ctp手册(5)

2019-04-21 19:37

TThostFtdcPositionDateType PositionDate; ///position of last trading day

TThostFtdcVolumeType YdPosition; OpenVolume; ///close volume

TThostFtdcVolumeType CloseVolume; ///open amount

TThostFtdcMoneyType OpenAmount; ///close amount

TThostFtdcMoneyType CloseAmount; ///position cost

TThostFtdcMoneyType PositionCost; ///previous margin

TThostFtdcMoneyType PreMargin; ///used margin

TThostFtdcMoneyType UseMargin; ///frozen margin

TThostFtdcMoneyType FrozenMargin; ///frozen cash

TThostFtdcMoneyType FrozenCash; ///frozen commission

TThostFtdcMoneyType FrozenCommission; ///cash in

TThostFtdcMoneyType CashIn; ///commission

TThostFtdcMoneyType Commission; ///close profit

TThostFtdcMoneyType CloseProfit; ///position profit

TThostFtdcMoneyType PositionProfit; ///previous settlement price

TThostFtdcPriceType PreSettlementPrice; ///settlement price

TThostFtdcPriceType SettlementPrice; ///trading day

TThostFtdcDateType TradingDay; ///settlement ID

TThostFtdcSettlementIDType SettlementID; };

5.2.17 OnRspQryTradingAccount

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

定义:void OnRspQryTradingAccount(

CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

参数:

pTradingAccount : Pointer of the structure for the response of ReqQryTradingAccount. The following is definition of the structure, struct CThostFtdcTradingAccountField {

///broker id

TThostFtdcBrokerIDType BrokerID; ///account id

TThostFtdcAccountIDType AccountID; ///previous mortgage

TThostFtdcMoneyType PreMortgage; ///previous credit

TThostFtdcMoneyType PreCredit; ///previous deposit

TThostFtdcMoneyType PreDeposit; ///previous balance

TThostFtdcMoneyType PreBalance; ///premargin

TThostFtdcMoneyType PreMargin; ///interest base

TThostFtdcMoneyType InterestBase; ///interest

TThostFtdcMoneyType Interest; ///deposit

TThostFtdcMoneyType Deposit; ///withdraw

TThostFtdcMoneyType Withdraw; ///frozen margin

TThostFtdcMoneyType FrozenMargin; ///frozen cash

TThostFtdcMoneyType FrozenCash; ///frozen commission

TThostFtdcMoneyType FrozenCommission; ///current margin

TThostFtdcMoneyType CurrMargin; ///cash in

TThostFtdcMoneyType CashIn; ///commission

TThostFtdcMoneyType Commission; ///close profit

TThostFtdcMoneyType CloseProfit; ///position profit

TThostFtdcMoneyType PositionProfit; ///balance

TThostFtdcMoneyType Balance; ///available

TThostFtdcMoneyType Available; ///withdraw quota

TThostFtdcMoneyType WithdrawQuota; ///reserve

TThostFtdcMoneyType Reserve; ///trading day

TThostFtdcDateType TradingDay; ///settlement ID

TThostFtdcSettlementIDType SettlementID; ///credit

TThostFtdcMoneyType Credit; ///Mortgage

TThostFtdcMoneyType Mortgage; ///excahnge margin

TThostFtdcMoneyType ExchangeMargin; };

5.2.18 OnRspQryTradingCode

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

定义:void OnRspQryTradingCode(

CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;

参数:

pTradingCode:Pointer of the structure for the response of ReqQryTradingCode. The following is definition of the structure, struct CThostFtdcTradingCodeField {

///investor ID

TThostFtdcInvestorIDType InvestorID; ///broker id

TThostFtdcBrokerIDType BrokerID; ///exchange ID

TThostFtdcExchangeIDType ExchangeID; ///trading code

TThostFtdcClientIDTypeClientID;

///is active

TThostFtdcBoolType IsActive; };

5.2.19 OnRspQryExchange

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

定义:void OnRspQryExchange(

CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;

参数:

pExchange:Pointer of the structure for the response of ReqQryExchange. The following is definition of the structure, struct CThostFtdcExchangeField {

///exchange ID

TThostFtdcExchangeIDType ExchangeID; ///exchange name

TThostFtdcExchangeNameType ExchangeName; ///exchange property

TThostFtdcExchangePropertyTypeExchangeProperty; };

5.2.20 OnRspQryInstrument

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

定义:void OnRspQryInstrument(

CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ;

参数:

pInstrument:Pointer of the structure for the response of ReqQryInstrument. The following is definition of the structure, struct CThostFtdcInstrumentField {

///instrument ID

TThostFtdcInstrumentIDType InstrumentID; ///exchange ID

TThostFtdcExchangeIDType ExchangeID; ///instrument name

TThostFtdcInstrumentNameType InstrumentName; ///exchange instrument ID

TThostFtdcExchangeInstIDType ExchangeInstID; ///product ID DeliveryMonth;

///max volume for market order

TThostFtdcVolumeType MaxMarketOrderVolume; ///min volume for market order

TThostFtdcVolumeType MinMarketOrderVolume; ///max volume for limit order

TThostFtdcVolumeType MaxLimitOrderVolume; ///min volume for limit order

TThostFtdcVolumeType MinLimitOrderVolume; ///volume multiple of instrument

TThostFtdcVolumeMultipleType VolumeMultiple; ///price tick

TThostFtdcPriceType PriceTick; ///create date

TThostFtdcDateType CreateDate; ///open date

TThostFtdcDateType OpenDate; ///expire date

TThostFtdcDateType ExpireDate; ///start delivery date

TThostFtdcDateType StartDelivDate; ///end delivery date

TThostFtdcDateType EndDelivDate; ///instrument life phase

TThostFtdcInstLifePhaseTypeInstLifePhase; ///is trading

TThostFtdcBoolType IsTrading; ///position type

TThostFtdcPositionTypeType PositionType; ///position date type

TThostFtdcPositionDateTypeType PositionDateType; ///long margin ratio

TThostFtdcRatioType LongMarginRatio; ///short margin ratio

TThostFtdcRatioType ShortMarginRatio; };

5.2.21 OnRspQryDepthMarketData

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


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