API

Api

ApiApiApiApiTcpApiTcpUdpThostApiTraderApi ApiMdUserApi2ApiApi

- Api3Thost1

Thost

Thost

3enum THOST_TE_RESUME_TYPE{// THOST_TERT_RESTART = 0,// THOST_TERT_RESUME,// THOST_TERT_QUICK};

- MdUserApiQuick

- TraderApi testTraderApi

MdUserApi testMdUserApi

- TraderApiThostFtdcTraderApi.hCThostFtdcUserApiCThostFtdcUserSpiThostFtdcUserApiStruct.hThostFtdcUserApiDataType.hthosttraderapi.libthosttraderapi.dll

MdUserApiThostFtdcMdApi.hCThostFtdcMdApiCThostFtdcMdSpiThostFtdcUserApiStruct.hThostFtdcUserApiDataType.hTraderApithostMdapi.libthostMdapi.dll

- ApiReq***, OnRsp***ReqUserLoginOnRspUserLogin

ReqQry***OnRspQry***ReqQryInstrumentOnRspQryInstrument

OnRtn***OnRtnOrderOnRtnTrade

OnErrRtn***OnErrRtnOrderInsertOnErrRtnOrderAction

/virtual int ReqQryInstrument(CThostFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;

virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

/ExchangeID

RequestIDRequestIDTraderApiRequestIDTraderApiRequestID/

0RspInfoRspInfoRspInfo0RspInfo1IsLastIsLasttrue

FrontID + SessionID + OrderRefFrontID, SessionID MaxOrderRefOrderRef OrderRefMaxOrderRefOrderRefThostOrderRefBrokerID + BrokerOrderSeqThost1exchangeID + traderID + OrderLocalIDexchangeID + OrderSysID

OrderRefOrderSysID

ReqUserLogin()()ThostFrontID+SessionID+MaxOrderRef

1(ReqQrySettlementInfo)(ReqSettlementInfoConfirm)Thost(ReqQrySettlementInfoConfirm)

ReqOrderInsert

///fldOrder.VolumeCondition = THOST_FTDC_VC_AV;/// 1fldOrder.MinVolume = 1;/// fldOrder.ForceCloseReason = THOST_FTDC_FCC_NotForceClose;/// fldOrder.IsAutoSuspend = 1;///fldOrder.UserForceClose = 0;

/// OrderPriceType = THOST_FTDC_OPT_LimitPrice;/// LimitPrice = ;/// TimeCondition = THOST_FTDC_TC_GFD;/// fldOrder.OrderPriceType = THOST_FTDC_OPT_AnyPrice;///0fldOrder.LimitPrice = 0;///fldOrder.TimeCondition = THOST_FTDC_TC_IOC;

///ContingentCondition = ; ///StopPrice = ;/// OrderPriceType = THOST_FTDC_OPT_LimitPrice;/// LimitPrice = ;/// TimeCondition = THOST_FTDC_TC_GFD;

THOST_FTDC_OF_CloseTHOST_FTDC_OF_CloseTodayTHOST_FTDC_OF_CloseThostOnRspOrderInsertThostOnRspOrderInserOnRtnOrder OnRtnOrderOnRtnTradeOnErrRtnOrder

ReqOrderAction/// /// OrderRef,ThostOrderActionRef/// ActionFlag = THOST_FTDC_AF_Delete/// FrontID +SessionID+OrderRefExchangID+OrderSysID/// BrokerIDUserID,InvestorIDInstrumentID

ThostOnRspOrderAction

ThostOnRspOrderActionOnRtnOrder

OnRtnOrder

OnErrRtnOrderAction

2

- OnRtnOrder()

FrontID + SessionID + OrderRefBrokerID + BrokerOrderSeqExchangeID + TraderID + LocalOrderIDExchangeID + OrderSysID ///TFtdcOrderStatusType///#define THOST_FTDC_OST_AllTraded '0'///#define THOST_FTDC_OST_PartTradedQueueing '1'///#define THOST_FTDC_OST_PartTradedNotQueueing '2'///#define THOST_FTDC_OST_NoTradeQueueing '3'///#define THOST_FTDC_OST_NoTradeNotQueueing '4'///#define THOST_FTDC_OST_Canceled '5'///#define THOST_FTDC_OST_Unknown 'a'///#define THOST_FTDC_OST_NotTouched 'b'

OnRtnTrade()

BrokerID + BrokerOrderSeqExchangeID + TraderID + LocalOrderIDExchangeID + OrderSysID

()/

/SubscribeMarketDataOnRspSubMarketDataOnRtnDepthMarketDataUnSubMarketDataOnRspUnSubMarketData

Qq59216315APIAPI.pdfAPI.pdf.xls.pdfCTPTradeApi.pdf/.rarwindows32/linux 64 http://202.109.110.121/api.htm