交易 DLL callbacks

RTCTradeAPISpi介面

OnFrontConnected

当客户端与TCore通信连接时，该方法被调用

void OnFrontConnected()

OnFrontDisconnected

当客户端与TCore通信连接断开时，该方法被调用。

void OnFrontDisconnected()

OnRspUserLogin

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

OnRspUserLogout

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

OnRspOrderInsert

报单录入请求响应

Callback

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

Description

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)

OnRspOrderAction

报单操作请求响应

Callback

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

Description

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)

OnRspQryOrder

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

OnRspQryTrade

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

OnRspQryInvestorPosition

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

OnRspQryTradingAccount

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

OnRtnOrder

报单通知

void OnRtnOrder(ICEOrderField *pOrder)

Parameters	类型	说明
pOrder	pointer	ICEOrderField data struct

OnRtnTrade

成交通知

void OnRtnTrade(ICETradeField *pTrade)

Parameters	类型	说明
pTrade	pointer	ICETradeField data struct

OnRspQryInstrument

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

OnRspQryInvestorPositionDetail

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

OnRspQryCombAction

‌

请求查询申请组合响应

void OnRspQryCombAction(ICECombActionField *pCombAction, ICERspInfoField *pRspInfo, int nRequestID, bool bIsLast)

Parameters	​类型	​说明
pCombAction	pointer	​ICECombActionField data struct
pRspInfo	pointer	​ICERspInfoField data struct
nRequestID	int	​Content
bIsLast	bool	​Content