xlt_trade_api.h

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#pragma once
 
#include <cstdint>
 
#include "xlt_trade_data_type.h"
#include "xlt_trade_struct.h"
#include "xlt_trade_config.h"
#include "xlt_trade_list.h"
#include "xlt_algo_struct.h"
 
namespace x1 {
    class XLTTradeSpi {
    public:
        virtual ~XLTTradeSpi() = default;
        virtual void on_disconnect(uint64_t session_id) {};
        virtual void on_order_timeout(uint64_t session_id, uint64_t xid) {};
 
        // *******************************************
        // 以下开始是请求响应回调
        // 请求响应回调包含：
        // uint64_t request_id 此消息响应函数对应的请求ID
        // const xlt_error_info_t* error_info 发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。
        // *******************************************
        virtual void on_login(uint64_t session_id, uint64_t request_id, const xlt_error_info_t* error_info) {};
        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) {};
 
        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) {};
        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) {};
        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) {};
        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) {};
        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) {};
        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) {};
        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) {};
        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) {};
 
        // *******************************************
        // 以下开始是消息推送回调
        // 当用户调用subscribe_trade_message或rebuild_trade_message接口后，交易系统会根据用户请求的消息类型TradeMessageType和起始序号，推送相应的消息给用户。用户需要在对应的回调函数中处理这些消息。
        // 消息推送回调包含：
        // const xlt_msg_desc_t* msg_desc
        // msg_desc.sequence 消息序号，递增，断点续传标识。为0时，不能作为续传标识。快速订单回报为0。
        // msg_desc.is_rebuild 是否为重推请求消息，若是通过rebuild_trade_message接口发起则为true，若是通过subscribe_trade_message接口发起则为false
        //
        // *******************************************
        virtual void on_order_response(uint64_t session_id, const xlt_msg_desc_t* msg_desc, const xlt_order_response_t* order_response) {};
        virtual void on_cancel_response(uint64_t session_id, const xlt_msg_desc_t* msg_desc, const xlt_cancel_response_t* cancel_response) {};
        virtual void on_trade_report(uint64_t session_id, const xlt_msg_desc_t* msg_desc, const xlt_trade_report_t* trade_report) {};
        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) {};
        virtual void on_order_end(uint64_t session_id, const xlt_msg_desc_t* msg_desc, const xlt_order_end_t* order_end) {};
        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) {};
        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) {};
        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) {};
        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) {};
        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) {};
        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) {};
        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) {};
        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) {};
        virtual void on_asset(uint64_t session_id, const xlt_msg_desc_t* msg_desc, const xlt_asset_info_t* asset_info) {};
        virtual void on_position(uint64_t session_id, const xlt_msg_desc_t* msg_desc, const xlt_position_info_t* position_info) {};
        virtual void on_algo_create_report(uint64_t session_id, const xlt_msg_desc_t* msg_desc, const xlt_algo_insert_report_t* report) {};
        virtual void on_algo_control_report(uint64_t session_id, const xlt_msg_desc_t* msg_desc, const xlt_algo_control_report_t* report) {};
        virtual void on_algo_state(uint64_t session_id, const xlt_msg_desc_t* msg_desc, const xlt_algo_state_t* state) {};
        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) {};
 
        // *******************************************
        // 以下开始是二次开发系统场景使用，普通交易场景无须关注
        // *******************************************
        virtual void on_auth_trade(uint64_t session_id, uint64_t request_id, uint64_t trade_token, const xlt_error_info_t* error_info) {};
 
        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) {};
 
        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) {};
 
        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) {};
 
        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) {};
 
        virtual void on_custom_message(uint64_t session_id, const xlt_msg_desc_t* msg_desc, const uint32_t message_size, const char* message) {};
 
 
        // *******************************************
        // 以下开始是算法厂商相关接口，普通交易场景无须关注
        // *******************************************
 
        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) {};
 
        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) {};
 
        virtual void on_vendor_algo_state(uint64_t session_id, const xlt_msg_desc_t* msg_desc, const xlt_algo_state_t* state) {};
 
        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) {};
 
        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) {};
 
        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) {};
    };
 
    class XLTTradeApi {
    public:
        static XLTTradeApi* create();
        static const char* get_api_version();
        static xlt_error_info_t get_last_error();
        static uint64_t get_order_sequence(uint64_t xid);
        bool initialize(XLTTradeConfig* trade_config, XLTTradeSpi* trade_spi);
        void stop();
        bool login(uint64_t request_id, uint16_t client_id, const char* account_name, const char* password, const char* pub_key, const xlt_user_terminal_info_t* info=nullptr);
        uint64_t login_sync(uint64_t request_id, uint16_t client_id, const char* account_name, const char* password,
                            const char* pub_key, const xlt_user_terminal_info_t* info=nullptr);
        bool logout(uint64_t session_id);
        uint32_t get_trading_day();
        const xlt_init_asset_info_t* get_init_assets(uint64_t session_id, uint64_t trade_token = 0);
        const XLTInitPositionList* get_init_positions(uint64_t session_id, uint64_t trade_token = 0);
        uint64_t get_account_index(uint64_t session_id, uint64_t trade_token = 0);
        void get_xid_sender(uint64_t xid, uint64_t &session_id, uint64_t &trade_token);
        void get_biz_sender(char *biz_no, uint64_t &session_id, uint64_t &trade_token);
        bool subscribe_trade_message(uint64_t session_id, uint64_t request_id, trade_message_type_t trade_message_type, TradeResumeType resume_type, uint64_t start_sequence);
        bool rebuild_trade_message(uint64_t session_id, uint64_t request_id, trade_message_type_t trade_message_type, uint64_t start_sequence, uint64_t end_sequence, uint64_t account_index=0);
        void init_local_send();
        uint64_t insert_order(uint64_t session_id, xlt_order_insert_info_t* order, uint64_t trade_token = 0);
        uint64_t cancel_order(uint64_t session_id, xlt_cancel_order_info_t* cancel_order, uint64_t trade_token = 0);
        bool resend_order_request(uint64_t session_id, uint64_t xid);
        bool submit_counter_fund_transfer_request(uint64_t session_id, uint64_t request_id, FundTransSide side, amount_t amount, char* biz_no=nullptr, uint64_t trade_token=0);
        bool submit_cluster_fund_transfer_request(uint64_t session_id, uint64_t request_id, amount_t amount, char* biz_no=nullptr, uint64_t trade_token=0);
        bool query_assets(uint64_t session_id, uint64_t request_id, uint64_t account_index = 0);
        bool query_positions(uint64_t session_id, uint64_t request_id, const char* security_code, ExchangeIndex exchange_index = ExchangeIndex::INIT, uint64_t account_index = 0);
        bool query_orders(uint64_t session_id, uint64_t request_id, const xlt_order_query_param_t* order_query_param, uint64_t account_index = 0);
        bool query_orders_by_page(uint64_t session_id, uint64_t request_id, uint32_t request_count, const xlt_page_query_reference_t* query_reference, uint64_t account_index = 0);
        bool query_trades(uint64_t session_id, uint64_t request_id, uint64_t xid, uint64_t account_index = 0);
 
        bool algo_create(uint64_t session_id, uint64_t client_algo_id, uint64_t algo_type, xlt_algo_create_params_t* algo_create_params,
                         uint64_t trade_token = 0, uint64_t vendor_account_index = 0);
 
        bool algo_control(uint64_t session_id, uint64_t xlt_algo_id, uint64_t client_control_id, AlgoControlType control_type, char * params, uint64_t trade_token = 0);
 
        // *******************************************
        // 以下开始是二次开发系统场景使用，普通交易场景无须关注
        // *******************************************
        bool auth_trade(uint64_t session_id, uint64_t request_id, const char* account_name, const char* password, const char* pub_key, const xlt_user_terminal_info_t* info=nullptr);
        bool deauth_trade(uint64_t session_id, uint64_t request_id, uint64_t trade_token);
        bool query_init_assets(uint64_t session_id, uint64_t request_id, uint64_t account_index = 0);
        bool query_init_positions(uint64_t session_id, uint64_t request_id, const char* security_code, ExchangeIndex exchange_index, uint64_t account_index = 0);
        bool query_trade_account_info(uint64_t session_id, uint64_t request_id, uint64_t account_index = 0);
 
        bool acquire_resource_lock(uint64_t session_id, uint64_t request_id, uint32_t lock_id);
 
        bool submit_custom_message(uint64_t session_id, uint64_t request_id, uint32_t message_size, char *message);
 
        // *******************************************
        // 以下开始是算法厂商相关接口，普通交易场景无须关注
        // *******************************************
        bool vendor_auth_trade(uint64_t session_id, uint64_t request_id, uint64_t xlt_algo_id);
 
        bool vendor_algo_register(uint64_t session_id, uint64_t request_id, uint64_t algo_type);
 
        bool vendor_submit_algo_exec_report(uint64_t session_id, uint64_t request_id, const xlt_algo_exec_report_t* exec_report);
        bool vendor_query_algo_state(uint64_t session_id, uint64_t request_id, uint64_t algo_type, uint64_t xlt_algo_id);
 
        bool dump_api_performance_info();
    protected:
        XLTTradeApi()=default;
    };
}