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
Description
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
Description
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
​

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交易 DLL functions

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交易 DLL data struct

Last updated 3 months ago

Parameters
pRspUserLogin	pointer	ICERspUserLoginField data struct
pRspInfo	pointer	ICERspInfoField data struct
nRequestID	int
bIsLast	bool

Parameters	类型	说明
pUserLogout	pointer	ICEUserLogoutField data struct
pRspInfo	pointer	ICERspInfoField data struct
nRequestID	int
bIsLast	bool

Parameters	类型
pInstrument	pointer	ICEInstrumentField data struct
pRspInfo	pointer	ICERspInfoField data struct
nRequestID	int
bIsLast	bool