[Add] 6.3.15 ctp api

This commit is contained in:
vn.py 2019-05-14 11:15:48 +08:00
parent 1dd5f9ce8e
commit 3271f79b21
12 changed files with 46 additions and 2 deletions

Binary file not shown.

Binary file not shown.

Binary file not shown.

Binary file not shown.

View File

@ -710,6 +710,10 @@ typedef char TThostFtdcRatioAttrType;
#define THOST_FTDC_HF_Hedge '3'
///做市商
#define THOST_FTDC_HF_MarketMaker '5'
///第一腿投机第二腿套保 大商所专用
#define THOST_FTDC_HF_SpecHedge '6'
///第一腿套保第二腿投机 大商所专用
#define THOST_FTDC_HF_HedgeSpec '7'
typedef char TThostFtdcHedgeFlagType;
@ -834,8 +838,10 @@ typedef char TThostFtdcForceCloseReasonType;
#define THOST_FTDC_ORDT_ConditionalOrder '4'
///互换单
#define THOST_FTDC_ORDT_Swap '5'
///期转现衍生
#define THOST_FTDC_ORDT_DeriveFromEFP '6'
///大宗交易成交衍生
#define THOST_FTDC_ORDT_DeriveFromBlockTrade '6'
///期转现成交衍生
#define THOST_FTDC_ORDT_DeriveFromEFPTrade '7'
typedef char TThostFtdcOrderTypeType;
@ -954,6 +960,8 @@ typedef char TThostFtdcOrderSourceType;
#define THOST_FTDC_TRDT_EFPDerived '3'
///组合衍生成交
#define THOST_FTDC_TRDT_CombinationDerived '4'
///大宗交易成交
#define THOST_FTDC_TRDT_BlockTrade '5'
typedef char TThostFtdcTradeTypeType;
@ -966,6 +974,8 @@ typedef char TThostFtdcTradeTypeType;
#define THOST_FTDC_PSRC_Buy '1'
///卖委托价
#define THOST_FTDC_PSRC_Sell '2'
///场外成交价
#define THOST_FTDC_PSRC_OTC '3'
typedef char TThostFtdcPriceSourceType;
@ -6185,6 +6195,34 @@ typedef char TThostFtdcStrikeTimeType[13];
typedef char TThostFtdcCombinationTypeType;
/////////////////////////////////////////////////////////////////////////
///TFtdcDceCombinationTypeType是一个组合类型类型
/////////////////////////////////////////////////////////////////////////
///期货对锁组合
#define THOST_FTDC_DCECOMBT_SPL '0'
///期权对锁组合
#define THOST_FTDC_DCECOMBT_OPL '1'
///期货跨期组合
#define THOST_FTDC_DCECOMBT_SP '2'
///期货跨品种组合
#define THOST_FTDC_DCECOMBT_SPC '3'
///买入期权垂直价差组合
#define THOST_FTDC_DCECOMBT_BLS '4'
///卖出期权垂直价差组合
#define THOST_FTDC_DCECOMBT_BES '5'
///期权日历价差组合
#define THOST_FTDC_DCECOMBT_CAS '6'
///期权跨式组合
#define THOST_FTDC_DCECOMBT_STD '7'
///期权宽跨式组合
#define THOST_FTDC_DCECOMBT_STG '8'
///买入期货期权组合
#define THOST_FTDC_DCECOMBT_BFO '9'
///卖出期货期权组合
#define THOST_FTDC_DCECOMBT_SFO 'a'
typedef char TThostFtdcDceCombinationTypeType;
/////////////////////////////////////////////////////////////////////////
///TFtdcOptionRoyaltyPriceTypeType是一个期权权利金价格类型类型
/////////////////////////////////////////////////////////////////////////

View File

@ -810,6 +810,8 @@ struct CThostFtdcInvestorPositionField
TThostFtdcVolumeType YdStrikeFrozen;
///投资单元代码
TThostFtdcInvestUnitIDType InvestUnitID;
///大商所持仓成本差值,只有大商所使用
TThostFtdcMoneyType PositionCostOffset;
};
///合约保证金率
@ -2269,6 +2271,8 @@ struct CThostFtdcSyncingInvestorPositionField
TThostFtdcVolumeType YdStrikeFrozen;
///投资单元代码
TThostFtdcInvestUnitIDType InvestUnitID;
///大商所持仓成本差值,只有大商所使用
TThostFtdcMoneyType PositionCostOffset;
};
///正在同步中的合约保证金率
@ -5401,6 +5405,8 @@ struct CThostFtdcInvestorPositionDetailField
TThostFtdcVolumeType CloseVolume;
///平仓金额
TThostFtdcMoneyType CloseAmount;
///按照时间顺序平仓的笔数,大商所专用
TThostFtdcVolumeType TimeFirstVolume;
///投资单元代码
TThostFtdcInvestUnitIDType InvestUnitID;
};

Binary file not shown.

Binary file not shown.

Binary file not shown.

Binary file not shown.