|
| | ~XLTPrivilegeSpi () override=default |
| |
| virtual void | on_token (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_internal_token_info_t *token) |
| | token信息推送
|
| |
| virtual void | on_quote_login_info (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_internal_quote_login_info_t *quote_login_info) |
| | 行情登录信息推送
|
| |
| virtual void | on_fund_transfer_exec_result (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_fund_transfer_exec_result_t *fund_transfer_exec_result) |
| | 资金划转执行结果回调 subscribe_trade_message或rebuild_trade_message指定任意消息类型时,交易系统会在账户资金发生变动时推送该通知。
|
| |
| virtual void | on_dump_final_file (uint64_t session_id, uint64_t request_id, bool success, const xlt_error_info_t *error_info) |
| | 导出下场文件响应
|
| |
| virtual void | on_unbind_user_tgw (uint64_t session_id, uint64_t request_id, uint64_t account_index, const xlt_error_info_t *error_info) |
| | 解绑用户与交易网关的绑定关系响应
|
| |
| virtual void | on_query_brief_assets (uint64_t session_id, uint64_t request_id, const XLTBriefAssetList *brief_assets, bool is_last, const xlt_error_info_t *error_info) |
| | 简要资产查询响应
|
| |
| virtual void | on_query_brief_positions (uint64_t session_id, uint64_t request_id, const XLTBriefPositionList *brief_positions, bool is_last, const xlt_error_info_t *error_info) |
| | 简要持仓查询响应
|
| |
| virtual | ~XLTTradeSpi ()=default |
| |
| virtual void | on_disconnect (uint64_t session_id) |
| | 断线通知 用户断线之后需要重新调用login方法,建立连接并登录
|
| |
| virtual void | on_order_timeout (uint64_t session_id, uint64_t xid) |
| | 订单超时通知
|
| |
| virtual void | on_login (uint64_t session_id, uint64_t request_id, const xlt_error_info_t *error_info) |
| | 登录通知
|
| |
| virtual void | on_auth_trade (uint64_t session_id, uint64_t request_id, uint64_t trade_token, const xlt_error_info_t *error_info) |
| | 认证通知
|
| |
| virtual void | on_subscribe_trade_message (uint64_t session_id, uint64_t request_id, uint64_t start_sequence, uint64_t latest_sequence, const xlt_error_info_t *error_info) |
| | 订阅通知响应
|
| |
| virtual void | on_rebuild_trade_message (uint64_t session_id, uint64_t request_id, uint64_t start_sequence, uint64_t end_sequence, const xlt_error_info_t *error_info) |
| | 重推通知响应
|
| |
| virtual void | on_query_positions (uint64_t session_id, uint64_t request_id, const XLTPositionList *positions, bool is_last, const xlt_error_info_t *error_info) |
| | 持仓查询响应
|
| |
| virtual void | on_query_assets (uint64_t session_id, uint64_t request_id, const XLTAssetList *assets, bool is_last, const xlt_error_info_t *error_info) |
| | 资金查询响应
|
| |
| virtual void | on_query_orders (uint64_t session_id, uint64_t request_id, const XLTOrderList *orders, bool is_last, const xlt_error_info_t *error_info) |
| | 订单查询响应
|
| |
| virtual void | on_query_orders_by_page (uint64_t session_id, uint64_t request_id, const XLTOrderList *order_infos, uint64_t req_count, uint64_t rsp_count, const xlt_page_query_reference_t *query_reference, bool is_last, const xlt_error_info_t *error_info) |
| | 分页请求查询报单响应
|
| |
| virtual void | on_query_trades (uint64_t session_id, uint64_t request_id, const XLTTradeReportList *trade_reports, bool is_last, const xlt_error_info_t *error_info) |
| | 成交回报查询响应
|
| |
| virtual void | on_query_init_assets (uint64_t session_id, uint64_t request_id, const XLTInitAssetList *init_assets, bool is_last, const xlt_error_info_t *error_info) |
| | 请求查询初始资产响应
|
| |
| virtual void | on_query_init_positions (uint64_t session_id, uint64_t request_id, const XLTInitPositionList *init_positions, bool is_last, const xlt_error_info_t *error_info) |
| | 请求查询初始持仓响应
|
| |
| virtual void | on_query_trade_account_info (uint64_t session_id, uint64_t request_id, const XLTTradeAccountInfoList *trade_account_infos, bool is_last, const xlt_error_info_t *error_info) |
| | 请求查询交易账号信息响应
|
| |
| virtual void | on_order_response (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_order_response_t *order_response) |
| | 新订单申报成功响应 此函数用于处理来自交易系统的申报成功响应。 subscribe_trade_message或rebuild_trade_message指定消息类型包含TradeMessageType::REPORT时,交易系统会在订单申报成功后推送该响应。
|
| |
| virtual void | on_cancel_response (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_cancel_response_t *cancel_response) |
| | 撤单成功响应 此函数用于处理来自交易系统的撤单成功响应。 subscribe_trade_message或rebuild_trade_message指定消息类型包含TradeMessageType::REPORT时,交易系统会在撤单成功后推送该响应。
|
| |
| virtual void | on_trade_report (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_trade_report_t *trade_report) |
| | 成交回报通知 此函数用于处理来自交易系统的成交回报通知。 subscribe_trade_message或rebuild_trade_message指定消息类型包含TradeMessageType::REPORT时,交易系统会在订单发生成交时推送该通知。
|
| |
| virtual void | on_order_error_response (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_order_error_response_t *order_error_response) |
| | 委托失败通知 此函数用于处理来自交易系统的委托失败通知。 包括内部拒单、交易所拒单、废单及撤单失败等情况。 subscribe_trade_message或rebuild_trade_message指定消息类型包含TradeMessageType::REPORT时,交易系统会在订单委托失败时推送该通知。
|
| |
| virtual void | on_order_end (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_order_end_t *order_end) |
| | 订单结束通知 本函数用于接收订单结束通知;当订单状态变为完全成交、撤单成功、废单等终结状态时,交易系统会发送该通知。 subscribe_trade_message或rebuild_trade_message指定消息类型包含TradeMessageType::REPORT时,交易系统会在订单结束时推送该通知。
|
| |
| virtual void | on_raw_report (uint64_t session_id, const xlt_msg_desc_t *msg_desc, uint8_t client_id, uint64_t xid, char report_id[32], ExchangeIndex exchange_index, uint16_t platform_type, uint16_t gateway_index, uint32_t report_size, char *raw_report) |
| | 交易所原始订单执行报告(需用户自行解码) 此函数用于接收原始的订单执行报告。报告内容包括但不限于订单状态、执行细节等。 由于报告是原始形式,因此需要用户自行解码以获取具体信息。 subscribe_trade_message或rebuild_trade_message指定消息类型包含TradeMessageType::RAW_REPORT时,交易系统会在订单状态变更时推送该通知。
|
| |
| virtual void | on_counter_fund_transfer_request (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_counter_fund_transfer_request_t *fund_transfer_request) |
| | 主柜资金划拨请求推送 subscribe_trade_message或rebuild_trade_message指定任意消息类型时,交易系统会在收到主柜资金划拨请求时推送该通知。
|
| |
| virtual void | on_counter_fund_transfer_result (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_counter_fund_transfer_result_t *fund_transfer_result) |
| | 主柜资金划拨结果回调 subscribe_trade_message或rebuild_trade_message指定任意消息类型时,交易系统会在收到主柜资金划拨结果时推送该通知。
|
| |
| virtual void | on_cluster_fund_transfer_request (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_cluster_fund_transfer_request_t *cluster_fund_transfer_request) |
| | 双中心资金划拨请求推送 subscribe_trade_message或rebuild_trade_message指定任意消息类型时,交易系统会在收到双中心资金划拨请求时推送该通知。
|
| |
| virtual void | on_cluster_fund_transfer_result (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_cluster_fund_transfer_result_t *cluster_fund_transfer_result) |
| | 双中心资金划转结果回调 subscribe_trade_message或rebuild_trade_message指定任意消息类型时,交易系统会在收到双中心资金划拨结果时推送该通知。
|
| |
| virtual void | on_order_book_insert (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_order_book_insert_t *order_insert) |
| | 订单簿消息:新订单通知回调
|
| |
| virtual void | on_order_book_update (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_order_book_update_t *order_update) |
| | 订单簿消息:订单变动通知回调
|
| |
| virtual void | on_order_book_error (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_order_book_error_t *order_error) |
| | 订单簿消息:订单错误通知回调
|
| |
| virtual void | on_asset (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_asset_info_t *asset_info) |
| | 订单簿消息:资金变动通知回调
|
| |
| virtual void | on_position (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_position_info_t *position_info) |
| | 订单簿消息:持仓变动通知回调
|
| |