升级 CTP 版本到 6.7.2

升级 native-lib-loader 到 2.5.0
ktrader-tech · Feb 16, 2024 · ef4275c · ef4275c
1 parent 5231eaf
commit ef4275c
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diff --git a/README.md b/README.md
@@ -10,6 +10,8 @@
 
 [当前已封装的 CTP 版本](https://search.maven.org/artifact/org.rationalityfrontline/jctp) ：
 ```
+6.7.2-1.0.5
+6.7.2_CP-1.0.5
 6.6.9-1.0.5
 6.6.9_CP-1.0.5
 6.6.1_P1-1.0.5
@@ -57,7 +59,7 @@ repositories {
 }
 
 dependencies {
-    implementation("org.rationalityfrontline:jctp:6.6.9-1.0.5")
+    implementation("org.rationalityfrontline:jctp:6.7.2-1.0.5")
 }
 ```
 
@@ -67,7 +69,7 @@ dependencies {
 <dependency>
     <groupId>org.rationalityfrontline</groupId>
     <artifactId>jctp</artifactId>
-    <version>6.6.9-1.0.5</version>
+    <version>6.7.2-1.0.5</version>
 </dependency>
 ```
 **Jar:**
@@ -77,7 +79,7 @@ dependencies {
 使用 Jar 包前请先添加 [native-lib-loader](https://github.com/scijava/native-lib-loader) 依赖：
 ```kotlin
 dependencies {
-    implementation("org.scijava:native-lib-loader:2.4.0")
+    implementation("org.scijava:native-lib-loader:2.5.0")
 }
 ```
 
@@ -118,7 +120,7 @@ https://github.com/scijava/native-lib-loader
 JCTP is released under the [Apache 2.0 license](https://github.com/ktrader-tech/jctp/blob/master/LICENSE).
 
 ```
-Copyright 2020-2023 RationalityFrontline
+Copyright 2020-2024 RationalityFrontline
 
 Licensed under the Apache License, Version 2.0 (the "License");
 you may not use this file except in compliance with the License.

diff --git a/cpp/src/ThostFtdcTraderApi.h b/cpp/src/ThostFtdcTraderApi.h
@@ -450,6 +450,54 @@ class CThostFtdcTraderSpi
 
 	///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) {};
 };
 
 class TRADER_API_EXPORT CThostFtdcTraderApi
@@ -811,6 +859,54 @@ class TRADER_API_EXPORT CThostFtdcTraderApi
 
 	///投资者产品SPBM明细查询
 	virtual int ReqQryInvestorProdSPBMDetail(CThostFtdcQryInvestorProdSPBMDetailField *pQryInvestorProdSPBMDetail, int nRequestID) = 0;
+
+	///投资者商品组SPMM记录查询
+	virtual int ReqQryInvestorCommoditySPMMMargin(CThostFtdcQryInvestorCommoditySPMMMarginField *pQryInvestorCommoditySPMMMargin, int nRequestID) = 0;
+
+	///投资者商品群SPMM记录查询
+	virtual int ReqQryInvestorCommodityGroupSPMMMargin(CThostFtdcQryInvestorCommodityGroupSPMMMarginField *pQryInvestorCommodityGroupSPMMMargin, int nRequestID) = 0;
+
+	///SPMM合约参数查询
+	virtual int ReqQrySPMMInstParam(CThostFtdcQrySPMMInstParamField *pQrySPMMInstParam, int nRequestID) = 0;
+
+	///SPMM产品参数查询
+	virtual int ReqQrySPMMProductParam(CThostFtdcQrySPMMProductParamField *pQrySPMMProductParam, int nRequestID) = 0;
+
+	///SPBM附加跨品种抵扣参数查询
+	virtual int ReqQrySPBMAddOnInterParameter(CThostFtdcQrySPBMAddOnInterParameterField *pQrySPBMAddOnInterParameter, int nRequestID) = 0;
+
+	///RCAMS产品组合信息查询
+	virtual int ReqQryRCAMSCombProductInfo(CThostFtdcQryRCAMSCombProductInfoField *pQryRCAMSCombProductInfo, int nRequestID) = 0;
+
+	///RCAMS同合约风险对冲参数查询
+	virtual int ReqQryRCAMSInstrParameter(CThostFtdcQryRCAMSInstrParameterField *pQryRCAMSInstrParameter, int nRequestID) = 0;
+
+	///RCAMS品种内风险对冲参数查询
+	virtual int ReqQryRCAMSIntraParameter(CThostFtdcQryRCAMSIntraParameterField *pQryRCAMSIntraParameter, int nRequestID) = 0;
+
+	///RCAMS跨品种风险折抵参数查询
+	virtual int ReqQryRCAMSInterParameter(CThostFtdcQryRCAMSInterParameterField *pQryRCAMSInterParameter, int nRequestID) = 0;
+
+	///RCAMS空头期权风险调整参数查询
+	virtual int ReqQryRCAMSShortOptAdjustParam(CThostFtdcQryRCAMSShortOptAdjustParamField *pQryRCAMSShortOptAdjustParam, int nRequestID) = 0;
+
+	///RCAMS策略组合持仓查询
+	virtual int ReqQryRCAMSInvestorCombPosition(CThostFtdcQryRCAMSInvestorCombPositionField *pQryRCAMSInvestorCombPosition, int nRequestID) = 0;
+
+	///投资者品种RCAMS保证金查询
+	virtual int ReqQryInvestorProdRCAMSMargin(CThostFtdcQryInvestorProdRCAMSMarginField *pQryInvestorProdRCAMSMargin, int nRequestID) = 0;
+
+	///RULE合约保证金参数查询
+	virtual int ReqQryRULEInstrParameter(CThostFtdcQryRULEInstrParameterField *pQryRULEInstrParameter, int nRequestID) = 0;
+
+	///RULE品种内对锁仓折扣参数查询
+	virtual int ReqQryRULEIntraParameter(CThostFtdcQryRULEIntraParameterField *pQryRULEIntraParameter, int nRequestID) = 0;
+
+	///RULE跨品种抵扣参数查询
+	virtual int ReqQryRULEInterParameter(CThostFtdcQryRULEInterParameterField *pQryRULEInterParameter, int nRequestID) = 0;
+
+	///投资者产品RULE保证金查询
+	virtual int ReqQryInvestorProdRULEMargin(CThostFtdcQryInvestorProdRULEMarginField *pQryInvestorProdRULEMargin, int nRequestID) = 0;
 protected:
 	~CThostFtdcTraderApi(){};
 };

diff --git a/cpp/src/ThostFtdcUserApiDataType.h b/cpp/src/ThostFtdcUserApiDataType.h
@@ -2572,9 +2572,9 @@ typedef char TThostFtdcClearbarchIDType[6];
 #define THOST_FTDC_UET_Login '1'
 ///登出
 #define THOST_FTDC_UET_Logout '2'
-///交易成功
+///CTP校验通过
 #define THOST_FTDC_UET_Trading '3'
-///交易失败
+///CTP校验失败
 #define THOST_FTDC_UET_TradingError '4'
 ///修改密码
 #define THOST_FTDC_UET_UpdatePassword '5'
@@ -6906,6 +6906,12 @@ typedef int TThostFtdcSpreadIdType;
 #define THOST_FTDC_EPF_None '0'
 ///SPBM算法
 #define THOST_FTDC_EPF_SPBM '1'
+///RULE算法
+#define THOST_FTDC_EPF_RULE '2'
+///SPMM算法
+#define THOST_FTDC_EPF_SPMM '3'
+///RCAMS算法
+#define THOST_FTDC_EPF_RCAMS '4'
 
 typedef char TThostFtdcPortfolioType;
 
@@ -6914,4 +6920,149 @@ typedef char TThostFtdcPortfolioType;
 /////////////////////////////////////////////////////////////////////////
 typedef int TThostFtdcPortfolioDefIDType;
 
+/////////////////////////////////////////////////////////////////////////
+///TFtdcWithDrawParamIDType是一个可提参数代码类型
+/////////////////////////////////////////////////////////////////////////
+///权利金收支是否可提 1 代表可提 0 不可提
+#define THOST_FTDC_WDPID_CashIn 'C'
+
+typedef char TThostFtdcWithDrawParamIDType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcWithDrawParamValueType是一个可提控制参数内容类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcWithDrawParamValueType[41];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcInvstTradingRightType是一个投资者交易权限类型
+/////////////////////////////////////////////////////////////////////////
+///只能平仓
+#define THOST_FTDC_ITR_CloseOnly '1'
+///不能交易
+#define THOST_FTDC_ITR_Forbidden '2'
+
+typedef char TThostFtdcInvstTradingRightType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcThostFunctionCodeType是一个Thost终端功能代码类型
+/////////////////////////////////////////////////////////////////////////
+typedef int TThostFtdcThostFunctionCodeType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcSPMMDiscountRatioType是一个SPMM折扣率类型
+/////////////////////////////////////////////////////////////////////////
+typedef double TThostFtdcSPMMDiscountRatioType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcSPMMModelDescType是一个SPMM模板描述类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcSPMMModelDescType[129];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcSPMMModelIDType是一个SPMM模板ID类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcSPMMModelIDType[33];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcSPMMProductIDType是一个SPMM商品群商品组ID类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcSPMMProductIDType[41];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcInstMarginCalIDType是一个SPMM合约保证金算法类型
+/////////////////////////////////////////////////////////////////////////
+///标准算法收取双边
+#define THOST_FTDC_IMID_BothSide '1'
+///单向大边
+#define THOST_FTDC_IMID_MMSA '2'
+///新组保SPMM
+#define THOST_FTDC_IMID_SPMM '3'
+
+typedef char TThostFtdcInstMarginCalIDType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcProductIDType是一个产品ID类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcProductIDType[41];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcHedgeRateType是一个HedgeRate类型类型
+/////////////////////////////////////////////////////////////////////////
+typedef double TThostFtdcHedgeRateType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcRCAMSPriorityType是一个优先级类型
+/////////////////////////////////////////////////////////////////////////
+typedef int TThostFtdcRCAMSPriorityType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcAdjustValueType是一个空头期权风险调整标准类型类型
+/////////////////////////////////////////////////////////////////////////
+typedef double TThostFtdcAdjustValueType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcRCAMSCombinationTypeType是一个RCAMS组合类型类型
+/////////////////////////////////////////////////////////////////////////
+///牛市看涨价差组合
+#define THOST_FTDC_ERComb_BUC '0'
+///熊市看涨价差组合
+#define THOST_FTDC_ERComb_BEC '1'
+///熊市看跌价差组合
+#define THOST_FTDC_ERComb_BEP '2'
+///牛市看跌价差组合
+#define THOST_FTDC_ERComb_BUP '3'
+///日历价差组合
+#define THOST_FTDC_ERComb_CAS '4'
+
+typedef char TThostFtdcRCAMSCombinationTypeType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcRuleIdType是一个策略id类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcRuleIdType[51];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcPortfTypeType是一个新组保算法启用类型类型
+/////////////////////////////////////////////////////////////////////////
+///使用初版交易所算法
+#define THOST_FTDC_EET_None '0'
+///SPBM算法V1.1.0_附加保证金调整
+#define THOST_FTDC_EET_SPBM_AddOnHedge '1'
+
+typedef char TThostFtdcPortfTypeType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcInstrumentClassType是一个合约类型类型
+/////////////////////////////////////////////////////////////////////////
+///一般月份合约
+#define THOST_FTDC_EIC_Usual '1'
+///临近交割合约
+#define THOST_FTDC_EIC_Delivery '2'
+///非组合合约
+#define THOST_FTDC_EIC_NonComb '3'
+
+typedef char TThostFtdcInstrumentClassType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcCommodityGroupIDType是一个商品群号类型
+/////////////////////////////////////////////////////////////////////////
+typedef int TThostFtdcCommodityGroupIDType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcStdPositionType是一个标准持仓类型类型
+/////////////////////////////////////////////////////////////////////////
+typedef double TThostFtdcStdPositionType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcProdChangeFlagType是一个品种记录改变状态类型
+/////////////////////////////////////////////////////////////////////////
+///持仓量和冻结量均无变化
+#define THOST_FTDC_PCF_None '0'
+///持仓量无变化，冻结量有变化
+#define THOST_FTDC_PCF_OnlyFrozen '1'
+///持仓量有变化
+#define THOST_FTDC_PCF_PositionChange '2'
+
+typedef char TThostFtdcProdChangeFlagType;
+
 #endif