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| bool | initialize (XLTPrivilegeConfig *config, XLTPrivilegeSpi *spi) |
| | 初始化API,登录之前必须调用此函数,只能初始化一次
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| void | stop () |
| | 停止特权API 断开所有特权session连接,清空所有session上的回调指针,停止回调。
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| bool | login (uint64_t request_id, const char *account_name, const char *password, const char *pub_key) |
| | 用户登录请求
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| uint64_t | login_sync (uint64_t request_id, const char *account_name, const char *password, const char *pub_key) |
| | 用户同步登录请求
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| bool | query_brief_assets (uint64_t session_id, uint64_t request_id, uint64_t account_index=0) |
| | 请求查询简要资产信息
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| bool | query_brief_positions (uint64_t session_id, uint64_t request_id, const char *security_code, ExchangeIndex exchange_index, uint64_t account_index=0) |
| | 请求查询简要持仓信息
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| bool | dump_final_file (uint64_t session_id, uint64_t request_id) |
| | 导出下场文件
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| bool | unbind_user_tgw (uint64_t session_id, uint64_t request_id, uint64_t account_index) |
| | 解绑用户与交易网关的绑定关系
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| bool | insert_fund_transfer_exec (uint64_t session_id, uint64_t request_id, const xlt_fund_transfer_exec_request_t *fund_transfer_exec_req) |
| | 插入资金划转执行请求
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| bool | submit_counter_fund_transfer_request (uint64_t session_id, uint64_t request_id, const xlt_counter_fund_transfer_request_t *fund_transfer_request) |
| | 提交资金划转请求
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| bool | submit_counter_fund_transfer_result (uint64_t session_id, uint64_t request_id, const xlt_counter_fund_transfer_result_t *fund_transfer_result) |
| | 提交资金划转结果
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| bool | submit_cluster_fund_transfer_request (uint64_t session_id, uint64_t request_id, const xlt_cluster_fund_transfer_request_t *cluster_fund_transfer_request) |
| | 提交双中心资金划转请求
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| bool | submit_cluster_fund_transfer_result (uint64_t session_id, uint64_t request_id, const xlt_cluster_fund_transfer_result_t *cluster_fund_transfer_result) |
| | 提交双中心资金划转结果
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| bool | create_algo_account (uint64_t session_id, uint64_t request_id, const xlt_create_algo_account_request_t *create_algo_account_request) |
| | 创建算法账户请求
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| bool | clear_algo_account (uint64_t session_id, uint64_t request_id, const xlt_clear_algo_account_request_t *clear_algo_account_request) |
| | 清理子账户请求
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| bool | submit_algo_create_request (uint64_t session_id, uint64_t request_id, const xlt_algo_create_request_t *request) |
| | 提交算法单创建请求给厂商和用户
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| bool | submit_algo_control_request (uint64_t session_id, uint64_t request_id, const xlt_algo_control_request_t *request) |
| | 提交算法单操作请求给厂商
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| bool | submit_algo_create_report (uint64_t session_id, uint64_t request_id, const xlt_algo_insert_report_t *report) |
| | 提交算法单创建响应给用户
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| bool | submit_algo_control_report (uint64_t session_id, uint64_t request_id, const xlt_algo_control_report_t *report) |
| | 提交算法单操作响应给用户
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| bool | submit_algo_state (uint64_t session_id, uint64_t request_id, const xlt_algo_state_t *state) |
| | 提交算法单状态给用户
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| bool | submit_algo_register_result (uint64_t session_id, uint64_t request_id, const xlt_api_head_t *req_api_head, uint64_t algo_type, bool success, const xlt_error_info_t *error_info) |
| | 提交算法厂商注册结果给厂商
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| bool | submit_vendor_query_algo_state_rsp (uint64_t session_id, uint64_t request_id, const xlt_api_head_t *req_api_head, bool success, uint32_t data_count, const xlt_algo_state_t *algo_states, bool is_last, const xlt_error_info_t *error_info) |
| | 提交算法厂商母单状态查询结果
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| bool | submit_special_order_insert (uint64_t session_id, const xlt_order_book_insert_t *order_insert) |
| | 提交特殊业务(低频业务)订单委托明细 发送至用户
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| bool | submit_special_order_update (uint64_t session_id, const xlt_order_book_update_t *order_update) |
| | 提交特殊业务(低频业务)订单响应明细 发送至用户
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| bool | submit_special_order_error (uint64_t session_id, const xlt_order_book_error_t *order_error) |
| | 提交特殊业务(低频业务)订单错误明细 发送至用户
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| bool | submit_ex_special_order (uint64_t session_id, const xlt_transfer_order_request_header_t *head, uint32_t request_length, const char *request) |
| | 提交特殊业务交易所委托报文 交易所原始报文,发送至交易所,包含新订单委托及撤单
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| bool | submit_fund_avl_frozen_exec (uint64_t session_id, const xlt_fund_avl_frozen_exec_request_t *request) |
| | 提交可用资金冻结/解冻执行请求
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| bool | submit_query_issue_rights_rsp (uint64_t session_id, uint64_t request_id, const xlt_api_head_t *req_api_head, bool success, uint32_t data_count, const xlt_issue_rights_t *issue_rights, const xlt_error_info_t *error_info) |
| | 提交新股新债额度查询结果
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| bool | submit_query_allot_rights_rsp (uint64_t session_id, uint64_t request_id, const xlt_api_head_t *req_api_head, bool success, uint32_t data_count, const xlt_allot_rights_t *allot_rights, const xlt_error_info_t *error_info) |
| | 提交配股配债额度查询结果
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| bool | submit_udp_mirrored_order (uint64_t session_id, uint64_t xid, uint64_t message_size, const char *message) |
| | 提交UDP镜像订单
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| bool | initialize (XLTTradeConfig *trade_config, XLTTradeSpi *trade_spi) |
| | 初始化交易,登录之前必须调用此函数,只能初始化一次
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| void | stop () |
| | 停止交易API 断开所有交易session连接,清空所有session上的回调指针,停止回调。
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| 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) |
| | 用户登录请求
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| 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) |
| | 用户同步登录请求
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| bool | logout (uint64_t session_id) |
| | 登出请求
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| uint32_t | get_trading_day () |
| | 获取当前交易日。只有登录成功后,才能得到正确的交易日。
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| const xlt_init_asset_info_t * | get_init_assets (uint64_t session_id, uint64_t trade_token=0) |
| | 获取初始资产信息
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| const XLTInitPositionList * | get_init_positions (uint64_t session_id, uint64_t trade_token=0) |
| | 获取初始持仓信息
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| uint64_t | get_account_index (uint64_t session_id, uint64_t trade_token=0) |
| | 获取账户索引,只有登录成功后,才能得到正确的资金账户索引
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| void | get_xid_sender (uint64_t xid, uint64_t &session_id, uint64_t &trade_token) |
| | 根据订单ID获取订单发送者信息,包括session_id和trade_token
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| void | get_biz_sender (char *biz_no, uint64_t &session_id, uint64_t &trade_token) |
| | 根据业务编号获取发送者信息,包括session_id和trade_token
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| 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) |
| | 订阅交易数据 每个session_id,仅第一次调用有效。
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| 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) |
| | 重推消息
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| void | init_local_send () |
| | 本地发送初始化函数,预分配本地发送资源,非必须调用。 若不调用,会在首次发送订单时自动进行初始化,故建议在用户线程调用发送接口前调用此函数以避免首次发送订单时的延迟。
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| uint64_t | insert_order (uint64_t session_id, xlt_order_insert_info_t *order, uint64_t trade_token=0) |
| | 普通委托 常用业务委托接口,当前支持CASH、BOND_MATCH、PLEDGE_STYLE_REPO业务类型。 Xlight接收订单后,会在报单响应函数on_order_response, on_cancel_response, on_order_error_response中返回, 之后所有的成交明细会在on_trade_report中返回,当订单到达终止状态会触发订单状态结束响应。
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| uint64_t | cancel_order (uint64_t session_id, xlt_cancel_order_info_t *cancel_order, uint64_t trade_token=0) |
| | 撤单 撤单请求。支持CASH、BOND_MATCH、PLEDGE_STYLE_REPO业务类型。 如果撤单成功,会在报单响应函数on_cancel_response里返回原单部撤或者全撤的消息, 如果不成功,会在on_order_error_response响应函数中返回错误原因。
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| bool | resend_order_request (uint64_t session_id, uint64_t xid) |
| | 重发订单请求 支持CASH、BOND_MATCH、PLEDGE_STYLE_REPO业务类型。
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| 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) |
| | 提交主柜资金划转请求
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| 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) |
| | 提交双中心资金划转请求,方向固定为划入
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| bool | query_assets (uint64_t session_id, uint64_t request_id, uint64_t account_index=0) |
| | 请求查询资产
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| 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) |
| | 请求查询投资者持仓
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| 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) |
| | 请求查询订单
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| 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) |
| | 分页请求查询报单
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| bool | query_trades (uint64_t session_id, uint64_t request_id, uint64_t xid, uint64_t account_index=0) |
| | 请求查询成交回报
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| 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) |
| | 用户报算法母单请求
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| 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) |
| | 用户操作算法母单请求
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| 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) |
| | 交易授权认证
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| bool | deauth_trade (uint64_t session_id, uint64_t request_id, uint64_t trade_token) |
| | 解除交易授权认证
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| bool | query_init_assets (uint64_t session_id, uint64_t request_id, uint64_t account_index=0) |
| | 请求查询初始资产
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| bool | query_init_positions (uint64_t session_id, uint64_t request_id, const char *security_code, ExchangeIndex exchange_index, uint64_t account_index=0) |
| | 请求查询初始持仓
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| bool | query_trade_account_info (uint64_t session_id, uint64_t request_id, uint64_t account_index=0) |
| | 请求查询交易账户信息
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| bool | acquire_resource_lock (uint64_t session_id, uint64_t request_id, uint32_t lock_id) |
| | 获取资源锁
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| bool | submit_custom_message (uint64_t session_id, uint64_t request_id, uint32_t message_size, char *message) |
| | 提交自定义消息 该接口用于提交自定义消息,交易系统会原样返回该消息给用户,用户可以在on_custom_message回调函数中接收该消息。
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| bool | vendor_auth_trade (uint64_t session_id, uint64_t request_id, uint64_t xlt_algo_id) |
| | 交易授权认证
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| bool | vendor_algo_register (uint64_t session_id, uint64_t request_id, uint64_t algo_type) |
| | 算法厂商注册算法类型
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| bool | vendor_submit_algo_exec_report (uint64_t session_id, uint64_t request_id, const xlt_algo_exec_report_t *exec_report) |
| | 算法厂商提交算法母单执行报告
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| bool | vendor_query_algo_state (uint64_t session_id, uint64_t request_id, uint64_t algo_type, uint64_t xlt_algo_id) |
| | 算法厂商查询算法母单状态请求
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| bool | dump_api_performance_info () |
| | 导出API性能打点信息,需要特定API库支持
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