348 lines
13 KiB
Python
348 lines
13 KiB
Python
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# encoding: UTF-8
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structDict = {}
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#用户登录请求
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CThostFtdcReqUserLoginField = {}
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CThostFtdcReqUserLoginField["accountID"] = "string"
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CThostFtdcReqUserLoginField["loginType"] = "int"
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CThostFtdcReqUserLoginField["memberID"] = "string"
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CThostFtdcReqUserLoginField["password"] = "string"
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CThostFtdcReqUserLoginField["tradeDate"] = "string"
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structDict['CThostFtdcReqUserLoginField'] = CThostFtdcReqUserLoginField
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#用户登录应答
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CThostFtdcRspUserLoginField = {}
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CThostFtdcRspUserLoginField["tradeDate"] = "string"
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CThostFtdcRspUserLoginField["localOrderNo"] = "string"
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CThostFtdcRspUserLoginField["loginbatch"] = "int"
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CThostFtdcRspUserLoginField["tradeCode"] = "string"
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CThostFtdcRspUserLoginField["clientID"] = "string"
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CThostFtdcRspUserLoginField["SeatNo"] = "string"
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CThostFtdcRspUserLoginField["clientName"] = "string"
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CThostFtdcRspUserLoginField["lastLoginIp"] = "string"
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CThostFtdcRspUserLoginField["lastLoginDate"] = "string"
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CThostFtdcRspUserLoginField["lastLoginTime"] = "string"
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structDict['CThostFtdcRspUserLoginField'] = CThostFtdcRspUserLoginField
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#用户登出请求
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CThostFtdcUserLogoutField = {}
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CThostFtdcUserLogoutField["traderID"] = "string"
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structDict['CThostFtdcUserLogoutField'] = CThostFtdcUserLogoutField
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#合约
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CThostFtdcInstrumentField = {}
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CThostFtdcInstrumentField["exchangeID"] = "string"
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CThostFtdcInstrumentField["instID"] = "string"
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CThostFtdcInstrumentField["lowerLimit"] = "float"
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CThostFtdcInstrumentField["marketID"] = "string"
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CThostFtdcInstrumentField["maxHand"] = "int"
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CThostFtdcInstrumentField["minHand"] = "int"
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CThostFtdcInstrumentField["name"] = "string"
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CThostFtdcInstrumentField["openFlag"] = "string"
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CThostFtdcInstrumentField["tick"] = "float"
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CThostFtdcInstrumentField["tradeState"] = "string"
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CThostFtdcInstrumentField["unit"] = "int"
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CThostFtdcInstrumentField["upperLimit"] = "float"
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CThostFtdcInstrumentField["varietyID"] = "string"
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CThostFtdcInstrumentField["varietyType"] = "string"
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CThostFtdcInstrumentField["marketType"] = "string"
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structDict['CThostFtdcInstrumentField'] = CThostFtdcInstrumentField
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CThostFtdcQryTradingAccountField = {}
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CThostFtdcQryTradingAccountField["remian"] = "string"
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structDict['CThostFtdcQryTradingAccountField'] = CThostFtdcQryTradingAccountField
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#资金账户
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CThostFtdcTradingAccountField = {}
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CThostFtdcTradingAccountField["availCap"] = "float"
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CThostFtdcTradingAccountField["available"] = "float"
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CThostFtdcTradingAccountField["posiMargin"] = "float"
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CThostFtdcTradingAccountField["buyPosiMargin"] = "float"
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CThostFtdcTradingAccountField["sellPosiMargin"] = "float"
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CThostFtdcTradingAccountField["storageMargin"] = "float"
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CThostFtdcTradingAccountField["totalFee"] = "float"
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CThostFtdcTradingAccountField["totalFrozen"] = "float"
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CThostFtdcTradingAccountField["orderFrozen"] = "float"
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CThostFtdcTradingAccountField["spotSellFrozen"] = "float"
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CThostFtdcTradingAccountField["todayIn"] = "float"
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CThostFtdcTradingAccountField["todayOut"] = "float"
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CThostFtdcTradingAccountField["lastFrozen"] = "float"
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CThostFtdcTradingAccountField["totalFrozenFee"] = "float"
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CThostFtdcTradingAccountField["pickUpMargin"] = "float"
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CThostFtdcTradingAccountField["middleMargin"] = "float"
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structDict['CThostFtdcTradingAccountField'] = CThostFtdcTradingAccountField
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#投资者持仓
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CThostFtdcInvestorPositionField = {}
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CThostFtdcInvestorPositionField["instID"] = "string"
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CThostFtdcInvestorPositionField["longPosi"] = "int"
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CThostFtdcInvestorPositionField["longPosiAvgPrice"] = "float"
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CThostFtdcInvestorPositionField["shortPosi"] = "int"
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CThostFtdcInvestorPositionField["shortPosiAvgPrice"] = "float"
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CThostFtdcInvestorPositionField["longOpenAvgPrice"] = "float"
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CThostFtdcInvestorPositionField["shortOpenAvgPrice"] = "float"
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CThostFtdcInvestorPositionField["longPosiFrozen"] = "int"
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CThostFtdcInvestorPositionField["shortPosiFrozen"] = "int"
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CThostFtdcInvestorPositionField["longPosiVol"] = "int"
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CThostFtdcInvestorPositionField["shortPosiVol"] = "int"
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CThostFtdcInvestorPositionField["todayLong"] = "int"
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CThostFtdcInvestorPositionField["todayShort"] = "int"
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CThostFtdcInvestorPositionField["todayOffsetShort"] = "int"
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CThostFtdcInvestorPositionField["todayOffsetLong"] = "int"
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CThostFtdcInvestorPositionField["lastLong"] = "int"
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CThostFtdcInvestorPositionField["lastShort"] = "int"
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structDict['CThostFtdcInvestorPositionField'] = CThostFtdcInvestorPositionField
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#响应信息
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CThostFtdcRspInfoField = {}
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#错误代码
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CThostFtdcRspInfoField["ErrorID"] = "int"
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#错误信息
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CThostFtdcRspInfoField["ErrorMsg"] = "string"
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structDict['CThostFtdcRspInfoField'] = CThostFtdcRspInfoField
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#深度行情
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CThostFtdcDepthMarketDataField = {}
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CThostFtdcDepthMarketDataField["InstID"] = "string"
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CThostFtdcDepthMarketDataField["Name"] = "string"
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CThostFtdcDepthMarketDataField["MarketName"] = "string"
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CThostFtdcDepthMarketDataField["PreSettle"] = "float"
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CThostFtdcDepthMarketDataField["PreClose"] = "float"
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CThostFtdcDepthMarketDataField["Open"] = "float"
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CThostFtdcDepthMarketDataField["High"] = "float"
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CThostFtdcDepthMarketDataField["Low"] = "float"
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CThostFtdcDepthMarketDataField["Last"] = "float"
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CThostFtdcDepthMarketDataField["Close"] = "float"
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CThostFtdcDepthMarketDataField["Bid1"] = "float"
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CThostFtdcDepthMarketDataField["BidLot1"] = "int"
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CThostFtdcDepthMarketDataField["Ask1"] = "float"
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CThostFtdcDepthMarketDataField["AskLot1"] = "int"
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CThostFtdcDepthMarketDataField["Bid2"] = "float"
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CThostFtdcDepthMarketDataField["BidLot2"] = "int"
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CThostFtdcDepthMarketDataField["Ask2"] = "float"
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CThostFtdcDepthMarketDataField["AskLot2"] = "int"
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CThostFtdcDepthMarketDataField["Bid3"] = "float"
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CThostFtdcDepthMarketDataField["BidLot3"] = "int"
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CThostFtdcDepthMarketDataField["Ask3"] = "float"
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CThostFtdcDepthMarketDataField["AskLot3"] = "int"
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CThostFtdcDepthMarketDataField["Bid4"] = "float"
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CThostFtdcDepthMarketDataField["BidLot4"] = "int"
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CThostFtdcDepthMarketDataField["Ask4"] = "float"
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CThostFtdcDepthMarketDataField["AskLot4"] = "int"
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CThostFtdcDepthMarketDataField["Bid5"] = "float"
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CThostFtdcDepthMarketDataField["BidLot5"] = "int"
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CThostFtdcDepthMarketDataField["Ask5"] = "float"
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CThostFtdcDepthMarketDataField["AskLot5"] = "int"
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CThostFtdcDepthMarketDataField["Volume"] = "int"
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CThostFtdcDepthMarketDataField["OpenInt"] = "int"
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CThostFtdcDepthMarketDataField["UpDown"] = "float"
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CThostFtdcDepthMarketDataField["Turnover"] = "float"
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CThostFtdcDepthMarketDataField["Settle"] = "float"
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CThostFtdcDepthMarketDataField["Average"] = "float"
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CThostFtdcDepthMarketDataField["QuoteDate"] = "string"
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CThostFtdcDepthMarketDataField["QuoteTime"] = "string"
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CThostFtdcDepthMarketDataField["weight"] = "float"
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CThostFtdcDepthMarketDataField["highLimit"] = "float"
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CThostFtdcDepthMarketDataField["lowLimit"] = "float"
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CThostFtdcDepthMarketDataField["UpDownRate"] = "float"
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structDict['CThostFtdcDepthMarketDataField'] = CThostFtdcDepthMarketDataField
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#输入报单
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CThostFtdcInputOrderField = {}
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CThostFtdcInputOrderField["seatID"] = "string"
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CThostFtdcInputOrderField["tradeCode"] = "string"
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CThostFtdcInputOrderField["instID"] = "string"
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CThostFtdcInputOrderField["buyOrSell"] = "string"
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CThostFtdcInputOrderField["offsetFlag"] = "string"
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CThostFtdcInputOrderField["amount"] = "int"
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CThostFtdcInputOrderField["middleFlag"] = "string"
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CThostFtdcInputOrderField["priceFlag"] = "string"
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CThostFtdcInputOrderField["price"] = "float"
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CThostFtdcInputOrderField["trigPrice"] = "float"
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CThostFtdcInputOrderField["marketID"] = "string"
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CThostFtdcInputOrderField["LocalOrderNo"] = "string"
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CThostFtdcInputOrderField["tradeWay"] = "string"
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structDict['CThostFtdcInputOrderField'] = CThostFtdcInputOrderField
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#报单
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CThostFtdcOrderField = {}
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CThostFtdcOrderField["orderNo"] = "string"
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CThostFtdcOrderField["localOrderNo"] = "string"
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CThostFtdcOrderField["marketID"] = "string"
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CThostFtdcOrderField["instID"] = "string"
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CThostFtdcOrderField["buyOrSell"] = "string"
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CThostFtdcOrderField["offsetFlag"] = "string"
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CThostFtdcOrderField["amount"] = "int"
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CThostFtdcOrderField["weight"] = "float"
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CThostFtdcOrderField["price"] = "float"
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CThostFtdcOrderField["matchQty"] = "int"
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CThostFtdcOrderField["matchWeight"] = "float"
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CThostFtdcOrderField["status"] = "string"
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CThostFtdcOrderField["entrustTime"] = "string"
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CThostFtdcOrderField["forceoffset_flag"] = "string"
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CThostFtdcOrderField["cancelQty"] = "int"
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CThostFtdcOrderField["cancelTime"] = "string"
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CThostFtdcOrderField["tradeWay"] = "string"
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structDict['CThostFtdcOrderField'] = CThostFtdcOrderField
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#报单撤单回报
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CThostFtdcOrderRtnField = {}
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CThostFtdcOrderRtnField["orderNo"] = "string"
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CThostFtdcOrderRtnField["localOrderNo"] = "string"
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CThostFtdcOrderRtnField["status"] = "string"
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CThostFtdcOrderRtnField["cancelQty"] = "int"
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structDict['CThostFtdcOrderRtnField'] = CThostFtdcOrderRtnField
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#输入报单操作(cancel order)
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CThostFtdcInputOrderActionField = {}
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CThostFtdcInputOrderActionField["localOrderNo"] = "string"
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CThostFtdcInputOrderActionField["marketID"] = "string"
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CThostFtdcInputOrderActionField["status"] = "string"
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structDict['CThostFtdcInputOrderActionField'] = CThostFtdcInputOrderActionField
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#报单操作
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CThostFtdcOrderActionField = {}
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CThostFtdcOrderActionField["localOrderNo"] = "string"
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CThostFtdcOrderActionField["orderFlag"] = "string"
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CThostFtdcOrderActionField["marketID"] = "string"
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CThostFtdcOrderActionField["traderID"] = "string"
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CThostFtdcOrderActionField["tradeWay"] = "string"
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structDict['CThostFtdcOrderActionField'] = CThostFtdcOrderActionField
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#成交
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CThostFtdcTradeField = {}
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CThostFtdcTradeField["orderNo"] = "string"
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CThostFtdcTradeField["matchNo"] = "string"
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CThostFtdcTradeField["instID"] = "string"
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CThostFtdcTradeField["buyOrSell"] = "string"
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CThostFtdcTradeField["offSetFlag"] = "string"
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CThostFtdcTradeField["price"] = "float"
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CThostFtdcTradeField["volume"] = "int"
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CThostFtdcTradeField["amount"] = "float"
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CThostFtdcTradeField["weight"] = "float"
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CThostFtdcTradeField["order_flag"] = "string"
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CThostFtdcTradeField["matchDate"] = "string"
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CThostFtdcTradeField["matchTime"] = "string"
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CThostFtdcTradeField["localOrderNo"] = "string"
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CThostFtdcTradeField["marketID"] = "string"
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CThostFtdcTradeField["trade_fee"] = "float"
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CThostFtdcTradeField["forceoffset_flag"] = "string"
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CThostFtdcTradeField["forcebatchnum"] = "int"
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CThostFtdcTradeField["tradeWay"] = "string"
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structDict['CThostFtdcTradeField'] = CThostFtdcTradeField
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#查询合约
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CThostFtdcQryInstrumentField = {}
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CThostFtdcQryInstrumentField["ContractID"] = "string"
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CThostFtdcQryInstrumentField["ProductID"] = "string"
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structDict['CThostFtdcQryInstrumentField'] = CThostFtdcQryInstrumentField
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#查询成交
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CThostFtdcQryTradeField = {}
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CThostFtdcQryTradeField["matchNo"] = "string"
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CThostFtdcQryTradeField["instID"] = "string"
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CThostFtdcQryTradeField["marketID"] = "string"
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CThostFtdcQryTradeField["localOrderNo"] = "string"
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structDict['CThostFtdcQryTradeField'] = CThostFtdcQryTradeField
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#查询报单
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CThostFtdcQryOrderField = {}
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CThostFtdcQryOrderField["instID"] = "string"
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CThostFtdcQryOrderField["marketID"] = "string"
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CThostFtdcQryOrderField["localOrderNo"] = "string"
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structDict['CThostFtdcQryOrderField'] = CThostFtdcQryOrderField
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#查询投资者持仓
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CThostFtdcQryInvestorPositionField = {}
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CThostFtdcQryInvestorPositionField["marketID"] = "string"
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CThostFtdcQryInvestorPositionField["instID"] = "string"
|
||
|
|
structDict['CThostFtdcQryInvestorPositionField'] = CThostFtdcQryInvestorPositionField
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
#查询库存
|
||
|
|
CThostFtdcQryStorageField = {}
|
||
|
|
CThostFtdcQryStorageField["varietyID"] = "string"
|
||
|
|
structDict['CThostFtdcQryStorageField'] = CThostFtdcQryStorageField
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
CThostFtdcStorageField = {}
|
||
|
|
CThostFtdcStorageField["varietyID"] = "string"
|
||
|
|
CThostFtdcStorageField["varietyName"] = "string"
|
||
|
|
CThostFtdcStorageField["totalStorage"] = "float"
|
||
|
|
CThostFtdcStorageField["availableStorage"] = "float"
|
||
|
|
CThostFtdcStorageField["frozenStorage"] = "float"
|
||
|
|
CThostFtdcStorageField["pendStorage"] = "float"
|
||
|
|
CThostFtdcStorageField["todayBuy"] = "float"
|
||
|
|
CThostFtdcStorageField["todaySell"] = "float"
|
||
|
|
CThostFtdcStorageField["todayDeposit"] = "float"
|
||
|
|
CThostFtdcStorageField["todayRealDeposit"] = "float"
|
||
|
|
CThostFtdcStorageField["todayBorrow"] = "float"
|
||
|
|
CThostFtdcStorageField["todayLend"] = "float"
|
||
|
|
CThostFtdcStorageField["impawnStorage"] = "float"
|
||
|
|
CThostFtdcStorageField["lawFrozen"] = "float"
|
||
|
|
CThostFtdcStorageField["bankFrozen"] = "float"
|
||
|
|
CThostFtdcStorageField["customType"] = "string"
|
||
|
|
CThostFtdcStorageField["storageCost"] = "float"
|
||
|
|
CThostFtdcStorageField["impawnFrozen"] = "float"
|
||
|
|
structDict['CThostFtdcStorageField'] = CThostFtdcStorageField
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
CThostFtdcMarketStatusField = {}
|
||
|
|
CThostFtdcMarketStatusField["MktStatus"] = "string"
|
||
|
|
CThostFtdcMarketStatusField["marketID"] = "string"
|
||
|
|
structDict['CThostFtdcMarketStatusField'] = CThostFtdcMarketStatusField
|
||
|
|
|
||
|
|
#指定的合约
|
||
|
|
CThostFtdcSpecificInstrumentField = {}
|
||
|
|
#合约代码
|
||
|
|
CThostFtdcSpecificInstrumentField["InstrumentID"] = "string"
|
||
|
|
structDict['CThostFtdcSpecificInstrumentField'] = CThostFtdcSpecificInstrumentField
|
||
|
|
|
||
|
|
|
||
|
|
|