CTP量化投资技术研究 - AlgoPlus量化投资开源框架 - 将交易进行到底查询交易所
请求
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int ReqQryExchange(CThostFtdcQryExchangeField *pQryExchange, int nRequestID) = 0; |
响应
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void OnRspQryExchange(CThostFtdcExchangeField* pExchange, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; |
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CThostFtdcQryExchangeField
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CThostFtdcExchangeField
查询合约
请求
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int ReqQryInstrument(CThostFtdcQryInstrumentField *pQryInstrument, int nRequestID) = 0; |
响应
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void OnRspQryInstrument(CThostFtdcInstrumentField* pInstrument, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; |
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CThostFtdcQryInstrumentField
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CThostFtdcInstrumentField
查询交易编码
请求
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int ReqQryTradingCode(CThostFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) = 0; |
响应
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void OnRspQryTradingCode(CThostFtdcTradingCodeField* pTradingCode, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; |
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CThostFtdcQryTradingCodeField
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CThostFtdcTradingCodeField
查询产品
请求
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int ReqQryProduct(CThostFtdcQryProductField *pQryProduct, int nRequestID) = 0; |
响应
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void OnRspQryProduct(CThostFtdcProductField* pProduct, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; |
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CThostFtdcQryProductField
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CThostFtdcProductField
查询产品报价汇率
请求
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int ReqQryProductExchRate(CThostFtdcQryProductExchRateField *pQryProductExchRate, int nRequestID) = 0; |
响应
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void OnRspQryProductExchRate(CThostFtdcProductExchRateField* pProductExchRate, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; |
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CThostFtdcQryProductExchRateField
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CThostFtdcProductExchRateField
查询产品组
请求
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int ReqQryProductGroup(CThostFtdcQryProductGroupField *pQryProductGroup, int nRequestID) = 0; |
响应
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void OnRspQryProductGroup(CThostFtdcProductGroupField* pProductGroup, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; |
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CThostFtdcQryProductGroupField
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CThostFtdcProductGroupField
查询投资单元
请求
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int ReqQryInvestUnit(CThostFtdcQryInvestUnitField *pQryInvestUnit, int nRequestID) = 0; |
响应
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void OnRspQryInvestUnit(CThostFtdcInvestUnitField* pInvestUnit, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; |
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CThostFtdcQryInvestUnitField
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CThostFtdcInvestUnitField
请求查询组合合约安全系数
请求
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int ReqQryCombInstrumentGuard(CThostFtdcQryCombInstrumentGuardField *pQryCombInstrumentGuard, int nRequestID) = 0; |
响应
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void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField* pCombInstrumentGuard, CThostFtdcRspInfoField* pRspInfo, int nRequestID, bool bIsLast) {}; |
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CThostFtdcQryCombInstrumentGuardField
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CThostFtdcCombInstrumentGuardField
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