diff --git a/vnpy/api/ctp/6.3.13/thostmduserapi_se.dll b/vnpy/api/ctp/6.3.13/thostmduserapi_se.dll new file mode 100644 index 00000000..548cd0c2 Binary files /dev/null and b/vnpy/api/ctp/6.3.13/thostmduserapi_se.dll differ diff --git a/vnpy/api/ctp/6.3.13/thostmduserapi_se.so b/vnpy/api/ctp/6.3.13/thostmduserapi_se.so new file mode 100644 index 00000000..7d48609b Binary files /dev/null and b/vnpy/api/ctp/6.3.13/thostmduserapi_se.so differ diff --git a/vnpy/api/ctp/6.3.13/thosttraderapi_se.dll b/vnpy/api/ctp/6.3.13/thosttraderapi_se.dll new file mode 100644 index 00000000..8334ad42 Binary files /dev/null and b/vnpy/api/ctp/6.3.13/thosttraderapi_se.dll differ diff --git a/vnpy/api/ctp/6.3.13/thosttraderapi_se.so b/vnpy/api/ctp/6.3.13/thosttraderapi_se.so new file mode 100644 index 00000000..92538c0b Binary files /dev/null and b/vnpy/api/ctp/6.3.13/thosttraderapi_se.so differ diff --git a/vnpy/api/ctp/include/ctp/ThostFtdcUserApiDataType.h b/vnpy/api/ctp/include/ctp/ThostFtdcUserApiDataType.h index d2e9bece..30c22889 100644 --- a/vnpy/api/ctp/include/ctp/ThostFtdcUserApiDataType.h +++ b/vnpy/api/ctp/include/ctp/ThostFtdcUserApiDataType.h @@ -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 ///////////////////////////////////////////////////////////////////////// diff --git a/vnpy/api/ctp/include/ctp/ThostFtdcUserApiStruct.h b/vnpy/api/ctp/include/ctp/ThostFtdcUserApiStruct.h index 524c4659..8640a88a 100644 --- a/vnpy/api/ctp/include/ctp/ThostFtdcUserApiStruct.h +++ b/vnpy/api/ctp/include/ctp/ThostFtdcUserApiStruct.h @@ -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; }; diff --git a/vnpy/api/ctp/libs/thostmduserapi_se.lib b/vnpy/api/ctp/libs/thostmduserapi_se.lib index 93890aa4..36477303 100644 Binary files a/vnpy/api/ctp/libs/thostmduserapi_se.lib and b/vnpy/api/ctp/libs/thostmduserapi_se.lib differ diff --git a/vnpy/api/ctp/libs/thosttraderapi_se.lib b/vnpy/api/ctp/libs/thosttraderapi_se.lib index b11cd6ad..d58511ce 100644 Binary files a/vnpy/api/ctp/libs/thosttraderapi_se.lib and b/vnpy/api/ctp/libs/thosttraderapi_se.lib differ diff --git a/vnpy/api/ctp/thostmduserapi_se.dll b/vnpy/api/ctp/thostmduserapi_se.dll index 548cd0c2..f71079ac 100644 Binary files a/vnpy/api/ctp/thostmduserapi_se.dll and b/vnpy/api/ctp/thostmduserapi_se.dll differ diff --git a/vnpy/api/ctp/thostmduserapi_se.so b/vnpy/api/ctp/thostmduserapi_se.so index 7d48609b..8c5f665d 100644 Binary files a/vnpy/api/ctp/thostmduserapi_se.so and b/vnpy/api/ctp/thostmduserapi_se.so differ diff --git a/vnpy/api/ctp/thosttraderapi_se.dll b/vnpy/api/ctp/thosttraderapi_se.dll index 8334ad42..d0468331 100644 Binary files a/vnpy/api/ctp/thosttraderapi_se.dll and b/vnpy/api/ctp/thosttraderapi_se.dll differ diff --git a/vnpy/api/ctp/thosttraderapi_se.so b/vnpy/api/ctp/thosttraderapi_se.so index 92538c0b..087d6ef2 100644 Binary files a/vnpy/api/ctp/thosttraderapi_se.so and b/vnpy/api/ctp/thosttraderapi_se.so differ