xlt_quote_api.h

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#pragma once
 
#include <cstdint>
#include <cstddef>
#include "xlt_quote_data_type.h"
#include "xlt_quote_define.h"
#include "xlt_quote_struct.h"
#include "xlt_quote_config.h"
#include "xlt_quote_list.h"
 
namespace x1 {
 
    class XLTQuoteSpi {
    public:
        XLTQuoteSpi() = default;
        virtual ~XLTQuoteSpi() = default;
        virtual void on_disconnect(uint64_t session_id) {};
        virtual void on_login(uint64_t session_id, uint64_t request_id, const xlt_error_info_t* error_info) {};
        virtual void on_quote(QuoteMCType mc_type, const void* msg_data, uint32_t msg_len) {};
        virtual void on_query_static_quote_info(uint64_t session_id, uint64_t request_id, const XLTStaticQuoteList* static_quotes, bool is_last, const xlt_error_info_t* error_info) {};
        virtual void on_query_level1_quote(uint64_t session_id, uint64_t request_id, const xlt_level1_quote_t* level1_quote, const xlt_error_info_t* error_info) {};
        virtual void on_query_all_level1_quote(uint64_t session_id, uint64_t request_id, const XLTLevel1QuoteList* level1_quotes, bool is_last, const xlt_error_info_t* error_info) {};
        virtual void on_request_rebuild_tick_quote_error(uint64_t session_id, uint64_t request_id, const xlt_error_info_t* error_info) {};
        virtual void on_rebuild_tick_quote(uint64_t session_id, uint64_t request_id, ExchangeIndex exchange_index, QuoteMsgType msg_type, const xlt_tick_quote_union_t* tick_quote) {};
    };
 
    class XLTQuoteApi {
    public:
        static XLTQuoteApi* create();
        ~XLTQuoteApi() = default;
        static const char* get_api_version();
        static xlt_error_info_t get_last_error();
        uint32_t get_trading_day();
        bool initialize(XLTQuoteConfig* quote_config, XLTQuoteSpi* quote_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);
        bool logout(uint64_t session_id);
        bool subscribe_quote(uint64_t session_id, uint16_t thread_count, quote_thread_t* quote_threads, QuoteRxMode rx_mode=QuoteRxMode::RX_MODE_AUTO);
        bool unsubscribe_quote(uint64_t session_id);
        bool query_static_quote_info(uint64_t session_id, uint64_t request_id);
        bool query_level1_quote(uint64_t session_id, uint64_t request_id, ExchangeIndex exchange_index, const char* security_code);
        bool query_all_level1_quote(uint64_t session_id, uint64_t request_id);
        bool request_rebuild_tick_quote(uint64_t session_id, uint64_t request_id, const xlt_rebuild_tick_quote_req_t* request);
    private:
        XLTQuoteApi()=default;
    };
}