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| | ~XLTPrivilegeSpi () override=default |
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| 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
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| 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
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| 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
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| 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
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| virtual void | on_insert_fund_transfer_exec_reject (uint64_t session_id, uint64_t request_id, const xlt_fund_transfer_exec_request_t *request, const xlt_error_info_t *error_info) |
| | 资金划转执行请求拒绝通知
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| virtual void | on_submit_counter_fund_transfer_result_reject (uint64_t session_id, uint64_t request_id, const xlt_counter_fund_transfer_result_t *result, const xlt_error_info_t *error_info) |
| | 提交主柜资金划转结果拒绝通知
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| virtual void | on_submit_cluster_fund_transfer_result_reject (uint64_t session_id, uint64_t request_id, const xlt_cluster_fund_transfer_result_t *result, const xlt_error_info_t *error_info) |
| | 提交双中心资金划转结果拒绝通知
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| virtual void | on_create_algo_account_request_reject (uint64_t session_id, uint64_t request_id, const xlt_create_algo_account_request_t *request, const xlt_error_info_t *error_info) |
| | 创建子账户请求拒绝通知
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| virtual void | on_clear_algo_account_request_reject (uint64_t session_id, uint64_t request_id, const xlt_clear_algo_account_request_t *request, const xlt_error_info_t *error_info) |
| | 清理子账户请求拒绝通知
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| virtual void | on_submit_algo_create_request_reject (uint64_t session_id, uint64_t request_id, const xlt_algo_create_request_t *request, const xlt_error_info_t *error_info) |
| | 提交算法单创建请求给厂商和用户拒绝通知
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| virtual void | on_submit_algo_control_request_reject (uint64_t session_id, uint64_t request_id, const xlt_algo_control_request_t *request, const xlt_error_info_t *error_info) |
| | 提交算法单操作请求给算法厂商拒绝通知
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| virtual void | on_submit_algo_create_report_reject (uint64_t session_id, uint64_t request_id, const xlt_algo_insert_report_t *report, const xlt_error_info_t *error_info) |
| | 提交算法单操作请求给用户拒绝通知
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| virtual void | on_submit_algo_control_report_reject (uint64_t session_id, uint64_t request_id, const xlt_algo_control_report_t *report, const xlt_error_info_t *error_info) |
| | 提交算法单操作报告给用户拒绝通知
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| virtual void | on_submit_algo_state_reject (uint64_t session_id, uint64_t request_id, const xlt_algo_state_t *state, const xlt_error_info_t *error_info) |
| | 提交算法单状态给用户拒绝通知
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| 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
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| 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
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| 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。
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| virtual void | on_create_algo_account_result (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_create_algo_account_result_t *result) |
| | 创建子账户结果回调
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| virtual void | on_clear_algo_account_result (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_clear_algo_account_result_t *result) |
| | 清空子账户结果回调
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| virtual void | on_user_algo_create_request (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_algo_create_request_t *request) |
| | 算法单创建请求回调
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| virtual void | on_user_algo_operate_request (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_algo_control_request_t *request) |
| | 算法单操作请求回调
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| virtual void | on_vendor_algo_exec_report (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_algo_exec_report_t *exec_report) |
| | 算法厂商执行报告回调
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| virtual void | on_vendor_algo_register_request (uint64_t session_id, const xlt_api_head_t *req_api_head, uint64_t algo_type) |
| | 算法厂商注册请求回调
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| virtual void | on_vendor_query_algo_state_request (uint64_t session_id, const xlt_api_head_t *req_api_head, uint64_t vendor_account_index, uint64_t algo_type, uint64_t xlt_algo_id) |
| | 算法厂商查询母单状态请求
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| virtual void | on_user_special_new_order (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_user_special_new_order_t *request) |
| | 用户提交的特殊业务(低频业务)委托请求
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| virtual void | on_user_special_cancel_order (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_user_special_cancel_order_t *request) |
| | 用户提交的特殊业务(低频业务)撤单请求
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| virtual void | on_special_order_ex_report (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_order_transfer_report_header_t *head, uint32_t exchange_report_length, const char *exchange_report) |
| | 交易所原始回报 特殊业务(低频业务),透穿交易所原始回报
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| virtual void | on_fund_avl_frozen_exec_result (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_fund_avl_frozen_exec_result_t *result) |
| | 可用资金冻结/解冻执行结果回调
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| virtual void | on_user_query_issue_rights_request (uint64_t session_id, const xlt_api_head_t *req_api_head, uint64_t account_index, ExchangeIndex exchange_index, const char *security_code) |
| | 用户查询新股新债权益额度请求提交给管理系统
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| virtual void | on_user_query_allot_rights_request (uint64_t session_id, const xlt_api_head_t *req_api_head, uint64_t account_index, ExchangeIndex exchange_index, const char *security_code) |
| | 用户查询配股配债权益额度请求提交给管理系统
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| virtual | ~XLTTradeSpi ()=default |
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| 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
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| virtual void | on_order_timeout (uint64_t session_id, uint64_t xid) |
| | 订单超时通知
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| virtual void | on_login (uint64_t session_id, uint64_t request_id, const xlt_error_info_t *error_info) |
| | 登录通知
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| 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
|
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| 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
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| virtual void | on_submit_counter_fund_transfer_request_reject (uint64_t session_id, uint64_t request_id, const xlt_counter_fund_transfer_request_t *request, const xlt_error_info_t *error_info) |
| | 主柜资金划转申请被拒绝通知
|
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| virtual void | on_submit_cluster_fund_transfer_request_reject (uint64_t session_id, uint64_t request_id, const xlt_cluster_fund_transfer_request_t *request, const xlt_error_info_t *error_info) |
| | 双中心资金划转申请被拒绝通知
|
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| 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
|
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| 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
|
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| 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
|
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| 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
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| 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
|
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| 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。
|
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| 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。
|
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| 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。
|
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| 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。
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| 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。
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| 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。
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| 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。
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| 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。
|
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| 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。
|
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| 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。
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| 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
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| 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
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| 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
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| 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
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| 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
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| virtual void | on_algo_create_report (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_algo_insert_report_t *report) |
| | 用户报算法母单响应
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| virtual void | on_algo_control_report (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_algo_control_report_t *report) |
| | 用户操作算法母单响应
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| virtual void | on_algo_state (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_algo_state_t *state) |
| | 算法母单状态通知
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| virtual void | on_algo_new_create_request (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_algo_create_request_t *create_request) |
| | 新算法母单创建请求通知,包括其他客户端报送的算法母单请求
|
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| 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
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| 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
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| 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
|
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| 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
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| virtual void | on_acquire_resource_lock (uint64_t session_id, uint64_t request_id, uint32_t lock_id, const xlt_error_info_t *error_info) |
| | 请求获取资源锁响应
|
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| virtual void | on_custom_message (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const uint32_t message_size, const char *message) |
| | 自定义消息推送回调
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| virtual void | on_vendor_algo_create_request (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_algo_create_request_t *create_request) |
| | 算法母单创建请求通知
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| virtual void | on_vendor_algo_control_request (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_algo_control_request_t *control_request) |
| | 算法母单操作请求通知
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| virtual void | on_vendor_algo_state (uint64_t session_id, const xlt_msg_desc_t *msg_desc, const xlt_algo_state_t *state) |
| | 算法母单状态通知
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| virtual void | on_vendor_algo_register_response (uint64_t session_id, uint64_t request_id, uint64_t algo_type, bool success, const xlt_error_info_t *error_info) |
| | 注册算法响应
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| virtual void | on_vendor_submit_algo_exec_report_reject (uint64_t session_id, uint64_t request_id, const xlt_algo_exec_report_t *exec_report, const xlt_error_info_t *error_info) |
| | 提交算法母单执行报告被拒绝通知
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| virtual void | on_vendor_query_algo_state (uint64_t session_id, uint64_t request_id, const XLTAlgoStateList *algo_states, bool is_last, const xlt_error_info_t *error_info) |
| | 母单状态查询响应(厂商侧)
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