CThostFtdcTraderApi

CTP-API

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CThostFtdcTraderApi

■ 6.3.15_API接口说明

└△ 交易接口

　└◆ CThostFtdcTraderApi

CThostFtdcTraderApi类提供了交易api的初始化、登录、报单和查询等功能。

◇ 1.接口

class TRADER_API_EXPORT CThostFtdcTraderApi
{
public:
    ///创建TraderApi
    ///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录
    ///@return 创建出的UserApi
    static CThostFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "");
    ///获取API的版本信息
    ///@retrun 获取到的版本号
    static const char *GetApiVersion();
    ///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;
    ///初始化
    ///@remark 初始化运行环境,只有调用后,接口才开始工作
    virtual void Init() = 0;
    ///等待接口线程结束运行
    ///@return 线程退出代码
    virtual int Join() = 0;
    ///获取当前交易日
    ///@retrun 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;
    ///注册前置机网络地址
    ///@param pszFrontAddress：前置机网络地址。
    ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 
    ///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
    virtual void RegisterFront(char *pszFrontAddress) = 0;
    ///注册名字服务器网络地址
    ///@param pszNsAddress：名字服务器网络地址。
    ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。 
    ///@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”12001”代表服务器端口号。
    ///@remark RegisterNameServer优先于RegisterFront
    virtual void RegisterNameServer(char *pszNsAddress) = 0;
    ///注册名字服务器用户信息
    ///@param pFensUserInfo：用户信息。
   virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField * pFensUserInfo) = 0;
    ///注册回调接口
    ///@param pSpi 派生自回调接口类的实例
    virtual void RegisterSpi(CThostFtdcTraderSpi *pSpi) = 0;
    ///订阅私有流。
    ///@param nResumeType 私有流重传方式  
    ///        THOST_TERT_RESTART:从本交易日开始重传
    ///        THOST_TERT_RESUME:从上次收到的续传
    ///        THOST_TERT_QUICK:只传送登录后私有流的内容
    ///@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。
    virtual void SubscribePrivateTopic(THOST_TE_RESUME_TYPE nResumeType) = 0;
    ///订阅公共流。
    ///@param nResumeType 公共流重传方式  
    ///        THOST_TERT_RESTART:从本交易日开始重传
    ///        THOST_TERT_RESUME:从上次收到的续传
    ///        THOST_TERT_QUICK:只传送登录后公共流的内容
    ///@remark 该方法要在Init方法前调用。若不调用则不会收到公共流的数据。
    virtual void SubscribePublicTopic(THOST_TE_RESUME_TYPE nResumeType) = 0;
    ///客户端认证请求
    virtual int ReqAuthenticate(CThostFtdcReqAuthenticateField *pReqAuthenticateField, int nRequestID) = 0;
    ///注册用户终端信息，用于中继服务器多连接模式
    ///需要在终端认证成功后，用户登录前调用该接口
    virtual int RegisterUserSystemInfo(CThostFtdcUserSystemInfoField *pUserSystemInfo) = 0;
    ///上报用户终端信息，用于中继服务器操作员登录模式
    ///操作员登录后，可以多次调用该接口上报客户信息
    virtual int SubmitUserSystemInfo(CThostFtdcUserSystemInfoField *pUserSystemInfo) = 0;
    ///用户登录请求
    virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
    ///登出请求
    virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
    ///用户口令更新请求
    virtual int ReqUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
    ///资金账户口令更新请求
    virtual int ReqTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) = 0;
    ///查询用户当前支持的认证模式
    virtual int ReqUserAuthMethod(CThostFtdcReqUserAuthMethodField *pReqUserAuthMethod, int nRequestID) = 0;
    ///用户发出获取图形验证码请求
    virtual int ReqGenUserCaptcha(CThostFtdcReqGenUserCaptchaField *pReqGenUserCaptcha, int nRequestID) = 0;
    ///用户发出获取短信验证码请求
    virtual int ReqGenUserText(CThostFtdcReqGenUserTextField *pReqGenUserText, int nRequestID) = 0;
    ///用户发出带有图片验证码的登陆请求
    virtual int ReqUserLoginWithCaptcha(CThostFtdcReqUserLoginWithCaptchaField *pReqUserLoginWithCaptcha, int nRequestID) = 0;
    ///用户发出带有短信验证码的登陆请求
    virtual int ReqUserLoginWithText(CThostFtdcReqUserLoginWithTextField *pReqUserLoginWithText, int nRequestID) = 0;
    ///用户发出带有动态口令的登陆请求
    virtual int ReqUserLoginWithOTP(CThostFtdcReqUserLoginWithOTPField *pReqUserLoginWithOTP, int nRequestID) = 0;
    ///报单录入请求
    virtual int ReqOrderInsert(CThostFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
    ///预埋单录入请求
    virtual int ReqParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, int nRequestID) = 0;
    ///预埋撤单录入请求
    virtual int ReqParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, int nRequestID) = 0;
    ///报单操作请求
   virtual int ReqOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
    ///查询最大报单数量请求
    virtual int ReqQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, int nRequestID) = 0;
    ///投资者结算结果确认
    virtual int ReqSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, int nRequestID) = 0;
    ///请求删除预埋单
    virtual int ReqRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, int nRequestID) = 0;
    ///请求删除预埋撤单
    virtual int ReqRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, int nRequestID) = 0;
    ///执行宣告录入请求
   virtual int ReqExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, int nRequestID) = 0;
    ///执行宣告操作请求
    virtual int ReqExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, int nRequestID) = 0;
    ///询价录入请求
    virtual int ReqForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, int nRequestID) = 0;
    ///报价录入请求
    virtual int ReqQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, int nRequestID) = 0;
    ///报价操作请求
   virtual int ReqQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, int nRequestID) = 0;
    ///批量报单操作请求
    virtual int ReqBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, int nRequestID) = 0;
    ///期权自对冲录入请求
    virtual int ReqOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, int nRequestID) = 0;
    ///期权自对冲操作请求
    virtual int ReqOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, int nRequestID) = 0;
    ///申请组合录入请求
    virtual int ReqCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, int nRequestID) = 0;
    ///请求查询报单
    virtual int ReqQryOrder(CThostFtdcQryOrderField *pQryOrder, int nRequestID) = 0;
    ///请求查询成交
    virtual int ReqQryTrade(CThostFtdcQryTradeField *pQryTrade, int nRequestID) = 0;
    ///请求查询投资者持仓
    virtual int ReqQryInvestorPosition(CThostFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;
    ///请求查询资金账户
    virtual int ReqQryTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
    ///请求查询投资者
    virtual int ReqQryInvestor(CThostFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0;
    ///请求查询交易编码
    virtual int ReqQryTradingCode(CThostFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) = 0;
    ///请求查询合约保证金率
    virtual int ReqQryInstrumentMarginRate(CThostFtdcQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID) = 0;
    ///请求查询合约手续费率
    virtual int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) = 0;
    ///请求查询交易所
    virtual int ReqQryExchange(CThostFtdcQryExchangeField *pQryExchange, int nRequestID) = 0;
    ///请求查询产品
    virtual int ReqQryProduct(CThostFtdcQryProductField *pQryProduct, int nRequestID) = 0;
    ///请求查询合约
    virtual int ReqQryInstrument(CThostFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0;
    ///请求查询行情
    virtual int ReqQryDepthMarketData(CThostFtdcQryDepthMarketDataField *pQryDepthMarketData, int nRequestID) = 0;
    ///请求查询投资者结算结果
    virtual int ReqQrySettlementInfo(CThostFtdcQrySettlementInfoField *pQrySettlementInfo, int nRequestID) = 0;
    ///请求查询转帐银行
    virtual int ReqQryTransferBank(CThostFtdcQryTransferBankField *pQryTransferBank, int nRequestID) = 0;
    ///请求查询投资者持仓明细
    virtual int ReqQryInvestorPositionDetail(CThostFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0;
    ///请求查询客户通知
    virtual int ReqQryNotice(CThostFtdcQryNoticeField *pQryNotice, int nRequestID) = 0;
    ///请求查询结算信息确认
    virtual int ReqQrySettlementInfoConfirm(CThostFtdcQrySettlementInfoConfirmField *pQrySettlementInfoConfirm, int nRequestID) = 0;
    ///请求查询投资者持仓明细
    virtual int ReqQryInvestorPositionCombineDetail(CThostFtdcQryInvestorPositionCombineDetailField *pQryInvestorPositionCombineDetail, int nRequestID) = 0;
    ///请求查询保证金监管系统经纪公司资金账户密钥
    virtual int ReqQryCFMMCTradingAccountKey(CThostFtdcQryCFMMCTradingAccountKeyField *pQryCFMMCTradingAccountKey, int nRequestID) = 0;
    ///请求查询仓单折抵信息
    virtual int ReqQryEWarrantOffset(CThostFtdcQryEWarrantOffsetField *pQryEWarrantOffset, int nRequestID) = 0;
    ///请求查询投资者品种/跨品种保证金
    virtual int ReqQryInvestorProductGroupMargin(CThostFtdcQryInvestorProductGroupMarginField *pQryInvestorProductGroupMargin, int nRequestID) = 0;
    ///请求查询交易所保证金率
    virtual int ReqQryExchangeMarginRate(CThostFtdcQryExchangeMarginRateField *pQryExchangeMarginRate, int nRequestID) = 0;
    ///请求查询交易所调整保证金率
    virtual int ReqQryExchangeMarginRateAdjust(CThostFtdcQryExchangeMarginRateAdjustField *pQryExchangeMarginRateAdjust, int nRequestID) = 0;
    ///请求查询汇率
    virtual int ReqQryExchangeRate(CThostFtdcQryExchangeRateField *pQryExchangeRate, int nRequestID) = 0;
    ///请求查询二级代理操作员银期权限
    virtual int ReqQrySecAgentACIDMap(CThostFtdcQrySecAgentACIDMapField *pQrySecAgentACIDMap, int nRequestID) = 0;
    ///请求查询产品报价汇率
    virtual int ReqQryProductExchRate(CThostFtdcQryProductExchRateField *pQryProductExchRate, int nRequestID) = 0;
    ///请求查询产品组
    virtual int ReqQryProductGroup(CThostFtdcQryProductGroupField *pQryProductGroup, int nRequestID) = 0;
    ///请求查询做市商合约手续费率
    virtual int ReqQryMMInstrumentCommissionRate(CThostFtdcQryMMInstrumentCommissionRateField *pQryMMInstrumentCommissionRate, int nRequestID) = 0;
    ///请求查询做市商期权合约手续费
    virtual int ReqQryMMOptionInstrCommRate(CThostFtdcQryMMOptionInstrCommRateField *pQryMMOptionInstrCommRate, int nRequestID) = 0;
    ///请求查询报单手续费
    virtual int ReqQryInstrumentOrderCommRate(CThostFtdcQryInstrumentOrderCommRateField *pQryInstrumentOrderCommRate, int nRequestID) = 0;
    ///请求查询资金账户
    virtual int ReqQrySecAgentTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;
    ///请求查询二级代理商资金校验模式
    virtual int ReqQrySecAgentCheckMode(CThostFtdcQrySecAgentCheckModeField *pQrySecAgentCheckMode, int nRequestID) = 0;
    ///请求查询二级代理商信息
    virtual int ReqQrySecAgentTradeInfo(CThostFtdcQrySecAgentTradeInfoField *pQrySecAgentTradeInfo, int nRequestID) = 0;
    ///请求查询期权交易成本
    virtual int ReqQryOptionInstrTradeCost(CThostFtdcQryOptionInstrTradeCostField *pQryOptionInstrTradeCost, int nRequestID) = 0;
    ///请求查询期权合约手续费
    virtual int ReqQryOptionInstrCommRate(CThostFtdcQryOptionInstrCommRateField *pQryOptionInstrCommRate, int nRequestID) = 0;
    ///请求查询执行宣告
    virtual int ReqQryExecOrder(CThostFtdcQryExecOrderField *pQryExecOrder, int nRequestID) = 0;
    ///请求查询询价
    virtual int ReqQryForQuote(CThostFtdcQryForQuoteField *pQryForQuote, int nRequestID) = 0;
    ///请求查询报价
    virtual int ReqQryQuote(CThostFtdcQryQuoteField *pQryQuote, int nRequestID) = 0;
    ///请求查询期权自对冲
    virtual int ReqQryOptionSelfClose(CThostFtdcQryOptionSelfCloseField *pQryOptionSelfClose, int nRequestID) = 0;
    ///请求查询投资单元
    virtual int ReqQryInvestUnit(CThostFtdcQryInvestUnitField *pQryInvestUnit, int nRequestID) = 0;
    ///请求查询组合合约安全系数
    virtual int ReqQryCombInstrumentGuard(CThostFtdcQryCombInstrumentGuardField *pQryCombInstrumentGuard, int nRequestID) = 0;
    ///请求查询申请组合
    virtual int ReqQryCombAction(CThostFtdcQryCombActionField *pQryCombAction, int nRequestID) = 0;
    ///请求查询转帐流水
    virtual int ReqQryTransferSerial(CThostFtdcQryTransferSerialField *pQryTransferSerial, int nRequestID) = 0;
    ///请求查询银期签约关系
    virtual int ReqQryAccountregister(CThostFtdcQryAccountregisterField *pQryAccountregister, int nRequestID) = 0;
    ///请求查询签约银行
    virtual int ReqQryContractBank(CThostFtdcQryContractBankField *pQryContractBank, int nRequestID) = 0;
    ///请求查询预埋单
    virtual int ReqQryParkedOrder(CThostFtdcQryParkedOrderField *pQryParkedOrder, int nRequestID) = 0;
    ///请求查询预埋撤单
    virtual int ReqQryParkedOrderAction(CThostFtdcQryParkedOrderActionField *pQryParkedOrderAction, int nRequestID) = 0;
    ///请求查询交易通知
    virtual int ReqQryTradingNotice(CThostFtdcQryTradingNoticeField *pQryTradingNotice, int nRequestID) = 0;
    ///请求查询经纪公司交易参数
    virtual int ReqQryBrokerTradingParams(CThostFtdcQryBrokerTradingParamsField *pQryBrokerTradingParams, int nRequestID) = 0;
    ///请求查询经纪公司交易算法
    virtual int ReqQryBrokerTradingAlgos(CThostFtdcQryBrokerTradingAlgosField *pQryBrokerTradingAlgos, int nRequestID) = 0;
    ///请求查询监控中心用户令牌
    virtual int ReqQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, int nRequestID) = 0;
    ///期货发起银行资金转期货请求
    virtual int ReqFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) = 0;
    ///期货发起期货资金转银行请求
    virtual int ReqFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) = 0;
    ///期货发起查询银行余额请求
    virtual int ReqQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, int nRequestID) = 0;
protected:
    ~CThostFtdcTraderApi(){};
};

◇ 2.示例代码

class CTraderHandler : public CThostFtdcTraderSpi
{
private:
  CThostFtdcTraderApi *m_ptraderapi;
public:
  void connect()
  {
      //创建API实例，按照以下顺序初始化
      m_ptraderapi = CThostFtdcTraderApi::CreateFtdcTraderApi("flow/"); //必须提前创建好flow目录
      m_ptraderapi->RegisterSpi(this);
      m_ptraderapi->SubscribePublicTopic(THOST_TERT_QUICK);
      m_ptraderapi->SubscribePrivateTopic(THOST_TERT_QUICK); //设置私有流订阅模式
      m_ptraderapi->RegisterFront("tcp://127.0.0.1:41205");
      m_ptraderapi->Init();
      //输出API版本信息
      printf("%s\n", m_ptraderapi->GetApiVersion());
  }
}

请参阅：

    CreateFtdcTraderApi

    GetApiVersion

    GetTradingDay

    Init

    Join

    RegisterFensUserInfo

    RegisterFront

    RegisterNameServer

    RegisterSpi

    RegisterUserSystemInfo

    Release

    ReqAuthenticate

    ReqBatchOrderAction

    ReqCombActionInsert

    ReqExecOrderAction

    ReqExecOrderInsert

    ReqForQuoteInsert

    ReqFromBankToFutureByFuture

    ReqFromFutureToBankByFuture

    ReqGenUserCaptcha

    ReqGenUserText

    ReqOptionSelfCloseAction

    ReqOptionSelfCloseInsert

    ReqOrderAction

    ReqOrderInsert

    ReqParkedOrderAction

    ReqParkedOrderInsert

    ReqQryAccountregister

    ReqQryBrokerTradingAlgos

    ReqQryBrokerTradingParams

    ReqQryCFMMCTradingAccountKey

    ReqQryCombAction

    ReqQryCombInstrumentGuard

    ReqQryContractBank

    ReqQryDepthMarketData

    ReqQryEWarrantOffset

    ReqQryExchange

    ReqQryExchangeMarginRate

    ReqQryExchangeMarginRateAdjust

    ReqQryExchangeRate

    ReqQryExecOrder

    ReqQryForQuote

    ReqQryInstrument

    ReqQryInstrumentCommissionRate

    ReqQryInstrumentMarginRate

    ReqQryInstrumentOrderCommRate

    ReqQryInvestor

    ReqQryInvestorPosition

    ReqQryInvestorPositionCombineDetail

    ReqQryInvestorPositionDetail

    ReqQryInvestorProductGroupMargin

    ReqQryInvestUnit

    ReqQryMMInstrumentCommissionRate

    ReqQryMMOptionInstrCommRate

    ReqQryNotice

    ReqQryOptionInstrCommRate

    ReqQryOptionInstrTradeCost

    ReqQryOptionSelfClose

    ReqQryOrder

    ReqQryParkedOrder

    ReqQryParkedOrderAction

    ReqQryProduct

    ReqQryProductExchRate

    ReqQryProductGroup

    ReqQryQuote

    ReqQrySecAgentACIDMap

    ReqQrySecAgentCheckMode

    ReqQrySecAgentTradeInfo

    ReqQrySecAgentTradingAccount

    ReqQrySettlementInfo

    ReqQrySettlementInfoConfirm

    ReqQryTrade

    ReqQryTradingAccount

    ReqQryTradingCode

    ReqQryTradingNotice

    ReqQryTransferBank

    ReqQryTransferSerial

    ReqQueryBankAccountMoneyByFuture

    ReqQueryCFMMCTradingAccountToken

    ReqQueryMaxOrderVolume

    ReqQuoteAction

    ReqQuoteInsert

    ReqRemoveParkedOrder

    ReqRemoveParkedOrderAction

    ReqSettlementInfoConfirm

    ReqTradingAccountPasswordUpdate

    ReqUserAuthMethod

    ReqUserLogin

    ReqUserLoginWithCaptcha

    ReqUserLoginWithOTP

    ReqUserLoginWithText

    ReqUserLogout

    ReqUserPasswordUpdate

    SubmitUserSystemInfo

    SubscribePrivateTopic

    SubscribePublicTopic

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