seq; + ///状态信息 + char flag[8]; +}; + +///逐笔数据信息 +typedef struct XTPTickByTickStruct { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + /// SH: 业务序号（委托成交统一编号，同一个channel_no内连续，此seq区别于联合体内的seq，channel_no等同于联合体内的channel_no） + /// SZ、NQ: 无意义 + int64_t seq; + ///委托时间 or 成交时间 + int64_t data_time; + ///委托 or 成交 + XTP_TBT_TYPE type; + + union { + XTPTickByTickEntrust entrust; + XTPTickByTickTrade trade; + XTPTickByTickStatus state; + }; +} XTPTBT; + + +///供查询的最新信息 +typedef struct XTPTickerPriceInfo { + ///交易所代码 + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + ///最新价 + double last_price; +} XTPTPI; + +///股票行情全量静态信息 +typedef struct XTPQuoteFullInfo { + XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 + char ticker[XTP_TICKER_LEN]; ///<证券代码 + char ticker_name[XTP_TICKER_NAME_LEN]; ///<证券名称 + XTP_SECURITY_TYPE security_type; ///<合约详细类型 + XTP_QUALIFICATION_TYPE ticker_qualification_class; ///<合约适当性类别 + bool is_registration; ///<是否注册制(仅适用创业板股票，创新企业股票及存托凭证) + bool is_VIE; ///<是否具有协议控制架构(仅适用创业板股票，创新企业股票及存托凭证) + bool is_noprofit; ///<是否尚未盈利(仅适用创业板股票，创新企业股票及存托凭证) + bool is_weighted_voting_rights; ///<是否存在投票权差异(仅适用创业板股票，创新企业股票及存托凭证) + bool is_have_price_limit; ///<是否有涨跌幅限制(注：不提供具体幅度，可通过涨跌停价和昨收价来计算幅度) + double upper_limit_price; ///<涨停价（仅在有涨跌幅限制时有效） + double lower_limit_price; ///<跌停价（仅在有涨跌幅限制时有效） + double pre_close_price; ///<昨收价 + double price_tick; ///<价格最小变动价位 + int32_t bid_qty_upper_limit; ///<限价买委托数量上限 + int32_t bid_qty_lower_limit; ///<限价买委托数量下限 + int32_t bid_qty_unit; ///<限价买数量单位 + int32_t ask_qty_upper_limit; ///<限价卖委托数量上限 + int32_t ask_qty_lower_limit; ///<限价卖委托数量下限 + int32_t ask_qty_unit; ///<限价卖数量单位 + int32_t market_bid_qty_upper_limit; ///<市价买委托数量上限 + int32_t market_bid_qty_lower_limit; ///<市价买委托数量下限 + int32_t market_bid_qty_unit; ///<市价买数量单位 + int32_t market_ask_qty_upper_limit; ///<市价卖委托数量上限 + int32_t market_ask_qty_lower_limit; ///<市价卖委托数量上限 + int32_t market_ask_qty_unit; ///<市价卖数量单位 + XTP_SECURITY_STATUS security_status; ///<证券状态 + uint32_t unknown1; ///<保留字段 + uint64_t unknown[3]; ///<保留字段 + +}XTPQFI; + +///新三板全量静态信息 +typedef struct XTPQuoteNQFullInfo { + XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码 + char ticker[XTP_TICKER_LEN]; ///<证券代码 + char ticker_name[XTP_TICKER_NAME_LEN]; ///<证券名称 + XTP_SECURITY_TYPE security_type; ///<合约详细类型，目前均为255 + XTP_QUALIFICATION_TYPE ticker_qualification_class; ///<合约适当性类别 + char ticker_abbr_en[XTP_TICKER_NAME_LEN]; ///<英文简称 + char base_ticker[XTP_TICKER_LEN]; ///<基础证券 + char industry_type[6]; ///<行业种类 + char currency_type[3]; ///<货币种类 + int32_t trade_unit; ///<交易单位 + int32_t hang_out_date; ///<挂牌日期 + int32_t value_date; ///<起息日期 + int32_t maturity_date; ///<到期日 + int32_t per_limit_vol; ///<每笔限量 + int32_t buy_vol_unit; ///<买数量单位 + int32_t sell_vol_unit; ///<卖数量单位 + int32_t mini_declared_vol; ///<最小申报数量 + int32_t limit_price_attr; ///<限价参数性质 + int32_t market_maker_quantity; ///<做市商数量 + double price_gear; ///<价格档位 + double first_limit_trans; ///<首笔交易限价参数 + double subsequent_limit_trans; ///<后续交易限价参数 + double limit_upper_price; ///<涨停价格 + double limit_lower_price; ///<跌停价格 + double block_trade_upper; ///<大宗交易价格上限(预留，默认0) + double block_trade_lower; ///<大宗交易价格下限(预留，默认0) + double convert_into_ration; ///<折合比例 + XTP_TRADE_STATUS trade_status : 8; ///<交易状态 + XTP_SECURITY_LEVEL security_level : 8; ///<证券级别 + XTP_TRADE_TYPE trade_type : 8; ///<交易类型 + XTP_SUSPEND_FLAG suspend_flag : 8; ///<停牌标志 + XTP_EX_DIVIDEND_FLAG ex_dividend_flag : 8; ///<除权除息标志 + XTP_SECURITY_LAYER_TYPE layer_type : 8; ///<分层信息 + int32_t reserved1 : 16; ///<保留字段 + char trade_places[3]; ///<交易场所 预留 + char is_rzbd; ///<是否融资标的 Y是 N否 + char is_rqbd; ///<是否融券标的 Y是 N否 + char is_drrz; ///<是否当日可融资 Y是 N否 + char is_drrq; ///<是否当日可融券 Y是 N否 + char reserved; ///<保留字段 + uint64_t unknown[3]; ///<保留字段 +}XTPNQFI; + +///指数静态信息 +typedef struct XTPIndexPressStaticInfo { + XTP_EXCHANGE_TYPE exchange_id; ///<交易所代码(无意义) + char ticker[XTP_TICKER_LEN]; ///<证券代码 + char ticker_name[XTP_TICKER_NAME_LEN]; ///<证券名称 + char market_code; ///<市场代码 + char unknown[7]; ///<预留 +}XTPIPSI; + +///指数行情快照 +typedef struct XTPIndexPress { + ///数据来源, 7=指数通. + char data_source; + + // 代码 + ///交易所代码(无意义) + XTP_EXCHANGE_TYPE exchange_id; + ///合约代码（不包含交易所信息），不带空格，以'\0'结尾 + char ticker[XTP_TICKER_LEN]; + /// 时间类，格式为YYYYMMDDHHMMSSsss + int64_t data_time; + + // 价格 + ///最新价 + double last_price; + ///昨收盘 + double pre_close_price; + ///今开盘 + double open_price; + ///最高价 + double high_price; + ///最低价 + double low_price; + ///今收盘 + double close_price; + + + // 量额数据 + ///总成交量 + int64_t qty; + ///总成交金额 + double turnover; + ///成交笔数 + int64_t trades_count; +}XTPIP; + + +#pragma pack() + +#endif diff --git a/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtp_api_data_type.h b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtp_api_data_type.h new file mode 100644 index 0000000..e64f734 --- /dev/null +++ b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtp_api_data_type.h @@ -0,0 +1,743 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xtp_api_data_type.h +///@brief 定义兼容数据基本类型 +///////////////////////////////////////////////////////////////////////// +#ifndef _XTP_API_DATA_TYPE_H_ +#define _XTP_API_DATA_TYPE_H_ + +#pragma pack(8) + +/// 每个PBU最多被10个TGW使用。 +#define MAX_TGW_CNT_PER_PBU 10 + +/// 存放版本号的字符串长度 +#define XTP_VERSION_LEN 16 +/// 版本号类型 +typedef char XTPVersionType[XTP_VERSION_LEN]; +/// 可交易日字符串长度 +#define XTP_TRADING_DAY_LEN 9 +/// 存放证券代码的字符串长度 +#define XTP_TICKER_LEN 16 +/// 存放证券名称的字符串长度 +#define XTP_TICKER_NAME_LEN 64 +/// 本地报单编号的字符串长度 +#define XTP_LOCAL_ORDER_LEN 11 +/// 交易所单号的字符串长度 +#define XTP_ORDER_EXCH_LEN 17 +/// 成交执行编号的字符串长度 +#define XTP_EXEC_ID_LEN 18 +/// 交易所交易员代码字符串长度 +#define XTP_BRANCH_PBU_LEN 7 +/// 用户资金账户的字符串长度 +#define XTP_ACCOUNT_NAME_LEN 16 +/// 信用业务合约负债编号长度 +#define XTP_CREDIT_DEBT_ID_LEN 33 +/// IP地址的字符串长度 +#define XTP_INET_ADDRESS_STR_LEN 64 +/// MAC地址的字符串长度 +#define XTP_MAC_ADDRESS_LEN 16 +/// 硬盘序列号的字符串长度 +#define XTP_HARDDISK_SN_LEN 24 +/// MacOS系统序列号的字符串长度 +#define XTP_MACOS_SNO_LEN 21 + +/// 期权组合策略最多腿数 +#define XTP_STRATEGE_LEG_NUM 4 +/// 期权组合策略代码字符串长度 +#define XTP_STRATEGY_ID_LEN 10 +/// 期权组合策略名称字符串长度 +#define XTP_STRATEGY_NAME_LEN 32 +/// 期权组合策略组合编码字符串长度 +#define XTP_SECONDARY_ORDER_ID_LEN 18 + +/// 期权合约可支持的组合策略列表字符串长度 +#define XTP_CNTRT_COMB_STRA_LIST_LEN 2048 + +/// 期权行权合并最多成分合约数量 +#define XTP_COMBINED_EXECUTION_LEG_NUM 2 + +///////////////////////////////////////////////////////////////////////// +///@brief XTP_LOG_LEVEL是日志输出级别类型 +///////////////////////////////////////////////////////////////////////// +typedef enum XTP_LOG_LEVEL { + XTP_LOG_LEVEL_FATAL, ///<严重错误级别 + XTP_LOG_LEVEL_ERROR, ///<错误级别 + XTP_LOG_LEVEL_WARNING, ///<警告级别 + XTP_LOG_LEVEL_INFO, /// -#endif - -#include "xtp_api_data_type.h" - -#pragma pack(8) - -///错误信息的字符串长度 -#define XTP_ERR_MSG_LEN 124 -///响应信息 -typedef struct XTPRspInfoStruct -{ - ///错误代码 - int32_t error_id; - ///错误信息 - char error_msg[XTP_ERR_MSG_LEN]; -} XTPRI; - -#pragma pack() - -#endif // !_XTP_API_STRUCT_COMMON_H_ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xtp_api_struct_common.h +///@brief 定义业务公共数据结构 +///////////////////////////////////////////////////////////////////////// + +#ifndef _XTP_API_STRUCT_COMMON_H_ +#define _XTP_API_STRUCT_COMMON_H_ + +#if defined(_MSC_VER) && _MSC_VER<1600 +typedef signed char int8_t; +typedef short int16_t; +typedef int int32_t; +typedef long long int64_t; +typedef unsigned char uint8_t; +typedef unsigned short uint16_t; +typedef unsigned int uint32_t; +typedef unsigned long long uint64_t; +#else +#include +#endif + +#include "xtp_api_data_type.h" + +#pragma pack(8) + +///错误信息的字符串长度 +#define XTP_ERR_MSG_LEN 124 +///响应信息 +typedef struct XTPRspInfoStruct +{ + ///错误代码 + int32_t error_id; + ///错误信息 + char error_msg[XTP_ERR_MSG_LEN]; +} XTPRI; + +#pragma pack() + +#endif // !_XTP_API_STRUCT_COMMON_H_ diff --git a/source/Linux/xtp_python3_18.19/xtpapi/xtp_quote_api.h b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtp_quote_api.h similarity index 58% rename from source/Linux/xtp_python3_18.19/xtpapi/xtp_quote_api.h rename to source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtp_quote_api.h index 5867e8e..749e8e6 100644 --- a/source/Linux/xtp_python3_18.19/xtpapi/xtp_quote_api.h +++ b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtp_quote_api.h @@ -1,426 +1,528 @@ -///////////////////////////////////////////////////////////////////////// -///@author 中泰证券股份有限公司 -///@file xtp_quote_api.h -///@brief 定义行情订阅客户端接口 -///////////////////////////////////////////////////////////////////////// - -#ifndef _XTP_QUOTE_API_H_ -#define _XTP_QUOTE_API_H_ - -#if _MSC_VER > 1000 -#pragma once -#endif // _MSC_VER > 1000 - -#include "xtp_api_struct.h" - -#if defined(ISLIB) && defined(WIN32) -#ifdef LIB_MD_API_EXPORT -#define MD_API_EXPORT __declspec(dllexport) -#else -#define MD_API_EXPORT __declspec(dllimport) -#endif -#else -#define MD_API_EXPORT -#endif - -/*! -* \class XTP::API::QuoteSpi -* -* \brief 行情回调类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class QuoteSpi - { - public: - - ///当客户端与行情后台通信连接断开时，该方法被调用。 - ///@param reason 错误原因，请与错误代码表对应 - ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。可以在此函数中调用Login重新登录。注意用户重新登录后，需要重新订阅行情 - virtual void OnDisconnected(int reason) {}; - - - ///错误应答 - ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 - virtual void OnError(XTPRI *error_info) {}; - - ///订阅行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///深度行情通知，包含买一卖一队列 - ///@param market_data 行情数据 - ///@param bid1_qty 买一队列数据 - ///@param bid1_count 买一队列的有效委托笔数 - ///@param max_bid1_count 买一队列总委托笔数 - ///@param ask1_qty 卖一队列数据 - ///@param ask1_count 卖一队列的有效委托笔数 - ///@param max_ask1_count 卖一队列总委托笔数 - ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) {}; - - ///订阅行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订行情订单簿应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///行情订单簿通知，包括股票、指数和期权 - ///@param order_book 行情订单簿数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnOrderBook(XTPOB *order_book) {}; - - ///订阅逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约订阅情况 - ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///退订逐笔行情应答，包括股票、指数和期权 - ///@param ticker 详细的合约取消订阅情况 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; - - ///逐笔行情通知，包括股票、指数和期权 - ///@param tbt_data 逐笔行情数据，包括逐笔委托和逐笔成交，此为共用结构体，需要根据type来区分是逐笔委托还是逐笔成交，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 - virtual void OnTickByTick(XTPTBT *tbt_data) {}; - - ///订阅全市场的股票行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的股票逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - - ///查询可交易合约的应答 - ///@param ticker_info 可交易合约信息 - ///@param error_info 查询可交易合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询可交易合约的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///查询合约的最新价格信息应答 - ///@param ticker_info 合约的最新价格信息 - ///@param error_info 查询合约的最新价格信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@param is_last 是否此次查询的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 - virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) {}; - - ///订阅全市场的期权行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权行情订单簿应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///订阅全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - - ///退订全市场的期权逐笔行情应答 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 - ///@remark 需要快速返回 - virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility push(default) -#endif -#endif - -/*! -* \class XTP::API::QuoteApi -* -* \brief 行情订阅接口类 -* -* \author 中泰证券股份有限公司 -* \date 十月 2015 -*/ -namespace XTP { - namespace API { - class MD_API_EXPORT QuoteApi - { - public: - ///创建QuoteApi - ///@param client_id （必须输入）用于区分同一用户的不同客户端，由用户自定义 - ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个有可写权限的真实存在的路径 - ///@param log_level 日志输出级别 - ///@return 创建出的UserApi - ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接 - static QuoteApi *CreateQuoteApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level=XTP_LOG_LEVEL_DEBUG); - - ///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() = 0; - - - ///获取当前交易日 - ///@return 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() = 0; - - ///获取API的发行版本号 - ///@return 返回api发行版本号 - virtual const char* GetApiVersion() = 0; - - ///获取API的系统错误 - ///@return 返回的错误信息，可以在Login、Logout、订阅、取消订阅失败时调用，获取失败的原因 - ///@remark 可以在调用api接口失败时调用，例如login失败时 - virtual XTPRI *GetApiLastError() = 0; - - ///设置采用UDP方式连接时的接收缓冲区大小 - ///@remark 需要在Login之前调用，默认大小和最小设置均为64MB。此缓存大小单位为MB，请输入2的次方数，例如128MB请输入128。 - virtual void SetUDPBufferSize(uint32_t buff_size) = 0; - - - ///注册回调接口 - ///@param spi 派生自回调接口类的实例，请在登录之前设定 - virtual void RegisterSpi(QuoteSpi *spi) = 0; - - ///设置心跳检测时间间隔，单位为秒 - ///@param interval 心跳检测时间间隔，单位为秒 - ///@remark 此函数必须在Login之前调用 - virtual void SetHeartBeatInterval(uint32_t interval) = 0; - - ///订阅行情，包括股票、指数和期权。 - ///@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情，包括股票、指数和期权。 - ///@return 取消订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情接口配套使用 - virtual int UnSubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅行情订单簿，包括股票、指数和期权。 - ///@return 订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情(仅支持深交所) - virtual int SubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订行情订单簿，包括股票、指数和期权。 - ///@return 取消订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情订单簿接口配套使用 - virtual int UnSubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅逐笔行情，包括股票、指数和期权。 - ///@return 订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 - virtual int SubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///退订逐笔行情，包括股票、指数和期权。 - ///@return 取消订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要订阅/退订行情订单簿的合约个数 - ///@param exchange_id 交易所代码 - ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅逐笔行情接口配套使用 - virtual int UnSubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///订阅全市场的股票行情 - ///@return 订阅全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情接口配套使用 - virtual int SubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情 - ///@return 退订全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情接口配套使用 - virtual int UnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票行情订单簿 - ///@return 订阅全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订行情订单簿接口配套使用 - virtual int SubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票行情订单簿 - ///@return 退订全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场行情订单簿接口配套使用 - virtual int UnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的股票逐笔行情 - ///@return 订阅全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订逐笔行情接口配套使用 - virtual int SubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的股票逐笔行情 - ///@return 退订全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场逐笔行情接口配套使用 - virtual int UnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///用户登录请求 - ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 - ///@param ip 服务器ip地址，类似“127.0.0.1” - ///@param port 服务器端口号 - ///@param user 登陆用户名 - ///@param password 登陆密码 - ///@param sock_type “1”代表TCP，“2”代表UDP - ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接 - virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type) = 0; - - - ///登出请求 - ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 - ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 - virtual int Logout() = 0; - - ///获取当前交易日可交易合约 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param exchange_id 交易所代码 - virtual int QueryAllTickers(XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 - ///@param count 要查询的合约个数 - ///@param exchange_id 交易所代码 - virtual int QueryTickersPriceInfo(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; - - ///获取所有合约的最新价格信息 - ///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功 - virtual int QueryAllTickersPriceInfo() = 0; - - ///订阅全市场的期权行情 - ///@return 订阅全市期权场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情接口配套使用 - virtual int SubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情 - ///@return 退订全市场期权行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情接口配套使用 - virtual int UnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权行情订单簿 - ///@return 订阅全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权行情订单簿接口配套使用 - virtual int SubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权行情订单簿 - ///@return 退订全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权行情订单簿接口配套使用 - virtual int UnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///订阅全市场的期权逐笔行情 - ///@return 订阅全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与全市场退订期权逐笔行情接口配套使用 - virtual int SubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - ///退订全市场的期权逐笔行情 - ///@return 退订全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 - ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场，XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场 - ///@remark 需要与订阅全市场期权逐笔行情接口配套使用 - virtual int UnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; - - - protected: - ~QuoteApi() {}; - }; - } -} - -#ifndef WINDOWS -#if __GNUC__ >= 4 -#pragma GCC visibility pop -#endif -#endif - - -#endif +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xtp_quote_api.h +///@brief 定义行情订阅客户端接口 +///////////////////////////////////////////////////////////////////////// + +#ifndef _XTP_QUOTE_API_H_ +#define _XTP_QUOTE_API_H_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +#include "xtp_api_struct.h" + +#if defined(ISLIB) && defined(WIN32) +#ifdef LIB_MD_API_EXPORT +#define MD_API_EXPORT __declspec(dllexport) +#else +#define MD_API_EXPORT __declspec(dllimport) +#endif +#else +#define MD_API_EXPORT +#endif + +/*! +* \class XTP::API::QuoteSpi +* +* \brief 行情回调类 +* +* \author 中泰证券股份有限公司 +* \date 十月 2015 +*/ +namespace XTP { + namespace API { + class QuoteSpi + { + public: + + ///当客户端与行情后台通信连接断开时，该方法被调用。 + ///@param reason 错误原因，请与错误代码表对应 + ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。可以在此函数中调用Login重新登录。注意用户重新登录后，需要重新订阅行情 + virtual void OnDisconnected(int reason) {}; + + + ///错误应答 + ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 + virtual void OnError(XTPRI *error_info) {}; + + ///逐笔丢包应答 + ///@param begin_seq 当逐笔出现丢包时，丢包区间下限（可能与上限一致） + ///@param end_seq 当逐笔出现丢包时，丢包区间上限（可能与下限一致） + ///@remark 此函数只有在逐笔发生丢包时才会有调用，如果丢包的上下限一致，表示仅丢失了一个包，注意此包仅为数据包，包含1个或者多个逐笔数据 + virtual void OnTickByTickLossRange(int begin_seq, int end_seq) {}; + + ///订阅行情应答，包括股票、指数和期权 + ///@param ticker 详细的合约订阅情况 + ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///退订行情应答，包括股票、指数和期权 + ///@param ticker 详细的合约取消订阅情况 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnUnSubMarketData(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///深度行情通知，包含买一卖一队列 + ///@param market_data 行情数据 + ///@param bid1_qty 买一队列数据 + ///@param bid1_count 买一队列的有效委托笔数，即bid1_qty数组的长度，最大为50 + ///@param max_bid1_count 买一队列总委托笔数 + ///@param ask1_qty 卖一队列数据 + ///@param ask1_count 卖一队列的有效委托笔数，即ask1_qty数组的长度，最大为50 + ///@param max_ask1_count 卖一队列总委托笔数 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnDepthMarketData(XTPMD *market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) {}; + + /// ETF的IOPV通知 + /// @param iopv ETF的参考单位基金净值数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnETFIOPVData(IOPV *iopv) {}; + + ///订阅行情订单簿应答，包括股票、债券 + ///@param ticker 详细的合约订阅情况 + ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///退订行情订单簿应答，包括股票、债券 + ///@param ticker 详细的合约取消订阅情况 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnUnSubOrderBook(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///行情订单簿通知，包括股票、债券 + ///@param order_book 行情订单簿数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnOrderBook(XTPOB *order_book) {}; + + ///订阅逐笔行情应答，包括股票、债券 + ///@param ticker 详细的合约订阅情况 + ///@param error_info 订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条订阅的合约均对应一条订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///退订逐笔行情应答，包括股票、债券 + ///@param ticker 详细的合约取消订阅情况 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次取消订阅的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 每条取消订阅的合约均对应一条取消订阅应答，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnUnSubTickByTick(XTPST *ticker, XTPRI *error_info, bool is_last) {}; + + ///逐笔行情通知，包括股票、债券 + ///@param tbt_data 逐笔行情数据，包括逐笔委托和逐笔成交，此为共用结构体，需要根据type来区分是逐笔委托还是逐笔成交，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnTickByTick(XTPTBT *tbt_data) {}; + + ///订阅全市场的股票行情应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的股票行情应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///订阅全市场的股票行情订单簿应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的股票行情订单簿应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///订阅全市场的股票逐笔行情应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的股票逐笔行情应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + + ///查询合约部分静态信息的应答 + ///@param ticker_info 合约部分静态信息 + ///@param error_info 查询合约部分静态信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次查询合约部分静态信息的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + virtual void OnQueryAllTickers(XTPQSI* ticker_info, XTPRI *error_info, bool is_last) {}; + + ///查询合约的最新价格信息应答 + ///@param ticker_info 合约的最新价格信息 + ///@param error_info 查询合约的最新价格信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次查询的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + virtual void OnQueryTickersPriceInfo(XTPTPI* ticker_info, XTPRI *error_info, bool is_last) {}; + + ///订阅全市场的期权行情应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的期权行情应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///订阅全市场的期权行情订单簿应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的期权行情订单簿应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///订阅全市场的期权逐笔行情应答 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///退订全市场的期权逐笔行情应答 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@param error_info 取消订阅合约时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 需要快速返回 + virtual void OnUnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id, XTPRI *error_info) {}; + + ///查询沪深2市合约完整静态信息的应答 + ///@param ticker_info 合约完整静态信息 + ///@param error_info 查询合约完整静态信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次查询合约完整静态信息的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + virtual void OnQueryAllTickersFullInfo(XTPQFI* ticker_info, XTPRI *error_info, bool is_last) {}; + + ///查询新三板合约完整静态信息的应答 + ///@param ticker_info 合约完整静态信息 + ///@param error_info 查询合约完整静态信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param is_last 是否此次查询合约完整静态信息的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + virtual void OnQueryAllNQTickersFullInfo(XTPNQFI* ticker_info, XTPRI *error_info, bool is_last) {}; + + ///当客户端与回补行情服务器通信连接断开时，该方法被调用。 + ///@param reason 错误原因，请与错误代码表对应 + ///@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。回补服务器会在无消息交互后会定时断线，请注意仅在需要回补数据时才保持连接，无回补需求时，无需登陆。 + virtual void OnRebuildQuoteServerDisconnected(int reason) {}; + + ///请求回补指定频道的逐笔行情的总体结果应答 + ///@param rebuild_result 当回补结束时被调用，如果回补结果失败，则msg参数表示失败原因 + ///@remark 需要快速返回，仅在回补数据发送结束后调用，如果请求数据太多，一次性无法回补完，那么rebuild_result.result_code = XTP_REBUILD_RET_PARTLY，此时需要根据回补结果继续发起回补数据请求 + virtual void OnRequestRebuildQuote(XTPQuoteRebuildResultRsp* rebuild_result) {}; + + ///回补的逐笔行情数据 + ///@param tbt_data 回补的逐笔行情数据 + ///@remark 需要快速返回，此函数调用与OnTickByTick不在一个线程内，会在OnRequestRebuildQuote()之前回调 + virtual void OnRebuildTickByTick(XTPTBT *tbt_data) {}; + + ///回补的快照行情数据 + ///@param md_data 回补的快照行情数据 + ///@remark 需要快速返回，此函数调用与OnDepthMarketData不在一个线程内，会在OnRequestRebuildQuote()之前回调 + virtual void OnRebuildMarketData(XTPMD *md_data) {}; + + }; + } +} + +#ifndef WINDOWS +#if __GNUC__ >= 4 +#pragma GCC visibility push(default) +#endif +#endif + +/*! +* \class XTP::API::QuoteApi +* +* \brief 行情订阅接口类 +* +* \author 中泰证券股份有限公司 +* \date 十月 2015 +*/ +namespace XTP { + namespace API { + class MD_API_EXPORT QuoteApi + { + public: + ///创建QuoteApi + ///@param client_id （必须输入）用于区分同一用户的不同客户端，由用户自定义 + ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个有可写权限的真实存在的路径，如果路径不存在的话，可能会因为写冲突而造成断线 + ///@param log_level 日志输出级别 + ///@return 创建出的UserApi + ///@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接 + static QuoteApi *CreateQuoteApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level=XTP_LOG_LEVEL_DEBUG); + + ///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() = 0; + + + ///获取当前交易日 + ///@return 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() = 0; + + ///获取API的发行版本号 + ///@return 返回api发行版本号 + virtual const char* GetApiVersion() = 0; + + ///获取API的系统错误 + ///@return 返回的错误信息，可以在Login、Logout、订阅、取消订阅失败时调用，获取失败的原因 + ///@remark 可以在调用api接口失败时调用，例如login失败时 + virtual XTPRI *GetApiLastError() = 0; + + ///设置采用UDP方式连接时的单个队列接收缓冲区大小，目前可能最大使用4个缓冲区队列 + ///@remark 需要在Login之前调用，默认大小和最小设置均为64MB。此缓存大小单位为MB，请输入2的次方数，例如128MB请输入128。 + virtual void SetUDPBufferSize(uint32_t buff_size) = 0; + + + ///注册回调接口 + ///@param spi 派生自回调接口类的实例，请在登录之前设定 + virtual void RegisterSpi(QuoteSpi *spi) = 0; + + ///设置心跳检测时间间隔，单位为秒 + ///@param interval 心跳检测时间间隔，单位为秒 + ///@remark 此函数必须在Login之前调用 + virtual void SetHeartBeatInterval(uint32_t interval) = 0; + + ///使用UDP接收行情时，设置接收行情线程绑定的cpu，此版本不建议使用，只为跟之前的版本兼容，请替换使用SetUDPRecvThreadAffinityArray函数 + ///@param cpu_no 设置绑定的cpu，例如绑定cpu 0，可以设置0，绑定cpu 2，可以设置2，建议绑定后面的cpu + ///@remark 此版本不建议使用,请替换使用SetUDPRecvThreadAffinityArray函数，如果调用则必须在Login之前调用，否则不会生效，与SetUDPRecvThreadAffinityArray一起使用时，仅第一个被调用的生效 + virtual void SetUDPRecvThreadAffinity(int32_t cpu_no) = 0; + + ///使用UDP接收行情时，设置接收行情线程绑定的cpu集合 + ///@param cpu_no_array 设置绑定的cpu集合数组 + ///@param count cpu集合数组长度 + ///@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效。绑核时，将从数组前面的核开始使用 + virtual void SetUDPRecvThreadAffinityArray(int32_t cpu_no_array[], int32_t count) = 0; + + ///使用UDP接收行情时，设置解析行情线程绑定的cpu，此版本不建议使用，只为跟之前的版本兼容，请替换使用SetUDPParseThreadAffinityArray函数 + ///@param cpu_no 设置绑定的cpu，例如绑定cpu 0，可以设置0，绑定cpu 2，可以设置2，建议绑定后面的cpu + ///@remark 此版本不建议使用，请替换使用SetUDPParseThreadAffinityArray函数，如果调用则必须在Login之前调用，否则不会生效，与SetUDPParseThreadAffinityArray一起使用时，仅第一个被调用的生效 + virtual void SetUDPParseThreadAffinity(int32_t cpu_no) = 0; + + ///使用UDP接收行情时，设置解析行情线程绑定的cpu集合 + ///@param cpu_no_array 设置绑定的cpu集合数组 + ///@param count cpu集合数组长度 + ///@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效。绑核时，将从数组前面的核开始使用 + virtual void SetUDPParseThreadAffinityArray(int32_t cpu_no_array[], int32_t count) = 0; + + ///设定UDP收行情时是否输出异步日志 + ///@param flag 是否输出标识，默认为true，如果不想输出“udpseq”开头的异步日志，请设置此参数为false + ///@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效 + virtual void SetUDPSeqLogOutPutFlag(bool flag = true) = 0; + + ///订阅行情，包括股票、指数、期权、债券等。 + ///@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 + virtual int SubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///退订行情，包括股票、指数、期权、债券等。 + ///@return 取消订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情接口配套使用 + virtual int UnSubscribeMarketData(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///订阅行情订单簿，包括股票、债券等。（新三板暂不支持） + ///@return 订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情订单簿的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情(仅支持深交所) + virtual int SubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///退订行情订单簿，包括股票、债券等。（新三板暂不支持） + ///@return 取消订阅行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情订单簿的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅行情订单簿接口配套使用 + virtual int UnSubscribeOrderBook(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///订阅逐笔行情，包括股票、债券等。 + ///@return 订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情订单簿的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性订阅同一证券交易所的多个合约，无论用户因为何种问题需要重新登录行情服务器，都需要重新订阅行情 + virtual int SubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///退订逐笔行情，包括股票、债券等。 + ///@return 取消订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要订阅/退订行情订单簿的合约个数 + ///@param exchange_id 交易所代码 + ///@remark 可以一次性取消订阅同一证券交易所的多个合约，需要与订阅逐笔行情接口配套使用 + virtual int UnSubscribeTickByTick(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///订阅全市场的股票、债券、指数等行情 + ///@return 订阅全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订行情接口配套使用 + virtual int SubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的股票、债券、指数等行情 + ///@return 退订全市场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场行情接口配套使用 + virtual int UnSubscribeAllMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///订阅全市场的股票、债券等行情订单簿（新三板暂不支持） + ///@return 订阅全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订行情订单簿接口配套使用 + virtual int SubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的股票、债券等行情订单簿（新三板暂不支持） + ///@return 退订全市场行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场行情订单簿接口配套使用 + virtual int UnSubscribeAllOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///订阅全市场的股票、债券等逐笔行情 + ///@return 订阅全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订逐笔行情接口配套使用 + virtual int SubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的股票、债券等逐笔行情 + ///@return 退订全市场逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场逐笔行情接口配套使用 + virtual int UnSubscribeAllTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///用户登录请求 + ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 + ///@param ip 服务器ip地址，类似“127.0.0.1” + ///@param port 服务器端口号 + ///@param user 登陆用户名 + ///@param password 登陆密码 + ///@param sock_type “1”代表TCP，“2”代表UDP + ///@param local_ip 本地网卡地址，类似“127.0.0.1” + ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接 + virtual int Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, const char* local_ip = NULL) = 0; + + + ///登出请求 + ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 + virtual int Logout() = 0; + + ///获取沪深2市当前交易日合约部分静态信息 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + ///@param exchange_id 交易所代码，必须提供 1-上海 2-深圳 + virtual int QueryAllTickers(XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///获取合约的最新价格信息 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + ///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格 + ///@param count 要查询的合约个数 + ///@param exchange_id 交易所代码 + virtual int QueryTickersPriceInfo(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///获取所有合约的最新价格信息 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + virtual int QueryAllTickersPriceInfo() = 0; + + ///订阅全市场的期权行情（目前暂无此数据） + ///@return 订阅全市期权场行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订期权行情接口配套使用 + virtual int SubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的期权行情（目前暂无此数据） + ///@return 退订全市场期权行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场期权行情接口配套使用 + virtual int UnSubscribeAllOptionMarketData(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///订阅全市场的期权行情订单簿（目前暂无此数据） + ///@return 订阅全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订期权行情订单簿接口配套使用 + virtual int SubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的期权行情订单簿（目前暂无此数据） + ///@return 退订全市场期权行情订单簿接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场期权行情订单簿接口配套使用 + virtual int UnSubscribeAllOptionOrderBook(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///订阅全市场的期权逐笔行情（目前暂无此数据） + ///@return 订阅全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与全市场退订期权逐笔行情接口配套使用 + virtual int SubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///退订全市场的期权逐笔行情（目前暂无此数据） + ///@return 退订全市场期权逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param exchange_id 表示当前退订的市场，如果为XTP_EXCHANGE_UNKNOWN，表示沪深全市场（不包括新三板），XTP_EXCHANGE_SH表示为上海全市场，XTP_EXCHANGE_SZ表示为深圳全市场，XTP_EXCHANGE_NQ表示新三板 + ///@remark 需要与订阅全市场期权逐笔行情接口配套使用 + virtual int UnSubscribeAllOptionTickByTick(XTP_EXCHANGE_TYPE exchange_id = XTP_EXCHANGE_UNKNOWN) = 0; + + ///获取沪深2市所有合约的详细静态信息，包括指数等非可交易的，不包括新三板 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + ///@param exchange_id 交易所代码，必须提供 1-上海 2-深圳 + virtual int QueryAllTickersFullInfo(XTP_EXCHANGE_TYPE exchange_id) = 0; + + ///获取新三板所有合约的详细静态信息，包括指数等非可交易的 + ///@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + virtual int QueryAllNQTickersFullInfo() = 0; + + ///用户登录回补服务器请求 + ///@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 + ///@param ip 服务器ip地址，类似“127.0.0.1” + ///@param port 服务器端口号 + ///@param user 登陆用户名 + ///@param password 登陆密码 + ///@param sock_type “1”代表TCP，“2”代表UDP + ///@param local_ip 本地网卡地址，类似“127.0.0.1” + ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接。回补服务器会在无消息交互后定时断线，请注意仅在需要回补数据时才保持连接，回补完成后请及时logout + virtual int LoginToRebuildQuoteServer(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, const char* local_ip = NULL) = 0; + + ///登出回补服务器请求 + ///@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 + virtual int LogoutFromRebuildQuoteServer() = 0; + + ///请求回补指定行情，包括快照和逐笔 + ///@return 请求回补指定频道的逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + ///@param rebuild_param 指定回补的参数信息，注意一次性回补最多1000个数据，超过1000需要分批次请求，一次只能指定一种类型的数据 + ///@remark 仅在逐笔行情丢包时或者确实快照行情时使用，回补的行情数据将从OnRebuildTickByTick或者OnRebuildMarketData()接口回调提供，与订阅的行情数据不在同一个线程内 + virtual int RequestRebuildQuote(XTPQuoteRebuildReq* rebuild_param) = 0; + + + protected: + ~QuoteApi() {}; + }; + } +} + +#ifndef WINDOWS +#if __GNUC__ >= 4 +#pragma GCC visibility pop +#endif +#endif + + +#endif diff --git a/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtp_trader_api.h b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtp_trader_api.h new file mode 100644 index 0000000..07d2f83 --- /dev/null +++ b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtp_trader_api.h @@ -0,0 +1,1225 @@ +///////////////////////////////////////////////////////////////////////// +///@author 中泰证券股份有限公司 +///@file xtp_trader_api.h +///@brief 定义客户端交易接口 +///////////////////////////////////////////////////////////////////////// + +#ifndef _XTP_TRADER_API_H_ +#define _XTP_TRADER_API_H_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +#include "xtp_api_struct.h" +#include "algo_api_struct.h" + +#if defined(ISLIB) && defined(WIN32) +#ifdef LIB_TRADER_API_EXPORT +#define TRADER_API_EXPORT __declspec(dllexport) +#else +#define TRADER_API_EXPORT __declspec(dllimport) +#endif +#else +#define TRADER_API_EXPORT +#endif + +/*! +* \class XTP::API::TraderSpi +* +* \brief 交易接口响应类 +* +* \author 中泰证券股份有限公司 +* \date 十月 2015 +*/ +namespace XTP { + namespace API { + + class TraderSpi + { + public: + + ///当客户端的某个连接与交易后台通信连接断开时，该方法被调用。 + ///@param reason 错误原因，请与错误代码表对应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 用户主动调用logout导致的断线，不会触发此函数。api不会自动重连，当断线发生时，请用户自行选择后续操作，可以在此函数中调用Login重新登录，并更新session_id，此时用户收到的数据跟断线之前是连续的 + virtual void OnDisconnected(uint64_t session_id, int reason) {}; + + ///错误应答 + ///@param error_info 当服务器响应发生错误时的具体的错误代码和错误信息,当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 + virtual void OnError(XTPRI *error_info) {}; + + ///请求查询用户在本节点上可交易市场的响应 + ///@param trade_location 查询到的交易市场信息，按位来看，从低位开始数，第0位表示沪市，即如果(trade_location&0x01) == 0x01，代表可交易沪市，第1位表示深市，即如果(trade_location&0x02) == 0x02，表示可交易深市，如果第0位和第1位均是1，即(trade_location&(0x01|0x02)) == 0x03，就表示可交易沪深2个市场 + ///@param error_info 查询可交易市场发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 此查询只会有一个结果 + virtual void OnQueryAccountTradeMarket(int trade_location, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///报单通知 + ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 + ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 + virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; + + ///成交通知 + ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 + virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) {}; + + ///撤单出错响应 + ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id + ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 此响应只会在撤单发生错误时被回调 + virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; + + ///请求查询报单响应-旧版本接口 + ///@param order_info 查询到的一个报单 + ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询报单响应-新版本接口 + ///@param order_info 查询到的一个报单信息 + ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryOrderEx(XTPOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询报单响应-旧版本接口 + ///@param order_info 查询到的一个报单 + ///@param req_count 分页请求的最大数量 + ///@param order_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOrderByPage(XTPQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询报单响应-新版本接口 + ///@param order_info 查询到的一个报单 + ///@param req_count 分页请求的最大数量 + ///@param order_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOrderByPageEx(XTPOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询成交响应 + ///@param trade_info 查询到的一个成交回报 + ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询成交响应 + ///@param trade_info 查询到的一个成交信息 + ///@param req_count 分页请求的最大数量 + ///@param trade_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryTradeByPage(XTPQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询投资者持仓响应 + ///@param position 查询到的一只股票的持仓情况 + ///@param error_info 查询账户持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询资金账户响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param asset 查询到的资金账户情况 + ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询分级基金信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 查询到的分级基金情况 + ///@param error_info 查询分级基金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询资金划拨订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_transfer_info 查询到的资金账户情况 + ///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///资金划拨通知 + ///@param fund_transfer_info 资金划拨通知的具体信息，用户可以通过fund_transfer_info.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + ///@param error_info 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error_info.error_id=11000384时，error_info.error_msg中含有对方结点中可用于划拨的资金（以整数为准），用户需解析后进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。 + virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) {}; + + ///请求查询其他节点可用资金的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 查询到的其他节点可用资金情况 + ///@param error_info 查询其他节点可用资金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryOtherServerFund(XTPFundQueryRsp *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///请求查询ETF清单文件的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param etf_info 查询到的ETF清单文件情况 + ///@param error_info 查询ETF清单文件发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询ETF股票篮的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param etf_component_info 查询到的ETF合约的相关成分股信息 + ///@param error_info 查询ETF股票篮发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询今日新股申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param ipo_info 查询到的今日新股申购的一只股票信息 + ///@param error_info 查询今日新股申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询用户新股申购额度信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param quota_info 查询到的用户某个市场的今日新股申购额度信息 + ///@param error_info 查查询用户新股申购额度信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询今日可转债申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param ipo_info 查询到的今日可转债申购的一只可转债信息 + ///@param error_info 查询今日可转债申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryBondIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询用户可转债转股信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param swap_stock_info 查询到某条可转债转股信息 + ///@param error_info 查查询可转债转股信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryBondSwapStockInfo(XTPQueryBondSwapStockRsp *swap_stock_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权合约的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param option_info 查询到的期权合约情况 + ///@param error_info 查询期权合约发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///融资融券业务中现金直接还款的响应 + ///@param cash_repay_info 现金直接还款通知的具体信息，用户可以通过cash_repay_info.xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + ///@param error_info 现金还款发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnCreditCashRepay(XTPCrdCashRepayRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id) {}; + + ///融资融券业务中现金还息的响应 + ///@param cash_repay_info 现金还息通知的具体信息，用户可以通过cash_repay_info.xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + ///@param error_info 现金还息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnCreditCashRepayDebtInterestFee(XTPCrdCashRepayDebtInterestFeeRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id) {}; + + ///请求查询融资融券业务中的现金直接还款报单的响应 + ///@param cash_repay_info 查询到的某一笔现金直接还款通知的具体信息 + ///@param error_info 查询现金直接报单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditCashRepayInfo(XTPCrdCashRepayInfo *cash_repay_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询信用账户额外信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 查询到的信用账户额外信息情况 + ///@param error_info 查询信用账户额外信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditFundInfo(XTPCrdFundInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///请求查询信用账户负债信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param debt_info 查询到的信用账户合约负债情况 + ///@param error_info 查询信用账户负债信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditDebtInfo(XTPCrdDebtInfo *debt_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询信用账户指定证券负债未还信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param debt_info 查询到的信用账户指定证券负债未还信息情况 + ///@param error_info 查询信用账户指定证券负债未还信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditTickerDebtInfo(XTPCrdDebtStockInfo *debt_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询信用账户待还资金的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param remain_amount 查询到的信用账户待还资金 + ///@param error_info 查询信用账户待还资金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditAssetDebtInfo(double remain_amount, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///请求查询信用账户可融券头寸信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param assign_info 查询到的信用账户可融券头寸信息 + ///@param error_info 查询信用账户可融券头寸信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStkInfo *assign_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///融资融券业务中请求查询指定余券信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param stock_info 查询到的余券信息 + ///@param error_info 查询信用账户余券信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo* stock_info, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///融资融券业务中请求查询余券信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param stock_info 查询到的余券信息 + ///@param error_info 查询信用账户余券信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryMulCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo* stock_info, XTPRI *error_info, int request_id, uint64_t session_id, bool is_last) {}; + + ///融资融券业务中负债合约展期的通知 + ///@param debt_extend_info 负债合约展期通知的具体信息，用户可以通过debt_extend_info.xtpid来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + ///@param error_info 负债合约展期订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当负债合约展期订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的负债合约展期通知。 + virtual void OnCreditExtendDebtDate(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI *error_info, uint64_t session_id) {}; + + ///查询融资融券业务中负债合约展期订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param debt_extend_info 查询到的负债合约展期情况 + ///@param error_info 查询负债合约展期发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当error_info.error_id=11000350时，表明没有记录，当为其他非0值时，表明合约发生拒单时的错误原因 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditExtendDebtDateOrders(XTPCreditDebtExtendNotice *debt_extend_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///查询融资融券业务中信用账户附加信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 信用账户附加信息 + ///@param error_info 查询信用账户附加信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditFundExtraInfo(XTPCrdFundExtraInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) {}; + + ///查询融资融券业务中信用账户指定证券的附加信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + ///@param fund_info 信用账户指定证券的附加信息 + ///@param error_info 查询信用账户附加信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryCreditPositionExtraInfo(XTPCrdPositionExtraInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///期权组合策略报单通知 + ///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 + ///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 + virtual void OnOptionCombinedOrderEvent(XTPOptCombOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {}; + + ///期权组合策略成交通知 + ///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 + virtual void OnOptionCombinedTradeEvent(XTPOptCombTradeReport *trade_info, uint64_t session_id) {}; + + ///期权组合策略撤单出错响应 + ///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id + ///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 此响应只会在撤单发生错误时被回调 + virtual void OnCancelOptionCombinedOrderError(XTPOptCombOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {}; + + ///请求查询期权组合策略报单响应-旧版本接口 + ///@param order_info 查询到的一个报单 + ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryOptionCombinedOrders(XTPQueryOptCombOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权组合策略报单响应-新版本接口 + ///@param order_info 查询到的一个报单 + ///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryOptionCombinedOrdersEx(XTPOptCombOrderInfoEx *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询期权组合策略报单响应-旧版本接口 + ///@param order_info 查询到的一个报单 + ///@param req_count 分页请求的最大数量 + ///@param order_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedOrdersByPage(XTPQueryOptCombOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询期权组合策略报单响应-新版本接口 + ///@param order_info 查询到的一个报单 + ///@param req_count 分页请求的最大数量 + ///@param order_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedOrdersByPageEx(XTPOptCombOrderInfoEx *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权组合策略成交响应 + ///@param trade_info 查询到的一个成交回报 + ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual void OnQueryOptionCombinedTrades(XTPQueryOptCombTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///分页请求查询期权组合策略成交响应 + ///@param trade_info 查询到的一个成交信息 + ///@param req_count 分页请求的最大数量 + ///@param trade_sequence 分页请求的当前回报数量 + ///@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedTradesByPage(XTPQueryOptCombTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权组合策略持仓响应 + ///@param position_info 查询到的一个持仓信息 + ///@param error_info 查询持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedPosition(XTPQueryOptCombPositionRsp *position_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///请求查询期权组合策略信息响应 + ///@param strategy_info 查询到的一个组合策略信息 + ///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedStrategyInfo(XTPQueryCombineStrategyInfoRsp *strategy_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///查询期权行权合并头寸的响应 + ///@param position_info 查询到的一个行权合并头寸信息 + ///@param error_info 查询持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + virtual void OnQueryOptionCombinedExecPosition(XTPQueryOptCombExecPosRsp *position_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {}; + + ///algo业务中查询策略列表的响应 + ///@param strategy_info 策略具体信息 + ///@param strategy_param 此策略中包含的参数，如果error_info.error_id为0时，有意义 + ///@param error_info 查询查询策略列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnQueryStrategy(XTPStrategyInfoStruct* strategy_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id) {}; + + ///algo业务中策略运行时策略状态通知 + ///@param strategy_state 用户策略运行情况的状态通知 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnStrategyStateReport(XTPStrategyStateReportStruct* strategy_state, uint64_t session_id) {}; + + ///algo业务中用户建立算法通道的消息响应 + ///@param user 用户名 + ///@param error_info 建立算法通道发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误，即算法通道成功 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 算法通道建立成功后，才能对用户创建策略等操作，一个用户只能拥有一个算法通道，如果之前已经建立，则无需重复建立 + virtual void OnALGOUserEstablishChannel(char* user, XTPRI* error_info, uint64_t session_id) {}; + + ///algo业务中报送策略单的响应 + ///@param strategy_info 用户报送的策略单的具体信息 + ///@param error_info 报送策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnInsertAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) {}; + + ///algo业务中撤销策略单的响应 + ///@param strategy_info 用户撤销的策略单的具体信息 + ///@param error_info 撤销策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnCancelAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) {}; + + ///当客户端与AlgoBus通信连接断开时，该方法被调用。 + ///@param reason 错误原因，请与错误代码表对应 + ///@remark 请不要堵塞此线程，否则会影响algo的登录，与Algo之间的连接，断线后会自动重连，用户无需做其他操作 + virtual void OnAlgoDisconnected(int reason) {}; + + ///当客户端与AlgoBus断线后重新连接时，该方法被调用，仅在断线重连成功后会被调用。 + virtual void OnAlgoConnected() {}; + + ///algo业务中策略运行时策略指定证券执行状态通知 + ///@param strategy_symbol_state 用户策略指定证券运行情况的状态通知 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnStrategySymbolStateReport(XTPStrategySymbolStateReport* strategy_symbol_state, uint64_t session_id) {}; + + ///algo业务中报送母单创建时的推送消息(包括其他客户端创建的母单) + ///@param strategy_info 策略具体信息 + ///@param strategy_param 此策略中包含的参数 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnNewStrategyCreateReport(XTPStrategyInfoStruct* strategy_info, char* strategy_param, uint64_t session_id) {}; + + ///algo业务中算法推荐的响应 + ///@param basket_flag 是否将满足条件的推荐结果打包成母单篮的标志，与请求一致，如果此参数为true，那么请以返回的strategy_param为准 + ///@param recommendation_info 推荐算法的具体信息，当basket_flag=true时，此结构体中的market和ticker将没有意义，此时请以strategy_param为准 + ///@param strategy_param 算法参数，可直接用来创建母单，如果error_info.error_id为0时，有意义 + ///@param error_info 请求推荐算法发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnStrategyRecommendation(bool basket_flag, XTPStrategyRecommendationInfo* recommendation_info, char* strategy_param, XTPRI *error_info, int32_t request_id, bool is_last, uint64_t session_id) {}; + + ///algo业务中修改已有策略单的响应 + ///@param strategy_info 用户修改后策略单的具体信息 + ///@param error_info 修改策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnModifyAlgoOrder(XTPStrategyInfoStruct* strategy_info, XTPRI *error_info, uint64_t session_id) {}; + + ///algo业务中暂停指定策略指定证券算法单的响应 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param ticker_info 指定证券信息，可以为null，为null表示暂停指定策略中所有证券的算法单 + ///@param error_info 修改策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnPauseAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id) {}; + + ///algo业务中重启指定策略指定证券算法单的响应 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param ticker_info 指定证券信息，可以为null，为null表示重启指定策略中所有证券的算法单 + ///@param error_info 修改策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + ///@param request_id 此消息响应函数对应的请求ID + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + virtual void OnResumeAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, XTPRI *error_info, int32_t request_id, uint64_t session_id) {}; + }; + } +} + +#ifndef WINDOWS +#if __GNUC__ >= 4 +#pragma GCC visibility push(default) +#endif +#endif + +/*! +* \class XTP::API::TraderApi +* +* \brief 交易接口类 +* +* \author 中泰证券股份有限公司 +* \date 十月 2015 +*/ +namespace XTP { + namespace API { + + class TRADER_API_EXPORT TraderApi + { + public: + ///创建TraderApi + ///@param client_id （必须输入）客户端id，用于区分同一用户的不同客户端，由用户自定义，普通用户必须使用1-99之间的数值 + ///@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个真实存在的有可写权限的路径 + ///@param log_level 日志输出级别 + ///@return 创建出的UserApi + ///@remark 只能创建一次，如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接。系统不支持过夜，请确保每天开盘前重新启动 + static TraderApi *CreateTraderApi(uint8_t client_id, const char *save_file_path, XTP_LOG_LEVEL log_level = XTP_LOG_LEVEL_DEBUG); + + ///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() = 0; + + ///获取当前交易日 + ///@return 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() = 0; + + ///注册回调接口 + ///@param spi 派生自回调接口类的实例，请在登录之前设定 + virtual void RegisterSpi(TraderSpi *spi) = 0; + + ///获取API的系统错误 + ///@return 返回的错误信息，可以在Login、InsertOrder、CancelOrder返回值为0时调用，获取失败的原因 + ///@remark 可以在调用api接口失败时调用，例如login失败时 + virtual XTPRI *GetApiLastError() = 0; + + ///获取API的发行版本号 + ///@return 返回api发行版本号 + virtual const char* GetApiVersion() = 0; + + ///通过报单在xtp系统中的ID获取下单的客户端id + ///@return 返回客户端id，可以用此方法过滤自己下的订单 + ///@param order_xtp_id 报单在xtp系统中的ID + ///@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 + virtual uint8_t GetClientIDByXTPID(uint64_t order_xtp_id) = 0; + + ///通过报单在xtp系统中的ID获取相关资金账户名 + ///@return 返回资金账户名 + ///@param order_xtp_id 报单在xtp系统中的ID + ///@remark 只有资金账户登录成功后,才能得到正确的信息 + virtual const char* GetAccountByXTPID(uint64_t order_xtp_id) = 0; + + ///订阅公共流。 + ///@param resume_type 公共流（订单响应、成交回报）重传方式 + /// XTP_TERT_RESTART:从本交易日开始重传 + /// XTP_TERT_RESUME:(保留字段，此方式暂未支持)从上次收到的续传 + /// XTP_TERT_QUICK:只传送登录后公共流的内容 + ///@remark 该方法要在Login方法前调用。若不调用则不会收到公共流的数据。注意在用户断线后，如果不登出就login()，公共流订阅方式不会起作用。用户只会收到断线后的所有消息。如果先logout()再login()，那么公共流订阅方式会起作用，用户收到的数据会根据用户的选择方式而定。 + virtual void SubscribePublicTopic(XTP_TE_RESUME_TYPE resume_type) = 0; + + ///设置软件开发版本号 + ///@param version 用户开发软件版本号，非api发行版本号，长度不超过15位，以'\0'结尾 + ///@remark 此函数必须在Login之前调用，标识的是客户端版本号，而不是API的版本号，由用户自定义 + virtual void SetSoftwareVersion(const char* version) = 0; + + ///设置软件开发Key + ///@param key 用户开发软件Key，用户申请开户时给予，以'\0'结尾 + ///@remark 此函数必须在Login之前调用 + virtual void SetSoftwareKey(const char* key) = 0; + + ///设置心跳检测时间间隔，单位为秒 + ///@param interval 心跳检测时间间隔，单位为秒 + ///@remark 此函数必须在Login之前调用 + virtual void SetHeartBeatInterval(uint32_t interval) = 0; + + ///用户登录请求 + ///@return session_id表明此资金账号登录是否成功，“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，非“0”表示登录成功，此时需要记录下这个返回值session_id，与登录的资金账户对应 + ///@param ip 服务器地址，类似“127.0.0.1” + ///@param port 服务器端口号 + ///@param user 登录用户名 + ///@param password 登录密码 + ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP + ///@param local_ip 本地网卡地址，类似“127.0.0.1” + ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api可支持多个账户连接，但是同一个账户同一个client_id只能有一个session连接，后面的登录在前一个session存续期间，无法连接 + virtual uint64_t Login(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, const char* local_ip = NULL) = 0; + + + ///登出请求 + ///@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual int Logout(uint64_t session_id) = 0; + + ///服务器是否重启过 + ///@return “true”表示重启过，“false”表示没有重启过 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数必须在Login之后调用 + virtual bool IsServerRestart(uint64_t session_id) = 0; + + ///修改已登录用户的硬件信息，仅限授权系统使用 + ///@return 发送消息是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param info 需要修改成的用户硬件信息 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数必须在Login之后调用，且仅限授权系统使用，一般客户无需使用 + virtual int ModifyUserTerminalInfo(const XTPUserTerminalInfoReq* info, uint64_t session_id) = 0; + + ///查询用户在本节点上的可交易市场类型 + ///@return 发送消息是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此函数必须在Login之后调用，对应的响应函数是OnQueryAccountTradeMarket() + virtual int QueryAccountTradeMarket(uint64_t session_id, int request_id) = 0; + + ///为用户获取一个新的订单XTPID，用于报单 + ///@return 生成的订单XTPID，非“0”表示获取成功，“0”表示获取失败，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数必须在Login之后调用，通过这个函数获取的order_xtp_id仅用于对应的用户报单，如果设置错误，将会导致下单失败 + virtual uint64_t GetANewOrderXTPID(uint64_t session_id) = 0; + + ///报单录入请求 + ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + virtual uint64_t InsertOrder(XTPOrderInsertInfo *order, uint64_t session_id) = 0; + + ///已经提前设置order_xtp_id的报单录入请求，与GetANewOrderXTPID()配合使用 + ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，此时等同与传入的order_xtp_id + ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单，也可以什么都不填。order.order_xtp_id字段必须是通过GetANewOrderXTPID()获得的值，order.ticker必须不带空格，以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 使用设置好的order_xtp_id（通过GetANewOrderXTPID()获得）进行报单，注意此处如果order_xtp_id设置不对，将导致报单失败。交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + virtual uint64_t InsertOrderExtra(XTPOrderInsertInfo *order, uint64_t session_id) = 0; + + ///报单操作请求 + ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order_xtp_id 需要撤销的委托单在XTP系统中的ID + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 如果撤单成功，会在报单响应函数OnOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 + virtual uint64_t CancelOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; + + ///根据报单ID请求查询报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOrders(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询未完结报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryUnfinishedOrders(uint64_t session_id, int request_id) = 0; + + ///分页请求查询报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOrdersByPage(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///根据报单ID请求查询报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOrderByXTPIDEx(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOrdersEx(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询未完结报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryUnfinishedOrdersEx(uint64_t session_id, int request_id) = 0; + + ///分页请求查询报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOrdersByPageEx(const XTPQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///根据委托编号请求查询相关成交 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此函数查询出的结果可能对应多个查询结果响应 + virtual int QueryTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询已成交 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryTrades(XTPQueryTraderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///分页请求查询成交回报 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryTradesByPage(const XTPQueryTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询投资者持仓 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param ticker 需要查询持仓的合约代码，可以为NULL，表示查询全市场，如果不为NULL，请不带空格，并以'\0'结尾，注意需与market匹配，不匹配的话，可能由于证券代码沪深2个市场有重复，而导致查询不到所需的持仓 + ///@param market 需要查询持仓的合约所在市场，默认为0，仅在合约代码不为NULL的时候，才会使用。market不指定或者为非0的其他非有效值情况下，可能由于证券代码沪深2个市场有重复，而导致查询不到所需的持仓。如果想正确查询指定持仓，请指定market + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息（注意请指定market，如果market为0，可能会查询到2个市场的持仓，如果market为其他非有效值，则查询结果会返回找不到持仓），如果合约代码为空，则默认查询所有持仓信息。 + virtual int QueryPosition(const char *ticker, uint64_t session_id, int request_id, XTP_MARKET_TYPE market = XTP_MKT_INIT) = 0; + + ///请求查询资产 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryAsset(uint64_t session_id, int request_id) = 0; + + ///请求查询分级基金 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的分级基金筛选条件，其中母基金代码可以为空，则默认所有存在的母基金，如果不为空，请不带空格，并以'\0'结尾，其中交易市场不能为空 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此函数查询出的结果可能对应多个查询结果响应 + virtual int QueryStructuredFund(XTPQueryStructuredFundInfoReq *query_param, uint64_t session_id, int request_id) = 0; + + ///资金划拨请求 + ///@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param fund_transfer 资金划拨的请求信息 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。 + virtual uint64_t FundTransfer(XTPFundTransferReq *fund_transfer, uint64_t session_id) = 0; + + ///请求查询资金划拨 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的资金划拨订单筛选条件，其中serial_id可以为0，则默认所有资金划拨订单，如果不为0，则请求特定的资金划拨订单 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryFundTransfer(XTPQueryFundTransferLogReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询其他节点可用资金 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 查询时需要提供的信息 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOtherServerFund(XTPFundQueryReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询ETF清单文件 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的ETF清单文件的筛选条件，其中合约代码可以为空，则默认所有存在的ETF合约代码，market字段也可以为初始值，则默认所有市场的ETF合约 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryETF(XTPQueryETFBaseReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询ETF股票篮 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询股票篮的的ETF合约，其中合约代码不可以为空，market字段也必须指定 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryETFTickerBasket(XTPQueryETFComponentReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询今日新股申购信息列表 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryIPOInfoList(uint64_t session_id, int request_id) = 0; + + ///请求查询用户新股申购额度信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryIPOQuotaInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询今日可转债申购信息列表 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryBondIPOInfoList(uint64_t session_id, int request_id) = 0; + + ///请求查询可转债转股的基本信息 + ///@return 查询是否发送成功，“0”表示发送成功，非“0”表示发送出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的可转债转股信息的筛选条件，可以为NULL（为NULL表示查询所有的可转债转股信息），此参数中合约代码可以为空字符串，如果为空字符串，则查询所有可转债转股信息，如果不为空字符串，请不带空格，并以'\0'结尾，且必须与market匹配 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryBondSwapStockInfo(XTPQueryBondSwapStockReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询期权合约 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的期权合约的筛选条件，可以为NULL（为NULL表示查询所有的期权合约） + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionAuctionInfo(XTPQueryOptionAuctionInfoReq *query_param, uint64_t session_id, int request_id) = 0; + + ///融资融券业务中现金直接还款请求 + ///@return 现金直接还款订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param amount 现金还款的金额 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual uint64_t CreditCashRepay(double amount, uint64_t session_id) = 0; + + ///融资融券业务中现金还指定负债合约息费请求 + ///@return 现金还息订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param debt_id 指定的负债合约编号 + ///@param amount 现金还息的金额 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual uint64_t CreditCashRepayDebtInterestFee(const char* debt_id, double amount, uint64_t session_id) = 0; + + ///融资融券业务中卖券还指定负债合约息费请求 + ///@return 卖券还息订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order 卖券的报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 + ///@param debt_id 指定的负债合约编号 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual uint64_t CreditSellStockRepayDebtInterestFee(XTPOrderInsertInfo* order, const char* debt_id, uint64_t session_id) = 0; + + ///请求查询融资融券业务中的现金直接还款报单 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditCashRepayInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询信用账户特有信息，除资金账户以外的信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditFundInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询信用账户负债合约信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditDebtInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询指定证券负债未还信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的指定证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditTickerDebtInfo(XTPClientQueryCrdDebtStockReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询信用账户待还资金信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditAssetDebtInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询信用账户可融券头寸信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStockReq *query_param, uint64_t session_id, int request_id) = 0; + + ///融资融券业务中请求查询指定证券的余券 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的余券信息，不可以为空，需要明确指定 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法中用户必须提供了证券代码和所在市场 + virtual int QueryCreditExcessStock(XTPClientQueryCrdSurplusStkReqInfo *query_param, uint64_t session_id, int request_id) = 0; + + ///融资融券业务中请求查询余券 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的余券信息。若填入市场和股票代码，返回单支股票信息；若市场代码为空，股票代码非空，是无效查询，会在SPI中返回错误；若市场和股票代码均为空，返回全市场信息；若市场代码非空，股票代码为空，返回单市场信息。 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryMulCreditExcessStock(XTPClientQueryCrdSurplusStkReqInfo *query_param, uint64_t session_id, int request_id) = 0; + + ///融资融券业务中请求负债合约展期 + ///@return 负债合约展期订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param debt_extend 负债合约展期的请求信息 + ///@param session_id 资金账户对应的session_id,登录时得到 + virtual uint64_t CreditExtendDebtDate(XTPCreditDebtExtendReq *debt_extend, uint64_t session_id) = 0; + + ///融资融券业务中请求查询负债合约展期 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param xtp_id 需要查询的负债合约展期订单筛选条件，xtp_id可以为0，则默认所有负债合约展期订单，如果不为0，则请求特定的负债合约展期订单 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditExtendDebtDateOrders(uint64_t xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询融资融券业务中账戶的附加信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditFundExtraInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询融资融券业务中账戶指定证券的附加信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要指定的证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryCreditPositionExtraInfo(XTPClientQueryCrdPositionStockReq *query_param, uint64_t session_id, int request_id) = 0; + + ///期权组合策略报单录入请求 + ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOptionCombinedOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 交易所接收订单后，会在报单响应函数OnOptionCombinedOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + virtual uint64_t InsertOptionCombinedOrder(XTPOptCombOrderInsertInfo *order, uint64_t session_id) = 0; + + ///已经提前设置order_xtp_id的期权组合策略报单录入请求，与GetANewOrderXTPID()配合使用 + ///@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，此时等同与传入的order_xtp_id + ///@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单，也可以什么都不填。order.order_xtp_id字段必须是通过GetANewOrderXTPID()获得的值，order.ticker必须不带空格，以'\0'结尾 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 使用设置好的order_xtp_id（通过GetANewOrderXTPID()获得）进行报单，注意此处如果order_xtp_id设置不对，将导致报单失败。交易所接收订单后，会在报单响应函数OnOptionCombinedOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + virtual uint64_t InsertOptionCombinedOrderExtra(XTPOptCombOrderInsertInfo *order, uint64_t session_id) = 0; + + ///期权组合策略报单撤单请求 + ///@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + ///@param order_xtp_id 需要撤销的期权组合策略委托单在XTP系统中的ID + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 如果撤单成功，会在报单响应函数OnOptionCombinedOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 + virtual uint64_t CancelOptionCombinedOrder(const uint64_t order_xtp_id, uint64_t session_id) = 0; + + ///请求查询期权组合策略未完结报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionCombinedUnfinishedOrders(uint64_t session_id, int request_id) = 0; + + ///根据报单ID请求查询期权组合策略报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionCombinedOrderByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOptionCombinedOrders(const XTPQueryOptCombOrderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///分页请求查询期权组合策略报单-旧版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOptionCombinedOrdersByPage(const XTPQueryOptCombOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略未完结报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionCombinedUnfinishedOrdersEx(uint64_t session_id, int request_id) = 0; + + ///根据报单ID请求查询期权组合策略报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + virtual int QueryOptionCombinedOrderByXTPIDEx(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOptionCombinedOrdersEx(const XTPQueryOptCombOrderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///分页请求查询期权组合策略报单-新版本接口 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOptionCombinedOrdersByPageEx(const XTPQueryOptCombOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///根据期权组合策略委托编号请求查询相关成交 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此函数查询出的结果可能对应多个查询结果响应 + virtual int QueryOptionCombinedTradesByXTPID(const uint64_t order_xtp_id, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略的成交回报 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + virtual int QueryOptionCombinedTrades(const XTPQueryOptCombTraderReq *query_param, uint64_t session_id, int request_id) = 0; + + ///分页请求查询期权组合策略成交回报 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 + ///@param session_id 资金账户对应的session_id，登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + virtual int QueryOptionCombinedTradesByPage(const XTPQueryOptCombTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询投资者期权组合策略持仓 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询持仓的筛选条件，其中组合策略代码可以初始化为空，表示查询所有，如果不为空，请不带空格，并以'\0'结尾，注意需与market匹配，不匹配的话，可能导致查询不到所需的持仓 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息（注意请指定market，如果market为0，可能会查询到2个市场的持仓，如果market为其他非有效值，则查询结果会返回找不到持仓），如果合约代码为空，则默认查询所有持仓信息。 + virtual int QueryOptionCombinedPosition(const XTPQueryOptCombPositionReq* query_param, uint64_t session_id, int request_id) = 0; + + ///请求查询期权组合策略信息 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法仅支持精确查询，不支持模糊查询 + virtual int QueryOptionCombinedStrategyInfo(uint64_t session_id, int request_id) = 0; + + ///请求查询期权行权合并头寸 + ///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param query_param 需要查询的行权合并的筛选条件，其中market为0会默认查询全市场，成分合约代码可以初始化为空，如果不为空，请不带空格，并以'\0'结尾，注意所有填写的条件都会进行匹配 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 该方法可能对应多条响应消息 + virtual int QueryOptionCombinedExecPosition(const XTPQueryOptCombExecPosReq* query_param, uint64_t session_id, int request_id) = 0; + + ///用户登录algo服务器请求 + ///@return 表明此资金账号登录是否成功，非“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，“0”表示登录成功 + ///@param ip algo服务器地址，类似“127.0.0.1” + ///@param port algo服务器端口号 + ///@param user 登录用户名 + ///@param password 登录密码 + ///@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP + ///@param local_ip 本地网卡地址，类似“127.0.0.1” + ///@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只需调用一次，所有用户共用即可 + virtual int LoginALGO(const char* ip, int port, const char* user, const char* password, XTP_PROTOCOL_TYPE sock_type, const char* local_ip = NULL) = 0; + + ///algo业务中查询用户策略请求 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param strategy_type 需要查询的策略类型，可填0 + ///@param client_strategy_id 需要查询的策略用户自定义id，可填0 + ///@param xtp_strategy_id 需要查询的策略在xtp系统中的id，如果指定，就一定按指定查询，如果填0，则按其他筛选条件查询 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark xtp_strategy_id条件的优先级最高，只有当xtp_strategy_id为0时，其他条件才生效，此条请求可能对应多条回应消息 + virtual int QueryStrategy(uint32_t strategy_type, uint64_t client_strategy_id, uint64_t xtp_strategy_id, uint64_t session_id, int32_t request_id) = 0; + + ///用户请求使用algo服务器建立算法通道 + ///@return 表明此资金账号建立算法通道请求消息发送是否成功，非“0”表示发送失败，可以调用GetApiLastError()来获取错误代码，“0”表示发送成功 + ///@param oms_ip oms服务器地址，类似“127.0.0.1”，非algo服务器地址 + ///@param oms_port oms服务器端口号，非algo服务器端口号 + ///@param user 登录用户名 + ///@param password 登录密码 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 此函数为异步方式，一个用户只能拥有一个算法通道，如果之前已经建立，则无需重复建立，在使用算法前，请先建立算法通道 + virtual int ALGOUserEstablishChannel(const char* oms_ip, int oms_port, const char* user, const char* password, uint64_t session_id) = 0; + + ///algo业务中用户报算法单请求 + ///@return 算法报单请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param strategy_type 需要创建的策略类型 + ///@param client_strategy_id 用户自定义id，帮助用户定位 + ///@param strategy_param 策略参数 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 仅能在用户建立算法通道后使用，算法单的异步通知 + virtual int InsertAlgoOrder(uint32_t strategy_type, uint64_t client_strategy_id, char* strategy_param, uint64_t session_id) = 0; + + ///algo业务中用户撤销算法单请求 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param cancel_flag 是否需要算法去处理已下的算法子单标志，true-交给算法自行处理，包括撤单、平仓等，算法处理完成后会通知客户；false-立即停止算法母单的执行，此时算法平台会对已下的子单做撤单操作，其余的平仓等操作需要客户自己处理 + ///@param xtp_strategy_id 需要撤销的算法单在xtp algobus系统中的id + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 仅能在用户建立算法通道后调用 + virtual int CancelAlgoOrder(bool cancel_flag, uint64_t xtp_strategy_id, uint64_t session_id) = 0; + + ///获取算法单的母单ID + ///@return 返回算法单的母单ID，如果返回为0表示不是算法单 + ///@param order_xtp_id 算法单对应的xtp id + ///@param order_client_id 算法单对应的自定义ID，不可随意填写 + ///@remark 返回为0表示，不是算法单，如果传入的参数不对的话，可能会得不到正确结果，此函数调用不依赖于是否登录 + virtual uint64_t GetAlgorithmIDByOrder(uint64_t order_xtp_id, uint32_t order_client_id) = 0; + + ///algo业务中请求推荐算法 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param basket_flag 是否将满足条件的推荐结果打包成母单篮的标志，true-打包 + ///@param basket_param 需要算法推荐的证券列表，为json字串，具体格式参考说明文档或咨询运营人员 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 此条请求可能对应多条回应消息，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + virtual int StrategyRecommendation(bool basket_flag, char* basket_param, uint64_t session_id, int32_t request_id) = 0; + + ///algo业务中修改已有的算法单 + ///@return 算法单修改请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param strategy_param 修改后的策略参数 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@remark 仅能在用户建立算法通道后使用，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + virtual int ModifyAlgoOrder(uint64_t xtp_strategy_id, char* strategy_param, uint64_t session_id) = 0; + + ///algo业务中暂停指定策略中指定证券的算法单请求 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param ticker_info 指定证券信息，可以为null，为null表示暂停指定策略中所有证券的算法单 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 仅能在用户建立算法通道后使用，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + virtual int PauseAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, uint64_t session_id, int32_t request_id) = 0; + + ///algo业务中重启指定策略中指定证券的算法单请求 + ///@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + ///@param xtp_strategy_id xtp算法单策略ID + ///@param ticker_info 指定证券信息，可以为null，为null表示重启指定策略中所有证券的算法单 + ///@param session_id 资金账户对应的session_id,登录时得到 + ///@param request_id 用于用户定位查询响应的ID，由用户自定义 + ///@remark 仅能在用户建立算法通道后使用，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + virtual int ResumeAlgoOrder(uint64_t xtp_strategy_id, XTPStrategyTickerInfo* ticker_info, uint64_t session_id, int32_t request_id) = 0; + + protected: + ~TraderApi() {}; + }; + + } +} + +#ifndef WINDOWS +#if __GNUC__ >= 4 +#pragma GCC visibility pop +#endif +#endif + + +#endif diff --git a/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtpquoteapi.dll b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtpquoteapi.dll new file mode 100644 index 0000000..891d206 Binary files /dev/null and b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtpquoteapi.dll differ diff --git a/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtpquoteapi.lib b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtpquoteapi.lib new file mode 100644 index 0000000..9c8efd5 Binary files /dev/null and b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtpquoteapi.lib differ diff --git a/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtptraderapi.dll b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtptraderapi.dll new file mode 100644 index 0000000..75bcf02 Binary files /dev/null and b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtptraderapi.dll differ diff --git a/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtptraderapi.lib b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtptraderapi.lib new file mode 100644 index 0000000..d8b2520 Binary files /dev/null and b/source/Windows/xtp_api_python3_2.2.42.1/xtpapi/xtptraderapi.lib differ diff --git a/bin/test/quotetest.py b/test/quotetest.py similarity index 53% rename from bin/test/quotetest.py rename to test/quotetest.py index 10b7aec..28c3d86 100644 --- a/bin/test/quotetest.py +++ b/test/quotetest.py @@ -31,6 +31,14 @@ def onError(self, data): """""" printFuncName('onError',data) + #逐笔丢包应答 + #@param begin_seq 当逐笔出现丢包时，丢包区间下限（可能与上限一致） + #@param end_seq 当逐笔出现丢包时，丢包区间上限（可能与下限一致） + #@remark 此函数只有在逐笔发生丢包时才会有调用，如果丢包的上下限一致，表示仅丢失了一个包，注意此包仅为数据包，包含1个或者多个逐笔数据 + def onTickByTickLossRange(self, begin_seq, end_seq): + """""" + printFuncName('onTickByTickLossRange',begin_seq, end_seq) + #订阅行情应答，包括股票、指数和期权 #@param data 详细的合约订阅情况 #@param error 订阅合约发生错误时的错误信息，当error为空，或者error.error_id为0时，表明没有错误 @@ -41,8 +49,8 @@ def onSubMarketData(self, data, error, last): printFuncName('onSubMarketData', data, error) print("data['exchange_id']:",data['exchange_id'])#交易所代码 print("data['ticker']:",data['ticker'])#合约代码（不包含交易所信息）例如"600000" - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #退订行情应答，包括股票、指数和期权 #@param data 详细的合约取消订阅情况 @@ -54,8 +62,8 @@ def onUnSubMarketData(self, data, error, last): printFuncName('onUnSubMarketData', data, error, last) print("data['exchange_id']:",data['exchange_id'])#交易所代码 print("data['ticker']:",data['ticker'])#合约代码（不包含交易所信息）例如"600000" - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #深度行情通知，包含买一卖一队列 #@param data 行情数据 @@ -96,7 +104,7 @@ def onDepthMarketData(self, data,bid1_qty_list,bid1_counts,max_bid1_count,ask1_q print("data['bid_qty']:",data['bid_qty'])#十档申买量 print("data['ask_qty']:",data['ask_qty'])#十档申卖量 print("data['data_type']:",data['data_type'])# 0-现货(股票/基金/债券等) 1-期权 - if data['data_type'] == 0 : + if data['data_type_v2'] == 2 :#现货 print("data['total_bid_qty']:",data['total_bid_qty'])#委托买入总量 print("data['total_ask_qty']:",data['total_ask_qty'])#委托卖出总量 print("data['ma_bid_price']:",data['ma_bid_price'])#加权平均委买价格 @@ -129,11 +137,51 @@ def onDepthMarketData(self, data,bid1_qty_list,bid1_counts,max_bid1_count,ask1_q print("data['pre_iopv']:",data['pre_iopv'])#基金T-1日净值(SZ) print("data['r1']:",data['r1'])#预留 print("data['r2']:",data['r2'])#预留 - else : + elif data['data_type_v2'] == 1: #期权 print("data['auction_price']:",data['auction_price'])# 波段性中断参考价(SH) print("data['auction_qty']:",data['auction_qty'])# 波段性中断集合竞价虚拟匹配量(SH) print("data['last_enquiry_time']:",data['last_enquiry_time'])# 最近询价时间(SH) - + elif data['data_type_v2'] == 3: #债券 + print("data['total_bid_qty']",data['total_bid_qty'])#委托买入总量(SH,SZ) + print("data['total_ask_qty']",data['total_ask_qty'])#委托卖出总量(SH,SZ) + print("data['ma_bid_price']",data['ma_bid_price'])#加权平均委买价格(SZ) + print("data['ma_ask_price']",data['ma_ask_price'])#加权平均委卖价格(SZ) + print("data['ma_bond_bid_price']",data['ma_bond_bid_price'])#债券加权平均委买价格(SH) + print("data['ma_bond_ask_price']",data['ma_bond_ask_price'])#债券加权平均委卖价格(SH) + print("data['yield_to_maturity']",data['yield_to_maturity'])#债券到期收益率(SH) + print("data['match_lastpx']",data['match_lastpx'])#匹配成交最近价(SZ) + print("data['ma_bond_price']",data['ma_bond_price'])#债券加权平均价格(SH) + print("data['match_qty']",data['match_qty'])#匹配成交成交量(SZ) + print("data['match_turnover']",data['match_turnover'])#配成交成交金额(SZ) + print("data['r4']",data['r4'])#预留 + print("data['r5']",data['r5'])#预留 + print("data['r6']",data['r6'])#预留 + print("data['r7']",data['r7'])#预留 + print("data['r8']",data['r8'])#预留 + print("data['cancel_buy_count']",data['cancel_buy_count'])#买入撤单笔数(SH) + print("data['cancel_sell_count']",data['cancel_sell_count'])#卖出撤单笔数(SH) + print("data['cancel_buy_qty']",data['cancel_buy_qty'])#买入撤单数量(SH) + print("data['cancel_sell_qty']",data['cancel_sell_qty'])#卖出撤单数量(SH) + print("data['cancel_buy_money']",data['cancel_buy_money'])#买入撤单金额(SH) + print("data['cancel_sell_money']",data['cancel_sell_money'])#卖出撤单金额(SH) + print("data['total_buy_count']",data['total_buy_count'])#买入总笔数(SH) + print("data['total_sell_count']",data['total_sell_count'])#卖出总笔数(SH) + print("data['duration_after_buy']",data['duration_after_buy'])#买入委托成交最大等待时间(SH) + print("data['duration_after_sell']",data['duration_after_sell'])#卖出委托成交最大等待时间(SH) + print("data['num_bid_orders']",data['num_bid_orders'])#买方委托价位数(SH) + print("data['num_ask_orders']",data['num_ask_orders'])#卖方委托价位数(SH) + print("data['instrument_status']",data['instrument_status'])#时段(SHL2)，L1快照数据没有此字段，具体字段说明参阅《上海新债券Level2行情说明.doc》文档 + + #ETF的IOPV通知 + #@param iopv ETF的参考单位基金净值数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onETFIOPVData(self, data): + """""" + printFuncName('onETFIOPVData', data) + print("data['exchange_id']:",data['exchange_id'])#交易所代码 + print("data['ticker']:",data['ticker'])#合约代码（不包含交易所信息），不带空格，以'\0'结尾 + print("data['data_time']:",data['data_time']) + print("data['iopv']:",data['iopv']) + #订阅行情订单簿应答，包括股票、指数和期权 #@param data 详细的合约订阅情况 #@param error 订阅合约发生错误时的错误信息，当error为空，或者error.error_id为0时，表明没有错误 @@ -144,8 +192,8 @@ def onSubOrderBook(self, data, error, last): printFuncName('onSubOrderBook', data, error, last) print("data['exchange_id']:",data['exchange_id'])#交易所代码 print("data['ticker']:",data['ticker'])#合约代码（不包含交易所信息）例如"600000" - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #退订行情订单簿应答，包括股票、指数和期权 #@param data 详细的合约取消订阅情况 @@ -157,8 +205,8 @@ def onUnSubOrderBook(self, data, error, last): printFuncName('onUnSubOrderBook', data, error, last) print("data['exchange_id']:",data['exchange_id'])#交易所代码 print("data['ticker']:",data['ticker'])#合约代码（不包含交易所信息）例如"600000" - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #行情订单簿通知，包括股票、指数和期权 #@param data 行情订单簿数据，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 @@ -176,8 +224,6 @@ def onOrderBook(self, data): print("data['bid']:",data['bid'])#十档申买价 print("data['bid_qty']:",data['bid_qty'])#十档申买量 print("data['ask_qty']:",data['ask_qty'])#十档申卖量 - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) #订阅逐笔行情应答，包括股票、指数和期权 #@param data 详细的合约订阅情况 @@ -189,8 +235,8 @@ def onSubTickByTick(self, data, error, last): printFuncName('onSubTickByTick', data, error, last) print("data['exchange_id']:",data['exchange_id'])#交易所代码 print("data['ticker']:",data['ticker'])#合约代码 - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #退订逐笔行情应答，包括股票、指数和期权 #@param data 详细的合约取消订阅情况 @@ -202,8 +248,8 @@ def onUnSubTickByTick(self, data, error, last): printFuncName('onUnSubTickByTick', data, error, last) print("data['exchange_id']:",data['exchange_id'])#交易所代码 print("data['ticker']:",data['ticker'])#合约代码 - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #逐笔行情通知，包括股票、指数和期权 #@param data 逐笔行情数据，包括逐笔委托和逐笔成交，此为共用结构体，需要根据type来区分是逐笔委托还是逐笔成交，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 @@ -213,25 +259,30 @@ def onTickByTick(self, data): print("data['exchange_id']:",data['exchange_id'])#交易所代码 print("data['ticker']:",data['ticker'])#合约代码 print("data['data_time']:",data['data_time'])#委托时间 or 成交时间 - print("data['type']:",data['type'])#1委托 or 2成交 + print("data['struct_seq']:",data['struct_seq'])#SH: 业务序号（委托成交统一编号，同一个channel_no内连续，此seq区别于联合体内的seq，channel_no等同于联合体内的channel_no）;SZ: 无意义 + print("data['type']:",data['type'])#1委托 or 2成交 or 3逐笔状态订单，2.2.32版本新增字段，为上海新债券Level2行情中独有 if data['type'] == 1 : print("data['channel_no']:",data['channel_no'])#频道代码 - print("data['seq']:",data['seq'])#委托序号 + print("data['seq']:",data['seq'])#SH: 委托序号(委托单独编号, 同一channel_no内连续);SZ: 委托序号(委托成交统一编号, 同一channel_no内连续) print("data['price']:",data['price'])#委托价格 print("data['qty']:",data['qty'])#委托数量 print("data['side']:",data['side'])#'1':买; '2':卖; 'G':借入; 'F':出借 print("data['ord_type']:",data['ord_type'])#订单类别: '1': 市价; '2': 限价; 'U': 本方最优 - else : + print("data['order_no']:",data['order_no'])#SH: 原始订单号,SZ: 无意义 + elif data['type'] == 2 : print("data['channel_no']:",data['channel_no'])#频道代码 - print("data['seq']:",data['seq'])#委托序号(在同一个channel_no内唯一，从1开始连续) + print("data['seq']:",data['seq'])#SH: 成交序号(成交单独编号, 同一channel_no内连续,从1开始连续);SZ: 成交序号(委托成交统一编号, 同一channel_no内连续) print("data['price']:",data['price'])#成交价格 print("data['qty']:",data['qty'])#成交量 print("data['money']:",data['money'])#成交金额(仅适用上交所) print("data['bid_no']:",data['bid_no'])#买方订单号 print("data['ask_no']:",data['ask_no'])#卖方订单号 print("data['trade_flag']:",data['trade_flag'])#SH: 内外盘标识('B':主动买; 'S':主动卖; 'N':未知)SZ: 成交标识('4':撤; 'F':成交) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + else : + print("data['channel_no']:",data['channel_no'])#频道代码 + print("data['seq']:",data['seq'])#同一channel_no内连续 + print("data['flag']:",data['flag'])#状态信息 + #订阅全市场的股票行情应答 #@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN(3)，表示沪深全市场，XTP_EXCHANGE_SH(1)表示为上海全市场，XTP_EXCHANGE_SZ(2)表示为深圳全市场 @@ -240,8 +291,8 @@ def onTickByTick(self, data): def onSubscribeAllMarketData(self,exchange_id, error): """""" printFuncName('onSubscribeAllMarketData', exchange_id,error) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #退订全市场的股票行情应答 #@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN(3)，表示沪深全市场，XTP_EXCHANGE_SH(1)表示为上海全市场，XTP_EXCHANGE_SZ(2)表示为深圳全市场 @@ -250,8 +301,8 @@ def onSubscribeAllMarketData(self,exchange_id, error): def onUnSubscribeAllMarketData(self, exchange_id,error): """""" printFuncName('onUnSubscribeAllMarketData',exchange_id,error) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #订阅全市场的股票行情订单簿应答 #@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN(3)，表示沪深全市场，XTP_EXCHANGE_SH(1)表示为上海全市场，XTP_EXCHANGE_SZ(2)表示为深圳全市场 @@ -260,8 +311,8 @@ def onUnSubscribeAllMarketData(self, exchange_id,error): def onSubscribeAllOrderBook(self, exchange_id,error): """""" printFuncName('onSubscribeAllOrderBook', exchange_id,error) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #退订全市场的股票行情订单簿应答 #@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN(3)，表示沪深全市场，XTP_EXCHANGE_SH(1)表示为上海全市场，XTP_EXCHANGE_SZ(2)表示为深圳全市场 @@ -270,8 +321,8 @@ def onSubscribeAllOrderBook(self, exchange_id,error): def onUnSubscribeAllOrderBook(self, exchange_id,error): """""" printFuncName('onUnSubscribeAllOrderBook', exchange_id,error) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #订阅全市场的股票逐笔行情应答 #@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN(3)，表示沪深全市场，XTP_EXCHANGE_SH(1)表示为上海全市场，XTP_EXCHANGE_SZ(2)表示为深圳全市场 @@ -280,8 +331,8 @@ def onUnSubscribeAllOrderBook(self, exchange_id,error): def onSubscribeAllTickByTick(self, exchange_id,error): """""" printFuncName('onSubscribeAllTickByTick', exchange_id,error) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #退订全市场的股票逐笔行情应答 #@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN(3)，表示沪深全市场，XTP_EXCHANGE_SH(1)表示为上海全市场，XTP_EXCHANGE_SZ(2)表示为深圳全市场 @@ -290,8 +341,8 @@ def onSubscribeAllTickByTick(self, exchange_id,error): def onUnSubscribeAllTickByTick(self,exchange_id, error): """""" printFuncName('onUnSubscribeAllTickByTick',exchange_id, error) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #查询可交易合约的应答 #@param data 可交易合约信息 @@ -310,8 +361,9 @@ def onQueryAllTickers(self, data, error, last): print("data['price_tick']:",data['price_tick'])#最小变动价位 print("data['buy_qty_unit']:",data['buy_qty_unit'])#合约最小交易量 print("data['sell_qty_unit']:",data['sell_qty_unit'])#合约最小交易量 - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + if('error_id' in error): + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #查询合约的最新价格信息应答 #@param data 可交易合约信息 @@ -323,8 +375,8 @@ def onQueryTickersPriceInfo(self, data, error, last): print("data['exchange_id']:",data['exchange_id'])#交易所代码 print("data['ticker']:",data['ticker'])#合约代码 print("data['last_price']:",data['last_price'])#最新价 - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #订阅全市场的期权行情应答 #@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN(3)，表示沪深全市场，XTP_EXCHANGE_SH(1)表示为上海全市场，XTP_EXCHANGE_SZ(2)表示为深圳全市场 @@ -333,8 +385,8 @@ def onQueryTickersPriceInfo(self, data, error, last): def onSubscribeAllOptionMarketData(self,exchange_id, error): """""" printFuncName('onSubscribeAllOptionMarketData',exchange_id, error) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #退订全市场的期权行情应答 #@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN(3)，表示沪深全市场，XTP_EXCHANGE_SH(1)表示为上海全市场，XTP_EXCHANGE_SZ(2)表示为深圳全市场 @@ -343,8 +395,8 @@ def onSubscribeAllOptionMarketData(self,exchange_id, error): def onUnSubscribeAllOptionMarketData(self,exchange_id, error): """""" printFuncName('onUnSubscribeAllMarketData', exchange_id,error) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #订阅全市场的期权行情订单簿应答 #@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN(3)，表示沪深全市场，XTP_EXCHANGE_SH(1)表示为上海全市场，XTP_EXCHANGE_SZ(2)表示为深圳全市场 @@ -353,8 +405,8 @@ def onUnSubscribeAllOptionMarketData(self,exchange_id, error): def onSubscribeAllOptionOrderBook(self,exchange_id, error): """""" printFuncName('onSubscribeAllOptionOrderBook', exchange_id,error) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #退订全市场的期权行情订单簿应答 #@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN(3)，表示沪深全市场，XTP_EXCHANGE_SH(1)表示为上海全市场，XTP_EXCHANGE_SZ(2)表示为深圳全市场 @@ -363,8 +415,8 @@ def onSubscribeAllOptionOrderBook(self,exchange_id, error): def onUnSubscribeAllOptionOrderBook(self,exchange_id, error): """""" printFuncName('onUnSubscribeAllOptionOrderBook', exchange_id,error) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #订阅全市场的期权逐笔行情应答 #@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN(3)，表示沪深全市场，XTP_EXCHANGE_SH(1)表示为上海全市场，XTP_EXCHANGE_SZ(2)表示为深圳全市场 @@ -373,8 +425,8 @@ def onUnSubscribeAllOptionOrderBook(self,exchange_id, error): def onSubscribeAllOptionTickByTick(self,exchange_id, error): """""" printFuncName('onSubscribeAllOptionTickByTick', exchange_id,error) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) #退订全市场的期权逐笔行情应答 #@param exchange_id 表示当前全订阅的市场，如果为XTP_EXCHANGE_UNKNOWN(3)，表示沪深全市场，XTP_EXCHANGE_SH(1)表示为上海全市场，XTP_EXCHANGE_SZ(2)表示为深圳全市场 @@ -383,27 +435,318 @@ def onSubscribeAllOptionTickByTick(self,exchange_id, error): def onUnSubscribeAllOptionTickByTick(self,exchange_id,error): """""" printFuncName('onUnSubscribeAllOptionTickByTick',exchange_id, error) - print("error['error_id']):",error['error_id']) - print("error['error_msg']):",error['error_msg']) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #查询合约完整静态信息的应答 + #@param ticker_info 合约完整静态信息 + #@param error_info 查询合约完整静态信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param is_last 是否此次查询合约完整静态信息的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + def onQueryAllTickersFullInfo(self,data, error, last): + """""" + printFuncName('onQueryAllTickersFullInfo', data, error, last) + print("data['exchange_id']:",data['exchange_id'])#交易所代码 + print("data['ticker']:",data['ticker'])#证券代码 + print("data['ticker_name']:",data['ticker_name'])#证券名称 + print("data['security_type']:",data['security_type'])#合约详细类型 + print("data['ticker_qualification_class']:",data['ticker_qualification_class'])#合约适当性类别 + print("data['is_registration']:",data['is_registration'])#是否注册制(仅适用创业板股票，创新企业股票及存托凭证) + print("data['is_VIE']:",data['is_VIE'])#是否具有协议控制架构(仅适用创业板股票，创新企业股票及存托凭证) + print("data['is_noprofit']:",data['is_noprofit'])#是否尚未盈利(仅适用创业板股票，创新企业股票及存托凭证) + print("data['is_weighted_voting_rights']:",data['is_weighted_voting_rights'])#是否存在投票权差异(仅适用创业板股票，创新企业股票及存托凭证) + print("data['is_have_price_limit']:",data['is_have_price_limit'])#是否有涨跌幅限制(注：不提供具体幅度，可通过涨跌停价和昨收价来计算幅度) + print("data['upper_limit_price']:",data['upper_limit_price'])#涨停价（仅在有涨跌幅限制时有效） + print("data['lower_limit_price']:",data['lower_limit_price'])#跌停价（仅在有涨跌幅限制时有效） + print("data['pre_close_price']:",data['pre_close_price'])#昨收价 + print("data['price_tick']:",data['price_tick'])#价格最小变动价位 + print("data['bid_qty_upper_limit']:",data['bid_qty_upper_limit'])#限价买委托数量上限 + print("data['bid_qty_lower_limit']:",data['bid_qty_lower_limit'])#限价买委托数量下限 + print("data['bid_qty_unit']:",data['bid_qty_unit'])#限价买数量单位 + print("data['ask_qty_upper_limit']:",data['ask_qty_upper_limit'])#限价卖委托数量上限 + print("data['ask_qty_lower_limit']:",data['ask_qty_lower_limit'])#限价卖委托数量下限 + print("data['ask_qty_unit']:",data['ask_qty_unit'])#限价卖数量单位 + print("data['market_bid_qty_upper_limit']:",data['market_bid_qty_upper_limit'])#市价买委托数量上限 + print("data['market_bid_qty_lower_limit']:",data['market_bid_qty_lower_limit'])#市价买委托数量下限 + print("data['market_bid_qty_unit']:",data['market_bid_qty_unit'])#市价买数量单位 + print("data['market_ask_qty_upper_limit']:",data['market_ask_qty_upper_limit'])#市价卖委托数量上限 + print("data['market_ask_qty_lower_limit']:",data['market_ask_qty_lower_limit'])#市价卖委托数量下限 + print("data['market_ask_qty_unit']:",data['market_ask_qty_unit'])#市价卖数量单位 + print("data['security_status']:",data['security_status'])#证券状态 + if('error_id' in error): + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #查询新三板合约完整静态信息的应答 + #@param ticker_info 合约完整静态信息 + #@param error_info 查询合约完整静态信息时发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param is_last 是否此次查询合约完整静态信息的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + def onQueryAllNQTickersFullInfo(self, data, error, last): + """""" + printFuncName('onQueryAllNQTickersFullInfo', data, error, last) + print("data['exchange_id']:",data['exchange_id'])#交易所代码 + print("data['ticker']:",data['ticker'])#证券代码 + print("data['ticker_name']:",data['ticker_name'])#证券名称 + print("data['security_type']:",data['security_type'])#合约详细类型 + print("data['ticker_qualification_class']:",data['ticker_qualification_class'])#合约适当性类别 + print("data['ticker_abbr_en']:",data['ticker_abbr_en'])#英文简称 + print("data['base_ticker']:",data['base_ticker'])#基础证券 + print("data['currency_type']:",data['currency_type'])#行业种类 + print("data['security_type']:",data['security_type'])#货币种类 + print("data['trade_unit']:",data['trade_unit'])#交易单位 + print("data['hang_out_date']:",data['hang_out_date'])#挂牌日期 + print("data['value_date']:",data['value_date'])#起息日期 + print("data['maturity_date']:",data['maturity_date'])#到期日 + print("data['per_limit_vol']:",data['per_limit_vol'])#每笔限量 + print("data['buy_vol_unit']:",data['buy_vol_unit'])#买数量单位 + print("data['sell_vol_unit']:",data['sell_vol_unit'])#卖数量单位 + print("data['mini_declared_vol']:",data['mini_declared_vol'])#最小申报数量 + print("data['limit_price_attr']:",data['limit_price_attr'])#限价参数性质 + print("data['market_maker_quantity']:",data['market_maker_quantity'])#做市商数量 + print("data['price_gear']:",data['price_gear'])#价格档位 + print("data['first_limit_trans']:",data['first_limit_trans'])#首笔交易限价参数 + print("data['subsequent_limit_trans']:",data['subsequent_limit_trans'])#后续交易限价参数 + print("data['limit_upper_price']:",data['limit_upper_price'])#涨停价格 + print("data['limit_lower_price']:",data['limit_lower_price'])#跌停价格 + print("data['block_trade_upper']:",data['block_trade_upper'])#大宗交易价格上限(预留，默认0) + print("data['block_trade_lower']:",data['block_trade_lower'])#大宗交易价格下限(预留，默认0) + print("data['convert_into_ration']:",data['convert_into_ration'])#折合比例 + print("data['trade_status']:",data['trade_status'])#交易状态 + print("data['security_level']:",data['security_level'])#证券级别 + print("data['trade_type']:",data['trade_type'])#交易类型 + print("data['suspend_flag']:",data['suspend_flag'])#停牌标志 + print("data['ex_dividend_flag']:",data['ex_dividend_flag'])#除权除息标志 + print("data['layer_type']:",data['layer_type'])#分层信息 + print("data['reserved1']:",data['reserved1'])#保留字段 + print("data['trade_places']:",data['trade_places'])#交易场所 预留 + print("data['is_rzbd']:",data['is_rzbd'])#是否融资标的 Y是 N否 + print("data['is_rqbd']:",data['is_rqbd'])#是否融券标的 Y是 N否 + print("data['is_drrz']:",data['is_drrz'])#是否当日可融资 Y是 N否 + print("data['is_drrq']:",data['is_drrq'])#是否当日可融券 Y是 N否 + print("data['reserved']:",data['reserved'])#保留字段 + if('error_id' in error): + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + + #当客户端与回补行情服务器通信连接断开时，该方法被调用。 + #@param reason 错误原因，请与错误代码表对应 + #@remark api不会自动重连，当断线发生时，请用户自行选择后续操作。回补服务器会在无消息交互后会定时断线，请注意仅在需要回补数据时才保持连接，无回补需求时，无需登陆 + def onRebuildQuoteServerDisconnected(self, reason): + """""" + printFuncName('onRebuildQuoteServerDisconnected', reason) + + #请求回补指定频道的逐笔行情的总体结果应答 + #@param data 当回补结束时被调用，如果回补结果失败，则msg参数表示失败原因 + #@remark 需要快速返回，仅在回补数据发送结束后调用，如果请求数据太多，一次性无法回补完，data['result_code'] = XTP_REBUILD_RET_PARTLY，此时需要根据回补结果继续发起回补数据请求 + def onRequestRebuildQuote(self, data): + """""" + printFuncName('onRequestRebuildQuote',data) + print("data['request_id']",data['request_id'])#请求id 请求包带过来的id + print("data['exchange_id']",data['exchange_id'])#市场类型 上海 深圳 + print("data['size']",data['size'])#总共返回的数据条数 + print("data['channel_number']",data['channel_number'])#逐笔数据 通道号 + print("data['begin']",data['begin'])#逐笔 表示序列号begin; 快照 表示时间begin(格式为YYYYMMDDHHMMSSsss) + print("data['end']",data['end'])#逐笔 表示序列号end; 快照 表示时间end(格式为YYYYMMDDHHMMSSsss) + print("data['result_code']",data['result_code'])#结果类型码 + print("data['msg']",data['msg'])#结果信息文本 + + #回补的逐笔行情数据 + #@param data 回补的逐笔行情数据 + #@remark 需要快速返回，此函数调用与onTickByTick不在一个线程内，会在onRequestRebuildQuote()之前回调 + def onRebuildTickByTick(self, data): + """""" + printFuncName('onRebuildTickByTick', data) + print("data['exchange_id']:",data['exchange_id'])#交易所代码 + print("data['ticker']:",data['ticker'])#合约代码 + print("data['data_time']:",data['data_time'])#委托时间 or 成交时间 + print("data['struct_seq']:",data['struct_seq'])#SH: 业务序号（委托成交统一编号，同一个channel_no内连续，此seq区别于联合体内的seq，channel_no等同于联合体内的channel_no）;SZ: 无意义 + print("data['type']:",data['type'])#1委托 or 2成交 + if data['type'] == 1 : + print("data['channel_no']:",data['channel_no'])#频道代码 + print("data['seq']:",data['seq'])#SH: 委托序号(委托单独编号, 同一channel_no内连续);SZ: 委托序号(委托成交统一编号, 同一channel_no内连续) + print("data['price']:",data['price'])#委托价格 + print("data['qty']:",data['qty'])#委托数量 + print("data['side']:",data['side'])#'1':买; '2':卖; 'G':借入; 'F':出借 + print("data['ord_type']:",data['ord_type'])#订单类别: '1': 市价; '2': 限价; 'U': 本方最优 + print("data['order_no']:",data['order_no'])#SH: 原始订单号,SZ: 无意义 + elif data['type'] == 2 : + print("data['channel_no']:",data['channel_no'])#频道代码 + print("data['seq']:",data['seq'])#SH: 成交序号(成交单独编号, 同一channel_no内连续,从1开始连续);SZ: 成交序号(委托成交统一编号, 同一channel_no内连续) + print("data['price']:",data['price'])#成交价格 + print("data['qty']:",data['qty'])#成交量 + print("data['money']:",data['money'])#成交金额(仅适用上交所) + print("data['bid_no']:",data['bid_no'])#买方订单号 + print("data['ask_no']:",data['ask_no'])#卖方订单号 + print("data['trade_flag']:",data['trade_flag'])#SH: 内外盘标识('B':主动买; 'S':主动卖; 'N':未知)SZ: 成交标识('4':撤; 'F':成交) + else : + print("data['channel_no']:",data['channel_no'])#频道代码 + print("data['seq']:",data['seq'])#同一channel_no内连续 + print("data['flag']:",data['flag'])#状态信息 + + + #回补的快照行情数据 + #@param data 回补的逐笔行情数据 + #@remark 需要快速返回，此函数调用与onDepthMarketData不在一个线程内，会在onRequestRebuildQuote()之前回调 + def onRebuildMarketData(self, data): + """""" + printFuncName('onRebuildMarketData', data) + + print("data['exchange_id']:",data['exchange_id'])#交易所代码 + print("data['ticker']:",data['ticker'])#合约代码（不包含交易所信息） + print("data['last_price']:",data['last_price'])#最新价 + print("data['pre_close_price']:",data['pre_close_price'])#昨收盘价 + print("data['open_price']:",data['open_price'])#今开盘价 + print("data['high_price']:",data['high_price'])#最高价 + print("data['low_price']:",data['low_price'])#最低价 + print("data['close_price']:",data['close_price'])#今收盘价 + print("data['pre_total_long_positon']:",data['pre_total_long_positon'])#期权数据昨日持仓量 + print("data['total_long_positon']:",data['total_long_positon'])#持仓量 + print("data['pre_settl_price']:",data['pre_settl_price'])#昨日结算价 + print("data['settl_price']:",data['settl_price'])#今日结算价 + print("data['upper_limit_price']:",data['upper_limit_price'])#涨停价 + print("data['lower_limit_price']:",data['lower_limit_price'])#跌停价 + print("data['pre_delta']:",data['pre_delta'])#预留 + print("data['curr_delta']:",data['curr_delta'])#预留 + print("data['data_time']:",data['data_time'])#时间类，格式为YYYYMMDDHHMMSSsss + print("data['qty']:",data['qty'])#数量，为总成交量（单位股，与交易所一致） + print("data['turnover']:",data['turnover'])#成交金额，为总成交金额（单位元，与交易所一致） + print("data['avg_price']:",data['avg_price'])#当日均价 + print("data['trades_count']:",data['trades_count'])#成交笔数 + print("data['ticker_status']:",data['ticker_status'])#当前交易状态说明 + print("data['ask']:",data['ask'])#十档申卖价 + print("data['bid']:",data['bid'])#十档申买价 + print("data['bid_qty']:",data['bid_qty'])#十档申买量 + print("data['ask_qty']:",data['ask_qty'])#十档申卖量 + print("data['data_type']:",data['data_type'])# 0-现货(股票/基金/债券等) 1-期权 + if data['data_type_v2'] == 2 :#现货 + print("data['total_bid_qty']:",data['total_bid_qty'])#委托买入总量 + print("data['total_ask_qty']:",data['total_ask_qty'])#委托卖出总量 + print("data['ma_bid_price']:",data['ma_bid_price'])#加权平均委买价格 + print("data['ma_ask_price']:",data['ma_ask_price'])#加权平均委卖价格 + print("data['ma_bond_bid_price']:",data['ma_bond_bid_price'])#债券加权平均委买价格 + print("data['ma_bond_ask_price']:",data['ma_bond_ask_price'])#债券加权平均委卖价格 + print("data['yield_to_maturity']:",data['yield_to_maturity'])#债券到期收益率 + print("data['iopv']:",data['iopv'])#基金实时参考净值 + print("data['etf_buy_count']:",data['etf_buy_count'])#ETF申购笔数(SH) + print("data['etf_sell_count']:",data['etf_sell_count'])#ETF赎回笔数(SH) + print("data['etf_buy_qty']:",data['etf_buy_qty'])# ETF申购数量(SH) + print("data['etf_buy_money']:",data['etf_buy_money'])#ETF申购金额(SH) + print("data['etf_sell_qty']:",data['etf_sell_qty'])#ETF赎回数量(SH) + print("data['etf_sell_money']:",data['etf_sell_money'])#ETF赎回金额(SH) + print("data['total_warrant_exec_qty']:",data['total_warrant_exec_qty'])#权证执行的总数量(SH) + print("data['warrant_lower_price']:",data['warrant_lower_price'])#权证跌停价格（元）(SH) + print("data['warrant_upper_price']:",data['warrant_upper_price'])#权证涨停价格（元）(SH) + print("data['cancel_buy_count']:",data['cancel_buy_count'])#买入撤单笔数(SH) + print("data['cancel_sell_count']:",data['cancel_sell_count'])#卖出撤单笔数(SH) + print("data['cancel_buy_qty']:",data['cancel_buy_qty'])#买入撤单数量(SH) + print("data['cancel_sell_qty']:",data['cancel_sell_qty'])#卖出撤单数量(SH) + print("data['cancel_buy_money']:",data['cancel_buy_money'])# 买入撤单金额(SH) + print("data['cancel_sell_money']:",data['cancel_sell_money'])# 卖出撤单金额(SH) + print("data['total_buy_count']:",data['total_buy_count'])#买入总笔数(SH) + print("data['total_sell_count']:",data['total_sell_count'])#卖出总笔数(SH) + print("data['duration_after_buy']:",data['duration_after_buy'])#买入委托成交最大等待时间(SH) + print("data['duration_after_sell']:",data['duration_after_sell'])#卖出委托成交最大等待时间(SH) + print("data['num_bid_orders']:",data['num_bid_orders'])#买方委托价位数(SH) + print("data['num_ask_orders']:",data['num_ask_orders'])#卖方委托价位数(SH) + print("data['pre_iopv']:",data['pre_iopv'])#基金T-1日净值(SZ) + print("data['r1']:",data['r1'])#预留 + print("data['r2']:",data['r2'])#预留 + elif data['data_type_v2'] == 1: #期权 + print("data['auction_price']:",data['auction_price'])# 波段性中断参考价(SH) + print("data['auction_qty']:",data['auction_qty'])# 波段性中断集合竞价虚拟匹配量(SH) + print("data['last_enquiry_time']:",data['last_enquiry_time'])# 最近询价时间(SH) + elif data['data_type_v2'] == 3: #债券 + print("data['total_bid_qty']",data['total_bid_qty'])#委托买入总量(SH,SZ) + print("data['total_ask_qty']",data['total_ask_qty'])#委托卖出总量(SH,SZ) + print("data['ma_bid_price']",data['ma_bid_price'])#加权平均委买价格(SZ) + print("data['ma_ask_price']",data['ma_ask_price'])#加权平均委卖价格(SZ) + print("data['ma_bond_bid_price']",data['ma_bond_bid_price'])#债券加权平均委买价格(SH) + print("data['ma_bond_ask_price']",data['ma_bond_ask_price'])#债券加权平均委卖价格(SH) + print("data['yield_to_maturity']",data['yield_to_maturity'])#债券到期收益率(SH) + print("data['match_lastpx']",data['match_lastpx'])#匹配成交最近价(SZ) + print("data['ma_bond_price']",data['ma_bond_price'])#债券加权平均价格(SH) + print("data['match_qty']",data['match_qty'])#匹配成交成交量(SZ) + print("data['match_turnover']",data['match_turnover'])#配成交成交金额(SZ) + print("data['r4']",data['r4'])#预留 + print("data['r5']",data['r5'])#预留 + print("data['r6']",data['r6'])#预留 + print("data['r7']",data['r7'])#预留 + print("data['r8']",data['r8'])#预留 + print("data['cancel_buy_count']",data['cancel_buy_count'])#买入撤单笔数(SH) + print("data['cancel_sell_count']",data['cancel_sell_count'])#卖出撤单笔数(SH) + print("data['cancel_buy_qty']",data['cancel_buy_qty'])#买入撤单数量(SH) + print("data['cancel_sell_qty']",data['cancel_sell_qty'])#卖出撤单数量(SH) + print("data['cancel_buy_money']",data['cancel_buy_money'])#买入撤单金额(SH) + print("data['cancel_sell_money']",data['cancel_sell_money'])#卖出撤单金额(SH) + print("data['total_buy_count']",data['total_buy_count'])#买入总笔数(SH) + print("data['total_sell_count']",data['total_sell_count'])#卖出总笔数(SH) + print("data['duration_after_buy']",data['duration_after_buy'])#买入委托成交最大等待时间(SH) + print("data['duration_after_sell']",data['duration_after_sell'])#卖出委托成交最大等待时间(SH) + print("data['num_bid_orders']",data['num_bid_orders'])#买方委托价位数(SH) + print("data['num_ask_orders']",data['num_ask_orders'])#卖方委托价位数(SH) + print("data['instrument_status']",data['instrument_status'])#时段(SHL2)，L1快照数据没有此字段，具体字段说明参阅《上海新债券Level2行情说明.doc》文档 + + if __name__ == '__main__': - ip = '120.27.164.138' + ip = '119.3.103.38' port = 6002 - user = 'user' + user = 'username' password = 'password' + local_ip = '10.25.61.57' + #创建QuoteApi #@param client_id （必须输入）用于区分同一用户的不同客户端，由用户自定义 #@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个有可写权限的真实存在的路径 - #@param log_level 日志输出级别 “0”代表严重错误级别,“1”代表错误级别,“2”代表警告级别,“3”代表info级别,“4”代表debug级别，“5”代表trace级别 + #@param log_level 日志输出级别 #@return 创建出的UserApi #@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接 api = TestApi() - createQuoteAp = api.createQuoteApi(1, os.getcwd(),4) - printFuncName("createQuoteAp", createQuoteAp) + api.createQuoteApi(1, os.getcwd(),4) + + # 1.1.6测试函数 + #设置心跳检测时间间隔，单位为秒 + #@param interval 心跳检测时间间隔，单位为秒 + #@remark 此函数必须在Login之前调用 + api.setHeartBeatInterval(15) + #设置采用UDP方式连接时的接收缓冲区大小 + #@remark 需要在Login之前调用，默认大小和最小设置均为64MB。此缓存大小单位为MB，请输入2的次方数，例如128MB请输入128。 + api.setUDPBufferSize(128) + + #使用UDP接收行情时，设置接收行情线程绑定的cpu + #@param cpu_no 设置绑定的cpu，例如绑定cpu 0，可以设置0，绑定cpu 2，可以设置2，建议绑定后面的cpu + #@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效 + api.setUDPRecvThreadAffinity(2) + + #使用UDP接收行情时，设置接收行情线程绑定的cpu集合 + #@param cpu_no_array 设置绑定的cpu集合数组 + #@param count cpu集合数组长度 + #@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效。绑核时，将从数组前面的核开始使用 + cpuRecvList = [{'cpu_no':'2'},{'cpu_no':'5'}] + api.setUDPRecvThreadAffinityArray(cpuRecvList,2) + + #使用UDP接收行情时，设置解析行情线程绑定的cpu + #@param cpu_no 设置绑定的cpu，例如绑定cpu 0，可以设置0，绑定cpu 2，可以设置2，建议绑定后面的cpu + #@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效 + api.setUDPParseThreadAffinity(2) + + #使用UDP接收行情时，设置解析行情线程绑定的cpu集合 + #@param cpu_no_array 设置绑定的cpu集合数组 + #@param count cpu集合数组长度 + #@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效。绑核时，将从数组前面的核开始使用 + cpuParseList = [{'cpu_no':'3'},{'cpu_no':'4'}] + api.setUDPParseThreadAffinityArray(cpuParseList,2) + + #设定UDP收行情时是否输出异步日志 + #@param flag 是否输出标识，默认为true，如果不想输出“udpseq”开头的异步日志，请设置此参数为false + #@remark 此函数可不调用，如果调用则必须在Login之前调用，否则不会生效 + api.setUDPSeqLogOutPutFlag(1) + + #用户登录请求 #@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 #@param ip 服务器ip地址，类似“127.0.0.1” @@ -411,27 +754,19 @@ def onUnSubscribeAllOptionTickByTick(self,exchange_id,error): #@param user 登陆用户名 #@param password 登陆密码 #@param sock_type “1”代表TCP，“2”代表UDP + #@param local_ip 本地网卡地址，类似“127.0.0.1” #@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接 - retLogin = api.login(ip, port, user, password, 1) + retLogin = api.login(ip, port, user, password, 1,local_ip) printFuncName('login', retLogin) - - # 1.1.6测试函数 - #设置心跳检测时间间隔，单位为秒 - #@param interval 心跳检测时间间隔，单位为秒 - #@remark 此函数必须在Login之前调用 - setHeartBeatInterval = api.setHeartBeatInterval(2) - printFuncName("setHeartBeatInterval", setHeartBeatInterval) - - #设置采用UDP方式连接时的接收缓冲区大小 - #@remark 需要在Login之前调用，默认大小和最小设置均为64MB。此缓存大小单位为MB，请输入2的次方数，例如128MB请输入128。 - setUDPBufferSize = api.setUDPBufferSize(64) - printFuncName("setUDPBufferSize", setUDPBufferSize) + if retLogin != 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError', retGetApiLastError) #获取API的系统错误 #@return 返回的错误信息，可以在Login、Logout、订阅、取消订阅失败时调用，获取失败的原因 #@remark 可以在调用api接口失败时调用，例如login失败时 - getApiLastError = api.getApiLastError() - printFuncName("getApiLastError", getApiLastError) + #getApiLastError = api.getApiLastError() + #printFuncName("getApiLastError", getApiLastError) #获取API的发行版本号 #@return 返回api发行版本号 @@ -444,9 +779,11 @@ def onUnSubscribeAllOptionTickByTick(self,exchange_id,error): getTradingDay = api.getTradingDay() printFuncName("getTradingDay", getTradingDay) + tickerList = [{'ticker':'000001'},{'ticker':'000002'},{'ticker':'000004'}] count = 3 + #订阅行情，包括股票、指数和期权。 #@return 订阅接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 #@param tickerList 合约ID数组 @@ -485,6 +822,7 @@ def onUnSubscribeAllOptionTickByTick(self,exchange_id,error): sleep(1) retUnSubscribeOrderBook = api.unSubscribeOrderBook(tickerList,count, 2) printFuncName('unSubscribeOrderBook', retUnSubscribeOrderBook) + #订阅逐笔行情，包括股票、指数和期权。 #@return 订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 @@ -495,7 +833,7 @@ def onUnSubscribeAllOptionTickByTick(self,exchange_id,error): sleep(1) retSubscribeTickByTick = api.subscribeTickByTick(tickerList,count, 2) printFuncName('subscribeTickByTick', retSubscribeTickByTick) - + #退订逐笔行情，包括股票、指数和期权。 #@return 取消订阅逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 #@param tickerList 合约ID数组 @@ -624,10 +962,89 @@ def onUnSubscribeAllOptionTickByTick(self,exchange_id,error): sleep(1) unSubscribeAllOptionTickByTick = api.unSubscribeAllOptionTickByTick(2) printFuncName('unsubscribeAllOptionTickByTick', unSubscribeAllOptionTickByTick) + + #获取当前交易日合约的详细静态信息 + #@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + #@param exchange_id 交易所代码，必须提供 1-上海 2-深圳 + sleep(1) + queryAllTickersFullInfo = api.queryAllTickersFullInfo(2) + printFuncName('queryAllTickersFullInfo', queryAllTickersFullInfo) + + #获取新三板所有合约的详细静态信息，包括指数等非可交易的 + #@return 发送查询请求是否成功，“0”表示发送查询请求成功，非“0”表示发送查询请求不成功 + sleep(1) + retQueryAllNQTickersFullInfo = api.queryAllNQTickersFullInfo() + printFuncName('queryAllNQTickersFullInfo', retQueryAllNQTickersFullInfo) + if retQueryAllNQTickersFullInfo != 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError', retGetApiLastError) + ########行情回补部分 + sleep(1) + rebuild_ip = '10.25.134.104' + rebuild_port = 6662 + newuser = 'testshopt02tgt' + newpassword = '123456' + local_ip = '10.25.171.32' + + #用户登录回补服务器请求 + #@return 登录是否成功，“0”表示登录成功，“-1”表示连接服务器出错，此时用户可以调用GetApiLastError()来获取错误代码，“-2”表示已存在连接，不允许重复登录，如果需要重连，请先logout，“-3”表示输入有错误 + #@param ip 服务器ip地址，类似“127.0.0.1” + #@param port 服务器端口号 + #@param user 登陆用户名 + #@param password 登陆密码 + #@param sock_type “1”代表TCP，“2”代表UDP + #@param local_ip 本地网卡地址，类似“127.0.0.1” + #@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只能有一个连接。回补服务器会在无消息交互后定时断线，请注意仅在需要回补数据时才保持连接，回补完成后请及时logout + retLoginToRebuildQuoteServer = api.loginToRebuildQuoteServer(rebuild_ip,rebuild_port,newuser,newpassword,1,local_ip) + printFuncName('loginToRebuildQuoteServer', retLoginToRebuildQuoteServer) + if retLoginToRebuildQuoteServer != 0 : + getApiLastError = api.getApiLastError() + printFuncName("getApiLastError", getApiLastError) + + rebuild_param = {} + rebuild_param['request_id'] = 1 + rebuild_param['data_type'] = 1 + rebuild_param['exchange_id'] = 1 + rebuild_param['ticker'] = '600000' + #请求回补快照行情 + rebuild_param['begin'] = 20221214101000000 + rebuild_param['end'] = 20221214103000000 + #请求回补逐笔行情 + #rebuild_param['channel_number'] = 801 + #rebuild_param['begin'] = 1000 + #rebuild_param['end'] = 1200 + #请求回补指定行情，包括快照和逐笔 + #@return 请求回补指定频道的逐笔行情接口调用是否成功，“0”表示接口调用成功，非“0”表示接口调用出错 + #@param rebuild_param 指定回补的参数信息，注意一次性回补最多1000个数据，超过1000需要分批次请求，一次只能指定一种类型的数据 + #@remark 仅在逐笔行情丢包时或者确实快照行情时使用，回补的行情数据将从OnRebuildTickByTick或者OnRebuildMarketData()接口回调提供，与订阅的行情数据不在同一个线程内 + rebuildquote = api.requestRebuildQuote(rebuild_param) + printFuncName('requestRebuildQuote', rebuildquote) + if rebuildquote != 0 : + getApiLastError = api.getApiLastError() + printFuncName("getApiLastError", getApiLastError) + + #登出回补服务器请求 + #@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 + logoutRebuildQuoteServer = api.logoutFromRebuildQuoteServer() + printFuncName('logoutFromRebuildQuoteServer', logoutRebuildQuoteServer) + + #sleep为了删除接口对象前将回调数据输出，不sleep直接删除回调对象会自动析构，无法返回回调的数据 - sleep(5) - + sleep(20) + + #登出请求 + #@return 登出是否成功，“0”表示登出成功，非“0”表示登出出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@remark 此函数为同步阻塞式，不需要异步等待登出，当函数返回即可进行后续操作 + logout = api.logout() + printFuncName('logout:',logout ) + #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 - api.release() \ No newline at end of file + #release = api.release() + #printFuncName('release', release) + + exit = api.exit() + printFuncName('exit', exit) + diff --git a/test/tradertest.py b/test/tradertest.py new file mode 100644 index 0000000..f9981ab --- /dev/null +++ b/test/tradertest.py @@ -0,0 +1,2460 @@ +# encoding: UTF-8 + +import os +import uuid +from time import sleep + +from vnxtptrader import * + + +def printFuncName(*args): + """""" + print('*' * 50) + print(args) + print('*' * 50) + + +class TestApi(TraderApi): + """""" + + def __init__(self): + """Constructor""" + super(TestApi, self).__init__() + + #当客户端的某个连接与交易后台通信连接断开时，该方法被调用。 + #@param reason 错误原因，请与错误代码表对应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 用户主动调用logout导致的断线，不会触发此函数。api不会自动重连，当断线发生时，请用户自行选择后续操作，可以在此函数中调用Login重新登录，并更新session_id，此时用户收到的数据跟断线之前是连续的 + def onDisconnected(self,session_id, reason): + """""" + printFuncName("onDisconnected",session_id, reason) + + #错误应答 + #@param error 当服务器响应发生错误时的具体的错误代码和错误信息,当error为空，或者error.error_id为0时，表明没有错误 + #@remark 此函数只有在服务器发生错误时才会调用，一般无需用户处理 + def onError(self, data): + """""" + printFuncName('onError', data) + + #请求查询用户在本节点上可交易市场的响应 + #@param trade_location 查询到的交易市场信息，按位来看，从低位开始数，第0位表示沪市，即如果(trade_location&0x01) == 0x01，代表可交易沪市，第1位表示深市，即如果(trade_location&0x02) == 0x02，表示可交易深市，如果第0位和第1位均是1，即(trade_location&(0x01|0x02)) == 0x03，就表示可交易沪深2个市场 + #@param error_info 查询可交易市场发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 此查询只会有一个结果 + def onQueryAccountTradeMarket(self, trade_location, error, request_id, session_id): + """""" + printFuncName('onQueryAccountTradeMarket', trade_location, error, request_id, session_id) + print("error['error_id']:",error['error_id'])# + print("error['error_msg']:",error['error_msg'])# + + #报单通知 + #@param data 订单响应具体信息，用户可以通过data.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，data.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。data.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 + #@param error 订单被拒绝或者发生错误时错误代码和错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param session_id 资金账户对应的session，登录时得到 + #@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 + def onOrderEvent(self, data, error,session_id): + """""" + printFuncName('onOrderEvent', data, error,session_id) + print("data['cancel_time']:",data['cancel_time'])#撤销时间 + print("data['update_time']:",data['update_time'])#最后修改时间 + print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用 + print("data['trade_amount']:",data['trade_amount'])#成交金额 + print("data['price_type']:",data['price_type'])#报单价格条件 + print("data['order_type']:",data['order_type'])#报单类型 + print("data['price']:",data['price'])#价格 + print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 + print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 + print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + print("data['side']:",data['side'])#买卖方向 + print("data['position_effect']:",data['position_effect'])#开平标志 + print("data['reserved1']:",data['reserved1'])#预留字段1 + print("data['reserved2']:",data['reserved2'])#预留字段2 + print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 + print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，在XTP系统中唯一 + print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + print("data['ticker']:",data['ticker'])#合约代码 + print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 + print("data['business_type']:",data['business_type'])#业务类型 + print("error['error_id']:",error['error_id'])# + print("error['error_msg']:",error['error_msg'])# + + #成交通知 + #@param data 成交回报的具体信息，用户可以通过data.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 + #@param session_id 资金账户对应的session，登录时得到 + #@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 + def onTradeEvent(self, data,session_id): + """""" + printFuncName('onTradeEvent', data,session_id) + print("data['branch_pbu']:",data['branch_pbu'])#交易所交易员代码 + print("data['trade_amount']:",data['trade_amount'])#成交金额，此次成交的总金额 = price*quantity + print("data['exec_id']:",data['exec_id'])#成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 + print("data['trade_type']:",data['trade_type'])#成交类型 --成交回报中的执行类型 + print("data['order_client_id']:",data['order_client_id'])#报单引用 + print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 + print("data['price']:",data['price'])#价格，此次成交的价格 + print("data['report_index']:",data['report_index'])#成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 + print("data['local_order_id']:",data['local_order_id'])#订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留 + print("data['trade_time']:",data['trade_time'])#成交时间，格式为YYYYMMDDHHMMSSsss + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 + print("data['ticker']:",data['ticker'])#合约代码 + print("data['side']:",data['side'])#买卖方向 + print("data['position_effect']:",data['position_effect'])#开平标志 + print("data['reserved1']:",data['reserved1'])#预留字段 + print("data['reserved2']:",data['reserved2'])#预留字段 + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此次成交的数量，不是累计数量 + print("data['business_type']:",data['business_type'])#业务类型 + + #撤单出错响应 + #@param data 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id + #@param error 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error为空，或者error.error_id为0时，表明没有错误 + #@param session_id 资金账户对应的session，登录时得到 + #@remark 此响应只会在撤单发生错误时被回调 + def onCancelOrderError(self, data, error,session_id): + """""" + printFuncName('onCancelOrderError', data, error,session_id) + + #请求查询报单响应 + #@param data 查询到的一个报单 + #@param error 查询报单时发生错误时，返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session，登录时得到 + #@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + def onQueryOrder(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryOrder', data, error, reqid, last,session_id) + print("data['cancel_time']:",data['cancel_time'])#撤销时间 + print("data['update_time']:",data['update_time'])#最后修改时间 + print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用 + print("data['trade_amount']:",data['trade_amount'])#成交金额 + print("data['price_type']:",data['price_type'])#报单价格条件 + print("data['order_type']:",data['order_type'])#报单类型 + print("data['price']:",data['price'])#价格 + print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 + print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 + print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + print("data['side']:",data['side'])#买卖方向 + print("data['position_effect']:",data['position_effect'])#开平标志 + print("data['reserved1']:",data['reserved1'])#预留字段1 + print("data['reserved2']:",data['reserved2'])#预留字段2 + print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 + print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，在XTP系统中唯一 + print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + print("data['ticker']:",data['ticker'])#合约代码 + print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 + print("data['business_type']:",data['business_type'])#业务类型 + print("error['error_id']:",error['error_id'])# + print("error['error_msg']:",error['error_msg'])# + + #请求查询报单响应-新版本接口 + #@param data 查询到的一个报单信息 + #@param error 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryOrderEx(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryOrderEx', data, error, reqid, last,session_id) + print("data['cancel_time']:",data['cancel_time'])#撤销时间 + print("data['update_time']:",data['update_time'])#最后修改时间 + print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用 + print("data['trade_amount']:",data['trade_amount'])#成交金额 + print("data['price_type']:",data['price_type'])#报单价格条件 + print("data['order_type']:",data['order_type'])#报单类型 + print("data['price']:",data['price'])#价格 + print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 + print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 + print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + print("data['side']:",data['side'])#买卖方向 + print("data['position_effect']:",data['position_effect'])#开平标志 + print("data['reserved1']:",data['reserved1'])#预留字段1 + print("data['reserved2']:",data['reserved2'])#预留字段2 + print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 + print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，在XTP系统中唯一 + print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + print("data['ticker']:",data['ticker'])#合约代码 + print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 + print("data['business_type']:",data['business_type'])#业务类型 + print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 + print("data['error_id']:",data['error_id'])#订单的错误信息 + print("data['error_msg']:",data['error_msg'])#订单的错误信息 + print("error['error_id']:",error['error_id'])# + print("error['error_msg']:",error['error_msg'])# + + #分页请求查询报单响应 + #@param data 查询到的一个报单 + #@param req_count 分页请求的最大数量 + #@param order_sequence 分页请求的当前回报数量 + #@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session，登录时得到 + #@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + def onQueryOrderByPage(self, data, req_count,order_sequence,query_reference, reqid, last,session_id): + """""" + printFuncName('onQueryOrderByPage', data, req_count,order_sequence,query_reference, reqid, last,session_id) + print("data['cancel_time']:",data['cancel_time'])#撤销时间 + print("data['update_time']:",data['update_time'])#最后修改时间 + print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用 + print("data['trade_amount']:",data['trade_amount'])#成交金额 + print("data['price_type']:",data['price_type'])#报单价格条件 + print("data['order_type']:",data['order_type'])#报单类型 + print("data['price']:",data['price'])#价格 + print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 + print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 + print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + print("data['side']:",data['side'])#买卖方向 + print("data['position_effect']:",data['position_effect'])#开平标志 + print("data['reserved1']:",data['reserved1'])#预留字段1 + print("data['reserved2']:",data['reserved2'])#预留字段2 + print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 + print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，在XTP系统中唯一 + print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + print("data['ticker']:",data['ticker'])#合约代码 + print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 + print("req_count:",req_count)#分页请求的最大数量 + print("order_sequence:",order_sequence)#分页请求的当前回报数量 + print("query_reference:",query_reference)#当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + print("reqid:",reqid)#此消息响应函数对应的请求ID + print("last:",last)#此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + print("session_id:",session_id)#资金账户对应的session，登录时得到 + + #分页请求查询报单响应-新版本接口 + #@param data 查询到的一个报单 + #@param req_count 分页请求的最大数量 + #@param order_sequence 分页请求的当前回报数量 + #@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + def onQueryOrderByPageEx(self, data, req_count,order_sequence,query_reference, reqid, last,session_id): + """""" + printFuncName('onQueryOrderByPageEx', data, req_count,order_sequence,query_reference, reqid, last,session_id) + print("data['cancel_time']:",data['cancel_time'])#撤销时间 + print("data['update_time']:",data['update_time'])#最后修改时间 + print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用 + print("data['trade_amount']:",data['trade_amount'])#成交金额 + print("data['price_type']:",data['price_type'])#报单价格条件 + print("data['order_type']:",data['order_type'])#报单类型 + print("data['price']:",data['price'])#价格 + print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 + print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 + print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + print("data['side']:",data['side'])#买卖方向 + print("data['position_effect']:",data['position_effect'])#开平标志 + print("data['reserved1']:",data['reserved1'])#预留字段1 + print("data['reserved2']:",data['reserved2'])#预留字段2 + print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 + print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，在XTP系统中唯一 + print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + print("data['ticker']:",data['ticker'])#合约代码 + print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 + print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 + print("data['error_id']:",data['error_id'])#订单的错误信息 + print("data['error_msg']:",data['error_msg'])#订单的错误信息 + print("req_count:",req_count)#分页请求的最大数量 + print("order_sequence:",order_sequence)#分页请求的当前回报数量 + print("query_reference:",query_reference)#当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + print("reqid:",reqid)#此消息响应函数对应的请求ID + print("last:",last)#此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + print("session_id:",session_id)#资金账户对应的session，登录时得到 + + + #请求查询成交响应 + #@param data 查询到的一个成交回报 + #@param error 查询成交回报发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session，登录时得到 + #@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + def onQueryTrade(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryTrade', data, error, reqid, last,session_id) + print("data['branch_pbu']:",data['branch_pbu'])#交易所交易员代码 + print("data['trade_amount']:",data['trade_amount'])#成交金额，此次成交的总金额 = price*quantity + print("data['exec_id']:",data['exec_id'])#成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 + print("data['trade_type']:",data['trade_type'])#成交类型 --成交回报中的执行类型 + print("data['order_client_id']:",data['order_client_id'])#报单引用 + print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 + print("data['price']:",data['price'])#价格，此次成交的价格 + print("data['report_index']:",data['report_index'])#成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 + print("data['local_order_id']:",data['local_order_id'])#订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留 + print("data['trade_time']:",data['trade_time'])#成交时间，格式为YYYYMMDDHHMMSSsss + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 + print("data['ticker']:",data['ticker'])#合约代码 + print("data['side']:",data['side'])#买卖方向 + print("data['position_effect']:",data['position_effect'])#开平标志 + print("data['reserved1']:",data['reserved1'])#预留字段 + print("data['reserved2']:",data['reserved2'])#预留字段 + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此次成交的数量，不是累计数量 + print("data['business_type']:",data['business_type'])#业务类型 + print("error['error_id']:",error['error_id'])#错误代码 + print("error['error_msg']:",error['error_msg'])#错误信息 + + #分页请求查询成交响应 + #@param data 查询到的一个成交回报 + #@param req_count 分页请求的最大数量 + #@param trade_sequence 分页请求的当前回报数量 + #@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session，登录时得到 + #@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + def onQueryTradeByPage(self, data, req_count, trade_sequence, query_reference, reqid, last,session_id): + """""" + printFuncName('onQueryTradeByPage', data, req_count, trade_sequence, query_reference, reqid, last,session_id) + print("data['branch_pbu']:",data['branch_pbu'])#交易所交易员代码 + print("data['trade_amount']:",data['trade_amount'])#成交金额，此次成交的总金额 = price*quantity + print("data['exec_id']:",data['exec_id'])#成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 + print("data['trade_type']:",data['trade_type'])#成交类型 --成交回报中的执行类型 + print("data['order_client_id']:",data['order_client_id'])#报单引用 + print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 + print("data['price']:",data['price'])#价格，此次成交的价格 + print("data['report_index']:",data['report_index'])#成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 + print("data['local_order_id']:",data['local_order_id'])#订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留 + print("data['trade_time']:",data['trade_time'])#成交时间，格式为YYYYMMDDHHMMSSsss + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，此成交回报相关的订单ID，在XTP系统中唯一 + print("data['ticker']:",data['ticker'])#合约代码 + print("data['side']:",data['side'])#买卖方向 + print("data['position_effect']:",data['position_effect'])#开平标志 + print("data['reserved1']:",data['reserved1'])#预留字段 + print("data['reserved2']:",data['reserved2'])#预留字段 + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此次成交的数量，不是累计数量 + print("data['business_type']:",data['business_type'])#业务类型 + print("req_count:",req_count)#分页请求的最大数量 + print("trade_sequence:",trade_sequence)#分页请求的当前回报数量 + print("query_reference:",query_reference)#当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + print("reqid:",reqid)#此消息响应函数对应的请求ID + print("last:",last)#此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + print("session_id:",session_id)#资金账户对应的session，登录时得到 + + #请求查询投资者持仓响应 + #@param data 查询到的一只股票的持仓情况 + #@param error 查询账户持仓发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryPosition(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryPosition', data, error, reqid, last,session_id) + print("data['ticker']:",data['ticker'])#证券代码 + print("data['ticker_name']:",data['ticker_name'])#证券名称 + print("data['market']:",data['market'])#交易市场 + print("data['total_qty']:",data['total_qty'])#总持仓 + print("data['sellable_qty']:",data['sellable_qty'])#可卖持仓 + print("data['avg_price']:",data['avg_price'])#持仓成本 + print("data['unrealized_pnl']:",data['unrealized_pnl'])#浮动盈亏（保留字段） + print("data['yesterday_position']:",data['yesterday_position'])#昨日持仓 + print("data['purchase_redeemable_qty']:",data['purchase_redeemable_qty'])#今日申购赎回数量（申购和赎回数量不可能同时存在，因此可以共用一个字段） + print("data['position_direction']:",data['position_direction'])#持仓方向 + print("data['position_security_type']:",data['position_security_type'])#持仓类型(此字段所有账户都可能用到，可以用来区分股份是否为配售) + print("data['executable_option']:",data['executable_option'])#可行权合约 + print("data['lockable_position']:",data['lockable_position'])#可锁定标的 + print("data['executable_underlying']:",data['executable_underlying'])#可行权标的 + print("data['locked_position']:",data['locked_position'])#已锁定标的 + print("data['usable_locked_position']:",data['usable_locked_position'])#可用已锁定标的 + print("data['profit_price']:",data['profit_price'])#盈亏成本价 + print("data['buy_cost']:",data['buy_cost'])#买入成本 + print("data['profit_cost']:",data['profit_cost'])#盈亏成本 + print("data['market_value']:",data['market_value'])#持仓市值（此字段目前只有期权账户有值，其他类型账户为0） + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + + #请求查询资金账户响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param data 查询到的资金账户情况 + #@param error 查询资金账户发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryAsset(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryAsset', data, error, reqid, reqid, last,session_id) + print("data['total_asset']:",data['total_asset'])#总资产(=可用资金 + 证券资产（目前为0）+ 预扣的资金) + print("data['buying_power']:",data['buying_power'])#可用资金 + print("data['security_asset']:",data['security_asset'])#证券资产（保留字段，目前为0) + print("data['fund_buy_amount']:",data['fund_buy_amount'])#累计买入成交证券占用资金 + print("data['fund_buy_fee']:",data['fund_buy_fee'])#累计买入成交交易费用 + print("data['fund_sell_amount']:",data['fund_sell_amount'])#累计卖出成交证券所得资金 + print("data['fund_sell_fee']:",data['fund_sell_fee'])#累计卖出成交交易费用 + print("data['withholding_amount']:",data['withholding_amount'])#XTP系统预扣的资金（包括购买卖股票时预扣的交易资金+预扣手续费） + print("data['account_type']:",data['account_type'])#账户类型 + print("data['frozen_margin']:",data['frozen_margin'])#冻结的保证金 + print("data['frozen_exec_cash']:",data['frozen_exec_cash'])#行权冻结资金 + print("data['frozen_exec_fee']:",data['frozen_exec_fee'])#行权费用 + print("data['pay_later']:",data['pay_later'])#垫付资金 + print("data['preadva_pay']:",data['preadva_pay'])#预垫付资金 + print("data['orig_banlance']:",data['orig_banlance'])#昨日余额 + print("data['banlance']:",data['banlance'])#当前余额 + print("data['deposit_withdraw']:",data['deposit_withdraw'])#当天出入金 + print("data['trade_netting']:",data['trade_netting'])#当日交易资金轧差 + print("data['captial_asset']:",data['captial_asset'])#资金资产 + print("data['force_freeze_amount']:",data['force_freeze_amount'])#强锁资金 + print("data['preferred_amount']:",data['preferred_amount'])#可取资金 + print("data['repay_stock_aval_banlance']:",data['repay_stock_aval_banlance'])#融券卖出所得资金余额（仅限信用账户，只能用于买券还券） + print("data['fund_order_data_charges']:",data['fund_order_data_charges'])#累计订单流量费 + print("data['fund_cancel_data_charges']:",data['fund_cancel_data_charges'])#累计撤单流量费 + print("data['exchange_cur_risk_degree']:",data['exchange_cur_risk_degree'])#交易所实时风险度（仅限期权账户,后续服务器版本支持，目前为0） + print("data['company_cur_risk_degree']:",data['company_cur_risk_degree'])#公司实时风险度（仅限期权账户,后续服务器版本支持，目前为0） + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询分级基金信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param data 查询到的分级基金情况 + #@param error 查询分级基金发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryStructuredFund(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryStructuredFund', data, error, reqid, last,session_id) + print("data['exchange_id']:",data['exchange_id'])#交易所代码 + print("data['sf_ticker']:",data['sf_ticker'])#分级基金母基金代码 + print("data['sf_ticker_name']:",data['sf_ticker_name'])#分级基金母基金名称 + print("data['ticker']:",data['ticker'])#分级基金子基金代码 + print("data['ticker_name']:",data['ticker_name'])#分级基金子基金名称 + print("data['split_merge_status']:",data['split_merge_status'])#基金允许拆分合并状态 + print("data['ratio']:",data['ratio'])#拆分合并比例 + print("data['min_split_qty']:",data['min_split_qty'])#最小拆分数量 + print("data['min_merge_qty']:",data['min_merge_qty'])#最小合并数量 + print("data['net_price']:",data['net_price'])#基金净值 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询资金划拨订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param data 查询到的资金账户情况 + #@param error 查询资金账户发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryFundTransfer(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryFundTransfer', data, error, reqid, last,session_id) + print("data['serial_id']:",data['serial_id'])#资金内转编号 + print("data['transfer_type']:",data['transfer_type'])#内转类型 + print("data['amount']:",data['amount'])#金额 + print("data['oper_status']:",data['oper_status'])#操作结果 + print("data['transfer_time']:",data['transfer_time'])#操作时间 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #资金划拨通知 + #@param data 资金划拨通知的具体信息，用户可以通过data.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + #@param error 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error为空，或者error.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error.error_id=11000382时，error.error_msg为结点中可用于划拨的资金（以整数为准），用户需进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。 + def onFundTransfer(self, data, error,session_id): + """""" + printFuncName('onFundTransfer', data, error,session_id) + print("data['serial_id']:",data['serial_id'])#资金内转编号 + print("data['transfer_type']:",data['transfer_type'])#内转类型 + print("data['amount']:",data['amount'])#金额 + print("data['oper_status']:",data['oper_status'])#操作结果 + print("data['transfer_time']:",data['transfer_time'])#操作时间 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询ETF清单文件的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param data 查询到的ETF清单文件情况 + #@param error 查询ETF清单文件发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryETF(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryETF', data, error, reqid, last,session_id) + print("data['market']:",data['market'])#交易市场 + print("data['etf']:",data['etf'])#etf代码,买卖,申赎统一使用该代码 + print("data['subscribe_redemption_ticker']:",data['subscribe_redemption_ticker'])#etf申购赎回代码 + print("data['unit']:",data['unit'])#最小申购赎回单位对应的ETF份数,例如上证"50ETF"就是900000 + print("data['subscribe_status']:",data['subscribe_status'])#是否允许申购,1-允许,0-禁止 + print("data['redemption_status']:",data['redemption_status'])#是否允许赎回,1-允许,0-禁止 + print("data['max_cash_ratio']:",data['max_cash_ratio'])#最大现金替代比例,小于1的数值 TODO 是否采用double + print("data['estimate_amount']:",data['estimate_amount'])#T日预估金额 + print("data['cash_component']:",data['cash_component'])#T-X日现金差额 + print("data['net_value']:",data['net_value'])#基金单位净值 + print("data['total_amount']:",data['total_amount'])#最小申赎单位净值总金额=net_value*unit + print("error['error_id']:",error['error_id'])# + print("error['error_msg']:",error['error_msg'])# + + #请求查询ETF股票篮的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param data 查询到的ETF合约的相关成分股信息 + #@param error 查询ETF股票篮发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryETFBasket(self, data, error, reqid, last, session_id): + """""" + printFuncName('onQueryETFBasket', data, error, reqid, last, session_id) + print("data['market']:",data['market'])#交易市场 + print("data['ticker']:",data['ticker'])#ETF代码 + print("data['component_ticker']:",data['component_ticker'])#成份股代码 + print("data['component_name']:",data['component_name'])#成份股名称 + print("data['quantity']:",data['quantity'])#成份股数量 + print("data['component_market']:",data['component_market'])#成份股交易市场 + print("data['replace_type']:",data['replace_type'])#成份股替代标识 + print("data['premium_ratio']:",data['premium_ratio'])#溢价比例 + print("data['amount']:",data['amount'])#成分股替代标识为必须现金替代时候的总金额 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询今日新股申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param data 查询到的今日新股申购的一只股票信息 + #@param error 查询今日新股申购信息列表发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryIPOInfoList(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryIPOInfoList', data, error, reqid, last,session_id) + print("data['market']:",data['market'])#交易市场 + print("data['ticker']:",data['ticker'])#申购代码 + print("data['ticker_name']:",data['ticker_name'])#申购股票名称 + print("data['ticker_type']:",data['ticker_type'])#证券类别 + print("data['price']:",data['price'])#申购价格 + print("data['unit']:",data['unit'])#申购单元 + print("data['qty_upper_limit']:",data['qty_upper_limit'])#最大允许申购数量 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询用户新股申购额度信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param data 查询到的用户某个市场的今日新股申购额度信息 + #@param error 查查询用户新股申购额度信息发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param reid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryIPOQuotaInfo(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryIPOQuotaInfo', data, error, reqid, last,session_id) + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#可申购额度 + print("data['tech_quantity']:",data['tech_quantity'])#上海科创板额度 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询今日可转债申购信息列表的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param ipo_info 查询到的今日可转债申购的一只可转债信息 + #@param error_info 查询今日可转债申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryBondIPOInfoList(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryBondIPOInfoList', data, error, reqid, last,session_id) + print("data['market']:",data['market'])#交易市场 + print("data['ticker']:",data['ticker'])#申购代码 + print("data['ticker_name']:",data['ticker_name'])#申购股票名称 + print("data['ticker_type']:",data['ticker_type'])#证券类别 + print("data['price']:",data['price'])#申购价格 + print("data['unit']:",data['unit'])#申购单元 + print("data['qty_upper_limit']:",data['qty_upper_limit'])#最大允许申购数量 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询用户可转债转股信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param swap_stock_info 查询到某条可转债转股信息 + #@param error_info 查查询可转债转股信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryBondSwapStockInfo(self, data, error, reqid, last, session_id): + """""" + printFuncName('onQueryBondSwapStockInfo', data, error, reqid, last, session_id) + print("data['market']:",data["market"])#交易市场 + print("data['ticker']:",data["ticker"])#债券证券代码 + print("data['underlying_ticker']:",data["underlying_ticker"])#转股后的股票证券代码 + print("data['unit']:",data["unit"])#转换数量单位（张） + print("data['qty_min']:",data["qty_min"])#最小下单量（张） + print("data['qty_max']:",data["qty_max"])#最大下单量（张） + print("data['swap_price']:",data["swap_price"])#转股价格 + print("data['swap_flag']:",data["swap_flag"])#是否处于转股期；0: 不可转股；1：可转股； + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询期权合约的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param data 查询到的期权合约情况 + #@param error 查查询用户新股申购额度信息发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param reid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryOptionAuctionInfo(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryOptionAuctionInfo', data, error, reqid, last,session_id) + print("data['ticker']:",data['ticker'])#合约编码，报单ticker采用本字段 + print("data['security_id_source']:",data['security_id_source'])#证券代码源 + print("data['symbol']:",data['symbol'])#合约简称 + print("data['contract_id']:",data['contract_id'])#合约交易代码 + print("data['underlying_security_id']:",data['underlying_security_id'])#基础证券代码 + print("data['underlying_security_id_source']:",data['underlying_security_id_source'])#基础证券代码源 + + print("data['list_date']:",data['list_date'])#上市日期，格式为YYYYMMDD + print("data['last_trade_date']:",data['last_trade_date'])#最后交易日，格式为YYYYMMDD + print("data['ticker_type']:",data['ticker_type'])#证券类别 + print("data['day_trading']:",data['day_trading'])#是否支持当日回转交易，1-允许，0-不允许 + + print("data['call_or_put']:",data['call_or_put'])#认购或认沽 + print("data['delivery_day']:",data['delivery_day'])#行权交割日，格式为YYYYMMDD + print("data['delivery_month']:",data['delivery_month'])#交割月份，格式为YYYYMM + + print("data['exercise_type']:",data['exercise_type'])#行权方式 + print("data['exercise_begin_date']:",data['exercise_begin_date'])#行权起始日期，格式为YYYYMMDD + print("data['exercise_end_date']:",data['exercise_end_date'])#行权结束日期，格式为YYYYMMDD + print("data['exercise_price']:",data['exercise_price'])#行权价格 + + print("data['qty_unit']:",data['qty_unit'])#数量单位，对于某一证券申报的委托，其委托数量字段必须为该证券数量单位的整数倍 + print("data['contract_unit']:",data['contract_unit'])#合约单位 + print("data['contract_position']:",data['contract_position'])#合约持仓量 + print("data['prev_close_price']:",data['prev_close_price'])#合约前收盘价 + print("data['prev_clearing_price']:",data['prev_clearing_price'])#合约前结算价 + print("data['lmt_buy_max_qty']:",data['lmt_buy_max_qty'])#限价买最大量 + print("data['lmt_buy_min_qty']:",data['lmt_buy_min_qty'])#限价买最小量 + print("data['lmt_sell_max_qty']:",data['lmt_sell_max_qty'])#限价卖最大量 + print("data['lmt_sell_min_qty']:",data['lmt_sell_min_qty'])#限价卖最小量 + print("data['mkt_buy_max_qty']:",data['mkt_buy_max_qty'])#市价买最大量 + print("data['mkt_buy_min_qty']:",data['mkt_buy_min_qty'])#市价买最小量 + print("data['mkt_sell_max_qty']:",data['mkt_sell_max_qty'])#市价卖最大量 + print("data['mkt_sell_min_qty']:",data['mkt_sell_min_qty'])#市价卖最小量 + print("data['price_tick']:",data['price_tick'])#最小报价单位 + print("data['upper_limit_price']:",data['upper_limit_price'])#涨停价 + print("data['lower_limit_price']:",data['lower_limit_price'])#跌停价 + print("data['sell_margin']:",data['sell_margin'])#今卖开每张保证金 + print("data['margin_ratio_param1']:",data['margin_ratio_param1'])#交易所保证金比例计算参数一 + print("data['margin_ratio_param2']:",data['margin_ratio_param2'])#交易所保证金比例计算参数二 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #融资融券业务中现金直接还款的响应 + #@param cash_repay_info 现金直接还款通知的具体信息，用户可以通过cash_repay_info.xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + #@param error 现金还款发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onCreditCashRepay(self, data, error,session_id): + """""" + printFuncName('onCreditCashRepay', data, error,session_id) + print("data['xtp_id']:",data['xtp_id'])#直接还款操作的XTPID + print("data['request_amount']:",data['request_amount'])#直接还款的申请金额 + print("data['cash_repay_amount']:",data['cash_repay_amount'])#实际还款使用金额 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #融资融券业务中现金还息的响应 + #@param cash_repay_info 现金还息通知的具体信息，用户可以通过cash_repay_info.xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + #@param error_info 现金还息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onCreditCashRepayDebtInterestFee(self, data, error,session_id): + """""" + printFuncName('onCreditCashRepayDebtInterestFee', data, error,session_id) + print("data['xtp_id']:",data['xtp_id'])#直接还款操作的XTPID + print("data['request_amount']:",data['request_amount'])#直接还款的申请金额 + print("data['cash_repay_amount']:",data['cash_repay_amount'])#实际还款使用金额 + print("data['debt_compact_id']:",data['debt_compact_id'])#指定的负债合约编号 + print("data['unknow']:",data['unknow'])#保留字段 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询融资融券业务中的现金直接还款报单的响应 + #@param cash_repay_info 查询到的某一笔现金直接还款通知的具体信息 + #@param error 查询现金直接报单发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryCreditCashRepayInfo(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryCreditCashRepayInfo', data, error, reqid, last,session_id) + print("data['xtp_id']:",data['xtp_id'])#直接还款操作的XTPID + print("data['status']:",data['status'])#直接还款处理状态0-初始、未处理状态,1-已成功处理状态,2-处理失败状态 + print("data['request_amount']:",data['request_amount'])#直接还款的申请金额 + print("data['cash_repay_amount']:",data['cash_repay_amount'])#实际还款使用金额 + print("data['position_effect']:",data['position_effect'])#强平标志 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询信用账户额外信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param fund_info 查询到的信用账户额外信息情况 + #@param error 查询信用账户额外信息发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryCreditFundInfo(self, data, error, reqid,session_id): + """""" + printFuncName('onQueryCreditFundInfo', data, error, reqid,session_id) + print("data['maintenance_ratio']:",data['maintenance_ratio'])#维持担保品比例 + print("data['all_asset']:",data['all_asset'])#总资产 + print("data['all_debt']:",data['all_debt'])#总负债 + print("data['line_of_credit']:",data['line_of_credit'])#两融授信额度 + print("data['guaranty']:",data['guaranty'])#两融保证金可用数 + print("data['reserved']:",data['reserved'])#保留字段 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询信用账户负债信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param debt_info 查询到的信用账户合约负债情况 + #@param error 查询信用账户负债信息发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryCreditDebtInfo(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryCreditDebtInfo', data, error, reqid, last,session_id) + print("data['debt_type']:",data['debt_type'])#负债合约类型 + print("data['debt_id']:",data['debt_id'])#负债合约编号 + print("data['position_id']:",data['position_id'])#负债对应两融头寸编号 + print("data['order_xtp_id']:",data['order_xtp_id'])#生成负债的订单编号，非当日负债无此项 + print("data['debt_status']:",data['debt_status'])#负债合约状态 + print("data['market']:",data['market'])#市场 + print("data['ticker']:",data['ticker'])#证券代码 + print("data['order_date']:",data['order_date'])#委托日期 + print("data['end_date']:",data['end_date'])#负债截止日期 + print("data['orig_end_date']:",data['orig_end_date'])#负债原始截止日期 + print("data['is_extended']:",data['is_extended'])#当日是否接收到展期请求 + print("data['remain_amt']:",data['remain_amt'])#未偿还金额 + print("data['remain_qty']:",data['remain_qty'])#未偿还融券数量 + print("data['remain_principal']:",data['remain_principal'])#未偿还本金金额 + print("data['due_right_qty']:",data['due_right_qty'])#应偿还权益数量 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询信用账户指定证券负债未还信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param debt_info 查询到的信用账户指定证券负债未还信息情况 + #@param error查询信用账户指定证券负债未还信息发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryCreditTickerDebtInfo(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryCreditTickerDebtInfo', data, error, reqid, last,session_id) + print("data['market']:",data['market'])#市场 + print("data['ticker']:",data['ticker'])#证券代码 + print("data['stock_repay_quantity']:",data['stock_repay_quantity'])#融券负债可还券数量 + print("data['reserved']:",data['reserved'])#保留字段 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询信用账户待还资金的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param remain_amount 查询到的信用账户待还资金 + #@param error 查询信用账户待还资金发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryCreditAssetDebtInfo(self, remain_amount, error, reqid,session_id): + """""" + printFuncName('onQueryCreditAssetDebtInfo', remain_amount, error, reqid,session_id) + print("remain_amount:",remain_amount)#查询到的信用账户待还资金 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询信用账户可融券头寸信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param assign_info 查询到的信用账户可融券头寸信息 + #@param error 查询信用账户可融券头寸信息发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryCreditTickerAssignInfo(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryCreditTickerAssignInfo', data, error, reqid, last,session_id) + print("data['market']:",data['market'])#市场 + print("data['ticker']:",data['ticker'])#证券代码 + print("data['limit_qty']:",data['limit_qty'])#融券限量 + print("data['yesterday_qty']:",data['yesterday_qty'])#昨日日融券数量 + print("data['left_qty']:",data['left_qty'])#剩余可融券数量 + print("data['frozen_qty']:",data['frozen_qty'])#冻结融券数量 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #融资融券业务中请求查询指定余券信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param stock_info 查询到的余券信息 + #@param error 查询信用账户余券信息发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryCreditExcessStock(self, data, error, reqid,session_id): + """""" + printFuncName('onQueryCreditExcessStock', data, error, reqid,session_id) + print("data['market']:",data['market'])#市场 + print("data['ticker']:",data['ticker'])#证券代码 + print("data['transferable_quantity']:",data['transferable_quantity'])#可划转数量 + print("data['transferred_quantity']:",data['transferred_quantity'])#已划转数量 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #融资融券业务中请求查询指定余券信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param stock_info 查询到的余券信息 + #@param error 查询信用账户余券信息发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryMulCreditExcessStock(self, data, error, reqid,session_id): + """""" + printFuncName('onQueryMulCreditExcessStock', data, error, reqid,session_id) + print("data['market']:",data['market'])#市场 + print("data['ticker']:",data['ticker'])#证券代码 + print("data['transferable_quantity']:",data['transferable_quantity'])#可划转数量 + print("data['transferred_quantity']:",data['transferred_quantity'])#已划转数量 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #融资融券业务中负债合约展期的通知 + #@param debt_extend_info 负债合约展期通知的具体信息，用户可以通过debt_extend_info.xtpid来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。 + #@param error 负债合约展期订单被拒绝或者发生错误时错误代码和错误信息，当error为空，或者error.error_id为0时，表明没有错误。 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 当负债合约展期订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的负债合约展期通知。 + def onCreditExtendDebtDate(self, data, error,session_id): + """""" + printFuncName('onCreditExtendDebtDate', data, error,session_id) + print("data['xtpid']:",data['xtpid'])#XTP系统订单ID，无需用户填写，在XTP系统中唯一 + print("data['debt_id']:",data['debt_id'])#负债合约编号 + print("data['oper_status']:",data['oper_status'])#展期请求操作状态 + print("data['oper_time']:",data['oper_time'])#操作时间 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #查询融资融券业务中负债合约展期订单响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param debt_extend_info 查询到的负债合约展期情况 + #@param error_info 查询负债合约展期发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当error_info.error_id=11000350时，表明没有记录，当为其他非0值时，表明合约发生拒单时的错误原因 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryCreditExtendDebtDateOrders(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryCreditExtendDebtDateOrders', data, error, reqid, last,session_id) + print("data['xtpid']:",data['xtpid'])#XTP系统订单ID，无需用户填写，在XTP系统中唯一 + print("data['debt_id']:",data['debt_id'])#负债合约编号 + print("data['oper_status']:",data['oper_status'])#展期请求操作状态 + print("data['oper_time']:",data['oper_time'])#操作时间 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #查询融资融券业务中信用账户附加信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param fund_info 信用账户附加信息 + #@param error_info 查询信用账户附加信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryCreditFundExtraInfo(self, data, error, reqid,session_id): + """""" + printFuncName('onQueryCreditFundExtraInfo', data, error, reqid,session_id) + print("data['mf_rs_avl_used']:",data['mf_rs_avl_used'])#当前资金账户购买货币基金使用的融券卖出所得资金占用 + print("data['reserve']:",data['reserve'])#预留空间 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #查询融资融券业务中信用账户指定证券的附加信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param fund_info 信用账户指定证券的附加信息 + #@param error_info 查询信用账户附加信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryCreditPositionExtraInfo(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryCreditPositionExtraInfo', data, error, reqid, last,session_id) + print("data['market']:",data['market'])#证券市场 + print("data['ticker']:",data['ticker'])#证券代码 + print("data['mf_rs_avl_used']:",data['mf_rs_avl_used'])#购买货币基金使用的融券卖出所得资金占用 + print("data['reserve']:",data['reserve'])#预留空间 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #期权组合策略报单通知 + #@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功 + #@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应 + def onOptionCombinedOrderEvent(self, data, error,session_id): + """""" + printFuncName('onOptionCombinedOrderEvent', data, error,session_id) + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，无需用户填写，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用，用户自定义 + print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） + print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 + print("data['side']:",data['side'])#组合方向 + print("data['business_type']:",data['business_type'])#业务类型 + print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 + print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 + print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss + print("data['update_time']:",data['update_time'])#最后修改时间，格式为YYYYMMDDHHMMSSsss + print("data['cancel_time']:",data['cancel_time'])#撤销时间，格式为YYYYMMDDHHMMSSsss + print("data['trade_amount']:",data['trade_amount'])#成交金额，组合拆分涉及的保证金 + print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 + print("data['order_type']:",data['order_type'])#报单类型 + print("data['strategy_id']:",data['strategy_id'])#组合策略代码，比如CNSJC认购牛市价差策略等 + print("data['comb_num']:",data['comb_num'])#组合编码，组合申报时，该字段为空；拆分申报时，填写拟拆分组合的组合编码。 + print("data['num_legs']:",data['num_legs'])#成分合约数 + for i in data['leg_detail']: + for key,value in i.items(): + print(key,value) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #期权组合策略成交通知 + #@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。 + def onOptionCombinedTradeEvent(self, data,session_id): + """""" + printFuncName('onOptionCombinedTradeEvent', data,session_id) + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，无需用户填写，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用，用户自定义 + print("data['market']:",data['market'])#交易市场 + print("data['local_order_id']:",data['local_order_id'])#订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留 + print("data['side']:",data['side'])#组合方向 + print("data['exec_id']:",data['exec_id'])#成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 + print("data['quantity']:",data['quantity'])#数量，此次成交的数量，不是累计数量 + print("data['trade_time']:",data['trade_time'])#成交时间，格式为YYYYMMDDHHMMSSsss + print("data['trade_amount']:",data['trade_amount'])#成交金额，组合拆分涉及的保证金 + print("data['report_index']:",data['report_index'])#成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 + print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 + print("data['side']:",data['side'])#组合方向 + print("data['business_type']:",data['business_type'])#业务类型 + print("data['branch_pbu']:",data['branch_pbu'])#交易所交易员代码 + print("data['strategy_id']:",data['strategy_id'])#组合策略代码，比如CNSJC认购牛市价差策略等 + print("data['comb_num']:",data['comb_num'])#组合编码，组合申报时，该字段为空；拆分申报时，填写拟拆分组合的组合编码。 + print("data['num_legs']:",data['num_legs'])#成分合约数 + for i in data['leg_detail']: + for key,value in i.items(): + print(key,value) + + #期权组合策略撤单出错响应 + #@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id + #@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 此响应只会在撤单发生错误时被回调 + def onCancelOptionCombinedOrderError(self, data, error,session_id): + """""" + printFuncName('onCancelOptionCombinedOrderError', data, error,session_id) + print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单XTPID + print("data['order_xtp_id']:",data['order_xtp_id'])#原始订单XTPID + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询期权组合策略报单响应 + #@param order_info 查询到的一个报单 + #@param error 查询报单时发生错误时，返回的错误信息，当error[error_id]为0时，表明没有错误 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + def onQueryOptionCombinedOrders(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryOptionCombinedOrders', data, error, reqid, last,session_id) + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，无需用户填写，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用，用户自定义 + print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） + print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 + print("data['side']:",data['side'])#组合方向 + print("data['business_type']:",data['business_type'])#业务类型 + print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 + print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 + print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss + print("data['update_time']:",data['update_time'])#最后修改时间，格式为YYYYMMDDHHMMSSsss + print("data['cancel_time']:",data['cancel_time'])#撤销时间，格式为YYYYMMDDHHMMSSsss + print("data['trade_amount']:",data['trade_amount'])#成交金额，组合拆分涉及的保证金 + print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 + print("data['order_type']:",data['order_type'])#报单类型 + print("data['strategy_id']:",data['strategy_id'])#组合策略代码，比如CNSJC认购牛市价差策略等 + print("data['comb_num']:",data['comb_num'])#组合编码，组合申报时，该字段为空；拆分申报时，填写拟拆分组合的组合编码。 + print("data['num_legs']:",data['num_legs'])#成分合约数 + for i in data['leg_detail']: + for key,value in i.items(): + print(key,value) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询期权组合策略报单响应-新版本接口 + #@param order_info 查询到的一个报单 + #@param error 查询报单时发生错误时，返回的错误信息，当error[error_id]为0时，表明没有错误 + #@param reqid 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为reqid这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + def onQueryOptionCombinedOrdersEx(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryOptionCombinedOrdersEx', data, error, reqid, last,session_id) + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，无需用户填写，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用，用户自定义 + print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） + print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 + print("data['side']:",data['side'])#组合方向 + print("data['business_type']:",data['business_type'])#业务类型 + print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 + print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 + print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss + print("data['update_time']:",data['update_time'])#最后修改时间，格式为YYYYMMDDHHMMSSsss + print("data['cancel_time']:",data['cancel_time'])#撤销时间，格式为YYYYMMDDHHMMSSsss + print("data['trade_amount']:",data['trade_amount'])#成交金额，组合拆分涉及的保证金 + print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 + print("data['order_type']:",data['order_type'])#报单类型 + print("data['strategy_id']:",data['strategy_id'])#组合策略代码，比如CNSJC认购牛市价差策略等 + print("data['comb_num']:",data['comb_num'])#组合编码，组合申报时，该字段为空；拆分申报时，填写拟拆分组合的组合编码。 + print("data['num_legs']:",data['num_legs'])#成分合约数 + print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 + print("data['error_id']:",data['error_id'])#报单的错误信息 + print("data['error_msg']:",data['error_msg'])#报单的错误信息 + for i in data['leg_detail']: + for key,value in i.items(): + print(key,value) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #分页请求查询期权组合策略报单响应 + #@param data 查询到的一个报单 + #@param req_count 分页请求的最大数量 + #@param order_sequence 分页请求的当前回报数量 + #@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + def onQueryOptionCombinedOrdersByPage(self, data, req_count, order_sequence, query_reference,request_id,is_last,session_id): + """""" + printFuncName('onQueryOptionCombinedOrdersByPage', data, req_count, order_sequence, query_reference,request_id,is_last,session_id) + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，无需用户填写，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用，用户自定义 + print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） + print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 + print("data['side']:",data['side'])#组合方向 + print("data['business_type']:",data['business_type'])#业务类型 + print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 + print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 + print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss + print("data['update_time']:",data['update_time'])#最后修改时间，格式为YYYYMMDDHHMMSSsss + print("data['cancel_time']:",data['cancel_time'])#撤销时间，格式为YYYYMMDDHHMMSSsss + print("data['trade_amount']:",data['trade_amount'])#成交金额，组合拆分涉及的保证金 + print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 + print("data['order_type']:",data['order_type'])#报单类型 + print("data['strategy_id']:",data['strategy_id'])#组合策略代码，比如CNSJC认购牛市价差策略等 + print("data['comb_num']:",data['comb_num'])#组合编码，组合申报时，该字段为空；拆分申报时，填写拟拆分组合的组合编码。 + print("data['num_legs']:",data['num_legs'])#成分合约数 + for i in data['leg_detail']: + for key,value in i.items(): + print(key,value) + + #分页请求查询期权组合策略报单响应-新版本接口 + #@param data 查询到的一个报单 + #@param req_count 分页请求的最大数量 + #@param order_sequence 分页请求的当前回报数量 + #@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 当order_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果order_sequence等于req_count，那么表示还有报单，可以进行下一次分页查询，如果不等，表示所有报单已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + def onQueryOptionCombinedOrdersByPageEx(self, data, req_count, order_sequence, query_reference,request_id,is_last,session_id): + """""" + printFuncName('onQueryOptionCombinedOrdersByPageEx', data, req_count, order_sequence, query_reference,request_id,is_last,session_id) + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，无需用户填写，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用，用户自定义 + print("data['order_cancel_client_id']:",data['order_cancel_client_id'])#报单操作引用，用户自定义（暂未使用） + print("data['order_cancel_xtp_id']:",data['order_cancel_xtp_id'])#撤单在XTP系统中的id，在XTP系统中唯一 + print("data['market']:",data['market'])#交易市场 + print("data['quantity']:",data['quantity'])#数量，此订单的报单数量 + print("data['side']:",data['side'])#组合方向 + print("data['business_type']:",data['business_type'])#业务类型 + print("data['qty_traded']:",data['qty_traded'])#今成交数量，为此订单累计成交数量 + print("data['qty_left']:",data['qty_left'])#剩余数量，当撤单成功时，表示撤单数量 + print("data['insert_time']:",data['insert_time'])#委托时间，格式为YYYYMMDDHHMMSSsss + print("data['update_time']:",data['update_time'])#最后修改时间，格式为YYYYMMDDHHMMSSsss + print("data['cancel_time']:",data['cancel_time'])#撤销时间，格式为YYYYMMDDHHMMSSsss + print("data['trade_amount']:",data['trade_amount'])#成交金额，组合拆分涉及的保证金 + print("data['order_local_id']:",data['order_local_id'])#本地报单编号 OMS生成的单号，不等同于order_xtp_id，为服务器传到报盘的单号 + print("data['order_status']:",data['order_status'])#报单状态，订单响应中没有部分成交状态的推送，在查询订单结果中，会有部分成交状态 + print("data['order_submit_status']:",data['order_submit_status'])#报单提交状态，OMS内部使用，用户无需关心 + print("data['order_type']:",data['order_type'])#报单类型 + print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 + print("data['error_id']:",data['error_id'])#报单错误信息 + print("data['error_msg']:",data['error_msg'])#报单错误信息 + print("data['strategy_id']:",data['strategy_id'])#组合策略代码，比如CNSJC认购牛市价差策略等 + print("data['comb_num']:",data['comb_num'])#组合编码，组合申报时，该字段为空；拆分申报时，填写拟拆分组合的组合编码。 + print("data['num_legs']:",data['num_legs'])#成分合约数 + for i in data['leg_detail']: + for key,value in i.items(): + print(key,value) + + + #请求查询期权组合策略成交响应 + #@param trade_info 查询到的一个成交回报 + #@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。此对应的请求函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + def onQueryOptionCombinedTrades(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryOptionCombinedTrades', data, error, reqid, last,session_id) + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，无需用户填写，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用，用户自定义 + print("data['market']:",data['market'])#交易市场 + print("data['local_order_id']:",data['local_order_id'])#订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留 + print("data['side']:",data['side'])#组合方向 + print("data['exec_id']:",data['exec_id'])#成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 + print("data['quantity']:",data['quantity'])#数量，此次成交的数量，不是累计数量 + print("data['trade_time']:",data['trade_time'])#成交时间，格式为YYYYMMDDHHMMSSsss + print("data['trade_amount']:",data['trade_amount'])#成交金额，组合拆分涉及的保证金 + print("data['report_index']:",data['report_index'])#成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 + print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 + print("data['side']:",data['side'])#组合方向 + print("data['business_type']:",data['business_type'])#业务类型 + print("data['branch_pbu']:",data['branch_pbu'])#交易所交易员代码 + print("data['strategy_id']:",data['strategy_id'])#组合策略代码，比如CNSJC认购牛市价差策略等 + print("data['comb_num']:",data['comb_num'])#组合编码，组合申报时，该字段为空；拆分申报时，填写拟拆分组合的组合编码。 + print("data['num_legs']:",data['num_legs'])#成分合约数 + for i in data['leg_detail']: + for key,value in i.items(): + print(key,value) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #分页请求查询期权组合策略成交响应 + #@param trade_info 查询到的一个成交信息 + #@param req_count 分页请求的最大数量 + #@param trade_sequence 分页请求的当前回报数量 + #@param query_reference 当前报单信息所对应的查询索引，需要记录下来，在进行下一次分页查询的时候需要用到 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 当trade_sequence为0，表明当次查询没有查到任何记录，当is_last为true时，如果trade_sequence等于req_count，那么表示还有回报，可以进行下一次分页查询，如果不等，表示所有回报已经查询完毕。一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + def onQueryOptionCombinedTradesByPage(self, data, req_count, trade_sequence, query_reference, request_id, is_last,session_id): + """""" + printFuncName('onQueryOptionCombinedTradesByPage', data, req_count, trade_sequence, query_reference, request_id, is_last,session_id) + print("data['order_xtp_id']:",data['order_xtp_id'])#XTP系统订单ID，无需用户填写，在XTP系统中唯一 + print("data['order_client_id']:",data['order_client_id'])#报单引用，用户自定义 + print("data['market']:",data['market'])#交易市场 + print("data['local_order_id']:",data['local_order_id'])#订单号，引入XTPID后，该字段实际和order_xtp_id重复。接口中暂时保留 + print("data['side']:",data['side'])#组合方向 + print("data['exec_id']:",data['exec_id'])#成交编号，深交所唯一，上交所每笔交易唯一，当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交 + print("data['quantity']:",data['quantity'])#数量，此次成交的数量，不是累计数量 + print("data['trade_time']:",data['trade_time'])#成交时间，格式为YYYYMMDDHHMMSSsss + print("data['trade_amount']:",data['trade_amount'])#成交金额，组合拆分涉及的保证金 + print("data['report_index']:",data['report_index'])#成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报 + print("data['order_exch_id']:",data['order_exch_id'])#报单编号 --交易所单号，上交所为空，深交所有此字段 + print("data['side']:",data['side'])#组合方向 + print("data['business_type']:",data['business_type'])#业务类型 + print("data['branch_pbu']:",data['branch_pbu'])#交易所交易员代码 + print("data['strategy_id']:",data['strategy_id'])#组合策略代码，比如CNSJC认购牛市价差策略等 + print("data['comb_num']:",data['comb_num'])#组合编码，组合申报时，该字段为空；拆分申报时，填写拟拆分组合的组合编码。 + print("data['num_legs']:",data['num_legs'])#成分合约数 + for i in data['leg_detail']: + for key,value in i.items(): + print(key,value) + + #请求查询期权组合策略持仓响应 + #@param position_info 查询到的一个持仓信息 + #@param error_info 查询持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + def onQueryOptionCombinedPosition(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryOptionCombinedPosition', data, error, reqid, last,session_id) + print("data['strategy_id']:",data['strategy_id'])#组合策略代码 + print("data['strategy_name']:",data['strategy_name'])#组合策略名称 + print("data['market']:",data['market'])#交易市场 + print("data['total_qty']:",data['total_qty'])#总持仓 + print("data['available_qty']:",data['available_qty'])#可拆分持仓 + print("data['yesterday_position']:",data['yesterday_position'])#昨日持仓 + print("data['strategy_id']:",data['strategy_id'])#组合策略代码，比如CNSJC认购牛市价差策略等 + print("data['comb_num']:",data['comb_num'])#组合编码，组合申报时，该字段为空；拆分申报时，填写拟拆分组合的组合编码。 + print("data['num_legs']:",data['num_legs'])#成分合约数 + for i in data['leg_detail']: + for key,value in i.items(): + print(key,value) + print("data['secu_comb_margin']:",data['secu_comb_margin'])#组合占用保证金（公司） + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询期权组合策略信息响应 + #@param data 查询到的一个组合策略信息 + #@param error 查询成交回报发生错误时返回的错误信息，当error.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + def onQueryOptionCombinedStrategyInfo(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryOptionCombinedStrategyInfo', data, error, reqid, last,session_id) + print("data['strategy_id']:",data['strategy_id'])#组合策略代码 + print("data['strategy_name']:",data['strategy_name'])#组合策略名称 + print("data['market']:",data['market'])#交易市场 + print("data['leg_num']:",data['leg_num'])# 成分合约个数，1-4个，即下面数组的实际大小 + for i in data['leg_strategy']: + for key,value in i.items(): + print(key,value) + print("data['expire_date_type']:",data['expire_date_type'])#到期日要求。枚举值为：同到期日，不同到期日，无到期日要求 + print("data['underlying_type']:",data['underlying_type'])#标的要求。枚举值为：相同标的，不同标的，无标的要求 + print("data['auto_sep_type']:",data['auto_sep_type'])#自动解除类型。枚举值为：-1：不适用；0：到期日自动解除；1：E-1日自动解除，依次类推 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #查询期权行权合并头寸的响应 + #@param data 查询到的一个行权合并头寸信息 + #@param error 查询持仓发生错误时返回的错误信息，当error.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。 + def onQueryOptionCombinedExecPosition(self, data, error, reqid, last,session_id): + """""" + printFuncName('onQueryOptionCombinedExecPosition', data, error, reqid, last,session_id) + print("data['market']:",data['market'])#市场 + print("data['cntrt_code_1']:",data['cntrt_code_1'])#成分合约1代码 + print("data['cntrt_name_1']:",data['cntrt_name_1'])#成分合约1名称 + print("data['position_side_1']:",data['position_side_1'])# 成分合约1持仓方向 + print("data['call_or_put_1']:",data['call_or_put_1'])#成分合约1类型 + print("data['avl_qty_1']:",data['avl_qty_1'])#成分合约1可用持仓数量 + print("data['own_qty_1']:",data['own_qty_1'])#成分合约1当前持仓数量 + + print("data['cntrt_code_2']:",data['cntrt_code_2'])#成分合约1代码 + print("data['cntrt_name_2']:",data['cntrt_name_2'])#成分合约1名称 + print("data['position_side_2']:",data['position_side_2'])# 成分合约1持仓方向 + print("data['call_or_put_2']:",data['call_or_put_2'])#成分合约1类型 + print("data['avl_qty_2']:",data['avl_qty_2'])#成分合约1可用持仓数量 + print("data['own_qty_2']:",data['own_qty_2'])#成分合约1当前持仓数量 + + print("data['net_qty']:",data['net_qty'])#权利仓净头寸 + print("data['order_qty']:",data['order_qty'])#行权合并委托数量，不含已拒单已撤单 + print("data['confirm_qty']:",data['confirm_qty'])#行权合并已确认数量 + print("data['avl_qty']:",data['avl_qty'])#可行权合并数量 + + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #请求查询其他节点可用资金的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + #@param data 查询到的其他节点可用资金情况 + #@param error 查询其他节点可用资金发生错误时返回的错误信息，当error.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryOtherServerFund(self, data, error, reqid,session_id): + """""" + printFuncName('onQueryOtherServerFund', data, error, reqid,session_id) + print("data['amount']:",data['amount'])#amount + print("data['query_type']:",data['query_type'])#查询类型 0-查询金证主柜台可转资金 1-查询一账号两中心设置时，对方节点的资金 + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #algo业务中查询策略列表的响应 + #@param data 策略具体信息 + #@param strategy_param 此策略中包含的参数，如果error_info.error_id为0时，有意义 + #@param error 查询查询策略列表发生错误时返回的错误信息，当error.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onQueryStrategy(self,data,strategy_param,error, reqid, last, session_id): + """""" + printFuncName('onQueryStrategy', data,strategy_param, error, reqid, last,session_id) + print("data['m_strategy_type']:",data['m_strategy_type'])#策略类型 + print("data['m_strategy_state']:",data['m_strategy_state'])#策略状态 0-创建中,1-已创建,2-开始执行中,3-已执行,4-停止中,5-已停止,6-销毁中,7-已销毁,8-发生错误, + print("data['m_client_strategy_id']:",data['m_client_strategy_id'])#客户策略id + print("data['m_xtp_strategy_id']:",data['m_xtp_strategy_id'])#xtp策略id + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #algo业务中策略运行时策略状态通知 + #@param data 用户策略运行情况的状态通知 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onStrategyStateReport(self,data, session_id): + """""" + printFuncName('onStrategyStateReport', data,session_id) + print("data['m_strategy_type']:",data['m_strategy_type'])#策略类型 + print("data['m_strategy_state']:",data['m_strategy_state'])#策略状态 0-创建中,1-已创建,2-开始执行中,3-已执行,4-停止中,5-已停止,6-销毁中,7-已销毁,8-发生错误, + print("data['m_client_strategy_id']:",data['m_client_strategy_id'])#客户策略id + print("data['m_xtp_strategy_id']:",data['m_xtp_strategy_id'])#xtp策略id + print("data['m_strategy_qty']:",data['m_strategy_qty'])#策略总量 + print("data['m_strategy_ordered_qty']:",data['m_strategy_ordered_qty'])#策略已委托数量 + print("data['m_strategy_cancelled_qty']:",data['m_strategy_cancelled_qty'])#策略已撤单数量 + print("data['m_strategy_execution_qty']:",data['m_strategy_execution_qty'])#策略已成交数量 + print("data['m_strategy_unclosed_qty']:",data['m_strategy_unclosed_qty'])#策略未平仓数量(T0卖出数量-买入数量) + print("data['m_strategy_asset']:",data['m_strategy_asset'])#策略总金额 + print("data['m_strategy_ordered_asset']:",data['m_strategy_ordered_asset'])#策略已委托金额 + print("data['m_strategy_execution_asset']:",data['m_strategy_execution_asset'])#策略已成交金额 + print("data['m_strategy_execution_price']:",data['m_strategy_execution_price'])#策略执行价格 + print("data['m_strategy_market_price']:",data['m_strategy_market_price'])#策略市场价 + print("data['m_strategy_price_diff']:",data['m_strategy_price_diff'])#策略执行价差 + print("data['m_strategy_asset_diff']:",data['m_strategy_asset_diff'])#策略执行绩效(T0资金预净收入) + print("data['error_id']:",data['error_id'])#错误代码 + print("data['error_msg']:",data['error_msg'])#错误信息 + + #algo业务中用户建立算法通道的消息响应 + #@param user 用户名 + #@param error 建立算法通道发生错误时返回的错误信息，error.error_id为0时，表明没有错误，即算法通道成功 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 算法通道建立成功后，才能对用户创建策略等操作，一个用户只能拥有一个算法通道，如果之前已经建立，则无需重复建立 + def onALGOUserEstablishChannel(self,user,error, session_id): + """""" + printFuncName('onALGOUserEstablishChannel',user, error,session_id) + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #algo业务中报送策略单的响应 + #@param data 用户报送的策略单的具体信息 + #@param error 报送策略单发生错误时返回的错误信息，当error为空，或者error.error_id为0时，表明没有错误 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onInsertAlgoOrder(self,data,error, session_id): + """""" + printFuncName('onInsertAlgoOrder',data, error,session_id) + print("data['m_strategy_type']:",data['m_strategy_type'])#策略类型 + print("data['m_strategy_state']:",data['m_strategy_state'])#策略状态 0-创建中,1-已创建,2-开始执行中,3-已执行,4-停止中,5-已停止,6-销毁中,7-已销毁,8-发生错误, + print("data['m_client_strategy_id']:",data['m_client_strategy_id'])#客户策略id + print("data['m_xtp_strategy_id']:",data['m_xtp_strategy_id'])#xtp策略id + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #algo业务中撤销策略单的响应 + #@param data 用户撤销的策略单的具体信息 + #@param error 撤销策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onCancelAlgoOrder(self,data,error, session_id): + """""" + printFuncName('onCancelAlgoOrder',data, error,session_id) + print("data['m_strategy_type']:",data['m_strategy_type'])#策略类型 + print("data['m_strategy_state']:",data['m_strategy_state'])#策略状态 0-创建中,1-已创建,2-开始执行中,3-已执行,4-停止中,5-已停止,6-销毁中,7-已销毁,8-发生错误, + print("data['m_client_strategy_id']:",data['m_client_strategy_id'])#客户策略id + print("data['m_xtp_strategy_id']:",data['m_xtp_strategy_id'])#xtp策略id + print("error['error_id']:",error['error_id']) + print("error['error_msg']:",error['error_msg']) + + #当客户端与AlgoBus通信连接断开时，该方法被调用。 + #@param reason 错误原因，请与错误代码表对应 + #@remark 请不要堵塞此线程，否则会影响algo的登录，与Algo之间的连接，断线后会自动重连，用户无需做其他操作 + def onAlgoDisconnected(reason): + """""" + printFuncName('onAlgoDisconnected',reason) + + #当客户端与AlgoBus断线后重新连接时，该方法被调用，仅在断线重连成功后会被调用。 + def onAlgoConnected(): + """""" + printFuncName('onAlgoConnected') + + #algo业务中策略运行时策略指定证券执行状态通知 + #@param data 用户策略指定证券运行情况的状态通知 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onStrategySymbolStateReport(self,data,session_id): + """""" + printFuncName('onStrategySymbolStateReport',data,session_id) + print("data['m_strategy_type']:",data['m_strategy_type'])#策略类型 + print("data['m_strategy_state']:",data['m_strategy_state'])#策略状态 + print("data['m_client_strategy_id']:",data['m_client_strategy_id'])#客户策略id + print("data['m_xtp_strategy_id']:",data['m_xtp_strategy_id'])#xtp策略id + print("data['m_ticker']:",data['m_ticker'])#证券代码 + print("data['m_market']:",data['m_market'])#市场 + print("data['m_side']:",data['m_side'])#买卖方向，=0时为T0单 + print("data['m_strategy_qty']:",data['m_strategy_qty'])#策略总量 + print("data['m_strategy_ordered_qty']:",data['m_strategy_ordered_qty'])#策略已委托数量 + print("data['m_strategy_cancelled_qty']:",data['m_strategy_cancelled_qty'])#策略已撤单数量 + print("data['m_strategy_execution_qty']:",data['m_strategy_execution_qty'])#策略已成交数量 + print("data['m_strategy_buy_qty']:",data['m_strategy_buy_qty'])#策略已买入数量(T0) + print("data['m_strategy_sell_qty']:",data['m_strategy_sell_qty'])#策略已卖出数量(T0) + print("data['m_strategy_unclosed_qty']:",data['m_strategy_unclosed_qty'])#策略未平仓数量(T0卖出数量-买入数量) + print("data['m_strategy_asset']:",data['m_strategy_asset'])#策略总金额 + print("data['m_strategy_ordered_asset']:",data['m_strategy_ordered_asset'])#策略已委托金额 + print("data['m_strategy_execution_asset']:",data['m_strategy_execution_asset'])#策略已成交金额 + print("data['m_strategy_buy_asset']:",data['m_strategy_buy_asset'])#策略买入金额(T0) + print("data['m_strategy_sell_asset']:",data['m_strategy_sell_asset'])#策略卖出金额(TO) + print("data['m_strategy_unclosed_asset']:",data['m_strategy_unclosed_asset'])#策略未平仓金额(T0) + print("data['m_strategy_asset_diff']:",data['m_strategy_asset_diff'])#策略毛收益增强金额(T0) + print("data['m_strategy_execution_price']:",data['m_strategy_execution_price'])#策略执行价格 + print("data['m_strategy_market_price']:",data['m_strategy_market_price'])#策略市场价 + print("data['m_strategy_price_diff']:",data['m_strategy_price_diff'])#策略执行价差(T0时为毛增强收益率) + print("data['error_id']:",data['error_id'])#错误信息 + print("data['error_msg']:",data['error_msg'])#错误信息 + + #algo业务中报送母单创建时的推送消息(包括其他客户端创建的母单) + #@param strategy_info 策略具体信息 + #@param strategy_param 此策略中包含的参数 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onNewStrategyCreateReport(self, data, strategy_param, session_id): + """""" + printFuncName('onNewStrategyCreateReport', data, strategy_param, session_id) + print("data['m_strategy_type']:",data['m_strategy_type'])#策略类型 + print("data['m_strategy_state']:",data['m_strategy_state'])#策略状态 0-创建中,1-已创建,2-开始执行中,3-已执行,4-停止中,5-已停止,6-销毁中,7-已销毁,8-发生错误, + print("data['m_client_strategy_id']:",data['m_client_strategy_id'])#客户策略id + print("data['m_xtp_strategy_id']:",data['m_xtp_strategy_id'])#xtp策略id + + #algo业务中算法推荐的响应 + #@param basket_flag 是否将满足条件的推荐结果打包成母单篮的标志，与请求一致，如果此参数为true，那么请以返回的strategy_param为准 + #@param recommendation_info 推荐算法的具体信息，当basket_flag=true时，此结构体中的market和ticker将没有意义，此时请以strategy_param为准 + #@param strategy_param 算法参数，可直接用来创建母单，如果error_info.error_id为0时，有意义 + #@param error_info 请求推荐算法发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onStrategyRecommendation(self, addtional_bool, data, strategy_param, error, reqid, last, session_id): + """""" + printFuncName('onStrategyRecommendation', addtional_bool, data, strategy_param, error, reqid, last, session_id) + print("data['addtional_bool']:", addtional_bool)#是否将满足条件的推荐结果打包成母单篮的标志 + print("data['strategy_param']:",strategy_param)#算法参数 + print("data['m_strategy_type']:",data['m_strategy_type'])#策略类型 + print("data['m_market']:",data['m_market'])#交易市场 + print("data['m_ticker']:",data['m_ticker'])#证券代码 + print("data['m_reserved']:",data['m_reserved'])#保留域 + print("error['error_id']:",error['error_id'])#错误信息 + print("error['error_msg']:",error['error_msg'])#错误信息 + + #algo业务中修改已有策略单的响应 + #@param strategy_info 用户修改后策略单的具体信息 + #@param error_info 修改策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onModifyAlgoOrder(self, data, error, session_id): + """""" + printFuncName('onModifyAlgoOrder', data, error, session_id) + print("data['m_strategy_type']:",data['m_strategy_type'])#策略类型 + print("data['m_strategy_state']:",data['m_strategy_state'])#策略状态 0-创建中,1-已创建,2-开始执行中,3-已执行,4-停止中,5-已停止,6-销毁中,7-已销毁,8-发生错误, + print("data['m_client_strategy_id']:",data['m_client_strategy_id'])#客户策略id + print("data['m_xtp_strategy_id']:",data['m_xtp_strategy_id'])#xtp策略id + print("error['error_id']:",error['error_id'])#错误信息 + print("error['error_msg']:",error['error_msg'])#错误信息 + + #algo业务中暂停指定策略指定证券算法单的响应 + #@param xtp_strategy_id xtp算法单策略ID + #@param ticker_info 指定证券信息，可以为null，为null表示暂停指定策略中所有证券的算法单 + #@param error_info 修改策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onPauseAlgoOrder(self, xtp_strategy_id, data, error, request_id, session_id): + """""" + printFuncName('onPauseAlgoOrder', xtp_strategy_id, data, error, request_id, session_id) + print("xtp_strategy_id:",xtp_strategy_id)#算法单策略ID + if('m_ticker' in data): + print("data['m_ticker']:", data['m_ticker'])#证券代码 + if('m_market' in data): + print("data['m_market']:", data['m_market'])#交易市场 + print("error['error_id']:",error['error_id'])#错误代码 + print("error['error_msg']:",error['error_msg'])#错误信息 + + #algo业务中重启指定策略指定证券算法单的响应 + #@param xtp_strategy_id xtp算法单策略ID + #@param ticker_info 指定证券信息，可以为null，为null表示重启指定策略中所有证券的算法单 + #@param error_info 修改策略单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误 + #@param request_id 此消息响应函数对应的请求ID + #@param session_id 资金账户对应的session_id，登录时得到 + #@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线 + def onResumeAlgoOrder(self, xtp_strategy_id, data, error, request_id, session_id): + """""" + printFuncName('onResumeAlgoOrder', xtp_strategy_id, data, error, request_id, session_id) + print("xtp_strategy_id:",xtp_strategy_id)#算法单策略ID + if('m_ticker' in data): + print("data['m_ticker']:", data['m_ticker'])#证券代码 + if('m_market' in data): + print("data['m_market']:", data['m_market'])#交易市场 + print("error['error_id']:",error['error_id'])#错误代码 + print("error['error_msg']:",error['error_msg'])#错误信息 + +if __name__ == '__main__': + ip = '122.112.139.0' + port = 6202 + user = 'username' + password = 'password' + reqid = 0 + local_ip = '10.25.61.57' + + #创建TraderApi + #@param client_id （必须输入）客户端id，用于区分同一用户的不同客户端，由用户自定义 + #@param save_file_path （必须输入）存贮订阅信息文件的目录，请设定一个真实存在的有可写权限的路径 + #@param log_level 日志输出级别 + #@return 创建出的UserApi + #@remark 如果一个账户需要在多个客户端登录，请使用不同的client_id，系统允许一个账户同时登录多个客户端，但是对于同一账户，相同的client_id只能保持一个session连接，后面的登录在前一个session存续期间，无法连接。系统不支持过夜，请确保每天开盘前重新启动 + api = TestApi() + api.createTraderApi(2, os.getcwd(),4) + + #订阅公共流。 + #@param resume_type 公共流（订单响应、成交回报）重传方式 + # XTP_TERT_RESTART(0):从本交易日开始重传 + # XTP_TERT_RESUME(1):(保留字段，此方式暂未支持)从上次收到的续传 + # XTP_TERT_QUICK(2):只传送登录后公共流的内容 + #@remark 该方法要在Login方法前调用。若不调用则不会收到公共流的数据。注意在用户断线后，如果不登出就login()，公共流订阅方式不会起作用。用户只会收到断线后的所有消息。如果先logout()再login()，那么公共流订阅方式会起作用，用户收到的数据会根据用户的选择方式而定。 + subscribePublicTopic = api.subscribePublicTopic(2) + printFuncName('subscribePublicTopic', subscribePublicTopic) + + #设置软件开发Key + #@param key 用户开发软件Key + #@remark 此函数必须在Login之前调用 + api.setSoftwareKey("b8aa7173bba3470e390d787219b2112e") + + + #设置软件开发版本号 + #@param version 用户开发软件版本号，非api发行版本号，长度不超过15位 + #@remark 此函数必须在Login之前调用，标识的是客户端版本号，而不是API的版本号，由用户自定义 + api.setSoftwareVersion("test") + + #设置心跳检测时间间隔，单位为秒 + #@param interval 心跳检测时间间隔，单位为秒 + #@remark 此函数必须在Login之前调用 + setHeartBeatInterval = api.setHeartBeatInterval(15) + + #用户登录请求 + #@return session表明此资金账号登录是否成功，“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，非“0”表示登录成功，此时需要记录下这个返回值session，与登录的资金账户对应 + #@param ip 服务器地址，类似“127.0.0.1” + #@param port 服务器端口号 + #@param user 登录用户名 + #@param password 登录密码 + #@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP + #@param local_ip 本地网卡地址，类似“127.0.0.1” + #@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api可支持多个账户连接，但是同一个账户同一个client_id只能有一个session连接，后面的登录在前一个session存续期间，无法连接 + session_id = api.login(ip, port, user, password, 1,local_ip) + printFuncName('login', session_id) + if session_id == 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError', retGetApiLastError) + + #服务器是否重启过 + #@return “true”表示重启过，“false”表示没有重启过 + #@param session_id 资金账户对应的session_id,登录时得到 + #@remark 此函数必须在Login之后调用 + retIsServerRestart = api.isServerRestart(session_id) + printFuncName('isServerRestart', retIsServerRestart) + + #获取当前交易日 + #return 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 + retGetTradingDay = api.getTradingDay() + printFuncName('getTradingDay', retGetTradingDay) + + #获取API的发行版本号 + #@return 返回api发行版本号 + retGetApiVersion = api.getApiVersion() + printFuncName('getApiVersion',retGetApiVersion) + + #获取API的系统错误 + #@return 返回的错误信息，可以在Login、InsertOrder、CancelOrder返回值为0时调用，获取失败的原因 + #@remark 可以在调用api接口失败时调用，例如login失败时 + #retGetApiLastError = api.getApiLastError() + #printFuncName('getApiLastError',retGetApiLastError) + + #查询用户在本节点上的可交易市场类型 + #@return 发送消息是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用getApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 此函数必须在Login之后调用，对应的响应函数是onQueryAccountTradeMarket() + reqid += 1 + retQueryAccountTradeMarket = api.queryAccountTradeMarket(session_id, reqid) + printFuncName('queryAccountTradeMarket',retQueryAccountTradeMarket) + sleep(2) + + + #通过报单在xtp系统中的ID获取下单的客户端id + #@return 返回客户端id，可以用此方法过滤自己下的订单 + #@param order_xtp_id 报单在xtp系统中的ID + #@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 + + order_xtp_id = 36989101307593706 + retGetClientIdByXTPID = api.getClientIDByXTPID(order_xtp_id) + printFuncName('getClientIDByXTPID',retGetClientIdByXTPID) + + #通过报单在xtp系统中的ID获取相关资金账户名 + #@return 返回资金账户名 + #@param order_xtp_id 报单在xtp系统中的ID + #@remark 只有资金账户登录成功后,才能得到正确的信息 + retGetAccountByXTPID = api.getAccountByXTPID(order_xtp_id) + printFuncName('getAccountByXTPID',retGetAccountByXTPID) + + + + #报单录入请求 + #@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + #@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 + #@param session_id 资金账户对应的session,登录时得到 + #@remark 交易所接收订单后，会在报单响应函数OnOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + + + sleep(2) + order = {} + order['ticker'] = '000001' # 平安银行 + order['market'] = 1 # 深圳A股 + order['price'] = 13.1 + order['quantity'] = 100 + order['price_type'] = 1 # 限价单 + order['side'] = 1 # 买 + order['position_effect'] = 0 # 开仓 + order['business_type'] = 0 # 普通股票业务（股票买卖，ETF买卖等） + order['order_client_id'] = 2 + + retInsertOrder = api.insertOrder(order, session_id) + printFuncName('insertOrder', retInsertOrder) + if retInsertOrder == 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError', retGetApiLastError) + + #为用户获取一个新的订单XTPID，用于报单 + #@return 生成的订单XTPID，非“0”表示获取成功，“0”表示获取失败，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session_id,登录时得到 + #@remark 此函数必须在Login之后调用，通过这个函数获取的order_xtp_id仅用于对应的用户报单，如果设置错误，将会导致下单失败 + sleep(2) + newxtpid = api.getANewOrderXTPID(session_id) + order['order_xtp_id'] = newxtpid + retInsertOrder = api.insertOrderExtra(order, session_id) + printFuncName('insertOrderExtra', retInsertOrder) + if retInsertOrder == 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError',retGetApiLastError) + + + #通过报单在xtp系统中的ID获取下单的客户端id + #@return 返回客户端id，可以用此方法过滤自己下的订单 + #@param order_xtp_id 报单在xtp系统中的ID + #@remark 由于系统允许同一用户在不同客户端上登录操作，每个客户端通过不同的client_id进行区分 + order_xtp_id = retInsertOrder + retGetClientIdByXTPID = api.getClientIDByXTPID(order_xtp_id) + printFuncName('getClientIDByXTPID',retGetClientIdByXTPID) + + #通过报单在xtp系统中的ID获取相关资金账户名 + #@return 返回资金账户名 + #@param order_xtp_id 报单在xtp系统中的ID + #@remark 只有资金账户登录成功后,才能得到正确的信息 + retGetAccountByXTPID = api.getAccountByXTPID(order_xtp_id) + printFuncName('getAccountByXTPID',retGetAccountByXTPID) + + + #分页请求查询报单 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + #@param session_id 资金账户对应的session_id，登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 sleep(1) + queryOrderByPageReq = {} + queryOrderByPageReq['req_count'] = 10 #需要查询的成交回报条数 + queryOrderByPageReq['reference'] = 0 #上一次收到的查询订单结果中带回来的索引，如果是从头查询，请置0 + queryOrderByPageReq['reserved'] = 0 #保留字段 + sleep(1) + reqid += 1 + retQueryOrdersByPage = api.queryOrdersByPageEx(queryOrderByPageReq, session_id, reqid) + printFuncName('queryOrdersByPageEx', retQueryOrdersByPage) + if retQueryOrdersByPage != 0 : + retQueryOrdersByPageError = api.getApiLastError() + printFuncName('getApiLastError',retQueryOrdersByPageError) + + + #撤单操作请求 + #@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + #@param retInsertOrder 需要撤销的委托单在XTP系统中的ID + #@param session_id 资金账户对应的session,登录时得到 + #@remark 如果撤单成功，会在报单响应函数OnOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 + sleep(2) + retCancelOrder = api.cancelOrder(retInsertOrder, session_id) + printFuncName('cancelOrder',retCancelOrder) + if retCancelOrder == 0 : + retCancelOrderError = api.getApiLastError() + printFuncName('getApiLastError',retCancelOrderError) + + #根据报单ID请求查询报单 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + #@param session_id 资金账户对应的session，登录时得到 + #@param reqid 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + order_xtp_id = retInsertOrder + retQueryOrderByXTPID = api.queryOrderByXTPIDEx(order_xtp_id,session_id,reqid) + printFuncName('queryOrderByXTPIDEx',retQueryOrderByXTPID) + if retQueryOrderByXTPID != 0 : + retQueryOrderByXTPIDError = api.getApiLastError() + printFuncName('getApiLastError',retQueryOrderByXTPIDError) + + #请求查询报单 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param queryOrdersInfo 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + #@param session_id 资金账户对应的session，登录时得到 + #@param reqid 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + queryOrdersInfo = {} + queryOrdersInfo['ticker'] = '000001' + queryOrdersInfo['begin_time'] = 0 + queryOrdersInfo['end_time'] = 0 + sleep(1) + reqid += 1 + retQueryOrders = api.queryOrdersEx(queryOrdersInfo, session_id, reqid) + printFuncName('queryOrdersEx',retQueryOrders) + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError',retGetApiLastError) + + #根据委托编号请求查询相关成交 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id + #@param session_id 资金账户对应的session，登录时得到 + #@param reqid 用于用户定位查询响应的ID，由用户自定义 + #@remark 此函数查询出的结果可能对应多个查询结果响应 + sleep(1) + reqid += 1 + retQueryTradesByXTPID = api.queryTradesByXTPID(order_xtp_id, session_id, reqid) + printFuncName('queryTradesByXTPID', retQueryTradesByXTPID) + + sleep(1) + #请求查询已成交 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param queryTradesInfo 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + #@param session_id 资金账户对应的session,登录时得到 + #@param reqid 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + queryTradesInfo = {} + queryTradesInfo['ticker'] = '000001' + queryTradesInfo['begin_time'] = 0 + queryTradesInfo['end_time'] = 0 + reqid += 1 + retQueryTrades = api.queryTrades(queryTradesInfo, session_id, reqid) + printFuncName('queryTrades',retQueryTrades) + + sleep(1) + #分页请求查询成交回报 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 + #@param session_id 资金账户对应的session_id，登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + queryTraderByPageReq = {} + queryTraderByPageReq['req_count'] = 10 #需要查询的成交回报条数 + queryTraderByPageReq['reference'] = 0 #上一次收到的查询成交回报结果中带回来的索引，如果是从头查询，请置0 + queryTraderByPageReq['reserved'] = 0 #保留字段 + sleep(1) + reqid += 1 + retQueryTradesByPage = api.queryTradesByPage(queryTraderByPageReq, session_id, reqid) + printFuncName('queryTradesByPage', retQueryTradesByPage) + + sleep(1) + #请求查询投资者持仓 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param ticker 需要查询的持仓合约代码，可以为空，如果不为空，请不带空格 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息，如果合约代码为空，则默认查询所有持仓信息 + reqid += 1 + retQueryPosition = api.queryPosition('', session_id, reqid) + printFuncName('queryPosition',retQueryPosition) + + sleep(1) + #请求查询资产 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session,登录时得到 + #@param reqid 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + retQueryAsset = api.queryAsset(session_id, reqid) + printFuncName('queryAsset',retQueryAsset) + + sleep(1) + #请求查询分级基金 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询的分级基金筛选条件，其中母基金代码可以为空，则默认所有存在的母基金，如果不为空，请不带空格，其中交易市场不能为空 + #@param session_id 资金账户对应的session,登录时得到 + #@param reqid 用于用户定位查询响应的ID，由用户自定义 + #@remark 此函数查询出的结果可能对应多个查询结果响应 + reqid += 1 + retQueryStructuredFund = api.queryStructuredFund({},session_id, reqid) + printFuncName('queryStructuredFund',retQueryStructuredFund) + + sleep(1) + #资金划拨请求 + #@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + #@param fundTransferInfo 资金划拨的请求信息 + #@param session_id 资金账户对应的session,登录时得到 + #@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。 + reqid += 1 + fundTransferInfo = {} + fundTransferInfo['serial_id'] = 30000 + fundTransferInfo['fund_account'] = '15006594' + fundTransferInfo['password'] = 'SitHAKln' + fundTransferInfo['amount'] = 20000 + fundTransferInfo['transfer_type'] = 0 + retFundTransfer = api.fundTransfer(fundTransferInfo, session_id) + printFuncName('fundTransfer', retFundTransfer) + + sleep(1) + #请求查询资金划拨 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询的资金划拨订单筛选条件，其中serial_id可以为0，则默认所有资金划拨订单，如果不为0，则请求特定的资金划拨订单 + #@param session_id 资金账户对应的session,登录时得到 + #@param reqid 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + retQueryFundTransfer = api.queryFundTransfer({'amount': 20000}, session_id, reqid) + printFuncName('queryFundTransfer', retQueryFundTransfer) + + sleep(1) + #请求查询ETF清单文件 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param queryETFInfo 需要查询的ETF清单文件的筛选条件，其中合约代码可以为空，则默认所有存在的ETF合约代码，market字段也可以为初始值，则默认所有市场的ETF合约 + #@param session_id 资金账户对应的session,登录时得到 + #@param reqid 用于用户定位查询响应的ID，由用户自定义 + queryETFInfo = {} + queryETFInfo['ticker'] = '510050' + queryETFInfo['market'] = 2 + reqid += 1 + retQueryETF = api.queryETF(queryETFInfo, session_id, reqid) + printFuncName('queryETF', retQueryETF) + + sleep(1) + #请求查询ETF股票篮 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param queryETFTickerBasketInfo 需要查询股票篮的的ETF合约，其中合约代码不可以为空，market字段也必须指定 + #@param session_id 资金账户对应的session,登录时得到 + #@param reqid 用于用户定位查询响应的ID，由用户自定义 + queryETFTickerBasketInfo = {} + queryETFTickerBasketInfo['ticker'] = '510050' + queryETFTickerBasketInfo['market'] = 2 + reqid += 1 + retQueryETFTickerBasket = api.queryETFTickerBasket(queryETFInfo,session_id, reqid) + printFuncName('queryETFTickerBasket',retQueryETFTickerBasket) + sleep(1) + + #请求查询今日新股申购信息列表 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session,登录时得到 + #@param reqid 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + retQueryIPOInfoList = api.queryIPOInfoList(session_id, reqid) + printFuncName('queryIPOInfoList',retQueryIPOInfoList) + sleep(1) + + #请求查询用户新股申购额度信息 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param reqid 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + retQueryIPOQuotaInfo = api.queryIPOQuotaInfo(session_id, reqid) + printFuncName('queryIPOQuotaInfo',retQueryIPOQuotaInfo) + sleep(1) + + #请求查询今日可转债申购信息列表 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + retQueryBondIPOInfoList = api.queryBondIPOInfoList(session_id, reqid) + printFuncName('queryBondIPOInfoList', retQueryBondIPOInfoList) + if retQueryBondIPOInfoList != 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError', retGetApiLastError) + sleep(1) + + #请求查询可转债转股的基本信息 + #@return 查询是否发送成功，“0”表示发送成功，非“0”表示发送出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询的可转债转股信息的筛选条件，可以为NULL（为NULL表示查询所有的可转债转股信息），此参数中合约代码可以为空字符串，如果为空字符串，则查询所有可转债转股信息，如果不为空字符串，请不带空格，并以'\0'结尾，且必须与market匹配 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + queryBondSwapStockInfo = {} + queryBondSwapStockInfo['market'] = 2 + #queryBondSwapStockInfo['ticker'] = '113641' + reqid += 1 + retQueryBondSwapStockInfo = api.queryBondSwapStockInfo(queryBondSwapStockInfo, session_id, reqid) + printFuncName('queryBondSwapStockInfo', retQueryBondSwapStockInfo) + if retQueryBondSwapStockInfo != 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError', retGetApiLastError) + sleep(1) + + #请求查询期权合约 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询的期权合约的筛选条件，可以为NULL（为NULL表示查询所有的期权合约） + #@param session_id 资金账户对应的session,登录时得到 + #@param reqid 用于用户定位查询响应的ID，由用户自定义 + queryOptionAuctionInfo = {} + queryOptionAuctionInfo['ticker'] = '10000001' + queryOptionAuctionInfo['market'] = 2 + reqid += 1 + retQueryOptionAuctionInfo = api.queryOptionAuctionInfo(queryOptionAuctionInfo,session_id, reqid) + printFuncName('queryOptionAuctionInfo',retQueryOptionAuctionInfo) + + #融资融券业务中现金直接还款请求 + #@return 现金直接还款订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + #@param amount 现金还款的金额 + #@param session_id 资金账户对应的session_id,登录时得到 + retCreditCashRepay = api.creditCashRepay(500.5,session_id) + printFuncName('creditCashRepay',retCreditCashRepay) + + #请求查询信用账户特有信息，除资金账户以外的信息 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + retQueryCreditCashRepayInfo = api.queryCreditCashRepayInfo(session_id, reqid) + printFuncName('queryCreditCashRepayInfo',retQueryCreditCashRepayInfo) + + #请求查询信用账户特有信息，除资金账户以外的信息 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + retQueryCreditFundInfo = api.queryCreditFundInfo(session_id, reqid) + printFuncName('queryCreditFundInfo',retQueryCreditFundInfo) + + #请求查询信用账户负债合约信息 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + retQueryCreditDebtInfo = api.queryCreditDebtInfo(session_id, reqid) + printFuncName('queryCreditDebtInfo',retQueryCreditDebtInfo) + + #请求查询指定证券负债未还信息 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询的指定证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + queryCreditTickerDebtInfo = {} + queryCreditTickerDebtInfo['ticker'] = '000623' + queryCreditTickerDebtInfo['market'] = 2 + reqid += 1 + retQueryCreditTickerDebtInfo = api.queryCreditTickerDebtInfo(queryCreditTickerDebtInfo,session_id, reqid) + printFuncName('queryCreditTickerDebtInfo',retQueryCreditTickerDebtInfo) + + #请求查询信用账户待还资金信息 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + retQueryCreditAssetDebtInfo = api.queryCreditAssetDebtInfo(session_id, reqid) + printFuncName('queryCreditAssetDebtInfo',retQueryCreditAssetDebtInfo) + + #请求查询信用账户可融券头寸信息 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询的证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + queryCreditTickerAssignInfo = {} + queryCreditTickerAssignInfo['ticker'] = '000623' + queryCreditTickerAssignInfo['market'] = 2 + reqid += 1 + retQueryCreditTickerAssignInfo = api.queryCreditTickerAssignInfo(queryCreditTickerAssignInfo,session_id, reqid) + printFuncName('queryCreditTickerAssignInfo',retQueryCreditTickerAssignInfo) + + #融资融券业务中请求查询指定证券的余券 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询的余券信息，不可以为空，需要明确指定 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法中用户必须提供了证券代码和所在市场 + queryCreditExcessStock = {} + queryCreditExcessStock['ticker'] = '000623' + queryCreditExcessStock['market'] = 2 + reqid += 1 + retQueryCreditExcessStock = api.queryCreditExcessStock(queryCreditExcessStock,session_id, reqid) + printFuncName('queryCreditExcessStock',retQueryCreditExcessStock) + + #融资融券业务中请求查询余券 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询的余券信息，不可以为空，需要明确指定 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法中用户必须提供了证券代码和所在市场 + queryMulCreditExcessStock = {} + queryMulCreditExcessStock['ticker'] = '000623' + queryMulCreditExcessStock['market'] = 2 + reqid += 1 + retQueryMulCreditExcessStock = api.queryMulCreditExcessStock(queryMulCreditExcessStock,session_id, reqid) + printFuncName('queryMulCreditExcessStock',retQueryMulCreditExcessStock) + + #融资融券业务中请求负债合约展期 + #@return 负债合约展期订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + #@param debt_extend 负债合约展期的请求信息 + #@param session_id 资金账户对应的session_id,登录时得到 + queryCreditExtendDebtDate = {} + queryCreditExtendDebtDate['xtpid'] = 10 + queryCreditExtendDebtDate['debt_id'] = '2000' + queryCreditExtendDebtDate['defer_days'] = 2 + queryCreditExtendDebtDate['fund_account'] = '1111111111' + queryCreditExtendDebtDate['password'] = '1111111111' + reqid += 1 + retCreditExtendDebtDate = api.creditExtendDebtDate(queryCreditExtendDebtDate,session_id) + printFuncName('creditExtendDebtDate',retCreditExtendDebtDate) + + #融资融券业务中请求查询负债合约展期 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param xtp_id 需要查询的负债合约展期订单筛选条件，xtp_id可以为0，则默认所有负债合约展期订单，如果不为0，则请求特定的负债合约展期订单 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + retQueryCreditExtendDebtDateOrders = api.queryCreditExtendDebtDateOrders(36989101307593706,session_id, reqid) + printFuncName('queryCreditExtendDebtDateOrders',retQueryCreditExtendDebtDateOrders) + + #请求查询融资融券业务中账戶的附加信息 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + retQueryCreditFundExtraInfo = api.queryCreditFundExtraInfo(session_id, reqid) + printFuncName('queryCreditFundExtraInfo',retQueryCreditFundExtraInfo) + + #请求查询融资融券业务中账戶指定证券的附加信息 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要指定的证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + queryQueryCreditPositionExtraInfo = {} + queryQueryCreditPositionExtraInfo['market'] = 2 + queryQueryCreditPositionExtraInfo['ticker'] = '600123' + reqid += 1 + retQueryCreditPositionExtraInfo = api.queryCreditPositionExtraInfo(queryCreditExtendDebtDate,session_id, reqid) + printFuncName('queryCreditPositionExtraInfo',retQueryCreditPositionExtraInfo) + + + #期权组合策略报单录入请求 + #@return 报单在XTP系统中的ID,如果为‘0’表示报单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示报单发送成功，用户需要记录下返回的order_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + #@param order 报单录入信息，其中order.order_client_id字段是用户自定义字段，用户输入什么值，订单响应OnOptionCombinedOrderEvent()返回时就会带回什么值，类似于备注，方便用户自己定位订单。当然，如果你什么都不填，也是可以的。order.order_xtp_id字段无需用户填写，order.ticker必须不带空格，以'\0'结尾 + #@param session_id 资金账户对应的session_id,登录时得到 + #@remark 交易所接收订单后，会在报单响应函数OnOptionCombinedOrderEvent()中返回报单未成交的状态，之后所有的订单状态改变（除了部成状态）都会通过报单响应函数返回 + IOCO_Req = { + 'side': 31, + 'market': 2, + 'business_type': 13, + 'quantity': 1, + 'opt_comb_info': { + 'strategy_id': 'CNSJC', + 'comb_num': '', + 'num_legs': 2, + 'leg_detail': [{'leg_security_id': '10001025'}, {'leg_security_id': '10001026'}] + } + } + insertOptionCombinedOrder_id = api.insertOptionCombinedOrder(IOCO_Req, session_id) + printFuncName('insertOptionCombinedOrder', insertOptionCombinedOrder_id) + sleep(1) + + + #期权组合策略报单撤单请求 + #@return 撤单在XTP系统中的ID,如果为‘0’表示撤单发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示撤单发送成功，用户需要记录下返回的order_cancel_xtp_id，它保证一个交易日内唯一，不同的交易日不保证唯一性 + #@param order_xtp_id 需要撤销的期权组合策略委托单在XTP系统中的ID + #@param session_id 资金账户对应的session_id,登录时得到 + #@remark 如果撤单成功，会在报单响应函数OnOptionCombinedOrderEvent()里返回原单部撤或者全撤的消息，如果不成功，会在OnCancelOrderError()响应函数中返回错误原因 + cancelOptionCombinedOrder = api.cancelOptionCombinedOrder(insertOptionCombinedOrder_id,session_id) + printFuncName('cancelOptionCombinedOrder',cancelOptionCombinedOrder) + + #请求查询期权组合策略未完结报单 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session_id，登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + queryOptionCombinedUnfinishedOrders = api.queryOptionCombinedUnfinishedOrders(session_id, reqid) + printFuncName('queryOptionCombinedUnfinishedOrders',queryOptionCombinedUnfinishedOrders) + + + #根据报单ID请求查询期权组合策略报单-旧版本接口 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + #@param session_id 资金账户对应的session_id，登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + queryOptionCombinedOrderByXTPID = api.queryOptionCombinedOrderByXTPID(insertOptionCombinedOrder_id,session_id, reqid) + printFuncName('queryOptionCombinedOrderByXTPID',queryOptionCombinedOrderByXTPID) + + #请求查询期权组合策略报单-旧版本接口 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + #@param session_id 资金账户对应的session_id，登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + query_option_combined_orders_req = { + #'comb_num':'', + #'begin_time': 0, + #'end_time': 0 + } + reqid += 1 + queryOptionCombinedOrders = api.queryOptionCombinedOrders(query_option_combined_orders_req,session_id, reqid) + printFuncName('queryOptionCombinedOrders',queryOptionCombinedOrders) + + #分页请求查询期权组合策略报单-旧版本接口 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + #@param session_id 资金账户对应的session_id，登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + query_option_combine_orders_by_page_req = { + 'req_count':100, + 'reference':0, + 'reserved':1 + } + reqid += 1 + queryOptionCombinedOrdersByPage = api.queryOptionCombinedOrdersByPage(query_option_combine_orders_by_page_req,session_id, reqid) + printFuncName('queryOptionCombinedOrdersByPage',queryOptionCombinedOrdersByPage) + + + #根据报单ID请求查询期权组合策略报单-新版本接口 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param order_xtp_id 需要查询的报单在xtp系统中的ID，即InsertOrder()成功时返回的order_xtp_id + #@param session_id 资金账户对应的session_id，登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + queryOptionCombinedOrderByXTPID = api.queryOptionCombinedOrderByXTPIDEx(insertOptionCombinedOrder_id,session_id, reqid) + printFuncName('queryOptionCombinedOrderByXTPIDEx',queryOptionCombinedOrderByXTPID) + + #请求查询期权组合策略报单-新版本接口 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + #@param session_id 资金账户对应的session_id，登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + query_option_combined_orders_req = { + 'comb_num':'', + 'begin_time': 0, + 'end_time': 0 + } + reqid += 1 + queryOptionCombinedOrders = api.queryOptionCombinedOrdersEx(query_option_combined_orders_req,session_id, reqid) + printFuncName('queryOptionCombinedOrdersEx',queryOptionCombinedOrders) + + #分页请求查询期权组合策略报单-新版本接口 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要分页查询订单的条件，如果第一次查询，那么query_param.reference填0 + #@param session_id 资金账户对应的session_id，登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + query_option_combine_orders_by_page_req = { + 'req_count':100, + 'reference':0, + 'reserved':1 + } + reqid += 1 + queryOptionCombinedOrdersByPage = api.queryOptionCombinedOrdersByPageEx(query_option_combine_orders_by_page_req,session_id, reqid) + printFuncName('queryOptionCombinedOrdersByPageEx',queryOptionCombinedOrdersByPage) + + #请求查询期权组合策略未完结报单-新版本接口 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session_id，登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + reqid += 1 + queryOptionCombinedUnfinishedOrders = api.queryOptionCombinedUnfinishedOrdersEx(session_id, reqid) + printFuncName('queryOptionCombinedUnfinishedOrdersEx',queryOptionCombinedUnfinishedOrders) + + + #根据期权组合策略委托编号请求查询相关成交 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param order_xtp_id 需要查询的委托编号，即InsertOrder()成功时返回的order_xtp_id + #@param session_id 资金账户对应的session_id，登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 此函数查询出的结果可能对应多个查询结果响应 + reqid += 1 + queryOptionCombinedTradesByXTPID = api.queryOptionCombinedTradesByXTPID(insertOptionCombinedOrder_id,session_id, reqid) + printFuncName('queryOptionCombinedTradesByXTPID',queryOptionCombinedTradesByXTPID) + + #请求查询期权组合策略的成交回报 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线 + query_option_combined_trades_req = { + 'comb_num': '', + 'begin_time': 0, + 'end_time': 0 + } + reqid += 1 + queryOptionCombinedTrades = api.queryOptionCombinedTrades(query_option_combined_trades_req,session_id, reqid) + printFuncName('queryOptionCombinedTrades',queryOptionCombinedTrades) + + #分页请求查询期权组合策略成交回报 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要分页查询成交回报的条件，如果第一次查询，那么reference填0 + #@param session_id 资金账户对应的session_id，登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法支持分页查询，注意用户需要记录下最后一笔查询结果的reference以便用户下次查询使用 + query_option_combine_trades_by_page_req = { + 'req_count': 100, + 'reference': 0, + 'reserved': 1 + } + reqid += 1 + queryOptionCombinedTradesByPage = api.queryOptionCombinedTradesByPage(query_option_combine_trades_by_page_req,session_id, reqid) + printFuncName('queryOptionCombinedTradesByPage',queryOptionCombinedTradesByPage) + + #请求查询投资者期权组合策略持仓 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询持仓的筛选条件，其中组合策略代码可以初始化为空，表示查询所有，如果不为空，请不带空格，并以'\0'结尾，注意需与market匹配，不匹配的话，可能导致查询不到所需的持仓 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法如果用户提供了合约代码，则会查询此合约的持仓信息（注意请指定market，如果market为0，可能会查询到2个市场的持仓，如果market为其他非有效值，则查询结果会返回找不到持仓），如果合约代码为空，则默认查询所有持仓信息。 + query_option_combined_position_req = { + 'comb_num': '', + 'market': 0 + } + reqid += 1 + queryOptionCombinedPosition = api.queryOptionCombinedPosition(query_option_combined_position_req,session_id, reqid) + printFuncName('queryOptionCombinedPosition',queryOptionCombinedPosition) + + #请求查询期权组合策略信息 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法仅支持精确查询，不支持模糊查询 + reqid += 1 + queryOptionCombinedStrategyInfo = api.queryOptionCombinedStrategyInfo(session_id, reqid) + printFuncName('queryOptionCombinedStrategyInfo',queryOptionCombinedStrategyInfo) + + #请求查询期权行权合并头寸 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 需要查询的行权合并的筛选条件，其中market为0会默认查询全市场，成分合约代码可以初始化为空，如果不为空，请不带空格，并以'\0'结尾，注意所有填写的条件都会进行匹配 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 该方法可能对应多条响应消息 + query_option_combined_exec_position_req = { + 'cntrt_code_1': '', + 'cntrt_code_2': '', + 'market': 0 + } + reqid += 1 + queryOptionCombinedExecPosition = api.queryOptionCombinedExecPosition(query_option_combined_exec_position_req,session_id, reqid) + printFuncName('queryOptionCombinedExecPosition',queryOptionCombinedExecPosition) + + #请求查询其他节点可用资金 + #@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param query_param 查询时需要提供的信息 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + query_other_server_fund_req = { + 'fund_account': 'username', + 'password': 'password', + 'query_type': 1 + } + reqid += 1 + queryOtherServerFund = api.queryOtherServerFund(query_other_server_fund_req,session_id, reqid) + printFuncName('queryOtherServerFund',queryOtherServerFund) + + + algo_ip = '119.3.40.4' + algo_port = 8602 + algo_user = 'algo_user' + algo_password = 'algo_password' + algo_reqid = 0 + algo_local_ip = '10.25.171.32' + + #用户登录algo服务器请求 + #@return 表明此资金账号登录是否成功，非“0”表示登录失败，可以调用GetApiLastError()来获取错误代码，“0”表示登录成功 + #@param ip algo服务器地址，类似“127.0.0.1” + #@param port algo服务器端口号 + #@param user 登录用户名 + #@param password 登录密码 + #@param sock_type “1”代表TCP，“2”代表UDP，目前暂时只支持TCP + #@param local_ip 本地网卡地址，类似“127.0.0.1” + #@remark 此函数为同步阻塞式，不需要异步等待登录成功，当函数返回即可进行后续操作，此api只需调用一次，所有用户共用即可 + algo_session_id = api.loginALGO(algo_ip, algo_port, algo_user, algo_password, 1,algo_local_ip) + printFuncName('loginALGO', algo_session_id) + if algo_session_id != 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('loginALGO-getApiLastError', retGetApiLastError) + sleep(1) + + #用户请求使用algo服务器建立算法通道 + #@return 表明此资金账号建立算法通道请求消息发送是否成功，非“0”表示发送失败，可以调用GetApiLastError()来获取错误代码，“0”表示发送成功 + #@param oms_ip oms服务器地址，类似“127.0.0.1”，非algo服务器地址 + #@param oms_port oms服务器端口号，非algo服务器端口号 + #@param user 登录用户名 + #@param password 登录密码 + #@param session_id 资金账户对应的session_id,登录时得到 + #@remark 此函数为异步方式，一个用户只能拥有一个算法通道，如果之前已经建立，则无需重复建立，在使用算法前，请先建立算法通道 + reqid += 1 + aLGOUserEstablishChannel = api.aLGOUserEstablishChannel(ip,port,user,password,session_id) + printFuncName('aLGOUserEstablishChannel',aLGOUserEstablishChannel) + if aLGOUserEstablishChannel != 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError-aLGOUserEstablishChannel', retGetApiLastError) + sleep(1) + + #algo业务中用户报算法单请求 + #@return 算法报单请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param strategy_type 需要创建的策略类型 + #@param client_strategy_id 用户自定义id，帮助用户定位 + #@param strategy_param 策略参数 + #@param session_id 资金账户对应的session_id,登录时得到 + #@remark 仅能在用户建立算法通道后使用，算法单的异步通知得 + reqid += 1 + strategy_type = 5001 + strategy_param = '{"start_time": "09:30:00", "end_time": "14:57:00", "buy_side": "BUY", "sell_side": "SELL", "business_type": "CASH", "trade_list": [{"market": "SH", "ticker": "600000", "quantity": 13000}]}' + client_strategy_id = 1001 + insertAlgoOrder = api.insertAlgoOrder(strategy_type,client_strategy_id,strategy_param,session_id) + printFuncName('insertAlgoOrder',insertAlgoOrder) + if insertAlgoOrder != 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError-insertAlgoOrder', retGetApiLastError) + sleep(1) + + + #algo业务中查询用户策略请求 + #@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param strategy_type 需要查询的策略类型，可填0 + #@param client_strategy_id 需要查询的策略用户自定义id，可填0 + #@param xtp_strategy_id 需要查询的策略在xtp系统中的id，如果指定，就一定按指定查询，如果填0，则按其他筛选条件查询 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark xtp_strategy_id条件的优先级最高，只有当xtp_strategy_id为0时，其他条件才生效，此条请求可能对应多条回应消息 + reqid += 1 + xtp_strategy_id = 1743756787714 + queryStrategy = api.queryStrategy(0,0,xtp_strategy_id,session_id, reqid) + printFuncName('queryStrategy',queryStrategy) + sleep(1) + + #algo业务中用户撤销算法单请求 + #@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param cancel_flag 是否需要撤销的算法单已下的订单，true-撤单，false-不撤单 + #@param xtp_strategy_id 需要撤销的算法单在xtp algobus系统中的id + #@param session_id 资金账户对应的session_id,登录时得到 + #@remark 仅能在用户建立算法通道后调用 + reqid += 1 + xtp_strategy_id = 1894408323075 + cancelAlgoOrder = api.cancelAlgoOrder(0,xtp_strategy_id,session_id) + printFuncName('cancelAlgoOrder',cancelAlgoOrder) + if cancelAlgoOrder != 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError', retGetApiLastError) + sleep(1) + + #获取算法单的母单ID + #@return 返回算法单的母单ID，如果返回为0表示不是算法单 + #@param order_xtp_id 算法单对应的xtp id + #@param order_client_id 算法单对应的自定义ID，不可随意填写 + #@remark 返回为0表示，不是算法单，如果传入的参数不对的话，可能会得不到正确结果，此函数调用不依赖于是否登录 + reqid += 1 + order_xtp_id = 54490310482330601 + order_client_id = 65538 + getAlgorithmIDByOrder = api.getAlgorithmIDByOrder(order_xtp_id,order_client_id) + printFuncName('getAlgorithmIDByOrder',getAlgorithmIDByOrder) + + sleep(1) + #algo业务中请求推荐算法 + #@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param basket_flag 是否将满足条件的推荐结果打包成母单篮的标志，true-打包 + #@param basket_param 需要算法推荐的证券列表，为json字串，具体格式参考说明文档或咨询运营人员 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 此条请求可能对应多条回应消息，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + reqid += 1 + basket_flag = True + #有回调的算法推荐 + basket_param = "{\"symbol_list\": [{\"ticker\": \"000001\", \"market\": \"SZ\", \"strategy_category\": \"ALGO\", \"quantity\": 10000, \"side\": \"BUY\"}]}" + #无回调的算法推荐 + #basket_param = "{\"symbol_list\": [{\"ticker\": \"000001\", \"market\": \"SZ\", \"strategy_category\": \"T0\", \"quantity\": 10000}]}" + strategyRecommendation = api.strategyRecommendation(basket_flag, basket_param, session_id, reqid) + printFuncName('strategyRecommendation', strategyRecommendation) + + sleep(1) + #algo业务中修改已有的算法单 + #@return 算法单修改请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param xtp_strategy_id xtp算法单策略ID + #@param strategy_param 修改后的策略参数 + #@param session_id 资金账户对应的session_id,登录时得到 + #@remark 仅能在用户建立算法通道后使用，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + reqid += 1 + xtp_strategy_id = 1894408323073 + strategy_param = "{\"start_time\": \"09:30:00\", \"end_time\": \"14:55:00\", \"buy_side\": \"BUY\", \"sell_side\": \"SELL\", \"business_type\": \"CASH\", \"trade_list\": [{\"market\": \"SH\", \"ticker\": \"600000\", \"quantity\": 3000}]}" + modifyAlgoOrder = api.modifyAlgoOrder(xtp_strategy_id, strategy_param, session_id) + printFuncName('modifyAlgoOrder', modifyAlgoOrder) + if modifyAlgoOrder != 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError', retGetApiLastError) + + sleep(1) + #algo业务中暂停指定策略中指定证券的算法单请求 + #@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param xtp_strategy_id xtp算法单策略ID + #@param ticker_info 指定证券信息，可以为null，为null表示暂停指定策略中所有证券的算法单 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 仅能在用户建立算法通道后使用，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + reqid += 1 + xtp_strategy_id = 21894080577537 + pause_ticker_info = {} + pause_ticker_info['m_ticker'] = '002304' # 洋河股份 + pause_ticker_info['m_market'] = 1 # 深圳A股 + pauseAlgoOrder = api.pauseAlgoOrder(xtp_strategy_id, pause_ticker_info, session_id, reqid) + printFuncName('pauseAlgoOrder', pauseAlgoOrder) + if pauseAlgoOrder != 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError', retGetApiLastError) + + sleep(2) + #algo业务中重启指定策略中指定证券的算法单请求 + #@return 请求发送是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码 + #@param xtp_strategy_id xtp算法单策略ID + #@param ticker_info 指定证券信息，可以为null，为null表示重启指定策略中所有证券的算法单 + #@param session_id 资金账户对应的session_id,登录时得到 + #@param request_id 用于用户定位查询响应的ID，由用户自定义 + #@remark 仅能在用户建立算法通道后使用，此功能上线时间视服务器后台支持情况而定，具体以运营通知时间为准 + reqid += 1 + xtp_strategy_id = 21894080577537 + resume_ticker_info = {} + resume_ticker_info['m_ticker'] = '002304' # 洋河股份 + resume_ticker_info['m_market'] = 1 # 深圳A股 + resumeAlgoOrder = api.resumeAlgoOrder(xtp_strategy_id, resume_ticker_info, session_id, reqid) + printFuncName('resumeAlgoOrder', resumeAlgoOrder) + if resumeAlgoOrder != 0 : + retGetApiLastError = api.getApiLastError() + printFuncName('getApiLastError', retGetApiLastError) + + + #sleep为了删除接口对象前将回调数据输出，不sleep直接删除回调对象会自动析构，无法返回回调的数据 + sleep(5) + + #登出请求 + #@return 登出是否成功，“0”表示登出成功，“-1”表示登出失败 + #@param session_id 资金账户对应的session,登录时得到 + logout = api.logout(session_id) + printFuncName('logout:',logout ) + + #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 + #release = api.release() + #printFuncName('release', release) + + exit = api.exit() + printFuncName('exit', exit) + + + diff --git a/version.txt b/version.txt deleted file mode 100644 index 03f965c..0000000 --- a/version.txt +++ /dev/null @@ -1 +0,0 @@ -1.1.19.2---1.2 diff --git "a/vs2015\350\277\220\350\241\214\345\272\223/vc_redist.x64.exe" "b/vs2015\350\277\220\350\241\214\345\272\223/vc_redist.x64.exe" new file mode 100644 index 0000000..048fda2 Binary files /dev/null and "b/vs2015\350\277\220\350\241\214\345\272\223/vc_redist.x64.exe" differ diff --git "a/vs2015\350\277\220\350\241\214\345\272\223/vc_redist.x86.exe" "b/vs2015\350\277\220\350\241\214\345\272\223/vc_redist.x86.exe" new file mode 100644 index 0000000..caea04a Binary files /dev/null and "b/vs2015\350\277\220\350\241\214\345\272\223/vc_redist.x86.exe" differ diff --git "a/vs2015\350\277\220\350\241\214\345\272\223/\350\257\264\346\230\216.txt" "b/vs2015\350\277\220\350\241\214\345\272\223/\350\257\264\346\230\216.txt" new file mode 100644 index 0000000..3d68729 --- /dev/null +++ "b/vs2015\350\277\220\350\241\214\345\272\223/\350\257\264\346\230\216.txt" @@ -0,0 +1,3 @@ +如果本地安装的vs2015及以上版本，是不需要安装vc_redist的。 +但如果本地安装的是较低的vs2010版本，则需要安装vc_redist，并且要根据python的位数选择对应的运行库，python是32位就选vcredist_x86.exe，64位选vcredist_x64.exe。 +vcredist下载地址请参考：https://www.microsoft.com/zh-cn/download/details.aspx?id=48145 \ No newline at end of file diff --git "a/\350\257\264\346\230\216.jpg" "b/\350\257\264\346\230\216.jpg" deleted file mode 100644 index 5e6cb40..0000000 Binary files "a/\350\257\264\346\230\216.jpg" and /dev/null differ pFad - Phonifier reborn

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