Example #1
0
void CTraderApi::ReqOrderAction(CThostFtdcOrderField *pOrder)
{
    if (NULL == m_pApi)
        return;

    SRequest* pRequest = MakeRequestBuf(E_InputOrderActionField);
    if (NULL == pRequest)
        return;

    CThostFtdcInputOrderActionField& body = pRequest->InputOrderActionField;

    ///经纪公司代码
    strncpy(body.BrokerID, pOrder->BrokerID,sizeof(TThostFtdcBrokerIDType));
    ///投资者代码
    strncpy(body.InvestorID, pOrder->InvestorID,sizeof(TThostFtdcInvestorIDType));
    ///报单引用
    strncpy(body.OrderRef, pOrder->OrderRef,sizeof(TThostFtdcOrderRefType));
    ///前置编号
    body.FrontID = pOrder->FrontID;
    ///会话编号
    body.SessionID = pOrder->SessionID;
    ///交易所代码
    strncpy(body.ExchangeID,pOrder->ExchangeID,sizeof(TThostFtdcExchangeIDType));
    ///报单编号
    strncpy(body.OrderSysID,pOrder->OrderSysID,sizeof(TThostFtdcOrderSysIDType));
    ///操作标志
    body.ActionFlag = THOST_FTDC_AF_Delete;
    ///合约代码
    strncpy(body.InstrumentID, pOrder->InstrumentID,sizeof(TThostFtdcInstrumentIDType));

    long lRequest = InterlockedIncrement(&m_lRequestID);
    m_pApi->ReqOrderAction(&pRequest->InputOrderActionField,lRequest);
    delete pRequest;
}
Example #2
0
void CTraderApi::ReqQuoteCancelOrder(
		const string& szInstrumentId,
		DFITCLocalOrderIDType localOrderID,
		DFITCSPDOrderIDType spdOrderID)
{
	
	WriteLog("ReqQuoteCancelOrder localOrderID=%d   spdOrderID =%d  szInstrumentId=%s ",localOrderID , spdOrderID, szInstrumentId.c_str());

	if (NULL == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_QuoteCancelOrderField);
	if (NULL == pRequest)
		return;

	DFITCCancelOrderField* body = (DFITCCancelOrderField*)pRequest->pBuf;

	strncpy(body->accountID, m_szAccountID.c_str(),sizeof(DFITCAccountIDType));
	// 合约
	strncpy(body->instrumentID,szInstrumentId.c_str(),sizeof(DFITCInstrumentIDType));

	body->localOrderID = localOrderID;
	body->spdOrderID = spdOrderID;
	
	m_pApi->ReqQuoteCancelOrder(body);

	delete pRequest->pBuf;
	delete pRequest;//用完后直接删除
}
Example #3
0
int CTraderApi::ReqOrderAction(CSecurityFtdcOrderField *pOrder)
{
	if (nullptr == m_pApi)
		return 0;

	SRequest* pRequest = MakeRequestBuf(E_InputOrderActionField);
	if (nullptr == pRequest)
		return 0;

	CSecurityFtdcInputOrderActionField& body = pRequest->InputOrderActionField;

	///经纪公司代码
	strncpy(body.BrokerID, pOrder->BrokerID,sizeof(TSecurityFtdcBrokerIDType));
	///投资者代码
	strncpy(body.InvestorID, pOrder->InvestorID,sizeof(TSecurityFtdcInvestorIDType));
	///报单引用
	strncpy(body.OrderRef, pOrder->OrderRef,sizeof(TSecurityFtdcOrderRefType));
	///前置编号
	body.FrontID = pOrder->FrontID;
	///会话编号
	body.SessionID = pOrder->SessionID;
	///交易所代码
	strncpy(body.ExchangeID,pOrder->ExchangeID,sizeof(TSecurityFtdcExchangeIDType));
	///报单编号
	//strncpy(body.OrderSysID,pOrder->OrderSysID,sizeof(TSecurityFtdcOrderSysIDType));
	///操作标志
	body.ActionFlag = SECURITY_FTDC_AF_Delete;
	///合约代码
	strncpy(body.InstrumentID, pOrder->InstrumentID,sizeof(TSecurityFtdcInstrumentIDType));

	int nRet = m_pApi->ReqOrderAction(&pRequest->InputOrderActionField, ++m_lRequestID);
	delete pRequest;
	return nRet;
}
Example #4
0
int CTraderApi::ReqQuoteAction(CThostFtdcQuoteField *pQuote)
{
	if (NULL == m_pApi)
		return 0;

	SRequest* pRequest = MakeRequestBuf(E_InputQuoteActionField);
	if (NULL == pRequest)
		return 0;

	CThostFtdcInputQuoteActionField& body = pRequest->InputQuoteActionField;

	///经纪公司代码
	strncpy(body.BrokerID, pQuote->BrokerID, sizeof(TThostFtdcBrokerIDType));
	///投资者代码
	strncpy(body.InvestorID, pQuote->InvestorID, sizeof(TThostFtdcInvestorIDType));
	///报单引用
	strncpy(body.QuoteRef, pQuote->QuoteRef, sizeof(TThostFtdcOrderRefType));
	///前置编号
	body.FrontID = pQuote->FrontID;
	///会话编号
	body.SessionID = pQuote->SessionID;
	///交易所代码
	strncpy(body.ExchangeID, pQuote->ExchangeID, sizeof(TThostFtdcExchangeIDType));
	///报单编号
	strncpy(body.QuoteSysID, pQuote->QuoteSysID, sizeof(TThostFtdcOrderSysIDType));
	///操作标志
	body.ActionFlag = THOST_FTDC_AF_Delete;
	///合约代码
	strncpy(body.InstrumentID, pQuote->InstrumentID, sizeof(TThostFtdcInstrumentIDType));

	int nRet = m_pApi->ReqQuoteAction(&pRequest->InputQuoteActionField, ++m_lRequestID);
	delete pRequest;
	return nRet;
}
Example #5
0
void CTraderApi::ReqQuoteSubscribe()
{
	if (NULL == m_pApi)
		return;
	WriteLog("ReqQuoteSubscribe");
	SRequest* pRequest = MakeRequestBuf(E_QuoteSubscribeField);
	if (NULL == pRequest)
		return;
	
	DFITCQuoteSubscribeField * body = (DFITCQuoteSubscribeField*)pRequest->pBuf;
	
	strncpy(body->accountID,m_szAccountID.c_str(),sizeof(DFITCAccountIDType));
	
	AddToSendQueue(pRequest);
}
Example #6
0
void CTraderApi::ReqQryInstrument(const string& szInstrumentId)
{
	if (NULL == m_pApi)
		return;
	
	SRequest* pRequest = MakeRequestBuf(E_QryInstrumentField);
	if (NULL == pRequest)
		return;
	
	CThostFtdcQryInstrumentField& body = pRequest->QryInstrumentField;
	
	strncpy(body.InstrumentID,szInstrumentId.c_str(),sizeof(TThostFtdcInstrumentIDType));
	
	AddToSendQueue(pRequest);
}
Example #7
0
void CTraderApi::ReqQryCustomerCapital()
{
	if (NULL == m_pApi)
		return;
	
	SRequest* pRequest = MakeRequestBuf(E_CapitalField);
	if (NULL == pRequest)
		return;
	
	DFITCCapitalField* body = (DFITCCapitalField*)pRequest->pBuf;

	strncpy(body->accountID, m_szAccountID.c_str(),sizeof(DFITCAccountIDType));

	AddToSendQueue(pRequest);
}
Example #8
0
void CTraderApi::ReqQryDepthMarketData(const string& szInstrumentId)
{
	if (nullptr == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_QryDepthMarketDataField);
	if (nullptr == pRequest)
		return;

	CSecurityFtdcQryDepthMarketDataField& body = pRequest->QryDepthMarketDataField;

	strncpy(body.InstrumentID,szInstrumentId.c_str(),sizeof(TSecurityFtdcInstrumentIDType));

	AddToSendQueue(pRequest);
}
Example #9
0
void CTraderApi::ReqQryOrder()
{
	if (nullptr == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_QryOrderField);
	if (nullptr == pRequest)
		return;

	CSecurityFtdcQryOrderField& body = pRequest->QryOrderField;

	strncpy(body.BrokerID, m_RspUserLogin.BrokerID, sizeof(TSecurityFtdcBrokerIDType));
	strncpy(body.InvestorID, m_RspUserLogin.UserID, sizeof(TSecurityFtdcInvestorIDType));

	AddToSendQueue(pRequest);
}
Example #10
0
void CTraderApi::ReqQryInstrument(const string& szInstrumentId, const string& szExchange)
{
	if (nullptr == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_QryInstrumentField);
	if (nullptr == pRequest)
		return;

	CSecurityFtdcQryInstrumentField& body = pRequest->QryInstrumentField;

	strncpy(body.InstrumentID,szInstrumentId.c_str(),sizeof(TSecurityFtdcInstrumentIDType));
	strncpy(body.ExchangeID, szExchange.c_str(), sizeof(TSecurityFtdcExchangeIDType));

	AddToSendQueue(pRequest);
}
Example #11
0
void CTraderApi::ReqQryMatchInfo(DFITCInstrumentTypeType instrumentType)
{
	if (NULL == m_pApi)
		return;
	WriteLog("ReqQryMatchInfo");
	SRequest* pRequest = MakeRequestBuf(E_MatchField);
	if (NULL == pRequest)
		return;
	
	DFITCMatchField* body = (DFITCMatchField*)pRequest->pBuf;
	
	strncpy(body->accountID,m_szAccountID.c_str(),sizeof(DFITCAccountIDType));
	body->instrumentType = instrumentType;
	
	AddToSendQueue(pRequest);
}
Example #12
0
void CTraderApi::ReqQryArbitrageInstrument(const string& szExchangeId)
{
	if (NULL == m_pApi)
		return;
	
	SRequest* pRequest = MakeRequestBuf(E_AbiInstrumentField);
	if (NULL == pRequest)
		return;
	
	DFITCAbiInstrumentField* body = (DFITCAbiInstrumentField*)pRequest->pBuf;
	
	strncpy(body->accountID,m_szAccountID.c_str(),sizeof(DFITCAccountIDType));
	strncpy(body->exchangeID,szExchangeId.c_str(),sizeof(DFITCExchangeIDType));
	
	AddToSendQueue(pRequest);
}
Example #13
0
void CTraderApi::ReqQryTradingAccount()
{
	if (nullptr == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_QryTradingAccountField);
	if (nullptr == pRequest)
		return;

	CSecurityFtdcQryTradingAccountField& body = pRequest->QryTradingAccountField;

	strcpy(body.BrokerID, m_RspUserLogin.BrokerID);
	strcpy(body.InvestorID, m_RspUserLogin.UserID);

	AddToSendQueue(pRequest);
}
Example #14
0
void CTraderApi::ReqQryInstrument(const string& szInstrumentId, const string& szExchange)
{
	if (nullptr == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_QryInstrumentField);
	if (nullptr == pRequest)
		return;

	CThostFtdcQryInstrumentField& body = pRequest->QryInstrumentField;

	strncpy(body.ContractID, szInstrumentId.c_str(), sizeof(TThostFtdcInstrumentIDType));
	//strncpy(body.ProductID, szExchange.c_str(), sizeof(TThostFtdcProductIDType));

	AddToSendQueue(pRequest);
}
Example #15
0
void CTraderApi::ReqQryTradingAccount()
{
	if (NULL == m_pApi)
		return;
	
	SRequest* pRequest = MakeRequestBuf(E_QryTradingAccountField);
	if (NULL == pRequest)
		return;
	
	CThostFtdcQryTradingAccountField& body = pRequest->QryTradingAccountField;
	
	strncpy(body.BrokerID, m_RspUserLogin.BrokerID,sizeof(TThostFtdcBrokerIDType));
	strncpy(body.InvestorID, m_RspUserLogin.UserID,sizeof(TThostFtdcInvestorIDType));
	
	AddToSendQueue(pRequest);
}
Example #16
0
void CTraderApi::ReqQryInstrumentCommissionRate(const string& szInstrumentId)
{
	if (NULL == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_QryInstrumentCommissionRateField);
	if (NULL == pRequest)
		return;

	CThostFtdcQryInstrumentCommissionRateField& body = pRequest->QryInstrumentCommissionRateField;

	strncpy(body.BrokerID, m_RspUserLogin.BrokerID,sizeof(TThostFtdcBrokerIDType));
	strncpy(body.InvestorID, m_RspUserLogin.UserID,sizeof(TThostFtdcInvestorIDType));
	strncpy(body.InstrumentID,szInstrumentId.c_str(),sizeof(TThostFtdcInstrumentIDType));

	AddToSendQueue(pRequest);
}
Example #17
0
void CTraderApi::ReqQryPositionDetail(const string& szInstrumentId)
{
	if (NULL == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_PositionDetailField);
	if (NULL == pRequest)
		return;

	DFITCPositionDetailField* body = (DFITCPositionDetailField*)pRequest->pBuf;

	strncpy(body->accountID, m_szAccountID.c_str(),sizeof(DFITCAccountIDType));
	strncpy(body->instrumentID,szInstrumentId.c_str(),sizeof(DFITCInstrumentIDType));
	//body->instrumentType;

	AddToSendQueue(pRequest);
}
Example #18
0
void CTraderApi::ReqQryExchangeInstrument(const string& szExchangeId,DFITCInstrumentTypeType instrumentType)
{
	if (NULL == m_pApi)
		return;
	WriteLog("ReqQryExchangeInstrument %s %d",szExchangeId.c_str(),instrumentType); 
	SRequest* pRequest = MakeRequestBuf(E_ExchangeInstrumentField);
	if (NULL == pRequest)
		return;
	
	DFITCExchangeInstrumentField* body = (DFITCExchangeInstrumentField*)pRequest->pBuf;
	
	strncpy(body->accountID,m_szAccountID.c_str(),sizeof(DFITCAccountIDType));
	strncpy(body->exchangeID,szExchangeId.c_str(),sizeof(DFITCExchangeIDType));
	body->instrumentType = instrumentType;
	
	AddToSendQueue(pRequest);
}
Example #19
0
void CTraderApi::ReqQryTrade()
{
	if (nullptr == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_QryTradeField);
	if (nullptr == pRequest)
		return;

	CUstpFtdcQryTradeField& body = pRequest->QryTradeField;

	strcpy(body.BrokerID, m_RspUserInvestor.BrokerID);
	strcpy(body.UserID, m_RspUserInvestor.UserID);
	strcpy(body.InvestorID, m_RspUserInvestor.InvestorID);

	AddToSendQueue(pRequest);
}
Example #20
0
void CTraderApi::ReqQryInvestorPosition(const string& szInstrumentId, const string& szExchange)
{
	if (nullptr == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_QryInvestorPositionField);
	if (nullptr == pRequest)
		return;

	CSecurityFtdcQryInvestorPositionField& body = pRequest->QryInvestorPositionField;

	strcpy(body.BrokerID, m_RspUserLogin.BrokerID);
	strcpy(body.InvestorID, m_RspUserLogin.UserID);
	strncpy(body.InstrumentID,szInstrumentId.c_str(),sizeof(TSecurityFtdcInstrumentIDType));

	AddToSendQueue(pRequest);
}
Example #21
0
void CTraderApi::ReqQryUserInvestor()
{
	if (nullptr == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_QryUserInvestorField);
	if (pRequest)
	{
		XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Doing, 0, nullptr, 0, nullptr, 0, nullptr, 0);

		CUstpFtdcQryUserInvestorField& body = pRequest->QryUserInvestorField;

		strncpy(body.BrokerID, m_ServerInfo.BrokerID, sizeof(TUstpFtdcBrokerIDType));
		strncpy(body.UserID, m_UserInfo.UserID, sizeof(TUstpFtdcInvestorIDType));

		AddToSendQueue(pRequest);
	}
}
Example #22
0
void CTraderApi::ReqQryInvestorFee(const string& szInstrumentId)
{
	if (nullptr == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_QryInvestorFeeField);
	if (nullptr == pRequest)
		return;

	CUstpFtdcQryInvestorFeeField& body = pRequest->QryInvestorFeeField;

	strcpy(body.BrokerID, m_RspUserInvestor.BrokerID);
	strcpy(body.UserID, m_RspUserInvestor.UserID);
	strcpy(body.InvestorID, m_RspUserInvestor.InvestorID);
	
	strncpy(body.InstrumentID,szInstrumentId.c_str(),sizeof(TUstpFtdcInstrumentIDType));

	AddToSendQueue(pRequest);
}
Example #23
0
void CTraderApi::ReqUserLogin()
{
	if (nullptr == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_ReqUserLoginField);
	if (pRequest)
	{
		XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Logining, 0, nullptr, 0, nullptr, 0, nullptr, 0);

		CThostFtdcReqUserLoginField& body = pRequest->ReqUserLoginField;

		strncpy(body.accountID, m_UserInfo.UserID, sizeof(TThostFtdcTraderIDType));
		strncpy(body.password, m_UserInfo.Password, sizeof(TThostFtdcPasswordType));
		body.loginType = BANKACC_TYPE;

		AddToSendQueue(pRequest);
	}
}
Example #24
0
void CTraderApi::ReqUserLogin()
{
	if (nullptr == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_ReqUserLoginField);
	if (pRequest)
	{
		XRespone(ResponeType::OnConnectionStatus, m_msgQueue, this, ConnectionStatus::Logining, 0, nullptr, 0, nullptr, 0, nullptr, 0);

		CUstpFtdcReqUserLoginField& body = pRequest->ReqUserLoginField;

		strncpy(body.UserID, m_UserInfo.UserID, sizeof(TUstpFtdcInvestorIDType));
		strncpy(body.BrokerID, m_ServerInfo.BrokerID, sizeof(TUstpFtdcBrokerIDType));
		strncpy(body.Password, m_UserInfo.Password, sizeof(TUstpFtdcPasswordType));
		strncpy(body.UserProductInfo, m_ServerInfo.UserProductInfo, sizeof(TUstpFtdcProductInfoType));

		AddToSendQueue(pRequest);
	}
}
Example #25
0
void CTraderApi::ReqSettlementInfoConfirm()
{
	if (NULL == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_SettlementInfoConfirmField);
	if (pRequest)
	{
		m_status = E_confirming;
		if(m_msgQueue)
			m_msgQueue->Input_OnConnect(this,NULL,m_status);

		CThostFtdcSettlementInfoConfirmField& body = pRequest->SettlementInfoConfirmField;

		strncpy(body.BrokerID, m_szBrokerId.c_str(),sizeof(TThostFtdcBrokerIDType));
		strncpy(body.InvestorID, m_szInvestorId.c_str(),sizeof(TThostFtdcInvestorIDType));

		AddToSendQueue(pRequest);
	}
}
Example #26
0
void CTraderApi::ReqUserLogin()
{
	if (NULL == m_pApi)
		return;
	WriteLog("ReqUserLogin");
	SRequest* pRequest = MakeRequestBuf(E_UserLoginField);
	if (pRequest)
	{
		m_status = E_logining;
		if(m_msgQueue)
			m_msgQueue->Input_OnConnect(this,NULL,m_status);

		DFITCUserLoginField* body = (DFITCUserLoginField*)pRequest->pBuf;

		strncpy(body->accountID, m_szAccountID.c_str(),sizeof(DFITCAccountIDType));
		strncpy(body->passwd, m_szPassword.c_str(),sizeof(DFITCPasswdType));
		body->companyID = m_sCompanyID;

		AddToSendQueue(pRequest);
	}
}
Example #27
0
void CTraderApi::ReqAuthenticate()
{
	if (NULL == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_ReqAuthenticateField);
	if (pRequest)
	{
		m_status = E_authing;
		if(m_msgQueue)
			m_msgQueue->Input_OnConnect(this,NULL,m_status);

		CThostFtdcReqAuthenticateField& body = pRequest->ReqAuthenticateField;

		strncpy(body.BrokerID, m_szBrokerId.c_str(),sizeof(TThostFtdcBrokerIDType));
		strncpy(body.UserID, m_szInvestorId.c_str(),sizeof(TThostFtdcInvestorIDType));
		strncpy(body.UserProductInfo,m_szUserProductInfo.c_str(),sizeof(TThostFtdcProductInfoType));
		strncpy(body.AuthCode,m_szAuthCode.c_str(),sizeof(TThostFtdcAuthCodeType));

		AddToSendQueue(pRequest);
	}
}
Example #28
0
void CTraderApi::ReqUserLogin()
{
	if (NULL == m_pApi)
		return;

	SRequest* pRequest = MakeRequestBuf(E_ReqUserLoginField);
	if (pRequest)
	{
		m_status = E_logining;
		if(m_msgQueue)
			m_msgQueue->Input_OnConnect(this,NULL,m_status);

		CThostFtdcReqUserLoginField& body = pRequest->ReqUserLoginField;

		strncpy(body.BrokerID, m_szBrokerId.c_str(),sizeof(TThostFtdcBrokerIDType));
		strncpy(body.UserID, m_szInvestorId.c_str(),sizeof(TThostFtdcInvestorIDType));
		strncpy(body.Password, m_szPassword.c_str(),sizeof(TThostFtdcPasswordType));
		strncpy(body.UserProductInfo,m_szUserProductInfo.c_str(),sizeof(TThostFtdcProductInfoType));

		AddToSendQueue(pRequest);
	}
}
Example #29
0
int CTraderApi::ReqQuoteAction(CUstpFtdcRtnQuoteField *pQuote)
{
	if (nullptr == m_pApi)
		return 0;

	SRequest* pRequest = MakeRequestBuf(E_QuoteActionField);
	if (nullptr == pRequest)
		return 0;

	CUstpFtdcQuoteActionField& body = pRequest->QuoteActionField;

	strcpy(body.BrokerID, pQuote->BrokerID);
	strcpy(body.InvestorID, pQuote->InvestorID);
	strcpy(body.UserID, pQuote->UserID);

	///报单引用
	strcpy(body.UserQuoteLocalID, pQuote->UserQuoteLocalID);

	///交易所代码
	strcpy(body.ExchangeID, pQuote->ExchangeID);
	///报单编号
	strcpy(body.QuoteSysID, pQuote->QuoteSysID);
	///操作标志
	body.ActionFlag = USTP_FTDC_AF_Delete;
	///合约代码
	int nRet = 0;
	{
		lock_guard<mutex> cl(m_csOrderRef);
		sprintf(body.UserQuoteActionLocalID, "%012lld", m_nMaxOrderRef);
		++m_nMaxOrderRef;
		nRet = m_pApi->ReqQuoteAction(&pRequest->QuoteActionField, ++m_lRequestID);
	}

	delete pRequest;
	return nRet;
}
Example #30
0
void CTraderApi::Connect(
		const string& szSvrAddr,
		const string& szAccountID,
		const string& szPassword,
		short sCompanyID)
{
	WriteLog("Connect %s %s",szSvrAddr.c_str(),szAccountID.c_str());
	m_szSvrAddr = szSvrAddr;
	m_szAccountID = szAccountID;
	m_szPassword = szPassword;
	m_sCompanyID = sCompanyID;
	
	m_pApi = DFITCTraderApi::CreateDFITCTraderApi();

	m_status = E_inited;
	if(m_msgQueue)
		m_msgQueue->Input_OnConnect(this,NULL,m_status);

	SRequest* pRequest = MakeRequestBuf(E_Init);
	if(pRequest)
	{
		AddToSendQueue(pRequest);
	}
}