ctptdapi.h

#ifndef CTPTDAPI_H
#define CTPTDAPI_H

#include <QObject>
#include <atomic>
#include <QDebug>
#include <QDir>
#include <string>
#include "ctpApi/ThostFtdcTraderApi.h"
#include "ctpApi/ThostFtdcUserApiDataType.h"
#include "ctpcommand.h"
#include "eventengine.h"
#include "dataengine.h"

class CtpTdApi : public QObject, public CThostFtdcTraderSpi
{
    Q_OBJECT
public:
    CtpTdApi(EventEngine* ee, DataEngine* de) : QueryQueue(1000), TradeQueue(1)
    {
        this->ee = ee;
        this->de = de;
    }

public:
    // 获取连接和登录状态
    bool get_is_td_connect();
    bool get_is_td_logout();

    // API初始化与释放
    void ctp_td_init(QString tdAddress, QString userid, QString password, QString brokerid);
    void ctp_td_release();

    // 查询刷新页面
    void ctp_td_query(Event ev);

    // 用户登录登出
    void ctp_td_login();
    void ctp_td_logout();

    // 交易API基本信息查询
    void ctp_td_getSettlement();
    void ctp_td_getInstrument();
    void ctp_td_getCommission(QString ins_id);
    void ctp_td_getAccount();
    void ctp_td_getPosition();

    // 委托单买卖撤单查
    QString ctp_td_send_limitOrder(TThostFtdcInstrumentIDType instrumentid,
                                   TThostFtdcPriceType price, TThostFtdcVolumeType volume, TThostFtdcDirectionType direction, TThostFtdcOffsetFlagType offset);
    QString ctp_td_send_marketOrder(TThostFtdcInstrumentIDType instrumentid,
                                    TThostFtdcVolumeType volume, TThostFtdcDirectionType direction, TThostFtdcOffsetFlagType offset);
    void ctp_td_cancelOrder(TThostFtdcInstrumentIDType instrumentID,
                            TThostFtdcExchangeIDType exchangeID, TThostFtdcOrderRefType orderID, TThostFtdcFrontIDType frontID, TThostFtdcSessionIDType sessionID);

private:
    // 判断是否错误消息
    bool is_error_rsp(CThostFtdcRspInfoField *pRspInfo);
    // 委托单公共字段填写并下单
    QString ctp_td_order_insert(CThostFtdcInputOrderField& order_fields);
    // 委托单状态更新
    void ctp_td_order_update(OrderInfo& order);

private:
    // 事件引擎与查询/交易队列
    EventEngine* ee;
    DataEngine* de;

    CommandQueue QueryQueue;    //查询队列
    CommandQueue TradeQueue;

    //交易API
    CThostFtdcTraderApi* TdApi;

    // 用户交易信息
    user_trade_info usr_td_info;

    //是否连接/可交易/登出
    std::atomic <bool>	is_td_connect{ false };
    std::atomic <bool>  is_td_tradable{ false };
    std::atomic<bool>	is_td_logout{ false };

    // 查询事件计数
    int query_count{ 0 };
    int query_trgger{ 3 };
    int query_function_index{ 0 };

private:
    /****************************Spi回调函数****************************************/
    ///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。
    void OnFrontConnected() override;
    ///当客户端与交易后台通信连接断开时，该方法被调用。
    void OnFrontDisconnected(int nReason);
    ///登录请求响应
    void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) override;
    ///登出请求响应
    void OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) override;
    ///投资者结算结果确认响应
    void OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) override;
    ///报单录入请求响应(参数不通过)
    void OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) override;
    ///撤单操作请求响应(参数不通过)
    void OnRspOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) override;
    ///报单通知
    void OnRtnOrder(CThostFtdcOrderField *pOrder) override;
    ///成交通知
    void OnRtnTrade(CThostFtdcTradeField *pTrade) override;
    ///请求查询投资者持仓响应
    void OnRspQryInvestorPosition(CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) override;
    ///请求查询资金账户响应
    void OnRspQryTradingAccount(CThostFtdcTradingAccountField *pTradingAccount, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) override;
    ///请求查询合约手续费率响应
    void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) override;
    ///请求查询合约响应
    void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) override;

};

#endif // CTPTDAPI_H