Merge pull request #66 from nooperpudd/ctp_6.6.5

Ctp 6.6.5

.appveyor.yml

@@ -35,11 +35,7 @@ environment:
     # See: http://stackoverflow.com/a/13751649/163740
     CMD_IN_ENV: 'cmd /E:ON /V:ON /C .\extra\appveyor\compiler.cmd'
   matrix:
-    - PYTHON_DIR: "C:\\Python36-x64"
-      PYTHON: "C:\\Python36-x64\\python"
-      PYTHON_VERSION: "3.6"
-      PYTHON_ARCH: "64"
-
+
     - PYTHON_DIR: "C:\\Python37-x64"
       PYTHON: "C:\\Python37-x64\\python"
       PYTHON_VERSION: "3.7"
@@ -55,12 +51,17 @@ environment:
       PYTHON_VERSION: "3.9"
       PYTHON_ARCH: "64"
 
+    - PYTHON_DIR: "C:\\Python310-x64"
+      PYTHON: "C:\\Python310-x64\\python"
+      PYTHON_VERSION: "3.10"
+      PYTHON_ARCH: "64"
+
     - PYTHON_DIR: "C:\\pypy3"
-      PYTHON: "C:\\pypy3\\pypy3"
-      PYTHON_ARCH: "32"
+      PYTHON: "C:\\pypy3\\pypy"
+      PYTHON_ARCH: "64"
       PYTHON_PYPY: "pypy3"
-      PYTHON_VERSION: "3.7"
-      PYTHON_PYPY_VERSION: "7.3.2"
+      PYTHON_VERSION: "3.9"
+      PYTHON_PYPY_VERSION: "7.3.8"
 
 
 matrix:
@@ -69,13 +70,21 @@ matrix:
 
 build: off
 
+skip_commits:
+  files:
+    - ctp/*
+    - doc/*
+    - samples/*
+    - makefile
+    - docker/*
+
 install:
 
-  - ps: If(($env:PYTHON).Contains("pypy3")) { (New-Object Net.WebClient).DownloadFile('https://downloads.python.org/pypy/pypy3.7-v7.3.2-win32.zip', "$env:appveyor_build_folder\pypy3.zip"); 7z x pypy3.zip | Out-Null; move pypy3.7-v7.3.2-win32 C:\pypy3; }
+  - ps: If(($env:PYTHON).Contains("pypy3")) { (New-Object Net.WebClient).DownloadFile('https://downloads.python.org/pypy/pypy3.9-v7.3.8-win64.zip', "$env:appveyor_build_folder\pypy3.zip"); 7z x pypy3.zip | Out-Null; move pypy3.9-v7.3.8-win64 C:\pypy3; }
 
   - "SET PATH=%PYTHON_DIR%;%PYTHON_DIR%\\bin;%PYTHON_DIR%\\Scripts;%PATH%"
 
-  - ps: If(($env:PYTHON).Contains("pypy3")) { (New-Object Net.WebClient).DownloadFile('https://bootstrap.pypa.io/get-pip.py', "$env:appveyor_build_folder\get-pip.py"); pypy3.exe get-pip.py }
+  - ps: If(($env:PYTHON).Contains("pypy3")) { (New-Object Net.WebClient).DownloadFile('https://bootstrap.pypa.io/get-pip.py', "$env:appveyor_build_folder\get-pip.py"); pypy.exe get-pip.py }
 
   # Check that we have the expected version and architecture for Python
   - cmd: "%PYTHON% --version"

.travis.yml

@@ -5,12 +5,12 @@ dist: focal
 jobs:
   include:
     # others still work and don't install python3.7
-    - python: 'pypy3.6'
-    - python: 'pypy3.7'
-    - python: 3.6
+    - python: 'pypy3'
+
     - python: 3.7
     - python: 3.8
     - python: 3.9
+    - python: 3.10
 
 
 install:
@@ -33,4 +33,4 @@ deploy:
   distributions: "sdist"
   on:
     tags: true
-    python: '3.6'
+    python: '3.10'

ctp/header/ThostFtdcTraderApi.h

@@ -156,6 +156,9 @@ class CThostFtdcTraderSpi {
     ///请求查询行情响应
     virtual void OnRspQryDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
 
+    ///请求查询交易员报盘机响应
+    virtual void OnRspQryTraderOffer(CThostFtdcTraderOfferField *pTraderOffer, 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) {};
 
@@ -618,6 +621,9 @@ class TRADER_API_EXPORT CThostFtdcTraderApi {
     ///请求查询行情
     virtual int ReqQryDepthMarketData(CThostFtdcQryDepthMarketDataField *pQryDepthMarketData, int nRequestID) = 0;
 
+    ///请求查询交易员报盘机
+    virtual int ReqQryTraderOffer(CThostFtdcQryTraderOfferField *pQryTraderOffer, int nRequestID) = 0;
+
     ///请求查询投资者结算结果
     virtual int ReqQrySettlementInfo(CThostFtdcQrySettlementInfoField *pQrySettlementInfo, int nRequestID) = 0;
 

ctp/header/ThostFtdcUserApiDataType.h

@@ -272,6 +272,8 @@ typedef char TThostFtdcIdentifiedCardNoType[51];
 #define THOST_FTDC_ICT_FrgPrmtRdCard 'K'
 ///资管产品备案函
 #define THOST_FTDC_ICT_CptMngPrdLetter 'L'
+///港澳台居民身份证
+#define THOST_FTDC_ICT_HKMCTwResidencePermit 'M'
 ///统一社会信用代码
 #define THOST_FTDC_ICT_UniformSocialCreditCode 'N'
 ///机构成立证明文件
@@ -870,6 +872,8 @@ typedef char TThostFtdcOffsetFlagType;
 #define THOST_FTDC_FCC_Other '6'
 ///自然人临近交割
 #define THOST_FTDC_FCC_PersonDeliv '7'
+///风控强平不验证资金
+#define THOST_FTDC_FCC_Notverifycapital '8'
 
 typedef char TThostFtdcForceCloseReasonType;
 
@@ -6811,9 +6815,29 @@ typedef char TThostFtdcSyncDeltaStatusType;
 
 typedef char TThostFtdcActionDirectionType;
 
+/////////////////////////////////////////////////////////////////////////
+///TFtdcOrderCancelAlgType是一个撤单时选择席位算法类型
+/////////////////////////////////////////////////////////////////////////
+///轮询席位撤单
+#define THOST_FTDC_OAC_Balance '1'
+///优先原报单席位撤单
+#define THOST_FTDC_OAC_OrigFirst '2'
+
+typedef char TThostFtdcOrderCancelAlgType;
+
 /////////////////////////////////////////////////////////////////////////
 ///TFtdcSyncDescriptionType是一个追平描述类型
 /////////////////////////////////////////////////////////////////////////
 typedef char TThostFtdcSyncDescriptionType[257];
 
+/////////////////////////////////////////////////////////////////////////
+///TFtdcCommonIntType是一个通用int类型类型
+/////////////////////////////////////////////////////////////////////////
+typedef int TThostFtdcCommonIntType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcSysVersionType是一个系统版本类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcSysVersionType[41];
+
 #endif

ctp/header/ThostFtdcUserApiStruct.h

@@ -83,6 +83,8 @@ struct CThostFtdcRspUserLoginField {
     TThostFtdcTimeType FFEXTime;
     ///能源中心时间
     TThostFtdcTimeType INETime;
+    ///后台版本信息
+    TThostFtdcSysVersionType SysVersion;
 };
 
 ///用户登出请求
@@ -505,6 +507,8 @@ struct CThostFtdcTraderField {
     TThostFtdcInstallCountType InstallCount;
     ///经纪公司代码
     TThostFtdcBrokerIDType BrokerID;
+    ///撤单时选择席位算法
+    TThostFtdcOrderCancelAlgType OrderCancelAlg;
 };
 
 ///投资者
@@ -1071,6 +1075,8 @@ struct CThostFtdcTraderOfferField {
     TThostFtdcTradeIDType MaxTradeID;
     ///本席位最大报单备拷
     TThostFtdcReturnCodeType MaxOrderMessageReference;
+    ///撤单时选择席位算法
+    TThostFtdcOrderCancelAlgType OrderCancelAlg;
 };
 
 ///投资者结算结果
@@ -5617,6 +5623,8 @@ struct CThostFtdcMDTraderOfferField {
     TThostFtdcTradeIDType MaxTradeID;
     ///本席位最大报单备拷
     TThostFtdcReturnCodeType MaxOrderMessageReference;
+    ///撤单时选择席位算法
+    TThostFtdcOrderCancelAlgType OrderCancelAlg;
 };
 
 ///查询行情报盘机
@@ -9697,6 +9705,38 @@ struct CThostFtdcCombPromotionParamField {
     TThostFtdcDiscountRatioType Xparameter;
 };
 
+///国密用户登录请求
+struct CThostFtdcReqUserLoginSCField {
+    ///交易日
+    TThostFtdcDateType TradingDay;
+    ///经纪公司代码
+    TThostFtdcBrokerIDType BrokerID;
+    ///用户代码
+    TThostFtdcUserIDType UserID;
+    ///密码
+    TThostFtdcPasswordType Password;
+    ///用户端产品信息
+    TThostFtdcProductInfoType UserProductInfo;
+    ///接口端产品信息
+    TThostFtdcProductInfoType InterfaceProductInfo;
+    ///协议信息
+    TThostFtdcProtocolInfoType ProtocolInfo;
+    ///Mac地址
+    TThostFtdcMacAddressType MacAddress;
+    ///动态密码
+    TThostFtdcPasswordType OneTimePassword;
+    ///终端IP地址
+    TThostFtdcIPAddressType ClientIPAddress;
+    ///登录备注
+    TThostFtdcLoginRemarkType LoginRemark;
+    ///终端IP端口
+    TThostFtdcIPPortType ClientIPPort;
+    ///认证码
+    TThostFtdcAuthCodeType AuthCode;
+    ///App代码
+    TThostFtdcAppIDType AppID;
+};
+
 ///投资者风险结算持仓查询
 struct CThostFtdcQryRiskSettleInvstPositionField {
     ///经纪公司代码

ctp/header/error.xml

@@ -1,4 +1,4 @@
-<?xml version="1.0" encoding="utf-8"?>
+<?xml version="1.0" encoding="utf-8"?>
 <!-- edited with XMLSPY v2004 rel. 4 U (http://www.xmlspy.com) by wangzhaodong (ORiON) -->
 <!DOCTYPE errors SYSTEM "error.dtd">
 <errors>
@@ -123,6 +123,9 @@
     <error id="DEL_COMB_ACTION_TOO_FAST" value="152" prompt="CTP:删除拆分组合指令：原指令需要等待30s 才能删除"/>
     <error id="COMB_ACTION_SHORT_MONEY" value="153" prompt="CTP:拆分组合钱不足"/>
     <error id="QK_BUSY" value="154" prompt="CTP:查询核心忙 请稍后重试"/>
+    <error id="CFMMC_NO_CONNECTION" value="155" prompt="CTP:未连接监控中心"/>
+    <error id="CLOSE_OPTION_NO_MONEY" value="156" prompt="CTP:平期权多头后资金为负（收益小于平仓手续费），只可由风控人员强平"/>
+    <error id="CANCEL_UNKNOWN_ORDER_UNSUPPORTED" value="157" prompt="CTP:该交易所不支持撤销未知单"/>
     <!--转帐系统错误代码 -->
     <error id="SEND_INSTITUTION_CODE_ERROR" value="1000" prompt="CTP:银期转账：发送机构代码错误"/>
     <error id="NO_GET_PLATFORM_SN" value="1001" prompt="CTP:银期转账：取平台流水号错误"/>
@@ -207,7 +210,7 @@
     <error id="FC_FLOW_CONTROL" value="2067" prompt="建行银期：流量控制(技术错误)"/>
     <error id="TL_TECHNICAL_LOGIC" value="2069" prompt="建行银期：技术逻辑(技术错误)"/>
     <error id="AT_ABSOLUTE_TECHNIQUE" value="2070" prompt="建行银期：纯技术性错误(技术错误)"/>
-
+    ~
     <!--end 建行新一代银期-->
     <!--换汇系统错误代码 bgn-->
     <error id="FBE_NO_GET_PLATFORM_SN" value="3001" prompt="CTP:银期换汇：取平台流水号错误"/>
@@ -250,6 +253,7 @@
     <error id="AUTHUSER_CHECK_ERR" value="4043" prompt="CTP:用户与客户端授权验证失败"/>
     <error id="QUOTE_WRONG_REPALACE_SYSID" value="4050" prompt="CTP:报价指定的顶单编号不合法（中金所）"/>
     <error id="AUTH_IP_FORBIDDEN" value="4060" prompt="CTP:您认证失败次数过多，IP进入认证禁止列表"/>
+
     <error id="SCAPI_SSL_CONNECT_ERR" value="4100" prompt="CTP:SSL Connect Error."/>
     <error id="SCAPI_WRONG_USERIDORNAME" value="4101" prompt="CTP:Wrong User ID or Name."/>
     <error id="SCAPI_CERT_VERIFY_FAILED" value="4102" prompt="CTP:Cert Verify Failed."/>

ctp/version.txt

@@ -1,3 +1,3 @@
-6.6.1_20210406
+v6.6.5_20210924_tradeapi
 windows-64x
 linux-64x