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;
}
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
}
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;
}
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;
}
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);
}
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);
}
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);
}
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);
}
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);
}
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);
}
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);
}
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);
}
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);
}
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);
}
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);
}
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);
}
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);
}
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);
}
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);
}
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);
}
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);
}
}
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);
}
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);
}
}
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);
}
}
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);
}
}
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);
}
}
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);
}
}
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);
}
}
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;
}
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);
}
}