TraderApi.h

#pragma once

#include "traderapi\ThostFtdcTraderApi.h"

#include <set>
#include <list>
#include <map>
#include <string>
#include <WinSock2.h>
#include <Windows.h>
#include "LockFreeQ.h"
#include "CLock.h"
#include "CTPStruct.h"
#include "CTPMsgQueue.h"
#include "toolkit.h"
using namespace std;

class CTPMsgQueue;

class TraderApi :
    public CThostFtdcTraderSpi
{
    //请求数据包类型
    enum RequestType
    {
        E_ReqAuthenticateField,
        E_ReqUserLoginField,
        E_SettlementInfoConfirmField,
        E_QryInstrumentField,
        E_InputOrderField,
        E_InputOrderActionField,
        E_QryTradingAccountField,
        E_QryInvestorPositionField,
        E_QryInvestorPositionDetailField,
        E_QryInstrumentCommissionRateField,
        E_QryInstrumentMarginRateField,
        E_QryDepthMarketDataField,
    };

    //请求数据包结构体
    struct SRequest
    {
        RequestType type;
        union{
            CThostFtdcReqAuthenticateField				ReqAuthenticateField;
            CThostFtdcReqUserLoginField					ReqUserLoginField;
            CThostFtdcSettlementInfoConfirmField		SettlementInfoConfirmField;
            CThostFtdcQryDepthMarketDataField			QryDepthMarketDataField;
            CThostFtdcQryInstrumentField				QryInstrumentField;
            CThostFtdcQryInstrumentCommissionRateField	QryInstrumentCommissionRateField;
            CThostFtdcQryInstrumentMarginRateField		QryInstrumentMarginRateField;
            CThostFtdcQryInvestorPositionField			QryInvestorPositionField;
            CThostFtdcQryInvestorPositionDetailField    QryInvestorPositionDetailField;
            CThostFtdcQryTradingAccountField			QryTradingAccountField;
            CThostFtdcInputOrderField					InputOrderField;
            CThostFtdcInputOrderActionField				InputOrderActionField;
        };
    };

public:

    CThostFtdcRspUserLoginField m_RspUserLogin;			//返回的登录成功响应，目前利用此内成员进行报单所属区分
    TraderApi(void);
    virtual ~TraderApi(void);

    void RegisterMsgQueue(CTPMsgQueue* pMsgQueue);

    void Connect(const string& szPath,
        const string& szAddresses,
        const string& szBrokerId,
        const string& szInvestorId,
        const string& szPassword,
        THOST_TE_RESUME_TYPE nResumeType,
        const string& szUserProductInfo,
        const string& szAuthCode);
    void Disconnect();

    int ReqOrderInsert(
        const string& szInstrumentId,
        TThostFtdcDirectionType Direction,
        const TThostFtdcCombOffsetFlagType CombOffsetFlag,
        const TThostFtdcCombHedgeFlagType CombHedgeFlag,
        TThostFtdcVolumeType VolumeTotalOriginal,
        TThostFtdcPriceType LimitPrice,
        TThostFtdcOrderPriceTypeType OrderPriceType,
        TThostFtdcTimeConditionType TimeCondition,
        TThostFtdcContingentConditionType ContingentCondition,
        TThostFtdcPriceType StopPrice,
        TThostFtdcVolumeConditionType VolumeCondition);
    void ReqOrderAction(CThostFtdcOrderField *pOrder);
    
    void ReqQryTradingAccount();
    void ReqQryInvestorPosition(const string& szInstrumentId);
    void ReqQryInvestorPositionDetail(const string& szInstrumentId);
    void ReqQryInstrument(const string& szInstrumentId);
    void ReqQryInstrumentCommissionRate(const string& szInstrumentId);
    void ReqQryInstrumentMarginRate(const string& szInstrumentId, TThostFtdcHedgeFlagType HedgeFlag = THOST_FTDC_HF_Speculation);
    void ReqQryDepthMarketData(const string& szInstrumentId);

private:
    //数据包发送线程
    friend DWORD WINAPI SendThread(LPVOID lpParam);
    void RunInThread();
    void StopThread();

    //指定数据包类型，生成对应数据包
    SRequest * MakeRequestBuf(RequestType type);
    //清除将发送请求包队列
    void ReleaseRequestListBuf();
    //清除已发送请求包池
    void ReleaseRequestMapBuf();
    //清除指定请求包池中指定包
    void ReleaseRequestMapBuf(int nRequestID);
    //添加到已经请求包池
    void AddRequestMapBuf(int nRequestID, SRequest* pRequest);
    //添加到将发送包队列
    void AddToSendQueue(SRequest * pRequest);

    void ReqAuthenticate();
    void ReqUserLogin();
    void ReqSettlementInfoConfirm();

    //检查是否出错
    bool IsErrorRspInfo(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);//向消息队列输出信息
    bool IsErrorRspInfo(CThostFtdcRspInfoField *pRspInfo);//不输出信息

    //连接
    virtual void OnFrontConnected();
    virtual void OnFrontDisconnected(int nReason);

    //认证
    virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
    virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
    virtual void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

    //下单
    virtual void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
    virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo);

    //撤单
    virtual void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
    virtual void OnErrRtnOrderAction(CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo);

    //报单回报
    virtual void OnRspQryOrder(CThostFtdcOrderField *pOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
    virtual void OnRtnOrder(CThostFtdcOrderField *pOrder);

    //撤单回报
    virtual void OnRspQryTrade(CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
    virtual void OnRtnTrade(CThostFtdcTradeField *pTrade);

    //仓位
    virtual void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
    virtual void OnRspQryInvestorPositionDetail(CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
    virtual void OnRspQryInvestorPositionCombineDetail(CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

    //资金
    virtual void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

    //合约、手续费
    virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
    virtual void OnRspQryInstrumentMarginRate(CThostFtdcInstrumentMarginRateField *pInstrumentMarginRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
    virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

    //查询行情响应
    virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

    //其它
    virtual void OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
    virtual void OnRtnInstrumentStatus(CThostFtdcInstrumentStatusField *pInstrumentStatus);
    


private:
    ConnectionStatus			m_status;				//连接状态
    volatile LONG				m_lRequestID;			//请求ID,得保持自增

    CRITICAL_SECTION			m_csOrderRef;
    int							m_nMaxOrderRef;			//报单引用，用于区分报单，保持自增
    CThostFtdcTraderApi*		m_pApi;	//交易API
    CTPMsgQueue*				m_msgQueue;				//消息队列指针

    string						m_szPath;				//生成配置文件的路径
    set<string>					m_arrAddresses;			//服务器地址
    string						m_szBrokerId;			//期商ID
    string						m_szInvestorId;			//投资者ID
    string						m_szPassword;			//密码
    string						m_szUserProductInfo;	//产品信息
    string						m_szAuthCode;			//认证码

    int							m_nSleep;
    volatile bool				m_bRunning;
    HANDLE						m_hThread;

    CRITICAL_SECTION			m_csList;
    list<SRequest*>				m_reqList;				//将发送请求队列

    CRITICAL_SECTION			m_csMap;
    map<int, SRequest*>			m_reqMap;				//已发送请求池
};