#ifndef _CTP_TRADER_H_
#define _CTP_TRADER_H_
#include "ThostFtdcTraderApi.h"
#include "ThostFtdcUserApiStruct.h"
#include "DataTypes.h"
#include "ServerInfo.h"
#include "UserInfo.h"
#include "../ServiceLib/Trader.h"

#include <boost/thread/mutex.hpp>
#include <boost/thread/condition_variable.hpp>
#include <set>


//交易接口;
class CtpTrader : public CThostFtdcTraderSpi,public Trader
{
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) ;

	///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 OnRspQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, 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) ;

	///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) ;

	///交易通知
	virtual void OnRtnTradingNotice(CThostFtdcTradingNoticeInfoField *pTradingNoticeInfo) ;

	///提示条件单校验错误
	virtual void OnRtnErrorConditionalOrder(CThostFtdcErrorConditionalOrderField *pErrorConditionalOrder) {};

	///保证金监控中心用户令牌
	virtual void OnRtnCFMMCTradingAccountToken(CThostFtdcCFMMCTradingAccountTokenField *pCFMMCTradingAccountToken) {};

	///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) {};
	virtual void OnRspQryInstrumentOrderCommRate(CThostFtdcInstrumentOrderCommRateField *pInstrumentOrderCommRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) override;

protected:
	void SetLastError(CThostFtdcRspInfoField *pRspInfo);
	bool IsErrorRspInfo(CThostFtdcRspInfoField *pRspInfo);
	boost::shared_ptr<Order> Convert(CThostFtdcOrderField* pField);
	boost::shared_ptr<Trade> Convert(CThostFtdcTradeField* pField);
	boost::shared_ptr<ParkedOrder> Convert(CThostFtdcParkedOrderField *pParkedOrder);
public:
	//功能函数;
	//请求认证;
	bool ReqAuthenticate();
	//请求登录;
	bool ReqUserLogin();
	//结算信息确认;
	bool SettlementConfirm();
	//查询交易参数;
	bool QryTradingParam();
	//查询转帐银行;
	bool QryTransBank();
	//查询通知;
	bool QryNotice();
	//查询交易通知;
	bool QryTradingNotice();
	//查询投资者;
	bool QryInvestor();
	//查询委托;
	bool QryOrder(const std::string&, const std::string& instId);
	//查询成交;
	bool QryTrade(const std::string&, const std::string& instId);
	//查询交易所;
	bool QryExchange(const std::string& exchangeId);
	//查询合约;
	bool QryInstrument(const std::string& instId,const std::string& exchgId);
	//查询合约;
	bool QryProduct(const std::string& productID, char productClass);
	//查询帐户资金;
	bool QryAccount();
	//查询持仓;
	bool QryPosition(const std::string& instId);
	//查询持仓明细;
	bool QryPositionDetail(const std::string& instId);
	//查询组合持仓;
	bool QryCombPosDetail(const std::string& instId);
	//查询结算信息确认;
	bool QrySettlementConfirm();
	//查询结算信息;
	bool QrySettlementInfo();
	//查询手续费;
	bool QryInstCommissionRate(const std::string& instId,const std::string& ExchangeID="");
	//查询报单手续费,此函数无用;
	bool QryInstOrderCommRate(const std::string& InstId);

	//此函数要登录后使用;
	boost::shared_ptr<InstrumentCommisionRate> GetInstCommissionRate(const std::string& instId);
	boost::shared_ptr<InstrumentMarginRate> GetInstMarginRate(const std::string& instId);
	//交易计算参数;
	virtual boost::shared_ptr<BrokerTradingParams> GetBrokerTradingParams();
	//查询保证金;
	bool QryExchgMarginRate(const std::string& instId);
	bool QryInstMarginRate(const std::string& instId);

	//查询最大下单量;
	bool QryMaxOrderVolume(const std::string& instId);
	//报单;
	bool OrderInsert(boost::shared_ptr<InputOrder> pInputOrder);
	//撤单;
	bool OrderAction(boost::shared_ptr<InputOrderAction> pInputOrderAction);
	//预埋单;
	bool ParkedOrderInsert(boost::shared_ptr<ParkedOrder> pParkedOrder);
	//预埋撤单;
	bool ParkedOrderAction();
	//查询行情;
	bool QryDepthMarket(const std::string& instId);
	//查询保证金算法;
	bool QryBrokerTradingAlgos(const std::string& instId,const std::string& ExchangeID="");
protected:
	//通知登录;
	void NotifyUserLogin(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

	//保存起来供模拟时用;
	void SaveTradingAccount(const TradingAccount& ta);
public:

	CThostFtdcTraderApi* GetTraderApi();
	
	std::string GetApiVersion();
	std::string GetTradingDay();
protected:
	CThostFtdcTraderApi* m_pTraderApi;

public:
	//交易参数;
	BrokerTradingParams m_BrokerTradingParams;
	//用户通知;
	Notice m_Notice;
	//结算确认;
	SettlementInfoConfirm m_SettlementInfoConfirm;
	SettlementInfo m_SettlementInfo;
	//合约状态;
	std::map<std::string, boost::shared_ptr<InstStatus> > m_InstStatus;
	//基础合约列表;
	std::set<std::string> m_FuturesInstruments;
	std::map<std::string, std::set<std::string> > m_Exchange2Futures;
public:
	//构造函数;
	CtpTrader();
	virtual ~CtpTrader();
	//初始化;
	bool Init(const ServerInfo& s);
	//登录;
	bool Login(const UserLoginParam& u);

	bool Logout();
	//释放接口对象;
	void Release();
protected:
	CtpTrader(const CtpTrader& other);
	CtpTrader& operator =(const CtpTrader& other);

	mutex m_Mutex4QryInstCommisonRate;
	mutex m_Mutex4QryInstMarginRate;
	//报单引用编号;
	mutex m_Mutex4OrderRef;

	condition_variable m_CV4QryInstCommisonRate;
	condition_variable m_CV4QryInstMarginRate;
};
#endif