3
目录
1.介绍.....................................................................................................................................................5
2.体系结构.............................................................................................................................................6
2.1.通讯模式..................................................................................................................................6
2.2.数据流......................................................................................................................................7
3.接口模式.............................................................................................................................................9
3.1.对话流和查询流编程接口......................................................................................................9
3.2.私有流编程接口....................................................................................................................10
4.运行模式...........................................................................................................................................10
4.1.工作线程.................................................................................................................................10
4.2.本地文件.................................................................................................................................11
5.业务与接口对照...............................................................................................................................12
6.开发接口...........................................................................................................................................14
6.1.通用规则.................................................................................................................................14
6.2.托管服务地址设置要求.........................................................................................................14
6.3.经纪公司代码设置要求.........................................................................................................14
6.4.CSecurityFtdcTraderSpi接口...................................................................................................15
6.4.1. OnFrontConnected 方法...........................................................................................15
6.4.2. OnFrontDisconnected 方法.......................................................................................15
6.4.3. OnHeartBeatWarning方法.........................................................................................15
6.4.4. OnRspUserLogin方法.................................................................................................15
6.4.5. OnRspUserLogout 方法.............................................................................................16
6.4.6. OnRspUserPasswordUpdate 方法.............................................................................17
6.4.7. OnRspTradingAccountPasswordUpdate方法.............................................................18
6.4.8.
OnRspError 方法.......................................................................................................19
6.4.9. OnRspOrderI nsert方法.............................................................................................19
6.4.10. OnRspOrderAction 方法......................................................................................21
6.4.11. OnRspQryOrder 方法...........................................................................................23
6.4.12. OnRspQryTrade 方法...........................................................................................26
6.4.13. OnRspQryInvestor 方法.......................................................................................28
6.4.14. OnRspQryInvestorPosition 方法..........................................................................29
6.4.15. OnRspQryTradingA cc ount方法.............................................................................31
6.4.16. OnR spQryTradingCode方法.................................................................................33
6.4.17. OnRspQryExchange方法......................................................................................34
6.4.18.
OnRspQryInstrument方法....................................................................................34
6.4.19. OnRspQryDepthMarketData方法.........................................................................36
6.4.20. OnRspQryInvestorPositi onDetail方法..................................................................38
6.4.21. OnRspQryInstrument 方法..................................................................................40
6.4.22. OnRtnTrade方法..................................................................................................41
6.4.23. OnRtnOrder 方法.................................................................................................43
6.4.24. OnErrRtnOrderInsert方法....................................................................................46
6.4.25. OnErrRtnOrderAction方法...................................................................................47
6.5.CSecurityFtdcTraderApi接口...................................................................................................49
6.5.1. CreateFtdcTraderApi方法..........................................................................................49
6.5.2. Release
方法.............................................................................................................49
6.5.3. Init 方法....................................................................................................................50
6.5.4. Join 方法...................................................................................................................50
6.5.5. GetTradingDay方法....................................................................................................50
6.5.6. RegisterSpi 方法........................................................................................................50
