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6.7.2版本更新说明

版本号:v6.7.2_20230913_traderapi

后台版本:V6.7.2

注意:此版本为支持郑商所附加保证金算法调整、中金所新组保RCAMS和大商所新组保Rule业务而变更,新增12个交易查询接口,请各终端厂商根据自身情况进行开发。该版本修改了心跳打印逻辑,不会自动打印了。

变更说明:(请各终端厂商根据自身情况进行开发)

1. API变动

1.1. 新增接口:SPBM附加跨品种抵扣参数查询。

(1)查询请求

///SPBM附加跨品种抵扣参数查询

virtual int ReqQrySPBMAddOnInterParameter(CThostFtdcQrySPBMAddOnInterParameterField *pQrySPBMAddOnInterParameter, int nRequestID) = 0;

(2)查询响应

///SPBM附加跨品种抵扣参数查询响应

virtual void OnRspQrySPBMAddOnInterParameter(CThostFtdcSPBMAddOnInterParameterField *pSPBMAddOnInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

1.2. 新增接口:RCAMS产品组合信息查询。

(1)查询请求

///RCAMS产品组合信息查询

virtual int ReqQryRCAMSCombProductInfo(CThostFtdcQryRCAMSCombProductInfoField *pQryRCAMSCombProductInfo, int nRequestID) = 0;

(2)查询响应

///RCAMS产品组合信息查询响应

virtual void OnRspQryRCAMSCombProductInfo(CThostFtdcRCAMSCombProductInfoField *pRCAMSCombProductInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

1.3. 新增接口:RCAMS同合约风险对冲参数查询。

(1)查询请求

///RCAMS同合约风险对冲参数查询

virtual int ReqQryRCAMSInstrParameter(CThostFtdcQryRCAMSInstrParameterField *pQryRCAMSInstrParameter, int nRequestID) = 0;

(2)查询响应

///RCAMS同合约风险对冲参数查询响应

virtual void OnRspQryRCAMSInstrParameter(CThostFtdcRCAMSInstrParameterField *pRCAMSInstrParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

1.4. 新增接口:RCAMS品种内风险对冲参数查询。

(1)查询请求

///RCAMS品种内风险对冲参数查询

virtual int ReqQryRCAMSIntraParameter(CThostFtdcQryRCAMSIntraParameterField *pQryRCAMSIntraParameter, int nRequestID) = 0;

(2)查询响应

///RCAMS品种内风险对冲参数查询响应

virtual void OnRspQryRCAMSIntraParameter(CThostFtdcRCAMSIntraParameterField *pRCAMSIntraParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

1.5. 新增接口:RCAMS跨品种风险折抵参数查询。

(1)查询请求

///RCAMS跨品种风险折抵参数查询

virtual int ReqQryRCAMSInterParameter(CThostFtdcQryRCAMSInterParameterField *pQryRCAMSInterParameter, int nRequestID) = 0;

(2)查询响应

///RCAMS跨品种风险折抵参数查询响应

virtual void OnRspQryRCAMSInterParameter(CThostFtdcRCAMSInterParameterField *pRCAMSInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

1.6. 新增接口:RCAMS空头期权风险调整参数查询。

(1)查询请求

///RCAMS空头期权风险调整参数查询

virtual int ReqQryRCAMSShortOptAdjustParam(CThostFtdcQryRCAMSShortOptAdjustParamField *pQryRCAMSShortOptAdjustParam, int nRequestID) = 0;

(2)查询响应

///RCAMS空头期权风险调整参数查询响应

virtual void OnRspQryRCAMSShortOptAdjustParam(CThostFtdcRCAMSShortOptAdjustParamField *pRCAMSShortOptAdjustParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

1.7. 新增接口:RCAMS策略组合持仓查询。

(1)查询请求

///RCAMS策略组合持仓查询

virtual int ReqQryRCAMSInvestorCombPosition(CThostFtdcQryRCAMSInvestorCombPositionField *pQryRCAMSInvestorCombPosition, int nRequestID) = 0;

(2)查询响应

///RCAMS策略组合持仓查询响应

virtual void OnRspQryRCAMSInvestorCombPosition(CThostFtdcRCAMSInvestorCombPositionField *pRCAMSInvestorCombPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

1.8. 新增接口:投资者品种RCAMS保证金查询。

(1)查询请求

///投资者品种RCAMS保证金查询

virtual int ReqQryInvestorProdRCAMSMargin(CThostFtdcQryInvestorProdRCAMSMarginField *pQryInvestorProdRCAMSMargin, int nRequestID) = 0;

(2)查询响应

///投资者品种RCAMS保证金查询响应

virtual void OnRspQryInvestorProdRCAMSMargin(CThostFtdcInvestorProdRCAMSMarginField *pInvestorProdRCAMSMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

1.9. 新增接口:RULE合约保证金参数查询。

(1)查询请求

///RULE合约保证金参数查询

virtual int ReqQryRULEInstrParameter(CThostFtdcQryRULEInstrParameterField *pQryRULEInstrParameter, int nRequestID) = 0;

(2)查询响应

///RULE合约保证金参数查询响应

virtual void OnRspQryRULEInstrParameter(CThostFtdcRULEInstrParameterField *pRULEInstrParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

1.10. 新增接口:RULE品种内对锁仓折扣参数查询。

(1)查询请求

///RULE品种内对锁仓折扣参数查询

virtual int ReqQryRULEIntraParameter(CThostFtdcQryRULEIntraParameterField *pQryRULEIntraParameter, int nRequestID) = 0;

(2)查询响应

///RULE品种内对锁仓折扣参数查询响应

virtual void OnRspQryRULEIntraParameter(CThostFtdcRULEIntraParameterField *pRULEIntraParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

1.11. 新增接口:RULE跨品种抵扣参数查询。

(1)查询请求

///RULE跨品种抵扣参数查询

virtual int ReqQryRULEInterParameter(CThostFtdcQryRULEInterParameterField *pQryRULEInterParameter, int nRequestID) = 0;

(2)查询响应

///RULE跨品种抵扣参数查询响应

virtual void OnRspQryRULEInterParameter(CThostFtdcRULEInterParameterField *pRULEInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

1.12. 新增接口:投资者产品RULE保证金查询。

(1)查询请求

///投资者产品RULE保证金查询

virtual int ReqQryInvestorProdRULEMargin(CThostFtdcQryInvestorProdRULEMarginField *pQryInvestorProdRULEMargin, int nRequestID) = 0;

(2)查询响应

///投资者产品RULE保证金查询响应

virtual void OnRspQryInvestorProdRULEMargin(CThostFtdcInvestorProdRULEMarginField *pInvestorProdRULEMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};