emt_quote_api.h

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#pragma once
 
#ifdef _WIN32
#define QUOTE_API_ _declspec(dllexport)
#else
#define QUOTE_API_  _declspec(dllimport)
#endif // _WIN32
 
#include "emt_quote_struct.h"
namespace EMT {
    namespace API {
        class QuoteSpi
        {
        public:
            virtual ~QuoteSpi()
            {
 
            };
 
            virtual void OnDisconnected(int reason) {};
 
            virtual void OnError(EMTRspInfoStruct* error_info) {};
 
            virtual void OnIndexData(EMTIndexDataStruct* index_data) {};
 
            virtual void OnDepthMarketData(EMTMarketDataStruct* market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) {};
 
            virtual void OnTickByTick(EMTTickByTickStruct* tbt_data) {};
            
            virtual void OnOrderBook(EMTOrderBookStruct* order_book) {};
            
            virtual void OnMinuteInfo(EMTMinuteInfo* minute_info) {};
 
            virtual void OnSubscribeAllIndexData(EMT_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
 
            virtual void OnUnSubscribeAllIndexData(EMT_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
 
            virtual void OnSubIndexData(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
            
            virtual void OnUnSubIndexData(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnSubscribeAllMarketData(EMT_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
 
            virtual void OnUnSubscribeAllMarketData(EMT_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
 
            virtual void OnSubMarketData(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnUnSubMarketData(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnSubscribeAllTickByTick(EMT_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
 
            virtual void OnUnSubscribeAllTickByTick(EMT_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
 
            virtual void OnSubTickByTick(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnUnSubTickByTick(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnSubscribeAllOrderBook(EMT_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
 
            virtual void OnUnSubscribeAllOrderBook(EMT_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
 
            virtual void OnSubOrderBook(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnUnSubOrderBook(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnSubscribeAllMinuteInfo(EMT_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
            
            virtual void OnUnSubscribeAllMinuteInfo(EMT_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
            
            virtual void OnSubMinuteInfo(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
            
            virtual void OnUnSubMinuteInfo(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnQueryAllTickers(EMTQuoteStaticInfo* qsi, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnQueryAllTickersFullInfo(EMTQuoteFullInfo* qfi, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnQueryLatestIndexData(EMTIndexDataStruct* index_data, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnQueryLatestMarketData(EMTMarketDataStruct* market_data, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnQueryMinuteInfo(EMTMinuteInfo* minute_info, EMTRspInfoStruct* error_info, bool is_last) {};
 
            virtual void OnQueryMinHistoryInfo(EMTMinuteInfo* minute_info, EMTRspInfoStruct* error_info, bool is_last) {};
 
            /*
            * 查询最新价
            * @attention                    需要使用最新价结构体EMTTickerPriceInfo
            * @param price_info             最新价格数据
            * @param error_info             订阅合约发生错误时的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
            * @param is_last                是否此次退订的最后一个应答，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
            */
            virtual void OnQueryTickersPriceInfo(EMTTickerPriceInfo* price_info, EMTRspInfoStruct* error_info, bool is_last) {};
 
        private:
 
        };
    }
}
 
namespace EMT {
    namespace API {
 
#ifdef _WIN32
        class QUOTE_API_ QuoteApi
#else
        class QuoteApi
#endif // _WIN32
        {
 
        public:
            static QuoteApi* CreateQuoteApi(uint8_t client_id, const char* save_file_path, uint8_t data_type, EMT_LOG_LEVEL log_level = EMT_LOG_LEVEL_DEBUG);
 
            virtual void Release() = 0;
 
            virtual const char* GetApiVersion() = 0;
 
            virtual int Login(const char* ip, int port, const char* user, const char* pwd, EMT_PROTOCOL_TYPE sock_type, const char* local_ip = nullptr) = 0;
 
            virtual int Logout() = 0;
 
            virtual void RegisterSpi(QuoteSpi* spi) = 0;
 
 
            virtual void SetUDPBufferSize(uint32_t buff_size) = 0;
 
            virtual void SetUDPRecvThreadAffinity(int32_t cpu_no) = 0;
 
            virtual void SetUDPParseThreadAffinity(int32_t cpu_no) = 0;
            virtual void SetUDPSeqLogOutPutFlag(bool flag = true) = 0;
 
            virtual void SetHeartBeatInterval(uint32_t interval = 5) = 0;
 
            virtual int SubscribeAllIndexData(EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int UnSubscribeAllIndexData(EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int SubscribeIndexData(char* tickers[], int count, EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
            virtual int UnSubscribeIndexData(char* tickers[], int count, EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int SubscribeAllMarketData(EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int UnSubscribeAllMarketData(EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int SubscribeMarketData(char* tickers[], int count, EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int UnSubscribeMarketData(char* tickers[], int count, EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int SubscribeAllTickByTick(EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int UnSubscribeAllTickByTick(EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int SubscribeTickByTick(char* tickers[], int count, EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int UnSubscribeTickByTick(char* tickers[], int count, EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int SubscribeAllOrderBook(EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int UnSubscribeAllOrderBook(EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int SubscribeOrderBook(char* tickers[], int count, EMT_EXCHANGE_TYPE exchange_id) = 0;
 
            virtual int UnSubscribeOrderBook(char* tickers[], int count, EMT_EXCHANGE_TYPE exchange_id) = 0;
 
            virtual int SubscribeAllMinuteInfo(EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int UnSubscribeAllMinuteInfo(EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int SubscribeMinuteInfo(char* tickers[], int count, EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int UnSubscribeMinuteInfo(char* tickers[], int count, EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int QueryAllTickers(EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int QueryAllTickersFullInfo(EMT_EXCHANGE_TYPE exchange_id = EMT_EXCHANGE_UNKNOWN) = 0;
 
            virtual int QueryLatestInfo(char* tickers[], int count, EMT_TICKER_TYPE ticker_type, EMT_EXCHANGE_TYPE exchange_id) = 0;
 
            virtual int QueryMinuteInfo(char* tickers[], int count, EMT_TICKER_TYPE ticker_type, EMT_EXCHANGE_TYPE exchange_id) = 0;
 
            virtual int QueryMinHistoryInfo(char* tickers[], int count,int datetime, EMT_TICKER_TYPE ticker_type, EMT_EXCHANGE_TYPE exchange_id) = 0;
            
 
            /*
            * 获取最新价
            * @param tickers                    合约ID数组，注意合约代码必须以'\0'结尾，不包含空格
            * @param count                      合约个数，为0表示查询交易所所有合约
            * @param exchange_id                交易所代码，EMT_EXCHANGE_SH表示为上海全市场，EMT_EXCHANGE_SZ表示为深圳全市场
            * @return                           发送查询请求是否成功，"0"表示发送查询请求成功，非"0"表示发送查询请求不成功
            */
            virtual int QueryTickersPriceInfo(char* tickers[], int count, EMT_EXCHANGE_TYPE exchange_id) = 0;
 
            virtual EMTRspInfoStruct* GetApiLastError() = 0;
 
        protected:
            ~QuoteApi() {};
 
        };
    }
}