class CThostFtdcMdSpi
    {
    public:
        ///当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
        virtual void OnFrontConnected(){};
        ///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
        ///@param nReason 错误原因
        ///        0x1001 网络读失败
        ///        0x1002 网络写失败
        ///        0x2001 接收心跳超时
        ///        0x2002 发送心跳失败
        ///        0x2003 收到错误报文
        virtual void OnFrontDisconnected(int nReason){};
        ///心跳超时警告。当长时间未收到报文时，该方法被调用。
        ///@param nTimeLapse 距离上次接收报文的时间
        virtual void OnHeartBeatWarning(int nTimeLapse){};
        ///登录请求响应
        virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
        ///登出请求响应
        virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
        ///请求查询组播合约响应
        virtual void OnRspQryMulticastInstrument(CThostFtdcMulticastInstrumentField *pMulticastInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
        ///错误应答
        virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
        ///订阅行情应答
        virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
        ///取消订阅行情应答
        virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
        ///订阅询价应答
        virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
        ///取消订阅询价应答
        virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
        ///深度行情通知
        virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) {};
        ///询价通知
        virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {};
    };

// CMduserHandler继承CThostFtdcMdSpi
class CMduserHandler : public CThostFtdcMdSpi    
{ 
public:
      //重载，接收行情
       void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData)
       {
                printf("OnRtnDepthMarketData\n");
       }
}