263 lines
6.7 KiB
Python
263 lines
6.7 KiB
Python
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# encoding: UTF-8
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structDict = {}
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#新订单请求
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XTPOrderInsertInfo = {}
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# ///XTP系统订单ID
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XTPOrderInsertInfo["order_xtp_id"] = "int"
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# ///报单引用,由客户自定义
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XTPOrderInsertInfo["order_client_id"] = "int"
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# ///合约代码 客户端请求不带空格
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XTPOrderInsertInfo["ticker"] = "string"
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# ///交易市场
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XTPOrderInsertInfo["market"] = "int"
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# ///价格
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XTPOrderInsertInfo["price"] = "float"
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# ///止损价（保留字段）
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XTPOrderInsertInfo["stop_price"] = "float"
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# ///数量
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XTPOrderInsertInfo["quantity"] = "int"
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# ///报单价格
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XTPOrderInsertInfo["price_type"] = "int"
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# ///买卖方向
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XTPOrderInsertInfo["side"] = "int"
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structDict['XTPOrderInsertInfo'] = XTPOrderInsertInfo
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#撤单
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XTPOrderCancel = {}
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# ///XTP系统订单ID
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XTPOrderCancel["order_cancel_xtp_id"] = "int"
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# ///报单操作引用
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XTPOrderCancel["order_cancel_client_id"] = "int"
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# ///合约代码
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XTPOrderCancel["ticker"] = "string"
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# ///交易市场
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XTPOrderCancel["market"] = "int"
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# ///操作时间
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XTPOrderCancel["action_time"] = "int"
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# ///报单引用
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XTPOrderCancel["order_client_id"] = "int"
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# ///操作对象订单的序号
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XTPOrderCancel["order_xtp_id"] = "int"
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structDict['XTPOrderCancel'] = XTPOrderCancel
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#撤单失败响应消息
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XTPOrderCancelInfo = {}
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# ///撤单XTPID
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XTPOrderCancelInfo["order_cancel_xtp_id"] = "int"
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# ///原始订单XTPID
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XTPOrderCancelInfo["order_xtp_id"] = "int"
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structDict['XTPOrderCancelInfo'] = XTPOrderCancelInfo
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#报单响应结构体
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XTPOrderInfo = {}
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# ///XTP系统订单ID
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XTPOrderInfo["order_xtp_id"] = "int"
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#报单引用，用户自定义
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XTPOrderInfo["order_client_id"] = "int"
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# ///报单操作引用，用户自定义
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XTPOrderInfo["order_cancel_client_id"] = "int"
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# ///撤单在XTP系统中的id
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XTPOrderInfo["order_cancel_xtp_id"] = "int"
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#合约代码
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XTPOrderInfo["ticker"] = "string"
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#交易市场
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XTPOrderInfo["market"] = "int"
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#价格
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XTPOrderInfo["price"] = "float"
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#数量
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XTPOrderInfo["quantity"] = "int"
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#报单价格条件
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XTPOrderInfo["price_type"] = "int"
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#买卖方向
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XTPOrderInfo["side"] = "int"
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#今成交数量
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XTPOrderInfo["qty_traded"] = "int"
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#剩余数量
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XTPOrderInfo["qty_left"] = "int"
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#委托时间
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XTPOrderInfo["insert_time"] = "int"
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#最后修改时间
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XTPOrderInfo["update_time"] = "int"
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#撤销时间
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XTPOrderInfo["cancel_time"] = "int"
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#成交金额
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XTPOrderInfo["trade_amount"] = "float"
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#本地报单编号 OMS生成的单号
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XTPOrderInfo["order_local_id"] = "string"
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#报单状态
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XTPOrderInfo["order_status"] = "int"
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#报单提交状态
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XTPOrderInfo["order_submit_status"] = "int"
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#报单类型
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XTPOrderInfo["order_type"] = "char"
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structDict['XTPOrderInfo'] = XTPOrderInfo
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#报单成交结构体
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XTPTradeReport = {}
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# ///XTP系统订单ID
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XTPTradeReport["order_xtp_id"] = "int"
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# ///报单引用
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XTPTradeReport["order_client_id"] = "int"
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# ///合约代码
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XTPTradeReport["ticker"] = "string"
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# ///交易市场
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XTPTradeReport["market"] = "int"
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# ///订单号
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XTPTradeReport["local_order_id"] = "int"
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# ///成交编号
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XTPTradeReport["exec_id"] = "int"
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# ///价格
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XTPTradeReport["price"] = "float"
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# ///数量
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XTPTradeReport["quantity"] = "int"
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# ///成交时间
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XTPTradeReport["trade_time"] = "int"
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# ///成交金额
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XTPTradeReport["trade_amount"] = "float"
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# ///成交序号 --回报记录号
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XTPTradeReport["report_index"] = "int"
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# ///报单编号 --交易所单号
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XTPTradeReport["order_exch_id"] = "string"
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# ///成交类型 --成交回报中的执行类型
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XTPTradeReport["trade_type"] = "char"
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# ///买卖方向
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XTPTradeReport["side"] = "int"
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# ///交易所交易员代码
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XTPTradeReport["branch_pbu"] = "string"
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structDict['XTPTradeReport'] = XTPTradeReport
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#///////////////////////////////////////////////////////////////////////
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#报单查询
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#///////////////////////////////////////////////////////////////////////
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#报单查询请求-条件查询
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XTPQueryOrderReq = {}
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# ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报
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XTPQueryOrderReq["ticker"] = "string"
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# ///格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点
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XTPQueryOrderReq["begin_time"] = "int"
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# ///格式为YYYYMMDDHHMMSSsss，为0则默认当前时间
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XTPQueryOrderReq["end_time"] = "int"
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structDict['XTPQueryOrderReq'] = XTPQueryOrderReq
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#报单查询响应结构体
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#///////////////////////////////////////////////////////////////////////
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#成交回报查询
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#///////////////////////////////////////////////////////////////////////
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#查询成交报告请求-根据执行编号查询（保留字段）
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XTPQueryReportByExecIdReq = {}
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# ///XTP订单系统ID
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XTPQueryReportByExecIdReq["order_xtp_id"] = "int"
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# ///成交执行编号
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XTPQueryReportByExecIdReq["exec_id"] = "int"
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structDict['XTPQueryReportByExecIdReq'] = XTPQueryReportByExecIdReq
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#查询成交回报请求-查询条件
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XTPQueryTraderReq = {}
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# ///证券代码，可以为空，如果为空，则默认查询时间段内的所有成交回报
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XTPQueryTraderReq["ticker"] = "string"
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# ///开始时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点
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XTPQueryTraderReq["begin_time"] = "int"
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# ///结束时间，格式为YYYYMMDDHHMMSSsss，为0则默认当前时间
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XTPQueryTraderReq["end_time"] = "int"
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structDict['XTPQueryTraderReq'] = XTPQueryTraderReq
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#成交回报查询响应结构体
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#///////////////////////////////////////////////////////////////////////
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#账户资金查询响应结构体
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#///////////////////////////////////////////////////////////////////////
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XTPQueryAssetRsp = {}
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#总资产
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XTPQueryAssetRsp["total_asset"] = "float"
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# ///可用资金
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XTPQueryAssetRsp["buying_power"] = "float"
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#证券资产
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XTPQueryAssetRsp["security_asset"] = "float"
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# ///累计买入成交证券占用资金（保留字段）
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XTPQueryAssetRsp["fund_buy_amount"] = "float"
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# ///累计买入成交交易费用（保留字段）
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XTPQueryAssetRsp["fund_buy_fee"] = "float"
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# ///累计卖出成交证券所得资金（保留字段）
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XTPQueryAssetRsp["fund_sell_amount"] = "float"
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# ///累计卖出成交交易费用（保留字段）
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XTPQueryAssetRsp["fund_sell_fee"] = "float"
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structDict['XTPQueryAssetRsp'] = XTPQueryAssetRsp
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#///////////////////////////////////////////////////////////////////////
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#查询股票持仓情况
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#///////////////////////////////////////////////////////////////////////
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XTPQueryStkPositionRsp = {}
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# ///证券代码
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XTPQueryStkPositionRsp["ticker"] = "string"
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# ///证券名称
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XTPQueryStkPositionRsp["ticker_name"] = "string"
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# ///当前持仓
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XTPQueryStkPositionRsp["total_qty"] = "int"
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# ///可用股份数
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XTPQueryStkPositionRsp["sellable_qty"] = "int"
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# ///持仓成本
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XTPQueryStkPositionRsp["avg_price"] = "float"
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# ///浮动盈亏
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XTPQueryStkPositionRsp["unrealized_pnl"] = "float"
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structDict['XTPQueryStkPositionRsp'] = XTPQueryStkPositionRsp
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