tickserver/api/gofix/include/cfunc.h

#ifndef _CFUNC_H_
#define _CFUNC_H_

#include "FixValue.h"
#include "FixValueNumber.h"
#ifdef _cplusplus
extern "C" {
#endif

typedef unsigned int uint;
typedef signed char schar;
typedef unsigned char uchar;
typedef unsigned short ushort;
typedef long long int64;
typedef unsigned long long uint64;
typedef struct SessionID SessionID;
typedef struct SessionSettings SessionSettings;
typedef struct Dictionary Dictionary;
typedef struct Message Message;
typedef struct AppTradeClient AppTradeClient;

typedef struct IApplication {
  /// Notification of a session begin created
  void (*onCreate)(AppTradeClient *, SessionID *);
  /// Notification of a session successfully logging on
  void (*onLogon)(AppTradeClient *, SessionID *);
  /// Notification of a session logging off or disconnecting
  void (*onLogout)(AppTradeClient *, SessionID *);
  /// Notification of admin message being sent to target
  void (*toAdmin)(AppTradeClient *, Message *, SessionID *);
  /// Notification of app message being sent to target
  void (*toApp)(AppTradeClient *, Message *, SessionID *);
  /// Notification of admin message being received from target
  void (*fromAdmin)(AppTradeClient *, const Message *, SessionID *);
  /// Notification of app message being received from target
  void (*fromApp)(AppTradeClient *, const Message *, SessionID *);
  //为了go的调用方便，封装了这样的一个接口
  void (*defaultCallBack) (void *pfunc, AppTradeClient *, const Message *, SessionID *);
  void *onCreateCB;
  void *onLogonCB;
  void *onLogoutCB;
  void *toAdminCB;
  void *fromAdminCB;
  void *fromAppCB;
  void *toAppCB;
} IApplication;

//预留一点空间，现在测试的情况是最大20
#define	MAX_BID_ASK_COUNT	25
typedef struct TickFull
{
	double	AskPrice[MAX_BID_ASK_COUNT];
	double	BidPrice[MAX_BID_ASK_COUNT];
	double	AskVolume[MAX_BID_ASK_COUNT];
	double	BidVolume[MAX_BID_ASK_COUNT];
    char	Symbol[8];
	int	    Time;
	int     Millisecond;
	int     AskCount;
    int     BidCount;
} TickFull;

typedef struct StockInfo
{
	char  Symbol[15];
	int   Position ;
	char  SecurityExchange[10];
}StockInfo;

typedef struct OrderInfo
{
    char OrderID[32];//Unique identifier for Order as assigned by exchange
    char SecondaryExecID[32];
    char ClOrdID[32] ;//Client side order identifier
    char OrigClOrdID[32];
    char OrdStatusReqID[32];
    char ExecID[32] ; //Execution ID for this fill.
    char Account[16];//Account ID of the current logged in LMAX member
    char SecurityID[8];
	double AvgPx ;//Calculated average price of all fills on this order.
	double CumQty;//Contains the cumulated traded quantity for the order through its life.
	double LastPx ;//Price of this fill 
	double LastQty;//
	double OrderQty ;//Number of contracts submitted by the client
    double LeavesQty ;//成交手数
    double Price ;//Price per contract
    char *Text;
	int OrdRejReason;
	int TransactTime ;//Time of execution/order creation
	int Millisecond ;
    char SecurityIDSource[2];	
	char TimeInForce ;//Specifies how long the order remains in effect.   0=Good for Day (GFD) 3=Immediate or Cancel (IOC) 4=Fill or Kill (FOK)Limit Orders support TimeInForce values of IOC, FOK, and GFD. Market Orders support TimeInForce values of IOC, FOK.
    char OrdType;
    char OrdStatus ;
	char Side ;//1=BUY ,2=SELL
    char ExecType ;//Describes the type of execution report. Same possible values as Order Status.   0=NEW 1=PARTIALLY FILL 2=FILL 4=CANCELED 5=REPLACE 8=REJECTED 
} OrderInfo;

//SessionSettings api
SessionSettings * NewSessionSettings(const char *file);
void FreeSessionSettings(SessionSettings *obj);
Dictionary* SessionSettingsGet(SessionSettings *ss, SessionID *sid);

//Dictionary api
int DictionaryHas(Dictionary *obj, const char *find);
const char * DictionaryGetString(Dictionary *obj, const char *find);
void FreeDictionary(Dictionary *dict);

//message api
Message * WarpMessage(void *msg);
void MessageSetField(Message *msg, int field, const char *value);
int MessageSend(Message *msg);
char * MessageToStr(const Message *msg);
void Free(void *);
const Message * WarpConstMessage(const void *msg);
void PrintHello(char *data[], int n);
//SessionID api
SessionID * WarpSessionID(const void *sid);

IApplication * NewDefaultIApplication();
void IApplicationSetCB(void *);
IApplication * NewCBIApplication(void *cb, void *onCreate, void *onLogon, void *onLogout, void *toAdmin, void *toApp, void *fromAdmin, void *fromApp);

IApplication * NewIApplication(void *onCreate, void *onLogon, void *onLogout, void *toAdmin, void *toApp, void *fromAdmin, void *fromApp);
void FreeIApplication(IApplication *app);
//application api
AppTradeClient * NewAppTradeClient(IApplication *app, SessionSettings *setting);
void FreeAppTradeClient(AppTradeClient * app);
void AppTradeClientStart(AppTradeClient * app);
void AppTradeClientStop(AppTradeClient * app);
int AppTradeClientRun(AppTradeClient * app);

SessionID *AppTradeClientSessionID(AppTradeClient * app);
const char *AppTradeClientSenderCompID(AppTradeClient * app);
const char *AppTradeClientTargetCompID(AppTradeClient * app);
const char *AppTradeClientClOrdID(AppTradeClient * app);

int GetMarketData(const Message *msg, TickFull *tick);
int GetOrderInfo(const Message * msg, OrderInfo * orderinfo);
int GetAccountStockInfo(const Message * msg, StockInfo * stockinfo ,int *bLastRptRequested);
int GetMsgType(const Message * msg ,char * cTypeValue);

const char * AppTradeClientOrigClOrdID(AppTradeClient * app, const Message *msg);
int AppTradeClientSendOrder(AppTradeClient * trade, const char * aSymbol,const char *clordid, const char aHandlInst ,const char side, const char orderType, 
	                        double qty, double price, const char *account,const char * securitytype,const char * securityexchange,const char * currency);

int AppTradeClientTradeCaptureReportRequest(AppTradeClient * trade, const char *reqId, int reqType, char subReqType);
int AppTradeClientOrderStatus(AppTradeClient * trade,
							const char *aSymbol,
							const char *clordId, 
							//const char *ordStatusReqId,
							const char side,
							const char * account,
							const char * securitytype,
							const char * orderid
							);

int AppTradeClientCancelOrder(AppTradeClient * trade,
							const char *aSymbol,
							const char *origClOrdID, 
							const char *clordid, 
							const char side,
							double qty,
							const char * account,
							const char * securitytype,
							const char * orderid );


int AppTradeCilentOrderCancelReplace(AppTradeClient * trade, 
									const char *aSymbol,
									const char * origclordid ,
									const char *clordid, 
									const char aHandlInst,
									const char side, 
									const char orderType, 
									double price,
									double qty ,
									const char * account,
									const char * securitytype,
									const char * orderid 
									);

int  AppTradeClientCollectiveOrder(AppTradeClient * trade ,
							const char *clordId, 
							const char  aHandlInst,
							const char  ordertype,
							const char *sideStr,
							const char *symbolStr,
							const char *orderQtyStr,
							const char *priceStr,
							const char *securityExchangeStr,
							const char *currencyStr,
							const char *account,
							const char *securityTypeStr,
							const char *accountStr,
							int   entrustNum 
							);

int  AppTradeClientCollectiveOrderCancel(AppTradeClient * trade,
							const char *clordId, 
							int   entrustNum ,
							const char *entrustNoStr,
							const char *securityExchangeStr,
							const char *currencyStr,
							const char *account
							);

int  AppTradeClientCollectiveOrderStatus(AppTradeClient * trade,
							int   entrustNum ,
							const char *entrustNoStr,
							const char *account
							);
int  AppTradeClientBatchOrder(AppTradeClient * trade,
							const char *clordId, 
							const char  aHandlInst,
							const char  ordertype,
							const char **symbolStr,
							const char **sideStr,
							const char **orderQtyStr,
							const char **priceStr,
							const char **securityExchangeStr,
							const char **currencyStr,
							const char **securityTypeStr,
							const char *account,
							int   num
							);

int  AppTradeClientRequestForPositions(AppTradeClient * trade,
							const char *posReqID, 
							int         posReqType,
							const char *account,
							int         accountType
							);

int  AppTradeClientMarketData(AppTradeClient * trade, const char *bookId,const char * securityExchange);
#ifdef _cplusplus
}
#endif

#endif