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金仕达个股期权系统OTP_APIReference 1.0.50303
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testKSOTPTraderApi.cpp
- 个股期权OTP_API使用示例
// 个股期权OTP_API使用范例 #include "stdio.h" #include "windows.h" #include <iostream> #include "KSOTPTraderApi.h" using namespace std; using namespace KingstarAPI; // CKSOTPTraderSpi派生类 class CSimpleHandler : public CKSOTPTraderSpi { public: // constructor，which need a valid pointer to a CKSOTPTraderApi instance CSimpleHandler (CKSOTPTraderApi * pUserApi) { m_pUserApi = pUserApi; m_nRequestID = 0; memset(m_chBrokerID, 0, sizeof(m_chBrokerID)); memset(m_chUserID, 0, sizeof(m_chUserID)); memset(m_chPassword, 0, sizeof(m_chPassword)); memset(m_chExchangeID, 0, sizeof(m_chExchangeID)); memset(m_chContract, 0, sizeof(m_chContract)); memset(m_chProductID, 0, sizeof(m_chProductID)); } // destructor ~CSimpleHandler () {} // After making a succeed connection with the server, the client should send the login request to the server. virtual void OnFrontConnected () { cout<<"OnFrontConnected:" << endl; CKSOTPReqUserLoginField reqUserLogin = { 0 }; // broker id strcpy (reqUserLogin.BrokerID, m_chBrokerID); // user id strcpy (reqUserLogin.UserID, m_chUserID); // password strcpy (reqUserLogin.Password, m_chPassword); // send the login request m_pUserApi->ReqUserLogin (&reqUserLogin, m_nRequestID++); } // When the connection between client and the server disconnected,the follwing function will be called. virtual void OnFrontDisconnected (int nReason) { // In this case, API will reconnect, the client application can ignore this. cout<<"OnFrontDisconnected:" << endl; } // After receiving the login request from the client，the server will send the following response to notify the client whether the login success or not. virtual void OnRspUserLogin (CKSOTPRspUserLoginField * pRspUserLogin, CKSOTPRspInfoField * pRspInfo, int nRequestID, bool bIsLast) { if (pRspUserLogin != NULL) { cout << "OnRspUserLogin:" << "经济公司代码:" << pRspUserLogin->BrokerID << "交易日:" << pRspUserLogin->TradingDay << "登陆成功时间:" << pRspUserLogin->LoginTime << "用户代码:" << pRspUserLogin->UserID << "交易系统名称" << pRspUserLogin->SystemName << "前置机号:" << pRspUserLogin->FrontID << "会话编号:" << pRspUserLogin->SessionID << "最大报单引用:" << pRspUserLogin->MaxOrderRef << "上证所时间:" << pRspUserLogin->SSETime << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (pRspInfo->ErrorID != 0) { // in case any login failure, the client should handle this error. cout<<"Failed to login:" <<"errorcode="<<pRspInfo->ErrorID <<"errormsg="<<pRspInfo->ErrorMsg <<"requestid="<<nRequestID <<"chain="<<bIsLast<<endl; exit (-1); } if (bIsLast == true) { //get trading day cout << "TradingDay:" << m_pUserApi->GetTradingDay()<<endl; //query Investor request CKSOTPQryInvestorField Investor = {0}; // broker id strcpy(Investor.BrokerID, m_chBrokerID); // investor id strcpy(Investor.InvestorID, m_chUserID); m_pUserApi->ReqQryInvestor(&Investor, m_nRequestID++ ); } } // investor response virtual void OnRspQryInvestor(CKSOTPInvestorField *pInvestor, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (NULL != pInvestor) { cout << "OnRspQryInvestor:" << "投资者代码:" << pInvestor->InvestorID << "经纪公司代码:" << pInvestor->BrokerID << "投资者名称:" << pInvestor->InvestorName << "证件类型:" << pInvestor->IdentifiedCardType << "证件号码:" << pInvestor->IdentifiedCardNo << "是否活跃:" << pInvestor->IsActive << "联系电话:" << pInvestor->Telephone << "通讯地址:" << pInvestor->Address << "手机:" << pInvestor->Mobile << "开户日期:" << pInvestor->OpenDate << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // trade account request. CKSOTPQryTradingAccountField TradingAccount = {0}; // broker id strcpy(TradingAccount.BrokerID, m_chBrokerID); // investor id strcpy(TradingAccount.InvestorID, m_chUserID); m_pUserApi->ReqQryTradingAccount(&TradingAccount, m_nRequestID++ ); } } // trade account response virtual void OnRspQryTradingAccount(CKSOTPTradingAccountField *pTradingAccount, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (NULL != pTradingAccount) { cout << "OnRspQryTradingAccount:" << "经纪公司代码:" << pTradingAccount->BrokerID << "账号:" << pTradingAccount->AccountID << "上次结算准备金:" << pTradingAccount->PreBalance << "上次占用的保证金:" << pTradingAccount->PreMargin << "入金金额:" << pTradingAccount->Deposit << "出金金额:" << pTradingAccount->Withdraw << "冻结的保证金:" << pTradingAccount->FrozenMargin << "冻结的资金:" << pTradingAccount->FrozenCash << "冻结的手续费:" << pTradingAccount->FrozenCommission << "当前保证金总额:" << pTradingAccount->CurrMargin << "资金差额:" << pTradingAccount->CashIn << "手续费:" << pTradingAccount->Commission << "平仓盈亏:" << pTradingAccount->CloseProfit << "持仓盈亏:" << pTradingAccount->PositionProfit << "证券结算准备金:" << pTradingAccount->Balance << "可用资金:" << pTradingAccount->Available << "可取资金:" << pTradingAccount->WithdrawQuota << "基本准备金:" << pTradingAccount->Reserve << "交易日:" << pTradingAccount->TradingDay << "结算编号:" << pTradingAccount->SettlementID << "信用额度:" << pTradingAccount->Credit << "质押金额:" << pTradingAccount->Mortgage << "交易所保证金:" << pTradingAccount->ExchangeMargin << "投资者交割保证金:" << pTradingAccount->DeliveryMargin << "交易所交割保证金:" << pTradingAccount->ExchangeDeliveryMargin << "期权平仓盈亏:" << pTradingAccount->CloseProfit<< endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // qryexchange CKSOTPQryExchangeField QryExchange = {0}; // exchange id strcpy(QryExchange.ExchangeID, m_chExchangeID); m_pUserApi->ReqQryExchange(&QryExchange, m_nRequestID++ ); } } // rspqryexchange response virtual void OnRspQryExchange(CKSOTPExchangeField *pExchange, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (NULL != pExchange) { cout << "OnRspQryExchange:" << "交易所代码:" << pExchange->ExchangeID << "交易所名称:" << pExchange->ExchangeName<< endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // rspqryinstrument CKSOTPQryInstrumentField QryInstrument = {0}; // exchange id strcpy(QryInstrument.ExchangeID, m_chExchangeID); m_pUserApi->ReqQryInstrument(&QryInstrument, m_nRequestID++ ); } } // instrument response virtual void OnRspQryInstrument(CKSOTPInstrumentField *pInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (NULL != pInstrument) { cout << "OnRspQryInstrument:" << "交易所代码:" << pInstrument->ExchangeID << "合约代码:" << pInstrument->InstrumentID << "合约名称:" << pInstrument->InstrumentName << "合约数量乘数:" << pInstrument->VolumeMultiple << "到期日:" << pInstrument->ExpireDate << "产品代码:" << pInstrument->ProductID << "最小变动价位:" << pInstrument->PriceTick << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // investor position detail CKSOTPQryInvestorPositionDetailField InvestorPositionDetail = {0}; // broker id strcpy(InvestorPositionDetail.BrokerID, m_chBrokerID); // investor id strcpy(InvestorPositionDetail.InvestorID, m_chUserID); // instrument id strcpy(InvestorPositionDetail.InstrumentID, m_chContract); m_pUserApi->ReqQryInvestorPositionDetail(&InvestorPositionDetail, m_nRequestID++ ); } } // investor position detail response virtual void OnRspQryInvestorPositionDetail(CKSOTPInvestorPositionDetailField *pInvestorPositionDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (NULL != pInvestorPositionDetail) { cout << "OnRspQryInvestorPositionDetail:" <<"交易日:" << pInvestorPositionDetail->TradingDay << "开仓日期:" << pInvestorPositionDetail->OpenDate << "成交编号:" << pInvestorPositionDetail->TradeID << "投资者代码:" << pInvestorPositionDetail->InvestorID << "交易所代码:" << pInvestorPositionDetail->ExchangeID << "买卖标志:" << pInvestorPositionDetail->Direction << "投保标志:" << pInvestorPositionDetail->HedgeFlag << "数量:" << pInvestorPositionDetail->Volume << "开仓价格:" << pInvestorPositionDetail->OpenPrice << "投资者保证金:" << pInvestorPositionDetail->Margin << "交易所保证金:" << pInvestorPositionDetail->ExchMargin << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // send order insertion request. CKSOTPInputOrderField ord = {0}; // broker id strcpy(ord.BrokerID, m_chBrokerID); // investor id strcpy(ord.InvestorID, m_chUserID); // instrument id strcpy(ord.InstrumentID, m_chContract); strcpy(ord.OrderRef, "9"); // user id strcpy(ord.UserID, m_chUserID); // order price type ord.OrderPriceType = KS_OTP_OPT_LimitPrice; // direction ord.Direction = KS_OTP_D_Buy; // order’s offset flag ord.OffsetFlag = KS_OTP_OF_Open; // order’s hedge flag ord.HedgeFlag = KS_OTP_HF_Speculation; // price ord.LimitPrice = 0.25; // volume ord.VolumeTotalOriginal = 1; // valid date ord.TimeCondition = KS_OTP_TC_GFD; // GTD date strcpy(ord.GTDDate, ""); // volume condition ord.VolumeCondition = KS_OTP_VC_AV; // min volume ord.MinVolume = 0; // trigger condition ord.ContingentCondition = KS_OTP_CC_Immediately; // stop price ord.StopPrice = 0; // request id ord.RequestID = m_nRequestID; m_pUserApi->ReqOrderInsert(&ord, m_nRequestID++ ); } if (bIsLast == true) { // qryorder CKSOTPQryOrderField QryOrder = {0}; // broker id strcpy(QryOrder.BrokerID, m_chBrokerID); // investor id strcpy(QryOrder.InvestorID, m_chUserID); m_pUserApi->ReqQryOrder(&QryOrder, m_nRequestID++ ); } } // order insertion response virtual void OnRspOrderInsert(CKSOTPInputOrderField *pInputOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (NULL != pInputOrder) { cout << "OnRspOrderInsert:" << "报单引用:" << pInputOrder->OrderRef << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; } // order insert return virtual void OnRtnOrder (CKSOTPOrderField * pOrder) { cout << "OnRtnOrder:" << "序号:" << pOrder->SequenceNo << "客户号:" << pOrder->InvestorID << "委托号:" << pOrder->OrderSysID << "交易所代码:" << pOrder->ExchangeID << "合约号:" << pOrder->InstrumentID << "报单状态:" << pOrder->OrderStatus << "状态信息:" << pOrder->StatusMsg << "委托数量:" << pOrder->VolumeTotalOriginal << "成交数量:" << pOrder->VolumeTraded << "未成交数量:" << pOrder->VolumeTotal << "交割期:" << pOrder->TradingDay << "委托时间:" << pOrder->InsertTime << "撤单时间:" << pOrder->CancelTime << "报单类型:" << pOrder->OrderType << "报单来源:" << pOrder->OrderSource << "报单价格条件:" << pOrder->OrderPriceType << "有效期类型:" << pOrder->TimeCondition << "止损价:" << pOrder->StopPrice << "激活时间:" << pOrder->ActiveTime << "报单引用:" << pOrder->OrderRef << "前置机号:" << pOrder->FrontID << "会话编号:" << pOrder->SessionID << endl; } // trade return virtual void OnRtnTrade (CKSOTPTradeField * pTrade) { cout << "OnRtnTrade:" << "序号:" << pTrade->SequenceNo << "客户号:" << pTrade->InvestorID << "交易所代码:" << pTrade->ExchangeID << "委托单号:" << pTrade->OrderSysID << "合约编码:" << pTrade->InstrumentID << "买卖标记:" << pTrade->Direction << "开平仓标记:" << pTrade->OffsetFlag << "投保标记:" << pTrade->HedgeFlag << "成交数量" << pTrade->Volume << "成交价格" << pTrade->Price << "成交号" << pTrade->TradeID << "交割期" << pTrade->TradingDay << "成交时间" << pTrade->TradeTime << "报单引用" << pTrade->OrderRef << endl; } // qryorder response virtual void OnRspQryOrder(CKSOTPOrderField *pOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if(pOrder != NULL) { cout << "OnRspQryOrder:" <<"报单编号:" << pOrder->OrderSysID << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // qrytrade CKSOTPQryTradeField QryTrade = {0}; // broker id strcpy(QryTrade.BrokerID, m_chBrokerID); // investor id strcpy(QryTrade.InvestorID, m_chUserID); // start time strcpy(QryTrade.TradeTimeStart, "20131201"); // end time strcpy(QryTrade.TradeTimeEnd, "20131231"); // exchange id strcpy(QryTrade.ExchangeID, m_chExchangeID); // instrument id strcpy(QryTrade.InstrumentID, m_chContract); m_pUserApi->ReqQryTrade(&QryTrade, m_nRequestID++ ); } if(pOrder != NULL) { // order insertion success, then send order action request. if (pOrder->OrderStatus == KS_OTP_OST_NoTradeQueueing && atoi(pOrder->OrderSysID) != 0) { // delete ord CKSOTPInputOrderActionField ord = {0}; // broker id strcpy(ord.BrokerID, m_chBrokerID); // investor id strcpy(ord.InvestorID, m_chUserID); // order action refernce strcpy(ord.OrderRef, "000000000001"); strcpy(ord.OrderRef, pOrder->OrderRef); // *必传1 // front id ord.FrontID = pOrder->FrontID; // *必传2 // session id ord.SessionID = pOrder->SessionID; // *必传3 // exchange id strcpy(ord.ExchangeID, pOrder->ExchangeID); // *必传4 // action order id strcpy(ord.OrderSysID,pOrder->OrderSysID); // *有即传 // action order num(unavailable yet) ord.VolumeChange=0; // instrument id strcpy(ord.InstrumentID, pOrder->InstrumentID); // user id strcpy(ord.UserID, m_chUserID); m_pUserApi->ReqOrderAction(&ord, m_nRequestID++ ); } } } // order action result response virtual void OnRspOrderAction(CKSOTPInputOrderActionField *pInputOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (NULL != pInputOrderAction) { cout << "OnRspOrderAction:" << "客户号:" << pInputOrderAction->InvestorID << "委托号:" << pInputOrderAction->OrderSysID << "交易所代码:" << pInputOrderAction->ExchangeID << "合约号:" << pInputOrderAction->InstrumentID << "委托价格:" << pInputOrderAction->LimitPrice << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; } // qrytrade response virtual void OnRspQryTrade(CKSOTPTradeField *pTrade, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if(pTrade != NULL) { cout << "OnRspQryTrade:" << "客户号:" << pTrade->InvestorID << "交易所代码:" << pTrade->ExchangeID << "报单编号:" << pTrade->OrderSysID << "合约代码:" << pTrade->InstrumentID << "买卖标记:" << pTrade->Direction << "开平标志:" << pTrade->OffsetFlag << "投保标记:" << pTrade->HedgeFlag << "成交数量:" << pTrade->Volume << "成交价格:" << pTrade->Price << "成交号:" << pTrade->TradeID << "日期:" << pTrade->TradeDate << "交易日:" <<pTrade->TradingDay << "成交时间:" << pTrade->TradeTime << "序号:" << pTrade->SequenceNo << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // qry position CKSOTPQryInvestorPositionField QryInvestorPosition = {0}; // broker id strcpy(QryInvestorPosition.BrokerID, m_chBrokerID); // investor id strcpy(QryInvestorPosition.InvestorID, m_chUserID); // instrument id strcpy(QryInvestorPosition.InstrumentID, m_chContract); m_pUserApi->ReqQryInvestorPosition(&QryInvestorPosition, m_nRequestID++ );; } } // qryInvestor position response virtual void OnRspQryInvestorPosition(CKSOTPInvestorPositionField *pInvestorPosition, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if(pInvestorPosition != NULL) { cout << "OnRspQryInvestorPosition:" << "客户号:" << pInvestorPosition->InvestorID << "今日总持仓:" << pInvestorPosition->Position << "今日现持仓:" << pInvestorPosition->TodayPosition << "持仓成本:" << pInvestorPosition->PositionCost << "开仓成本:" << pInvestorPosition->OpenCost << "合约代码:" << pInvestorPosition->InstrumentID << "投机套保标志:" << pInvestorPosition->HedgeFlag << "持仓盈亏:" << pInvestorPosition->PositionProfit << "持仓多空方向:" << pInvestorPosition->PosiDirection << "交易日:" << pInvestorPosition->TradingDay << "占用的保证金:" << pInvestorPosition->UseMargin <<endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // password update CKSOTPUserPasswordUpdateField UserPasswordUpdate = {0}; // broker id strcpy(UserPasswordUpdate.BrokerID,m_chBrokerID); // user id strcpy(UserPasswordUpdate.UserID, m_chUserID); // old password strcpy(UserPasswordUpdate.OldPassword, "123456"); // new password strcpy(UserPasswordUpdate.NewPassword, "123456"); m_pUserApi->ReqUserPasswordUpdate(&UserPasswordUpdate, m_nRequestID++ ); } } // password update response virtual void OnRspUserPasswordUpdate(CKSOTPUserPasswordUpdateField *pUserPasswordUpdate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (NULL != pUserPasswordUpdate) { cout << "OnRspUserPasswordUpdate:" << "客户号:" << pUserPasswordUpdate->UserID << "旧口令:" << pUserPasswordUpdate->OldPassword << "新口令:" << pUserPasswordUpdate->NewPassword <<endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // password update CKSOTPTradingAccountPasswordUpdateField TradingAccountPasswordUpdate = {0}; // broker id strcpy(TradingAccountPasswordUpdate.BrokerID,m_chBrokerID); // user id strcpy(TradingAccountPasswordUpdate.AccountID, m_chUserID); // old password strcpy(TradingAccountPasswordUpdate.OldPassword, "123456"); // new password strcpy(TradingAccountPasswordUpdate.NewPassword, "123456"); m_pUserApi->ReqTradingAccountPasswordUpdate(&TradingAccountPasswordUpdate, m_nRequestID++ ); } } // trading account password update response virtual void OnRspTradingAccountPasswordUpdate(CKSOTPTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (NULL != pTradingAccountPasswordUpdate) { cout << "OnRspTradingAccountPasswordUpdate:" << "客户号:" << pTradingAccountPasswordUpdate->AccountID << "旧口令:" << pTradingAccountPasswordUpdate->OldPassword << "新口令:" << pTradingAccountPasswordUpdate->NewPassword <<endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // password update CKSOTPQryTradingCodeField TradingCode = {0}; // broker id strcpy(TradingCode.BrokerID, m_chBrokerID); // investor id strcpy(TradingCode.InvestorID, m_chUserID); // exchange id strcpy(TradingCode.ExchangeID, m_chExchangeID); m_pUserApi->ReqQryTradingCode(&TradingCode, m_nRequestID++ ); } } // tradingcode response virtual void OnRspQryTradingCode(CKSOTPTradingCodeField *pTradingCode, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (NULL != pTradingCode) { cout << "OnRspQryTradingCode:" << "投资者代码:" << pTradingCode->InvestorID << "经纪公司代码:" << pTradingCode->BrokerID << "交易所代码:" << pTradingCode->ExchangeID << "合约账号:" << pTradingCode->ClientID << "是否活跃:" << pTradingCode->IsActive << "合约账号类型:" << pTradingCode->ClientIDType <<endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // send order insertion request. CKSOTPInputExecOrderField ord = {0}; // broker id strcpy(ord.BrokerID, m_chBrokerID); // investor id strcpy(ord.InvestorID, m_chUserID); // instrument id strcpy(ord.InstrumentID, m_chContract); //order reference strcpy(ord.ExecOrderRef, "9"); // user id strcpy(ord.UserID, m_chUserID); // volume ord.Volume = 1; // request id ord.RequestID = m_nRequestID; // order’s offset flag ord.OffsetFlag = KS_OTP_OF_Open; // order’s hedge flag ord.HedgeFlag = KS_OTP_HF_Speculation; m_pUserApi->ReqExecOrderInsert(&ord, m_nRequestID++ ); } } // nontrading orderInsert response virtual void OnRspExecOrderInsert(CKSOTPExecOrderField *pInputOTPOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (pInputOTPOrder != NULL) { cout << "非交易报单录入请求响应:" << "经济公司代码:" << pInputOTPOrder->BrokerID << "客户号:" << pInputOTPOrder->InvestorID << "合约编码:" << pInputOTPOrder->InstrumentID << "非交易报单引用:" << pInputOTPOrder->ExecOrderRef << "用户代码:" << pInputOTPOrder->UserID << "数量:" << pInputOTPOrder->Volume << "请求编号:" << pInputOTPOrder->RequestID << "业务单元:" << pInputOTPOrder->BusinessUnit << "开平标志:" << pInputOTPOrder->OffsetFlag << "备兑标志:" << pInputOTPOrder->HedgeFlag<< endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; } // nontrading order return virtual void OnRtnExecOrder(CKSOTPExecOrderField *pNonTradingOrder) { cout << "OnRtnNonTradingOrder:" << "经济公司代码:" << pNonTradingOrder->BrokerID << "客户号:" << pNonTradingOrder->InvestorID << "合约编码:" << pNonTradingOrder->InstrumentID << "执行宣告引用:" << pNonTradingOrder->ExecOrderRef << "用户代码:" << pNonTradingOrder->UserID << "数量:" << pNonTradingOrder->Volume << "请求编号:" << pNonTradingOrder->RequestID << "业务单元:" << pNonTradingOrder->BusinessUnit << "开平标志:" << pNonTradingOrder->OffsetFlag << "备兑标志:" << pNonTradingOrder->HedgeFlag << "本地执行宣告编号:" << pNonTradingOrder->ExecOrderLocalID << "交易所代码:" << pNonTradingOrder->ExchangeID << "会员代码:" << pNonTradingOrder->ParticipantID << "合约账号:" << pNonTradingOrder->ClientID << "合约在交易所的代码:" << pNonTradingOrder->ExchangeInstID << "交易所交易员代码:" << pNonTradingOrder->TraderID << "执行宣告提交状态:" << pNonTradingOrder->OrderSubmitStatus << "报单提示序号:" << pNonTradingOrder->NotifySequence << "交易日:" << pNonTradingOrder->TradingDay << "结算编号:" << pNonTradingOrder->SettlementID << "执行宣告编号:" << pNonTradingOrder->ExecOrderSysID << "报单日期:" << pNonTradingOrder->InsertDate << "插入时间:" << pNonTradingOrder->InsertTime << "撤销时间:" << pNonTradingOrder->CancelTime << "结算会员编号:" << pNonTradingOrder->ClearingPartID << "序号:" << pNonTradingOrder->SequenceNo << "前置编号:" << pNonTradingOrder->FrontID << "会话编号:" << pNonTradingOrder->SessionID << "用户端产品信息:" << pNonTradingOrder->UserProductInfo << "状态信息:" << pNonTradingOrder->StatusMsg << "操作用户代码:" << pNonTradingOrder->ActiveUserID << "经纪公司报单编号:" << pNonTradingOrder->BrokerExecOrderSeq << endl; // send order insertion request CKSOTPQryExecOrderField ord = {0}; // broker id strcpy(ord.BrokerID, m_chBrokerID); // investor id strcpy(ord.InvestorID, m_chUserID); // instrument id strcpy(ord.InstrumentID, m_chContract); //order reference strcpy(ord.ExecOrderSysID, ""); // exchange id strcpy(ord.ExchangeID, m_chExchangeID); m_pUserApi->ReqQryExecOrder(&ord, m_nRequestID++ ); } // the error notification caused by client request virtual void OnRspError (CKSOTPRspInfoField * pRspInfo, int nRequestID, bool bIsLast) { cout << "OnRspError" << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; // the client should handle the error } // instrument status return virtual void OnRtnInstrumentStatus (CKSOTPInstrumentStatusField *pInstrumentStatus) { cout << "OnRtnInstrumentStatus" << "ExchangeID:" << pInstrumentStatus->ExchangeID << "InstrumentStatus:" << pInstrumentStatus->InstrumentStatus << "EnterReason:" << pInstrumentStatus->EnterReason << endl; } // trading notice return virtual void OnRtnTradingNotice(CKSOTPTradingNoticeInfoField *pTradingNoticeInfo) { cout << "OnRtnTradingNotice:" << "经济公司代码:" << pTradingNoticeInfo->BrokerID << "客户号:" << pTradingNoticeInfo->InvestorID << "发送时间:" << pTradingNoticeInfo->SendTime << "消息正文:" << pTradingNoticeInfo->FieldContent << "序列系列号:" << pTradingNoticeInfo->SequenceSeries << "序列号:" << pTradingNoticeInfo->SequenceNo << endl; } // nontrading order response virtual void OnRspQryExecOrder(CKSOTPExecOrderField *pOTPOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (pOTPOrder != NULL) { cout << "请求查询非交易报单响应:" << "经济公司代码:" << pOTPOrder->BrokerID << "客户号:" << pOTPOrder->InvestorID << "合约编码:" << pOTPOrder->InstrumentID << "执行宣告引用:" << pOTPOrder->ExecOrderRef << "用户代码:" << pOTPOrder->UserID << "数量:" << pOTPOrder->Volume << "请求编号:" << pOTPOrder->RequestID << "业务单元:" << pOTPOrder->BusinessUnit << "开平标志:" << pOTPOrder->OffsetFlag << "备兑标志:" << pOTPOrder->HedgeFlag << "执行宣告报单编号:" << pOTPOrder->ExecOrderLocalID << "交易所代码:" << pOTPOrder->ExchangeID << "会员代码:" << pOTPOrder->ParticipantID << "合约账号:" << pOTPOrder->ClientID << "合约在交易所的代码:" << pOTPOrder->ExchangeInstID << "交易所交易员代码:" << pOTPOrder->TraderID << "非交易报单提交状态:" << pOTPOrder->OrderSubmitStatus << "报单提示序号:" << pOTPOrder->NotifySequence << "交易日:" << pOTPOrder->TradingDay << "结算编号:" << pOTPOrder->SettlementID << "执行宣告编号:" << pOTPOrder->ExecOrderSysID << "报单日期:" << pOTPOrder->InsertDate << "插入时间:" << pOTPOrder->InsertTime << "撤销时间:" << pOTPOrder->CancelTime << "结算会员编号:" << pOTPOrder->ClearingPartID << "序号:" << pOTPOrder->SequenceNo << "前置编号:" << pOTPOrder->FrontID << "会话编号:" << pOTPOrder->SessionID << "用户端产品信息:" << pOTPOrder->UserProductInfo << "状态信息:" << pOTPOrder->StatusMsg << "操作用户代码:" << pOTPOrder->ActiveUserID << "经纪公司报单编号:" << pOTPOrder->BrokerExecOrderSeq << endl; if (bIsLast == true) { // send order insertion request. CKSOTPInputExecOrderActionField ord = {0}; // broker id strcpy(ord.BrokerID, m_chBrokerID); // investor ID strcpy(ord.InvestorID, m_chUserID); // instrument ID strcpy(ord.InstrumentID, m_chContract); //order reference strcpy(ord.ExecOrderRef, "9"); // user id strcpy(ord.UserID, m_chUserID); // action flag ord.ActionFlag = KS_OTP_AF_Delete; // front id ord.FrontID = pOTPOrder->FrontID; // session id ord.SessionID = pOTPOrder->SessionID; // exchange id strcpy(ord.ExchangeID, pOTPOrder->ExchangeID); // otporder sysid strcpy(ord.ExecOrderSysID,pOTPOrder->ExecOrderSysID); // request id ord.RequestID = m_nRequestID; m_pUserApi->ReqExecOrderAction(&ord, m_nRequestID++ ); } } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; } // nontrading order action response virtual void OnRspExecOrderAction(CKSOTPInputExecOrderActionField *pInputOTPOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (pInputOTPOrderAction != NULL) { cout << "执行宣告操作请求响应:" << "经济公司代码:" << pInputOTPOrderAction->BrokerID << "客户号:" << pInputOTPOrderAction->InvestorID << "执行宣告引用:" << pInputOTPOrderAction->ExecOrderRef << "请求编号:" << pInputOTPOrderAction->RequestID << "前置编号:" << pInputOTPOrderAction->FrontID << "会话编号:" << pInputOTPOrderAction->SessionID << "交易所代码:" << pInputOTPOrderAction->ExchangeID << "合约编码:" << pInputOTPOrderAction->InstrumentID << "撤销用户:" << pInputOTPOrderAction->UserID << "执行宣告操作编号:" << pInputOTPOrderAction->ExecOrderSysID << "操作标志:" << pInputOTPOrderAction->ActionFlag << "用户代码用户代码:" << pInputOTPOrderAction->UserID << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // send order insertion request. CKSOTPQryExecOrderVolumeField ord = {0}; // broker id strcpy(ord.BrokerID, m_chBrokerID); // investor id strcpy(ord.InvestorID, m_chUserID); // instrument id strcpy(ord.InstrumentID, m_chContract); // hedge flag ord.HedgeFlag = KS_OTP_HF_Covered; m_pUserApi->ReqQryExecOrderVolume(&ord, m_nRequestID++ ); } } // nontrading order volume response virtual void OnRspQryExecOrderVolume(CKSOTPExecOrderVolumeField *pOTPOrderVolume, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (pOTPOrderVolume != NULL) { cout << "查询非交易报单量响应:" << "经济公司代码:" << pOTPOrderVolume->BrokerID << "客户号:" << pOTPOrderVolume->InvestorID << "合约编码:" << pOTPOrderVolume->InstrumentID << "备兑标志:" << pOTPOrderVolume->HedgeFlag << "可申请执行量:" << pOTPOrderVolume->ExecVolume << "已申请执行量:" << pOTPOrderVolume->ExecedVolume << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // send order insertion request. CKSOTPQryOTPInsCommRateField ord = {0}; // broker id strcpy(ord.BrokerID, m_chBrokerID); // investor id strcpy(ord.InvestorID, m_chUserID); // instrument id strcpy(ord.InstrumentID, m_chContract); m_pUserApi->ReqQryOTPInsCommRate(&ord, m_nRequestID++ ); } } // instrument commission rate response virtual void OnRspQryOTPInsCommRate(CKSOTPOTPInsCommRateField *pOTPInsMarginRate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (pOTPInsMarginRate != NULL) { cout << "请求查询个股期权手续费率响应:" << "合约编码:" << pOTPInsMarginRate->InstrumentID << "营业部代码:" << pOTPInsMarginRate->BrokerID << "投资者代码:" << pOTPInsMarginRate->InvestorID << "开仓手续费率:" << pOTPInsMarginRate->OpenRatioByMoney << "开仓手续费:" << pOTPInsMarginRate->OpenRatioByVolume << "平仓手续费率:" << pOTPInsMarginRate->CloseRatioByMoney << "平仓手续费:" << pOTPInsMarginRate->CloseRatioByVolume << "执行手续费率:" << pOTPInsMarginRate->StrikeRatioByMoney << "执行手续费:" << pOTPInsMarginRate->StrikeRatioByVolume<< endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // send order insertion request. CKSOTPQryInstrumentMarginRateField ord = {0}; // broker id strcpy(ord.BrokerID, m_chBrokerID); // investor ID strcpy(ord.InvestorID, m_chUserID); // instrument ID strcpy(ord.InstrumentID, m_chContract); m_pUserApi->ReqQryInstrumentMarginRate(&ord, m_nRequestID++ ); } } // instrument marginrate response virtual void OnRspQryInstrumentMarginRate(CKSOTPInstrumentMarginRateField *pInstrumentMarginRate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (pInstrumentMarginRate != NULL) { cout << "查询个股期权保证金率请求响应:" << "合约编码:" << pInstrumentMarginRate->InstrumentID << "营业部代码:" << pInstrumentMarginRate->BrokerID << "投资者代码:" << pInstrumentMarginRate->InvestorID << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; if (bIsLast == true) { // send order insertion request. CKSOTPQryUnderlyingStockInfoField ord = {0}; // broker id strcpy(ord.BrokerID, m_chBrokerID); // exchange id strcpy(ord.ExchangeID, m_chExchangeID); // product id strcpy(ord.ProductID, ""); m_pUserApi->ReqQryUnderlyingStockInfo(&ord, m_nRequestID++ ); } } // underlying stock information response virtual void OnRspQryUnderlyingStockInfo(CKSOTPUnderlyingStockInfoField *pUnderlyingStockInfo, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (pUnderlyingStockInfo != NULL) { cout << "查询标的券信息响应:" << "经济公司代码:" << pUnderlyingStockInfo->BrokerID << "交易所代码:" << pUnderlyingStockInfo->ExchangeID << "产品代码:" << pUnderlyingStockInfo->ProductID << "昨收盘:" << pUnderlyingStockInfo->PreClosePrice << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; } // logout response virtual void OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { if (NULL != pUserLogout) { cout << "OnRspUserLogout:" << "投资者代码:" << pUserLogout->UserID << endl; } cout << endl << "ErrorCode=" << pRspInfo->ErrorID << "ErrorMsg=" << pRspInfo->ErrorMsg << "RequestID=" << nRequestID << "Chain=" << bIsLast << endl; // inform the main thread order transaction is over SetEvent(m_hEvent); } public: // broker id TKSOTPBrokerIDType m_chBrokerID; // user id TKSOTPUserIDType m_chUserID; // user password TKSOTPPasswordType m_chPassword; // exchange id TKSOTPExchangeIDType m_chExchangeID; // contract TKSOTPInstrumentIDType m_chContract; TKSOTPInstrumentIDType m_chProductID; // request id int m_nRequestID; // finish event HANDLE m_hEvent; private: // a pointer of CKSOTPTraderApi instance CKSOTPTraderApi * m_pUserApi; }; int main () { // create a CKSOTPTraderApi instance CKSOTPTraderApi *pUserApi = CKSOTPTraderApi::CreateOTPTraderApi (); // create an event handler instance CSimpleHandler *pSpi = new CSimpleHandler (pUserApi); // create a manual reset event with no signal pSpi ->m_hEvent = CreateEvent(NULL, true, false, NULL); // set spi's broker, user, password strncpy (pSpi ->m_chBrokerID, "31000853", sizeof(pSpi ->m_chBrokerID)-1); strncpy (pSpi ->m_chUserID, "80002", sizeof(pSpi ->m_chUserID)-1); strncpy (pSpi ->m_chPassword, "123456", sizeof(pSpi ->m_chPassword)-1); strncpy (pSpi ->m_chContract, "90000001", sizeof(pSpi ->m_chContract)-1); strncpy (pSpi ->m_chExchangeID, "SSE", sizeof(pSpi ->m_chExchangeID)-1); strncpy (pSpi ->m_chProductID, "510050", sizeof(pSpi ->m_chProductID)-1); // register an event handler instance pUserApi->RegisterSpi (pSpi); // subscribe private topic pUserApi->SubscribePrivateTopic (KSOTP_TERT_QUICK); pUserApi->SubscribePublicTopic (KSOTP_TERT_QUICK); // register the front address and port pUserApi->RegisterFront ("tcp://10.253.117.107:13153"); // make the connection between client and server pUserApi->Init (); // waiting for quit event WaitForSingleObject(pSpi ->m_hEvent, INFINITE); cout << "press return to release..." << endl; getchar(); // release the API instance pUserApi->Release(); cout << "press return to quit..." << endl; getchar(); return 0; }
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