> CThostFtdcTraderSpi
CThostFtdcTraderSpi类提供了交易相关的回调接口，用户需要继承该类并重载这些接口，以获取响应数据。
1. 接口
class CThostFtdcTraderSpi
{
public:
///当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
virtual void OnFrontConnected(){};
///当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
///@param nReason 错误原因
/// 0x1001 网络读失败
/// 0x1002 网络写失败
/// 0x2001 接收心跳超时
/// 0x2002 发送心跳失败
/// 0x2003 收到错误报文
virtual void OnFrontDisconnected(int nReason){};
///心跳超时警告。当长时间未收到报文时，该方法被调用。
///@param nTimeLapse 距离上次接收报文的时间
virtual void OnHeartBeatWarning(int nTimeLapse){};
///客户端认证响应
virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///登录请求响应
virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///登出请求响应
virtual void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///用户口令更新请求响应
virtual void OnRspUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///资金账户口令更新请求响应
virtual void OnRspTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///查询用户当前支持的认证模式的回复
virtual void OnRspUserAuthMethod(CThostFtdcRspUserAuthMethodField *pRspUserAuthMethod, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///获取图形验证码请求的回复
virtual void OnRspGenUserCaptcha(CThostFtdcRspGenUserCaptchaField *pRspGenUserCaptcha, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///获取短信验证码请求的回复
virtual void OnRspGenUserText(CThostFtdcRspGenUserTextField *pRspGenUserText, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报单录入请求响应
virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///预埋单录入请求响应
virtual void OnRspParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///预埋撤单录入请求响应
virtual void OnRspParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报单操作请求响应
virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///查询最大报单数量响应
virtual void OnRspQryMaxOrderVolume(CThostFtdcQryMaxOrderVolumeField *pQryMaxOrderVolume, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者结算结果确认响应
virtual void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///删除预埋单响应
virtual void OnRspRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///删除预埋撤单响应
virtual void OnRspRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///执行宣告录入请求响应
virtual void OnRspExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///执行宣告操作请求响应
virtual void OnRspExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///询价录入请求响应
virtual void OnRspForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报价录入请求响应
virtual void OnRspQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报价操作请求响应
virtual void OnRspQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///批量报单操作请求响应
virtual void OnRspBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///期权自对冲录入请求响应
virtual void OnRspOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///期权自对冲操作请求响应
virtual void OnRspOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///申请组合录入请求响应
virtual void OnRspCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询报单响应
virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询成交响应
virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者持仓响应
virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询资金账户响应
virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者响应
virtual void OnRspQryInvestor(CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易编码响应
virtual void OnRspQryTradingCode(CThostFtdcTradingCodeField *pTradingCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询合约保证金率响应
virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询合约手续费率响应
virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询用户会话响应
virtual void OnRspQryUserSession(CThostFtdcUserSessionField *pUserSession, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易所响应
virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询产品响应
virtual void OnRspQryProduct(CThostFtdcProductField *pProduct, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询合约响应
virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询行情响应
virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者结算结果响应
virtual void OnRspQrySettlementInfo(CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询转帐银行响应
virtual void OnRspQryTransferBank(CThostFtdcTransferBankField *pTransferBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者持仓明细响应
virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询客户通知响应
virtual void OnRspQryNotice(CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询结算信息确认响应
virtual void OnRspQrySettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者持仓明细响应
virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///查询保证金监管系统经纪公司资金账户密钥响应
virtual void OnRspQryCFMMCTradingAccountKey(CThostFtdcCFMMCTradingAccountKeyField *pCFMMCTradingAccountKey, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询仓单折抵信息响应
virtual void OnRspQryEWarrantOffset(CThostFtdcEWarrantOffsetField *pEWarrantOffset, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资者品种/跨品种保证金响应
virtual void OnRspQryInvestorProductGroupMargin(CThostFtdcInvestorProductGroupMarginField *pInvestorProductGroupMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易所保证金率响应
virtual void OnRspQryExchangeMarginRate(CThostFtdcExchangeMarginRateField *pExchangeMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易所调整保证金率响应
virtual void OnRspQryExchangeMarginRateAdjust(CThostFtdcExchangeMarginRateAdjustField *pExchangeMarginRateAdjust, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询汇率响应
virtual void OnRspQryExchangeRate(CThostFtdcExchangeRateField *pExchangeRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询二级代理操作员银期权限响应
virtual void OnRspQrySecAgentACIDMap(CThostFtdcSecAgentACIDMapField *pSecAgentACIDMap, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询产品报价汇率
virtual void OnRspQryProductExchRate(CThostFtdcProductExchRateField *pProductExchRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询产品组
virtual void OnRspQryProductGroup(CThostFtdcProductGroupField *pProductGroup, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询做市商合约手续费率响应
virtual void OnRspQryMMInstrumentCommissionRate(CThostFtdcMMInstrumentCommissionRateField *pMMInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询做市商期权合约手续费响应
virtual void OnRspQryMMOptionInstrCommRate(CThostFtdcMMOptionInstrCommRateField *pMMOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询报单手续费响应
virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询资金账户响应
virtual void OnRspQrySecAgentTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询二级代理商资金校验模式响应
virtual void OnRspQrySecAgentCheckMode(CThostFtdcSecAgentCheckModeField *pSecAgentCheckMode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询二级代理商信息响应
virtual void OnRspQrySecAgentTradeInfo(CThostFtdcSecAgentTradeInfoField *pSecAgentTradeInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询期权交易成本响应
virtual void OnRspQryOptionInstrTradeCost(CThostFtdcOptionInstrTradeCostField *pOptionInstrTradeCost, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询期权合约手续费响应
virtual void OnRspQryOptionInstrCommRate(CThostFtdcOptionInstrCommRateField *pOptionInstrCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询执行宣告响应
virtual void OnRspQryExecOrder(CThostFtdcExecOrderField *pExecOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询询价响应
virtual void OnRspQryForQuote(CThostFtdcForQuoteField *pForQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询报价响应
virtual void OnRspQryQuote(CThostFtdcQuoteField *pQuote, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询期权自对冲响应
virtual void OnRspQryOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询投资单元响应
virtual void OnRspQryInvestUnit(CThostFtdcInvestUnitField *pInvestUnit, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询组合合约安全系数响应
virtual void OnRspQryCombInstrumentGuard(CThostFtdcCombInstrumentGuardField *pCombInstrumentGuard, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询申请组合响应
virtual void OnRspQryCombAction(CThostFtdcCombActionField *pCombAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询转帐流水响应
virtual void OnRspQryTransferSerial(CThostFtdcTransferSerialField *pTransferSerial, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询银期签约关系响应
virtual void OnRspQryAccountregister(CThostFtdcAccountregisterField *pAccountregister, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///错误应答
virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///报单通知
virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) {};
///成交通知
virtual void OnRtnTrade(CThostFtdcTradeField *pTrade) {};
///报单录入错误回报
virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) {};
///报单操作错误回报
virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
///合约交易状态通知
virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus) {};
///交易所公告通知
virtual void OnRtnBulletin(CThostFtdcBulletinField *pBulletin) {};
///交易通知
virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo) {};
///提示条件单校验错误
virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder) {};
///执行宣告通知
virtual void OnRtnExecOrder(CThostFtdcExecOrderField *pExecOrder) {};
///执行宣告录入错误回报
virtual void OnErrRtnExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, CThostFtdcRspInfoField *pRspInfo) {};
///执行宣告操作错误回报
virtual void OnErrRtnExecOrderAction(CThostFtdcExecOrderActionField *pExecOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
///询价录入错误回报
virtual void OnErrRtnForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, CThostFtdcRspInfoField *pRspInfo) {};
///报价通知
virtual void OnRtnQuote(CThostFtdcQuoteField *pQuote) {};
///报价录入错误回报
virtual void OnErrRtnQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, CThostFtdcRspInfoField *pRspInfo) {};
///报价操作错误回报
virtual void OnErrRtnQuoteAction(CThostFtdcQuoteActionField *pQuoteAction, CThostFtdcRspInfoField *pRspInfo) {};
///询价通知
virtual void OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp) {};
///保证金监控中心用户令牌
virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) {};
///批量报单操作错误回报
virtual void OnErrRtnBatchOrderAction(CThostFtdcBatchOrderActionField *pBatchOrderAction, CThostFtdcRspInfoField *pRspInfo) {};
///期权自对冲通知
virtual void OnRtnOptionSelfClose(CThostFtdcOptionSelfCloseField *pOptionSelfClose) {};
///期权自对冲录入错误回报
virtual void OnErrRtnOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, CThostFtdcRspInfoField *pRspInfo) {};
///期权自对冲操作错误回报
virtual void OnErrRtnOptionSelfCloseAction(CThostFtdcOptionSelfCloseActionField *pOptionSelfCloseAction, CThostFtdcRspInfoField *pRspInfo) {};
///申请组合通知
virtual void OnRtnCombAction(CThostFtdcCombActionField *pCombAction) {};
///申请组合录入错误回报
virtual void OnErrRtnCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, CThostFtdcRspInfoField *pRspInfo) {};
///请求查询签约银行响应
virtual void OnRspQryContractBank(CThostFtdcContractBankField *pContractBank, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询预埋单响应
virtual void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询预埋撤单响应
virtual void OnRspQryParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询交易通知响应
virtual void OnRspQryTradingNotice(CThostFtdcTradingNoticeField *pTradingNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询经纪公司交易参数响应
virtual void OnRspQryBrokerTradingParams(CThostFtdcBrokerTradingParamsField *pBrokerTradingParams, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询经纪公司交易算法响应
virtual void OnRspQryBrokerTradingAlgos(CThostFtdcBrokerTradingAlgosField *pBrokerTradingAlgos, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求查询监控中心用户令牌
virtual void OnRspQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///银行发起银行资金转期货通知
virtual void OnRtnFromBankToFutureByBank(CThostFtdcRspTransferField *pRspTransfer) {};
///银行发起期货资金转银行通知
virtual void OnRtnFromFutureToBankByBank(CThostFtdcRspTransferField *pRspTransfer) {};
///银行发起冲正银行转期货通知
virtual void OnRtnRepealFromBankToFutureByBank(CThostFtdcRspRepealField *pRspRepeal) {};
///银行发起冲正期货转银行通知
virtual void OnRtnRepealFromFutureToBankByBank(CThostFtdcRspRepealField *pRspRepeal) {};
///期货发起银行资金转期货通知
virtual void OnRtnFromBankToFutureByFuture(CThostFtdcRspTransferField *pRspTransfer) {};
///期货发起期货资金转银行通知
virtual void OnRtnFromFutureToBankByFuture(CThostFtdcRspTransferField *pRspTransfer) {};
///系统运行时期货端手工发起冲正银行转期货请求，银行处理完毕后报盘发回的通知
virtual void OnRtnRepealFromBankToFutureByFutureManual(CThostFtdcRspRepealField *pRspRepeal) {};
///系统运行时期货端手工发起冲正期货转银行请求，银行处理完毕后报盘发回的通知
virtual void OnRtnRepealFromFutureToBankByFutureManual(CThostFtdcRspRepealField *pRspRepeal) {};
///期货发起查询银行余额通知
virtual void OnRtnQueryBankBalanceByFuture(CThostFtdcNotifyQueryAccountField *pNotifyQueryAccount) {};
///期货发起银行资金转期货错误回报
virtual void OnErrRtnBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) {};
///期货发起期货资金转银行错误回报
virtual void OnErrRtnFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo) {};
///系统运行时期货端手工发起冲正银行转期货错误回报
virtual void OnErrRtnRepealBankToFutureByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) {};
///系统运行时期货端手工发起冲正期货转银行错误回报
virtual void OnErrRtnRepealFutureToBankByFutureManual(CThostFtdcReqRepealField *pReqRepeal, CThostFtdcRspInfoField *pRspInfo) {};
///期货发起查询银行余额错误回报
virtual void OnErrRtnQueryBankBalanceByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo) {};
///期货发起冲正银行转期货请求，银行处理完毕后报盘发回的通知
virtual void OnRtnRepealFromBankToFutureByFuture(CThostFtdcRspRepealField *pRspRepeal) {};
///期货发起冲正期货转银行请求，银行处理完毕后报盘发回的通知
virtual void OnRtnRepealFromFutureToBankByFuture(CThostFtdcRspRepealField *pRspRepeal) {};
///期货发起银行资金转期货应答
virtual void OnRspFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///期货发起期货资金转银行应答
virtual void OnRspFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///期货发起查询银行余额应答
virtual void OnRspQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///银行发起银期开户通知
virtual void OnRtnOpenAccountByBank(CThostFtdcOpenAccountField *pOpenAccount) {};
///银行发起银期销户通知
virtual void OnRtnCancelAccountByBank(CThostFtdcCancelAccountField *pCancelAccount) {};
///银行发起变更银行账号通知
virtual void OnRtnChangeAccountByBank(CThostFtdcChangeAccountField *pChangeAccount) {};
///请求查询分类合约响应
virtual void OnRspQryClassifiedInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///请求组合优惠比例响应
virtual void OnRspQryCombPromotionParam(CThostFtdcCombPromotionParamField *pCombPromotionParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///SPBM期货合约参数查询响应
virtual void OnRspQrySPBMFutureParameter(CThostFtdcSPBMFutureParameterField *pSPBMFutureParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///SPBM期权合约参数查询响应
virtual void OnRspQrySPBMOptionParameter(CThostFtdcSPBMOptionParameterField *pSPBMOptionParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///SPBM品种内对锁仓折扣参数查询响应
virtual void OnRspQrySPBMIntraParameter(CThostFtdcSPBMIntraParameterField *pSPBMIntraParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///SPBM跨品种抵扣参数查询响应
virtual void OnRspQrySPBMInterParameter(CThostFtdcSPBMInterParameterField *pSPBMInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///SPBM组合保证金套餐查询响应
virtual void OnRspQrySPBMPortfDefinition(CThostFtdcSPBMPortfDefinitionField *pSPBMPortfDefinition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者SPBM套餐选择查询响应
virtual void OnRspQrySPBMInvestorPortfDef(CThostFtdcSPBMInvestorPortfDefField *pSPBMInvestorPortfDef, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者新型组合保证金系数查询响应
virtual void OnRspQryInvestorPortfMarginRatio(CThostFtdcInvestorPortfMarginRatioField *pInvestorPortfMarginRatio, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者产品SPBM明细查询响应
virtual void OnRspQryInvestorProdSPBMDetail(CThostFtdcInvestorProdSPBMDetailField *pInvestorProdSPBMDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者商品组SPMM记录查询响应
virtual void OnRspQryInvestorCommoditySPMMMargin(CThostFtdcInvestorCommoditySPMMMarginField *pInvestorCommoditySPMMMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者商品群SPMM记录查询响应
virtual void OnRspQryInvestorCommodityGroupSPMMMargin(CThostFtdcInvestorCommodityGroupSPMMMarginField *pInvestorCommodityGroupSPMMMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///SPMM合约参数查询响应
virtual void OnRspQrySPMMInstParam(CThostFtdcSPMMInstParamField *pSPMMInstParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///SPMM产品参数查询响应
virtual void OnRspQrySPMMProductParam(CThostFtdcSPMMProductParamField *pSPMMProductParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///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) {};
///RCAMS产品组合信息查询响应
virtual void OnRspQryRCAMSCombProductInfo(CThostFtdcRCAMSCombProductInfoField *pRCAMSCombProductInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///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) {};
///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) {};
///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) {};
///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) {};
///RCAMS策略组合持仓查询响应
virtual void OnRspQryRCAMSInvestorCombPosition(CThostFtdcRCAMSInvestorCombPositionField *pRCAMSInvestorCombPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者品种RCAMS保证金查询响应
virtual void OnRspQryInvestorProdRCAMSMargin(CThostFtdcInvestorProdRCAMSMarginField *pInvestorProdRCAMSMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///RULE合约保证金参数查询响应
virtual void OnRspQryRULEInstrParameter(CThostFtdcRULEInstrParameterField *pRULEInstrParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///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) {};
///RULE跨品种抵扣参数查询响应
virtual void OnRspQryRULEInterParameter(CThostFtdcRULEInterParameterField *pRULEInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者产品RULE保证金查询响应
virtual void OnRspQryInvestorProdRULEMargin(CThostFtdcInvestorProdRULEMarginField *pInvestorProdRULEMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者投资者新组保设置查询响应
virtual void OnRspQryInvestorPortfSetting(CThostFtdcInvestorPortfSettingField *pInvestorPortfSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///投资者申报费阶梯收取记录查询响应
virtual void OnRspQryInvestorInfoCommRec(CThostFtdcInvestorInfoCommRecField *pInvestorInfoCommRec, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///组合腿信息查询响应
virtual void OnRspQryCombLeg(CThostFtdcCombLegField *pCombLeg, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///对冲设置请求响应
virtual void OnRspOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///对冲设置撤销请求响应
virtual void OnRspCancelOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
///对冲设置通知
virtual void OnRtnOffsetSetting(CThostFtdcOffsetSettingField *pOffsetSetting) {};
///对冲设置错误回报
virtual void OnErrRtnOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, CThostFtdcRspInfoField *pRspInfo) {};
///对冲设置撤销错误回报
virtual void OnErrRtnCancelOffsetSetting(CThostFtdcCancelOffsetSettingField *pCancelOffsetSetting, CThostFtdcRspInfoField *pRspInfo) {};
///投资者对冲设置查询响应
virtual void OnRspQryOffsetSetting(CThostFtdcOffsetSettingField *pOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
};
2. 代码示例
// CTraderHandler继承CThostFtdcTraderSpi
class CTraderHandler : public CThostFtdcTraderSpi
{
//重载，报单通知
void OnRtnOrder(CThostFtdcOrderField *pOrder)
{
printf("OnRtnOrder\n");
}
//重载，成交通知
void OnRtnTrade(CThostFtdcTradeField *pTrade)
{
printf("OnRtnTrade\n");
}
//重载，报单录入请求响应
void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
printf("OnRspOrderInsert\n");
}
//重载，错误应答
void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
printf("OnRspError\n");
}
}
3.FAQ
无
请参阅：
OnErrRtnQueryBankBalanceByFuture
OnErrRtnRepealBankToFutureByFutureManual
OnErrRtnRepealFutureToBankByFutureManual
OnRspQryCFMMCTradingAccountKey
OnRspQryExchangeMarginRateAdjust
OnRspQryInstrumentCommissionRate
OnRspQryInstrumentOrderCommRate
OnRspQryInvestorPositionCombineDetail
OnRspQryInvestorPositionDetail
OnRspQryInvestorProductGroupMargin
OnRspQryMMInstrumentCommissionRate
OnRspQrySecAgentTradingAccount
OnRspQueryBankAccountMoneyByFuture
OnRspQueryCFMMCTradingAccountToken
OnRspTradingAccountPasswordUpdate
OnRtnRepealFromBankToFutureByBank
OnRtnRepealFromBankToFutureByFuture
OnRtnRepealFromBankToFutureByFutureManual
OnRtnRepealFromFutureToBankByBank
OnRtnRepealFromFutureToBankByFuture
OnRtnRepealFromFutureToBankByFutureManual
OnRspQryRiskSettleInvstPosition
OnRspQryRiskSettleProductStatus
OnRspQryInvestorPortfMarginRatio
OnRspQryInvestorProdSPBMDetail
OnRspQryInvestorCommoditySPMMMargin
OnRspQryInvestorCommodityGroupSPMMMargin
OnRspQrySPBMAddOnInterParameter
OnRspQryRCAMSShortOptAdjustParam
OnRspQryRCAMSInvestorCombPosition
OnRspQryInvestorProdRCAMSMargin