tickserver/api/gocctp/include/libcctp.h

// libcctp.h

// libcctp是把CTP的C++接口转换为C接口, 这样方便其他语言(比如go, python, java等)调用
// 同时对原有的接口进行封装和简化, 但不影响原有功能. 达到使用简单, 功能完全的目的。


// 本文件定义了libcctp的导出函数

#pragma once

#ifdef _WINDOWS
#ifdef LIBCCTP_EXPORTS
#define LIBCCTP_API __declspec(dllexport)
#else
#define LIBCCTP_API __declspec(dllimport)
#endif
#else
#define LIBCCTP_API 
#endif


#ifdef __cplusplus
extern "C" {
#else
typedef int bool;
#endif

#include "CTP/ThostFtdcUserApiStruct.h"

// c only
typedef struct CThostFtdcRspUserLoginField CThostFtdcRspUserLoginField;
typedef struct CThostFtdcRspInfoField CThostFtdcRspInfoField;
typedef struct CThostFtdcUserLogoutField CThostFtdcUserLogoutField;
typedef struct CThostFtdcRspAuthenticateField CThostFtdcRspAuthenticateField;
typedef struct CThostFtdcReqUserLoginField CThostFtdcReqUserLoginField;
typedef struct CThostFtdcSpecificInstrumentField CThostFtdcSpecificInstrumentField;
typedef struct CThostFtdcUserPasswordUpdateField CThostFtdcUserPasswordUpdateField;
typedef struct CThostFtdcTradingAccountPasswordUpdateField CThostFtdcTradingAccountPasswordUpdateField;
typedef struct CThostFtdcInputOrderField CThostFtdcInputOrderField;
typedef struct CThostFtdcParkedOrderField CThostFtdcParkedOrderField;
typedef struct CThostFtdcParkedOrderActionField CThostFtdcParkedOrderActionField;
typedef struct CThostFtdcQueryMaxOrderVolumeField CThostFtdcQueryMaxOrderVolumeField;
typedef struct CThostFtdcOrderField CThostFtdcOrderField;
typedef struct CThostFtdcTradeField CThostFtdcTradeField;
typedef struct CThostFtdcExchangeField CThostFtdcExchangeField;
typedef struct CThostFtdcInstrumentField CThostFtdcInstrumentField;
typedef struct CThostFtdcDepthMarketDataField CThostFtdcDepthMarketDataField;
typedef struct CThostFtdcSettlementInfoField CThostFtdcSettlementInfoField;
typedef struct CThostFtdcTransferBankField CThostFtdcTransferBankField;
typedef struct CThostFtdcInvestorPositionDetailField CThostFtdcInvestorPositionDetailField;
typedef struct CThostFtdcNoticeField CThostFtdcNoticeField;
typedef struct CThostFtdcSettlementInfoConfirmField CThostFtdcSettlementInfoConfirmField;
typedef struct CThostFtdcRemoveParkedOrderField CThostFtdcRemoveParkedOrderField;
typedef struct CThostFtdcRemoveParkedOrderActionField CThostFtdcRemoveParkedOrderActionField;
typedef struct CThostFtdcInvestorPositionField CThostFtdcInvestorPositionField;
typedef struct CThostFtdcTradingAccountField CThostFtdcTradingAccountField;
typedef struct CThostFtdcInvestorField CThostFtdcInvestorField;
typedef struct CThostFtdcTradingCodeField CThostFtdcTradingCodeField;
typedef struct CThostFtdcInstrumentMarginRateField CThostFtdcInstrumentMarginRateField;
typedef struct CThostFtdcInstrumentCommissionRateField CThostFtdcInstrumentCommissionRateField;
typedef struct CThostFtdcCFMMCTradingAccountKeyField CThostFtdcCFMMCTradingAccountKeyField;
typedef struct CThostFtdcEWarrantOffsetField CThostFtdcEWarrantOffsetField;
typedef struct CThostFtdcContractBankField CThostFtdcContractBankField;
typedef struct CThostFtdcInvestorPositionCombineDetailField CThostFtdcInvestorPositionCombineDetailField;
typedef struct CThostFtdcCancelAccountField CThostFtdcCancelAccountField;
typedef struct CThostFtdcChangeAccountField CThostFtdcChangeAccountField;
typedef struct CThostFtdcTransferSerialField CThostFtdcTransferSerialField;
typedef struct CThostFtdcAccountregisterField CThostFtdcAccountregisterField;
typedef struct CThostFtdcOrderActionField CThostFtdcOrderActionField;
typedef struct CThostFtdcInstrumentStatusField CThostFtdcInstrumentStatusField;
typedef struct CThostFtdcErrorConditionalOrderField CThostFtdcErrorConditionalOrderField;
typedef struct CThostFtdcTradingNoticeInfoField CThostFtdcTradingNoticeInfoField;
typedef struct CThostFtdcTradingNoticeField CThostFtdcTradingNoticeField;
typedef struct CThostFtdcBrokerTradingParamsField CThostFtdcBrokerTradingParamsField;
typedef struct CThostFtdcBrokerTradingAlgosField CThostFtdcBrokerTradingAlgosField;
typedef struct CThostFtdcRspTransferField CThostFtdcRspTransferField;
typedef struct CThostFtdcQryInstrumentField CThostFtdcQryInstrumentField;
typedef struct CThostFtdcQryOrderField CThostFtdcQryOrderField;
///期货发起查询银行余额通知
typedef struct CThostFtdcNotifyQueryAccountField CThostFtdcNotifyQueryAccountField;
typedef struct CThostFtdcQryInvestorPositionField CThostFtdcQryInvestorPositionField;
///期货发起银行资金转期货错误回报
typedef struct CThostFtdcReqTransferField CThostFtdcReqTransferField;
///系统运行时期货端手工发起冲正银行转期货错误回报
typedef struct CThostFtdcReqRepealField CThostFtdcReqRepealField;
///系统运行时期货端手工发起冲正期货转银行错误回报
typedef struct OnErrRtnRepealFutureToBankByFutureManual OnErrRtnRepealFutureToBankByFutureManual;
///期货发起查询银行余额错误回报
typedef struct CThostFtdcReqQueryAccountField CThostFtdcReqQueryAccountField;
typedef struct CThostFtdcQryInvestorField CThostFtdcQryInvestorField;
///期货发起冲正期货转银行请求，银行处理完毕后报盘发回的通知
typedef struct CThostFtdcRspRepealField CThostFtdcRspRepealField;
///期货发起银行资金转期货应答
///期货发起期货资金转银行应答
///期货发起查询银行余额应答
typedef struct CThostFtdcQryTradingAccountField CThostFtdcQryTradingAccountField;
///银行发起银期开户通知
typedef struct CThostFtdcOpenAccountField CThostFtdcOpenAccountField;
typedef struct CThostFtdcReqAuthenticateField CThostFtdcReqAuthenticateField;
typedef struct CThostFtdcQryTradingCodeField CThostFtdcQryTradingCodeField;
typedef struct CThostFtdcQryTradeField CThostFtdcQryTradeField;
typedef struct CThostFtdcQryInstrumentCommissionRateField CThostFtdcQryInstrumentCommissionRateField;
typedef struct CThostFtdcQryInstrumentMarginRateField CThostFtdcQryInstrumentMarginRateField;
typedef struct CThostFtdcQrySettlementInfoField CThostFtdcQrySettlementInfoField;
typedef struct CThostFtdcQryExchangeField CThostFtdcQryExchangeField;
typedef struct CThostFtdcQryDepthMarketDataField CThostFtdcQryDepthMarketDataField;
typedef struct CThostFtdcQryInvestorPositionDetailField CThostFtdcQryInvestorPositionDetailField;
typedef struct CThostFtdcQryTransferBankField CThostFtdcQryTransferBankField;
///请求查询客户通知
typedef struct CThostFtdcQryNoticeField CThostFtdcQryNoticeField;
///请求查询结算信息确认
typedef struct CThostFtdcQrySettlementInfoConfirmField CThostFtdcQrySettlementInfoConfirmField;
///请求查询投资者持仓明细
typedef struct CThostFtdcQryInvestorPositionCombineDetailField CThostFtdcQryInvestorPositionCombineDetailField;
///请求查询保证金监管系统经纪公司资金账户密钥
typedef struct CThostFtdcQryCFMMCTradingAccountKeyField CThostFtdcQryCFMMCTradingAccountKeyField;
///请求查询仓单折抵信息
typedef struct CThostFtdcQryEWarrantOffsetField CThostFtdcQryEWarrantOffsetField;
///请求查询转帐流水
typedef struct CThostFtdcQryTransferSerialField CThostFtdcQryTransferSerialField;
///请求查询银期签约关系
typedef struct CThostFtdcQryAccountregisterField CThostFtdcQryAccountregisterField;
///请求查询签约银行
typedef struct CThostFtdcQryContractBankField CThostFtdcQryContractBankField;
///请求查询预埋单
typedef struct CThostFtdcQryParkedOrderField CThostFtdcQryParkedOrderField;
///请求查询预埋撤单
typedef struct CThostFtdcQryParkedOrderActionField CThostFtdcQryParkedOrderActionField;
///请求查询交易通知
typedef struct CThostFtdcQryTradingNoticeField CThostFtdcQryTradingNoticeField;
///请求查询经纪公司交易参数
typedef struct CThostFtdcQryBrokerTradingParamsField CThostFtdcQryBrokerTradingParamsField;
///请求查询经纪公司交易算法
typedef struct CThostFtdcQryBrokerTradingAlgosField CThostFtdcQryBrokerTradingAlgosField;

///登录请求响应
typedef void(*fnOnRspUserLogin)(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast, void* ctx);

///登出请求响应
typedef void(*fnOnRspUserLogout)(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast, void* ctx);

///错误应答
typedef void(*fnOnRspError)(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast, void* ctx);

///深度行情通知
typedef void(*fnOnRtnDepthMarketData)(CThostFtdcDepthMarketDataField *pDepthMarketData, void* ctx);

///请求查询交易所响应
typedef void(*fnOnRspQryExchange)(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast, void* ctx);

///请求查询合约响应
typedef void(*fnOnRspQryInstrument)(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast, void* ctx);

///请求查询结算信息确认响应
typedef void(*fnOnRspSettlementInfoConfirm)(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast, void* ctx);


/// 注册行情服务回调函数
LIBCCTP_API void CCTP_RegOnMdRspUserLogin(void* mdapi, fnOnRspUserLogin call_back, void* ctx);
LIBCCTP_API void CCTP_RegOnMdRspUserLogout(void* mdapi, fnOnRspUserLogout call_back, void* ctx);
LIBCCTP_API void CCTP_RegOnMdRspError(void* mdapi, fnOnRspError call_back, void* ctx);
LIBCCTP_API void CCTP_RegOnRtnDepthMarketData(void* mdapi, fnOnRtnDepthMarketData call_back, void* ctx);

// 注册交易服务回调函数
LIBCCTP_API void CCTP_RegOnTdRspUserLogin(void* tdapi, fnOnRspUserLogin call_back, void* ctx);
LIBCCTP_API void CCTP_RegOnTdRspUserLogout(void* tdapi, fnOnRspUserLogout call_back, void* ctx);
LIBCCTP_API void CCTP_RegOnTdRspError(void* tdapi, fnOnRspError call_back, void* ctx);
LIBCCTP_API void CCTP_RegOnRspQryExchange(void* tdapi, fnOnRspQryExchange call_back, void* ctx);
LIBCCTP_API void CCTP_RegOnRspQryInstrument(void* tdapi, fnOnRspQryInstrument call_back, void* ctx);


/// 创建行情Api, 返回void*指针, 以下行情部分接口此指针作为行情上下文
LIBCCTP_API void* CCTP_MdApiCreate(const char* dir);

/// 释放行情接口
LIBCCTP_API void CCTP_MdRelease(void* mdapi);

/// 登录行情
LIBCCTP_API int CCTP_MdLogin(
	void* mdapi, 
	const char* addr, 
	const char* brokerId, 
	const char* userId, 
	const char* password);

/// 登出行情
LIBCCTP_API int CCTP_MdLogout(void* mdapi, const char* brokerId, const char* userId);

/// 订阅合约
LIBCCTP_API int CCTP_SubscribeMarketData(void* mdapi, char* instrumentIds[], int n);

/// 取消订阅合约
LIBCCTP_API int CCTP_UnSubscribeMarketData(void* mdapi, char* instrumentIds[], int n);

/// 创建交易Api, 返回void*指针, 以下行情部分接口此指针作为上下文信息
LIBCCTP_API void* CCTP_TdApiCreate(const char* dir);

/// 释放交易接口
LIBCCTP_API void CCTP_TdRelease(void* tdapi);

/// 登录交易
LIBCCTP_API int CCTP_TdLogin(
	void* tdapi, 
	const char* addr, 
	const char* brokerId,
	const char* userId, 
	const char* password, 
	const char* authCode, 
	const char* userProductInfo);

//// 登出交易
LIBCCTP_API int CCTP_TdLogout(void* tdapi, const char* brokerId, const char* userId);

/// 查询合约, 如果instrmentId==nullptr, 查询所有合约
LIBCCTP_API int CCTP_ReqQryInstrument(void* tdapi, const char* instrumentId);

/// 查询交易所, 如果instrmentId==nullptr, 查询所有合约
LIBCCTP_API int CCTP_ReqQryExchange(void* tdapi, const char* exchangeId);



#ifdef __cplusplus
}
#endif