├── .gitattributes ├── .github └── workflows │ └── go.yml ├── .gitignore ├── LICENSE ├── Makefile ├── README.md ├── api ├── v6.6.9_20220914_api_tradeapi_se_linux64 │ ├── ThostFtdcMdApi.h │ ├── ThostFtdcTraderApi.h │ ├── ThostFtdcUserApiDataType.h │ ├── ThostFtdcUserApiStruct.h │ ├── error.dtd │ ├── error.xml │ ├── libthostmduserapi_se.so │ └── libthosttraderapi_se.so ├── v6.6.9_MacOS_20220926 │ ├── DataCollect.h │ ├── ThostFtdcMdApi.h │ ├── ThostFtdcTraderApi.h │ ├── ThostFtdcUserApiDataType.h │ ├── ThostFtdcUserApiStruct.h │ ├── libMacDataCollect.a │ ├── libcomunicationkey.a │ ├── libcrypto.a │ ├── libssl.a │ ├── libthostmduserapi_se.a │ └── libthosttraderapi_se.a └── v6.7.0_20230209_api_traderapi_se_linux64 │ ├── DataCollect.h │ ├── ThostFtdcMdApi.h │ ├── ThostFtdcTraderApi.h │ ├── ThostFtdcUserApiDataType.h │ ├── ThostFtdcUserApiStruct.h │ ├── error.dtd │ ├── error.xml │ ├── libLinuxDataCollect.so │ ├── libthostmduserapi_se.so │ └── libthosttraderapi_se.so ├── convert.go ├── data_collect ├── data_collect.go ├── data_collect_darwin.go ├── data_collect_linux.go ├── data_collect_wrap.cxx └── data_collect_wrap.h ├── go.mod ├── go.sum ├── libctp.go ├── mdapi.go ├── mdapi_impl.go ├── mdapi_lite.go ├── mdapi_wrap.cxx ├── mdapi_wrap.h ├── mdspi_base.go ├── sample ├── simple_market │ └── simple_market.go └── simple_trader │ └── simple_trader.go ├── thost ├── ctp_datatype.go └── ctp_struct.go ├── traderapi.go ├── traderapi_impl.go ├── traderapi_lite.go ├── traderapi_wrap.cxx ├── traderapi_wrap.h ├── traderspi_base.go └── types.go /.gitattributes: -------------------------------------------------------------------------------- 1 | *.go linguist-language=Go 2 | *.h linguist-language=Go 3 | *.cxx linguist-language=Go -------------------------------------------------------------------------------- /.github/workflows/go.yml: -------------------------------------------------------------------------------- 1 | name: Go 2 | on: [push] 3 | jobs: 4 | 5 | build: 6 | name: Build 7 | runs-on: ubuntu-latest 8 | steps: 9 | 10 | - uses: actions/checkout@v3 11 | - name: Set up Go 1.x 12 | uses: actions/setup-go@v3 13 | with: 14 | go-version: 1.17 15 | 16 | - name: Build 17 | run: go build 18 | 19 | - name: Build Sample 20 | run: cd sample/simple_market/ && go build 21 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | # Compiled Object files, Static and Dynamic libs (Shared Objects) 2 | *.o 3 | 4 | 5 | 6 | # Folders 7 | _obj 8 | _test 9 | 10 | # Architecture specific extensions/prefixes 11 | *.[568vq] 12 | [568vq].out 13 | 14 | *.cgo1.go 15 | *.cgo2.c 16 | _cgo_defun.c 17 | _cgo_gotypes.go 18 | _cgo_export.* 19 | 20 | _testmain.go 21 | 22 | *.exe 23 | *.test 24 | *.prof 25 | .vscode 26 | 27 | .DS_Store -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | Apache License 2 | Version 2.0, January 2004 3 | http://www.apache.org/licenses/ 4 | 5 | TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION 6 | 7 | 1. Definitions. 8 | 9 | "License" shall mean the terms and conditions for use, reproduction, 10 | and distribution as defined by Sections 1 through 9 of this document. 11 | 12 | "Licensor" shall mean the copyright owner or entity authorized by 13 | the copyright owner that is granting the License. 14 | 15 | "Legal Entity" shall mean the union of the acting entity and all 16 | other entities that control, are controlled by, or are under common 17 | control with that entity. For the purposes of this definition, 18 | "control" means (i) the power, direct or indirect, to cause the 19 | direction or management of such entity, whether by contract or 20 | otherwise, or (ii) ownership of fifty percent (50%) or more of the 21 | outstanding shares, or (iii) beneficial ownership of such entity. 22 | 23 | "You" (or "Your") shall mean an individual or Legal Entity 24 | exercising permissions granted by this License. 25 | 26 | "Source" form shall mean the preferred form for making modifications, 27 | including but not limited to software source code, documentation 28 | source, and configuration files. 29 | 30 | "Object" form shall mean any form resulting from mechanical 31 | transformation or translation of a Source form, including but 32 | not limited to compiled object code, generated documentation, 33 | and conversions to other media types. 34 | 35 | "Work" shall mean the work of authorship, whether in Source or 36 | Object form, made available under the License, as indicated by a 37 | copyright notice that is included in or attached to the work 38 | (an example is provided in the Appendix below). 39 | 40 | "Derivative Works" shall mean any work, whether in Source or Object 41 | form, that is based on (or derived from) the Work and for which the 42 | editorial revisions, annotations, elaborations, or other modifications 43 | represent, as a whole, an original work of authorship. For the purposes 44 | of this License, Derivative Works shall not include works that remain 45 | separable from, or merely link (or bind by name) to the interfaces of, 46 | the Work and Derivative Works thereof. 47 | 48 | "Contribution" shall mean any work of authorship, including 49 | the original version of the Work and any modifications or additions 50 | to that Work or Derivative Works thereof, that is intentionally 51 | submitted to Licensor for inclusion in the Work by the copyright owner 52 | or by an individual or Legal Entity authorized to submit on behalf of 53 | the copyright owner. For the purposes of this definition, "submitted" 54 | means any form of electronic, verbal, or written communication sent 55 | to the Licensor or its representatives, including but not limited to 56 | communication on electronic mailing lists, source code control systems, 57 | and issue tracking systems that are managed by, or on behalf of, the 58 | Licensor for the purpose of discussing and improving the Work, but 59 | excluding communication that is conspicuously marked or otherwise 60 | designated in writing by the copyright owner as "Not a Contribution." 61 | 62 | "Contributor" shall mean Licensor and any individual or Legal Entity 63 | on behalf of whom a Contribution has been received by Licensor and 64 | subsequently incorporated within the Work. 65 | 66 | 2. Grant of Copyright License. Subject to the terms and conditions of 67 | this License, each Contributor hereby grants to You a perpetual, 68 | worldwide, non-exclusive, no-charge, royalty-free, irrevocable 69 | copyright license to reproduce, prepare Derivative Works of, 70 | publicly display, publicly perform, sublicense, and distribute the 71 | Work and such Derivative Works in Source or Object form. 72 | 73 | 3. Grant of Patent License. Subject to the terms and conditions of 74 | this License, each Contributor hereby grants to You a perpetual, 75 | worldwide, non-exclusive, no-charge, royalty-free, irrevocable 76 | (except as stated in this section) patent license to make, have made, 77 | use, offer to sell, sell, import, and otherwise transfer the Work, 78 | where such license applies only to those patent claims licensable 79 | by such Contributor that are necessarily infringed by their 80 | Contribution(s) alone or by combination of their Contribution(s) 81 | with the Work to which such Contribution(s) was submitted. If You 82 | institute patent litigation against any entity (including a 83 | cross-claim or counterclaim in a lawsuit) alleging that the Work 84 | or a Contribution incorporated within the Work constitutes direct 85 | or contributory patent infringement, then any patent licenses 86 | granted to You under this License for that Work shall terminate 87 | as of the date such litigation is filed. 88 | 89 | 4. Redistribution. You may reproduce and distribute copies of the 90 | Work or Derivative Works thereof in any medium, with or without 91 | modifications, and in Source or Object form, provided that You 92 | meet the following conditions: 93 | 94 | (a) You must give any other recipients of the Work or 95 | Derivative Works a copy of this License; and 96 | 97 | (b) You must cause any modified files to carry prominent notices 98 | stating that You changed the files; and 99 | 100 | (c) You must retain, in the Source form of any Derivative Works 101 | that You distribute, all copyright, patent, trademark, and 102 | attribution notices from the Source form of the Work, 103 | excluding those notices that do not pertain to any part of 104 | the Derivative Works; and 105 | 106 | (d) If the Work includes a "NOTICE" text file as part of its 107 | distribution, then any Derivative Works that You distribute must 108 | include a readable copy of the attribution notices contained 109 | within such NOTICE file, excluding those notices that do not 110 | pertain to any part of the Derivative Works, in at least one 111 | of the following places: within a NOTICE text file distributed 112 | as part of the Derivative Works; within the Source form or 113 | documentation, if provided along with the Derivative Works; or, 114 | within a display generated by the Derivative Works, if and 115 | wherever such third-party notices normally appear. The contents 116 | of the NOTICE file are for informational purposes only and 117 | do not modify the License. You may add Your own attribution 118 | notices within Derivative Works that You distribute, alongside 119 | or as an addendum to the NOTICE text from the Work, provided 120 | that such additional attribution notices cannot be construed 121 | as modifying the License. 122 | 123 | You may add Your own copyright statement to Your modifications and 124 | may provide additional or different license terms and conditions 125 | for use, reproduction, or distribution of Your modifications, or 126 | for any such Derivative Works as a whole, provided Your use, 127 | reproduction, and distribution of the Work otherwise complies with 128 | the conditions stated in this License. 129 | 130 | 5. Submission of Contributions. Unless You explicitly state otherwise, 131 | any Contribution intentionally submitted for inclusion in the Work 132 | by You to the Licensor shall be under the terms and conditions of 133 | this License, without any additional terms or conditions. 134 | Notwithstanding the above, nothing herein shall supersede or modify 135 | the terms of any separate license agreement you may have executed 136 | with Licensor regarding such Contributions. 137 | 138 | 6. Trademarks. This License does not grant permission to use the trade 139 | names, trademarks, service marks, or product names of the Licensor, 140 | except as required for reasonable and customary use in describing the 141 | origin of the Work and reproducing the content of the NOTICE file. 142 | 143 | 7. Disclaimer of Warranty. Unless required by applicable law or 144 | agreed to in writing, Licensor provides the Work (and each 145 | Contributor provides its Contributions) on an "AS IS" BASIS, 146 | WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or 147 | implied, including, without limitation, any warranties or conditions 148 | of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A 149 | PARTICULAR PURPOSE. You are solely responsible for determining the 150 | appropriateness of using or redistributing the Work and assume any 151 | risks associated with Your exercise of permissions under this License. 152 | 153 | 8. Limitation of Liability. In no event and under no legal theory, 154 | whether in tort (including negligence), contract, or otherwise, 155 | unless required by applicable law (such as deliberate and grossly 156 | negligent acts) or agreed to in writing, shall any Contributor be 157 | liable to You for damages, including any direct, indirect, special, 158 | incidental, or consequential damages of any character arising as a 159 | result of this License or out of the use or inability to use the 160 | Work (including but not limited to damages for loss of goodwill, 161 | work stoppage, computer failure or malfunction, or any and all 162 | other commercial damages or losses), even if such Contributor 163 | has been advised of the possibility of such damages. 164 | 165 | 9. Accepting Warranty or Additional Liability. While redistributing 166 | the Work or Derivative Works thereof, You may choose to offer, 167 | and charge a fee for, acceptance of support, warranty, indemnity, 168 | or other liability obligations and/or rights consistent with this 169 | License. However, in accepting such obligations, You may act only 170 | on Your own behalf and on Your sole responsibility, not on behalf 171 | of any other Contributor, and only if You agree to indemnify, 172 | defend, and hold each Contributor harmless for any liability 173 | incurred by, or claims asserted against, such Contributor by reason 174 | of your accepting any such warranty or additional liability. 175 | 176 | END OF TERMS AND CONDITIONS 177 | 178 | APPENDIX: How to apply the Apache License to your work. 179 | 180 | To apply the Apache License to your work, attach the following 181 | boilerplate notice, with the fields enclosed by brackets "[]" 182 | replaced with your own identifying information. (Don't include 183 | the brackets!) The text should be enclosed in the appropriate 184 | comment syntax for the file format. We also recommend that a 185 | file or class name and description of purpose be included on the 186 | same "printed page" as the copyright notice for easier 187 | identification within third-party archives. 188 | 189 | Copyright [yyyy] [name of copyright owner] 190 | 191 | Licensed under the Apache License, Version 2.0 (the "License"); 192 | you may not use this file except in compliance with the License. 193 | You may obtain a copy of the License at 194 | 195 | http://www.apache.org/licenses/LICENSE-2.0 196 | 197 | Unless required by applicable law or agreed to in writing, software 198 | distributed under the License is distributed on an "AS IS" BASIS, 199 | WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 200 | See the License for the specific language governing permissions and 201 | limitations under the License. -------------------------------------------------------------------------------- /Makefile: -------------------------------------------------------------------------------- 1 | 2 | build: 3 | go build 4 | 5 | v6.7.0: 6 | @sed -i '16c #cgo linux LDFLAGS: -fPIC -L. -L$${SRCDIR}/api/v6.7.0_20230209_api_traderapi_se_linux64 -Wl,-rpath=$${SRCDIR}/api/v6.7.0_20230209_api_traderapi_se_linux64 -lthostmduserapi_se -lthosttraderapi_se -lstdc++' libctp.go 7 | @sed -i '17c #cgo linux CPPFLAGS: -fPIC -I. -I$${SRCDIR}/api/v6.7.0_20230209_api_traderapi_se_linux64' libctp.go 8 | 9 | v6.6.9: 10 | @sed -i '16c #cgo linux LDFLAGS: -fPIC -L. -L$${SRCDIR}/api/v6.6.9_20220914_api_tradeapi_se_linux64 -Wl,-rpath=$${SRCDIR}/api/v6.6.9_20220914_api_tradeapi_se_linux64 -lthostmduserapi_se -lthosttraderapi_se -lstdc++' libctp.go 11 | @sed -i '17c #cgo linux CPPFLAGS: -fPIC -I. -I$${SRCDIR}/api/v6.6.9_20220914_api_tradeapi_se_linux64' libctp.go 12 | 13 | v6.6.7: 14 | @sed -i '16c #cgo linux LDFLAGS: -fPIC -L. -L$${SRCDIR}/api/v6.6.7_20220613_api_tradeapi_linux64 -Wl,-rpath=$${SRCDIR}/api/v6.6.7_20220613_api_tradeapi_linux64 -lthostmduserapi_se -lthosttraderapi_se -lstdc++' libctp.go 15 | @sed -i '17c #cgo linux CPPFLAGS: -fPIC -I. -I$${SRCDIR}/api/v6.6.7_20220613_api_tradeapi_linux64' libctp.go 16 | 17 | v6.6.1_P1: 18 | @sed -i '16c #cgo linux LDFLAGS: -fPIC -L. -L$${SRCDIR}/api/v6.6.1_P1_20210406_api_tradeapi_se_linux64 -Wl,-rpath=$${SRCDIR}/api/v6.6.1_P1_20210406_api_tradeapi_se_linux64 -lthostmduserapi_se -lthosttraderapi_se -lstdc++' libctp.go 19 | @sed -i '17c #cgo linux CPPFLAGS: -fPIC -I. -I/$${SRCDIR}/api/v6.6.1_P1_20210406_api_tradeapi_se_linux64/' libctp.go 20 | 21 | 22 | example: 23 | go build -linkshared sample/market/goctp_md_example.go 24 | go build -linkshared sample/trader/goctp_trader_example.go 25 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # GoCTP 2 | ![Maintenance Status](https://img.shields.io/badge/Maintenance-Inactive-red) 3 | 4 | Pure Golang bindings for CTP v2 Version without Swig 5 | 6 | 原生 Golang CTP 封装，最大限度的利用了 Go 本身的 FFI 特性 7 | 8 | 9 | ## ⚠️ Project Status: No Longer Actively Maintained 10 | 11 | This project is no longer actively maintained. Below are the details regarding its current status: 12 | 13 | - **Last Update**: 2024-11-19 14 | 15 | ### Recommended Alternatives 16 | 17 | We recommend using one of the following alternatives: 18 | 19 | - [github.com/pseudocodes/go2ctp](https://github.com/pseudocodes/go2ctp): 更简洁灵活的封装，支持 MacOS, Linux 20 | 21 | ## Why not Swig 22 | * 编译慢 23 | * 编辑器提示不友好 24 | * 封装接口太难看，不好用 25 | 26 | 27 | ## How to Build goctp 28 | > Only support Linux X64 now. 29 | 30 | ``` 31 | go get github.com/pseudocodes/goctp 32 | 33 | # make build 34 | ``` 35 | 36 | ## How to Build example 37 | 38 | ``` 39 | make example 40 | 41 | > go build sample/simple_market/simple_market.go 42 | > go build sample/simple_trader/simple_trader.go 43 | 44 | ``` 45 | 46 | ## Sample 47 | 48 | ### simple market quote 49 | ```go 50 | 51 | import "github.com/pseudocodes/goctp" 52 | 53 | 54 | type baseSpi struct { 55 | mdapi *goctp.MdApiLite 56 | mdspi *goctp.MdSpiLite 57 | } 58 | 59 | func CreateBaseSpi() *baseSpi { 60 | s := &baseSpi{ 61 | mdspi: &goctp.MdSpiLite{}, 62 | } 63 | s.mdspi.SetOnFrontConnected(s.OnFrontConnected) 64 | 65 | s.mdspi.SetOnFrontDisconnected(s.OnFrontDisconnected) 66 | 67 | s.mdspi.SetOnHeartBeatWarning(s.OnHeartBeatWarning) 68 | 69 | s.mdspi.SetOnRspUserLogin(s.OnRspUserLogin) 70 | 71 | s.mdspi.SetOnRspError(s.OnRspError) 72 | 73 | s.mdspi.SetOnRtnDepthMarketData(s.OnRtnDepthMarketData) 74 | return s 75 | } 76 | 77 | func (s *baseSpi) OnFrontConnected() { 78 | log.Printf("OnFrontConnected\n") 79 | 80 | ret := s.mdapi.ReqUserLogin(&goctp.ReqUserLoginField{ 81 | BrokerID: "9999", 82 | UserID: os.Getenv("SIMNOW_USER_ID"), // <- 环境变量设置 83 | Password: os.Getenv("SIMNOW_USER_PASSWORD"), 84 | }, 1) 85 | 86 | log.Printf("user log: %v\n", ret) 87 | } 88 | 89 | func (s *baseSpi) OnHeartBeatWarning(timelapse int) { 90 | log.Printf("OnHeartBeatWarning: %v\n", timelapse) 91 | } 92 | 93 | func (s *baseSpi) OnFrontDisconnected(nReason int) { 94 | log.Printf("OnFrontDisconnected: %v\n", nReason) 95 | } 96 | 97 | func (s *baseSpi) OnRspUserLogin(pRspUserLogin *goctp.RspUserLoginField, rspInfo *goctp.RspInfoField, nRequestID int, bIsLast bool) { 98 | log.Printf("RspUserLogin: %+v\nRspInfo: %+v\n", pRspUserLogin, rspInfo) 99 | s.mdapi.SubscribeMarketData("ag2306") 100 | } 101 | 102 | func (s *baseSpi) OnRspSubMarketData(instrumentID string, rspInfo *goctp.RspInfoField, requestID int, isLast bool) { 103 | log.Printf("instrumentID: %+v\n RspInfo: %+v\n", instrumentID, rspInfo) 104 | } 105 | 106 | func (s *baseSpi) OnRtnDepthMarketData(quote *goctp.DepthMarketDataField) { 107 | log.Printf("tick {%+v}\n", quote) 108 | } 109 | 110 | func (s *baseSpi) OnRspError(rspInfo *goctp.RspInfoField, requestID int, isLast bool) { 111 | log.Printf("RspInfo: %+v\n", rspInfo) 112 | 113 | } 114 | 115 | ``` 116 | 117 | ### simple trader 118 | ```go 119 | import "github.com/pseudocodes/goctp" 120 | 121 | type baseSpi struct { 122 | tdspi *goctp.TraderSpiLite 123 | tdapi *goctp.TraderApiLite 124 | } 125 | 126 | func CreateBaseSpi() *baseSpi { 127 | s := &baseSpi{ 128 | // tdapi: tdapi, 129 | tdspi: &goctp.TraderSpiLite{}, 130 | } 131 | 132 | s.tdspi.SetOnFrontConnected(s.OnFrontConnected) 133 | 134 | s.tdspi.SetOnFrontDisconnected(s.OnFrontDisconnected) 135 | 136 | s.tdspi.SetOnRspAuthenticate(s.OnRspAuthenticate) 137 | 138 | s.tdspi.SetOnRspUserLogin(s.OnRspUserLogin) 139 | 140 | s.tdspi.SetOnRspSettlementInfoConfirm(s.OnRspSettlementInfoConfirm) 141 | 142 | s.tdspi.SetOnRspQryInstrument(s.OnRspQryInstrument) 143 | 144 | s.tdspi.SetOnRtnInstrumentStatus(s.OnRtnInstrumentStatus) 145 | return s 146 | } 147 | 148 | func (s *baseSpi) OnFrontConnected() { 149 | var ret int 150 | log.Printf("OnFrontConnected\n") 151 | 152 | ret = s.tdapi.ReqAuthenticate(&goctp.ReqAuthenticateField{ 153 | BrokerID: "9999", 154 | UserID: os.Getenv("SIMNOW_USER_ID"), // <- 环境变量设置 155 | AuthCode: "0000000000000000", 156 | AppID: "simnow_client_test", 157 | }, 1) 158 | 159 | 160 | log.Printf("user auth: %v\n", ret) 161 | } 162 | 163 | func (s *baseSpi) OnRspAuthenticate(f *goctp.RspAuthenticateField, r *goctp.RspInfoField, nRequestID int, bIsLast bool) { 164 | dump.Println(r) 165 | dump.Println(f) 166 | req := &goctp.ReqUserLoginField{ 167 | BrokerID: "9999", 168 | UserID: os.Getenv("SIMNOW_USER_ID"), // <- 环境变量设置 169 | Password: os.Getenv("SIMNOW_USER_PASSWORD"), 170 | } 171 | dump.Println(req) 172 | ret := s.tdapi.ReqUserLogin(req, 1) 173 | log.Printf("user login: %v\n", ret) 174 | } 175 | 176 | func (s *baseSpi) OnRspSettlementInfoConfirm(f *goctp.SettlementInfoConfirmField, r *goctp.RspInfoField, nRequestID int, bIsLast bool) { 177 | dump.Println(r) 178 | dump.Println(f) 179 | } 180 | 181 | func (s *baseSpi) OnFrontDisconnected(nReason int) { 182 | log.Printf("OnFrontDissconnected: %v\n", nReason) 183 | } 184 | 185 | func (s *baseSpi) OnRspUserLogin(f *goctp.RspUserLoginField, r *goctp.RspInfoField, nRequestID int, bIsLast bool) { 186 | dump.Println(r) 187 | dump.Println(f) 188 | // req := &goctp.QryInstrumentField{} 189 | // ret := s.tdapi.ReqQryInstrument(req, 3) 190 | // log.Printf("user qry ins: %v\n", ret) 191 | } 192 | 193 | func (s *baseSpi) OnRspQryInstrument(pInstrument *goctp.InstrumentField, pRspInfo *goctp.RspInfoField, nRequestID int, bIsLast bool) { 194 | dump.Print(pRspInfo, nRequestID, bIsLast) 195 | dump.Println(pInstrument.InstrumentName) 196 | 197 | } 198 | 199 | //合约交易状态通知 200 | func (s *baseSpi) OnRtnInstrumentStatus(pInstrumentStatus *goctp.InstrumentStatusField) { 201 | dump.P(pInstrumentStatus) 202 | } 203 | 204 | func main() { 205 | 206 | tdapi := goctp.CreateTraderApiLite(goctp.TraderFlowPath("./data/")) 207 | baseSpi := CreateBaseSpi() 208 | baseSpi.tdapi = tdapi 209 | log.Printf("baseSpi %+v\n", baseSpi) 210 | tdapi.RegisterSpi(baseSpi.tdspi) 211 | tdapi.RegisterFront(SimnowEnv["td"]["7x24"]) 212 | 213 | tdapi.Init() 214 | 215 | println(tdapi.GetTradingDay()) 216 | println(tdapi.GetApiVersion()) 217 | tdapi.Join() 218 | } 219 | 220 | ``` 221 | 222 | ## 免责条款声明 223 | 224 | 本项目明确拒绝对产品做任何明示或暗示的担保。由于软件系统开发本身的复杂性，无法保证本项目完全没有错误。如选择使用本项目表示您同意错误和/或遗漏的存在，在任何情况下本项目对于直接、间接、特殊的、偶然的、或间接产生的、使用或无法使用本项目进行交易和投资造成的盈亏、直接或间接引起的赔偿、损失、债务或是任何交易中止均不承担责任和义务。 225 | 226 | 此声明永久有效 -------------------------------------------------------------------------------- /api/v6.6.9_20220914_api_tradeapi_se_linux64/ThostFtdcMdApi.h: -------------------------------------------------------------------------------- 1 | ///////////////////////////////////////////////////////////////////////// 2 | ///@system 新一代交易所系统 3 | ///@company 上海期货信息技术有限公司 4 | ///@file ThostFtdcMdApi.h 5 | ///@brief 定义了客户端接口 6 | ///@history 7 | /// 20060106 赵鸿昊 创建该文件 8 | ///////////////////////////////////////////////////////////////////////// 9 | 10 | #if !defined(THOST_FTDCMDAPI_H) 11 | #define THOST_FTDCMDAPI_H 12 | 13 | #if _MSC_VER > 1000 14 | #pragma once 15 | #endif // _MSC_VER > 1000 16 | 17 | #include "ThostFtdcUserApiStruct.h" 18 | 19 | #if defined(ISLIB) && defined(WIN32) 20 | #ifdef LIB_MD_API_EXPORT 21 | #define MD_API_EXPORT __declspec(dllexport) 22 | #else 23 | #define MD_API_EXPORT __declspec(dllimport) 24 | #endif 25 | #else 26 | #define MD_API_EXPORT 27 | #endif 28 | 29 | class CThostFtdcMdSpi { 30 | public: 31 | /// 当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 32 | virtual void OnFrontConnected() {}; 33 | 34 | /// 当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 35 | ///@param nReason 错误原因 36 | /// 0x1001 网络读失败 37 | /// 0x1002 网络写失败 38 | /// 0x2001 接收心跳超时 39 | /// 0x2002 发送心跳失败 40 | /// 0x2003 收到错误报文 41 | virtual void OnFrontDisconnected(int nReason) {}; 42 | 43 | /// 心跳超时警告。当长时间未收到报文时，该方法被调用。 44 | ///@param nTimeLapse 距离上次接收报文的时间 45 | virtual void OnHeartBeatWarning(int nTimeLapse) {}; 46 | 47 | /// 登录请求响应 48 | virtual void OnRspUserLogin(CThostFtdcRspUserLoginField* pRspUserLogin, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 49 | 50 | /// 登出请求响应 51 | virtual void OnRspUserLogout(CThostFtdcUserLogoutField* pUserLogout, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 52 | 53 | /// 请求查询组播合约响应 54 | virtual void OnRspQryMulticastInstrument(CThostFtdcMulticastInstrumentField* pMulticastInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 55 | 56 | /// 错误应答 57 | virtual void OnRspError(CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 58 | 59 | /// 订阅行情应答 60 | virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField* pSpecificInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 61 | 62 | /// 取消订阅行情应答 63 | virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField* pSpecificInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 64 | 65 | /// 订阅询价应答 66 | virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField* pSpecificInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 67 | 68 | /// 取消订阅询价应答 69 | virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField* pSpecificInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 70 | 71 | /// 深度行情通知 72 | virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField* pDepthMarketData) {}; 73 | 74 | /// 询价通知 75 | virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField* pForQuoteRsp) {}; 76 | }; 77 | 78 | class MD_API_EXPORT CThostFtdcMdApi { 79 | public: 80 | /// 创建MdApi 81 | ///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录 82 | ///@return 创建出的UserApi 83 | /// modify for udp marketdata 84 | static CThostFtdcMdApi* CreateFtdcMdApi(const char* pszFlowPath = "", const bool bIsUsingUdp = false, const bool bIsMulticast = false); 85 | 86 | /// 获取API的版本信息 87 | ///@retrun 获取到的版本号 88 | static const char* GetApiVersion(); 89 | 90 | /// 删除接口对象本身 91 | ///@remark 不再使用本接口对象时,调用该函数删除接口对象 92 | virtual void Release() = 0; 93 | 94 | /// 初始化 95 | ///@remark 初始化运行环境,只有调用后,接口才开始工作 96 | virtual void Init() = 0; 97 | 98 | /// 等待接口线程结束运行 99 | ///@return 线程退出代码 100 | virtual int Join() = 0; 101 | 102 | /// 获取当前交易日 103 | ///@retrun 获取到的交易日 104 | ///@remark 只有登录成功后,才能得到正确的交易日 105 | virtual const char* GetTradingDay() = 0; 106 | 107 | /// 注册前置机网络地址 108 | ///@param pszFrontAddress：前置机网络地址。 109 | ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 110 | ///@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。 111 | virtual void RegisterFront(char* pszFrontAddress) = 0; 112 | 113 | /// 注册名字服务器网络地址 114 | ///@param pszNsAddress：名字服务器网络地址。 115 | ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。 116 | ///@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。 117 | ///@remark RegisterNameServer优先于RegisterFront 118 | virtual void RegisterNameServer(char* pszNsAddress) = 0; 119 | 120 | /// 注册名字服务器用户信息 121 | ///@param pFensUserInfo：用户信息。 122 | virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField* pFensUserInfo) = 0; 123 | 124 | /// 注册回调接口 125 | ///@param pSpi 派生自回调接口类的实例 126 | virtual void RegisterSpi(CThostFtdcMdSpi* pSpi) = 0; 127 | 128 | /// 订阅行情。 129 | ///@param ppInstrumentID 合约ID 130 | ///@param nCount 要订阅/退订行情的合约个数 131 | ///@remark 132 | virtual int SubscribeMarketData(char* ppInstrumentID[], int nCount) = 0; 133 | 134 | /// 退订行情。 135 | ///@param ppInstrumentID 合约ID 136 | ///@param nCount 要订阅/退订行情的合约个数 137 | ///@remark 138 | virtual int UnSubscribeMarketData(char* ppInstrumentID[], int nCount) = 0; 139 | 140 | /// 订阅询价。 141 | ///@param ppInstrumentID 合约ID 142 | ///@param nCount 要订阅/退订行情的合约个数 143 | ///@remark 144 | virtual int SubscribeForQuoteRsp(char* ppInstrumentID[], int nCount) = 0; 145 | 146 | /// 退订询价。 147 | ///@param ppInstrumentID 合约ID 148 | ///@param nCount 要订阅/退订行情的合约个数 149 | ///@remark 150 | virtual int UnSubscribeForQuoteRsp(char* ppInstrumentID[], int nCount) = 0; 151 | 152 | /// 用户登录请求 153 | virtual int ReqUserLogin(CThostFtdcReqUserLoginField* pReqUserLoginField, int nRequestID) = 0; 154 | 155 | /// 登出请求 156 | virtual int ReqUserLogout(CThostFtdcUserLogoutField* pUserLogout, int nRequestID) = 0; 157 | 158 | /// 请求查询组播合约 159 | virtual int ReqQryMulticastInstrument(CThostFtdcQryMulticastInstrumentField* pQryMulticastInstrument, int nRequestID) = 0; 160 | 161 | protected: 162 | ~CThostFtdcMdApi() {}; 163 | }; 164 | 165 | #endif 166 | -------------------------------------------------------------------------------- /api/v6.6.9_20220914_api_tradeapi_se_linux64/error.dtd: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 9 | 10 | -------------------------------------------------------------------------------- /api/v6.6.9_20220914_api_tradeapi_se_linux64/error.xml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/pseudocodes/goctp/2ae201aa1a16a49c99d07207396b0d931a5554c2/api/v6.6.9_20220914_api_tradeapi_se_linux64/error.xml -------------------------------------------------------------------------------- /api/v6.6.9_20220914_api_tradeapi_se_linux64/libthostmduserapi_se.so: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/pseudocodes/goctp/2ae201aa1a16a49c99d07207396b0d931a5554c2/api/v6.6.9_20220914_api_tradeapi_se_linux64/libthostmduserapi_se.so -------------------------------------------------------------------------------- /api/v6.6.9_20220914_api_tradeapi_se_linux64/libthosttraderapi_se.so: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/pseudocodes/goctp/2ae201aa1a16a49c99d07207396b0d931a5554c2/api/v6.6.9_20220914_api_tradeapi_se_linux64/libthosttraderapi_se.so -------------------------------------------------------------------------------- /api/v6.6.9_MacOS_20220926/DataCollect.h: -------------------------------------------------------------------------------- 1 | #ifndef DATA_COLLECT_H 2 | #define DATA_COLLECT_H 3 | 4 | /* 5 | macOS 返回值定义 6 | 返回的int值 不为0 表示采集信息有误 具体哪个采集项有问题需要做如下判断 7 | 从低位开始分别标示 终端信息 -> 设备序列号 8 | 返回值 & （0x01 << 0） 不为0 表示终端类型未采集到 9 | 返回值 & （0x01 << 1） 不为0 表示 信息采集时间获取异常 10 | 返回值 & （0x01 << 2） 不为0 表示ip 获取失败 （采集多个相同类型信息的场景有一个采集到 即表示采集成功） 11 | 返回值 & （0x01 << 3） 不为0 表示mac 获取失败 12 | 返回值 & （0x01 << 4） 不为0 表示 设备名 获取失败 13 | 返回值 & （0x01 << 5） 不为0 表示 操作系统版本 获取失败 14 | 返回值 & （0x01 << 6） 不为0 表示 硬盘序列号 获取失败 15 | 返回值 & （0x01 << 7） 不为0 表示 设备序列号 获取失败 16 | */ 17 | 18 | //pSystemInfo的空间需要调用者自己分配 至少270个字节 19 | 20 | int CTP_GetSystemInfo(char* pSystemInfo, int& nLen); 21 | int CTP_GetSystemInfoUnAesEncode(char* pSystemInfo, int& nLen); 22 | 23 | 24 | //版本号格式 25 | //Sfit + 生产还是测试秘钥(pro/tst) + 秘钥版本 + 编译时间 + 版本(内部) 26 | 27 | const char * CTP_GetDataCollectApiVersion(void); 28 | 29 | 30 | #endif 31 | -------------------------------------------------------------------------------- /api/v6.6.9_MacOS_20220926/ThostFtdcMdApi.h: -------------------------------------------------------------------------------- 1 | ///////////////////////////////////////////////////////////////////////// 2 | ///@system 新一代交易所系统 3 | ///@company 上海期货信息技术有限公司 4 | ///@file ThostFtdcMdApi.h 5 | ///@brief 定义了客户端接口 6 | ///@history 7 | /// 20060106 赵鸿昊 创建该文件 8 | ///////////////////////////////////////////////////////////////////////// 9 | 10 | #if !defined(THOST_FTDCMDAPI_H) 11 | #define THOST_FTDCMDAPI_H 12 | 13 | #if _MSC_VER > 1000 14 | #pragma once 15 | #endif // _MSC_VER > 1000 16 | 17 | #include "ThostFtdcUserApiStruct.h" 18 | 19 | #if defined(ISLIB) && defined(WIN32) 20 | #ifdef LIB_MD_API_EXPORT 21 | #define MD_API_EXPORT __declspec(dllexport) 22 | #else 23 | #define MD_API_EXPORT __declspec(dllimport) 24 | #endif 25 | #else 26 | #define MD_API_EXPORT 27 | #endif 28 | 29 | class CThostFtdcMdSpi { 30 | public: 31 | /// 当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 32 | virtual void OnFrontConnected(){}; 33 | 34 | /// 当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 35 | ///@param nReason 错误原因 36 | /// 0x1001 网络读失败 37 | /// 0x1002 网络写失败 38 | /// 0x2001 接收心跳超时 39 | /// 0x2002 发送心跳失败 40 | /// 0x2003 收到错误报文 41 | virtual void OnFrontDisconnected(int nReason){}; 42 | 43 | /// 心跳超时警告。当长时间未收到报文时，该方法被调用。 44 | ///@param nTimeLapse 距离上次接收报文的时间 45 | virtual void OnHeartBeatWarning(int nTimeLapse){}; 46 | 47 | /// 登录请求响应 48 | virtual void OnRspUserLogin(CThostFtdcRspUserLoginField* pRspUserLogin, 49 | CThostFtdcRspInfoField* pRspInfo, 50 | int nRequestID, 51 | bool bIsLast){}; 52 | 53 | /// 登出请求响应 54 | virtual void OnRspUserLogout(CThostFtdcUserLogoutField* pUserLogout, 55 | CThostFtdcRspInfoField* pRspInfo, 56 | int nRequestID, 57 | bool bIsLast){}; 58 | 59 | /// 请求查询组播合约响应 60 | virtual void OnRspQryMulticastInstrument( 61 | CThostFtdcMulticastInstrumentField* pMulticastInstrument, 62 | CThostFtdcRspInfoField* pRspInfo, 63 | int nRequestID, 64 | bool bIsLast){}; 65 | 66 | /// 错误应答 67 | virtual void OnRspError(CThostFtdcRspInfoField* pRspInfo, 68 | int nRequestID, 69 | bool bIsLast){}; 70 | 71 | /// 订阅行情应答 72 | virtual void OnRspSubMarketData( 73 | CThostFtdcSpecificInstrumentField* pSpecificInstrument, 74 | CThostFtdcRspInfoField* pRspInfo, 75 | int nRequestID, 76 | bool bIsLast){}; 77 | 78 | /// 取消订阅行情应答 79 | virtual void OnRspUnSubMarketData( 80 | CThostFtdcSpecificInstrumentField* pSpecificInstrument, 81 | CThostFtdcRspInfoField* pRspInfo, 82 | int nRequestID, 83 | bool bIsLast){}; 84 | 85 | /// 订阅询价应答 86 | virtual void OnRspSubForQuoteRsp( 87 | CThostFtdcSpecificInstrumentField* pSpecificInstrument, 88 | CThostFtdcRspInfoField* pRspInfo, 89 | int nRequestID, 90 | bool bIsLast){}; 91 | 92 | /// 取消订阅询价应答 93 | virtual void OnRspUnSubForQuoteRsp( 94 | CThostFtdcSpecificInstrumentField* pSpecificInstrument, 95 | CThostFtdcRspInfoField* pRspInfo, 96 | int nRequestID, 97 | bool bIsLast){}; 98 | 99 | /// 深度行情通知 100 | virtual void OnRtnDepthMarketData( 101 | CThostFtdcDepthMarketDataField* pDepthMarketData){}; 102 | 103 | /// 询价通知 104 | virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField* pForQuoteRsp){}; 105 | }; 106 | 107 | class MD_API_EXPORT CThostFtdcMdApi { 108 | public: 109 | /// 创建MdApi 110 | ///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录 111 | ///@return 创建出的UserApi 112 | /// modify for udp marketdata 113 | static CThostFtdcMdApi* CreateFtdcMdApi(const char* pszFlowPath = "", 114 | const bool bIsUsingUdp = false, 115 | const bool bIsMulticast = false); 116 | 117 | /// 获取API的版本信息 118 | ///@retrun 获取到的版本号 119 | static const char* GetApiVersion(); 120 | 121 | /// 删除接口对象本身 122 | ///@remark 不再使用本接口对象时,调用该函数删除接口对象 123 | virtual void Release() = 0; 124 | 125 | /// 初始化 126 | ///@remark 初始化运行环境,只有调用后,接口才开始工作 127 | virtual void Init() = 0; 128 | 129 | /// 等待接口线程结束运行 130 | ///@return 线程退出代码 131 | virtual int Join() = 0; 132 | 133 | /// 获取当前交易日 134 | ///@retrun 获取到的交易日 135 | ///@remark 只有登录成功后,才能得到正确的交易日 136 | virtual const char* GetTradingDay() = 0; 137 | 138 | /// 注册前置机网络地址 139 | ///@param pszFrontAddress 前置机网络地址。 140 | ///@remark 141 | ///网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 142 | ///@remark 143 | ///“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。 144 | virtual void RegisterFront(char* pszFrontAddress) = 0; 145 | 146 | /// 注册名字服务器网络地址 147 | ///@param pszNsAddress 名字服务器网络地址。 148 | ///@remark 149 | ///网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。 150 | ///@remark 151 | ///“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。 152 | ///@remark RegisterNameServer优先于RegisterFront 153 | virtual void RegisterNameServer(char* pszNsAddress) = 0; 154 | 155 | /// 注册名字服务器用户信息 156 | ///@param pFensUserInfo 用户信息。 157 | virtual void RegisterFensUserInfo( 158 | CThostFtdcFensUserInfoField* pFensUserInfo) = 0; 159 | 160 | /// 注册回调接口 161 | ///@param pSpi 派生自回调接口类的实例 162 | virtual void RegisterSpi(CThostFtdcMdSpi* pSpi) = 0; 163 | 164 | /// 订阅行情。 165 | ///@param ppInstrumentID 合约ID 166 | ///@param nCount 要订阅/退订行情的合约个数 167 | virtual int SubscribeMarketData(char* ppInstrumentID[], int nCount) = 0; 168 | 169 | /// 退订行情。 170 | ///@param ppInstrumentID 合约ID 171 | ///@param nCount 要订阅/退订行情的合约个数 172 | virtual int UnSubscribeMarketData(char* ppInstrumentID[], int nCount) = 0; 173 | 174 | /// 订阅询价。 175 | ///@param ppInstrumentID 合约ID 176 | ///@param nCount 要订阅/退订行情的合约个数 177 | virtual int SubscribeForQuoteRsp(char* ppInstrumentID[], int nCount) = 0; 178 | 179 | /// 退订询价。 180 | ///@param ppInstrumentID 合约ID 181 | ///@param nCount 要订阅/退订行情的合约个数 182 | virtual int UnSubscribeForQuoteRsp(char* ppInstrumentID[], int nCount) = 0; 183 | 184 | /// 用户登录请求 185 | virtual int ReqUserLogin(CThostFtdcReqUserLoginField* pReqUserLoginField, 186 | int nRequestID) = 0; 187 | 188 | /// 登出请求 189 | virtual int ReqUserLogout(CThostFtdcUserLogoutField* pUserLogout, 190 | int nRequestID) = 0; 191 | 192 | /// 请求查询组播合约 193 | virtual int ReqQryMulticastInstrument( 194 | CThostFtdcQryMulticastInstrumentField* pQryMulticastInstrument, 195 | int nRequestID) = 0; 196 | 197 | protected: 198 | ~CThostFtdcMdApi(){}; 199 | }; 200 | 201 | #endif 202 | -------------------------------------------------------------------------------- /api/v6.6.9_MacOS_20220926/libMacDataCollect.a: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/pseudocodes/goctp/2ae201aa1a16a49c99d07207396b0d931a5554c2/api/v6.6.9_MacOS_20220926/libMacDataCollect.a -------------------------------------------------------------------------------- /api/v6.6.9_MacOS_20220926/libcomunicationkey.a: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/pseudocodes/goctp/2ae201aa1a16a49c99d07207396b0d931a5554c2/api/v6.6.9_MacOS_20220926/libcomunicationkey.a -------------------------------------------------------------------------------- /api/v6.6.9_MacOS_20220926/libcrypto.a: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/pseudocodes/goctp/2ae201aa1a16a49c99d07207396b0d931a5554c2/api/v6.6.9_MacOS_20220926/libcrypto.a -------------------------------------------------------------------------------- /api/v6.6.9_MacOS_20220926/libssl.a: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/pseudocodes/goctp/2ae201aa1a16a49c99d07207396b0d931a5554c2/api/v6.6.9_MacOS_20220926/libssl.a -------------------------------------------------------------------------------- /api/v6.6.9_MacOS_20220926/libthostmduserapi_se.a: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/pseudocodes/goctp/2ae201aa1a16a49c99d07207396b0d931a5554c2/api/v6.6.9_MacOS_20220926/libthostmduserapi_se.a -------------------------------------------------------------------------------- /api/v6.6.9_MacOS_20220926/libthosttraderapi_se.a: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/pseudocodes/goctp/2ae201aa1a16a49c99d07207396b0d931a5554c2/api/v6.6.9_MacOS_20220926/libthosttraderapi_se.a -------------------------------------------------------------------------------- /api/v6.7.0_20230209_api_traderapi_se_linux64/DataCollect.h: -------------------------------------------------------------------------------- 1 | #ifndef DATA_COLLECT_H 2 | #define DATA_COLLECT_H 3 | 4 | #define DLL_EXPORT __declspec(dllexport) 5 | 6 | #if defined(IS_WINCOLLECT_LIB) && defined(WIN32) 7 | #ifdef LIB_DATA_COLLECT_API_EXPORT 8 | #define DATA_COLLECT_API_EXPORT __declspec(dllexport) 9 | #else 10 | #define DATA_COLLECT_API_EXPORT __declspec(dllimport) 11 | #endif 12 | #else 13 | #define DATA_COLLECT_API_EXPORT 14 | #endif 15 | 16 | /// 获取AES加密和RSA加密的终端信息 pSystemInfo的空间需要调用者自己分配 至少270个字节 17 | /// windows返回值定义 18 | /* 返回的int值 不为0 表示采集信息有误 具体哪个采集项有问题需要做如下判断 19 | 从低位开始分别标示 终端信息 ->系统盘分区信息 20 | 返回值 & （0x01 << 0） 不为0 表示终端类型未采集到 21 | 返回值 & （0x01 << 1） 不为0 表示 信息采集时间获取异常 22 | 返回值 & （0x01 << 2） 不为0 表示ip 获取失败 （采集多个相同类型信息的场景有一个采集到 即表示采集成功） 23 | 返回值 & （0x01 << 3） 不为0 表示mac 获取失败 24 | 返回值 & （0x01 << 4） 不为0 表示 设备名 获取失败 25 | 返回值 & （0x01 << 5） 不为0 表示 操作系统版本 获取失败 26 | 返回值 & （0x01 << 6） 不为0 表示 硬盘序列号 获取失败 27 | 返回值 & （0x01 << 7） 不为0 表示 CPU序列号 获取失败 28 | 返回值 & （0x01 << 8） 不为0 表示 BIOS 获取失败 29 | 返回值 & （0x01 << 9） 不为0 表示 系统盘分区信息 获取失败 30 | */ 31 | 32 | /// linux返回值定义 33 | /* 返回的int值 不为0 表示采集信息有误 具体哪个采集项有问题需要做如下判断 34 | 从低位开始分别标示 终端信息 -> BIOS信息 35 | 返回值 & （0x01 << 0） 不为0 表示终端类型未采集到 36 | 返回值 & （0x01 << 1） 不为0 表示 信息采集时间获取异常 37 | 返回值 & （0x01 << 2） 不为0 表示ip 获取失败 （采集多个相同类型信息的场景有一个采集到 即表示采集成功） 38 | 返回值 & （0x01 << 3） 不为0 表示mac 获取失败 39 | 返回值 & （0x01 << 4） 不为0 表示 设备名 获取失败 40 | 返回值 & （0x01 << 5） 不为0 表示 操作系统版本 获取失败 41 | 返回值 & （0x01 << 6） 不为0 表示 硬盘序列号 获取失败 42 | 返回值 & （0x01 << 7） 不为0 表示 CPU序列号 获取失败 43 | 返回值 & （0x01 << 8） 不为0 表示 BIOS 获取失败 44 | */ 45 | 46 | DATA_COLLECT_API_EXPORT int CTP_GetSystemInfo(char* pSystemInfo, int& nLen); 47 | 48 | // 版本号格式 49 | // Sfit + 生产还是测试秘钥(pro/tst) + 秘钥版本 + 编译时间 + 版本(内部) 50 | 51 | DATA_COLLECT_API_EXPORT const char* CTP_GetDataCollectApiVersion(void); 52 | 53 | #endif 54 | -------------------------------------------------------------------------------- /api/v6.7.0_20230209_api_traderapi_se_linux64/ThostFtdcMdApi.h: -------------------------------------------------------------------------------- 1 | ///////////////////////////////////////////////////////////////////////// 2 | ///@system 新一代交易所系统 3 | ///@company 上海期货信息技术有限公司 4 | ///@file ThostFtdcMdApi.h 5 | ///@brief 定义了客户端接口 6 | ///@history 7 | /// 20060106 赵鸿昊 创建该文件 8 | ///////////////////////////////////////////////////////////////////////// 9 | 10 | #if !defined(THOST_FTDCMDAPI_H) 11 | #define THOST_FTDCMDAPI_H 12 | 13 | #if _MSC_VER > 1000 14 | #pragma once 15 | #endif // _MSC_VER > 1000 16 | 17 | #include "ThostFtdcUserApiStruct.h" 18 | 19 | #if defined(ISLIB) && defined(WIN32) 20 | #ifdef LIB_MD_API_EXPORT 21 | #define MD_API_EXPORT __declspec(dllexport) 22 | #else 23 | #define MD_API_EXPORT __declspec(dllimport) 24 | #endif 25 | #else 26 | #define MD_API_EXPORT 27 | #endif 28 | 29 | class CThostFtdcMdSpi { 30 | public: 31 | /// 当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 32 | virtual void OnFrontConnected() {}; 33 | 34 | /// 当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 35 | ///@param nReason 错误原因 36 | /// 0x1001 网络读失败 37 | /// 0x1002 网络写失败 38 | /// 0x2001 接收心跳超时 39 | /// 0x2002 发送心跳失败 40 | /// 0x2003 收到错误报文 41 | virtual void OnFrontDisconnected(int nReason) {}; 42 | 43 | /// 心跳超时警告。当长时间未收到报文时，该方法被调用。 44 | ///@param nTimeLapse 距离上次接收报文的时间 45 | virtual void OnHeartBeatWarning(int nTimeLapse) {}; 46 | 47 | /// 登录请求响应 48 | virtual void OnRspUserLogin(CThostFtdcRspUserLoginField* pRspUserLogin, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 49 | 50 | /// 登出请求响应 51 | virtual void OnRspUserLogout(CThostFtdcUserLogoutField* pUserLogout, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 52 | 53 | /// 请求查询组播合约响应 54 | virtual void OnRspQryMulticastInstrument(CThostFtdcMulticastInstrumentField* pMulticastInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 55 | 56 | /// 错误应答 57 | virtual void OnRspError(CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 58 | 59 | /// 订阅行情应答 60 | virtual void OnRspSubMarketData(CThostFtdcSpecificInstrumentField* pSpecificInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 61 | 62 | /// 取消订阅行情应答 63 | virtual void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField* pSpecificInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 64 | 65 | /// 订阅询价应答 66 | virtual void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField* pSpecificInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 67 | 68 | /// 取消订阅询价应答 69 | virtual void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField* pSpecificInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; 70 | 71 | /// 深度行情通知 72 | virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField* pDepthMarketData) {}; 73 | 74 | /// 询价通知 75 | virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField* pForQuoteRsp) {}; 76 | }; 77 | 78 | class MD_API_EXPORT CThostFtdcMdApi { 79 | public: 80 | /// 创建MdApi 81 | ///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录 82 | ///@return 创建出的UserApi 83 | /// modify for udp marketdata 84 | static CThostFtdcMdApi* CreateFtdcMdApi(const char* pszFlowPath = "", const bool bIsUsingUdp = false, const bool bIsMulticast = false); 85 | 86 | /// 获取API的版本信息 87 | ///@retrun 获取到的版本号 88 | static const char* GetApiVersion(); 89 | 90 | /// 删除接口对象本身 91 | ///@remark 不再使用本接口对象时,调用该函数删除接口对象 92 | virtual void Release() = 0; 93 | 94 | /// 初始化 95 | ///@remark 初始化运行环境,只有调用后,接口才开始工作 96 | virtual void Init() = 0; 97 | 98 | /// 等待接口线程结束运行 99 | ///@return 线程退出代码 100 | virtual int Join() = 0; 101 | 102 | /// 获取当前交易日 103 | ///@retrun 获取到的交易日 104 | ///@remark 只有登录成功后,才能得到正确的交易日 105 | virtual const char* GetTradingDay() = 0; 106 | 107 | /// 注册前置机网络地址 108 | ///@param pszFrontAddress：前置机网络地址。 109 | ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 110 | ///@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。 111 | virtual void RegisterFront(char* pszFrontAddress) = 0; 112 | 113 | /// 注册名字服务器网络地址 114 | ///@param pszNsAddress：名字服务器网络地址。 115 | ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。 116 | ///@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。 117 | ///@remark RegisterNameServer优先于RegisterFront 118 | virtual void RegisterNameServer(char* pszNsAddress) = 0; 119 | 120 | /// 注册名字服务器用户信息 121 | ///@param pFensUserInfo：用户信息。 122 | virtual void RegisterFensUserInfo(CThostFtdcFensUserInfoField* pFensUserInfo) = 0; 123 | 124 | /// 注册回调接口 125 | ///@param pSpi 派生自回调接口类的实例 126 | virtual void RegisterSpi(CThostFtdcMdSpi* pSpi) = 0; 127 | 128 | /// 订阅行情。 129 | ///@param ppInstrumentID 合约ID 130 | ///@param nCount 要订阅/退订行情的合约个数 131 | ///@remark 132 | virtual int SubscribeMarketData(char* ppInstrumentID[], int nCount) = 0; 133 | 134 | /// 退订行情。 135 | ///@param ppInstrumentID 合约ID 136 | ///@param nCount 要订阅/退订行情的合约个数 137 | ///@remark 138 | virtual int UnSubscribeMarketData(char* ppInstrumentID[], int nCount) = 0; 139 | 140 | /// 订阅询价。 141 | ///@param ppInstrumentID 合约ID 142 | ///@param nCount 要订阅/退订行情的合约个数 143 | ///@remark 144 | virtual int SubscribeForQuoteRsp(char* ppInstrumentID[], int nCount) = 0; 145 | 146 | /// 退订询价。 147 | ///@param ppInstrumentID 合约ID 148 | ///@param nCount 要订阅/退订行情的合约个数 149 | ///@remark 150 | virtual int UnSubscribeForQuoteRsp(char* ppInstrumentID[], int nCount) = 0; 151 | 152 | /// 用户登录请求 153 | virtual int ReqUserLogin(CThostFtdcReqUserLoginField* pReqUserLoginField, int nRequestID) = 0; 154 | 155 | /// 登出请求 156 | virtual int ReqUserLogout(CThostFtdcUserLogoutField* pUserLogout, int nRequestID) = 0; 157 | 158 | /// 请求查询组播合约 159 | virtual int ReqQryMulticastInstrument(CThostFtdcQryMulticastInstrumentField* pQryMulticastInstrument, int nRequestID) = 0; 160 | 161 | protected: 162 | ~CThostFtdcMdApi() {}; 163 | }; 164 | 165 | #endif 166 | -------------------------------------------------------------------------------- /api/v6.7.0_20230209_api_traderapi_se_linux64/error.dtd: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 9 | 10 | -------------------------------------------------------------------------------- /api/v6.7.0_20230209_api_traderapi_se_linux64/error.xml: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 82 | 83 | 84 | 85 | 86 | 87 | 88 | 89 | 90 | 91 | 92 | 93 | 94 | 95 | 96 | 97 | 98 | 99 | 100 | 101 | 102 | 103 | 104 | 105 | 106 | 107 | 108 | 109 | 110 | 111 | 112 | 113 | 114 | 115 | 116 | 117 | 118 | 119 | 120 | 121 | 122 | 123 | 124 | 125 | 126 | 127 | 128 | 129 | 130 | 131 | 132 | 133 | 134 | 135 | 136 | 137 | 138 | 139 | 140 | 141 | 142 | 143 | 144 | 145 | 146 | 147 | 148 | 149 | 150 | 151 | 152 | 153 | 154 | 155 | 156 | 157 | 158 | 159 | 160 | 161 | 162 | 163 | 164 | 165 | 166 | 167 | 168 | 169 | 170 | 171 | 172 | 173 | 174 | 175 | 176 | 177 | 178 | 179 | 180 | 181 | 182 | 183 | 184 | 185 | 186 | 187 | 188 | 189 | 190 | 191 | 192 | 193 | 194 | 195 | 196 | 197 | 198 | 199 | 200 | 201 | 202 | 203 | 204 | 205 | 206 | 207 | 208 | 209 | 210 | 211 | 212 | 213 | 214 | 215 | 216 | 217 | 218 | 219 | 220 | ~ 221 | 222 | 223 | 224 | 225 | 226 | 227 | 228 | 229 | 230 | 231 | 232 | 233 | 234 | 235 | 236 | 237 | 238 | 239 | 240 | 241 | 242 | 243 | 244 | 245 | 246 | 247 | 248 | 249 | 250 | 251 | 252 | 253 | 254 | 255 | 256 | 257 | 258 | 259 | 260 | 261 | 262 | 263 | 264 | 265 | 266 | 267 | 268 | 269 | 270 | 271 | 272 | 273 | 274 | -------------------------------------------------------------------------------- /api/v6.7.0_20230209_api_traderapi_se_linux64/libLinuxDataCollect.so: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/pseudocodes/goctp/2ae201aa1a16a49c99d07207396b0d931a5554c2/api/v6.7.0_20230209_api_traderapi_se_linux64/libLinuxDataCollect.so -------------------------------------------------------------------------------- /api/v6.7.0_20230209_api_traderapi_se_linux64/libthostmduserapi_se.so: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/pseudocodes/goctp/2ae201aa1a16a49c99d07207396b0d931a5554c2/api/v6.7.0_20230209_api_traderapi_se_linux64/libthostmduserapi_se.so -------------------------------------------------------------------------------- /api/v6.7.0_20230209_api_traderapi_se_linux64/libthosttraderapi_se.so: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/pseudocodes/goctp/2ae201aa1a16a49c99d07207396b0d931a5554c2/api/v6.7.0_20230209_api_traderapi_se_linux64/libthosttraderapi_se.so -------------------------------------------------------------------------------- /data_collect/data_collect.go: -------------------------------------------------------------------------------- 1 | package dc 2 | 3 | type DataCollectSystemInfo struct { 4 | Length int32 5 | SystemInfo [344]byte 6 | } 7 | -------------------------------------------------------------------------------- /data_collect/data_collect_darwin.go: -------------------------------------------------------------------------------- 1 | //go:build darwin && !linux 2 | 3 | package dc 4 | 5 | /* 6 | #cgo darwin LDFLAGS: -L. -L${SRCDIR}/../api/v6.6.9_MacOS_20220926 -lMacDataCollect -framework Cocoa -framework IOKit 7 | #cgo darwin CPPFLAGS: -I. -I${SRCDIR}/../api/v6.6.9_MacOS_20220926 8 | 9 | #include "data_collect_wrap.h" 10 | */ 11 | import "C" 12 | import "unsafe" 13 | 14 | // CTP_GetSystemInfo 中继模式使用方法 15 | func CTP_GetSystemInfo(data *DataCollectSystemInfo) int { 16 | var arg0 = data 17 | r := C.__wrap_ctp_get_system_info((*C.struct_DataCollectSystemInfo)(unsafe.Pointer(arg0))) 18 | return int(r) 19 | } 20 | 21 | // CTP_GetSystemInfoUnAesEncode 直连模式使用方法 22 | func CTP_GetSystemInfoUnAesEncode(data *DataCollectSystemInfo) int { 23 | var arg0 = data 24 | r := C.__wrap_ctp_get_system_info_unaes_encode((*C.struct_DataCollectSystemInfo)(unsafe.Pointer(arg0))) 25 | return int(r) 26 | } 27 | 28 | // 查询采集库版本信息 29 | func CTP_GetDataCollectApiVersion() string { 30 | r := C.__wrap_ctp_get_data_collect_api_version() 31 | result := C.GoString(r) 32 | return result 33 | } 34 | -------------------------------------------------------------------------------- /data_collect/data_collect_linux.go: -------------------------------------------------------------------------------- 1 | //go:build !darwin && linux 2 | 3 | package dc 4 | 5 | /* 6 | #cgo linux LDFLAGS: -L. -L${SRCDIR}/../api/v6.7.0_20230209_api_traderapi_se_linux64 -lLinuxDataCollect 7 | #cgo linux CPPFLAGS: -I. -I${SRCDIR}/../api/v6.7.0_20230209_api_traderapi_se_linux64 8 | 9 | #include "data_collect_wrap.h" 10 | */ 11 | import "C" 12 | import "unsafe" 13 | 14 | // CTP_GetSystemInfo 中继模式使用方法 15 | func CTP_GetSystemInfo(data *DataCollectSystemInfo) int { 16 | var arg0 = data 17 | r := C.__wrap_ctp_get_system_info((*C.struct_DataCollectSystemInfo)(unsafe.Pointer(arg0))) 18 | return int(r) 19 | } 20 | 21 | // CTP_GetSystemInfoUnAesEncode 直连模式使用方法 22 | func CTP_GetSystemInfoUnAesEncode(data *DataCollectSystemInfo) int { 23 | var arg0 = data 24 | r := C.__wrap_ctp_get_system_info_unaes_encode((*C.struct_DataCollectSystemInfo)(unsafe.Pointer(arg0))) 25 | return int(r) 26 | } 27 | 28 | // 查询采集库版本信息 29 | func CTP_GetDataCollectApiVersion() string { 30 | r := C.__wrap_ctp_get_data_collect_api_version() 31 | result := C.GoString(r) 32 | return result 33 | } 34 | -------------------------------------------------------------------------------- /data_collect/data_collect_wrap.cxx: -------------------------------------------------------------------------------- 1 | #include 2 | #include 3 | #include 4 | 5 | #include "data_collect_wrap.h" 6 | 7 | #include "DataCollect.h" 8 | 9 | int __wrap_ctp_get_system_info(DataCollectSystemInfo* pSystemInfo) 10 | { 11 | char buffer[273]; 12 | int nLen = 0; 13 | memset(buffer, 0, sizeof(buffer)); 14 | int ret = CTP_GetSystemInfo(buffer, nLen); 15 | pSystemInfo->Length = nLen; 16 | memcpy(pSystemInfo->SystemInfo, buffer, nLen); 17 | return ret; 18 | } 19 | 20 | int __wrap_ctp_get_system_info_unaes_encode(DataCollectSystemInfo* pSystemInfo) 21 | { 22 | char buffer[273]; 23 | int nLen = 0; 24 | memset(buffer, 0, sizeof(buffer)); 25 | #ifdef __APPLE__ 26 | int ret = CTP_GetSystemInfoUnAesEncode(buffer, nLen); 27 | #elif __linux__ 28 | int ret = CTP_GetSystemInfo(buffer, nLen); 29 | #endif 30 | pSystemInfo->Length = nLen; 31 | memcpy(pSystemInfo->SystemInfo, buffer, nLen); 32 | return ret; 33 | } 34 | 35 | const char* __wrap_ctp_get_data_collect_api_version(void) 36 | { 37 | return CTP_GetDataCollectApiVersion(); 38 | } -------------------------------------------------------------------------------- /data_collect/data_collect_wrap.h: -------------------------------------------------------------------------------- 1 | #ifndef _DATA_COLLECT_WRAP_H_ 2 | #define _DATA_COLLECT_WRAP_H_ 3 | 4 | struct DataCollectSystemInfo { 5 | int Length; 6 | char SystemInfo[344]; 7 | }; 8 | 9 | #ifdef __cplusplus 10 | extern "C" { 11 | #endif 12 | int __wrap_ctp_get_system_info(struct DataCollectSystemInfo* pSystemInfo); 13 | 14 | int __wrap_ctp_get_system_info_unaes_encode(struct DataCollectSystemInfo* pSystemInfo); 15 | 16 | const char* __wrap_ctp_get_data_collect_api_version(void); 17 | 18 | #ifdef __cplusplus 19 | } 20 | #endif 21 | 22 | #endif -------------------------------------------------------------------------------- /go.mod: -------------------------------------------------------------------------------- 1 | module github.com/pseudocodes/goctp 2 | 3 | go 1.20 4 | 5 | require ( 6 | github.com/gookit/goutil v0.6.7 7 | golang.org/x/text v0.8.0 8 | ) 9 | 10 | require ( 11 | github.com/gookit/color v1.5.2 // indirect 12 | github.com/xo/terminfo v0.0.0-20220910002029-abceb7e1c41e // indirect 13 | golang.org/x/sys v0.6.0 // indirect 14 | ) 15 | -------------------------------------------------------------------------------- /go.sum: -------------------------------------------------------------------------------- 1 | github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= 2 | github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= 3 | github.com/gookit/color v1.5.2 h1:uLnfXcaFjlrDnQDT+NCBcfhrXqYTx/rcCa6xn01Y8yI= 4 | github.com/gookit/color v1.5.2/go.mod h1:w8h4bGiHeeBpvQVePTutdbERIUf3oJE5lZ8HM0UgXyg= 5 | github.com/gookit/goutil v0.6.7 h1:Sz0y5eslPZ8M2lUhRaSMnwEeX5nb9z7SoCsw0ZbMwe4= 6 | github.com/gookit/goutil v0.6.7/go.mod h1:ti+JpLBGSN83ga6SSZa6uozhntToWSzOPm2z1hvpQSc= 7 | github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4= 8 | github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME= 9 | github.com/stretchr/objx v0.4.0/go.mod h1:YvHI0jy2hoMjB+UWwv71VJQ9isScKT/TqJzVSSt89Yw= 10 | github.com/stretchr/testify v1.7.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg= 11 | github.com/stretchr/testify v1.8.0/go.mod h1:yNjHg4UonilssWZ8iaSj1OCr/vHnekPRkoO+kdMU+MU= 12 | github.com/xo/terminfo v0.0.0-20210125001918-ca9a967f8778/go.mod h1:2MuV+tbUrU1zIOPMxZ5EncGwgmMJsa+9ucAQZXxsObs= 13 | github.com/xo/terminfo v0.0.0-20220910002029-abceb7e1c41e h1:JVG44RsyaB9T2KIHavMF/ppJZNG9ZpyihvCd0w101no= 14 | github.com/xo/terminfo v0.0.0-20220910002029-abceb7e1c41e/go.mod h1:RbqR21r5mrJuqunuUZ/Dhy/avygyECGrLceyNeo4LiM= 15 | golang.org/x/sys v0.0.0-20210330210617-4fbd30eecc44/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs= 16 | golang.org/x/sys v0.6.0 h1:MVltZSvRTcU2ljQOhs94SXPftV6DCNnZViHeQps87pQ= 17 | golang.org/x/sys v0.6.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg= 18 | golang.org/x/text v0.3.7 h1:olpwvP2KacW1ZWvsR7uQhoyTYvKAupfQrRGBFM352Gk= 19 | golang.org/x/text v0.3.7/go.mod h1:u+2+/6zg+i71rQMx5EYifcz6MCKuco9NR6JIITiCfzQ= 20 | golang.org/x/text v0.8.0 h1:57P1ETyNKtuIjB4SRd15iJxuhj8Gc416Y78H3qgMh68= 21 | golang.org/x/text v0.8.0/go.mod h1:e1OnstbJyHTd6l/uOt8jFFHp6TRDWZR/bV3emEE/zU8= 22 | golang.org/x/tools v0.0.0-20180917221912-90fa682c2a6e/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ= 23 | gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= 24 | gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= 25 | gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= 26 | -------------------------------------------------------------------------------- /libctp.go: -------------------------------------------------------------------------------- 1 | // Licensed under the Apache License, Version 2.0 (the "License"); 2 | // you may not use this file except in compliance with the License. 3 | // You may obtain a copy of the License at 4 | // 5 | // http://www.apache.org/licenses/LICENSE-2.0 6 | // 7 | // Unless required by applicable law or agreed to in writing, software 8 | // distributed under the License is distributed on an "AS IS" BASIS, 9 | // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 10 | // See the License for the specific language governing permissions and 11 | // limitations under the License. 12 | 13 | package goctp 14 | 15 | /* 16 | #cgo linux LDFLAGS: -fPIC -L. -L${SRCDIR}/api/v6.6.9_20220914_api_tradeapi_se_linux64 -Wl,-rpath=${SRCDIR}/api/v6.6.9_20220914_api_tradeapi_se_linux64 -lthostmduserapi_se -lthosttraderapi_se -lstdc++ 17 | #cgo linux CPPFLAGS: -fPIC -I. -I${SRCDIR}/api/v6.6.9_20220914_api_tradeapi_se_linux64 18 | 19 | #cgo darwin LDFLAGS: -L. -L${SRCDIR}/api/v6.6.9_MacOS_20220926 -lthostmduserapi_se -lthosttraderapi_se -lssl -lcrypto -lcomunicationkey -lMacDataCollect -framework Cocoa -framework IOKit 20 | #cgo darwin CPPFLAGS: -I. -I${SRCDIR}/api/v6.6.9_MacOS_20220926 21 | 22 | */ 23 | import "C" 24 | -------------------------------------------------------------------------------- /mdapi.go: -------------------------------------------------------------------------------- 1 | // Licensed under the Apache License, Version 2.0 (the "License"); 2 | // you may not use this file except in compliance with the License. 3 | // You may obtain a copy of the License at 4 | // 5 | // http://www.apache.org/licenses/LICENSE-2.0 6 | // 7 | // Unless required by applicable law or agreed to in writing, software 8 | // distributed under the License is distributed on an "AS IS" BASIS, 9 | // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 10 | // See the License for the specific language governing permissions and 11 | // limitations under the License. 12 | 13 | package goctp 14 | 15 | import "github.com/pseudocodes/goctp/thost" 16 | 17 | type MdSpi interface { 18 | 19 | ///当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 20 | OnFrontConnected() 21 | 22 | ///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 23 | ///@param nReason 错误原因 24 | /// 0x1001 网络读失败 25 | /// 0x1002 网络写失败 26 | /// 0x2001 接收心跳超时 27 | /// 0x2002 发送心跳失败 28 | /// 0x2003 收到错误报文 29 | OnFrontDisconnected(nReason int) 30 | 31 | ///心跳超时警告。当长时间未收到报文时，该方法被调用。 32 | ///@param nTimeLapse 距离上次接收报文的时间 33 | OnHeartBeatWarning(nTimeLapse int) 34 | 35 | ///登录请求响应 36 | OnRspUserLogin(pRspUserLogin *thost.CThostFtdcRspUserLoginField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) 37 | 38 | ///登出请求响应 39 | OnRspUserLogout(pUserLogout *thost.CThostFtdcUserLogoutField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) 40 | 41 | ///请求查询组播合约响应 42 | OnRspQryMulticastInstrument(pMulticastInstrument *thost.CThostFtdcMulticastInstrumentField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) 43 | 44 | ///错误应答 45 | OnRspError(pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) 46 | 47 | ///订阅行情应答 48 | OnRspSubMarketData(pSpecificInstrument *thost.CThostFtdcSpecificInstrumentField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) 49 | 50 | ///取消订阅行情应答 51 | OnRspUnSubMarketData(pSpecificInstrument *thost.CThostFtdcSpecificInstrumentField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) 52 | 53 | ///订阅询价应答 54 | OnRspSubForQuoteRsp(pSpecificInstrument *thost.CThostFtdcSpecificInstrumentField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) 55 | 56 | ///取消订阅询价应答 57 | OnRspUnSubForQuoteRsp(pSpecificInstrument *thost.CThostFtdcSpecificInstrumentField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) 58 | 59 | ///深度行情通知 60 | OnRtnDepthMarketData(pDepthMarketData *thost.CThostFtdcDepthMarketDataField) 61 | 62 | ///询价通知 63 | OnRtnForQuoteRsp(pForQuoteRsp *thost.CThostFtdcForQuoteRspField) 64 | } 65 | 66 | type MdApi interface { 67 | 68 | ///获取API的版本信息 69 | ///@retrun 获取到的版本号 70 | GetApiVersion() string 71 | 72 | ///删除接口对象本身 73 | ///@remark 不再使用本接口对象时,调用该函数删除接口对象 74 | Release() 75 | 76 | ///初始化 77 | ///@remark 初始化运行环境,只有调用后,接口才开始工作 78 | Init() 79 | 80 | ///等待接口线程结束运行 81 | ///@return 线程退出代码 82 | Join() int 83 | 84 | ///获取当前交易日 85 | ///@retrun 获取到的交易日 86 | ///@remark 只有登录成功后,才能得到正确的交易日 87 | GetTradingDay() string 88 | 89 | ///注册前置机网络地址 90 | ///@param pszFrontAddress：前置机网络地址。 91 | ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 92 | ///@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。 93 | RegisterFront(frontAddress string) 94 | 95 | ///注册名字服务器网络地址 96 | ///@param pszNsAddress：名字服务器网络地址。 97 | ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。 98 | ///@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。 99 | ///@remark RegisterNameServer优先于RegisterFront 100 | RegisterNameServer(nsAddress string) 101 | 102 | ///注册名字服务器用户信息 103 | ///@param pFensUserInfo：用户信息。 104 | RegisterFensUserInfo(pFensUserInfo *thost.CThostFtdcFensUserInfoField) 105 | 106 | ///注册回调接口 107 | ///@param pSpi 派生自回调接口类的实例 108 | RegisterSpi(pSpi MdSpi) 109 | 110 | ///订阅行情。 111 | ///@param ppInstrumentID 合约ID 112 | ///@param nCount 要订阅/退订行情的合约个数 113 | ///@remark 114 | SubscribeMarketData(instrumentIDs ...string) int 115 | 116 | ///退订行情。 117 | ///@param ppInstrumentID 合约ID 118 | ///@param nCount 要订阅/退订行情的合约个数 119 | ///@remark 120 | UnSubscribeMarketData(instrumentIDs ...string) int 121 | 122 | ///订阅询价。 123 | ///@param ppInstrumentID 合约ID 124 | ///@param nCount 要订阅/退订行情的合约个数 125 | ///@remark 126 | SubscribeForQuoteRsp(instrumentIDs ...string) int 127 | 128 | ///退订询价。 129 | ///@param ppInstrumentID 合约ID 130 | ///@param nCount 要订阅/退订行情的合约个数 131 | ///@remark 132 | UnSubscribeForQuoteRsp(instrumentIDs ...string) int 133 | 134 | ///用户登录请求 135 | ReqUserLogin(pReqUserLoginField *thost.CThostFtdcReqUserLoginField, nRequestID int) int 136 | 137 | ///登出请求 138 | ReqUserLogout(pUserLogout *thost.CThostFtdcUserLogoutField, nRequestID int) int 139 | 140 | ///请求查询组播合约 141 | ReqQryMulticastInstrument(pQryMulticastInstrument *thost.CThostFtdcQryMulticastInstrumentField, nRequestID int) int 142 | } 143 | -------------------------------------------------------------------------------- /mdapi_impl.go: -------------------------------------------------------------------------------- 1 | // Licensed under the Apache License, Version 2.0 (the "License"); 2 | // you may not use this file except in compliance with the License. 3 | // You may obtain a copy of the License at 4 | // 5 | // http://www.apache.org/licenses/LICENSE-2.0 6 | // 7 | // Unless required by applicable law or agreed to in writing, software 8 | // distributed under the License is distributed on an "AS IS" BASIS, 9 | // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 10 | // See the License for the specific language governing permissions and 11 | // limitations under the License. 12 | 13 | package goctp 14 | 15 | /* 16 | #include 17 | #include 18 | 19 | #include "ThostFtdcUserApiDataType.h" 20 | #include "ThostFtdcUserApiStruct.h" 21 | 22 | // typedef long long intgo; 23 | 24 | typedef struct { char *p; int64_t n; } _gostring_; 25 | typedef struct { void* array; int64_t len; int64_t cap; } _goslice_; 26 | 27 | extern uintptr_t _wrap_CThostFtdcMdApi_CreateFtdcMdApi(); 28 | extern uintptr_t _wrap_CThostFtdcMdApi_CreateFtdcMdApi2(uintptr_t goUserApi, char*, _Bool, _Bool); 29 | 30 | 31 | extern const char * _wrap_CThostFtdcMdApi_GetApiVersion(uintptr_t); 32 | 33 | extern void _wrap_CThostFtdcMdApi_Release(uintptr_t); 34 | 35 | extern void _wrap_CThostFtdcMdApi_Init(uintptr_t); 36 | 37 | extern int64_t _wrap_CThostFtdcMdApi_Join(uintptr_t); 38 | 39 | extern const char * _wrap_CThostFtdcMdApi_GetTradingDay(uintptr_t); 40 | 41 | extern void _wrap_CThostFtdcMdApi_RegisterFront(uintptr_t, char *); 42 | 43 | extern void _wrap_CThostFtdcMdApi_RegisterNameServer(uintptr_t, char *); 44 | 45 | extern void _wrap_CThostFtdcMdApi_RegisterFensUserInfo(uintptr_t, struct CThostFtdcFensUserInfoField *); 46 | 47 | extern int64_t _wrap_CThostFtdcMdApi_SubscribeMarketData(uintptr_t, char **, int); 48 | 49 | extern int64_t _wrap_CThostFtdcMdApi_UnSubscribeMarketData(uintptr_t, char **, int); 50 | 51 | extern int64_t _wrap_CThostFtdcMdApi_SubscribeForQuoteRsp(uintptr_t, char **, int); 52 | 53 | extern int64_t _wrap_CThostFtdcMdApi_UnSubscribeForQuoteRsp(uintptr_t, char **, int); 54 | 55 | extern int64_t _wrap_CThostFtdcMdApi_ReqUserLogin(uintptr_t, struct CThostFtdcReqUserLoginField *, int); 56 | 57 | extern int64_t _wrap_CThostFtdcMdApi_ReqUserLogout(uintptr_t, struct CThostFtdcUserLogoutField *, int); 58 | 59 | extern int64_t _wrap_CThostFtdcMdApi_ReqQryMulticastInstrument(uintptr_t, struct CThostFtdcQryMulticastInstrumentField *, int); 60 | 61 | */ 62 | import "C" 63 | import ( 64 | "os" 65 | "runtime/cgo" 66 | "unsafe" 67 | 68 | "github.com/pseudocodes/goctp/thost" 69 | ) 70 | 71 | const ( 72 | defaultFlowPath = "" 73 | defaultIsUsingUdp = false 74 | defaultIsMulticast = false 75 | ) 76 | 77 | type MdOption func(api *mdApi) 78 | 79 | type mdApi struct { 80 | apiPtr uintptr 81 | spi MdSpi 82 | 83 | flowPath string 84 | usingUDP bool 85 | multicast bool 86 | } 87 | 88 | func CreateMdApi(options ...MdOption) *mdApi { 89 | api := &mdApi{ 90 | flowPath: defaultFlowPath, 91 | usingUDP: defaultIsUsingUdp, 92 | multicast: defaultIsMulticast, 93 | } 94 | handle := cgo.NewHandle(api) 95 | for _, opt := range options { 96 | opt(api) 97 | } 98 | if api.flowPath != "" { 99 | if err := os.MkdirAll(api.flowPath, os.ModePerm); err != nil && !os.IsExist(err) { 100 | panic(err) 101 | } 102 | } 103 | cflowPath := C.CString(api.flowPath) 104 | defer C.free(unsafe.Pointer(cflowPath)) 105 | 106 | api.apiPtr = uintptr(C._wrap_CThostFtdcMdApi_CreateFtdcMdApi2(C.uintptr_t(handle), cflowPath, C._Bool(api.usingUDP), C._Bool(api.multicast))) 107 | 108 | return api 109 | } 110 | 111 | // /获取API的版本信息 112 | // /@retrun 获取到的版本号 113 | func (c *mdApi) GetApiVersion() string { 114 | cString := C._wrap_CThostFtdcMdApi_GetApiVersion(C.uintptr_t(c.apiPtr)) 115 | return C.GoString(cString) 116 | } 117 | 118 | // 删除接口对象本身 119 | // /@remark 不再使用本接口对象时,调用该函数删除接口对象 120 | func (c *mdApi) Release() { 121 | C._wrap_CThostFtdcMdApi_Release(C.uintptr_t(c.apiPtr)) 122 | } 123 | 124 | // 初始化 125 | // /@remark 初始化运行环境,只有调用后,接口才开始工作 126 | func (c *mdApi) Init() { 127 | C._wrap_CThostFtdcMdApi_Init(C.uintptr_t(c.apiPtr)) 128 | } 129 | 130 | // 等待接口线程结束运行 131 | // /@return 线程退出代码 132 | func (c *mdApi) Join() int { 133 | return (int)(C._wrap_CThostFtdcMdApi_Join(C.uintptr_t(c.apiPtr))) 134 | } 135 | 136 | // /获取当前交易日 137 | // /@retrun 获取到的交易日 138 | // /@remark 只有登录成功后,才能得到正确的交易日 139 | func (c *mdApi) GetTradingDay() string { 140 | cString := C._wrap_CThostFtdcMdApi_GetTradingDay(C.uintptr_t(c.apiPtr)) 141 | return C.GoString(cString) 142 | } 143 | 144 | func (c *mdApi) RegisterFront(frontAddress string) { 145 | addr := C.CString(frontAddress) 146 | defer C.free(unsafe.Pointer(addr)) 147 | C._wrap_CThostFtdcMdApi_RegisterFront(C.uintptr_t(c.apiPtr), addr) 148 | } 149 | 150 | // 注册名字服务器用户信息 151 | func (c *mdApi) RegisterNameServer(nsAddress string) { 152 | addr := C.CString(nsAddress) 153 | defer C.free(unsafe.Pointer(addr)) 154 | C._wrap_CThostFtdcMdApi_RegisterNameServer(C.uintptr_t(c.apiPtr), addr) 155 | } 156 | 157 | // /@param pFensUserInfo：用户信息。 158 | func (c *mdApi) RegisterFensUserInfo(pFensUserInfo *thost.CThostFtdcFensUserInfoField) { 159 | C._wrap_CThostFtdcMdApi_RegisterFensUserInfo(C.uintptr_t(c.apiPtr), (*C.struct_CThostFtdcFensUserInfoField)(unsafe.Pointer(pFensUserInfo))) 160 | } 161 | 162 | // 注册回调接口 163 | // /@param pSpi 派生自回调接口类的实例 164 | func (c *mdApi) RegisterSpi(pSpi MdSpi) { 165 | c.spi = pSpi 166 | } 167 | 168 | // /订阅行情。 169 | // /@param ppInstrumentID 合约ID 170 | // /@param nCount 要订阅/退订行情的合约个数 171 | // /@remark 172 | func (c *mdApi) SubscribeMarketData(instrumentIDs ...string) int { 173 | cinlist := []*C.char{} 174 | for _, ins := range instrumentIDs { 175 | cinlist = append(cinlist, C.CString(ins)) 176 | } 177 | defer func() { 178 | for i := range cinlist { 179 | C.free(unsafe.Pointer(cinlist[i])) 180 | } 181 | }() 182 | 183 | return (int)(C._wrap_CThostFtdcMdApi_SubscribeMarketData(C.uintptr_t(c.apiPtr), (**C.char)(unsafe.Pointer(&cinlist[0])), C.int(len(cinlist)))) 184 | } 185 | 186 | // /退订行情。 187 | // /@param ppInstrumentID 合约ID 188 | // /@param nCount 要订阅/退订行情的合约个数 189 | // /@remark 190 | func (c *mdApi) UnSubscribeMarketData(instrumentIDs ...string) int { 191 | cinlist := []*C.char{} 192 | for _, ins := range instrumentIDs { 193 | cinlist = append(cinlist, C.CString(ins)) 194 | } 195 | defer func() { 196 | for i := range cinlist { 197 | C.free(unsafe.Pointer(cinlist[i])) 198 | } 199 | }() 200 | 201 | return (int)(C._wrap_CThostFtdcMdApi_UnSubscribeMarketData(C.uintptr_t(c.apiPtr), (**C.char)(unsafe.Pointer(&cinlist[0])), C.int(len(cinlist)))) 202 | } 203 | 204 | // /订阅询价。 205 | // /@param ppInstrumentID 合约ID 206 | // /@param nCount 要订阅/退订行情的合约个数 207 | // /@remark 208 | func (c *mdApi) SubscribeForQuoteRsp(instrumentIDs ...string) int { 209 | cinlist := []*C.char{} 210 | for _, ins := range instrumentIDs { 211 | cinlist = append(cinlist, C.CString(ins)) 212 | } 213 | defer func() { 214 | for i := range cinlist { 215 | C.free(unsafe.Pointer(cinlist[i])) 216 | } 217 | }() 218 | 219 | return (int)(C._wrap_CThostFtdcMdApi_SubscribeForQuoteRsp(C.uintptr_t(c.apiPtr), (**C.char)(unsafe.Pointer(&cinlist[0])), C.int(len(cinlist)))) 220 | } 221 | 222 | // /退订询价。 223 | // /@param ppInstrumentID 合约ID 224 | // /@param nCount 要订阅/退订行情的合约个数 225 | // /@remark 226 | func (c *mdApi) UnSubscribeForQuoteRsp(instrumentIDs ...string) int { 227 | cinlist := []*C.char{} 228 | for _, ins := range instrumentIDs { 229 | cinlist = append(cinlist, C.CString(ins)) 230 | } 231 | defer func() { 232 | for i := range cinlist { 233 | C.free(unsafe.Pointer(cinlist[i])) 234 | } 235 | }() 236 | 237 | return (int)(C._wrap_CThostFtdcMdApi_UnSubscribeForQuoteRsp(C.uintptr_t(c.apiPtr), (**C.char)(unsafe.Pointer(&cinlist[0])), C.int(len(cinlist)))) 238 | } 239 | 240 | // 用户登录请求 241 | func (c *mdApi) ReqUserLogin(pReqUserLoginField *thost.CThostFtdcReqUserLoginField, nRequestID int) int { 242 | return (int)(C._wrap_CThostFtdcMdApi_ReqUserLogin(C.uintptr_t(c.apiPtr), (*C.struct_CThostFtdcReqUserLoginField)(unsafe.Pointer(pReqUserLoginField)), C.int(nRequestID))) 243 | } 244 | 245 | // 登出请求 246 | func (c *mdApi) ReqUserLogout(pUserLogout *thost.CThostFtdcUserLogoutField, nRequestID int) int { 247 | return (int)(C._wrap_CThostFtdcMdApi_ReqUserLogout(C.uintptr_t(c.apiPtr), (*C.struct_CThostFtdcUserLogoutField)(unsafe.Pointer(pUserLogout)), C.int(nRequestID))) 248 | } 249 | 250 | // 请求查询组播合约 251 | func (c *mdApi) ReqQryMulticastInstrument(pQryMulticastInstrument *thost.CThostFtdcQryMulticastInstrumentField, nRequestID int) int { 252 | return (int)(C._wrap_CThostFtdcMdApi_ReqQryMulticastInstrument(C.uintptr_t(c.apiPtr), (*C.struct_CThostFtdcQryMulticastInstrumentField)(unsafe.Pointer(pQryMulticastInstrument)), C.int(nRequestID))) 253 | } 254 | 255 | //export wrapMdOnFrontConnected 256 | func wrapMdOnFrontConnected(v uintptr) { 257 | api := cgo.Handle(v).Value().(*mdApi) 258 | api.spi.OnFrontConnected() 259 | } 260 | 261 | //export wrapMdOnFrontDisconnected 262 | func wrapMdOnFrontDisconnected(v uintptr, nReason C.int) { 263 | api := cgo.Handle(v).Value().(*mdApi) 264 | api.spi.OnFrontDisconnected(int(nReason)) 265 | } 266 | 267 | //export wrapMdOnHeartBeatWarning 268 | func wrapMdOnHeartBeatWarning(v uintptr, nTimeLapse C.int) { 269 | api := cgo.Handle(v).Value().(*mdApi) 270 | api.spi.OnHeartBeatWarning(int(nTimeLapse)) 271 | } 272 | 273 | //export wrapMdOnRspUserLogin 274 | func wrapMdOnRspUserLogin(v uintptr, pRspUserLogin *C.struct_CThostFtdcRspUserLoginField, pRspInfo *C.struct_CThostFtdcRspInfoField, nRequestID C.int, bIsLast C._Bool) { 275 | api := cgo.Handle(v).Value().(*mdApi) 276 | api.spi.OnRspUserLogin((*thost.CThostFtdcRspUserLoginField)(unsafe.Pointer(pRspUserLogin)), (*thost.CThostFtdcRspInfoField)(unsafe.Pointer(pRspInfo)), int(nRequestID), bool(bIsLast)) 277 | } 278 | 279 | //export wrapMdOnRspUserLogout 280 | func wrapMdOnRspUserLogout(v uintptr, pUserLogout *C.struct_CThostFtdcUserLogoutField, pRspInfo *C.struct_CThostFtdcRspInfoField, nRequestID C.int, bIsLast C._Bool) { 281 | api := cgo.Handle(v).Value().(*mdApi) 282 | api.spi.OnRspUserLogout((*thost.CThostFtdcUserLogoutField)(unsafe.Pointer(pUserLogout)), (*thost.CThostFtdcRspInfoField)(unsafe.Pointer(pRspInfo)), int(nRequestID), bool(bIsLast)) 283 | } 284 | 285 | //export wrapMdOnRspQryMulticastInstrument 286 | func wrapMdOnRspQryMulticastInstrument(v uintptr, pMulticastInstrument *C.struct_CThostFtdcMulticastInstrumentField, pRspInfo *C.struct_CThostFtdcRspInfoField, nRequestID C.int, bIsLast C._Bool) { 287 | api := cgo.Handle(v).Value().(*mdApi) 288 | api.spi.OnRspQryMulticastInstrument((*thost.CThostFtdcMulticastInstrumentField)(unsafe.Pointer(pMulticastInstrument)), (*thost.CThostFtdcRspInfoField)(unsafe.Pointer(pRspInfo)), int(nRequestID), bool(bIsLast)) 289 | } 290 | 291 | //export wrapMdOnRspError 292 | func wrapMdOnRspError(v uintptr, pRspInfo *C.struct_CThostFtdcRspInfoField, nRequestID C.int, bIsLast C._Bool) { 293 | api := cgo.Handle(v).Value().(*mdApi) 294 | api.spi.OnRspError((*thost.CThostFtdcRspInfoField)(unsafe.Pointer(pRspInfo)), int(nRequestID), bool(bIsLast)) 295 | } 296 | 297 | //export wrapMdOnRspSubMarketData 298 | func wrapMdOnRspSubMarketData(v uintptr, pSpecificInstrument *C.struct_CThostFtdcSpecificInstrumentField, pRspInfo *C.struct_CThostFtdcRspInfoField, nRequestID C.int, bIsLast C._Bool) { 299 | api := cgo.Handle(v).Value().(*mdApi) 300 | api.spi.OnRspSubMarketData((*thost.CThostFtdcSpecificInstrumentField)(unsafe.Pointer(pSpecificInstrument)), (*thost.CThostFtdcRspInfoField)(unsafe.Pointer(pRspInfo)), int(nRequestID), bool(bIsLast)) 301 | } 302 | 303 | //export wrapMdOnRspUnSubMarketData 304 | func wrapMdOnRspUnSubMarketData(v uintptr, pSpecificInstrument *C.struct_CThostFtdcSpecificInstrumentField, pRspInfo *C.struct_CThostFtdcRspInfoField, nRequestID C.int, bIsLast C._Bool) { 305 | api := cgo.Handle(v).Value().(*mdApi) 306 | api.spi.OnRspUnSubMarketData((*thost.CThostFtdcSpecificInstrumentField)(unsafe.Pointer(pSpecificInstrument)), (*thost.CThostFtdcRspInfoField)(unsafe.Pointer(pRspInfo)), int(nRequestID), bool(bIsLast)) 307 | } 308 | 309 | //export wrapMdOnRspSubForQuoteRsp 310 | func wrapMdOnRspSubForQuoteRsp(v uintptr, pSpecificInstrument *C.struct_CThostFtdcSpecificInstrumentField, pRspInfo *C.struct_CThostFtdcRspInfoField, nRequestID C.int, bIsLast C._Bool) { 311 | api := cgo.Handle(v).Value().(*mdApi) 312 | api.spi.OnRspSubForQuoteRsp((*thost.CThostFtdcSpecificInstrumentField)(unsafe.Pointer(pSpecificInstrument)), (*thost.CThostFtdcRspInfoField)(unsafe.Pointer(pRspInfo)), int(nRequestID), bool(bIsLast)) 313 | } 314 | 315 | //export wrapMdOnRspUnSubForQuoteRsp 316 | func wrapMdOnRspUnSubForQuoteRsp(v uintptr, pSpecificInstrument *C.struct_CThostFtdcSpecificInstrumentField, pRspInfo *C.struct_CThostFtdcRspInfoField, nRequestID C.int, bIsLast C._Bool) { 317 | api := cgo.Handle(v).Value().(*mdApi) 318 | api.spi.OnRspUnSubForQuoteRsp((*thost.CThostFtdcSpecificInstrumentField)(unsafe.Pointer(pSpecificInstrument)), (*thost.CThostFtdcRspInfoField)(unsafe.Pointer(pRspInfo)), int(nRequestID), bool(bIsLast)) 319 | } 320 | 321 | //export wrapMdOnRtnDepthMarketData 322 | func wrapMdOnRtnDepthMarketData(v uintptr, pDepthMarketData *C.struct_CThostFtdcDepthMarketDataField) { 323 | api := cgo.Handle(v).Value().(*mdApi) 324 | api.spi.OnRtnDepthMarketData((*thost.CThostFtdcDepthMarketDataField)(unsafe.Pointer(pDepthMarketData))) 325 | } 326 | 327 | //export wrapMdOnRtnForQuoteRsp 328 | func wrapMdOnRtnForQuoteRsp(v uintptr, pForQuoteRsp *C.struct_CThostFtdcForQuoteRspField) { 329 | api := cgo.Handle(v).Value().(*mdApi) 330 | api.spi.OnRtnForQuoteRsp((*thost.CThostFtdcForQuoteRspField)(unsafe.Pointer(pForQuoteRsp))) 331 | } 332 | 333 | // ----------------------------------------------------- 334 | func MdFlowPath(path string) MdOption { 335 | return func(api *mdApi) { 336 | api.flowPath = path 337 | } 338 | } 339 | 340 | func MdUsingUDP(usingudp bool) MdOption { 341 | return func(api *mdApi) { 342 | api.usingUDP = usingudp 343 | } 344 | } 345 | 346 | func MdMultiCast(multicast bool) MdOption { 347 | return func(api *mdApi) { 348 | api.multicast = multicast 349 | } 350 | } 351 | -------------------------------------------------------------------------------- /mdapi_lite.go: -------------------------------------------------------------------------------- 1 | package goctp 2 | 3 | import "github.com/pseudocodes/goctp/thost" 4 | 5 | type MdApiLite struct { 6 | *mdApi 7 | } 8 | 9 | func CreateMdApiLite(options ...MdOption) *MdApiLite { 10 | api := &MdApiLite{} 11 | mdApi := CreateMdApi(options...) 12 | api.mdApi = mdApi 13 | return api 14 | } 15 | 16 | // 用户登录请求 17 | func (t *MdApiLite) ReqUserLogin(pReqUserLoginField *ReqUserLoginField, nRequestID int) int { 18 | var f0 = toCThostFtdcReqUserLoginField(pReqUserLoginField) 19 | 20 | return t.mdApi.ReqUserLogin((f0), int(nRequestID)) 21 | } 22 | 23 | type MdSpiLite struct { 24 | BaseMdSpi 25 | 26 | //当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 27 | OnFrontConnectedCallback func() 28 | 29 | //当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 30 | ///@param nReason 错误原因 31 | /// 0x1001 网络读失败 32 | /// 0x1002 网络写失败 33 | /// 0x2001 接收心跳超时 34 | /// 0x2002 发送心跳失败 35 | /// 0x2003 收到错误报文 36 | OnFrontDisconnectedCallback func(nReason int) 37 | 38 | //心跳超时警告。当长时间未收到报文时，该方法被调用。 39 | ///@param nTimeLapse 距离上次接收报文的时间 40 | OnHeartBeatWarningCallback func(nTimeLapse int) 41 | 42 | //登录请求响应 43 | OnRspUserLoginCallback func(pRspUserLogin *RspUserLoginField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 44 | 45 | //错误应答 46 | OnRspErrorCallback func(pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 47 | 48 | //深度行情通知 49 | OnRtnDepthMarketDataCallback func(pDepthMarketData *DepthMarketDataField) 50 | 51 | // 订阅行情应答 52 | OnRspSubMarketDataCallback func(specificInstrument string, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 53 | } 54 | 55 | // 当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 56 | func (s *MdSpiLite) OnFrontConnected() { 57 | 58 | if s.OnFrontConnectedCallback != nil { 59 | s.OnFrontConnectedCallback() 60 | } 61 | } 62 | 63 | // 当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 64 | // /@param nReason 错误原因 65 | // / 0x1001 网络读失败 66 | // / 0x1002 网络写失败 67 | // / 0x2001 接收心跳超时 68 | // / 0x2002 发送心跳失败 69 | // / 0x2003 收到错误报文 70 | func (s *MdSpiLite) OnFrontDisconnected(nReason int) { 71 | 72 | if s.OnFrontDisconnectedCallback != nil { 73 | s.OnFrontDisconnectedCallback(int(nReason)) 74 | } 75 | } 76 | 77 | // 心跳超时警告。当长时间未收到报文时，该方法被调用。 78 | // /@param nTimeLapse 距离上次接收报文的时间 79 | func (s *MdSpiLite) OnHeartBeatWarning(nTimeLapse int) { 80 | 81 | if s.OnHeartBeatWarningCallback != nil { 82 | s.OnHeartBeatWarningCallback(int(nTimeLapse)) 83 | } 84 | } 85 | 86 | // 登录请求响应 87 | func (s *MdSpiLite) OnRspUserLogin(pRspUserLogin *thost.CThostFtdcRspUserLoginField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 88 | f0 := fromCThostFtdcRspUserLoginField(pRspUserLogin) 89 | 90 | var f1 *RspInfoField 91 | if pRspInfo != nil { 92 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 93 | } 94 | 95 | if s.OnRspUserLoginCallback != nil { 96 | s.OnRspUserLoginCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 97 | } 98 | } 99 | 100 | // 错误应答 101 | func (s *MdSpiLite) OnRspError(pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 102 | 103 | var f0 *RspInfoField 104 | if pRspInfo != nil { 105 | f0 = fromCThostFtdcRspInfoField(pRspInfo) 106 | } 107 | 108 | if s.OnRspErrorCallback != nil { 109 | s.OnRspErrorCallback((f0), int(nRequestID), bool(bIsLast)) 110 | } 111 | } 112 | 113 | // 深度行情通知 114 | func (s *MdSpiLite) OnRtnDepthMarketData(pDepthMarketData *thost.CThostFtdcDepthMarketDataField) { 115 | f0 := fromCThostFtdcDepthMarketDataField(pDepthMarketData) 116 | 117 | if s.OnRtnDepthMarketDataCallback != nil { 118 | s.OnRtnDepthMarketDataCallback((f0)) 119 | } 120 | } 121 | 122 | // 深度行情通知 123 | func (s *MdSpiLite) OnRspSubMarketData(pSpecificInstrument *thost.CThostFtdcSpecificInstrumentField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 124 | var f0 = bytes2String(pSpecificInstrument.InstrumentID[:]) 125 | var f1 *RspInfoField 126 | if pRspInfo != nil { 127 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 128 | } 129 | 130 | if s.OnRspSubMarketDataCallback != nil { 131 | s.OnRspSubMarketDataCallback(f0, f1, nRequestID, bIsLast) 132 | } 133 | } 134 | 135 | func (s *MdSpiLite) SetOnFrontConnected(f func()) { 136 | s.OnFrontConnectedCallback = f 137 | } 138 | 139 | func (s *MdSpiLite) SetOnFrontDisconnected(f func(int)) { 140 | s.OnFrontDisconnectedCallback = f 141 | } 142 | 143 | func (s *MdSpiLite) SetOnHeartBeatWarning(f func(int)) { 144 | s.OnHeartBeatWarningCallback = f 145 | } 146 | 147 | func (s *MdSpiLite) SetOnRspUserLogin(f func(*RspUserLoginField, *RspInfoField, int, bool)) { 148 | s.OnRspUserLoginCallback = f 149 | } 150 | 151 | func (s *MdSpiLite) SetOnRspError(f func(*RspInfoField, int, bool)) { 152 | s.OnRspErrorCallback = f 153 | } 154 | 155 | func (s *MdSpiLite) SetOnRtnDepthMarketData(f func(*DepthMarketDataField)) { 156 | s.OnRtnDepthMarketDataCallback = f 157 | } 158 | 159 | func (s *MdSpiLite) SetOnRspSubMarketData(f func(string, *RspInfoField, int, bool)) { 160 | s.OnRspSubMarketDataCallback = f 161 | } 162 | -------------------------------------------------------------------------------- /mdapi_wrap.cxx: -------------------------------------------------------------------------------- 1 | // Licensed under the Apache License, Version 2.0 (the "License"); 2 | // you may not use this file except in compliance with the License. 3 | // You may obtain a copy of the License at 4 | // 5 | // http://www.apache.org/licenses/LICENSE-2.0 6 | // 7 | // Unless required by applicable law or agreed to in writing, software 8 | // distributed under the License is distributed on an "AS IS" BASIS, 9 | // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 10 | // See the License for the specific language governing permissions and 11 | // limitations under the License. 12 | 13 | #include 14 | #include 15 | #include 16 | #include 17 | #include 18 | #include 19 | #include 20 | 21 | #include "ThostFtdcMdApi.h" 22 | #include "ThostFtdcTraderApi.h" 23 | #include "ThostFtdcUserApiDataType.h" 24 | #include "ThostFtdcUserApiStruct.h" 25 | 26 | #include "mdapi_wrap.h" 27 | 28 | typedef long long intgo; 29 | typedef struct 30 | { 31 | char* p; 32 | int64_t n; 33 | } _gostring_; 34 | 35 | typedef struct 36 | { 37 | void* array; 38 | int64_t len; 39 | int64_t cap; 40 | } _goslice_; 41 | 42 | #ifdef __cplusplus 43 | extern "C" { 44 | #endif 45 | QCTPMdSpi* _wrap_CThostFtdcMdApi_CreateFtdcMdApi() 46 | { 47 | CThostFtdcMdApi* pUserApi = CThostFtdcMdApi::CreateFtdcMdApi("./data/", false); 48 | QCTPMdSpi* pUserSpi = new QCTPMdSpi(pUserApi); 49 | pUserSpi->RegisterSpi(pUserSpi); 50 | return pUserSpi; 51 | } 52 | 53 | QCTPMdSpi* _wrap_CThostFtdcMdApi_CreateFtdcMdApi2(uintptr_t gUserApi, const char* pszFlowPath, const bool bIsUsingUdp, const bool bIsMulticast) 54 | { 55 | // printf("go_user_api %lu\n", gUserApi); 56 | CThostFtdcMdApi* pUserApi = CThostFtdcMdApi::CreateFtdcMdApi(pszFlowPath, bIsUsingUdp, bIsMulticast); 57 | QCTPMdSpi* pUserSpi = new QCTPMdSpi(pUserApi, gUserApi); 58 | pUserSpi->RegisterSpi(pUserSpi); 59 | return pUserSpi; 60 | } 61 | 62 | // 获取API的版本信息 63 | ///@retrun 获取到的版本号 64 | const char* _wrap_CThostFtdcMdApi_GetApiVersion(QCTPMdSpi* pMdApi) 65 | { 66 | return pMdApi->GetApiVersion(); 67 | } 68 | 69 | // 删除接口对象本身 70 | ///@remark 不再使用本接口对象时,调用该函数删除接口对象 71 | void _wrap_CThostFtdcMdApi_Release(QCTPMdSpi* pMdApi) 72 | { 73 | return pMdApi->Release(); 74 | } 75 | 76 | // 初始化 77 | ///@remark 初始化运行环境,只有调用后,接口才开始工作 78 | void _wrap_CThostFtdcMdApi_Init(QCTPMdSpi* pMdApi) 79 | { 80 | return pMdApi->Init(); 81 | } 82 | 83 | // 等待接口线程结束运行 84 | ///@return 线程退出代码 85 | int _wrap_CThostFtdcMdApi_Join(QCTPMdSpi* pMdApi) 86 | { 87 | return pMdApi->Join(); 88 | } 89 | 90 | // 获取当前交易日 91 | ///@retrun 获取到的交易日 92 | ///@remark 只有登录成功后,才能得到正确的交易日 93 | const char* _wrap_CThostFtdcMdApi_GetTradingDay(QCTPMdSpi* pMdApi) 94 | { 95 | return pMdApi->GetTradingDay(); 96 | } 97 | 98 | // 注册前置机网络地址 99 | ///@param pszFrontAddress：前置机网络地址。 100 | ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 101 | ///@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。 102 | void _wrap_CThostFtdcMdApi_RegisterFront(QCTPMdSpi* pMdApi, char* pszFrontAddress) 103 | { 104 | return pMdApi->RegisterFront(pszFrontAddress); 105 | } 106 | 107 | // 注册名字服务器网络地址 108 | ///@param pszNsAddress：名字服务器网络地址。 109 | ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。 110 | ///@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。 111 | ///@remark RegisterNameServer优先于RegisterFront 112 | void _wrap_CThostFtdcMdApi_RegisterNameServer(QCTPMdSpi* pMdApi, char* pszNsAddress) 113 | { 114 | return pMdApi->RegisterNameServer(pszNsAddress); 115 | } 116 | 117 | // 注册名字服务器用户信息 118 | ///@param pFensUserInfo：用户信息。 119 | void _wrap_CThostFtdcMdApi_RegisterFensUserInfo(QCTPMdSpi* pMdApi, CThostFtdcFensUserInfoField* pFensUserInfo) 120 | { 121 | return pMdApi->RegisterFensUserInfo(pFensUserInfo); 122 | } 123 | 124 | // 订阅行情。 125 | ///@param ppInstrumentID 合约ID 126 | ///@param nCount 要订阅/退订行情的合约个数 127 | ///@remark 128 | int _wrap_CThostFtdcMdApi_SubscribeMarketData(QCTPMdSpi* pMdApi, char** ppInstrumentID, int nCount) 129 | { 130 | return pMdApi->SubscribeMarketData(ppInstrumentID, nCount); 131 | } 132 | 133 | // 退订行情。 134 | ///@param ppInstrumentID 合约ID 135 | ///@param nCount 要订阅/退订行情的合约个数 136 | ///@remark 137 | int _wrap_CThostFtdcMdApi_UnSubscribeMarketData(QCTPMdSpi* pMdApi, char** ppInstrumentID, int nCount) 138 | { 139 | return pMdApi->UnSubscribeMarketData(ppInstrumentID, nCount); 140 | } 141 | 142 | // 订阅询价。 143 | ///@param ppInstrumentID 合约ID 144 | ///@param nCount 要订阅/退订行情的合约个数 145 | ///@remark 146 | int _wrap_CThostFtdcMdApi_SubscribeForQuoteRsp(QCTPMdSpi* pMdApi, char** ppInstrumentID, int nCount) 147 | { 148 | return pMdApi->SubscribeForQuoteRsp(ppInstrumentID, nCount); 149 | } 150 | 151 | // 退订询价。 152 | ///@param ppInstrumentID 合约ID 153 | ///@param nCount 要订阅/退订行情的合约个数 154 | ///@remark 155 | int _wrap_CThostFtdcMdApi_UnSubscribeForQuoteRsp(QCTPMdSpi* pMdApi, char** ppInstrumentID, int nCount) 156 | { 157 | return pMdApi->UnSubscribeForQuoteRsp(ppInstrumentID, nCount); 158 | } 159 | 160 | // 用户登录请求 161 | int _wrap_CThostFtdcMdApi_ReqUserLogin(QCTPMdSpi* pMdApi, CThostFtdcReqUserLoginField* pReqUserLoginField, int nRequestID) 162 | { 163 | int ret = pMdApi->ReqUserLogin(pReqUserLoginField, nRequestID); 164 | printf("req_user_login: %d", ret); 165 | return ret; 166 | } 167 | 168 | // 登出请求 169 | int _wrap_CThostFtdcMdApi_ReqUserLogout(QCTPMdSpi* pMdApi, CThostFtdcUserLogoutField* pUserLogout, int nRequestID) 170 | { 171 | return pMdApi->ReqUserLogout(pUserLogout, nRequestID); 172 | } 173 | 174 | // 请求查询组播合约 175 | int _wrap_CThostFtdcMdApi_ReqQryMulticastInstrument(QCTPMdSpi* pMdApi, CThostFtdcQryMulticastInstrumentField* pQryMulticastInstrument, int nRequestID) 176 | { 177 | return pMdApi->ReqQryMulticastInstrument(pQryMulticastInstrument, nRequestID); 178 | } 179 | 180 | #ifdef __cplusplus 181 | } 182 | #endif 183 | 184 | // 当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 185 | extern "C" void wrapMdOnFrontConnected(uintptr_t); 186 | void QCTPMdSpi::OnFrontConnected() 187 | { 188 | wrapMdOnFrontConnected(gUserApi); 189 | } 190 | 191 | // 当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 192 | ///@param nReason 错误原因 193 | /// 0x1001 网络读失败 194 | /// 0x1002 网络写失败 195 | /// 0x2001 接收心跳超时 196 | /// 0x2002 发送心跳失败 197 | /// 0x2003 收到错误报文 198 | extern "C" void wrapMdOnFrontDisconnected(uintptr_t, int); 199 | void QCTPMdSpi::OnFrontDisconnected(int nReason) 200 | { 201 | wrapMdOnFrontDisconnected(gUserApi, nReason); 202 | } 203 | 204 | // 心跳超时警告。当长时间未收到报文时，该方法被调用。 205 | ///@param nTimeLapse 距离上次接收报文的时间 206 | extern "C" void wrapMdOnHeartBeatWarning(uintptr_t, int); 207 | void QCTPMdSpi::OnHeartBeatWarning(int nTimeLapse) 208 | { 209 | wrapMdOnHeartBeatWarning(gUserApi, nTimeLapse); 210 | } 211 | 212 | // 登录请求响应 213 | extern "C" void wrapMdOnRspUserLogin(uintptr_t, CThostFtdcRspUserLoginField*, CThostFtdcRspInfoField*, int, bool); 214 | void QCTPMdSpi::OnRspUserLogin(CThostFtdcRspUserLoginField* pRspUserLogin, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) 215 | { 216 | wrapMdOnRspUserLogin(gUserApi, pRspUserLogin, pRspInfo, nRequestID, bIsLast); 217 | } 218 | 219 | // 登出请求响应 220 | extern "C" void wrapMdOnRspUserLogout(uintptr_t, CThostFtdcUserLogoutField*, CThostFtdcRspInfoField*, int, bool); 221 | void QCTPMdSpi::OnRspUserLogout(CThostFtdcUserLogoutField* pUserLogout, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) 222 | { 223 | wrapMdOnRspUserLogout(gUserApi, pUserLogout, pRspInfo, nRequestID, bIsLast); 224 | } 225 | 226 | // 请求查询组播合约响应 227 | extern "C" void wrapMdOnRspQryMulticastInstrument(uintptr_t, CThostFtdcMulticastInstrumentField*, CThostFtdcRspInfoField*, int, bool); 228 | void QCTPMdSpi::OnRspQryMulticastInstrument(CThostFtdcMulticastInstrumentField* pMulticastInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) 229 | { 230 | wrapMdOnRspQryMulticastInstrument(gUserApi, pMulticastInstrument, pRspInfo, nRequestID, bIsLast); 231 | } 232 | 233 | // 错误应答 234 | extern "C" void wrapMdOnRspError(uintptr_t, CThostFtdcRspInfoField*, int, bool); 235 | void QCTPMdSpi::OnRspError(CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) 236 | { 237 | wrapMdOnRspError(gUserApi, pRspInfo, nRequestID, bIsLast); 238 | } 239 | 240 | // 订阅行情应答 241 | extern "C" void wrapMdOnRspSubMarketData(uintptr_t, CThostFtdcSpecificInstrumentField*, CThostFtdcRspInfoField*, int, bool); 242 | void QCTPMdSpi::OnRspSubMarketData(CThostFtdcSpecificInstrumentField* pSpecificInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) 243 | { 244 | wrapMdOnRspSubMarketData(gUserApi, pSpecificInstrument, pRspInfo, nRequestID, bIsLast); 245 | } 246 | 247 | // 取消订阅行情应答 248 | extern "C" void wrapMdOnRspUnSubMarketData(uintptr_t, CThostFtdcSpecificInstrumentField*, CThostFtdcRspInfoField*, int, bool); 249 | void QCTPMdSpi::OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField* pSpecificInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) 250 | { 251 | wrapMdOnRspUnSubMarketData(gUserApi, pSpecificInstrument, pRspInfo, nRequestID, bIsLast); 252 | } 253 | 254 | // 订阅询价应答 255 | extern "C" void wrapMdOnRspSubForQuoteRsp(uintptr_t, CThostFtdcSpecificInstrumentField*, CThostFtdcRspInfoField*, int, bool); 256 | void QCTPMdSpi::OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField* pSpecificInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) 257 | { 258 | wrapMdOnRspSubForQuoteRsp(gUserApi, pSpecificInstrument, pRspInfo, nRequestID, bIsLast); 259 | } 260 | 261 | // 取消订阅询价应答 262 | extern "C" void wrapMdOnRspUnSubForQuoteRsp(uintptr_t, CThostFtdcSpecificInstrumentField*, CThostFtdcRspInfoField*, int, bool); 263 | void QCTPMdSpi::OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField* pSpecificInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) 264 | { 265 | wrapMdOnRspUnSubForQuoteRsp(gUserApi, pSpecificInstrument, pRspInfo, nRequestID, bIsLast); 266 | } 267 | 268 | // 深度行情通知 269 | extern "C" void wrapMdOnRtnDepthMarketData(uintptr_t, CThostFtdcDepthMarketDataField*); 270 | void QCTPMdSpi::OnRtnDepthMarketData(CThostFtdcDepthMarketDataField* pDepthMarketData) 271 | { 272 | wrapMdOnRtnDepthMarketData(gUserApi, pDepthMarketData); 273 | } 274 | 275 | // 询价通知 276 | extern "C" void wrapMdOnRtnForQuoteRsp(uintptr_t, CThostFtdcForQuoteRspField*); 277 | void QCTPMdSpi::OnRtnForQuoteRsp(CThostFtdcForQuoteRspField* pForQuoteRsp) 278 | { 279 | wrapMdOnRtnForQuoteRsp(gUserApi, pForQuoteRsp); 280 | } 281 | 282 | QCTPMdSpi::QCTPMdSpi(CThostFtdcMdApi* pUserApi) 283 | { 284 | this->pUserApi = pUserApi; 285 | } 286 | 287 | QCTPMdSpi::QCTPMdSpi(CThostFtdcMdApi* pUserApi, uintptr_t gUserApi) 288 | { 289 | this->pUserApi = pUserApi; 290 | this->gUserApi = gUserApi; 291 | } 292 | 293 | uintptr_t _wrap_CThostFtdcMdApi_DestroyUserMdApi(QCTPMdSpi* pMdApi) 294 | { 295 | delete (pMdApi); 296 | return 0; 297 | } 298 | 299 | // 获取API的版本信息 300 | ///@retrun 获取到的版本号 301 | const char* QCTPMdSpi::GetApiVersion() 302 | { 303 | return this->pUserApi->GetApiVersion(); 304 | } 305 | 306 | // 删除接口对象本身 307 | ///@remark 不再使用本接口对象时,调用该函数删除接口对象 308 | void QCTPMdSpi::Release() 309 | { 310 | this->pUserApi->RegisterSpi(NULL); 311 | return this->pUserApi->Release(); 312 | } 313 | 314 | // 初始化 315 | ///@remark 初始化运行环境,只有调用后,接口才开始工作 316 | void QCTPMdSpi::Init() 317 | { 318 | this->pUserApi->Init(); 319 | } 320 | 321 | // 等待接口线程结束运行 322 | ///@return 线程退出代码 323 | int QCTPMdSpi::Join() 324 | { 325 | return this->pUserApi->Join(); 326 | } 327 | 328 | // 获取当前交易日 329 | ///@retrun 获取到的交易日 330 | ///@remark 只有登录成功后,才能得到正确的交易日 331 | const char* QCTPMdSpi::GetTradingDay() 332 | { 333 | return this->pUserApi->GetTradingDay(); 334 | } 335 | 336 | // 注册前置机网络地址 337 | ///@param pszFrontAddress：前置机网络地址。 338 | ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 339 | ///@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。 340 | void QCTPMdSpi::RegisterFront(char* pszFrontAddress) 341 | { 342 | this->pUserApi->RegisterFront(pszFrontAddress); 343 | } 344 | 345 | // 注册名字服务器网络地址 346 | ///@param pszNsAddress：名字服务器网络地址。 347 | ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。 348 | ///@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。 349 | ///@remark RegisterNameServer优先于RegisterFront 350 | void QCTPMdSpi::RegisterNameServer(char* pszNsAddress) 351 | { 352 | this->pUserApi->RegisterNameServer(pszNsAddress); 353 | } 354 | 355 | // 注册名字服务器用户信息 356 | ///@param pFensUserInfo：用户信息。 357 | void QCTPMdSpi::RegisterFensUserInfo(CThostFtdcFensUserInfoField* pFensUserInfo) 358 | { 359 | this->pUserApi->RegisterFensUserInfo(pFensUserInfo); 360 | } 361 | 362 | // 注册回调接口 363 | ///@param pSpi 派生自回调接口类的实例 364 | void QCTPMdSpi::RegisterSpi(CThostFtdcMdSpi* pSpi) 365 | { 366 | this->pUserApi->RegisterSpi(pSpi); 367 | } 368 | 369 | // 订阅行情。 370 | ///@param ppInstrumentID 合约ID 371 | ///@param nCount 要订阅/退订行情的合约个数 372 | ///@remark 373 | int QCTPMdSpi::SubscribeMarketData(char** ppInstrumentID, int nCount) 374 | { 375 | return this->pUserApi->SubscribeMarketData(ppInstrumentID, nCount); 376 | } 377 | 378 | // 退订行情。 379 | ///@param ppInstrumentID 合约ID 380 | ///@param nCount 要订阅/退订行情的合约个数 381 | ///@remark 382 | int QCTPMdSpi::UnSubscribeMarketData(char** ppInstrumentID, int nCount) 383 | { 384 | return this->pUserApi->UnSubscribeMarketData(ppInstrumentID, nCount); 385 | } 386 | 387 | // 订阅询价。 388 | ///@param ppInstrumentID 合约ID 389 | ///@param nCount 要订阅/退订行情的合约个数 390 | ///@remark 391 | int QCTPMdSpi::SubscribeForQuoteRsp(char** ppInstrumentID, int nCount) 392 | { 393 | return this->pUserApi->SubscribeForQuoteRsp(ppInstrumentID, nCount); 394 | } 395 | 396 | // 退订询价。 397 | ///@param ppInstrumentID 合约ID 398 | ///@param nCount 要订阅/退订行情的合约个数 399 | ///@remark 400 | int QCTPMdSpi::UnSubscribeForQuoteRsp(char** ppInstrumentID, int nCount) 401 | { 402 | return this->pUserApi->UnSubscribeForQuoteRsp(ppInstrumentID, nCount); 403 | } 404 | 405 | // 用户登录请求 406 | int QCTPMdSpi::ReqUserLogin(CThostFtdcReqUserLoginField* pReqUserLoginField, int nRequestID) 407 | { 408 | return this->pUserApi->ReqUserLogin(pReqUserLoginField, nRequestID); 409 | } 410 | 411 | // 登出请求 412 | int QCTPMdSpi::ReqUserLogout(CThostFtdcUserLogoutField* pUserLogout, int nRequestID) 413 | { 414 | return this->pUserApi->ReqUserLogout(pUserLogout, nRequestID); 415 | } 416 | 417 | // 请求查询组播合约 418 | int QCTPMdSpi::ReqQryMulticastInstrument(CThostFtdcQryMulticastInstrumentField* pQryMulticastInstrument, int nRequestID) 419 | { 420 | return this->pUserApi->ReqQryMulticastInstrument(pQryMulticastInstrument, nRequestID); 421 | } 422 | -------------------------------------------------------------------------------- /mdapi_wrap.h: -------------------------------------------------------------------------------- 1 | // Licensed under the Apache License, Version 2.0 (the "License"); 2 | // you may not use this file except in compliance with the License. 3 | // You may obtain a copy of the License at 4 | // 5 | // http://www.apache.org/licenses/LICENSE-2.0 6 | // 7 | // Unless required by applicable law or agreed to in writing, software 8 | // distributed under the License is distributed on an "AS IS" BASIS, 9 | // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 10 | // See the License for the specific language governing permissions and 11 | // limitations under the License. 12 | 13 | #ifndef _MDAPI_WRAP_H_ 14 | #define _MDAPI_WRAP_H_ 15 | 16 | class QCTPMdSpi : public CThostFtdcMdSpi 17 | { 18 | public: 19 | QCTPMdSpi(CThostFtdcMdApi *pUserApi); 20 | QCTPMdSpi(CThostFtdcMdApi *pUserApi, uintptr_t gUserApi); 21 | QCTPMdSpi(); 22 | ~QCTPMdSpi(){}; 23 | 24 | //当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 25 | void OnFrontConnected(); 26 | 27 | //当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 28 | ///@param nReason 错误原因 29 | /// 0x1001 网络读失败 30 | /// 0x1002 网络写失败 31 | /// 0x2001 接收心跳超时 32 | /// 0x2002 发送心跳失败 33 | /// 0x2003 收到错误报文 34 | void OnFrontDisconnected(int nReason); 35 | 36 | //心跳超时警告。当长时间未收到报文时，该方法被调用。 37 | ///@param nTimeLapse 距离上次接收报文的时间 38 | void OnHeartBeatWarning(int nTimeLapse); 39 | 40 | //登录请求响应 41 | void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); 42 | 43 | //登出请求响应 44 | void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); 45 | 46 | //请求查询组播合约响应 47 | void OnRspQryMulticastInstrument(CThostFtdcMulticastInstrumentField *pMulticastInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); 48 | 49 | //错误应答 50 | void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); 51 | 52 | //订阅行情应答 53 | void OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); 54 | 55 | //取消订阅行情应答 56 | void OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); 57 | 58 | //订阅询价应答 59 | void OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); 60 | 61 | //取消订阅询价应答 62 | void OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast); 63 | 64 | //深度行情通知 65 | void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData); 66 | 67 | //询价通知 68 | void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp); 69 | 70 | //获取API的版本信息 71 | ///@retrun 获取到的版本号 72 | const char *GetApiVersion(); 73 | 74 | //删除接口对象本身 75 | ///@remark 不再使用本接口对象时,调用该函数删除接口对象 76 | void Release(); 77 | 78 | //初始化 79 | ///@remark 初始化运行环境,只有调用后,接口才开始工作 80 | void Init(); 81 | 82 | //等待接口线程结束运行 83 | ///@return 线程退出代码 84 | int Join(); 85 | 86 | //获取当前交易日 87 | ///@retrun 获取到的交易日 88 | ///@remark 只有登录成功后,才能得到正确的交易日 89 | const char *GetTradingDay(); 90 | 91 | //注册前置机网络地址 92 | ///@param pszFrontAddress：前置机网络地址。 93 | ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。 94 | ///@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。 95 | void RegisterFront(char *pszFrontAddress); 96 | 97 | //注册名字服务器网络地址 98 | ///@param pszNsAddress：名字服务器网络地址。 99 | ///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。 100 | ///@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。 101 | ///@remark RegisterNameServer优先于RegisterFront 102 | void RegisterNameServer(char *pszNsAddress); 103 | 104 | //注册名字服务器用户信息 105 | ///@param pFensUserInfo：用户信息。 106 | void RegisterFensUserInfo(CThostFtdcFensUserInfoField *pFensUserInfo); 107 | 108 | //注册回调接口 109 | ///@param pSpi 派生自回调接口类的实例 110 | void RegisterSpi(CThostFtdcMdSpi *pSpi); 111 | 112 | //订阅行情。 113 | ///@param ppInstrumentID 合约ID 114 | ///@param nCount 要订阅/退订行情的合约个数 115 | ///@remark 116 | int SubscribeMarketData(char *ppInstrumentID[], int nCount); 117 | 118 | //退订行情。 119 | ///@param ppInstrumentID 合约ID 120 | ///@param nCount 要订阅/退订行情的合约个数 121 | ///@remark 122 | int UnSubscribeMarketData(char *ppInstrumentID[], int nCount); 123 | 124 | //订阅询价。 125 | ///@param ppInstrumentID 合约ID 126 | ///@param nCount 要订阅/退订行情的合约个数 127 | ///@remark 128 | int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount); 129 | 130 | //退订询价。 131 | ///@param ppInstrumentID 合约ID 132 | ///@param nCount 要订阅/退订行情的合约个数 133 | ///@remark 134 | int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount); 135 | 136 | //用户登录请求 137 | int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID); 138 | 139 | //登出请求 140 | int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID); 141 | 142 | //请求查询组播合约 143 | int ReqQryMulticastInstrument(CThostFtdcQryMulticastInstrumentField *pQryMulticastInstrument, int nRequestID); 144 | 145 | private: 146 | CThostFtdcMdApi *pUserApi; 147 | uintptr_t gUserApi; 148 | }; 149 | 150 | #endif // end _MDAPI_WRAP_H_ 151 | -------------------------------------------------------------------------------- /mdspi_base.go: -------------------------------------------------------------------------------- 1 | // Licensed under the Apache License, Version 2.0 (the "License"); 2 | // you may not use this file except in compliance with the License. 3 | // You may obtain a copy of the License at 4 | // 5 | // http://www.apache.org/licenses/LICENSE-2.0 6 | // 7 | // Unless required by applicable law or agreed to in writing, software 8 | // distributed under the License is distributed on an "AS IS" BASIS, 9 | // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 10 | // See the License for the specific language governing permissions and 11 | // limitations under the License. 12 | 13 | package goctp 14 | 15 | import ( 16 | "github.com/pseudocodes/goctp/thost" 17 | ) 18 | 19 | var _ MdSpi = &BaseMdSpi{} 20 | 21 | type BaseMdSpi struct { 22 | 23 | // 当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 24 | OnFrontConnectedCallback func() 25 | 26 | // 当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 27 | ///@param nReason 错误原因 28 | /// 0x1001 网络读失败 29 | /// 0x1002 网络写失败 30 | /// 0x2001 接收心跳超时 31 | /// 0x2002 发送心跳失败 32 | /// 0x2003 收到错误报文 33 | OnFrontDisconnectedCallback func(int) 34 | 35 | // 心跳超时警告。当长时间未收到报文时，该方法被调用。 36 | ///@param nTimeLapse 距离上次接收报文的时间 37 | OnHeartBeatWarningCallback func(int) 38 | 39 | // 登录请求响应 40 | OnRspUserLoginCallback func(*thost.CThostFtdcRspUserLoginField, *thost.CThostFtdcRspInfoField, int, bool) 41 | 42 | // 登出请求响应 43 | OnRspUserLogoutCallback func(*thost.CThostFtdcUserLogoutField, *thost.CThostFtdcRspInfoField, int, bool) 44 | 45 | // 请求查询组播合约响应 46 | OnRspQryMulticastInstrumentCallback func(*thost.CThostFtdcMulticastInstrumentField, *thost.CThostFtdcRspInfoField, int, bool) 47 | 48 | // 错误应答 49 | OnRspErrorCallback func(*thost.CThostFtdcRspInfoField, int, bool) 50 | 51 | // 订阅行情应答 52 | OnRspSubMarketDataCallback func(*thost.CThostFtdcSpecificInstrumentField, *thost.CThostFtdcRspInfoField, int, bool) 53 | 54 | // 取消订阅行情应答 55 | OnRspUnSubMarketDataCallback func(*thost.CThostFtdcSpecificInstrumentField, *thost.CThostFtdcRspInfoField, int, bool) 56 | 57 | // 订阅询价应答 58 | OnRspSubForQuoteRspCallback func(*thost.CThostFtdcSpecificInstrumentField, *thost.CThostFtdcRspInfoField, int, bool) 59 | 60 | // 取消订阅询价应答 61 | OnRspUnSubForQuoteRspCallback func(*thost.CThostFtdcSpecificInstrumentField, *thost.CThostFtdcRspInfoField, int, bool) 62 | 63 | // 深度行情通知 64 | OnRtnDepthMarketDataCallback func(*thost.CThostFtdcDepthMarketDataField) 65 | 66 | // 询价通知 67 | OnRtnForQuoteRspCallback func(*thost.CThostFtdcForQuoteRspField) 68 | } 69 | 70 | // 当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 71 | func (s *BaseMdSpi) OnFrontConnected() { 72 | if s.OnFrontConnectedCallback != nil { 73 | s.OnFrontConnectedCallback() 74 | } 75 | } 76 | 77 | // 当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 78 | // /@param nReason 错误原因 79 | // / 0x1001 网络读失败 80 | // / 0x1002 网络写失败 81 | // / 0x2001 接收心跳超时 82 | // / 0x2002 发送心跳失败 83 | // / 0x2003 收到错误报文 84 | func (s *BaseMdSpi) OnFrontDisconnected(nReason int) { 85 | if s.OnFrontDisconnectedCallback != nil { 86 | s.OnFrontDisconnectedCallback(nReason) 87 | } 88 | } 89 | 90 | // 心跳超时警告。当长时间未收到报文时，该方法被调用。 91 | // /@param nTimeLapse 距离上次接收报文的时间 92 | func (s *BaseMdSpi) OnHeartBeatWarning(nTimeLapse int) { 93 | if s.OnHeartBeatWarningCallback != nil { 94 | s.OnHeartBeatWarningCallback(nTimeLapse) 95 | } 96 | } 97 | 98 | // 登录请求响应 99 | func (s *BaseMdSpi) OnRspUserLogin(pRspUserLogin *thost.CThostFtdcRspUserLoginField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 100 | if s.OnRspUserLoginCallback != nil { 101 | s.OnRspUserLoginCallback(pRspUserLogin, pRspInfo, nRequestID, bIsLast) 102 | } 103 | } 104 | 105 | // 登出请求响应 106 | func (s *BaseMdSpi) OnRspUserLogout(pUserLogout *thost.CThostFtdcUserLogoutField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 107 | if s.OnRspUserLogoutCallback != nil { 108 | s.OnRspUserLogoutCallback(pUserLogout, pRspInfo, nRequestID, bIsLast) 109 | } 110 | } 111 | 112 | // 请求查询组播合约响应 113 | func (s *BaseMdSpi) OnRspQryMulticastInstrument(pMulticastInstrument *thost.CThostFtdcMulticastInstrumentField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 114 | if s.OnRspQryMulticastInstrumentCallback != nil { 115 | s.OnRspQryMulticastInstrumentCallback(pMulticastInstrument, pRspInfo, nRequestID, bIsLast) 116 | } 117 | } 118 | 119 | // 错误应答 120 | func (s *BaseMdSpi) OnRspError(pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 121 | if s.OnRspErrorCallback != nil { 122 | s.OnRspErrorCallback(pRspInfo, nRequestID, bIsLast) 123 | } 124 | } 125 | 126 | // 订阅行情应答 127 | func (s *BaseMdSpi) OnRspSubMarketData(pSpecificInstrument *thost.CThostFtdcSpecificInstrumentField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 128 | if s.OnRspSubMarketDataCallback != nil { 129 | s.OnRspSubMarketDataCallback(pSpecificInstrument, pRspInfo, nRequestID, bIsLast) 130 | } 131 | } 132 | 133 | // 取消订阅行情应答 134 | func (s *BaseMdSpi) OnRspUnSubMarketData(pSpecificInstrument *thost.CThostFtdcSpecificInstrumentField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 135 | if s.OnRspUnSubMarketDataCallback != nil { 136 | s.OnRspUnSubMarketDataCallback(pSpecificInstrument, pRspInfo, nRequestID, bIsLast) 137 | } 138 | } 139 | 140 | // 订阅询价应答 141 | func (s *BaseMdSpi) OnRspSubForQuoteRsp(pSpecificInstrument *thost.CThostFtdcSpecificInstrumentField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 142 | if s.OnRspSubForQuoteRspCallback != nil { 143 | s.OnRspSubForQuoteRspCallback(pSpecificInstrument, pRspInfo, nRequestID, bIsLast) 144 | } 145 | } 146 | 147 | // 取消订阅询价应答 148 | func (s *BaseMdSpi) OnRspUnSubForQuoteRsp(pSpecificInstrument *thost.CThostFtdcSpecificInstrumentField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 149 | if s.OnRspUnSubForQuoteRspCallback != nil { 150 | s.OnRspUnSubForQuoteRspCallback(pSpecificInstrument, pRspInfo, nRequestID, bIsLast) 151 | } 152 | } 153 | 154 | // 深度行情通知 155 | func (s *BaseMdSpi) OnRtnDepthMarketData(pDepthMarketData *thost.CThostFtdcDepthMarketDataField) { 156 | if s.OnRtnDepthMarketDataCallback != nil { 157 | s.OnRtnDepthMarketDataCallback(pDepthMarketData) 158 | } 159 | } 160 | 161 | // 询价通知 162 | func (s *BaseMdSpi) OnRtnForQuoteRsp(pForQuoteRsp *thost.CThostFtdcForQuoteRspField) { 163 | if s.OnRtnForQuoteRspCallback != nil { 164 | s.OnRtnForQuoteRspCallback(pForQuoteRsp) 165 | } 166 | } 167 | -------------------------------------------------------------------------------- /sample/simple_market/simple_market.go: -------------------------------------------------------------------------------- 1 | // Licensed under the Apache License, Version 2.0 (the "License"); 2 | // you may not use this file except in compliance with the License. 3 | // You may obtain a copy of the License at 4 | // 5 | // http://www.apache.org/licenses/LICENSE-2.0 6 | // 7 | // Unless required by applicable law or agreed to in writing, software 8 | // distributed under the License is distributed on an "AS IS" BASIS, 9 | // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 10 | // See the License for the specific language governing permissions and 11 | // limitations under the License. 12 | 13 | package main 14 | 15 | import ( 16 | "log" 17 | "os" 18 | 19 | "github.com/gookit/goutil/dump" 20 | "github.com/pseudocodes/goctp" 21 | ) 22 | 23 | /* 24 | Simnow是上期技术提供的CTP程序测试、模拟、学习的模拟平台。 25 | 26 | 7x24环境-电信： 27 | 交易前置: tcp://180.168.146.187:10130 28 | 行情前置: tcp://180.168.146.187:10131 29 | 30 | 仿真环境1-电信：交易时段同实盘 31 | 交易前置: tcp://180.168.146.187:10201 32 | 行情前置: tcp://180.168.146.187:10211 33 | 34 | 仿真环境2-电信：交易时段同实盘 35 | 交易前置: tcp://180.168.146.187:10202 36 | 行情前置: tcp://180.168.146.187:10212 37 | 38 | 仿真环境3-移动：交易时段同实盘 39 | 交易前置: tcp://218.202.237.33:10203 40 | 行情前置: tcp://218.202.237.33:10213 41 | */ 42 | var SimnowEnv map[string]map[string]string = map[string]map[string]string{ 43 | "td": { 44 | "7x24": "tcp://180.168.146.187:10130", 45 | "telesim1": "tcp://180.168.146.187:10201", 46 | "telesim2": "tcp://180.168.146.187:10202", 47 | "moblesim3": "tcp://218.202.237.33:10203", 48 | }, 49 | "md": { 50 | "7x24": "tcp://180.168.146.187:10131", 51 | "telesim1": "tcp://180.168.146.187:10211", 52 | "telesim2": "tcp://180.168.146.187:10212", 53 | "moblesim3": "tcp://218.202.237.33:10213", 54 | }, 55 | } 56 | 57 | func init() { 58 | log.SetFlags(log.LstdFlags | log.Lshortfile) 59 | } 60 | 61 | type baseSpi struct { 62 | mdapi *goctp.MdApiLite 63 | mdspi *goctp.MdSpiLite 64 | } 65 | 66 | func CreateBaseSpi() *baseSpi { 67 | s := &baseSpi{ 68 | mdspi: &goctp.MdSpiLite{}, 69 | } 70 | s.mdspi.SetOnFrontConnected(s.OnFrontConnected) 71 | 72 | s.mdspi.SetOnFrontDisconnected(s.OnFrontDisconnected) 73 | 74 | s.mdspi.SetOnHeartBeatWarning(s.OnHeartBeatWarning) 75 | 76 | s.mdspi.SetOnRspUserLogin(s.OnRspUserLogin) 77 | 78 | s.mdspi.SetOnRspError(s.OnRspError) 79 | 80 | s.mdspi.SetOnRspSubMarketData(s.OnRspSubMarketData) 81 | 82 | s.mdspi.SetOnRtnDepthMarketData(s.OnRtnDepthMarketData) 83 | return s 84 | } 85 | 86 | func (s *baseSpi) OnFrontConnected() { 87 | log.Printf("OnFrontConnected\n") 88 | 89 | ret := s.mdapi.ReqUserLogin(&goctp.ReqUserLoginField{ 90 | BrokerID: "9999", 91 | UserID: os.Getenv("SIMNOW_USER_ID"), // <- 环境变量设置 92 | Password: os.Getenv("SIMNOW_USER_PASSWORD"), 93 | }, 1) 94 | 95 | log.Printf("user log: %v\n", ret) 96 | } 97 | 98 | func (s *baseSpi) OnHeartBeatWarning(timelapse int) { 99 | log.Printf("OnHeartBeatWarning: %v\n", timelapse) 100 | } 101 | 102 | func (s *baseSpi) OnFrontDisconnected(nReason int) { 103 | log.Printf("OnFrontDisconnected: %v\n", nReason) 104 | } 105 | 106 | func (s *baseSpi) OnRspUserLogin(pRspUserLogin *goctp.RspUserLoginField, rspInfo *goctp.RspInfoField, nRequestID int, bIsLast bool) { 107 | log.Printf("RspUserLogin: %+v\nRspInfo: %+v\n", pRspUserLogin, rspInfo) 108 | s.mdapi.SubscribeMarketData("ag2308") 109 | } 110 | 111 | func (s *baseSpi) OnRspSubMarketData(ins string, rspInfo *goctp.RspInfoField, requestID int, isLast bool) { 112 | log.Printf("instrumentID: %+v\n RspInfo: %+v\n", string(ins), rspInfo) 113 | } 114 | 115 | func (s *baseSpi) OnRtnDepthMarketData(quote *goctp.DepthMarketDataField) { 116 | // log.Printf("tick {%+v}\n", quote) 117 | log.Printf("OnRtnDeptMarketData\n") 118 | dump.Println(quote) 119 | } 120 | 121 | func (s *baseSpi) OnRspError(rspInfo *goctp.RspInfoField, requestID int, isLast bool) { 122 | log.Printf("RspInfo: %+v\n", rspInfo) 123 | 124 | } 125 | 126 | func sample1() { 127 | 128 | mdapi := goctp.CreateMdApiLite(goctp.MdFlowPath("./data/"), goctp.MdUsingUDP(false), goctp.MdMultiCast(false)) 129 | baseSpi := CreateBaseSpi() 130 | baseSpi.mdapi = mdapi 131 | mdapi.RegisterSpi(baseSpi.mdspi) 132 | // mdapi.RegisterFront(SimnowEnv["md"]["7x24"]) 133 | mdapi.RegisterFront(SimnowEnv["md"]["telesim1"]) 134 | // mdapi.RegisterFront("tcp://0.0.0.0:9091") 135 | 136 | // mdapi.RegisterNameServer("tcp://localhost:9091") 137 | mdapi.Init() 138 | 139 | println(mdapi.GetApiVersion()) 140 | println(mdapi.GetTradingDay()) 141 | 142 | mdapi.Join() 143 | } 144 | 145 | func main() { 146 | sample1() 147 | } 148 | -------------------------------------------------------------------------------- /sample/simple_trader/simple_trader.go: -------------------------------------------------------------------------------- 1 | // Licensed under the Apache License, Version 2.0 (the "License"); 2 | // you may not use this file except in compliance with the License. 3 | // You may obtain a copy of the License at 4 | // 5 | // http://www.apache.org/licenses/LICENSE-2.0 6 | // 7 | // Unless required by applicable law or agreed to in writing, software 8 | // distributed under the License is distributed on an "AS IS" BASIS, 9 | // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 10 | // See the License for the specific language governing permissions and 11 | // limitations under the License. 12 | 13 | package main 14 | 15 | import ( 16 | "log" 17 | "os" 18 | "sync/atomic" 19 | "time" 20 | 21 | "github.com/gookit/goutil/dump" 22 | "github.com/pseudocodes/goctp" 23 | dc "github.com/pseudocodes/goctp/data_collect" 24 | ) 25 | 26 | var SimnowEnv map[string]map[string]string = map[string]map[string]string{ 27 | "td": { 28 | "7x24": "tcp://180.168.146.187:10130", 29 | "telesim1": "tcp://180.168.146.187:10201", 30 | "telesim2": "tcp://180.168.146.187:10202", 31 | "moblesim3": "tcp://218.202.237.33:10203", 32 | }, 33 | "md": { 34 | "7x24": "tcp://180.168.146.187:10131", 35 | "telesim1": "tcp://180.168.146.187:10211", 36 | "telesim2": "tcp://180.168.146.187:10212", 37 | "moblesim3": "tcp://218.202.237.33:10213", 38 | }, 39 | } 40 | 41 | func init() { 42 | log.SetFlags(log.LstdFlags | log.Lshortfile) 43 | } 44 | 45 | type baseSpi struct { 46 | tdspi *goctp.TraderSpiLite 47 | tdapi *goctp.TraderApiLite 48 | 49 | brokerID string 50 | investorID string 51 | password string 52 | appid string 53 | authCode string 54 | 55 | requestID atomic.Int32 56 | } 57 | 58 | func CreateBaseSpi() *baseSpi { 59 | s := &baseSpi{ 60 | // tdapi: tdapi, 61 | tdspi: &goctp.TraderSpiLite{}, 62 | 63 | brokerID: "9999", 64 | investorID: os.Getenv("SIMNOW_USER_ID"), // <- 环境变量设置 65 | password: os.Getenv("SIMNOW_USER_PASSWORD"), // <- 环境变量设置 66 | appid: "simnow_client_test", 67 | authCode: "0000000000000000", 68 | } 69 | 70 | s.tdspi.SetOnFrontConnected(s.OnFrontConnected) 71 | 72 | s.tdspi.SetOnFrontDisconnected(s.OnFrontDisconnected) 73 | 74 | s.tdspi.SetOnHeartBeatWarning(s.OnHeartBeatWarning) 75 | 76 | s.tdspi.SetOnRspAuthenticate(s.OnRspAuthenticate) 77 | 78 | s.tdspi.SetOnRspUserLogin(s.OnRspUserLogin) 79 | 80 | // s.tdspi.SetOnRspUserPasswordUpdate(s.OnRspUserPasswordUpdate) 81 | 82 | // s.tdspi.SetOnRspTradingAccountPasswordUpdate(s.OnRspTradingAccountPasswordUpdate) 83 | 84 | // s.tdspi.SetOnRspOrderInsert(s.OnRspOrderInsert) 85 | 86 | s.tdspi.SetOnRspOrderAction(s.OnRspOrderAction) 87 | 88 | s.tdspi.SetOnRspSettlementInfoConfirm(s.OnRspSettlementInfoConfirm) 89 | 90 | s.tdspi.SetOnRspQryOrder(s.OnRspQryOrder) 91 | 92 | s.tdspi.SetOnRspQryInvestorPosition(s.OnRspQryInvestorPosition) 93 | 94 | s.tdspi.SetOnRspQryTradingAccount(s.OnRspQryTradingAccount) 95 | 96 | // s.tdspi.SetOnRspQryInstrumentMarginRate(s.OnRspQryInstrumentMarginRate) 97 | 98 | // s.tdspi.SetOnRspQryInstrumentCommissionRate(s.OnRspQryInstrumentCommissionRate) 99 | 100 | s.tdspi.SetOnRspQryInstrument(s.OnRspQryInstrument) 101 | 102 | // s.tdspi.SetOnRspQrySettlementInfo(s.OnRspQrySettlementInfo) 103 | 104 | // s.tdspi.SetOnRspQryTransferSerial(s.OnRspQryTransferSerial) 105 | 106 | // s.tdspi.SetOnRspQryAccountregister(s.OnRspQryAccountregister) 107 | 108 | s.tdspi.SetOnRspError(s.OnRspError) 109 | 110 | s.tdspi.SetOnRtnOrder(s.OnRtnOrder) 111 | 112 | s.tdspi.SetOnRtnTrade(s.OnRtnTrade) 113 | 114 | // s.tdspi.SetOnErrRtnOrderInsert(s.OnErrRtnOrderInsert) 115 | 116 | s.tdspi.SetOnErrRtnOrderAction(s.OnErrRtnOrderAction) 117 | 118 | s.tdspi.SetOnRtnInstrumentStatus(s.OnRtnInstrumentStatus) 119 | 120 | // s.tdspi.SetOnRtnTradingNotice(s.OnRtnTradingNotice) 121 | 122 | // s.tdspi.SetOnRspQryContractBank(s.OnRspQryContractBank) 123 | 124 | // s.tdspi.SetOnRspQryBrokerTradingParams(s.OnRspQryBrokerTradingParams) 125 | 126 | // s.tdspi.SetOnRtnFromBankToFutureByFuture(s.OnRtnFromBankToFutureByFuture) 127 | 128 | // s.tdspi.SetOnRtnFromFutureToBankByFuture(s.OnRtnFromFutureToBankByFuture) 129 | 130 | // s.tdspi.SetOnRspQryDepthMarketData(s.OnRspQryDepthMarketData) 131 | 132 | return s 133 | } 134 | 135 | func (s *baseSpi) OnFrontDisconnected(nReason int) { 136 | log.Printf("OnFrontDissconnected: %v\n", nReason) 137 | } 138 | 139 | func (p *baseSpi) OnHeartBeatWarning(nTimeLapse int) { 140 | log.Println("(OnHeartBeatWarning) nTimerLapse=", nTimeLapse) 141 | } 142 | 143 | func (s *baseSpi) OnFrontConnected() { 144 | var ret int 145 | log.Printf("OnFrontConnected\n") 146 | 147 | ret = s.tdapi.ReqAuthenticate(&goctp.ReqAuthenticateField{ 148 | BrokerID: s.brokerID, 149 | UserID: s.investorID, 150 | AuthCode: s.authCode, 151 | AppID: s.appid, 152 | }, int(s.requestID.Add(1))) 153 | 154 | log.Printf("user auth: %v\n", ret) 155 | } 156 | 157 | func (s *baseSpi) OnRspAuthenticate(f *goctp.RspAuthenticateField, r *goctp.RspInfoField, nRequestID int, bIsLast bool) { 158 | dump.Println(r) 159 | dump.Println(f) 160 | req := &goctp.ReqUserLoginField{ 161 | BrokerID: "9999", 162 | UserID: os.Getenv("SIMNOW_USER_ID"), // <- 环境变量设置 163 | Password: os.Getenv("SIMNOW_USER_PASSWORD"), 164 | } 165 | dump.Println(req) 166 | ret := s.tdapi.ReqUserLogin(req, int(s.requestID.Add(1))) 167 | log.Printf("user login: %v\n", ret) 168 | } 169 | 170 | func (s *baseSpi) OnRspUserLogin(f *goctp.RspUserLoginField, r *goctp.RspInfoField, nRequestID int, bIsLast bool) { 171 | dump.Println(r) 172 | dump.Println(f) 173 | 174 | req := &goctp.SettlementInfoConfirmField{ 175 | BrokerID: s.brokerID, 176 | InvestorID: s.investorID, 177 | } 178 | ret := s.tdapi.ReqSettlementInfoConfirm(req, int(s.requestID.Add(1))) 179 | log.Printf("req_settlement_info_confirm : %v\n", ret) 180 | 181 | } 182 | 183 | func (s *baseSpi) OnRspSettlementInfoConfirm(f *goctp.SettlementInfoConfirmField, r *goctp.RspInfoField, nRequestID int, bIsLast bool) { 184 | dump.Println(r) 185 | dump.Println(f) 186 | 187 | req := &goctp.QryInstrumentField{} 188 | ret := s.tdapi.ReqQryInstrument(req, 3) 189 | log.Printf("user qry ins: %v\n", ret) 190 | } 191 | 192 | // OnRspSettlementInfoConfirm 发送投资者结算单确认响应 193 | 194 | func (s *baseSpi) OnRspQryInstrument(pInstrument *goctp.InstrumentField, pRspInfo *goctp.RspInfoField, nRequestID int, bIsLast bool) { 195 | // dump.Print(pRspInfo, nRequestID, bIsLast) 196 | // dump.Println(pInstrument.InstrumentName) 197 | 198 | if bIsLast { 199 | log.Printf("qry ins finished\n") 200 | 201 | req := &goctp.QryTradingAccountField{ 202 | BrokerID: s.brokerID, 203 | InvestorID: s.investorID, 204 | } 205 | ret := s.tdapi.ReqQryTradingAccount(req, int(s.requestID.Add(1))) 206 | if ret != 0 { 207 | log.Printf("req_qry_trading_account failed %v\n", ret) 208 | } 209 | } 210 | } 211 | 212 | // OnRspQryTradingAccount 请求查询资金账户响应 213 | func (s *baseSpi) OnRspQryTradingAccount(pTradingAccount *goctp.TradingAccountField, pRspInfo *goctp.RspInfoField, nRequestID int, bIsLast bool) { 214 | 215 | if bIsLast && !s.isErrorRspInfo(pRspInfo) { 216 | dump.P(pTradingAccount) 217 | 218 | req := &goctp.QryOrderField{ 219 | BrokerID: s.brokerID, 220 | InvestorID: s.investorID, 221 | } 222 | time.Sleep(1500 * time.Millisecond) 223 | ret := s.tdapi.ReqQryOrder(req, int(s.requestID.Add(1))) 224 | if ret != 0 { 225 | log.Printf("req_qry_order failed: %v\n", ret) 226 | } 227 | } 228 | } 229 | 230 | // 合约交易状态通知 231 | func (s *baseSpi) OnRtnInstrumentStatus(pInstrumentStatus *goctp.InstrumentStatusField) { 232 | // dump.P(pInstrumentStatus) 233 | } 234 | 235 | func (s *baseSpi) OnRspQryOrder(pOrder *goctp.OrderField, pRspInfo *goctp.RspInfoField, nRequestID int, bIsLast bool) { 236 | if s.isErrorRspInfo(pRspInfo) { 237 | return 238 | } 239 | if pOrder == nil { 240 | log.Printf("OnRspQryOrder: %v\n", pOrder) 241 | } 242 | if bIsLast { 243 | req := &goctp.QryInvestorPositionField{ 244 | BrokerID: s.brokerID, 245 | InvestorID: s.investorID, 246 | } 247 | time.Sleep(1500 * time.Millisecond) 248 | ret := s.tdapi.ReqQryInvestorPosition(req, int(s.requestID.Add(1))) 249 | if ret != 0 { 250 | log.Printf("req_qry_investor_position failed %v\n", ret) 251 | } 252 | } 253 | } 254 | 255 | func (s *baseSpi) OnRspQryInvestorPosition(pInvestorPosition *goctp.InvestorPositionField, pRspInfo *goctp.RspInfoField, nRequestID int, bIsLast bool) { 256 | if s.isErrorRspInfo(pRspInfo) { 257 | return 258 | } 259 | if bIsLast { 260 | log.Printf("finish rsp_qry_investor_position\n") 261 | } 262 | 263 | } 264 | 265 | // 错误应答 266 | func (s *baseSpi) OnRspError(pRspInfo *goctp.RspInfoField, nRequestID int, bIsLast bool) { 267 | s.isErrorRspInfo(pRspInfo) 268 | } 269 | 270 | // 报单操作错误回报 271 | func (s *baseSpi) OnErrRtnOrderAction(pOrderAction *goctp.OrderActionField, pRspInfo *goctp.RspInfoField) { 272 | s.isErrorRspInfo(pRspInfo) 273 | } 274 | 275 | // 报单操作请求响应（撤单失败会触发） 276 | func (s *baseSpi) OnRspOrderAction(pInputOrderAction *goctp.InputOrderActionField, pRspInfo *goctp.RspInfoField, nRequestID int, bIsLast bool) { 277 | s.isErrorRspInfo(pRspInfo) 278 | } 279 | 280 | // OnRtnTrade 成交通知（委托单在交易所成交了） 281 | func (s *baseSpi) OnRtnTrade(pTrade *goctp.TradeField) { 282 | } 283 | 284 | // OnRtnOrder 报单通知（委托单） 285 | func (s *baseSpi) OnRtnOrder(pOrder *goctp.OrderField) { 286 | 287 | } 288 | 289 | func (s *baseSpi) isErrorRspInfo(pRspInfo *goctp.RspInfoField) bool { 290 | 291 | // 容错处理 pRspInfo ，部分响应函数中，pRspInfo 为 0 292 | if pRspInfo == nil { 293 | return false 294 | } 295 | // 如果ErrorID != 0, 说明收到了错误的响应 296 | bResult := (pRspInfo.ErrorID != 0) 297 | if bResult { 298 | log.Printf("ErrorID=%v ErrorMsg=%v\n", pRspInfo.ErrorID, pRspInfo.ErrorMsg) 299 | } 300 | return bResult 301 | 302 | } 303 | 304 | func sample1() { 305 | var data = dc.DataCollectSystemInfo{} 306 | // dc.CTP_GetSystemInfoUnAesEncode(&data) 307 | dc.CTP_GetSystemInfo(&data) 308 | 309 | tdapi := goctp.CreateTraderApiLite(goctp.TraderFlowPath("./data/"), goctp.TraderSystemInfo(data.SystemInfo[:], int(data.Length))) 310 | baseSpi := CreateBaseSpi() 311 | baseSpi.tdapi = tdapi 312 | log.Printf("baseSpi %+v\n", baseSpi) 313 | tdapi.RegisterSpi(baseSpi.tdspi) 314 | tdapi.RegisterFront(SimnowEnv["td"]["7x24"]) 315 | 316 | tdapi.Init() 317 | 318 | println(tdapi.GetTradingDay()) 319 | println(tdapi.GetApiVersion()) 320 | 321 | tdapi.Join() 322 | } 323 | 324 | func sample2() { 325 | dump.V(dc.CTP_GetDataCollectApiVersion()) 326 | var data = dc.DataCollectSystemInfo{} 327 | // dc.CTP_GetSystemInfoUnAesEncode(&data) 328 | dc.CTP_GetSystemInfo(&data) 329 | 330 | dump.V(data) 331 | } 332 | 333 | func main() { 334 | sample1() 335 | // sample2() 336 | } 337 | -------------------------------------------------------------------------------- /traderapi_lite.go: -------------------------------------------------------------------------------- 1 | package goctp 2 | 3 | import ( 4 | "github.com/pseudocodes/goctp/thost" 5 | ) 6 | 7 | type TraderApiLite struct { 8 | *traderApi 9 | } 10 | 11 | func CreateTraderApiLite(options ...TraderOption) *TraderApiLite { 12 | api := &TraderApiLite{} 13 | traderApi := CreateTraderApi(options...) 14 | api.traderApi = traderApi 15 | return api 16 | } 17 | 18 | // 客户端认证请求 19 | func (t *TraderApiLite) ReqAuthenticate(pReqAuthenticateField *ReqAuthenticateField, nRequestID int) int { 20 | var f0 = toCThostFtdcReqAuthenticateField(pReqAuthenticateField) 21 | 22 | return t.traderApi.ReqAuthenticate((f0), int(nRequestID)) 23 | } 24 | 25 | // 用户登录请求 26 | func (t *TraderApiLite) ReqUserLogin(pReqUserLoginField *ReqUserLoginField, nRequestID int) int { 27 | var f0 = toCThostFtdcReqUserLoginField(pReqUserLoginField) 28 | 29 | return t.traderApi.ReqUserLogin((f0), int(nRequestID)) 30 | } 31 | 32 | // 用户口令更新请求 33 | func (t *TraderApiLite) ReqUserPasswordUpdate(pUserPasswordUpdate *UserPasswordUpdateField, nRequestID int) int { 34 | var f0 = toCThostFtdcUserPasswordUpdateField(pUserPasswordUpdate) 35 | 36 | return t.traderApi.ReqUserPasswordUpdate((f0), int(nRequestID)) 37 | } 38 | 39 | // 资金账户口令更新请求 40 | func (t *TraderApiLite) ReqTradingAccountPasswordUpdate(pTradingAccountPasswordUpdate *TradingAccountPasswordUpdateField, nRequestID int) int { 41 | var f0 = toCThostFtdcTradingAccountPasswordUpdateField(pTradingAccountPasswordUpdate) 42 | 43 | return t.traderApi.ReqTradingAccountPasswordUpdate((f0), int(nRequestID)) 44 | } 45 | 46 | // 报单录入请求 47 | func (t *TraderApiLite) ReqOrderInsert(pInputOrder *InputOrderField, nRequestID int) int { 48 | var f0 = toCThostFtdcInputOrderField(pInputOrder) 49 | 50 | return t.traderApi.ReqOrderInsert((f0), int(nRequestID)) 51 | } 52 | 53 | // 报单操作请求 54 | func (t *TraderApiLite) ReqOrderAction(pInputOrderAction *InputOrderActionField, nRequestID int) int { 55 | var f0 = toCThostFtdcInputOrderActionField(pInputOrderAction) 56 | 57 | return t.traderApi.ReqOrderAction((f0), int(nRequestID)) 58 | } 59 | 60 | // 投资者结算结果确认 61 | func (t *TraderApiLite) ReqSettlementInfoConfirm(pSettlementInfoConfirm *SettlementInfoConfirmField, nRequestID int) int { 62 | var f0 = toCThostFtdcSettlementInfoConfirmField(pSettlementInfoConfirm) 63 | 64 | return t.traderApi.ReqSettlementInfoConfirm((f0), int(nRequestID)) 65 | } 66 | 67 | // 请求查询报单 68 | func (t *TraderApiLite) ReqQryOrder(pQryOrder *QryOrderField, nRequestID int) int { 69 | var f0 = toCThostFtdcQryOrderField(pQryOrder) 70 | 71 | return t.traderApi.ReqQryOrder((f0), int(nRequestID)) 72 | } 73 | 74 | // 请求查询成交 75 | func (t *TraderApiLite) ReqQryTrade(pQryTrade *QryTradeField, nRequestID int) int { 76 | var f0 = toCThostFtdcQryTradeField(pQryTrade) 77 | 78 | return t.traderApi.ReqQryTrade((f0), int(nRequestID)) 79 | } 80 | 81 | // 请求查询投资者持仓 82 | func (t *TraderApiLite) ReqQryInvestorPosition(pQryInvestorPosition *QryInvestorPositionField, nRequestID int) int { 83 | var f0 = toCThostFtdcQryInvestorPositionField(pQryInvestorPosition) 84 | 85 | return t.traderApi.ReqQryInvestorPosition((f0), int(nRequestID)) 86 | } 87 | 88 | // 请求查询资金账户 89 | func (t *TraderApiLite) ReqQryTradingAccount(pQryTradingAccount *QryTradingAccountField, nRequestID int) int { 90 | var f0 = toCThostFtdcQryTradingAccountField(pQryTradingAccount) 91 | 92 | return t.traderApi.ReqQryTradingAccount((f0), int(nRequestID)) 93 | } 94 | 95 | // 请求查询合约保证金率 96 | func (t *TraderApiLite) ReqQryInstrumentMarginRate(pQryInstrumentMarginRate *QryInstrumentMarginRateField, nRequestID int) int { 97 | var f0 = toCThostFtdcQryInstrumentMarginRateField(pQryInstrumentMarginRate) 98 | 99 | return t.traderApi.ReqQryInstrumentMarginRate((f0), int(nRequestID)) 100 | } 101 | 102 | // 请求查询合约手续费率 103 | func (t *TraderApiLite) ReqQryInstrumentCommissionRate(pQryInstrumentCommissionRate *QryInstrumentCommissionRateField, nRequestID int) int { 104 | var f0 = toCThostFtdcQryInstrumentCommissionRateField(pQryInstrumentCommissionRate) 105 | 106 | return t.traderApi.ReqQryInstrumentCommissionRate((f0), int(nRequestID)) 107 | } 108 | 109 | // 请求查询合约 110 | func (t *TraderApiLite) ReqQryInstrument(pQryInstrument *QryInstrumentField, nRequestID int) int { 111 | var f0 = toCThostFtdcQryInstrumentField(pQryInstrument) 112 | 113 | return t.traderApi.ReqQryInstrument((f0), int(nRequestID)) 114 | } 115 | 116 | // 请求查询行情 117 | func (t *TraderApiLite) ReqQryDepthMarketData(pQryDepthMarketData *QryDepthMarketDataField, nRequestID int) int { 118 | var f0 = toCThostFtdcQryDepthMarketDataField(pQryDepthMarketData) 119 | 120 | return t.traderApi.ReqQryDepthMarketData((f0), int(nRequestID)) 121 | } 122 | 123 | // 请求查询投资者结算结果 124 | func (t *TraderApiLite) ReqQrySettlementInfo(pQrySettlementInfo *QrySettlementInfoField, nRequestID int) int { 125 | var f0 = toCThostFtdcQrySettlementInfoField(pQrySettlementInfo) 126 | 127 | return t.traderApi.ReqQrySettlementInfo((f0), int(nRequestID)) 128 | } 129 | 130 | // 请求查询结算信息确认 131 | func (t *TraderApiLite) ReqQrySettlementInfoConfirm(pQrySettlementInfoConfirm *QrySettlementInfoConfirmField, nRequestID int) int { 132 | var f0 = toCThostFtdcQrySettlementInfoConfirmField(pQrySettlementInfoConfirm) 133 | 134 | return t.traderApi.ReqQrySettlementInfoConfirm((f0), int(nRequestID)) 135 | } 136 | 137 | // 请求查询转帐流水 138 | func (t *TraderApiLite) ReqQryTransferSerial(pQryTransferSerial *QryTransferSerialField, nRequestID int) int { 139 | var f0 = toCThostFtdcQryTransferSerialField(pQryTransferSerial) 140 | 141 | return t.traderApi.ReqQryTransferSerial((f0), int(nRequestID)) 142 | } 143 | 144 | // 请求查询银期签约关系 145 | func (t *TraderApiLite) ReqQryAccountregister(pQryAccountregister *QryAccountregisterField, nRequestID int) int { 146 | var f0 = toCThostFtdcQryAccountregisterField(pQryAccountregister) 147 | 148 | return t.traderApi.ReqQryAccountregister((f0), int(nRequestID)) 149 | } 150 | 151 | // 请求查询签约银行 152 | func (t *TraderApiLite) ReqQryContractBank(pQryContractBank *QryContractBankField, nRequestID int) int { 153 | var f0 = toCThostFtdcQryContractBankField(pQryContractBank) 154 | 155 | return t.traderApi.ReqQryContractBank((f0), int(nRequestID)) 156 | } 157 | 158 | // 请求查询经纪公司交易参数 159 | func (t *TraderApiLite) ReqQryBrokerTradingParams(pQryBrokerTradingParams *QryBrokerTradingParamsField, nRequestID int) int { 160 | var f0 = toCThostFtdcQryBrokerTradingParamsField(pQryBrokerTradingParams) 161 | 162 | return t.traderApi.ReqQryBrokerTradingParams((f0), int(nRequestID)) 163 | } 164 | 165 | // 期货发起银行资金转期货请求 166 | func (t *TraderApiLite) ReqFromBankToFutureByFuture(pReqTransfer *ReqTransferField, nRequestID int) int { 167 | var f0 = toCThostFtdcReqTransferField(pReqTransfer) 168 | 169 | return t.traderApi.ReqFromBankToFutureByFuture((f0), int(nRequestID)) 170 | } 171 | 172 | // 期货发起期货资金转银行请求 173 | func (t *TraderApiLite) ReqFromFutureToBankByFuture(pReqTransfer *ReqTransferField, nRequestID int) int { 174 | var f0 = toCThostFtdcReqTransferField(pReqTransfer) 175 | 176 | return t.traderApi.ReqFromFutureToBankByFuture((f0), int(nRequestID)) 177 | } 178 | 179 | type TraderSpiLite struct { 180 | BaseTraderSpi 181 | 182 | //当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 183 | OnFrontConnectedCallback func() 184 | 185 | //当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 186 | ///@param nReason 错误原因 187 | /// 0x1001 网络读失败 188 | /// 0x1002 网络写失败 189 | /// 0x2001 接收心跳超时 190 | /// 0x2002 发送心跳失败 191 | /// 0x2003 收到错误报文 192 | OnFrontDisconnectedCallback func(nReason int) 193 | 194 | //心跳超时警告。当长时间未收到报文时，该方法被调用。 195 | ///@param nTimeLapse 距离上次接收报文的时间 196 | OnHeartBeatWarningCallback func(nTimeLapse int) 197 | 198 | //客户端认证响应 199 | OnRspAuthenticateCallback func(pRspAuthenticateField *RspAuthenticateField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 200 | 201 | //登录请求响应 202 | OnRspUserLoginCallback func(pRspUserLogin *RspUserLoginField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 203 | 204 | //用户口令更新请求响应 205 | OnRspUserPasswordUpdateCallback func(pUserPasswordUpdate *UserPasswordUpdateField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 206 | 207 | //资金账户口令更新请求响应 208 | OnRspTradingAccountPasswordUpdateCallback func(pTradingAccountPasswordUpdate *TradingAccountPasswordUpdateField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 209 | 210 | //报单录入请求响应 211 | OnRspOrderInsertCallback func(pInputOrder *InputOrderField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 212 | 213 | //报单操作请求响应 214 | OnRspOrderActionCallback func(pInputOrderAction *InputOrderActionField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 215 | 216 | //投资者结算结果确认响应 217 | OnRspSettlementInfoConfirmCallback func(pSettlementInfoConfirm *SettlementInfoConfirmField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 218 | 219 | //请求查询报单响应 220 | OnRspQryOrderCallback func(pOrder *OrderField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 221 | 222 | //请求查询投资者持仓响应 223 | OnRspQryInvestorPositionCallback func(pInvestorPosition *InvestorPositionField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 224 | 225 | //请求查询资金账户响应 226 | OnRspQryTradingAccountCallback func(pTradingAccount *TradingAccountField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 227 | 228 | //请求查询合约保证金率响应 229 | OnRspQryInstrumentMarginRateCallback func(pInstrumentMarginRate *InstrumentMarginRateField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 230 | 231 | //请求查询合约手续费率响应 232 | OnRspQryInstrumentCommissionRateCallback func(pInstrumentCommissionRate *InstrumentCommissionRateField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 233 | 234 | //请求查询合约响应 235 | OnRspQryInstrumentCallback func(pInstrument *InstrumentField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 236 | 237 | //请求查询行情响应 238 | OnRspQryDepthMarketDataCallback func(pDepthMarketData *DepthMarketDataField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 239 | 240 | //请求查询投资者结算结果响应 241 | OnRspQrySettlementInfoCallback func(pSettlementInfo *SettlementInfoField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 242 | 243 | //请求查询转帐流水响应 244 | OnRspQryTransferSerialCallback func(pTransferSerial *TransferSerialField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 245 | 246 | //请求查询银期签约关系响应 247 | OnRspQryAccountregisterCallback func(pAccountregister *AccountregisterField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 248 | 249 | //错误应答 250 | OnRspErrorCallback func(pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 251 | 252 | //报单通知 253 | OnRtnOrderCallback func(pOrder *OrderField) 254 | 255 | //成交通知 256 | OnRtnTradeCallback func(pTrade *TradeField) 257 | 258 | //报单录入错误回报 259 | OnErrRtnOrderInsertCallback func(pInputOrder *InputOrderField, pRspInfo *RspInfoField) 260 | 261 | //报单操作错误回报 262 | OnErrRtnOrderActionCallback func(pOrderAction *OrderActionField, pRspInfo *RspInfoField) 263 | 264 | //合约交易状态通知 265 | OnRtnInstrumentStatusCallback func(pInstrumentStatus *InstrumentStatusField) 266 | 267 | //交易通知 268 | OnRtnTradingNoticeCallback func(pTradingNoticeInfo *TradingNoticeInfoField) 269 | 270 | //请求查询签约银行响应 271 | OnRspQryContractBankCallback func(pContractBank *ContractBankField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 272 | 273 | //请求查询经纪公司交易参数响应 274 | OnRspQryBrokerTradingParamsCallback func(pBrokerTradingParams *BrokerTradingParamsField, pRspInfo *RspInfoField, nRequestID int, bIsLast bool) 275 | 276 | //期货发起银行资金转期货通知 277 | OnRtnFromBankToFutureByFutureCallback func(pRspTransfer *RspTransferField) 278 | 279 | //期货发起期货资金转银行通知 280 | OnRtnFromFutureToBankByFutureCallback func(pRspTransfer *RspTransferField) 281 | } 282 | 283 | // 当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 284 | func (s *TraderSpiLite) OnFrontConnected() { 285 | 286 | if s.OnFrontConnectedCallback != nil { 287 | s.OnFrontConnectedCallback() 288 | } 289 | } 290 | 291 | // 当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。 292 | // /@param nReason 错误原因 293 | // / 0x1001 网络读失败 294 | // / 0x1002 网络写失败 295 | // / 0x2001 接收心跳超时 296 | // / 0x2002 发送心跳失败 297 | // / 0x2003 收到错误报文 298 | func (s *TraderSpiLite) OnFrontDisconnected(nReason int) { 299 | 300 | if s.OnFrontDisconnectedCallback != nil { 301 | s.OnFrontDisconnectedCallback(int(nReason)) 302 | } 303 | } 304 | 305 | // 心跳超时警告。当长时间未收到报文时，该方法被调用。 306 | // /@param nTimeLapse 距离上次接收报文的时间 307 | func (s *TraderSpiLite) OnHeartBeatWarning(nTimeLapse int) { 308 | 309 | if s.OnHeartBeatWarningCallback != nil { 310 | s.OnHeartBeatWarningCallback(int(nTimeLapse)) 311 | } 312 | } 313 | 314 | // 客户端认证响应 315 | func (s *TraderSpiLite) OnRspAuthenticate(pRspAuthenticateField *thost.CThostFtdcRspAuthenticateField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 316 | 317 | var f0 *RspAuthenticateField 318 | if pRspAuthenticateField != nil { 319 | f0 = fromCThostFtdcRspAuthenticateField(pRspAuthenticateField) 320 | } 321 | 322 | var f1 *RspInfoField 323 | if pRspInfo != nil { 324 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 325 | } 326 | 327 | if s.OnRspAuthenticateCallback != nil { 328 | s.OnRspAuthenticateCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 329 | } 330 | } 331 | 332 | // 登录请求响应 333 | func (s *TraderSpiLite) OnRspUserLogin(pRspUserLogin *thost.CThostFtdcRspUserLoginField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 334 | 335 | var f0 *RspUserLoginField 336 | if pRspUserLogin != nil { 337 | f0 = fromCThostFtdcRspUserLoginField(pRspUserLogin) 338 | } 339 | 340 | var f1 *RspInfoField 341 | if pRspInfo != nil { 342 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 343 | } 344 | 345 | if s.OnRspUserLoginCallback != nil { 346 | s.OnRspUserLoginCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 347 | } 348 | } 349 | 350 | // 用户口令更新请求响应 351 | func (s *TraderSpiLite) OnRspUserPasswordUpdate(pUserPasswordUpdate *thost.CThostFtdcUserPasswordUpdateField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 352 | 353 | var f0 *UserPasswordUpdateField 354 | if pUserPasswordUpdate != nil { 355 | f0 = fromCThostFtdcUserPasswordUpdateField(pUserPasswordUpdate) 356 | } 357 | 358 | var f1 *RspInfoField 359 | if pRspInfo != nil { 360 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 361 | } 362 | 363 | if s.OnRspUserPasswordUpdateCallback != nil { 364 | s.OnRspUserPasswordUpdateCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 365 | } 366 | } 367 | 368 | // 资金账户口令更新请求响应 369 | func (s *TraderSpiLite) OnRspTradingAccountPasswordUpdate(pTradingAccountPasswordUpdate *thost.CThostFtdcTradingAccountPasswordUpdateField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 370 | 371 | var f0 *TradingAccountPasswordUpdateField 372 | if pTradingAccountPasswordUpdate != nil { 373 | f0 = fromCThostFtdcTradingAccountPasswordUpdateField(pTradingAccountPasswordUpdate) 374 | } 375 | 376 | var f1 *RspInfoField 377 | if pRspInfo != nil { 378 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 379 | } 380 | 381 | if s.OnRspTradingAccountPasswordUpdateCallback != nil { 382 | s.OnRspTradingAccountPasswordUpdateCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 383 | } 384 | } 385 | 386 | // 报单录入请求响应 387 | func (s *TraderSpiLite) OnRspOrderInsert(pInputOrder *thost.CThostFtdcInputOrderField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 388 | 389 | var f0 *InputOrderField 390 | if pInputOrder != nil { 391 | f0 = fromCThostFtdcInputOrderField(pInputOrder) 392 | } 393 | 394 | var f1 *RspInfoField 395 | if pRspInfo != nil { 396 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 397 | } 398 | 399 | if s.OnRspOrderInsertCallback != nil { 400 | s.OnRspOrderInsertCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 401 | } 402 | } 403 | 404 | // 报单操作请求响应 405 | func (s *TraderSpiLite) OnRspOrderAction(pInputOrderAction *thost.CThostFtdcInputOrderActionField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 406 | 407 | var f0 *InputOrderActionField 408 | if pInputOrderAction != nil { 409 | f0 = fromCThostFtdcInputOrderActionField(pInputOrderAction) 410 | } 411 | 412 | var f1 *RspInfoField 413 | if pRspInfo != nil { 414 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 415 | } 416 | 417 | if s.OnRspOrderActionCallback != nil { 418 | s.OnRspOrderActionCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 419 | } 420 | } 421 | 422 | // 投资者结算结果确认响应 423 | func (s *TraderSpiLite) OnRspSettlementInfoConfirm(pSettlementInfoConfirm *thost.CThostFtdcSettlementInfoConfirmField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 424 | 425 | var f0 *SettlementInfoConfirmField 426 | if pSettlementInfoConfirm != nil { 427 | f0 = fromCThostFtdcSettlementInfoConfirmField(pSettlementInfoConfirm) 428 | } 429 | 430 | var f1 *RspInfoField 431 | if pRspInfo != nil { 432 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 433 | } 434 | 435 | if s.OnRspSettlementInfoConfirmCallback != nil { 436 | s.OnRspSettlementInfoConfirmCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 437 | } 438 | } 439 | 440 | // 请求查询报单响应 441 | func (s *TraderSpiLite) OnRspQryOrder(pOrder *thost.CThostFtdcOrderField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 442 | 443 | var f0 *OrderField 444 | if pOrder != nil { 445 | f0 = fromCThostFtdcOrderField(pOrder) 446 | } 447 | 448 | var f1 *RspInfoField 449 | if pRspInfo != nil { 450 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 451 | } 452 | 453 | if s.OnRspQryOrderCallback != nil { 454 | s.OnRspQryOrderCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 455 | } 456 | } 457 | 458 | // 请求查询投资者持仓响应 459 | func (s *TraderSpiLite) OnRspQryInvestorPosition(pInvestorPosition *thost.CThostFtdcInvestorPositionField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 460 | 461 | var f0 *InvestorPositionField 462 | if pInvestorPosition != nil { 463 | f0 = fromCThostFtdcInvestorPositionField(pInvestorPosition) 464 | } 465 | 466 | var f1 *RspInfoField 467 | if pRspInfo != nil { 468 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 469 | } 470 | 471 | if s.OnRspQryInvestorPositionCallback != nil { 472 | s.OnRspQryInvestorPositionCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 473 | } 474 | } 475 | 476 | // 请求查询资金账户响应 477 | func (s *TraderSpiLite) OnRspQryTradingAccount(pTradingAccount *thost.CThostFtdcTradingAccountField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 478 | 479 | var f0 *TradingAccountField 480 | if pTradingAccount != nil { 481 | f0 = fromCThostFtdcTradingAccountField(pTradingAccount) 482 | } 483 | 484 | var f1 *RspInfoField 485 | if pRspInfo != nil { 486 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 487 | } 488 | 489 | if s.OnRspQryTradingAccountCallback != nil { 490 | s.OnRspQryTradingAccountCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 491 | } 492 | } 493 | 494 | // 请求查询合约保证金率响应 495 | func (s *TraderSpiLite) OnRspQryInstrumentMarginRate(pInstrumentMarginRate *thost.CThostFtdcInstrumentMarginRateField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 496 | 497 | var f0 *InstrumentMarginRateField 498 | if pInstrumentMarginRate != nil { 499 | f0 = fromCThostFtdcInstrumentMarginRateField(pInstrumentMarginRate) 500 | } 501 | 502 | var f1 *RspInfoField 503 | if pRspInfo != nil { 504 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 505 | } 506 | 507 | if s.OnRspQryInstrumentMarginRateCallback != nil { 508 | s.OnRspQryInstrumentMarginRateCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 509 | } 510 | } 511 | 512 | // 请求查询合约手续费率响应 513 | func (s *TraderSpiLite) OnRspQryInstrumentCommissionRate(pInstrumentCommissionRate *thost.CThostFtdcInstrumentCommissionRateField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 514 | 515 | var f0 *InstrumentCommissionRateField 516 | if pInstrumentCommissionRate != nil { 517 | f0 = fromCThostFtdcInstrumentCommissionRateField(pInstrumentCommissionRate) 518 | } 519 | 520 | var f1 *RspInfoField 521 | if pRspInfo != nil { 522 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 523 | } 524 | 525 | if s.OnRspQryInstrumentCommissionRateCallback != nil { 526 | s.OnRspQryInstrumentCommissionRateCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 527 | } 528 | } 529 | 530 | // 请求查询合约响应 531 | func (s *TraderSpiLite) OnRspQryInstrument(pInstrument *thost.CThostFtdcInstrumentField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 532 | 533 | var f0 *InstrumentField 534 | if pInstrument != nil { 535 | f0 = fromCThostFtdcInstrumentField(pInstrument) 536 | } 537 | 538 | var f1 *RspInfoField 539 | if pRspInfo != nil { 540 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 541 | } 542 | 543 | if s.OnRspQryInstrumentCallback != nil { 544 | s.OnRspQryInstrumentCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 545 | } 546 | } 547 | 548 | // 请求查询行情响应 549 | func (s *TraderSpiLite) OnRspQryDepthMarketData(pDepthMarketData *thost.CThostFtdcDepthMarketDataField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 550 | 551 | var f0 *DepthMarketDataField 552 | if pDepthMarketData != nil { 553 | f0 = fromCThostFtdcDepthMarketDataField(pDepthMarketData) 554 | } 555 | 556 | var f1 *RspInfoField 557 | if pRspInfo != nil { 558 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 559 | } 560 | 561 | if s.OnRspQryDepthMarketDataCallback != nil { 562 | s.OnRspQryDepthMarketDataCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 563 | } 564 | } 565 | 566 | // 请求查询投资者结算结果响应 567 | func (s *TraderSpiLite) OnRspQrySettlementInfo(pSettlementInfo *thost.CThostFtdcSettlementInfoField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 568 | 569 | var f0 *SettlementInfoField 570 | if pSettlementInfo != nil { 571 | f0 = fromCThostFtdcSettlementInfoField(pSettlementInfo) 572 | } 573 | 574 | var f1 *RspInfoField 575 | if pRspInfo != nil { 576 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 577 | } 578 | 579 | if s.OnRspQrySettlementInfoCallback != nil { 580 | s.OnRspQrySettlementInfoCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 581 | } 582 | } 583 | 584 | // 请求查询转帐流水响应 585 | func (s *TraderSpiLite) OnRspQryTransferSerial(pTransferSerial *thost.CThostFtdcTransferSerialField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 586 | 587 | var f0 *TransferSerialField 588 | if pTransferSerial != nil { 589 | f0 = fromCThostFtdcTransferSerialField(pTransferSerial) 590 | } 591 | 592 | var f1 *RspInfoField 593 | if pRspInfo != nil { 594 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 595 | } 596 | 597 | if s.OnRspQryTransferSerialCallback != nil { 598 | s.OnRspQryTransferSerialCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 599 | } 600 | } 601 | 602 | // 请求查询银期签约关系响应 603 | func (s *TraderSpiLite) OnRspQryAccountregister(pAccountregister *thost.CThostFtdcAccountregisterField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 604 | 605 | var f0 *AccountregisterField 606 | if pAccountregister != nil { 607 | f0 = fromCThostFtdcAccountregisterField(pAccountregister) 608 | } 609 | 610 | var f1 *RspInfoField 611 | if pRspInfo != nil { 612 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 613 | } 614 | 615 | if s.OnRspQryAccountregisterCallback != nil { 616 | s.OnRspQryAccountregisterCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 617 | } 618 | } 619 | 620 | // 错误应答 621 | func (s *TraderSpiLite) OnRspError(pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 622 | 623 | var f0 *RspInfoField 624 | if pRspInfo != nil { 625 | f0 = fromCThostFtdcRspInfoField(pRspInfo) 626 | } 627 | 628 | if s.OnRspErrorCallback != nil { 629 | s.OnRspErrorCallback((f0), int(nRequestID), bool(bIsLast)) 630 | } 631 | } 632 | 633 | // 报单通知 634 | func (s *TraderSpiLite) OnRtnOrder(pOrder *thost.CThostFtdcOrderField) { 635 | 636 | var f0 *OrderField 637 | if pOrder != nil { 638 | f0 = fromCThostFtdcOrderField(pOrder) 639 | } 640 | 641 | if s.OnRtnOrderCallback != nil { 642 | s.OnRtnOrderCallback((f0)) 643 | } 644 | } 645 | 646 | // 成交通知 647 | func (s *TraderSpiLite) OnRtnTrade(pTrade *thost.CThostFtdcTradeField) { 648 | 649 | var f0 *TradeField 650 | if pTrade != nil { 651 | f0 = fromCThostFtdcTradeField(pTrade) 652 | } 653 | 654 | if s.OnRtnTradeCallback != nil { 655 | s.OnRtnTradeCallback((f0)) 656 | } 657 | } 658 | 659 | // 报单录入错误回报 660 | func (s *TraderSpiLite) OnErrRtnOrderInsert(pInputOrder *thost.CThostFtdcInputOrderField, pRspInfo *thost.CThostFtdcRspInfoField) { 661 | 662 | var f0 *InputOrderField 663 | if pInputOrder != nil { 664 | f0 = fromCThostFtdcInputOrderField(pInputOrder) 665 | } 666 | 667 | var f1 *RspInfoField 668 | if pRspInfo != nil { 669 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 670 | } 671 | 672 | if s.OnErrRtnOrderInsertCallback != nil { 673 | s.OnErrRtnOrderInsertCallback((f0), (f1)) 674 | } 675 | } 676 | 677 | // 报单操作错误回报 678 | func (s *TraderSpiLite) OnErrRtnOrderAction(pOrderAction *thost.CThostFtdcOrderActionField, pRspInfo *thost.CThostFtdcRspInfoField) { 679 | 680 | var f0 *OrderActionField 681 | if pOrderAction != nil { 682 | f0 = fromCThostFtdcOrderActionField(pOrderAction) 683 | } 684 | 685 | var f1 *RspInfoField 686 | if pRspInfo != nil { 687 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 688 | } 689 | 690 | if s.OnErrRtnOrderActionCallback != nil { 691 | s.OnErrRtnOrderActionCallback((f0), (f1)) 692 | } 693 | } 694 | 695 | // 合约交易状态通知 696 | func (s *TraderSpiLite) OnRtnInstrumentStatus(pInstrumentStatus *thost.CThostFtdcInstrumentStatusField) { 697 | 698 | var f0 *InstrumentStatusField 699 | if pInstrumentStatus != nil { 700 | f0 = fromCThostFtdcInstrumentStatusField(pInstrumentStatus) 701 | } 702 | 703 | if s.OnRtnInstrumentStatusCallback != nil { 704 | s.OnRtnInstrumentStatusCallback((f0)) 705 | } 706 | } 707 | 708 | // 交易通知 709 | func (s *TraderSpiLite) OnRtnTradingNotice(pTradingNoticeInfo *thost.CThostFtdcTradingNoticeInfoField) { 710 | 711 | var f0 *TradingNoticeInfoField 712 | if pTradingNoticeInfo != nil { 713 | f0 = fromCThostFtdcTradingNoticeInfoField(pTradingNoticeInfo) 714 | } 715 | 716 | if s.OnRtnTradingNoticeCallback != nil { 717 | s.OnRtnTradingNoticeCallback((f0)) 718 | } 719 | } 720 | 721 | // 请求查询签约银行响应 722 | func (s *TraderSpiLite) OnRspQryContractBank(pContractBank *thost.CThostFtdcContractBankField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 723 | 724 | var f0 *ContractBankField 725 | if pContractBank != nil { 726 | f0 = fromCThostFtdcContractBankField(pContractBank) 727 | } 728 | 729 | var f1 *RspInfoField 730 | if pRspInfo != nil { 731 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 732 | } 733 | 734 | if s.OnRspQryContractBankCallback != nil { 735 | s.OnRspQryContractBankCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 736 | } 737 | } 738 | 739 | // 请求查询经纪公司交易参数响应 740 | func (s *TraderSpiLite) OnRspQryBrokerTradingParams(pBrokerTradingParams *thost.CThostFtdcBrokerTradingParamsField, pRspInfo *thost.CThostFtdcRspInfoField, nRequestID int, bIsLast bool) { 741 | 742 | var f0 *BrokerTradingParamsField 743 | if pBrokerTradingParams != nil { 744 | f0 = fromCThostFtdcBrokerTradingParamsField(pBrokerTradingParams) 745 | } 746 | 747 | var f1 *RspInfoField 748 | if pRspInfo != nil { 749 | f1 = fromCThostFtdcRspInfoField(pRspInfo) 750 | } 751 | 752 | if s.OnRspQryBrokerTradingParamsCallback != nil { 753 | s.OnRspQryBrokerTradingParamsCallback((f0), (f1), int(nRequestID), bool(bIsLast)) 754 | } 755 | } 756 | 757 | // 期货发起银行资金转期货通知 758 | func (s *TraderSpiLite) OnRtnFromBankToFutureByFuture(pRspTransfer *thost.CThostFtdcRspTransferField) { 759 | 760 | var f0 *RspTransferField 761 | if pRspTransfer != nil { 762 | f0 = fromCThostFtdcRspTransferField(pRspTransfer) 763 | } 764 | 765 | if s.OnRtnFromBankToFutureByFutureCallback != nil { 766 | s.OnRtnFromBankToFutureByFutureCallback((f0)) 767 | } 768 | } 769 | 770 | // 期货发起期货资金转银行通知 771 | func (s *TraderSpiLite) OnRtnFromFutureToBankByFuture(pRspTransfer *thost.CThostFtdcRspTransferField) { 772 | 773 | var f0 *RspTransferField 774 | if pRspTransfer != nil { 775 | f0 = fromCThostFtdcRspTransferField(pRspTransfer) 776 | } 777 | 778 | if s.OnRtnFromFutureToBankByFutureCallback != nil { 779 | s.OnRtnFromFutureToBankByFutureCallback((f0)) 780 | } 781 | } 782 | 783 | func (s *TraderSpiLite) SetOnFrontConnected(f func()) { 784 | s.OnFrontConnectedCallback = f 785 | } 786 | 787 | func (s *TraderSpiLite) SetOnFrontDisconnected(f func(int)) { 788 | s.OnFrontDisconnectedCallback = f 789 | } 790 | 791 | func (s *TraderSpiLite) SetOnHeartBeatWarning(f func(int)) { 792 | s.OnHeartBeatWarningCallback = f 793 | } 794 | 795 | func (s *TraderSpiLite) SetOnRspAuthenticate(f func(*RspAuthenticateField, *RspInfoField, int, bool)) { 796 | s.OnRspAuthenticateCallback = f 797 | } 798 | 799 | func (s *TraderSpiLite) SetOnRspUserLogin(f func(*RspUserLoginField, *RspInfoField, int, bool)) { 800 | s.OnRspUserLoginCallback = f 801 | } 802 | 803 | func (s *TraderSpiLite) SetOnRspUserPasswordUpdate(f func(*UserPasswordUpdateField, *RspInfoField, int, bool)) { 804 | s.OnRspUserPasswordUpdateCallback = f 805 | } 806 | 807 | func (s *TraderSpiLite) SetOnRspTradingAccountPasswordUpdate(f func(*TradingAccountPasswordUpdateField, *RspInfoField, int, bool)) { 808 | s.OnRspTradingAccountPasswordUpdateCallback = f 809 | } 810 | 811 | func (s *TraderSpiLite) SetOnRspOrderInsert(f func(*InputOrderField, *RspInfoField, int, bool)) { 812 | s.OnRspOrderInsertCallback = f 813 | } 814 | 815 | func (s *TraderSpiLite) SetOnRspOrderAction(f func(*InputOrderActionField, *RspInfoField, int, bool)) { 816 | s.OnRspOrderActionCallback = f 817 | } 818 | 819 | func (s *TraderSpiLite) SetOnRspSettlementInfoConfirm(f func(*SettlementInfoConfirmField, *RspInfoField, int, bool)) { 820 | s.OnRspSettlementInfoConfirmCallback = f 821 | } 822 | 823 | func (s *TraderSpiLite) SetOnRspQryOrder(f func(*OrderField, *RspInfoField, int, bool)) { 824 | s.OnRspQryOrderCallback = f 825 | } 826 | 827 | func (s *TraderSpiLite) SetOnRspQryInvestorPosition(f func(*InvestorPositionField, *RspInfoField, int, bool)) { 828 | s.OnRspQryInvestorPositionCallback = f 829 | } 830 | 831 | func (s *TraderSpiLite) SetOnRspQryTradingAccount(f func(*TradingAccountField, *RspInfoField, int, bool)) { 832 | s.OnRspQryTradingAccountCallback = f 833 | } 834 | 835 | func (s *TraderSpiLite) SetOnRspQryInstrumentMarginRate(f func(*InstrumentMarginRateField, *RspInfoField, int, bool)) { 836 | s.OnRspQryInstrumentMarginRateCallback = f 837 | } 838 | 839 | func (s *TraderSpiLite) SetOnRspQryInstrumentCommissionRate(f func(*InstrumentCommissionRateField, *RspInfoField, int, bool)) { 840 | s.OnRspQryInstrumentCommissionRateCallback = f 841 | } 842 | 843 | func (s *TraderSpiLite) SetOnRspQryInstrument(f func(*InstrumentField, *RspInfoField, int, bool)) { 844 | s.OnRspQryInstrumentCallback = f 845 | } 846 | 847 | func (s *TraderSpiLite) SetOnRspQryDepthMarketData(f func(*DepthMarketDataField, *RspInfoField, int, bool)) { 848 | s.OnRspQryDepthMarketDataCallback = f 849 | } 850 | 851 | func (s *TraderSpiLite) SetOnRspQrySettlementInfo(f func(*SettlementInfoField, *RspInfoField, int, bool)) { 852 | s.OnRspQrySettlementInfoCallback = f 853 | } 854 | 855 | func (s *TraderSpiLite) SetOnRspQryTransferSerial(f func(*TransferSerialField, *RspInfoField, int, bool)) { 856 | s.OnRspQryTransferSerialCallback = f 857 | } 858 | 859 | func (s *TraderSpiLite) SetOnRspQryAccountregister(f func(*AccountregisterField, *RspInfoField, int, bool)) { 860 | s.OnRspQryAccountregisterCallback = f 861 | } 862 | 863 | func (s *TraderSpiLite) SetOnRspError(f func(*RspInfoField, int, bool)) { 864 | s.OnRspErrorCallback = f 865 | } 866 | 867 | func (s *TraderSpiLite) SetOnRtnOrder(f func(*OrderField)) { 868 | s.OnRtnOrderCallback = f 869 | } 870 | 871 | func (s *TraderSpiLite) SetOnRtnTrade(f func(*TradeField)) { 872 | s.OnRtnTradeCallback = f 873 | } 874 | 875 | func (s *TraderSpiLite) SetOnErrRtnOrderInsert(f func(*InputOrderField, *RspInfoField)) { 876 | s.OnErrRtnOrderInsertCallback = f 877 | } 878 | 879 | func (s *TraderSpiLite) SetOnErrRtnOrderAction(f func(*OrderActionField, *RspInfoField)) { 880 | s.OnErrRtnOrderActionCallback = f 881 | } 882 | 883 | func (s *TraderSpiLite) SetOnRtnInstrumentStatus(f func(*InstrumentStatusField)) { 884 | s.OnRtnInstrumentStatusCallback = f 885 | } 886 | 887 | func (s *TraderSpiLite) SetOnRtnTradingNotice(f func(*TradingNoticeInfoField)) { 888 | s.OnRtnTradingNoticeCallback = f 889 | } 890 | 891 | func (s *TraderSpiLite) SetOnRspQryContractBank(f func(*ContractBankField, *RspInfoField, int, bool)) { 892 | s.OnRspQryContractBankCallback = f 893 | } 894 | 895 | func (s *TraderSpiLite) SetOnRspQryBrokerTradingParams(f func(*BrokerTradingParamsField, *RspInfoField, int, bool)) { 896 | s.OnRspQryBrokerTradingParamsCallback = f 897 | } 898 | 899 | func (s *TraderSpiLite) SetOnRtnFromBankToFutureByFuture(f func(*RspTransferField)) { 900 | s.OnRtnFromBankToFutureByFutureCallback = f 901 | } 902 | 903 | func (s *TraderSpiLite) SetOnRtnFromFutureToBankByFuture(f func(*RspTransferField)) { 904 | s.OnRtnFromFutureToBankByFutureCallback = f 905 | } 906 | -------------------------------------------------------------------------------- /types.go: -------------------------------------------------------------------------------- 1 | // Licensed under the Apache License, Version 2.0 (the "License"); 2 | // you may not use this file except in compliance with the License. 3 | // You may obtain a copy of the License at 4 | // 5 | // http://www.apache.org/licenses/LICENSE-2.0 6 | // 7 | // Unless required by applicable law or agreed to in writing, software 8 | // distributed under the License is distributed on an "AS IS" BASIS, 9 | // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 10 | // See the License for the specific language governing permissions and 11 | // limitations under the License. 12 | 13 | package goctp 14 | 15 | // 响应信息 16 | type RspInfoField struct { 17 | ///错误代码 18 | ErrorID int32 19 | ///错误信息 20 | ErrorMsg string 21 | } 22 | 23 | // 合约状态 24 | type InstrumentStatusField struct { 25 | ///交易所代码 26 | ExchangeID string 27 | ///保留的无效字段 28 | reserve1 string 29 | ///结算组代码 30 | SettlementGroupID string 31 | ///保留的无效字段 32 | reserve2 string 33 | ///合约交易状态 34 | InstrumentStatus byte 35 | ///交易阶段编号 36 | TradingSegmentSN int 37 | ///进入本状态时间 38 | EnterTime string 39 | ///进入本状态原因 40 | EnterReason byte 41 | ///合约在交易所的代码 42 | ExchangeInstID string 43 | ///合约代码 44 | InstrumentID string 45 | } 46 | 47 | // 查询合约保证金率 48 | type QryInstrumentMarginRateField struct { 49 | ///经纪公司代码 50 | BrokerID string 51 | ///投资者代码 52 | InvestorID string 53 | ///保留的无效字段 54 | reserve1 string 55 | ///投机套保标志 56 | HedgeFlag byte 57 | ///交易所代码 58 | ExchangeID string 59 | ///投资单元代码 60 | InvestUnitID string 61 | ///合约代码 62 | InstrumentID string 63 | } 64 | 65 | // 查询签约银行响应 66 | type ContractBankField struct { 67 | ///经纪公司代码 68 | BrokerID string 69 | ///银行代码 70 | BankID string 71 | ///银行分中心代码 72 | BankBrchID string 73 | ///银行名称 74 | BankName string 75 | } 76 | 77 | // 查询投资者持仓 78 | type QryInvestorPositionField struct { 79 | ///经纪公司代码 80 | BrokerID string 81 | ///投资者代码 82 | InvestorID string 83 | ///保留的无效字段 84 | reserve1 string 85 | ///交易所代码 86 | ExchangeID string 87 | ///投资单元代码 88 | InvestUnitID string 89 | ///合约代码 90 | InstrumentID string 91 | } 92 | 93 | // 查询结算信息确认域 94 | type QrySettlementInfoConfirmField struct { 95 | ///经纪公司代码 96 | BrokerID string 97 | ///投资者代码 98 | InvestorID string 99 | ///投资者帐号 100 | AccountID string 101 | ///币种代码 102 | CurrencyID string 103 | } 104 | 105 | // 银期转账交易流水表 106 | type TransferSerialField struct { 107 | ///平台流水号 108 | PlateSerial int 109 | ///交易发起方日期 110 | TradeDate string 111 | ///交易日期 112 | TradingDay string 113 | ///交易时间 114 | TradeTime string 115 | ///交易代码 116 | TradeCode string 117 | ///会话编号 118 | SessionID int 119 | ///银行编码 120 | BankID string 121 | ///银行分支机构编码 122 | BankBranchID string 123 | ///银行帐号类型 124 | BankAccType byte 125 | ///银行帐号 126 | BankAccount string 127 | ///银行流水号 128 | BankSerial string 129 | ///期货公司编码 130 | BrokerID string 131 | ///期商分支机构代码 132 | BrokerBranchID string 133 | ///期货公司帐号类型 134 | FutureAccType byte 135 | ///投资者帐号 136 | AccountID string 137 | ///投资者代码 138 | InvestorID string 139 | ///期货公司流水号 140 | FutureSerial int 141 | ///证件类型 142 | IdCardType byte 143 | ///证件号码 144 | IdentifiedCardNo string 145 | ///币种代码 146 | CurrencyID string 147 | ///交易金额 148 | TradeAmount float64 149 | ///应收客户费用 150 | CustFee float64 151 | ///应收期货公司费用 152 | BrokerFee float64 153 | ///有效标志 154 | AvailabilityFlag byte 155 | ///操作员 156 | OperatorCode string 157 | ///新银行帐号 158 | BankNewAccount string 159 | ///错误代码 160 | ErrorID int 161 | ///错误信息 162 | ErrorMsg string 163 | } 164 | 165 | // 投资者结算结果确认信息 166 | type SettlementInfoConfirmField struct { 167 | ///经纪公司代码 168 | BrokerID string 169 | ///投资者代码 170 | InvestorID string 171 | ///确认日期 172 | ConfirmDate string 173 | ///确认时间 174 | ConfirmTime string 175 | ///结算编号 176 | SettlementID int 177 | ///投资者帐号 178 | AccountID string 179 | ///币种代码 180 | CurrencyID string 181 | } 182 | 183 | // 资金账户口令变更域 184 | type TradingAccountPasswordUpdateField struct { 185 | ///经纪公司代码 186 | BrokerID string 187 | ///投资者帐号 188 | AccountID string 189 | ///原来的口令 190 | OldPassword string 191 | ///新的口令 192 | NewPassword string 193 | ///币种代码 194 | CurrencyID string 195 | } 196 | 197 | // 经纪公司交易参数 198 | type BrokerTradingParamsField struct { 199 | ///经纪公司代码 200 | BrokerID string 201 | ///投资者代码 202 | InvestorID string 203 | ///保证金价格类型 204 | MarginPriceType byte 205 | ///盈亏算法 206 | Algorithm byte 207 | ///可用是否包含平仓盈利 208 | AvailIncludeCloseProfit byte 209 | ///币种代码 210 | CurrencyID string 211 | ///期权权利金价格类型 212 | OptionRoyaltyPriceType byte 213 | ///投资者帐号 214 | AccountID string 215 | } 216 | 217 | // 查询合约 218 | type QryInstrumentField struct { 219 | ///保留的无效字段 220 | reserve1 string 221 | ///交易所代码 222 | ExchangeID string 223 | ///保留的无效字段 224 | reserve2 string 225 | ///保留的无效字段 226 | reserve3 string 227 | ///合约代码 228 | InstrumentID string 229 | ///合约在交易所的代码 230 | ExchangeInstID string 231 | ///产品代码 232 | ProductID string 233 | } 234 | 235 | // 客户端认证请求 236 | type ReqAuthenticateField struct { 237 | ///经纪公司代码 238 | BrokerID string 239 | ///用户代码 240 | UserID string 241 | ///用户端产品信息 242 | UserProductInfo string 243 | ///认证码 244 | AuthCode string 245 | ///App代码 246 | AppID string 247 | } 248 | 249 | // 资金账户 250 | type TradingAccountField struct { 251 | ///经纪公司代码 252 | BrokerID string 253 | ///投资者帐号 254 | AccountID string 255 | ///上次质押金额 256 | PreMortgage float64 257 | ///上次信用额度 258 | PreCredit float64 259 | ///上次存款额 260 | PreDeposit float64 261 | ///上次结算准备金 262 | PreBalance float64 263 | ///上次占用的保证金 264 | PreMargin float64 265 | ///利息基数 266 | InterestBase float64 267 | ///利息收入 268 | Interest float64 269 | ///入金金额 270 | Deposit float64 271 | ///出金金额 272 | Withdraw float64 273 | ///冻结的保证金 274 | FrozenMargin float64 275 | ///冻结的资金 276 | FrozenCash float64 277 | ///冻结的手续费 278 | FrozenCommission float64 279 | ///当前保证金总额 280 | CurrMargin float64 281 | ///资金差额 282 | CashIn float64 283 | ///手续费 284 | Commission float64 285 | ///平仓盈亏 286 | CloseProfit float64 287 | ///持仓盈亏 288 | PositionProfit float64 289 | ///期货结算准备金 290 | Balance float64 291 | ///可用资金 292 | Available float64 293 | ///可取资金 294 | WithdrawQuota float64 295 | ///基本准备金 296 | Reserve float64 297 | ///交易日 298 | TradingDay string 299 | ///结算编号 300 | SettlementID int 301 | ///信用额度 302 | Credit float64 303 | ///质押金额 304 | Mortgage float64 305 | ///交易所保证金 306 | ExchangeMargin float64 307 | ///投资者交割保证金 308 | DeliveryMargin float64 309 | ///交易所交割保证金 310 | ExchangeDeliveryMargin float64 311 | ///保底期货结算准备金 312 | ReserveBalance float64 313 | ///币种代码 314 | CurrencyID string 315 | ///上次货币质入金额 316 | PreFundMortgageIn float64 317 | ///上次货币质出金额 318 | PreFundMortgageOut float64 319 | ///货币质入金额 320 | FundMortgageIn float64 321 | ///货币质出金额 322 | FundMortgageOut float64 323 | ///货币质押余额 324 | FundMortgageAvailable float64 325 | ///可质押货币金额 326 | MortgageableFund float64 327 | ///特殊产品占用保证金 328 | SpecProductMargin float64 329 | ///特殊产品冻结保证金 330 | SpecProductFrozenMargin float64 331 | ///特殊产品手续费 332 | SpecProductCommission float64 333 | ///特殊产品冻结手续费 334 | SpecProductFrozenCommission float64 335 | ///特殊产品持仓盈亏 336 | SpecProductPositionProfit float64 337 | ///特殊产品平仓盈亏 338 | SpecProductCloseProfit float64 339 | ///根据持仓盈亏算法计算的特殊产品持仓盈亏 340 | SpecProductPositionProfitByAlg float64 341 | ///特殊产品交易所保证金 342 | SpecProductExchangeMargin float64 343 | ///业务类型 344 | BizType byte 345 | ///延时换汇冻结金额 346 | FrozenSwap float64 347 | ///剩余换汇额度 348 | RemainSwap float64 349 | } 350 | 351 | // 输入报单操作 352 | type InputOrderActionField struct { 353 | ///经纪公司代码 354 | BrokerID string 355 | ///投资者代码 356 | InvestorID string 357 | ///报单操作引用 358 | OrderActionRef int 359 | ///报单引用 360 | OrderRef string 361 | ///请求编号 362 | RequestID int 363 | ///前置编号 364 | FrontID int 365 | ///会话编号 366 | SessionID int 367 | ///交易所代码 368 | ExchangeID string 369 | ///报单编号 370 | OrderSysID string 371 | ///操作标志 372 | ActionFlag byte 373 | ///价格 374 | LimitPrice float64 375 | ///数量变化 376 | VolumeChange int 377 | ///用户代码 378 | UserID string 379 | ///保留的无效字段 380 | reserve1 string 381 | ///投资单元代码 382 | InvestUnitID string 383 | ///保留的无效字段 384 | reserve2 string 385 | ///Mac地址 386 | MacAddress string 387 | ///合约代码 388 | InstrumentID string 389 | ///IP地址 390 | IPAddress string 391 | } 392 | 393 | // 请求查询转帐流水 394 | type QryTransferSerialField struct { 395 | ///经纪公司代码 396 | BrokerID string 397 | ///投资者帐号 398 | AccountID string 399 | ///银行编码 400 | BankID string 401 | ///币种代码 402 | CurrencyID string 403 | } 404 | 405 | // 查询报单 406 | type QryOrderField struct { 407 | ///经纪公司代码 408 | BrokerID string 409 | ///投资者代码 410 | InvestorID string 411 | ///保留的无效字段 412 | reserve1 string 413 | ///交易所代码 414 | ExchangeID string 415 | ///报单编号 416 | OrderSysID string 417 | ///开始时间 418 | InsertTimeStart string 419 | ///结束时间 420 | InsertTimeEnd string 421 | ///投资单元代码 422 | InvestUnitID string 423 | ///合约代码 424 | InstrumentID string 425 | } 426 | 427 | // 投资者结算结果 428 | type SettlementInfoField struct { 429 | ///交易日 430 | TradingDay string 431 | ///结算编号 432 | SettlementID int 433 | ///经纪公司代码 434 | BrokerID string 435 | ///投资者代码 436 | InvestorID string 437 | ///序号 438 | SequenceNo int 439 | ///消息正文 440 | Content string 441 | ///投资者帐号 442 | AccountID string 443 | ///币种代码 444 | CurrencyID string 445 | } 446 | 447 | // 深度行情 448 | type DepthMarketDataField struct { 449 | ///交易日 450 | TradingDay string 451 | ///保留的无效字段 452 | reserve1 string 453 | ///交易所代码 454 | ExchangeID string 455 | ///保留的无效字段 456 | reserve2 string 457 | ///最新价 458 | LastPrice float64 459 | ///上次结算价 460 | PreSettlementPrice float64 461 | ///昨收盘 462 | PreClosePrice float64 463 | ///昨持仓量 464 | PreOpenInterest float64 465 | ///今开盘 466 | OpenPrice float64 467 | ///最高价 468 | HighestPrice float64 469 | ///最低价 470 | LowestPrice float64 471 | ///数量 472 | Volume int 473 | ///成交金额 474 | Turnover float64 475 | ///持仓量 476 | OpenInterest float64 477 | ///今收盘 478 | ClosePrice float64 479 | ///本次结算价 480 | SettlementPrice float64 481 | ///涨停板价 482 | UpperLimitPrice float64 483 | ///跌停板价 484 | LowerLimitPrice float64 485 | ///昨虚实度 486 | PreDelta float64 487 | ///今虚实度 488 | CurrDelta float64 489 | ///最后修改时间 490 | UpdateTime string 491 | ///最后修改毫秒 492 | UpdateMillisec int 493 | ///申买价一 494 | BidPrice1 float64 495 | ///申买量一 496 | BidVolume1 int 497 | ///申卖价一 498 | AskPrice1 float64 499 | ///申卖量一 500 | AskVolume1 int 501 | ///申买价二 502 | BidPrice2 float64 503 | ///申买量二 504 | BidVolume2 int 505 | ///申卖价二 506 | AskPrice2 float64 507 | ///申卖量二 508 | AskVolume2 int 509 | ///申买价三 510 | BidPrice3 float64 511 | ///申买量三 512 | BidVolume3 int 513 | ///申卖价三 514 | AskPrice3 float64 515 | ///申卖量三 516 | AskVolume3 int 517 | ///申买价四 518 | BidPrice4 float64 519 | ///申买量四 520 | BidVolume4 int 521 | ///申卖价四 522 | AskPrice4 float64 523 | ///申卖量四 524 | AskVolume4 int 525 | ///申买价五 526 | BidPrice5 float64 527 | ///申买量五 528 | BidVolume5 int 529 | ///申卖价五 530 | AskPrice5 float64 531 | ///申卖量五 532 | AskVolume5 int 533 | ///当日均价 534 | AveragePrice float64 535 | ///业务日期 536 | ActionDay string 537 | ///合约代码 538 | InstrumentID string 539 | ///合约在交易所的代码 540 | ExchangeInstID string 541 | ///上带价 542 | BandingUpperPrice float64 543 | ///下带价 544 | BandingLowerPrice float64 545 | } 546 | 547 | // 合约手续费率 548 | type InstrumentCommissionRateField struct { 549 | ///保留的无效字段 550 | reserve1 string 551 | ///投资者范围 552 | InvestorRange byte 553 | ///经纪公司代码 554 | BrokerID string 555 | ///投资者代码 556 | InvestorID string 557 | ///开仓手续费率 558 | OpenRatioByMoney float64 559 | ///开仓手续费 560 | OpenRatioByVolume float64 561 | ///平仓手续费率 562 | CloseRatioByMoney float64 563 | ///平仓手续费 564 | CloseRatioByVolume float64 565 | ///平今手续费率 566 | CloseTodayRatioByMoney float64 567 | ///平今手续费 568 | CloseTodayRatioByVolume float64 569 | ///交易所代码 570 | ExchangeID string 571 | ///业务类型 572 | BizType byte 573 | ///投资单元代码 574 | InvestUnitID string 575 | ///合约代码 576 | InstrumentID string 577 | } 578 | 579 | // 输入报单 580 | type InputOrderField struct { 581 | ///经纪公司代码 582 | BrokerID string 583 | ///投资者代码 584 | InvestorID string 585 | ///保留的无效字段 586 | reserve1 string 587 | ///报单引用 588 | OrderRef string 589 | ///用户代码 590 | UserID string 591 | ///报单价格条件 592 | OrderPriceType byte 593 | ///买卖方向 594 | Direction byte 595 | ///组合开平标志 596 | CombOffsetFlag string 597 | ///组合投机套保标志 598 | CombHedgeFlag string 599 | ///价格 600 | LimitPrice float64 601 | ///数量 602 | VolumeTotalOriginal int 603 | ///有效期类型 604 | TimeCondition byte 605 | ///GTD日期 606 | GTDDate string 607 | ///成交量类型 608 | VolumeCondition byte 609 | ///最小成交量 610 | MinVolume int 611 | ///触发条件 612 | ContingentCondition byte 613 | ///止损价 614 | StopPrice float64 615 | ///强平原因 616 | ForceCloseReason byte 617 | ///自动挂起标志 618 | IsAutoSuspend int 619 | ///业务单元 620 | BusinessUnit string 621 | ///请求编号 622 | RequestID int 623 | ///用户强评标志 624 | UserForceClose int 625 | ///互换单标志 626 | IsSwapOrder int 627 | ///交易所代码 628 | ExchangeID string 629 | ///投资单元代码 630 | InvestUnitID string 631 | ///资金账号 632 | AccountID string 633 | ///币种代码 634 | CurrencyID string 635 | ///交易编码 636 | ClientID string 637 | ///保留的无效字段 638 | reserve2 string 639 | ///Mac地址 640 | MacAddress string 641 | ///合约代码 642 | InstrumentID string 643 | ///IP地址 644 | IPAddress string 645 | } 646 | 647 | // 成交 648 | type TradeField struct { 649 | ///经纪公司代码 650 | BrokerID string 651 | ///投资者代码 652 | InvestorID string 653 | ///保留的无效字段 654 | reserve1 string 655 | ///报单引用 656 | OrderRef string 657 | ///用户代码 658 | UserID string 659 | ///交易所代码 660 | ExchangeID string 661 | ///成交编号 662 | TradeID string 663 | ///买卖方向 664 | Direction byte 665 | ///报单编号 666 | OrderSysID string 667 | ///会员代码 668 | ParticipantID string 669 | ///客户代码 670 | ClientID string 671 | ///交易角色 672 | TradingRole byte 673 | ///保留的无效字段 674 | reserve2 string 675 | ///开平标志 676 | OffsetFlag byte 677 | ///投机套保标志 678 | HedgeFlag byte 679 | ///价格 680 | Price float64 681 | ///数量 682 | Volume int 683 | ///成交时期 684 | TradeDate string 685 | ///成交时间 686 | TradeTime string 687 | ///成交类型 688 | TradeType byte 689 | ///成交价来源 690 | PriceSource byte 691 | ///交易所交易员代码 692 | TraderID string 693 | ///本地报单编号 694 | OrderLocalID string 695 | ///结算会员编号 696 | ClearingPartID string 697 | ///业务单元 698 | BusinessUnit string 699 | ///序号 700 | SequenceNo int 701 | ///交易日 702 | TradingDay string 703 | ///结算编号 704 | SettlementID int 705 | ///经纪公司报单编号 706 | BrokerOrderSeq int 707 | ///成交来源 708 | TradeSource byte 709 | ///投资单元代码 710 | InvestUnitID string 711 | ///合约代码 712 | InstrumentID string 713 | ///合约在交易所的代码 714 | ExchangeInstID string 715 | } 716 | 717 | // 银行发起银行资金转期货响应 718 | type RspTransferField struct { 719 | ///业务功能码 720 | TradeCode string 721 | ///银行代码 722 | BankID string 723 | ///银行分支机构代码 724 | BankBranchID string 725 | ///期商代码 726 | BrokerID string 727 | ///期商分支机构代码 728 | BrokerBranchID string 729 | ///交易日期 730 | TradeDate string 731 | ///交易时间 732 | TradeTime string 733 | ///银行流水号 734 | BankSerial string 735 | ///交易系统日期 736 | TradingDay string 737 | ///银期平台消息流水号 738 | PlateSerial int 739 | ///最后分片标志 740 | LastFragment byte 741 | ///会话号 742 | SessionID int 743 | ///客户姓名 744 | CustomerName string 745 | ///证件类型 746 | IdCardType byte 747 | ///证件号码 748 | IdentifiedCardNo string 749 | ///客户类型 750 | CustType byte 751 | ///银行帐号 752 | BankAccount string 753 | ///银行密码 754 | BankPassWord string 755 | ///投资者帐号 756 | AccountID string 757 | ///期货密码 758 | Password string 759 | ///安装编号 760 | InstallID int 761 | ///期货公司流水号 762 | FutureSerial int 763 | ///用户标识 764 | UserID string 765 | ///验证客户证件号码标志 766 | VerifyCertNoFlag byte 767 | ///币种代码 768 | CurrencyID string 769 | ///转帐金额 770 | TradeAmount float64 771 | ///期货可取金额 772 | FutureFetchAmount float64 773 | ///费用支付标志 774 | FeePayFlag byte 775 | ///应收客户费用 776 | CustFee float64 777 | ///应收期货公司费用 778 | BrokerFee float64 779 | ///发送方给接收方的消息 780 | Message string 781 | ///摘要 782 | Digest string 783 | ///银行帐号类型 784 | BankAccType byte 785 | ///渠道标志 786 | DeviceID string 787 | ///期货单位帐号类型 788 | BankSecuAccType byte 789 | ///期货公司银行编码 790 | BrokerIDByBank string 791 | ///期货单位帐号 792 | BankSecuAcc string 793 | ///银行密码标志 794 | BankPwdFlag byte 795 | ///期货资金密码核对标志 796 | SecuPwdFlag byte 797 | ///交易柜员 798 | OperNo string 799 | ///请求编号 800 | RequestID int 801 | ///交易ID 802 | TID int 803 | ///转账交易状态 804 | TransferStatus byte 805 | ///错误代码 806 | ErrorID int 807 | ///错误信息 808 | ErrorMsg string 809 | ///长客户姓名 810 | LongCustomerName string 811 | } 812 | 813 | // 用户事件通知信息 814 | type TradingNoticeInfoField struct { 815 | ///经纪公司代码 816 | BrokerID string 817 | ///投资者代码 818 | InvestorID string 819 | ///发送时间 820 | SendTime string 821 | ///消息正文 822 | FieldContent string 823 | ///序列系列号 824 | SequenceSeries int16 825 | ///序列号 826 | SequenceNo int 827 | ///投资单元代码 828 | InvestUnitID string 829 | } 830 | 831 | // 投资者持仓 832 | type InvestorPositionField struct { 833 | ///保留的无效字段 834 | reserve1 string 835 | ///经纪公司代码 836 | BrokerID string 837 | ///投资者代码 838 | InvestorID string 839 | ///持仓多空方向 840 | PosiDirection byte 841 | ///投机套保标志 842 | HedgeFlag byte 843 | ///持仓日期 844 | PositionDate byte 845 | ///上日持仓 846 | YdPosition int 847 | ///今日持仓 848 | Position int 849 | ///多头冻结 850 | LongFrozen int 851 | ///空头冻结 852 | ShortFrozen int 853 | ///开仓冻结金额 854 | LongFrozenAmount float64 855 | ///开仓冻结金额 856 | ShortFrozenAmount float64 857 | ///开仓量 858 | OpenVolume int 859 | ///平仓量 860 | CloseVolume int 861 | ///开仓金额 862 | OpenAmount float64 863 | ///平仓金额 864 | CloseAmount float64 865 | ///持仓成本 866 | PositionCost float64 867 | ///上次占用的保证金 868 | PreMargin float64 869 | ///占用的保证金 870 | UseMargin float64 871 | ///冻结的保证金 872 | FrozenMargin float64 873 | ///冻结的资金 874 | FrozenCash float64 875 | ///冻结的手续费 876 | FrozenCommission float64 877 | ///资金差额 878 | CashIn float64 879 | ///手续费 880 | Commission float64 881 | ///平仓盈亏 882 | CloseProfit float64 883 | ///持仓盈亏 884 | PositionProfit float64 885 | ///上次结算价 886 | PreSettlementPrice float64 887 | ///本次结算价 888 | SettlementPrice float64 889 | ///交易日 890 | TradingDay string 891 | ///结算编号 892 | SettlementID int 893 | ///开仓成本 894 | OpenCost float64 895 | ///交易所保证金 896 | ExchangeMargin float64 897 | ///组合成交形成的持仓 898 | CombPosition int 899 | ///组合多头冻结 900 | CombLongFrozen int 901 | ///组合空头冻结 902 | CombShortFrozen int 903 | ///逐日盯市平仓盈亏 904 | CloseProfitByDate float64 905 | ///逐笔对冲平仓盈亏 906 | CloseProfitByTrade float64 907 | ///今日持仓 908 | TodayPosition int 909 | ///保证金率 910 | MarginRateByMoney float64 911 | ///保证金率(按手数) 912 | MarginRateByVolume float64 913 | ///执行冻结 914 | StrikeFrozen int 915 | ///执行冻结金额 916 | StrikeFrozenAmount float64 917 | ///放弃执行冻结 918 | AbandonFrozen int 919 | ///交易所代码 920 | ExchangeID string 921 | ///执行冻结的昨仓 922 | YdStrikeFrozen int 923 | ///投资单元代码 924 | InvestUnitID string 925 | ///大商所持仓成本差值，只有大商所使用 926 | PositionCostOffset float64 927 | ///tas持仓手数 928 | TasPosition int 929 | ///tas持仓成本 930 | TasPositionCost float64 931 | ///合约代码 932 | InstrumentID string 933 | } 934 | 935 | // 报单 936 | type OrderField struct { 937 | ///经纪公司代码 938 | BrokerID string 939 | ///投资者代码 940 | InvestorID string 941 | ///保留的无效字段 942 | reserve1 string 943 | ///报单引用 944 | OrderRef string 945 | ///用户代码 946 | UserID string 947 | ///报单价格条件 948 | OrderPriceType byte 949 | ///买卖方向 950 | Direction byte 951 | ///组合开平标志 952 | CombOffsetFlag string 953 | ///组合投机套保标志 954 | CombHedgeFlag string 955 | ///价格 956 | LimitPrice float64 957 | ///数量 958 | VolumeTotalOriginal int 959 | ///有效期类型 960 | TimeCondition byte 961 | ///GTD日期 962 | GTDDate string 963 | ///成交量类型 964 | VolumeCondition byte 965 | ///最小成交量 966 | MinVolume int 967 | ///触发条件 968 | ContingentCondition byte 969 | ///止损价 970 | StopPrice float64 971 | ///强平原因 972 | ForceCloseReason byte 973 | ///自动挂起标志 974 | IsAutoSuspend int 975 | ///业务单元 976 | BusinessUnit string 977 | ///请求编号 978 | RequestID int 979 | ///本地报单编号 980 | OrderLocalID string 981 | ///交易所代码 982 | ExchangeID string 983 | ///会员代码 984 | ParticipantID string 985 | ///客户代码 986 | ClientID string 987 | ///保留的无效字段 988 | reserve2 string 989 | ///交易所交易员代码 990 | TraderID string 991 | ///安装编号 992 | InstallID int 993 | ///报单提交状态 994 | OrderSubmitStatus byte 995 | ///报单提示序号 996 | NotifySequence int 997 | ///交易日 998 | TradingDay string 999 | ///结算编号 1000 | SettlementID int 1001 | ///报单编号 1002 | OrderSysID string 1003 | ///报单来源 1004 | OrderSource byte 1005 | ///报单状态 1006 | OrderStatus byte 1007 | ///报单类型 1008 | OrderType byte 1009 | ///今成交数量 1010 | VolumeTraded int 1011 | ///剩余数量 1012 | VolumeTotal int 1013 | ///报单日期 1014 | InsertDate string 1015 | ///委托时间 1016 | InsertTime string 1017 | ///激活时间 1018 | ActiveTime string 1019 | ///挂起时间 1020 | SuspendTime string 1021 | ///最后修改时间 1022 | UpdateTime string 1023 | ///撤销时间 1024 | CancelTime string 1025 | ///最后修改交易所交易员代码 1026 | ActiveTraderID string 1027 | ///结算会员编号 1028 | ClearingPartID string 1029 | ///序号 1030 | SequenceNo int 1031 | ///前置编号 1032 | FrontID int 1033 | ///会话编号 1034 | SessionID int 1035 | ///用户端产品信息 1036 | UserProductInfo string 1037 | ///状态信息 1038 | StatusMsg string 1039 | ///用户强评标志 1040 | UserForceClose int 1041 | ///操作用户代码 1042 | ActiveUserID string 1043 | ///经纪公司报单编号 1044 | BrokerOrderSeq int 1045 | ///相关报单 1046 | RelativeOrderSysID string 1047 | ///郑商所成交数量 1048 | ZCETotalTradedVolume int 1049 | ///互换单标志 1050 | IsSwapOrder int 1051 | ///营业部编号 1052 | BranchID string 1053 | ///投资单元代码 1054 | InvestUnitID string 1055 | ///资金账号 1056 | AccountID string 1057 | ///币种代码 1058 | CurrencyID string 1059 | ///保留的无效字段 1060 | reserve3 string 1061 | ///Mac地址 1062 | MacAddress string 1063 | ///合约代码 1064 | InstrumentID string 1065 | ///合约在交易所的代码 1066 | ExchangeInstID string 1067 | ///IP地址 1068 | IPAddress string 1069 | } 1070 | 1071 | // 客户开销户信息表 1072 | type AccountregisterField struct { 1073 | ///交易日期 1074 | TradeDay string 1075 | ///银行编码 1076 | BankID string 1077 | ///银行分支机构编码 1078 | BankBranchID string 1079 | ///银行帐号 1080 | BankAccount string 1081 | ///期货公司编码 1082 | BrokerID string 1083 | ///期货公司分支机构编码 1084 | BrokerBranchID string 1085 | ///投资者帐号 1086 | AccountID string 1087 | ///证件类型 1088 | IdCardType byte 1089 | ///证件号码 1090 | IdentifiedCardNo string 1091 | ///客户姓名 1092 | CustomerName string 1093 | ///币种代码 1094 | CurrencyID string 1095 | ///开销户类别 1096 | OpenOrDestroy byte 1097 | ///签约日期 1098 | RegDate string 1099 | ///解约日期 1100 | OutDate string 1101 | ///交易ID 1102 | TID int 1103 | ///客户类型 1104 | CustType byte 1105 | ///银行帐号类型 1106 | BankAccType byte 1107 | ///长客户姓名 1108 | LongCustomerName string 1109 | } 1110 | 1111 | // 合约保证金率 1112 | type InstrumentMarginRateField struct { 1113 | ///保留的无效字段 1114 | reserve1 string 1115 | ///投资者范围 1116 | InvestorRange byte 1117 | ///经纪公司代码 1118 | BrokerID string 1119 | ///投资者代码 1120 | InvestorID string 1121 | ///投机套保标志 1122 | HedgeFlag byte 1123 | ///多头保证金率 1124 | LongMarginRatioByMoney float64 1125 | ///多头保证金费 1126 | LongMarginRatioByVolume float64 1127 | ///空头保证金率 1128 | ShortMarginRatioByMoney float64 1129 | ///空头保证金费 1130 | ShortMarginRatioByVolume float64 1131 | ///是否相对交易所收取 1132 | IsRelative int 1133 | ///交易所代码 1134 | ExchangeID string 1135 | ///投资单元代码 1136 | InvestUnitID string 1137 | ///合约代码 1138 | InstrumentID string 1139 | } 1140 | 1141 | // 查询资金账户 1142 | type QryTradingAccountField struct { 1143 | ///经纪公司代码 1144 | BrokerID string 1145 | ///投资者代码 1146 | InvestorID string 1147 | ///币种代码 1148 | CurrencyID string 1149 | ///业务类型 1150 | BizType byte 1151 | ///投资者帐号 1152 | AccountID string 1153 | } 1154 | 1155 | // 请求查询银期签约关系 1156 | type QryAccountregisterField struct { 1157 | ///经纪公司代码 1158 | BrokerID string 1159 | ///投资者帐号 1160 | AccountID string 1161 | ///银行编码 1162 | BankID string 1163 | ///银行分支机构编码 1164 | BankBranchID string 1165 | ///币种代码 1166 | CurrencyID string 1167 | } 1168 | 1169 | // 查询投资者结算结果 1170 | type QrySettlementInfoField struct { 1171 | ///经纪公司代码 1172 | BrokerID string 1173 | ///投资者代码 1174 | InvestorID string 1175 | ///交易日 1176 | TradingDay string 1177 | ///投资者帐号 1178 | AccountID string 1179 | ///币种代码 1180 | CurrencyID string 1181 | } 1182 | 1183 | // 用户登录请求 1184 | type ReqUserLoginField struct { 1185 | ///交易日 1186 | TradingDay string 1187 | ///经纪公司代码 1188 | BrokerID string 1189 | ///用户代码 1190 | UserID string 1191 | ///密码 1192 | Password string 1193 | ///用户端产品信息 1194 | UserProductInfo string 1195 | ///接口端产品信息 1196 | InterfaceProductInfo string 1197 | ///协议信息 1198 | ProtocolInfo string 1199 | ///Mac地址 1200 | MacAddress string 1201 | ///动态密码 1202 | OneTimePassword string 1203 | ///保留的无效字段 1204 | reserve1 string 1205 | ///登录备注 1206 | LoginRemark string 1207 | ///终端IP端口 1208 | ClientIPPort int 1209 | ///终端IP地址 1210 | ClientIPAddress string 1211 | } 1212 | 1213 | // 查询经纪公司交易参数 1214 | type QryBrokerTradingParamsField struct { 1215 | ///经纪公司代码 1216 | BrokerID string 1217 | ///投资者代码 1218 | InvestorID string 1219 | ///币种代码 1220 | CurrencyID string 1221 | ///投资者帐号 1222 | AccountID string 1223 | } 1224 | 1225 | // 查询签约银行请求 1226 | type QryContractBankField struct { 1227 | ///经纪公司代码 1228 | BrokerID string 1229 | ///银行代码 1230 | BankID string 1231 | ///银行分中心代码 1232 | BankBrchID string 1233 | } 1234 | 1235 | // 用户口令变更 1236 | type UserPasswordUpdateField struct { 1237 | ///经纪公司代码 1238 | BrokerID string 1239 | ///用户代码 1240 | UserID string 1241 | ///原来的口令 1242 | OldPassword string 1243 | ///新的口令 1244 | NewPassword string 1245 | } 1246 | 1247 | // 用户登录应答 1248 | type RspUserLoginField struct { 1249 | ///交易日 1250 | TradingDay string 1251 | ///登录成功时间 1252 | LoginTime string 1253 | ///经纪公司代码 1254 | BrokerID string 1255 | ///用户代码 1256 | UserID string 1257 | ///交易系统名称 1258 | SystemName string 1259 | ///前置编号 1260 | FrontID int 1261 | ///会话编号 1262 | SessionID int 1263 | ///最大报单引用 1264 | MaxOrderRef string 1265 | ///上期所时间 1266 | SHFETime string 1267 | ///大商所时间 1268 | DCETime string 1269 | ///郑商所时间 1270 | CZCETime string 1271 | ///中金所时间 1272 | FFEXTime string 1273 | ///能源中心时间 1274 | INETime string 1275 | } 1276 | 1277 | // 合约 1278 | type InstrumentField struct { 1279 | ///保留的无效字段 1280 | reserve1 string 1281 | ///交易所代码 1282 | ExchangeID string 1283 | ///合约名称 1284 | InstrumentName string 1285 | ///保留的无效字段 1286 | reserve2 string 1287 | ///保留的无效字段 1288 | reserve3 string 1289 | ///产品类型 1290 | ProductClass byte 1291 | ///交割年份 1292 | DeliveryYear int 1293 | ///交割月 1294 | DeliveryMonth int 1295 | ///市价单最大下单量 1296 | MaxMarketOrderVolume int 1297 | ///市价单最小下单量 1298 | MinMarketOrderVolume int 1299 | ///限价单最大下单量 1300 | MaxLimitOrderVolume int 1301 | ///限价单最小下单量 1302 | MinLimitOrderVolume int 1303 | ///合约数量乘数 1304 | VolumeMultiple int 1305 | ///最小变动价位 1306 | PriceTick float64 1307 | ///创建日 1308 | CreateDate string 1309 | ///上市日 1310 | OpenDate string 1311 | ///到期日 1312 | ExpireDate string 1313 | ///开始交割日 1314 | StartDelivDate string 1315 | ///结束交割日 1316 | EndDelivDate string 1317 | ///合约生命周期状态 1318 | InstLifePhase byte 1319 | ///当前是否交易 1320 | IsTrading int 1321 | ///持仓类型 1322 | PositionType byte 1323 | ///持仓日期类型 1324 | PositionDateType byte 1325 | ///多头保证金率 1326 | LongMarginRatio float64 1327 | ///空头保证金率 1328 | ShortMarginRatio float64 1329 | ///是否使用大额单边保证金算法 1330 | MaxMarginSideAlgorithm byte 1331 | ///保留的无效字段 1332 | reserve4 string 1333 | ///执行价 1334 | StrikePrice float64 1335 | ///期权类型 1336 | OptionsType byte 1337 | ///合约基础商品乘数 1338 | UnderlyingMultiple float64 1339 | ///组合类型 1340 | CombinationType byte 1341 | ///合约代码 1342 | InstrumentID string 1343 | ///合约在交易所的代码 1344 | ExchangeInstID string 1345 | ///产品代码 1346 | ProductID string 1347 | ///基础商品代码 1348 | UnderlyingInstrID string 1349 | } 1350 | 1351 | // 报单操作 1352 | type OrderActionField struct { 1353 | ///经纪公司代码 1354 | BrokerID string 1355 | ///投资者代码 1356 | InvestorID string 1357 | ///报单操作引用 1358 | OrderActionRef int 1359 | ///报单引用 1360 | OrderRef string 1361 | ///请求编号 1362 | RequestID int 1363 | ///前置编号 1364 | FrontID int 1365 | ///会话编号 1366 | SessionID int 1367 | ///交易所代码 1368 | ExchangeID string 1369 | ///报单编号 1370 | OrderSysID string 1371 | ///操作标志 1372 | ActionFlag byte 1373 | ///价格 1374 | LimitPrice float64 1375 | ///数量变化 1376 | VolumeChange int 1377 | ///操作日期 1378 | ActionDate string 1379 | ///操作时间 1380 | ActionTime string 1381 | ///交易所交易员代码 1382 | TraderID string 1383 | ///安装编号 1384 | InstallID int 1385 | ///本地报单编号 1386 | OrderLocalID string 1387 | ///操作本地编号 1388 | ActionLocalID string 1389 | ///会员代码 1390 | ParticipantID string 1391 | ///客户代码 1392 | ClientID string 1393 | ///业务单元 1394 | BusinessUnit string 1395 | ///报单操作状态 1396 | OrderActionStatus byte 1397 | ///用户代码 1398 | UserID string 1399 | ///状态信息 1400 | StatusMsg string 1401 | ///保留的无效字段 1402 | reserve1 string 1403 | ///营业部编号 1404 | BranchID string 1405 | ///投资单元代码 1406 | InvestUnitID string 1407 | ///保留的无效字段 1408 | reserve2 string 1409 | ///Mac地址 1410 | MacAddress string 1411 | ///合约代码 1412 | InstrumentID string 1413 | ///IP地址 1414 | IPAddress string 1415 | } 1416 | 1417 | // 转账请求 1418 | type ReqTransferField struct { 1419 | ///业务功能码 1420 | TradeCode string 1421 | ///银行代码 1422 | BankID string 1423 | ///银行分支机构代码 1424 | BankBranchID string 1425 | ///期商代码 1426 | BrokerID string 1427 | ///期商分支机构代码 1428 | BrokerBranchID string 1429 | ///交易日期 1430 | TradeDate string 1431 | ///交易时间 1432 | TradeTime string 1433 | ///银行流水号 1434 | BankSerial string 1435 | ///交易系统日期 1436 | TradingDay string 1437 | ///银期平台消息流水号 1438 | PlateSerial int 1439 | ///最后分片标志 1440 | LastFragment byte 1441 | ///会话号 1442 | SessionID int 1443 | ///客户姓名 1444 | CustomerName string 1445 | ///证件类型 1446 | IdCardType byte 1447 | ///证件号码 1448 | IdentifiedCardNo string 1449 | ///客户类型 1450 | CustType byte 1451 | ///银行帐号 1452 | BankAccount string 1453 | ///银行密码 1454 | BankPassWord string 1455 | ///投资者帐号 1456 | AccountID string 1457 | ///期货密码 1458 | Password string 1459 | ///安装编号 1460 | InstallID int 1461 | ///期货公司流水号 1462 | FutureSerial int 1463 | ///用户标识 1464 | UserID string 1465 | ///验证客户证件号码标志 1466 | VerifyCertNoFlag byte 1467 | ///币种代码 1468 | CurrencyID string 1469 | ///转帐金额 1470 | TradeAmount float64 1471 | ///期货可取金额 1472 | FutureFetchAmount float64 1473 | ///费用支付标志 1474 | FeePayFlag byte 1475 | ///应收客户费用 1476 | CustFee float64 1477 | ///应收期货公司费用 1478 | BrokerFee float64 1479 | ///发送方给接收方的消息 1480 | Message string 1481 | ///摘要 1482 | Digest string 1483 | ///银行帐号类型 1484 | BankAccType byte 1485 | ///渠道标志 1486 | DeviceID string 1487 | ///期货单位帐号类型 1488 | BankSecuAccType byte 1489 | ///期货公司银行编码 1490 | BrokerIDByBank string 1491 | ///期货单位帐号 1492 | BankSecuAcc string 1493 | ///银行密码标志 1494 | BankPwdFlag byte 1495 | ///期货资金密码核对标志 1496 | SecuPwdFlag byte 1497 | ///交易柜员 1498 | OperNo string 1499 | ///请求编号 1500 | RequestID int 1501 | ///交易ID 1502 | TID int 1503 | ///转账交易状态 1504 | TransferStatus byte 1505 | ///长客户姓名 1506 | LongCustomerName string 1507 | } 1508 | 1509 | // 客户端认证响应 1510 | type RspAuthenticateField struct { 1511 | ///经纪公司代码 1512 | BrokerID string 1513 | ///用户代码 1514 | UserID string 1515 | ///用户端产品信息 1516 | UserProductInfo string 1517 | ///App代码 1518 | AppID string 1519 | ///App类型 1520 | AppType byte 1521 | } 1522 | 1523 | // 查询手续费率 1524 | type QryInstrumentCommissionRateField struct { 1525 | ///经纪公司代码 1526 | BrokerID string 1527 | ///投资者代码 1528 | InvestorID string 1529 | ///保留的无效字段 1530 | reserve1 string 1531 | ///交易所代码 1532 | ExchangeID string 1533 | ///投资单元代码 1534 | InvestUnitID string 1535 | ///合约代码 1536 | InstrumentID string 1537 | } 1538 | 1539 | // 查询成交 1540 | type QryTradeField struct { 1541 | ///经纪公司代码 1542 | BrokerID string 1543 | ///投资者代码 1544 | InvestorID string 1545 | ///保留的无效字段 1546 | reserve1 string 1547 | ///交易所代码 1548 | ExchangeID string 1549 | ///成交编号 1550 | TradeID string 1551 | ///开始时间 1552 | TradeTimeStart string 1553 | ///结束时间 1554 | TradeTimeEnd string 1555 | ///投资单元代码 1556 | InvestUnitID string 1557 | ///合约代码 1558 | InstrumentID string 1559 | } 1560 | 1561 | // 查询行情 1562 | type QryDepthMarketDataField struct { 1563 | ///保留的无效字段 1564 | reserve1 string 1565 | ///交易所代码 1566 | ExchangeID string 1567 | ///合约代码 1568 | InstrumentID string 1569 | } 1570 | --------------------------------------------------------------------------------