交易 DLL callbacks
当客户端与TCore通信连接时，该方法被调用
void OnFrontConnected()
当客户端与TCore通信连接断开时，该方法被调用。
void OnFrontDisconnected()
交易连线登录请求响应
void OnRspUserLogin(ICERspUserLoginField *pRspUserLogin, ICERspInfoField *pRspInfo, int nRequestID, bool bIsLast)
Parameters | | |
pRspUserLogin | pointer | ICERspUserLoginField data struct |
pRspInfo | pointer | ICERspInfoField data struct |
nRequestID | int | |
bIsLast | bool | |
交易连线登出请求响应
void OnRspUserLogout(ICEUserLogoutField *pUserLogout, ICERspInfoField *pRspInfo, int nRequestID, bool bIsLast)
Parameters | 类型 | 说明 |
pUserLogout | pointer | ICEUserLogoutField data struct |
pRspInfo | pointer | ICERspInfoField data struct |
nRequestID | int | |
bIsLast | bool | |
报单录入请求响应
void OnRspOrderInsert(ICEInputOrderField *pInputOrder, ICERspInfoField *pRspInfo, int nRequestID, bool bIsLast)
Parameters | 类型 | 说明 |
pInputOrder | pointer | ICEInputOrderField data struct |
pRspInfo | pointer | ICERspInfoField data struct |
nRequestID | int | |
bIsLast | bool | |
下单失败的错误码 -10 Unknow Error -11 买卖别不对 -12 复式单商品代码解晰错误 -13 下单帐号, 不可下此交易所商品 -14 下单错误, 不支援的价格 或 OrderType 或 TimeInForce -15 不支援证券下单 -20 连线未建立 -22 价格的TickSize错误 -23 下单数量超过该商品的上下限 -24 下单数量错误 -25 价格不能小于和等于0 (市价类型不会去检查)
报单操作请求响应
void OnRspOrderAction(ICEInputOrderActionField *pInputOrderAction, ICERspInfoField *pRspInfo, int nRequestID, bool bIsLast)
Parameters | 类型 | 说明 |
pInputOrderAction | pointer | ICEInputOrderActionField data struct |
pRspInfo | pointer | ICERspInfoField data struct |
nRequestID | int | |
bIsLast | bool | |
删单错误码 -16 群组虚拟单, 不可删改单 -17 改单错误, 追价单 不可改量改价 -18 改单错误, Trailing 不可改量改价
改价改量错误码 -16 群组虚拟单, 不可删改单 -17 改单错误, 追价单 不可改量改价 -18 改单错误, Trailing 不可改量改价 -19 改单错误, TimeInForce 参数错误 -21 改单错误, 不支援spread改价改量 -22 价格的TickSize错误 -23 下单数量超过该商品的上下限 -24 下单数量错误 -25 价格不能小于和等于0 (市价类型不会去检查)
请求查询报单响应
void OnRspQryOrder(ICEOrderField *pOrder, ICERspInfoField *pRspInfo, int nRequestID, bool bIsLast)
Parameters | 类型 | 说明 |
pOrder | pointer | ICEOrderField data struct |
pRspInfo | pointer | ICERspInfoField data struct |
nRequestID | int | |
bIsLast | bool | |
请求查询成交响应
void OnRspQryTrade(ICETradeField *pTrade, ICERspInfoField *pRspInfo, int nRequestID, bool bIsLast)
Parameters | 类型 | 说明 |
pTrade | pointer | ICETradeField data struct |
pRspInfo | pointer | ICERspInfoField data struct |
nRequestID | int | |
bIsLast | bool | |
请求查询投资者持仓响应
void OnRspQryInvestorPosition(ICEInvestorPositionField *pInvestorPosition, ICERspInfoField *pRspInfo, int nRequestID, bool bIsLast)
Parameters | 类型 | 说明 |
pInvestorPosition | pointer | ICEInvestorPositionField data struct |
pRspInfo | pointer | ICERspInfoField data struct |
nRequestID | int | |
bIsLast | bool | |
请求查询资金账户响应
void OnRspQryTradingAccount(ICETradingAccountField *pTradingAccount, ICERspInfoField *pRspInfo, int nRequestID, bool bIsLast)
Parameters | 类型 | 说明 |
pTradingAccount | pointer | ICETradingAccountField data struct |
pRspInfo | pointer | ICERspInfoField data struct |
nRequestID | int | |
bIsLast | bool | |
报单通知
void OnRtnOrder(ICEOrderField *pOrder)
Parameters | 类型 | 说明 |
pOrder | pointer | ICEOrderField data struct |
成交通知
void OnRtnTrade(ICETradeField *pTrade)
Parameters | 类型 | 说明 |
pTrade | pointer | ICETradeField data struct |
请求查询合约响应
void OnRspQryInstrument(ICEInstrumentField *pInstrument, ICERspInfoField *pRspInfo, int nRequestID, bool bIsLast)
Parameters | 类型 | |
pInstrument | pointer | ICEInstrumentField data struct |
pRspInfo | pointer | ICERspInfoField data struct |
nRequestID | int | |
bIsLast | bool | |
请求查询投资者持仓明细响应
void OnRspQryInvestorPositionDetail(ICEInvestorPositionDetailField *pInvestorPositionDetail, ICERspInfoField *pRspInfo, int nRequestID, bool bIsLast)
Parameters | 类型 | 说明 |
pInvestorPositionDetail | pointer | ICEInvestorPositionDetailField data struct |
pRspInfo | pointer | ICERspInfoField data struct |
nRequestID | int | |
bIsLast | bool | |
