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ctp开发手册2009(3)

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参数:

parameters:

pTradingAccountPasswordUpdate:Pointer of the structure for the response of trading account password modification. The following is definition of the structure,

struct CThostFtdcTradingAccountPasswordUpdateField {

///broker id

TThostFtdcBrokerIDType BrokerID; ///account id

TThostFtdcAccountIDType AccountID; ///old password

TThostFtdcPasswordTypeOldPassword; ///new password

TThostFtdcPasswordTypeNewPassword; };

5.2.8 OnRspError

CTP服务器利用此callback函数来通知客户端,其应用程序请求出现错误。 定义:void OnRspError(

CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)

参数:

pRspInfo:Pointer of the structure for the response information. The following is definition of the structure,

struct CThostFtdcRspInfoField {

///error id

TThostFtdcErrorIDType ErrorID; ///error information

TThostFtdcErrorMsgType ErrorMsg; };

5.2.9 OnRspOrderInsert

CTP服务器使用此callback函数来反馈客户端“RspOrderInsert”的请求。 定义:void OnRspOrderInsert(

CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

参数:

pInputOrder:Pointer of the structure for the response of order inserting. The following is definition of the structure,

struct CThostFtdcInputOrderField {

///broker id

TThostFtdcBrokerIDType BrokerID; ///investor ID

TThostFtdcInvestorIDType InvestorID; ///instrument ID

TThostFtdcInstrumentIDType InstrumentID; ///order reference

TThostFtdcOrderRefType OrderRef; ///user id

TThostFtdcUserIDType UserID; /// price type of condition order

TThostFtdcOrderPriceTypeType OrderPriceType; ///order direction

TThostFtdcDirectionType Direction; ///combination order’s offset flag

TThostFtdcCombOffsetFlagType CombOffsetFlag; ///combination or hedge flag

TThostFtdcCombHedgeFlagType CombHedgeFlag; ///price

TThostFtdcPriceType LimitPrice; ///volume

TThostFtdcVolumeType VolumeTotalOriginal; ///valid date

TThostFtdcTimeConditionType TimeCondition; 21

///GTD DATE

TThostFtdcDateType GTDDate; ///volume type

TThostFtdcVolumeConditionType VolumeCondition; ///min volume

TThostFtdcVolumeType MinVolume; ///trigger condition

TThostFtdcContingentConditionType ContingentCondition; ///stop price

TThostFtdcPriceType StopPrice; ///force close reason

TThostFtdcForceCloseReasonType ForceCloseReason; /// auto suspend flag

TThostFtdcBoolType IsAutoSuspend; ///business unit

TThostFtdcBusinessUnitType BusinessUnit; ///request ID

TThostFtdcRequestIDType RequestID; };

5.2.10 OnRspOrderAction

CTP服务器使用此callback函数来反馈客户端“RspOrderAction”的请求。 定义:void OnRspOrderAction(

CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

参数:

pOrderAction:Pointer of the structure for the response of order action. The following is definition of the structure, struct CThostFtdcOrderActionField {

///broker id

TThostFtdcBrokerIDType BrokerID; ///investor ID

TThostFtdcInvestorIDType InvestorID; TThostFtdcRequestIDType RequestID; ///front ID

TThostFtdcFrontIDType FrontID; ///session ID

TThostFtdcSessionIDType SessionID; ///exchange ID

TThostFtdcExchangeIDType ExchangeID; ///order system ID

TThostFtdcOrderSysIDType OrderSysID; ///action flag

TThostFtdcActionFlagType ActionFlag; ///price

TThostFtdcPriceType LimitPrice; ///volume change

TThostFtdcVolumeType VolumeChange; ///action date

TThostFtdcDateType ActionDate; ///action time

TThostFtdcTimeType ActionTime; ///trader ID

TThostFtdcTraderIDType TraderID; ///install ID

TThostFtdcInstallIDType InstallID; ///order local ID

TThostFtdcOrderLocalIDType OrderLocalID;

///action local ID

TThostFtdcOrderLocalIDType ActionLocalID; ///participant ID

TThostFtdcParticipantIDType ParticipantID; ///trading code

TThostFtdcClientIDTypeClientID; ///business unit

TThostFtdcBusinessUnitType BusinessUnit; ///order action status

TThostFtdcOrderActionStatusTypeOrderActionStatus; ///user id

TThostFtdcUserIDType UserID; ///status message

TThostFtdcErrorMsgType StatusMsg;

5.2.11 OnRspQueryMaxOrderVolume

CTP服务器使用此callback函数来反馈客户端应用程序“ReqQueryMaxOrderVolume”的请求。

定义:void OnRspQueryMaxOrderVolume(

CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

参数:pQueryMaxOrderVolume:Pointer of the structure for the response of ReqQueryMaxOrderVolume. The following is definition of the structure, struct CThostFtdcQueryMaxOrderVolumeField {

///broker id

TThostFtdcBrokerIDType BrokerID; ///investor ID

TThostFtdcInvestorIDType InvestorID; ///instrument ID

TThostFtdcInstrumentIDType InstrumentID; ///direction

TThostFtdcDirectionType Direction; ///offset flag

TThostFtdcOffsetFlagType OffsetFlag; ///hedge flag

TThostFtdcHedgeFlagType HedgeFlag; ///max volume

TThostFtdcVolumeType MaxVolume; };

5.12 OnRspSettlementInfoConfirm

CTP服务器利用此callback函数反馈客户端应用程序“ReqSettlementInfoConfirm”的请求。

定义:void OnRspSettlementInfoConfirm(

CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

参数:

pSettlementInfoConfirm: Pointer of the structure for the response of ReqSettlementInfoConfirm. The following is definition of the structure, struct CThostFtdcSettlementInfoConfirmField {

///broker id

TThostFtdcBrokerIDType BrokerID; ///investor ID

TThostFtdcInvestorIDType InvestorID; ///confirm date

TThostFtdcDateType ConfirmDate; ///confirm time

TThostFtdcTimeType ConfirmTime; };

5.13 OnRspQryOrder

CTP服务器利用此callback函数反馈客户端应用程序“ReqSettlementInfoConfirm”的请求。

定义:void OnRspQryOrder(

CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

参数:

pOrder:Pointer of the structure for the response of ReqQryOrder. The following is definition of the structure, struct CThostFtdcOrderField {

///broker id

TThostFtdcBrokerIDType BrokerID; ///investor ID

TThostFtdcInvestorIDType InvestorID; ///instrument ID

TThostFtdcInstrumentIDType InstrumentID; ///order reference

TThostFtdcOrderRefType OrderRef;

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