95 lines
2.8 KiB
Python
95 lines
2.8 KiB
Python
|
# encoding: UTF-8
|
|||
|
|
|
|||
|
|
|
|||
|
|
# 方向常量
|
|||
|
|
DIRECTION_NONE = u'none'
|
|||
|
|
DIRECTION_LONG = u'long'
|
|||
|
|
DIRECTION_SHORT = u'short'
|
|||
|
|
DIRECTION_UNKNOWN = u'unknown'
|
|||
|
|
DIRECTION_NET = u'net'
|
|||
|
|
DIRECTION_SELL = u'sell' # IB接口
|
|||
|
|
|
|||
|
|
# 开平常量
|
|||
|
|
OFFSET_NONE = u'none'
|
|||
|
|
OFFSET_OPEN = u'open'
|
|||
|
|
OFFSET_CLOSE = u'close'
|
|||
|
|
OFFSET_FORCECLOSE = u'force close'
|
|||
|
|
OFFSET_CLOSETODAY = u'close today'
|
|||
|
|
OFFSET_CLOSEYESTERDAY = u'close yesterday'
|
|||
|
|
OFFSET_FORCECOFF = u'force off'
|
|||
|
|
OFFSET_LOCALFORCECLOSE = u'local force close'
|
|||
|
|
OFFSET_UNKNOWN = u'unknown'
|
|||
|
|
|
|||
|
|
# 状态常量
|
|||
|
|
STATUS_NOTTRADED = u'pending'
|
|||
|
|
STATUS_PARTTRADED = u'partial filled'
|
|||
|
|
STATUS_ALLTRADED = u'filled'
|
|||
|
|
STATUS_CANCELLED = u'cancelled'
|
|||
|
|
STATUS_REJECTED = u'rejected'
|
|||
|
|
STATUS_UNKNOWN = u'unknown'
|
|||
|
|
|
|||
|
|
# 合约类型常量
|
|||
|
|
PRODUCT_EQUITY = u'equity'
|
|||
|
|
PRODUCT_FUTURES = u'futures'
|
|||
|
|
PRODUCT_OPTION = u'option'
|
|||
|
|
PRODUCT_INDEX = u'index'
|
|||
|
|
PRODUCT_COMBINATION = u'combination'
|
|||
|
|
PRODUCT_FOREX = u'forex'
|
|||
|
|
PRODUCT_UNKNOWN = u'unknown'
|
|||
|
|
PRODUCT_SPOT = u'spot'
|
|||
|
|
PRODUCT_DEFER = u'defer'
|
|||
|
|
PRODUCT_NONE = 'none'
|
|||
|
|
|
|||
|
|
# 价格类型常量
|
|||
|
|
PRICETYPE_LIMITPRICE = u'limit order'
|
|||
|
|
PRICETYPE_MARKETPRICE = u'market order'
|
|||
|
|
PRICETYPE_FAK = u'FAK'
|
|||
|
|
PRICETYPE_FOK = u'FOK'
|
|||
|
|
|
|||
|
|
# 期权类型
|
|||
|
|
OPTION_CALL = u'call'
|
|||
|
|
OPTION_PUT = u'put'
|
|||
|
|
|
|||
|
|
# 交易所类型
|
|||
|
|
EXCHANGE_SSE = 'SSE' # 上交所
|
|||
|
|
EXCHANGE_SZSE = 'SZSE' # 深交所
|
|||
|
|
EXCHANGE_CFFEX = 'CFFEX' # 中金所
|
|||
|
|
EXCHANGE_SHFE = 'SHFE' # 上期所
|
|||
|
|
EXCHANGE_CZCE = 'CZCE' # 郑商所
|
|||
|
|
EXCHANGE_DCE = 'DCE' # 大商所
|
|||
|
|
EXCHANGE_SGE = 'SGE' # 上金所
|
|||
|
|
EXCHANGE_INE = 'INE' # 国际能源交易中心
|
|||
|
|
EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所
|
|||
|
|
EXCHANGE_NONE = '' # 空交易所
|
|||
|
|
EXCHANGE_HKEX = 'HKEX' # 港交所
|
|||
|
|
EXCHANGE_HKFE = 'HKFE' # 香港期货交易所
|
|||
|
|
|
|||
|
|
EXCHANGE_SMART = 'SMART' # IB智能路由（股票、期权）
|
|||
|
|
EXCHANGE_NYMEX = 'NYMEX' # IB 期货
|
|||
|
|
EXCHANGE_GLOBEX = 'GLOBEX' # CME电子交易平台
|
|||
|
|
EXCHANGE_IDEALPRO = 'IDEALPRO' # IB外汇ECN
|
|||
|
|
|
|||
|
|
EXCHANGE_CME = 'CME' # CME交易所
|
|||
|
|
EXCHANGE_ICE = 'ICE' # ICE交易所
|
|||
|
|
|
|||
|
|
EXCHANGE_OANDA = 'OANDA' # OANDA外汇做市商
|
|||
|
|
EXCHANGE_OKCOIN = 'OKCOIN' # OKCOIN比特币交易所
|
|||
|
|
EXCHANGE_HUOBI = 'HUOBI' # 火币比特币交易所
|
|||
|
|
EXCHANGE_LHANG = 'LHANG' # 链行比特币交易所
|
|||
|
|
|
|||
|
|
# 货币类型
|
|||
|
|
CURRENCY_USD = 'USD' # 美元
|
|||
|
|
CURRENCY_CNY = 'CNY' # 人民币
|
|||
|
|
CURRENCY_HKD = 'HKD' # 港币
|
|||
|
|
CURRENCY_UNKNOWN = 'UNKNOWN' # 未知货币
|
|||
|
|
CURRENCY_NONE = '' # 空货币
|
|||
|
|
|
|||
|
|
# 数据库
|
|||
|
|
LOG_DB_NAME = 'VnTrader_Log_Db'
|
|||
|
|
|
|||
|
|
# 接口类型
|
|||
|
|
GATEWAYTYPE_EQUITY = 'equity' # 股票、ETF、债券
|
|||
|
|
GATEWAYTYPE_FUTURES = 'futures' # 期货、期权、贵金属
|
|||
|
|
GATEWAYTYPE_INTERNATIONAL = 'international' # 外盘
|
|||
|
|
GATEWAYTYPE_BTC = 'btc' # 比特币
|
|||
|
|
GATEWAYTYPE_DATA = 'data' # 数据（非交易）
|