diff --git a/.gitignore b/.gitignore index b846b3aa..2d73e8b9 100644 --- a/.gitignore +++ b/.gitignore @@ -10,6 +10,7 @@ Release/ *.filters *.vcxproj *.cd +*.vcxproj.filters # Python编译文件 *.pyc diff --git a/README.md b/README.md index 628030de..a353249a 100644 --- a/README.md +++ b/README.md @@ -6,6 +6,22 @@ QQ群号：262656087 相关问题在这个里面问的答复最快。 +## 2015/12/9项目状态## +中间缺失了相当一段内容的更新，说明文档计划重新做一下了。 + +本次更新的主要内容是vn.ksotp，金仕达期权API的封装接口（已经加入了vn.trader）。 + +本套接口同时支持: +1. 现货期权（ETF、个股） +2. 股指期权 +3. 商品期权 + +使用前，必须把ksotpapi下的KSInterB2C.lkc（接口授权文件）放到python.exe所在的文件夹下。 + +例如，把Anaconda安装在了D:\Anaconda下的话，就需要把KSInterB2C.lkc复制粘贴到D:\Anaconda文件夹，否则运行时Python虚拟机会捕获未知C++错误的异常。 + +另外需要测试账户的请联系南华期货高贝贝申请，15021816078，说vn.py群介绍，对方会提供。 + ## 2015/4/24项目状态## 发布了基于vn.ctp的Demo，在vn.demo/ctpdemo文件夹下，可用于CTP柜台期货公司的手动交易。 diff --git a/vn.archive/README.md b/vn.archive/README.md new file mode 100644 index 00000000..cb58ca18 --- /dev/null +++ b/vn.archive/README.md @@ -0,0 +1,4 @@ +# vn.py项目下一些已经失效的模块 + +vn.lts_old：华宝证券过去没有认证功能的LTS接口，目前已经不再使用 +vn.cs：中信证券基于恒生接口的二次封装接口，vn.py做了Python封装，目前已经不再使用 \ No newline at end of file diff --git a/vn.cs/hshlp/CITICs_HsT2Hlp.dll b/vn.archive/vn.cs/hshlp/CITICs_HsT2Hlp.dll similarity index 100% rename from vn.cs/hshlp/CITICs_HsT2Hlp.dll rename to vn.archive/vn.cs/hshlp/CITICs_HsT2Hlp.dll diff --git a/vn.cs/hshlp/CITICs_HsT2Hlp.h b/vn.archive/vn.cs/hshlp/CITICs_HsT2Hlp.h similarity index 100% rename from vn.cs/hshlp/CITICs_HsT2Hlp.h rename to vn.archive/vn.cs/hshlp/CITICs_HsT2Hlp.h diff --git a/vn.cs/hshlp/CITICs_HsT2Hlp.lib b/vn.archive/vn.cs/hshlp/CITICs_HsT2Hlp.lib similarity index 100% rename from vn.cs/hshlp/CITICs_HsT2Hlp.lib rename to vn.archive/vn.cs/hshlp/CITICs_HsT2Hlp.lib diff --git a/vn.cs/hshlp/Hsconfig.ini b/vn.archive/vn.cs/hshlp/Hsconfig.ini similarity index 100% rename from vn.cs/hshlp/Hsconfig.ini rename to vn.archive/vn.cs/hshlp/Hsconfig.ini diff --git a/vn.cs/hshlp/t2sdk.dll b/vn.archive/vn.cs/hshlp/t2sdk.dll similarity index 100% rename from vn.cs/hshlp/t2sdk.dll rename to vn.archive/vn.cs/hshlp/t2sdk.dll diff --git a/vn.cs/hshlp/t2sdk.ini b/vn.archive/vn.cs/hshlp/t2sdk.ini similarity index 100% rename from vn.cs/hshlp/t2sdk.ini rename to vn.archive/vn.cs/hshlp/t2sdk.ini diff --git a/vn.cs/hshlp/t2sdk.lib b/vn.archive/vn.cs/hshlp/t2sdk.lib similarity index 100% rename from vn.cs/hshlp/t2sdk.lib rename to vn.archive/vn.cs/hshlp/t2sdk.lib diff --git a/vn.cs/vncshshlp/test/(20130403)ZXZQ-TESTsfjrt-ALL-0001_3rd.dat b/vn.archive/vn.cs/vncshshlp/test/(20130403)ZXZQ-TESTsfjrt-ALL-0001_3rd.dat similarity index 100% rename from vn.cs/vncshshlp/test/(20130403)ZXZQ-TESTsfjrt-ALL-0001_3rd.dat rename to vn.archive/vn.cs/vncshshlp/test/(20130403)ZXZQ-TESTsfjrt-ALL-0001_3rd.dat diff --git a/vn.cs/vncshshlp/test/CITICs_HsT2Hlp.dll b/vn.archive/vn.cs/vncshshlp/test/CITICs_HsT2Hlp.dll similarity index 100% rename from vn.cs/vncshshlp/test/CITICs_HsT2Hlp.dll rename to vn.archive/vn.cs/vncshshlp/test/CITICs_HsT2Hlp.dll diff --git a/vn.cs/vncshshlp/test/Hsconfig.ini b/vn.archive/vn.cs/vncshshlp/test/Hsconfig.ini similarity index 100% rename from vn.cs/vncshshlp/test/Hsconfig.ini rename to vn.archive/vn.cs/vncshshlp/test/Hsconfig.ini diff --git a/vn.cs/vncshshlp/test/csauthor.dat b/vn.archive/vn.cs/vncshshlp/test/csauthor.dat similarity index 100% rename from vn.cs/vncshshlp/test/csauthor.dat rename to vn.archive/vn.cs/vncshshlp/test/csauthor.dat diff --git a/vn.cs/vncshshlp/test/cslog/20150331.log b/vn.archive/vn.cs/vncshshlp/test/cslog/20150331.log similarity index 100% rename from vn.cs/vncshshlp/test/cslog/20150331.log rename to vn.archive/vn.cs/vncshshlp/test/cslog/20150331.log diff --git a/vn.cs/vncshshlp/test/cslog/cserror.log b/vn.archive/vn.cs/vncshshlp/test/cslog/cserror.log similarity index 100% rename from vn.cs/vncshshlp/test/cslog/cserror.log rename to vn.archive/vn.cs/vncshshlp/test/cslog/cserror.log diff --git a/vn.cs/vncshshlp/test/cstest.py b/vn.archive/vn.cs/vncshshlp/test/cstest.py similarity index 100% rename from vn.cs/vncshshlp/test/cstest.py rename to vn.archive/vn.cs/vncshshlp/test/cstest.py diff --git a/vn.cs/vncshshlp/test/license.dat b/vn.archive/vn.cs/vncshshlp/test/license.dat similarity index 100% rename from vn.cs/vncshshlp/test/license.dat rename to vn.archive/vn.cs/vncshshlp/test/license.dat diff --git a/vn.cs/vncshshlp/test/t2sdk.dll b/vn.archive/vn.cs/vncshshlp/test/t2sdk.dll similarity index 100% rename from vn.cs/vncshshlp/test/t2sdk.dll rename to vn.archive/vn.cs/vncshshlp/test/t2sdk.dll diff --git a/vn.cs/vncshshlp/test/t2sdk.ini b/vn.archive/vn.cs/vncshshlp/test/t2sdk.ini similarity index 100% rename from vn.cs/vncshshlp/test/t2sdk.ini rename to vn.archive/vn.cs/vncshshlp/test/t2sdk.ini diff --git a/vn.cs/vncshshlp/test/vncshshlp.pyd b/vn.archive/vn.cs/vncshshlp/test/vncshshlp.pyd similarity index 100% rename from vn.cs/vncshshlp/test/vncshshlp.pyd rename to vn.archive/vn.cs/vncshshlp/test/vncshshlp.pyd diff --git a/vn.cs/vncshshlp/vncshshlp/ReadMe.txt b/vn.archive/vn.cs/vncshshlp/vncshshlp/ReadMe.txt similarity index 100% rename from vn.cs/vncshshlp/vncshshlp/ReadMe.txt rename to vn.archive/vn.cs/vncshshlp/vncshshlp/ReadMe.txt diff --git a/vn.cs/vncshshlp/vncshshlp/dllmain.cpp b/vn.archive/vn.cs/vncshshlp/vncshshlp/dllmain.cpp similarity index 100% rename from vn.cs/vncshshlp/vncshshlp/dllmain.cpp rename to vn.archive/vn.cs/vncshshlp/vncshshlp/dllmain.cpp diff --git a/vn.cs/vncshshlp/vncshshlp/stdafx.cpp b/vn.archive/vn.cs/vncshshlp/vncshshlp/stdafx.cpp similarity index 100% rename from vn.cs/vncshshlp/vncshshlp/stdafx.cpp rename to vn.archive/vn.cs/vncshshlp/vncshshlp/stdafx.cpp diff --git a/vn.cs/vncshshlp/vncshshlp/stdafx.h b/vn.archive/vn.cs/vncshshlp/vncshshlp/stdafx.h similarity index 100% rename from vn.cs/vncshshlp/vncshshlp/stdafx.h rename to vn.archive/vn.cs/vncshshlp/vncshshlp/stdafx.h diff --git a/vn.cs/vncshshlp/vncshshlp/targetver.h b/vn.archive/vn.cs/vncshshlp/vncshshlp/targetver.h similarity index 100% rename from vn.cs/vncshshlp/vncshshlp/targetver.h rename to vn.archive/vn.cs/vncshshlp/vncshshlp/targetver.h diff --git a/vn.cs/vncshshlp/vncshshlp/vncshshlp.cpp b/vn.archive/vn.cs/vncshshlp/vncshshlp/vncshshlp.cpp similarity index 100% rename from vn.cs/vncshshlp/vncshshlp/vncshshlp.cpp rename to vn.archive/vn.cs/vncshshlp/vncshshlp/vncshshlp.cpp diff --git a/vn.cs/vncshshlp/vncshshlp/vncshshlp.h b/vn.archive/vn.cs/vncshshlp/vncshshlp/vncshshlp.h similarity index 100% rename from vn.cs/vncshshlp/vncshshlp/vncshshlp.h rename to vn.archive/vn.cs/vncshshlp/vncshshlp/vncshshlp.h diff --git a/vn.lts_old/ltsapi/SecurityFtdcMdApi.h b/vn.archive/vn.lts_old/ltsapi/SecurityFtdcMdApi.h similarity index 100% rename from vn.lts_old/ltsapi/SecurityFtdcMdApi.h rename to vn.archive/vn.lts_old/ltsapi/SecurityFtdcMdApi.h diff --git a/vn.lts_old/ltsapi/SecurityFtdcTraderApi.h b/vn.archive/vn.lts_old/ltsapi/SecurityFtdcTraderApi.h similarity index 100% rename from vn.lts_old/ltsapi/SecurityFtdcTraderApi.h rename to vn.archive/vn.lts_old/ltsapi/SecurityFtdcTraderApi.h diff --git a/vn.lts_old/ltsapi/SecurityFtdcUserApiDataType.h b/vn.archive/vn.lts_old/ltsapi/SecurityFtdcUserApiDataType.h similarity index 100% rename from vn.lts_old/ltsapi/SecurityFtdcUserApiDataType.h rename to vn.archive/vn.lts_old/ltsapi/SecurityFtdcUserApiDataType.h diff --git a/vn.lts_old/ltsapi/SecurityFtdcUserApiStruct.h b/vn.archive/vn.lts_old/ltsapi/SecurityFtdcUserApiStruct.h similarity index 100% rename from vn.lts_old/ltsapi/SecurityFtdcUserApiStruct.h rename to vn.archive/vn.lts_old/ltsapi/SecurityFtdcUserApiStruct.h diff --git a/vn.lts_old/ltsapi/securitymduserapi.dll b/vn.archive/vn.lts_old/ltsapi/securitymduserapi.dll similarity index 100% rename from vn.lts_old/ltsapi/securitymduserapi.dll rename to vn.archive/vn.lts_old/ltsapi/securitymduserapi.dll diff --git a/vn.lts_old/ltsapi/securitymduserapi.lib b/vn.archive/vn.lts_old/ltsapi/securitymduserapi.lib similarity index 100% rename from vn.lts_old/ltsapi/securitymduserapi.lib rename to vn.archive/vn.lts_old/ltsapi/securitymduserapi.lib diff --git a/vn.lts_old/ltsapi/securitymduserapi.so b/vn.archive/vn.lts_old/ltsapi/securitymduserapi.so similarity index 100% rename from vn.lts_old/ltsapi/securitymduserapi.so rename to vn.archive/vn.lts_old/ltsapi/securitymduserapi.so diff --git a/vn.lts_old/ltsapi/securitytraderapi.dll b/vn.archive/vn.lts_old/ltsapi/securitytraderapi.dll similarity index 100% rename from vn.lts_old/ltsapi/securitytraderapi.dll rename to vn.archive/vn.lts_old/ltsapi/securitytraderapi.dll diff --git a/vn.lts_old/ltsapi/securitytraderapi.lib b/vn.archive/vn.lts_old/ltsapi/securitytraderapi.lib similarity index 100% rename from vn.lts_old/ltsapi/securitytraderapi.lib rename to vn.archive/vn.lts_old/ltsapi/securitytraderapi.lib diff --git a/vn.lts_old/ltsapi/securitytraderapi.so b/vn.archive/vn.lts_old/ltsapi/securitytraderapi.so similarity index 100% rename from vn.lts_old/ltsapi/securitytraderapi.so rename to vn.archive/vn.lts_old/ltsapi/securitytraderapi.so diff --git a/vn.lts_old/ltsl2/L2mduserapi.dll b/vn.archive/vn.lts_old/ltsl2/L2mduserapi.dll similarity index 100% rename from vn.lts_old/ltsl2/L2mduserapi.dll rename to vn.archive/vn.lts_old/ltsl2/L2mduserapi.dll diff --git a/vn.lts_old/ltsl2/L2mduserapi.lib b/vn.archive/vn.lts_old/ltsl2/L2mduserapi.lib similarity index 100% rename from vn.lts_old/ltsl2/L2mduserapi.lib rename to vn.archive/vn.lts_old/ltsl2/L2mduserapi.lib diff --git a/vn.lts_old/ltsl2/L2mduserapi.so b/vn.archive/vn.lts_old/ltsl2/L2mduserapi.so similarity index 100% rename from vn.lts_old/ltsl2/L2mduserapi.so rename to vn.archive/vn.lts_old/ltsl2/L2mduserapi.so diff --git a/vn.lts_old/ltsl2/LTS_ns.h b/vn.archive/vn.lts_old/ltsl2/LTS_ns.h similarity index 100% rename from vn.lts_old/ltsl2/LTS_ns.h rename to vn.archive/vn.lts_old/ltsl2/LTS_ns.h diff --git a/vn.lts_old/ltsl2/SecurityFtdcL2MDUserApi.h b/vn.archive/vn.lts_old/ltsl2/SecurityFtdcL2MDUserApi.h similarity index 100% rename from vn.lts_old/ltsl2/SecurityFtdcL2MDUserApi.h rename to vn.archive/vn.lts_old/ltsl2/SecurityFtdcL2MDUserApi.h diff --git a/vn.lts_old/ltsl2/SecurityFtdcL2MDUserApiDataType.h b/vn.archive/vn.lts_old/ltsl2/SecurityFtdcL2MDUserApiDataType.h similarity index 100% rename from vn.lts_old/ltsl2/SecurityFtdcL2MDUserApiDataType.h rename to vn.archive/vn.lts_old/ltsl2/SecurityFtdcL2MDUserApiDataType.h diff --git a/vn.lts_old/ltsl2/SecurityFtdcL2MDUserApiStruct.h b/vn.archive/vn.lts_old/ltsl2/SecurityFtdcL2MDUserApiStruct.h similarity index 100% rename from vn.lts_old/ltsl2/SecurityFtdcL2MDUserApiStruct.h rename to vn.archive/vn.lts_old/ltsl2/SecurityFtdcL2MDUserApiStruct.h diff --git a/vn.lts_old/pyscript/SecurityFtdcMdApi.h b/vn.archive/vn.lts_old/pyscript/SecurityFtdcMdApi.h similarity index 100% rename from vn.lts_old/pyscript/SecurityFtdcMdApi.h rename to vn.archive/vn.lts_old/pyscript/SecurityFtdcMdApi.h diff --git a/vn.lts_old/pyscript/SecurityFtdcTraderApi.h b/vn.archive/vn.lts_old/pyscript/SecurityFtdcTraderApi.h similarity index 100% rename from vn.lts_old/pyscript/SecurityFtdcTraderApi.h rename to vn.archive/vn.lts_old/pyscript/SecurityFtdcTraderApi.h diff --git a/vn.lts_old/pyscript/SecurityFtdcUserApiDataType.h b/vn.archive/vn.lts_old/pyscript/SecurityFtdcUserApiDataType.h similarity index 100% rename from vn.lts_old/pyscript/SecurityFtdcUserApiDataType.h rename to vn.archive/vn.lts_old/pyscript/SecurityFtdcUserApiDataType.h diff --git a/vn.lts_old/pyscript/SecurityFtdcUserApiStruct.h b/vn.archive/vn.lts_old/pyscript/SecurityFtdcUserApiStruct.h similarity index 100% rename from vn.lts_old/pyscript/SecurityFtdcUserApiStruct.h rename to vn.archive/vn.lts_old/pyscript/SecurityFtdcUserApiStruct.h diff --git a/vn.lts_old/pyscript/generate_data_type.py b/vn.archive/vn.lts_old/pyscript/generate_data_type.py similarity index 100% rename from vn.lts_old/pyscript/generate_data_type.py rename to vn.archive/vn.lts_old/pyscript/generate_data_type.py diff --git a/vn.lts_old/pyscript/generate_md_functions.py b/vn.archive/vn.lts_old/pyscript/generate_md_functions.py similarity index 100% rename from vn.lts_old/pyscript/generate_md_functions.py rename to vn.archive/vn.lts_old/pyscript/generate_md_functions.py diff --git a/vn.lts_old/pyscript/generate_struct.py b/vn.archive/vn.lts_old/pyscript/generate_struct.py similarity index 100% rename from vn.lts_old/pyscript/generate_struct.py rename to vn.archive/vn.lts_old/pyscript/generate_struct.py diff --git a/vn.lts_old/pyscript/generate_td_functions.py b/vn.archive/vn.lts_old/pyscript/generate_td_functions.py similarity index 100% rename from vn.lts_old/pyscript/generate_td_functions.py rename to vn.archive/vn.lts_old/pyscript/generate_td_functions.py diff --git a/vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApi.h b/vn.archive/vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApi.h similarity index 100% rename from vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApi.h rename to vn.archive/vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApi.h diff --git a/vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApiDataType.h b/vn.archive/vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApiDataType.h similarity index 100% rename from vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApiDataType.h rename to vn.archive/vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApiDataType.h diff --git a/vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApiStruct.h b/vn.archive/vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApiStruct.h similarity index 100% rename from vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApiStruct.h rename to vn.archive/vn.lts_old/pyscript/l2/SecurityFtdcL2MDUserApiStruct.h diff --git a/vn.lts_old/pyscript/l2/generate_data_type.py b/vn.archive/vn.lts_old/pyscript/l2/generate_data_type.py similarity index 100% rename from vn.lts_old/pyscript/l2/generate_data_type.py rename to vn.archive/vn.lts_old/pyscript/l2/generate_data_type.py diff --git a/vn.lts_old/pyscript/l2/generate_l2_functions.py b/vn.archive/vn.lts_old/pyscript/l2/generate_l2_functions.py similarity index 100% rename from vn.lts_old/pyscript/l2/generate_l2_functions.py rename to vn.archive/vn.lts_old/pyscript/l2/generate_l2_functions.py diff --git a/vn.lts_old/pyscript/l2/generate_struct.py b/vn.archive/vn.lts_old/pyscript/l2/generate_struct.py similarity index 100% rename from vn.lts_old/pyscript/l2/generate_struct.py rename to vn.archive/vn.lts_old/pyscript/l2/generate_struct.py diff --git a/vn.lts_old/pyscript/l2/l2_data_type.py b/vn.archive/vn.lts_old/pyscript/l2/l2_data_type.py similarity index 100% rename from vn.lts_old/pyscript/l2/l2_data_type.py rename to vn.archive/vn.lts_old/pyscript/l2/l2_data_type.py diff --git a/vn.lts_old/pyscript/l2/l2_struct.py b/vn.archive/vn.lts_old/pyscript/l2/l2_struct.py similarity index 100% rename from vn.lts_old/pyscript/l2/l2_struct.py rename to vn.archive/vn.lts_old/pyscript/l2/l2_struct.py diff --git a/vn.lts_old/pyscript/l2/lts_l2_define.cpp b/vn.archive/vn.lts_old/pyscript/l2/lts_l2_define.cpp similarity index 100% rename from vn.lts_old/pyscript/l2/lts_l2_define.cpp rename to vn.archive/vn.lts_old/pyscript/l2/lts_l2_define.cpp diff --git a/vn.lts_old/pyscript/l2/lts_l2_function.cpp b/vn.archive/vn.lts_old/pyscript/l2/lts_l2_function.cpp similarity index 100% rename from vn.lts_old/pyscript/l2/lts_l2_function.cpp rename to vn.archive/vn.lts_old/pyscript/l2/lts_l2_function.cpp diff --git a/vn.lts_old/pyscript/l2/lts_l2_header_function.h b/vn.archive/vn.lts_old/pyscript/l2/lts_l2_header_function.h similarity index 100% rename from vn.lts_old/pyscript/l2/lts_l2_header_function.h rename to vn.archive/vn.lts_old/pyscript/l2/lts_l2_header_function.h diff --git a/vn.lts_old/pyscript/l2/lts_l2_header_on.h b/vn.archive/vn.lts_old/pyscript/l2/lts_l2_header_on.h similarity index 100% rename from vn.lts_old/pyscript/l2/lts_l2_header_on.h rename to vn.archive/vn.lts_old/pyscript/l2/lts_l2_header_on.h diff --git a/vn.lts_old/pyscript/l2/lts_l2_header_process.h b/vn.archive/vn.lts_old/pyscript/l2/lts_l2_header_process.h similarity index 100% rename from vn.lts_old/pyscript/l2/lts_l2_header_process.h rename to vn.archive/vn.lts_old/pyscript/l2/lts_l2_header_process.h diff --git a/vn.lts_old/pyscript/l2/lts_l2_process.cpp b/vn.archive/vn.lts_old/pyscript/l2/lts_l2_process.cpp similarity index 100% rename from vn.lts_old/pyscript/l2/lts_l2_process.cpp rename to vn.archive/vn.lts_old/pyscript/l2/lts_l2_process.cpp diff --git a/vn.lts_old/pyscript/l2/lts_l2_switch.cpp b/vn.archive/vn.lts_old/pyscript/l2/lts_l2_switch.cpp similarity index 100% rename from vn.lts_old/pyscript/l2/lts_l2_switch.cpp rename to vn.archive/vn.lts_old/pyscript/l2/lts_l2_switch.cpp diff --git a/vn.lts_old/pyscript/l2/lts_l2_task.cpp b/vn.archive/vn.lts_old/pyscript/l2/lts_l2_task.cpp similarity index 100% rename from vn.lts_old/pyscript/l2/lts_l2_task.cpp rename to vn.archive/vn.lts_old/pyscript/l2/lts_l2_task.cpp diff --git a/vn.lts_old/pyscript/l2/lts_l2_wrap.cpp b/vn.archive/vn.lts_old/pyscript/l2/lts_l2_wrap.cpp similarity index 100% rename from vn.lts_old/pyscript/l2/lts_l2_wrap.cpp rename to vn.archive/vn.lts_old/pyscript/l2/lts_l2_wrap.cpp diff --git a/vn.lts_old/pyscript/lts_data_type.py b/vn.archive/vn.lts_old/pyscript/lts_data_type.py similarity index 100% rename from vn.lts_old/pyscript/lts_data_type.py rename to vn.archive/vn.lts_old/pyscript/lts_data_type.py diff --git a/vn.lts_old/pyscript/lts_md_define.cpp b/vn.archive/vn.lts_old/pyscript/lts_md_define.cpp similarity index 100% rename from vn.lts_old/pyscript/lts_md_define.cpp rename to vn.archive/vn.lts_old/pyscript/lts_md_define.cpp diff --git a/vn.lts_old/pyscript/lts_md_function.cpp b/vn.archive/vn.lts_old/pyscript/lts_md_function.cpp similarity index 100% rename from vn.lts_old/pyscript/lts_md_function.cpp rename to vn.archive/vn.lts_old/pyscript/lts_md_function.cpp diff 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a/vn.lts_old/vnltstd/test/tdtest.py b/vn.archive/vn.lts_old/vnltstd/test/tdtest.py similarity index 100% rename from vn.lts_old/vnltstd/test/tdtest.py rename to vn.archive/vn.lts_old/vnltstd/test/tdtest.py diff --git a/vn.lts_old/vnltstd/test/vnltstd.pyd b/vn.archive/vn.lts_old/vnltstd/test/vnltstd.pyd similarity index 100% rename from vn.lts_old/vnltstd/test/vnltstd.pyd rename to vn.archive/vn.lts_old/vnltstd/test/vnltstd.pyd diff --git a/vn.ksotp/README.md b/vn.ksotp/README.md new file mode 100644 index 00000000..4aa66eba --- /dev/null +++ b/vn.ksotp/README.md @@ -0,0 +1,10 @@ +# vn.ksotp 金仕达期权API的封装接口 + +本套接口同时支持: +1. 现货期权（ETF、个股） +2. 股指期权 +3. 商品期权 + +使用前，必须把ksotpapi下的KSInterB2C.lkc（接口授权文件）放到python.exe所在的文件夹下。 + +例如，把Anaconda安装在了D:\Anaconda下的话，就需要把KSInterB2C.lkc复制粘贴到D:\Anaconda文件夹，否则运行时Python虚拟机会捕获未知C++错误的异常。 \ No newline at end of file diff --git a/vn.ksotp/ksotpapi/KSInterB2C.lkc b/vn.ksotp/ksotpapi/KSInterB2C.lkc new file mode 100644 index 00000000..a26d34ec Binary files /dev/null and b/vn.ksotp/ksotpapi/KSInterB2C.lkc differ diff --git a/vn.ksotp/ksotpapi/KSOTPMdApi.h b/vn.ksotp/ksotpapi/KSOTPMdApi.h new file mode 100644 index 00000000..90be572f --- /dev/null +++ b/vn.ksotp/ksotpapi/KSOTPMdApi.h @@ -0,0 +1,137 @@ +#ifndef __KSOTPMDAPI_H_INCLUDED_ +#define __KSOTPMDAPI_H_INCLUDED_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +#include "KSOTPUserApiStruct.h" + +#if defined(ISLIB) && defined(WIN32) +#ifdef LIB_OTP_MD_API_EXPORT +#define OTP_MD_API_EXPORT __declspec(dllexport) +#else +#define OTP_MD_API_EXPORT __declspec(dllimport) +#endif +#else +#ifdef WIN32 +#define OTP_MD_API_EXPORT +#else +#define OTP_MD_API_EXPORT __attribute__((visibility("default"))) +#endif +#endif + +namespace KingstarAPI +{ + +class CKSOTPMdSpi +{ +public: + ///ͻ뽻׺̨ͨʱδ¼ǰ÷á + virtual void OnFrontConnected(){}; + + ///ͻ뽻׺̨ͨӶϿʱ÷á󣬿ͻҪ + ///@param nReason ԭ + /// 0x1001 ʧ + /// 0x1002 дʧ + /// 0x2001 ʱ + /// 0x2002 ʧ + /// 0x2003 յ + virtual void OnFrontDisconnected(int nReason){}; + + ///¼Ӧ + virtual void OnRspUserLogin(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///dzӦ + virtual void OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///Ӧ + virtual void OnRspError(CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///Ӧ + virtual void OnRspSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ȡӦ + virtual void OnRspUnSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯӦ + virtual void OnRspSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ȡѯӦ + virtual void OnRspUnSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///֪ͨ + virtual void OnRtnDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData) {}; + + ///ѯ֪ͨ + virtual void OnRtnForQuoteRsp(CKSOTPForQuoteRspField *pForQuoteRsp) {}; +}; + +class OTP_MD_API_EXPORT CKSOTPMdApi +{ +public: + ///MdApi + ///@param pszFlowPath ϢļĿ¼ĬΪǰĿ¼ + ///@return UserApi + ///modify for udp marketdata + static CKSOTPMdApi *CreateOTPMdApi(const char *pszFlowPath = "", const bool bIsUsingUdp=false, const bool bIsMulticast=false); + + ///ɾӿڶ + ///@remark ʹñӿڶʱ,øúɾӿڶ + virtual void Release() = 0; + + ///ʼ + ///@remark ʼл,ֻеú,ӿڲſʼ + virtual void Init() = 0; + + ///ȡǰ + ///@retrun ȡĽ + ///@remark ֻе¼ɹ,ܵõȷĽ + virtual const char *GetTradingDay() = 0; + + ///עǰûַ + ///@param pszFrontAddressǰûַ + ///@remark ַĸʽΪprotocol://ipaddress:port磺tcp://127.0.0.1:17001 + ///@remark tcpЭ飬127.0.0.1ַ17001˿ںš + virtual void RegisterFront(char *pszFrontAddress) = 0; + + ///עصӿ + ///@param pSpi Իصӿʵ + virtual void RegisterSpi(CKSOTPMdSpi *pSpi) = 0; + + ///顣 + ///@param ppInstrumentID ԼID + ///@param nCount Ҫ/˶ĺԼ + ///@remark + virtual int SubscribeMarketData(CKSOTPSpecificInstrumentField *ppInstrumentID[], int nCount) = 0; + + ///˶顣 + ///@param ppInstrumentID ԼID + ///@param nCount Ҫ/˶ĺԼ + ///@remark + virtual int UnSubscribeMarketData(CKSOTPSpecificInstrumentField *ppInstrumentID[], int nCount) = 0; + + ///ѯۡ + ///@param ppInstrumentID ԼID + ///@param nCount Ҫ/˶ĺԼ + ///@remark + virtual int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0; + + ///˶ѯۡ + ///@param ppInstrumentID ԼID + ///@param nCount Ҫ/˶ĺԼ + ///@remark + virtual int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0; + + ///û¼ + virtual int ReqUserLogin(CKSOTPReqUserLoginField *pReqUserLoginField, int nRequestID) = 0; + + ///dz + virtual int ReqUserLogout(CKSOTPUserLogoutField *pUserLogout, int nRequestID) = 0; +protected: + ~CKSOTPMdApi(){}; +}; + +} // end of namespace KingstarAPI + +#endif diff --git a/vn.ksotp/ksotpapi/KSOTPTraderApi.h b/vn.ksotp/ksotpapi/KSOTPTraderApi.h new file mode 100644 index 00000000..af5fad8e --- /dev/null +++ b/vn.ksotp/ksotpapi/KSOTPTraderApi.h @@ -0,0 +1,430 @@ +#ifndef __KSOTPTRADERAPI_H_INCLUDED_ +#define __KSOTPTRADERAPI_H_INCLUDED_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +#include "KSOTPUserApiStruct.h" + +#if defined(ISLIB) && defined(WIN32) +#ifdef LIB_OTP_TRADER_API_EXPORT +#define OTP_TRADER_API_EXPORT __declspec(dllexport) +#else +#define OTP_TRADER_API_EXPORT __declspec(dllimport) +#endif +#else +#ifdef WIN32 +#define OTP_TRADER_API_EXPORT +#else +#define OTP_TRADER_API_EXPORT __attribute__((visibility("default"))) +#endif + +#endif + +namespace KingstarAPI +{ + +class CKSOTPTraderSpi +{ +public: + ///ͻ뽻׺̨ͨʱδ¼ǰ÷. + virtual void OnFrontConnected(){}; + + ///ͻ뽻׺̨ͨӶϿʱ÷. + ///@param nReason ԭ + /// 0x1001 ʧ + /// 0x1002 дʧ + /// 0x2001 ʱ + /// 0x2002 ʧ + /// 0x2003 յ + /// 0x2004 Ͽ + virtual void OnFrontDisconnected(int nReason){}; + + ///¼Ӧ + virtual void OnRspUserLogin(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///dzӦ + virtual void OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ûӦ + virtual void OnRspUserPasswordUpdate(CKSOTPUserPasswordUpdateField *pUserPasswordUpdate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ʽ˻Ӧ + virtual void OnRspTradingAccountPasswordUpdate(CKSOTPTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///¼Ӧ + virtual void OnRspOrderInsert(CKSOTPInputOrderField *pInputOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///Ӧ + virtual void OnRspOrderAction(CKSOTPInputOrderActionField *pInputOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯӦ + virtual void OnRspQryOrder(CKSOTPOrderField *pOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯɽӦ + virtual void OnRspQryTrade(CKSOTPTradeField *pTrade, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯͶֲ߳Ӧ + virtual void OnRspQryInvestorPosition(CKSOTPInvestorPositionField *pInvestorPosition, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯʽ˻Ӧ + virtual void OnRspQryTradingAccount(CKSOTPTradingAccountField *pTradingAccount, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯͶӦ + virtual void OnRspQryInvestor(CKSOTPInvestorField *pInvestor, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯԼ˺Ӧ + virtual void OnRspQryTradingCode(CKSOTPTradingCodeField *pTradingCode, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯӦ + virtual void OnRspQryExchange(CKSOTPExchangeField *pExchange, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯԼӦ + virtual void OnRspQryInstrument(CKSOTPInstrumentField *pInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯͶֲ߳ϸӦ + virtual void OnRspQryInvestorPositionDetail(CKSOTPInvestorPositionDetailField *pInvestorPositionDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯ֪ͨӦ + virtual void OnRspQryTradingNotice(CKSOTPTradingNoticeField *pTradingNotice, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ִ¼Ӧ + virtual void OnRspExecOrderInsert(CKSOTPInputExecOrderField *pInputExecOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///Ӧ + virtual void OnRspLockInsert(CKSOTPInputLockField *pInputLock, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ִӦ + virtual void OnRspExecOrderAction(CKSOTPInputExecOrderActionField *pInputExecOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯִӦ + virtual void OnRspQryExecOrder(CKSOTPExecOrderField *pExecOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯӦ + virtual void OnRspQryExecOrderVolume(CKSOTPExecOrderVolumeField *pExecOrderVolume, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯӦ + virtual void OnRspQryLock(CKSOTPLockField *pLock, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯ֤ȯλӦ + virtual void OnRspQryLockPosition(CKSOTPLockPositionField *pLockPosition, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯȯϢӦ + virtual void OnRspQryUnderlyingStockInfo(CKSOTPUnderlyingStockInfoField *pUnderlyingStockInfo, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast){}; + + ///ѯȨӦ + virtual void OnRspQryOTPInsCommRate(CKSOTPOTPInsCommRateField *pOTPInsCommRate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast){}; + + ///ѯȨԼ֤Ӧ + virtual void OnRspQryInstrumentMarginRate(CKSOTPInstrumentMarginRateField *pInstrumentMarginRate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast){}; + + ///ѯȨָϢӦ + virtual void OnRspQryOTPAssignment(CKSOTPOTPAssignmentField *pOTPAssignment, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯӦ + virtual void OnRspQryDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ʽת֤ȯӦ + virtual void OnRspFromBankToStockByStock(CKSOTPReqTransferField *pReqTransfer, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///֤ȯʽת֤ȯ֪ͨ + virtual void OnRtnFromBankToStockByStock(CKSOTPRspTransferField *pRspTransfer) {}; + + ///֤ȯ֤ȯʽתӦ + virtual void OnRspFromStockToBankByStock(CKSOTPReqTransferField *pReqTransfer, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///֤ȯ֤ȯʽת֪ͨ + virtual void OnRtnFromStockToBankByStock(CKSOTPRspTransferField *pRspTransfer) {}; + + ///֤ȯѯ֪ͨ + virtual void OnRtnQueryBankBalanceByStock(CKSOTPNotifyQueryAccountField *pNotifyQueryAccount) {}; + + ///ѯǩԼӦ + virtual void OnRspQryContractBank(CKSOTPContractBankField *pContractBank, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///֤ȯѯӦ + virtual void OnRspQueryBankAccountMoneyByStock(CKSOTPReqQueryAccountField *pReqQueryAccount, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯתˮӦ + virtual void OnRspQryTransferSerial(CKSOTPTransferSerialField *pTransferSerial, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯϢȷӦ + virtual void OnRspQrySettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///Ͷ߽ȷӦ + virtual void OnRspSettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯͶ߽Ӧ + virtual void OnRspQrySettlementInfo(CKSOTPSettlementInfoField *pSettlementInfo, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯͻ׼Ӧ + virtual void OnRspQryInvestorTradeLevel(CKSOTPInvestorTradeLevelField *pInvestorTradeLevel, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯ޹Ӧ + virtual void OnRspQryPurchaseLimitAmt(CKSOTPPurchaseLimitAmtField *pPurchaseLimitAmt, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯ޲ֶӦ + virtual void OnRspQryPositionLimitVol(CKSOTPPositionLimitVolField *pPositionLimitVol, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯʷӦ + virtual void OnRspQryHistoryOrder(CKSOTPHistoryOrderField *pHistoryOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯʷɽӦ + virtual void OnRspQryHistoryTrade(CKSOTPHistoryTradeField *pHistoryTrade, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯʷȨָϸӦ + virtual void OnRspQryHistoryAssignment(CKSOTPHistoryAssignmentField *pHistoryAssignment, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯȨϸӦ + virtual void OnRspQryDelivDetail(CKSOTPDelivDetailField *pDelivDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ԶȨִвӦ + virtual void OnRspAutoExecOrderAction(CKSOTPAutoExecOrderActionField *pAutoExecOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///¼Ӧ + virtual void OnRspCombActionInsert(CKSOTPInputCombActionField *pInputCombAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯϳֲϸӦ + virtual void OnRspQryInvestorCombinePosition(CKSOTPInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ɿϿɲӦ + virtual void OnRspQryCombActionVolume(CKSOTPCombActionVolumeField *pCombActionVolume, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ͻÿճӦ + virtual void OnRspFundOutCreditApply(CKSOTPInputFundOutCreditApplyField *pFundOutCreditApply, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ͻÿճȲѯӦ + virtual void OnRspQryFundOutCredit(CKSOTPRspQryFundOutCreditField *pRspQryFundOutCredit, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ͻÿճѯӦ + virtual void OnRspQryFundOutCreditApply(CKSOTPRspQryFundOutCreditApplyField *pRspQryFundOutCreditApply, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///Ӧ + virtual void OnRspError(CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///֪ͨ + virtual void OnRtnOrder(CKSOTPOrderField *pOrder) {}; + + ///ɽ֪ͨ + virtual void OnRtnTrade(CKSOTPTradeField *pTrade) {}; + + ///ִ֪ͨ + virtual void OnRtnExecOrder(CKSOTPExecOrderField *pExecOrder) {}; + + ///֪ͨ + virtual void OnRtnLock(CKSOTPLockField *pLock) {}; + + ///Լ״̬֪ͨ + virtual void OnRtnInstrumentStatus(CKSOTPInstrumentStatusField *pInstrumentStatus) {}; + + ///֪ͨ + virtual void OnRtnTradingNotice(CKSOTPTradingNoticeInfoField *pTradingNoticeInfo) {}; + + ///ϲί֪ͨ + virtual void OnRtnCombAction(CKSOTPCombActionField *pCombAction) {}; +}; + +class OTP_TRADER_API_EXPORT CKSOTPTraderApi +{ +public: + ///TraderApi + ///@return UserApi + ///@param pszFlowPath ϢļĿ¼ĬΪǰĿ¼ + static CKSOTPTraderApi *CreateOTPTraderApi(const char *pszFlowPath = ""); + + ///ɾӿڶ + ///@remark ʹñӿڶʱ,øúɾӿڶ + virtual void Release() = 0; + + ///ʼ + ///@remark ʼл,ֻеú,ӿڲſʼ + virtual void Init() = 0; + + ///ȡǰ + ///@return ȡĽ + ///@remark ֻе¼ɹ,ܵõȷĽ + virtual const char *GetTradingDay() = 0; + + ///עǰûַ + ///@param pszFrontAddressǰûַ. + ///@remark ַĸʽΪprotocol://ipaddress:port磺tcp://127.0.0.1:17001. + ///@remark tcpЭ飬127.0.0.1ַ.17001˿ں. + virtual void RegisterFront(char *pszFrontAddress) = 0; + + ///עصӿ + ///@param pSpi Իصӿʵ + virtual void RegisterSpi(CKSOTPTraderSpi *pSpi) = 0; + + ///˽. + ///@param nResumeType ˽شʽ + /// THOST_TERT_RESTART:ӱտʼش + /// THOST_TERT_RESUME:ϴյ + /// THOST_TERT_QUICK:ֻ͵¼˽ + ///@remark ÷ҪInitǰ.򲻻յ˽. + virtual void SubscribePrivateTopic(KSOTP_TE_RESUME_TYPE nResumeType) = 0; + + ///Ĺ. + ///@param nResumeType شʽ + /// THOST_TERT_RESTART:ӱտʼش + /// THOST_TERT_RESUME:ϴյ + /// THOST_TERT_QUICK:ֻ͵¼󹫹 + ///@remark ÷ҪInitǰ.򲻻յ. + virtual void SubscribePublicTopic(KSOTP_TE_RESUME_TYPE nResumeType) = 0; + + ///û¼ + virtual int ReqUserLogin(CKSOTPReqUserLoginField *pReqUserLoginField, int nRequestID) = 0; + + ///dz + virtual int ReqUserLogout(CKSOTPUserLogoutField *pUserLogout, int nRequestID) = 0; + + ///û + virtual int ReqUserPasswordUpdate(CKSOTPUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0; + + ///ʽ˻ + virtual int ReqTradingAccountPasswordUpdate(CKSOTPTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) = 0; + + ///¼ + virtual int ReqOrderInsert(CKSOTPInputOrderField *pInputOrder, int nRequestID) = 0; + + /// + virtual int ReqOrderAction(CKSOTPInputOrderActionField *pInputOrderAction, int nRequestID) = 0; + + ///ѯ + virtual int ReqQryOrder(CKSOTPQryOrderField *pQryOrder, int nRequestID) = 0; + + ///ѯɽ + virtual int ReqQryTrade(CKSOTPQryTradeField *pQryTrade, int nRequestID) = 0; + + ///ѯͶֲ߳ + virtual int ReqQryInvestorPosition(CKSOTPQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0; + + ///ѯʽ˻ + virtual int ReqQryTradingAccount(CKSOTPQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0; + + ///ѯͶ + virtual int ReqQryInvestor(CKSOTPQryInvestorField *pQryInvestor, int nRequestID) = 0; + + ///ѯԼ˺ + virtual int ReqQryTradingCode(CKSOTPQryTradingCodeField *pQryTradingCode, int nRequestID) = 0; + + ///ѯ + virtual int ReqQryExchange(CKSOTPQryExchangeField *pQryExchange, int nRequestID) = 0; + + ///ѯԼ + virtual int ReqQryInstrument(CKSOTPQryInstrumentField *pQryInstrument, int nRequestID) = 0; + + ///ѯͶֲ߳ϸ + virtual int ReqQryInvestorPositionDetail(CKSOTPQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0; + + ///ѯ֪ͨ + virtual int ReqQryTradingNotice(CKSOTPQryTradingNoticeField *pQryTradingNotice, int nRequestID) = 0; + + ///ִ¼ + virtual int ReqExecOrderInsert(CKSOTPInputExecOrderField *pInputExecOrder, int nRequestID) = 0; + + ///ִ + virtual int ReqExecOrderAction(CKSOTPInputExecOrderActionField *pInputExecOrderAction, int nRequestID) = 0; + + /// + virtual int ReqLockInsert(CKSOTPInputLockField *pInputLock, int nRequestID) = 0; + + ///ѯִ + virtual int ReqQryExecOrder(CKSOTPQryExecOrderField *pQryExecOrder, int nRequestID) = 0; + + ///ѯ + virtual int ReqQryExecOrderVolume(CKSOTPQryExecOrderVolumeField *pQryExecOrderVolume, int nRequestID) = 0; + + ///ѯ + virtual int ReqQryLock(CKSOTPQryLockField *pQryLock, int nRequestID) = 0; + + ///ѯ֤ȯλ + virtual int ReqQryLockPosition(CKSOTPQryLockPositionField *pQryLockPosition, int nRequestID) = 0; + + ///ѯȯϢ + virtual int ReqQryUnderlyingStockInfo(CKSOTPQryUnderlyingStockInfoField *pQryOTPOrderParams, int nRequestID) = 0; + + ///ѯȨ + virtual int ReqQryOTPInsCommRate(CKSOTPQryOTPInsCommRateField *pQryOTPInsCommRate, int nRequestID) = 0; + + ///ѯȨԼ֤ + virtual int ReqQryInstrumentMarginRate(CKSOTPQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID) = 0; + + ///ѯȨָϢ + virtual int ReqQryOTPAssignment(CKSOTPQryOTPAssignmentField *pQryOTPAssignment, int nRequestID) = 0; + + ///ѯ + virtual int ReqQryDepthMarketData(CKSOTPQryDepthMarketDataField *pQryOTPDepthMarketData, int nRequestID) = 0; + + ///ʽת + virtual int ReqFromBankToStockByStock(CKSOTPReqTransferField *pReqTransfer, int nRequestID) = 0; + + ///֤ȯʽת + virtual int ReqFromStockToBankByStock(CKSOTPReqTransferField *pReqTransfer, int nRequestID) = 0; + + ///ѯǩԼ + virtual int ReqQryContractBank(CKSOTPQryContractBankField *pQryContractBank, int nRequestID) = 0; + + ///ѯ + virtual int ReqQueryBankAccountMoneyByStock(CKSOTPReqQueryAccountField *pReqQueryAccount, int nRequestID) = 0; + + ///ѯתˮ + virtual int ReqQryTransferSerial(CKSOTPQryTransferSerialField *pQryTransferSerial, int nRequestID) = 0; + + ///ѯϢȷ + virtual int ReqQrySettlementInfoConfirm(CKSOTPQrySettlementInfoConfirmField *pQrySettlementInfoConfirm, int nRequestID) = 0; + + ///Ͷ߽ȷ + virtual int ReqSettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, int nRequestID) = 0; + + ///ѯͶ߽ + virtual int ReqQrySettlementInfo(CKSOTPQrySettlementInfoField *pQrySettlementInfo, int nRequestID) = 0; + + ///ѯͻ׼ + virtual int ReqQryInvestorTradeLevel(CKSOTPQryInvestorTradeLevelField *pQryInvestorTradeLevel, int nRequestID) = 0; + + ///ѯ޹ + virtual int ReqQryPurchaseLimitAmt(CKSOTPQryPurchaseLimitAmtField *pQryPurchaseLimitAmt, int nRequestID) = 0; + + ///ѯ޲ֶ + virtual int ReqQryPositionLimitVol(CKSOTPQryPositionLimitVolField *pQryPositionLimitVol, int nRequestID) = 0; + + ///ѯʷ + virtual int ReqQryHistoryOrder(CKSOTPQryHistoryOrderField *pQryHistoryOrder, int nRequestID) = 0; + + ///ѯʷɽ + virtual int ReqQryHistoryTrade(CKSOTPQryHistoryTradeField *pQryHistoryTrade, int nRequestID) = 0; + + ///ѯʷȨָϸ + virtual int ReqQryHistoryAssignment(CKSOTPQryHistoryAssignmentField *pQryHistoryAssignment, int nRequestID) = 0; + + ///ѯȨϸ + virtual int ReqQryDelivDetail(CKSOTPQryDelivDetailField *pQryDelivDetail, int nRequestID) = 0; + + ///ԶȨִв + virtual int ReqAutoExecOrderAction(CKSOTPAutoExecOrderActionField *pAutoExecOrderAction, int nRequestID) = 0; + + ///ϲί + virtual int ReqCombActionInsert(CKSOTPInputCombActionField *pInputCombAction, int nRequestID) = 0; + + ///ѯϳֲϸ + virtual int ReqQryInvestorCombinePosition(CKSOTPQryInvestorPositionCombineDetailField *pQryInvestorCombinePosition, int nRequestID) = 0; + + ///ѯɿϿɲ + virtual int ReqQryCombActionVolume(CKSOTPQryCombActionVolumeField *pQryCombActionVolume, int nRequestID) = 0; + + ///ͻÿճ + virtual int ReqFundOutCreditApply(CKSOTPInputFundOutCreditApplyField *pFundOutCreditApply, int nRequestID) = 0; + + ///ͻÿճȲѯ + virtual int ReqQryFundOutCredit(CKSOTPQryFundOutCreditField *pQryFundOutCredit, int nRequestID) = 0; + + ///ͻÿճѯ + virtual int ReqQryFundOutCreditApply(CKSOTPQryFundOutCreditApplyField *pQryFundOutCreditApply, int nRequestID) = 0; + +protected: + ~CKSOTPTraderApi(){}; +}; + +} // end of namespace KingstarAPI +#endif \ No newline at end of file diff --git a/vn.ksotp/ksotpapi/KSOTPUserApiDataType.h b/vn.ksotp/ksotpapi/KSOTPUserApiDataType.h new file mode 100644 index 00000000..8d0345f9 --- /dev/null +++ b/vn.ksotp/ksotpapi/KSOTPUserApiDataType.h @@ -0,0 +1,1371 @@ +#ifndef __KSOTPUSERDATATYPE_H_INCLUDED_ +#define __KSOTPUSERDATATYPE_H_INCLUDED_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +namespace KingstarAPI +{ +enum KSOTP_TE_RESUME_TYPE +{ + KSOTP_TERT_RESTART = 0, + KSOTP_TERT_RESUME, + KSOTP_TERT_QUICK +}; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTraderIDTypeһԱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTraderIDType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInvestorIDTypeһͶߴ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPInvestorIDType[13]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBrokerIDTypeһ͹˾ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBrokerIDType[11]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBrokerAbbrTypeһ͹˾ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBrokerAbbrType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBrokerNameTypeһ͹˾ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBrokerNameType[81]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExchangeInstIDTypeһԼڽĴ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPExchangeInstIDType[31]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderRefTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPOrderRefType[13]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPParticipantIDTypeһԱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPParticipantIDType[11]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPUserIDTypeһû +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPUserIDType[16]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPasswordTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPPasswordType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPClientIDTypeһԼ˺ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPClientIDType[11]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstrumentIDTypeһԼ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPInstrumentIDType[81]; + +///////////////////////////////////////////////////////////////////////// +///TFtdcUnderlyingMultipleTypeһƷ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPUnderlyingMultipleType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMarketIDTypeһг +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPMarketIDType[31]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProductNameTypeһƷ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPProductNameType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExchangeIDTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPExchangeIDType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExchangeNameTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPExchangeNameType[31]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExchangeAbbrTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPExchangeAbbrType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExchangeFlagTypeһ־ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPExchangeFlagType[2]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMacAddressTypeһMacַ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPMacAddressType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPDateTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPDateType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTimeTypeһʱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTimeType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPLongTimeTypeһʱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPLongTimeType[13]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstrumentNameTypeһԼ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPInstrumentNameType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderSysIDTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPOrderSysIDType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeIDTypeһɽ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTradeIDType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCommandTypeTypeһDB +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPCommandTypeType[65]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPIPAddressTypeһIPַ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPIPAddressType[16]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProductInfoTypeһƷϢ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPProductInfoType[11]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProtocolInfoTypeһЭϢ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPProtocolInfoType[11]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBusinessUnitTypeһҵԪ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBusinessUnitType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPDepositSeqNoTypeһˮ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPDepositSeqNoType[15]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPIdentifiedCardNoTypeһ֤ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPIdentifiedCardNoType[51]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPIdCardTypeTypeһ֤ +///////////////////////////////////////////////////////////////////////// +///֯ +#define KS_OTP_ICT_EID '0' +///֤ +#define KS_OTP_ICT_IDCard '1' +///֤ +#define KS_OTP_ICT_OfficerIDCard '2' +///֤ +#define KS_OTP_ICT_PoliceIDCard '3' +///ʿ֤ +#define KS_OTP_ICT_SoldierIDCard '4' +///ڲ +#define KS_OTP_ICT_HouseholdRegister '5' +/// +#define KS_OTP_ICT_Passport '6' +///̨֤ +#define KS_OTP_ICT_TaiwanCompatriotIDCard '7' +///֤ +#define KS_OTP_ICT_HomeComingCard '8' +///Ӫҵִպ +#define KS_OTP_ICT_LicenseNo '9' +///˰ǼǺ +#define KS_OTP_ICT_TaxNo 'A' +///֤ +#define KS_OTP_ICT_OtherCard 'x' + +typedef char TKSOTPIdCardTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderLocalIDTypeһر +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPOrderLocalIDType[13]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPartyNameTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPPartyNameType[81]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPErrorMsgTypeһϢ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPErrorMsgType[81]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFieldNameTypeһֶ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPFieldNameType[2049]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFieldContentTypeһֶ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPFieldContentType[2049]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSystemNameTypeһϵͳ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPSystemNameType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPContentTypeһϢ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPContentType[501]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderActionStatusTypeһ״̬ +///////////////////////////////////////////////////////////////////////// +///Ѿύ +#define KS_OTP_OAS_Submitted 'a' +///Ѿ +#define KS_OTP_OAS_Accepted 'b' +///Ѿܾ +#define KS_OTP_OAS_Rejected 'c' + +typedef char TKSOTPOrderActionStatusType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderStatusTypeһ״̬ +///////////////////////////////////////////////////////////////////////// +///ȫɽ +#define KS_OTP_OST_AllTraded '0' +///ֳɽڶ +#define KS_OTP_OST_PartTradedQueueing '1' +///ֳɽڶ +#define KS_OTP_OST_PartTradedNotQueueing '2' +///δɽڶ +#define KS_OTP_OST_NoTradeQueueing '3' +///δɽڶ +#define KS_OTP_OST_NoTradeNotQueueing '4' +/// +#define KS_OTP_OST_Canceled '5' +///δ֪ +#define KS_OTP_OST_Unknown 'a' +///δ +#define KS_OTP_OST_NotTouched 'b' +///Ѵ +#define KS_OTP_OST_Touched 'c' + +typedef char TKSOTPOrderStatusType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderSubmitStatusTypeһύ״̬ +///////////////////////////////////////////////////////////////////////// +///Ѿύ +#define KS_OTP_OSS_InsertSubmitted '0' +///Ѿύ +#define KS_OTP_OSS_CancelSubmitted '1' +///޸Ѿύ +#define KS_OTP_OSS_ModifySubmitted '2' +///Ѿ +#define KS_OTP_OSS_Accepted '3' +///Ѿܾ +#define KS_OTP_OSS_InsertRejected '4' +///Ѿܾ +#define KS_OTP_OSS_CancelRejected '5' +///ĵѾܾ +#define KS_OTP_OSS_ModifyRejected '6' + +typedef char TKSOTPOrderSubmitStatusType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPositionDateTypeһֲ +///////////////////////////////////////////////////////////////////////// +///ճֲ +#define KS_OTP_PSD_Today '1' +///ʷֲ +#define KS_OTP_PSD_History '2' + +typedef char TKSOTPPositionDateType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPositionDateTypeTypeһֲ +///////////////////////////////////////////////////////////////////////// +///ʹʷֲ +#define KS_OTP_PDT_UseHistory '1' +///ʹʷֲ +#define KS_OTP_PDT_NoUseHistory '2' + +typedef char TKSOTPPositionDateTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradingRoleTypeһ׽ɫ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_ER_Broker '1' +///Ӫ +#define KS_OTP_ER_Host '2' +/// +#define KS_OTP_ER_Maker '3' + +typedef char TKSOTPTradingRoleType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProductClassTypeһƷ +///////////////////////////////////////////////////////////////////////// +///ڻ +#define KS_OTP_PC_Futures '1' +///ڻȨ +#define KS_OTP_PC_Options '2' +/// +#define KS_OTP_PC_Combination '3' +/// +#define KS_OTP_PC_Spot '4' +///ת +#define KS_OTP_PC_EFP '5' +///ֻȨ +#define KS_OTP_PC_SpotOption '6' +///Ȩ +#define KS_OTP_PC_ETFOption '7' +///֤ȯ +#define KS_OTP_PC_Stock '8' + +typedef char TKSOTPProductClassType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstLifePhaseTypeһԼ״̬ +///////////////////////////////////////////////////////////////////////// +///δ +#define KS_OTP_IP_NotStart '0' +/// +#define KS_OTP_IP_Started '1' +///ͣ +#define KS_OTP_IP_Pause '2' +/// +#define KS_OTP_IP_Expired '3' + +typedef char TKSOTPInstLifePhaseType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPDirectionTypeһ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_D_Buy '0' +/// +#define KS_OTP_D_Sell '1' + +typedef char TKSOTPDirectionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPositionTypeTypeһֲ +///////////////////////////////////////////////////////////////////////// +///ֲ +#define KS_OTP_PT_Net '1' +///ۺϳֲ +#define KS_OTP_PT_Gross '2' + +typedef char TKSOTPPositionTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPHedgeFlagTypeһұ־ +///////////////////////////////////////////////////////////////////////// +///Ͷ +#define KS_OTP_HF_Speculation '1' +/// +#define KS_OTP_HF_Arbitrage '2' +///ױ +#define KS_OTP_HF_Hedge '3' +/// +#define KS_OTP_HF_Covered '4' + +typedef char TKSOTPHedgeFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPClientIDTypeTypeһױ +///////////////////////////////////////////////////////////////////////// +///Ͷ/DZ +#define KS_OTP_CIDT_UnCovered '1' +/// +#define THOST_FTDC_CIDT_Arbitrage '2' +///ױ/ +#define KS_OTP_CIDT_Covered '3' + +typedef char TKSOTPClientIDTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderPriceTypeTypeһ۸ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_OPT_AnyPrice '1' +///޼ +#define KS_OTP_OPT_LimitPrice '2' +///ż +#define KS_OTP_OPT_BestPrice '3' +///¼ +#define KS_OTP_OPT_LastPrice '4' + +typedef char TKSOTPOrderPriceTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOffsetFlagTypeһƽ־ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_OF_Open '0' +///ƽ +#define KS_OTP_OF_Close '1' +///ǿƽ +#define KS_OTP_OF_ForceClose '2' +///ƽ +#define KS_OTP_OF_CloseToday '3' +///ƽ +#define KS_OTP_OF_CloseYesterday '4' +///ǿ +#define KS_OTP_OF_ForceOff '5' +///ǿƽ +#define KS_OTP_OF_LocalForceClose '6' + +typedef char TKSOTPOffsetFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPForceCloseReasonTypeһǿƽԭ +///////////////////////////////////////////////////////////////////////// +///ǿƽ +#define KS_OTP_FCC_NotForceClose '0' +///ʽ +#define KS_OTP_FCC_LackDeposit '1' +///ͻ +#define KS_OTP_FCC_ClientOverPositionLimit '2' +///Ա +#define KS_OTP_FCC_MemberOverPositionLimit '3' +///ֲַ +#define KS_OTP_FCC_NotMultiple '4' +///Υ +#define KS_OTP_FCC_Violation '5' +/// +#define KS_OTP_FCC_Other '6' +///Ȼٽ +#define KS_OTP_FCC_PersonDeliv '7' + +typedef char TKSOTPForceCloseReasonType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderTypeTypeһ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_ORDT_Normal '0' +/// +#define KS_OTP_ORDT_DeriveFromQuote '1' + +typedef char TKSOTPOrderTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTimeConditionTypeһЧ +///////////////////////////////////////////////////////////////////////// +///ɣ +#define KS_OTP_TC_IOC '1' +///Ч +#define KS_OTP_TC_GFS '2' +///Ч +#define KS_OTP_TC_GFD '3' +///ָǰЧ +#define KS_OTP_TC_GTD '4' +///ǰЧ +#define KS_OTP_TC_GTC '5' +///ϾЧ +#define KS_OTP_TC_GFA '6' + +typedef char TKSOTPTimeConditionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPVolumeConditionTypeһɽ +///////////////////////////////////////////////////////////////////////// +///κ +#define KS_OTP_VC_AV '1' +///С +#define KS_OTP_VC_MV '2' +///ȫ +#define KS_OTP_VC_CV '3' + +typedef char TKSOTPVolumeConditionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPContingentConditionTypeһ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_CC_Immediately '1' +///ֹ +#define KS_OTP_CC_Touch '2' +///ֹӮ +#define KS_OTP_CC_TouchProfit '3' + +typedef char TKSOTPContingentConditionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPActionFlagTypeһ־ +///////////////////////////////////////////////////////////////////////// +///ɾ +#define KS_OTP_AF_Delete '0' +///޸ +#define KS_OTP_AF_Modify '3' + +typedef char TKSOTPActionFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderSourceTypeһԴ +///////////////////////////////////////////////////////////////////////// +///Բ +#define KS_OTP_OSRC_Participant '0' +///ԹԱ +#define KS_OTP_OSRC_Administrator '1' + +typedef char TKSOTPOrderSourceType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeTypeTypeһɽ +///////////////////////////////////////////////////////////////////////// +///ͨɽ +#define KS_OTP_TRDT_Common '0' +///Ȩִ +#define KS_OTP_TRDT_OptionsOTPution '1' +///OTCɽ +#define KS_OTP_TRDT_OTC '2' +///תɽ +#define KS_OTP_TRDT_EFPDerived '3' + +typedef char TKSOTPTradeTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPriceSourceTypeһɽԴ +///////////////////////////////////////////////////////////////////////// +///ǰɽ +#define KS_OTP_PSRC_LastPrice '0' +///ίм +#define KS_OTP_PSRC_Buy '1' +///ίм +#define KS_OTP_PSRC_Sell '2' + +typedef char TKSOTPPriceSourceType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstrumentStatusTypeһԼ״̬ +///////////////////////////////////////////////////////////////////////// +///ǰ +#define KS_OTP_IS_BeforeTrading '0' +///ǽ +#define KS_OTP_IS_NoTrading '1' +/// +#define KS_OTP_IS_Continous '2' +///Ͼ۱ +#define KS_OTP_IS_AuctionOrdering '3' +///Ͼۼ۸ƽ +#define KS_OTP_IS_AuctionBalance '4' +///Ͼ۴ +#define KS_OTP_IS_AuctionMatch '5' +/// +#define KS_OTP_IS_Closed '6' + +typedef char TKSOTPInstrumentStatusType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstStatusEnterReasonTypeһƷֽ뽻״̬ԭ +///////////////////////////////////////////////////////////////////////// +///Զл +#define KS_OTP_IER_Automatic '1' +///ֶл +#define KS_OTP_IER_Manual '2' +///۶ +#define KS_OTP_IER_Fuse '3' + +typedef char TKSOTPInstStatusEnterReasonType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderActionRefTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPOrderActionRefType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstallCountTypeһװ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPInstallCountType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstallIDTypeһװ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPInstallIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPErrorIDTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPErrorIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSettlementIDTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPSettlementIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPVolumeTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPVolumeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFrontIDTypeһǰñ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPFrontIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSessionIDTypeһỰ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPSessionIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSequenceNoTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPSequenceNoType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMillisecTypeһʱ䣨룩 +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPMillisecType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPVolumeMultipleTypeһԼ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPVolumeMultipleType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradingSegmentSNTypeһ׽׶α +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPTradingSegmentSNType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPRequestIDTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPRequestIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPYearTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPYearType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMonthTypeһ· +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPMonthType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBoolTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPBoolType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPriceTypeһ۸ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPPriceType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPRatioTypeһ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPRatioType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMoneyTypeһʽ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPMoneyType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPLargeVolumeTypeһ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPLargeVolumeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSequenceSeriesTypeһϵк +///////////////////////////////////////////////////////////////////////// +typedef short TKSOTPSequenceSeriesType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCommPhaseNoTypeһͨѶʱα +///////////////////////////////////////////////////////////////////////// +typedef short TKSOTPCommPhaseNoType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSequenceLabelTypeһб +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPSequenceLabelType[2]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPAddressTypeһͨѶַ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPAddressType[101]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPZipCodeTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPZipCodeType[7]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTelephoneTypeһϵ绰 +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTelephoneType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFaxTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPFaxType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMobileTypeһֻ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPMobileType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPEMailTypeһʼ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPEMailType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMemoTypeһע +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPMemoType[161]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPropertyIDTypeһԴ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPPropertyIDType[33]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPropertyNameTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPPropertyNameType[65]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPLicenseNoTypeһӪҵִպ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPLicenseNoType[51]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSettlementParamValueTypeһֵ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPSettlementParamValueType[256]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBrandCodeTypeһƺ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBrandCodeType[257]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPWarehouseTypeһֿ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPWarehouseType[257]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProductDateTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPProductDateType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPGradeTypeһȼ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPGradeType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPClassifyTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPClassifyType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPAccountIDTypeһͶʺ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPAccountIDType[13]; + + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProductLifePhaseTypeһƷ״̬ +///////////////////////////////////////////////////////////////////////// +///Ծ +#define KS_OTP_PLP_Active '1' +///Ծ +#define KS_OTP_PLP_NonActive '2' +///ע +#define KS_OTP_PLP_Canceled '3' + +typedef char TKSOTPProductLifePhaseType; + + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInvestorTypeTypeһͶ +///////////////////////////////////////////////////////////////////////// +///Ȼ +#define KS_OTP_CT_Person '0' +/// +#define KS_OTP_CT_Company '1' +///Ͷʻ +#define KS_OTP_CT_Fund '2' + +typedef char TKSOTPInvestorTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBrokerTypeTypeһ͹˾ +///////////////////////////////////////////////////////////////////////// +///׻Ա +#define KS_OTP_BT_Trade '0' +///׽Ա +#define KS_OTP_BT_TradeSettle '1' + +typedef char TKSOTPBrokerTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCurrencyCodeTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPCurrencyCodeType[4]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCertCodeTypeһ֤ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPCertCodeType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPUserTypeTypeһû +///////////////////////////////////////////////////////////////////////// +///Ͷ +#define KS_OTP_UT_Investor '0' +///Ա +#define KS_OTP_UT_Operator '1' +///Ա +#define KS_OTP_UT_SuperUser '2' + +typedef char TKSOTPUserTypeType; + + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExClientIDTypeTypeһԼ˺ +///////////////////////////////////////////////////////////////////////// +///DZ +#define KS_OTP_ECIDT_UnCovered '0' +/// +#define KS_OTP_ECIDT_Covered '1' + +typedef char TKSOTPExClientIDTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPUserProductIDTypeһƷʶ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPUserProductIDType[33]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeSourceTypeһɽԴ +///////////////////////////////////////////////////////////////////////// +///Խͨر +#define KS_OTP_TSRC_NORMAL '0' +///Բѯ +#define KS_OTP_TSRC_QUERY '1' + +typedef char TKSOTPTradeSourceType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSRiskRateTypeһն +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPSRiskRateType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOptionsTypeTypeһȨ +///////////////////////////////////////////////////////////////////////// +///Ϲ +#define KS_OTP_CP_CallOptions '1' +///Ϲ +#define KS_OTP_CP_PutOptions '2' + +typedef char TKSOTPOptionsTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPActionTypeTypeһִ +///////////////////////////////////////////////////////////////////////// +///ִ +#define KS_OTP_ACTP_Exec '1' +/// +#define KS_OTP_ACTP_Abandon '2' + +typedef char TKSOTPActionTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFutureBranchIDTypeһ֤ȯ֧ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPFutureBranchIDType[31]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCustTypeTypeһͻ +///////////////////////////////////////////////////////////////////////// +///Ȼ +#define KS_OTP_CUSTT_Person '0' +/// +#define KS_OTP_CUSTT_Institution '1' + +typedef char TKSOTPCustTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPIndividualNameTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPIndividualNameType[51]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeAmountTypeһ׽Ԫ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPTradeAmountType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFeePayFlagTypeһ֧־ +///////////////////////////////////////////////////////////////////////// +///淽֧ +#define KS_OTP_FPF_BEN '0' +///ɷͷ֧ +#define KS_OTP_FPF_OUR '1' +///ɷͷ֧ķã淽֧ܵķ +#define KS_OTP_FPF_SHA '2' + +typedef char TKSOTPFeePayFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCustFeeTypeһӦտͻãԪ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPCustFeeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFutureFeeTypeһӦ֤ȯ˾ãԪ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPFutureFeeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankIDTypeһд +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankIDType[4]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCurrencyIDTypeһִ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPCurrencyIDType[4]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankSerialTypeһˮ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankSerialType[13]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSerialTypeһˮ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPSerialType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPLastFragmentTypeһƬ־ +///////////////////////////////////////////////////////////////////////// +///Ƭ +#define KS_OTP_LF_Yes '0' +///Ƭ +#define KS_OTP_LF_No '1' + +typedef char TKSOTPLastFragmentType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFutureSerialTypeһ֤ȯ˾ˮ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPFutureSerialType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankAccountTypeһ˻ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankAccountType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeDateTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTradeDateType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeTimeTypeһʱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTradeTimeType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeCodeTypeһ״ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTradeCodeType[7]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPDigestTypeһժҪ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPDigestType[36]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTransferStatusTypeһת˽״̬ +///////////////////////////////////////////////////////////////////////// +/// +#define TKS_OTP_TRFS_Normal '0' +/// +#define TKS_OTP_TRFS_Repealed '1' + +typedef char TKSOTPTransferStatusType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankAccTypeTypeһʺ +///////////////////////////////////////////////////////////////////////// +///д +#define TKS_OTP_BAT_BankBook '1' +/// +#define TKS_OTP_BAT_SavingCard '2' +///ÿ +#define TKS_OTP_BAT_CreditCard '3' + +typedef char TKSOTPBankAccTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPDeviceIDTypeһ־ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPDeviceIDType[3]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankCodingForFutureTypeһж֤ȯ˾ı +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankCodingForFutureType[33]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankBrchIDTypeһзĴ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankBrchIDType[5]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPNoIndicatorTypeһǻʶ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_YNI_Yes '0' +/// +#define KS_OTP_YNI_No '1' + +typedef char TKSOTPYesNoIndicatorType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPAddInfoTypeһϢ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPAddInfoType[129]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPwdFlagTypeһ˶Ա־ +///////////////////////////////////////////////////////////////////////// +///˶ +#define KS_OTP_BPWDF_NoCheck '0' +///ĺ˶ +#define KS_OTP_BPWDF_BlankCheck '1' +///ĺ˶ +#define KS_OTP_BPWDF_EncryptCheck '2' + +typedef char TKSOTPPwdFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankOperNoTypeһвԱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankOperNoType[4]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTargetIDTypeһͬĿ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTargetIDType[4]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOperNoTypeһ׹Ա +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPOperNoType[17]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTIDTypeһID +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPTIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOperNoTypeһ׹Ա +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPOperNoType[17]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankNameTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankNameType[101]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeCodeTypeһ״ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTradeCodeType[7]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankIDTypeһд +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankIDType[4]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankBrchIDTypeһзĴ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankBrchIDType[5]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPlateSerialTypeһƽ̨ˮ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPPlateSerialType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFutureAccTypeTypeһ֤ȯ˾ʺ +///////////////////////////////////////////////////////////////////////// +///д +#define KS_OTP_FAT_BankBook '1' +/// +#define KS_OTP_FAT_SavingCard '2' +///ÿ +#define KS_OTP_FAT_CreditCard '3' + +typedef char TKSOTPFutureAccTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPAvailabilityFlagTypeһЧ־ +///////////////////////////////////////////////////////////////////////// +///δȷ +#define KS_OTP_AVAF_Invalid '0' +///Ч +#define KS_OTP_AVAF_Valid '1' +/// +#define KS_OTP_AVAF_Repeal '2' + +typedef char TKSOTPAvailabilityFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOperatorCodeTypeһԱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPOperatorCodeType[17]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProtectFlagTypeһԱ־ +///////////////////////////////////////////////////////////////////////// +// +#define KSOTP_PF_True 'T' +// DZ +#define KSOTP_PF_Flase 'F' + +typedef char TKSOTPProtectFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPControlRangeTypeһƷΧ +///////////////////////////////////////////////////////////////////////// +// Ʒ +#define KSOTP_CR_Product '0' +// +#define KSOTP_CR_ALL '1' + +typedef char TKSOTPControlRangeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeLevelTypeһ׼ +///////////////////////////////////////////////////////////////////////// +// һ +#define KSOTP_TL_Level1 '1' +// +#define KSOTP_TL_Level2 '2' +// +#define KSOTP_TL_Level3 '3' + +typedef char TKSOTPTradeLevelType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPosiDirectionTypeһɳֲַ +///////////////////////////////////////////////////////////////////////// +// Ȩ +#define KSVOC_PD_Buy '2' +// +#define KSVOC_PD_Sell '3' + +typedef char TKSOTPPosiDirectionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPDelivModeTypeһɽղѯ +///////////////////////////////////////////////////////////////////////// +// Ȩľ +#define KSVOC_DM_Product '1' +// Ȩֽ㽻ϸ +#define KSVOC_DM_Cash '2' +// ȨΥԼÿȯ +#define KSVOC_DM_Dispos '3' + +typedef char TKSOTPDelivModeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFunctionNameTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPFunctionNameType[65]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPStrikeTypeTypeһִ +///////////////////////////////////////////////////////////////////////// +///Գ +#define KS_OTP_STT_Hedge '0' +///ƥִ +#define KS_OTP_STT_Match '1' + +typedef char TKSOTPStrikeTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExecOrderPositionFlagTypeһȨȨǷͷı +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_EOPF_Reserve '0' +/// +#define KS_OTP_EOPF_UnReserve '1' + +typedef char TKSOTPExecOrderPositionFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExecOrderCloseFlagTypeһȨȨɵͷǷԶƽ +///////////////////////////////////////////////////////////////////////// +///Զƽ +#define KS_OTP_EOCF_AutoClose '0' +///Զƽ +#define KS_OTP_EOCF_NotToClose '1' + +typedef char TKSOTPExecOrderCloseFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPLockTypeTypeһ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_LCKT_Lock '1' +/// +#define KS_OTP_LCKT_Unlock '2' + +typedef char TKSOTPLockTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExecOrderSysIDTypeһִϵͳ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPExecOrderSysIDType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExecResultTypeһִн +///////////////////////////////////////////////////////////////////////// +///ûִ +#define KS_OTP_OER_NoExec 'n' +///Ѿȡ +#define KS_OTP_OER_Canceled 'c' +///ִгɹ +#define KS_OTP_OER_OK '0' +///Ȩֲֲ +#define KS_OTP_OER_NoPosition '1' +///ʽ𲻹 +#define KS_OTP_OER_NoDeposit '2' +///Ա +#define KS_OTP_OER_NoParticipant '3' +///ͻ +#define KS_OTP_OER_NoClient '4' +///Լ +#define KS_OTP_OER_NoInstrument '6' +///ûִȨ +#define KS_OTP_OER_NoRight '7' +/// +#define KS_OTP_OER_InvalidVolume '8' +///û㹻ʷɽ +#define KS_OTP_OER_NoEnoughHistoryTrade '9' +///δ֪ +#define KS_OTP_OER_Unknown 'a' + +typedef char TKSOTPExecResultType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBranchIDTypeһӪҵ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBranchIDType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInvestorRangeTypeһͶ߷Χ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_IR_All '1' +///Ͷ +#define KS_OTP_IR_Group '2' +///һͶ +#define KS_OTP_IR_Single '3' + +typedef char TKSOTPInvestorRangeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCombDirectionTypeһָ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_CMDR_Comb '0' +/// +#define KS_OTP_CMDR_UnComb '1' + +typedef char TKSOTPCombDirectionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCombStrategyIDTypeһϲԴ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPCombStrategyIDType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCombActionTypeһǿ +///////////////////////////////////////////////////////////////////////// +///ǿ +#define KS_OTP_CAT_False '0' +///ǿ +#define KS_OTP_CAT_True '1' + +typedef char TKSOTPCombActionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeSerialNoTypeһˮ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPTradeSerialNoType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFOCreditApplyTypeһճȲ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_FOCAT_Confirm '0' +///ȡ +#define KS_OTP_FOCAT_NoConfirm '1' + +typedef char TKSOTPFOCreditApplyType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFOCreditStatusTypeһճȴ״̬ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_FOCST_SENDING '0' +///ͨ +#define KS_OTP_FOCST_ACCEPTED '1' +///ѷ +#define KS_OTP_FOCST_REJECT '2' + +typedef char TKSOTPFOCreditStatusType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstrumentCodeTypeһԼʶ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPInstrumentCodeType[31]; +} // end of namespace KingstarAPI +#endif + diff --git a/vn.ksotp/ksotpapi/KSOTPUserApiStruct.h b/vn.ksotp/ksotpapi/KSOTPUserApiStruct.h new file mode 100644 index 00000000..36f02062 --- /dev/null +++ b/vn.ksotp/ksotpapi/KSOTPUserApiStruct.h @@ -0,0 +1,2699 @@ +#ifndef __KSOTPUSERAPISTRUCT_H_INCLUDED_ +#define __KSOTPUSERAPISTRUCT_H_INCLUDED_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +#include "KSOTPUserApiDataType.h" + +namespace KingstarAPI +{ +///ӦϢ +struct CKSOTPRspInfoField +{ + /// + TKSOTPErrorIDType ErrorID; + ///Ϣ + TKSOTPErrorMsgType ErrorMsg; +}; + +///û¼ +struct CKSOTPReqUserLoginField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///û + TKSOTPUserIDType UserID; + /// + TKSOTPPasswordType Password; + ///û˲ƷϢ + TKSOTPProductInfoType UserProductInfo; + ///Macַ + TKSOTPMacAddressType MacAddress; + ///նIPַ + TKSOTPIPAddressType ClientIPAddress; +}; + +///û¼Ӧ +struct CKSOTPRspUserLoginField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPDateType TradingDay; + ///¼ɹʱ + TKSOTPTimeType LoginTime; + ///û + TKSOTPUserIDType UserID; + ///ϵͳ + TKSOTPSystemNameType SystemName; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + ///󱨵 + TKSOTPOrderRefType MaxOrderRef; + ///֤ʱ + TKSOTPTimeType SSETime; +}; + +///ûdz +struct CKSOTPUserLogoutField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///û + TKSOTPUserIDType UserID; +}; + +///û +struct CKSOTPUserPasswordUpdateField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///û + TKSOTPUserIDType UserID; + ///ԭĿ + TKSOTPPasswordType OldPassword; + ///µĿ + TKSOTPPasswordType NewPassword; +}; + +///ʽ˻ +struct CKSOTPTradingAccountPasswordUpdateField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///ԭĿ + TKSOTPPasswordType OldPassword; + ///µĿ + TKSOTPPasswordType NewPassword; +}; + +///뱨 +struct CKSOTPInputOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPOrderRefType OrderRef; + ///û + TKSOTPUserIDType UserID; + ///۸ + TKSOTPOrderPriceTypeType OrderPriceType; + /// + TKSOTPDirectionType Direction; + ///ƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///ұ־ + TKSOTPHedgeFlagType HedgeFlag; + ///۸ + TKSOTPPriceType LimitPrice; + /// + TKSOTPVolumeType VolumeTotalOriginal; + ///Ч + TKSOTPTimeConditionType TimeCondition; + ///GTD + TKSOTPDateType GTDDate; + ///ɽ + TKSOTPVolumeConditionType VolumeCondition; + ///Сɽ + TKSOTPVolumeType MinVolume; + /// + TKSOTPContingentConditionType ContingentCondition; + ///ֹ + TKSOTPPriceType StopPrice; + ///ǿƽԭ + TKSOTPForceCloseReasonType ForceCloseReason; + ///Զ־ + TKSOTPBoolType IsAutoSuspend; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + /// + TKSOTPRequestIDType RequestID; + ///ûǿ־ + TKSOTPBoolType UserForceClose; + ///־ + TKSOTPBoolType IsSwapOrder; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///뱨 +struct CKSOTPInputOrderActionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPOrderRefType OrderRef; + /// + TKSOTPRequestIDType RequestID; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + /// + TKSOTPExchangeIDType ExchangeID; + /// + TKSOTPOrderSysIDType OrderSysID; + ///־ + TKSOTPActionFlagType ActionFlag; + ///۸ + TKSOTPPriceType LimitPrice; + ///仯 + TKSOTPVolumeType VolumeChange; + ///û + TKSOTPUserIDType UserID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; +}; + +///ѯ +struct CKSOTPQryOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + /// + TKSOTPOrderSysIDType OrderSysID; +}; + +///ѯɽ +struct CKSOTPQryTradeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + ///ʼʱ + TKSOTPTimeType TradeTimeStart; + ///ʱ + TKSOTPTimeType TradeTimeEnd; +}; + +///ѯͶֲ߳ +struct CKSOTPQryInvestorPositionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///Ͷֲ߳ +struct CKSOTPInvestorPositionField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ֲֶշ + TKSOTPPosiDirectionType PosiDirection; + ///ұ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ֲ + TKSOTPPositionDateType PositionDate; + ///ճֲ + TKSOTPVolumeType YdPosition; + ///ճֲ + TKSOTPVolumeType Position; + ///ͷ + TKSOTPVolumeType LongFrozen; + ///ͷ + TKSOTPVolumeType ShortFrozen; + ///ֶ + TKSOTPMoneyType LongFrozenAmount; + ///ֶ + TKSOTPMoneyType ShortFrozenAmount; + /// + TKSOTPVolumeType OpenVolume; + ///ֽ + TKSOTPMoneyType OpenAmount; + ///ƽֽ + TKSOTPMoneyType CloseAmount; + ///ֲֳɱ + TKSOTPMoneyType PositionCost; + ///ռõı֤ + TKSOTPMoneyType UseMargin; + ///ı֤ + TKSOTPMoneyType FrozenMargin; + ///ʽ + TKSOTPMoneyType FrozenCash; + /// + TKSOTPMoneyType FrozenCommission; + ///ʽ + TKSOTPMoneyType CashIn; + /// + TKSOTPMoneyType Commission; + ///ƽӯ + TKSOTPMoneyType CloseProfit; + ///ֲӯ + TKSOTPMoneyType PositionProfit; + ///ϴν + TKSOTPPriceType PreSettlementPrice; + ///ν + TKSOTPPriceType SettlementPrice; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + ///ֳɱ + TKSOTPMoneyType OpenCost; + ///֤ + TKSOTPMoneyType ExchangeMargin; + ///նƽӯ + TKSOTPMoneyType CloseProfitByDate; + ///ʶԳƽӯ + TKSOTPMoneyType CloseProfitByTrade; + ///ճֲ + TKSOTPVolumeType TodayPosition; + ///֤ + TKSOTPRatioType MarginRateByMoney; + ///֤() + TKSOTPRatioType MarginRateByVolume; + ///ִж + TKSOTPVolumeType StrikeFrozen; + ///ִж + TKSOTPMoneyType StrikeFrozenAmount; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ѯʽ˻ +struct CKSOTPQryTradingAccountField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; +}; + +///ʽ˻ +struct CKSOTPTradingAccountField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///ϴν׼ + TKSOTPMoneyType PreBalance; + ///ϴռõı֤ + TKSOTPMoneyType PreMargin; + /// + TKSOTPMoneyType Deposit; + /// + TKSOTPMoneyType Withdraw; + ///ı֤ + TKSOTPMoneyType FrozenMargin; + ///ʽ + TKSOTPMoneyType FrozenCash; + /// + TKSOTPMoneyType FrozenCommission; + ///ǰ֤ܶ + TKSOTPMoneyType CurrMargin; + ///ʽ + TKSOTPMoneyType CashIn; + /// + TKSOTPMoneyType Commission; + ///ƽӯ + TKSOTPMoneyType CloseProfit; + ///ֲӯ + TKSOTPMoneyType PositionProfit; + ///֤ȯ׼ + TKSOTPMoneyType Balance; + ///ʽ + TKSOTPMoneyType Available; + ///ȡʽ + TKSOTPMoneyType WithdrawQuota; + ///׼ + TKSOTPMoneyType Reserve; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + ///ö + TKSOTPMoneyType Credit; + ///Ѻ + TKSOTPMoneyType Mortgage; + ///֤ + TKSOTPMoneyType ExchangeMargin; + ///Ͷ߽֤ + TKSOTPMoneyType DeliveryMargin; + ///֤ + TKSOTPMoneyType ExchangeDeliveryMargin; +}; + +///ѯͶ +struct CKSOTPQryInvestorField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; +}; + +///Ͷ +struct CKSOTPInvestorField +{ + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷ + TKSOTPPartyNameType InvestorName; + ///֤ + TKSOTPIdCardTypeType IdentifiedCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ǷԾ + TKSOTPBoolType IsActive; + ///ϵ绰 + TKSOTPTelephoneType Telephone; + ///ͨѶַ + TKSOTPAddressType Address; + /// + TKSOTPDateType OpenDate; + ///ֻ + TKSOTPMobileType Mobile; +}; + +///ѯԼ˺ +struct CKSOTPQryTradingCodeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ױ +struct CKSOTPTradingCodeField +{ + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Լ˺ + TKSOTPClientIDType ClientID; + ///ǷԾ + TKSOTPBoolType IsActive; + ///ױ + TKSOTPClientIDTypeType ClientIDType; +}; + +///ѯ +struct CKSOTPQryExchangeField +{ + /// + TKSOTPExchangeIDType ExchangeID; +}; + +/// +struct CKSOTPExchangeField +{ + /// + TKSOTPExchangeIDType ExchangeID; + /// + TKSOTPExchangeNameType ExchangeName; +}; + +///ѯԼ +struct CKSOTPQryInstrumentField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///Լ +struct CKSOTPInstrumentField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Լ + TKSOTPInstrumentNameType InstrumentName; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///Ʒִ + TKSOTPInstrumentIDType ProductID; + ///Ʒ + TKSOTPProductClassType ProductClass; + /// + TKSOTPYearType DeliveryYear; + /// + TKSOTPMonthType DeliveryMonth; + ///м۵µ + TKSOTPVolumeType MaxMarketOrderVolume; + ///м۵Сµ + TKSOTPVolumeType MinMarketOrderVolume; + ///޼۵µ + TKSOTPVolumeType MaxLimitOrderVolume; + ///޼۵Сµ + TKSOTPVolumeType MinLimitOrderVolume; + ///Լ + TKSOTPVolumeMultipleType VolumeMultiple; + ///С䶯λ + TKSOTPPriceType PriceTick; + /// + TKSOTPDateType CreateDate; + /// + TKSOTPDateType OpenDate; + /// + TKSOTPDateType ExpireDate; + ///ʼ + TKSOTPDateType StartDelivDate; + /// + TKSOTPDateType EndDelivDate; + ///Լ״̬ + TKSOTPInstLifePhaseType InstLifePhase; + ///ǰǷ + TKSOTPBoolType IsTrading; + ///ֲ + TKSOTPPositionTypeType PositionType; + ///ֲ + TKSOTPPositionDateTypeType PositionDateType; + ///ͷ֤ + TKSOTPRatioType LongMarginRatio; + ///ͷ֤ + TKSOTPRatioType ShortMarginRatio; + ///Ʒ + TKSOTPInstrumentIDType UnderlyingInstrID; + ///ִм + TKSOTPPriceType StrikePrice; + ///Ȩ + TKSOTPOptionsTypeType OptionsType; + ///ԼƷ + TKSOTPUnderlyingMultipleType UnderlyingMultiple; + ///Լʶ + TKSOTPInstrumentCodeType InstrumentCode; +}; + +///ѯͶֲ߳ϸ +struct CKSOTPQryInvestorPositionDetailField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///Ͷֲ߳ϸ +struct CKSOTPInvestorPositionDetailField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ұ־ + TKSOTPHedgeFlagType HedgeFlag; + /// + TKSOTPDirectionType Direction; + /// + TKSOTPDateType OpenDate; + ///ɽ + TKSOTPTradeIDType TradeID; + /// + TKSOTPVolumeType Volume; + ///ּ + TKSOTPPriceType OpenPrice; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + ///ɽ + TKSOTPTradeTypeType TradeType; + /// + TKSOTPExchangeIDType ExchangeID; + ///նƽӯ + TKSOTPMoneyType CloseProfitByDate; + ///ʶԳƽӯ + TKSOTPMoneyType CloseProfitByTrade; + ///նгֲӯ + TKSOTPMoneyType PositionProfitByDate; + ///ʶԳֲӯ + TKSOTPMoneyType PositionProfitByTrade; + ///Ͷ֤߱ + TKSOTPMoneyType Margin; + ///֤ + TKSOTPMoneyType ExchMargin; + ///֤ + TKSOTPRatioType MarginRateByMoney; + ///֤() + TKSOTPRatioType MarginRateByVolume; + /// + TKSOTPPriceType LastSettlementPrice; + /// + TKSOTPPriceType SettlementPrice; +}; + +///ѯ¼֪ͨ +struct CKSOTPQryTradingNoticeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; +}; + +///û¼֪ͨ +struct CKSOTPTradingNoticeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ϵк + TKSOTPSequenceSeriesType SequenceSeries; + ///û + TKSOTPUserIDType UserID; + ///ʱ + TKSOTPTimeType SendTime; + ///к + TKSOTPSequenceNoType SequenceNo; + ///Ϣ + TKSOTPContentType FieldContent; +}; + +///û¼֪ͨϢ +struct CKSOTPTradingNoticeInfoField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ʱ + TKSOTPTimeType SendTime; + ///Ϣ + TKSOTPContentType FieldContent; + ///ϵк + TKSOTPSequenceSeriesType SequenceSeries; + ///к + TKSOTPSequenceNoType SequenceNo; +}; + +///ִ +struct CKSOTPInputExecOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///ִ + TKSOTPOrderRefType ExecOrderRef; + ///û + TKSOTPUserIDType UserID; + /// + TKSOTPVolumeType Volume; + /// + TKSOTPRequestIDType RequestID; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + ///ƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ִ + TKSOTPActionTypeType ActionType; + ///ͷijֲַ + TKSOTPPosiDirectionType PosiDirection; + ///ȨȨǷڻͷı + TKSOTPExecOrderPositionFlagType ReservePositionFlag; + ///ȨȨɵͷǷԶƽ + TKSOTPExecOrderCloseFlagType CloseFlag; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ִ +struct CKSOTPInputExecOrderActionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ִ + TKSOTPOrderActionRefType ExecOrderActionRef; + ///ִ + TKSOTPOrderRefType ExecOrderRef; + /// + TKSOTPRequestIDType RequestID; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + /// + TKSOTPExchangeIDType ExchangeID; + ///ִ + TKSOTPExecOrderSysIDType ExecOrderSysID; + ///־ + TKSOTPActionFlagType ActionFlag; + ///û + TKSOTPUserIDType UserID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; +}; + +///¼ +struct CKSOTPInputLockField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPOrderRefType LockRef; + ///û + TKSOTPUserIDType UserID; + /// + TKSOTPVolumeType Volume; + /// + TKSOTPRequestIDType RequestID; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + /// + TKSOTPLockTypeType LockType; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +/// +struct CKSOTPLockField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPOrderRefType LockRef; + ///û + TKSOTPUserIDType UserID; + /// + TKSOTPVolumeType Volume; + /// + TKSOTPRequestIDType RequestID; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + /// + TKSOTPLockTypeType LockType; + /// + TKSOTPOrderLocalIDType LockLocalID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ա + TKSOTPParticipantIDType ParticipantID; + ///ͻ + TKSOTPClientIDType ClientID; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///Ա + TKSOTPTraderIDType TraderID; + ///װ + TKSOTPInstallIDType InstallID; + ///ִύ״̬ + TKSOTPOrderSubmitStatusType OrderSubmitStatus; + ///ʾ + TKSOTPSequenceNoType NotifySequence; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + /// + TKSOTPOrderSysIDType LockSysID; + /// + TKSOTPDateType InsertDate; + ///ʱ + TKSOTPTimeType InsertTime; + ///ʱ + TKSOTPTimeType CancelTime; + ///״̬ + TKSOTPOrderActionStatusType LockStatus; + ///Ա + TKSOTPParticipantIDType ClearingPartID; + /// + TKSOTPSequenceNoType SequenceNo; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + ///û˲ƷϢ + TKSOTPProductInfoType UserProductInfo; + ///״̬Ϣ + TKSOTPErrorMsgType StatusMsg; + ///û + TKSOTPUserIDType ActiveUserID; + ///͹˾ + TKSOTPSequenceNoType BrokerLockSeq; + ///Ӫҵ + TKSOTPBranchIDType BranchID; +}; + +///ѯ +struct CKSOTPQryLockField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + /// + TKSOTPOrderSysIDType LockSysID; +}; + +///ִѯ +struct CKSOTPQryExecOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + ///ִ + TKSOTPExecOrderSysIDType ExecOrderSysID; +}; + +///ѯ +struct CKSOTPQryExecOrderVolumeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///־ + TKSOTPDirectionType Direction; +}; + +///ѯ +struct CKSOTPExecOrderVolumeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ִ + TKSOTPVolumeType ExecVolume; + /// + TKSOTPVolumeType ActionVolume; + ///ִ + TKSOTPVolumeType ExecedVolume; + /// + TKSOTPVolumeType ActionedVolume; + ///־ + TKSOTPDirectionType Direction; +}; + +///ѯ֤ȯλ +struct CKSOTPQryLockPositionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///֤ȯλ +struct CKSOTPLockPositionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + /// + TKSOTPVolumeType Volume; + /// + TKSOTPVolumeType FrozenVolume; +}; + +///ѯȯϢ +struct CKSOTPQryUnderlyingStockInfoField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒִ + TKSOTPInstrumentIDType ProductID; +}; + +///ѯȯϢ +struct CKSOTPUnderlyingStockInfoField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒִ + TKSOTPInstrumentIDType ProductID; + /// + TKSOTPPriceType PreClosePrice; + ///ȫϵ + TKSOTPRatioType GuarantRatio; +}; + +///ѯȨ +struct CKSOTPQryOTPInsCommRateField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ѯȨԼ +struct CKSOTPOTPInsCommRateField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Ͷ߷Χ + TKSOTPInvestorRangeType InvestorRange; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPRatioType OpenRatioByMoney; + /// + TKSOTPRatioType OpenRatioByVolume; + ///ƽ + TKSOTPRatioType CloseRatioByMoney; + ///ƽ + TKSOTPRatioType CloseRatioByVolume; + ///ƽ + TKSOTPRatioType CloseTodayRatioByMoney; + ///ƽ + TKSOTPRatioType CloseTodayRatioByVolume; + ///ִ + TKSOTPRatioType StrikeRatioByMoney; + ///ִ + TKSOTPRatioType StrikeRatioByVolume; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ѯȨԼ֤ +struct CKSOTPQryInstrumentMarginRateField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ѯȨԼ֤ +struct CKSOTPInstrumentMarginRateField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Ͷ߷Χ + TKSOTPInvestorRangeType InvestorRange; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ͷ֤ + TKSOTPRatioType LongMarginRatioByMoney; + ///ͷ֤ + TKSOTPMoneyType LongMarginRatioByVolume; + ///ͷ֤ + TKSOTPRatioType ShortMarginRatioByMoney; + ///ͷ֤ + TKSOTPMoneyType ShortMarginRatioByVolume; + ///ǷԽȡ + TKSOTPBoolType IsRelative; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ȨָϢ +struct CKSOTPQryOTPAssignmentField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPDirectionType Direction; +}; + +///ȨָϢ +struct CKSOTPOTPAssignmentField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPDirectionType Direction; + /// + TKSOTPExchangeIDType ExchangeID; + ///Լ + TKSOTPInstrumentNameType InstrumentName; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ճֲ + TKSOTPVolumeType YdPosition; + ///ȨָɺԼ + TKSOTPVolumeType AssInsVo; + ///Ȩ֤ȯ + TKSOTPVolumeType AssProVol; + ///ȨָӦ + TKSOTPMoneyType FeePay; + ///ȨC/P־ + TKSOTPOptionsTypeType OptionsType; + ///Ȩ + TKSOTPDateType DeliveryDay; + ///ɺԼʶ + TKSOTPInstrumentIDType StockID; +}; + +///ѯ +struct CKSOTPQryDepthMarketDataField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +/// +struct CKSOTPDepthMarketDataField +{ + /// + TKSOTPDateType TradingDay; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///¼ + TKSOTPPriceType LastPrice; + ///ϴν + TKSOTPPriceType PreSettlementPrice; + /// + TKSOTPPriceType PreClosePrice; + ///ֲ + TKSOTPLargeVolumeType PreOpenInterest; + /// + TKSOTPPriceType OpenPrice; + ///߼ + TKSOTPPriceType HighestPrice; + ///ͼ + TKSOTPPriceType LowestPrice; + /// + TKSOTPVolumeType Volume; + ///ɽ + TKSOTPMoneyType Turnover; + ///ֲ + TKSOTPLargeVolumeType OpenInterest; + /// + TKSOTPPriceType ClosePrice; + ///ν + TKSOTPPriceType SettlementPrice; + ///ͣ + TKSOTPPriceType UpperLimitPrice; + ///ͣ + TKSOTPPriceType LowerLimitPrice; + ///ʵ + TKSOTPRatioType PreDelta; + ///ʵ + TKSOTPRatioType CurrDelta; + ///޸ʱ + TKSOTPTimeType UpdateTime; + ///޸ĺ + TKSOTPMillisecType UpdateMillisec; + ///һ + TKSOTPPriceType BidPrice1; + ///һ + TKSOTPVolumeType BidVolume1; + ///һ + TKSOTPPriceType AskPrice1; + ///һ + TKSOTPVolumeType AskVolume1; + ///۶ + TKSOTPPriceType BidPrice2; + /// + TKSOTPVolumeType BidVolume2; + ///۶ + TKSOTPPriceType AskPrice2; + /// + TKSOTPVolumeType AskVolume2; + /// + TKSOTPPriceType BidPrice3; + /// + TKSOTPVolumeType BidVolume3; + /// + TKSOTPPriceType AskPrice3; + /// + TKSOTPVolumeType AskVolume3; + /// + TKSOTPPriceType BidPrice4; + /// + TKSOTPVolumeType BidVolume4; + /// + TKSOTPPriceType AskPrice4; + /// + TKSOTPVolumeType AskVolume4; + /// + TKSOTPPriceType BidPrice5; + /// + TKSOTPVolumeType BidVolume5; + /// + TKSOTPPriceType AskPrice5; + /// + TKSOTPVolumeType AskVolume5; + ///վ + TKSOTPPriceType AveragePrice; + ///ҵ + TKSOTPDateType ActionDay; +}; + +///̵ѯ +struct CKSOTPForQuoteRspField +{ + /// + TKSOTPDateType TradingDay; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///ѯ۱ + TKSOTPOrderSysIDType ForQuoteSysID; + ///ѯʱ + TKSOTPTimeType ForQuoteTime; + ///ҵ + TKSOTPDateType ActionDay; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +/// +struct CKSOTPOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPOrderRefType OrderRef; + ///û + TKSOTPUserIDType UserID; + ///۸ + TKSOTPOrderPriceTypeType OrderPriceType; + /// + TKSOTPDirectionType Direction; + ///ƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///۸ + TKSOTPPriceType LimitPrice; + ///ұ־ + TKSOTPHedgeFlagType HedgeFlag; + /// + TKSOTPVolumeType VolumeTotalOriginal; + ///Ч + TKSOTPTimeConditionType TimeCondition; + ///GTD + TKSOTPDateType GTDDate; + ///ɽ + TKSOTPVolumeConditionType VolumeCondition; + ///Сɽ + TKSOTPVolumeType MinVolume; + /// + TKSOTPContingentConditionType ContingentCondition; + ///ֹ + TKSOTPPriceType StopPrice; + ///ǿƽԭ + TKSOTPForceCloseReasonType ForceCloseReason; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + /// + TKSOTPRequestIDType RequestID; + ///ر + TKSOTPOrderLocalIDType OrderLocalID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ա + TKSOTPParticipantIDType ParticipantID; + ///Լ˺ + TKSOTPClientIDType ClientID; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///Ա + TKSOTPTraderIDType TraderID; + ///ύ״̬ + TKSOTPOrderSubmitStatusType OrderSubmitStatus; + ///ʾ + TKSOTPSequenceNoType NotifySequence; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + /// + TKSOTPOrderSysIDType OrderSysID; + ///Դ + TKSOTPOrderSourceType OrderSource; + ///״̬ + TKSOTPOrderStatusType OrderStatus; + /// + TKSOTPOrderTypeType OrderType; + ///ɽ + TKSOTPVolumeType VolumeTraded; + ///ʣ + TKSOTPVolumeType VolumeTotal; + /// + TKSOTPDateType InsertDate; + ///ίʱ + TKSOTPTimeType InsertTime; + ///ʱ + TKSOTPTimeType ActiveTime; + ///޸ʱ + TKSOTPTimeType UpdateTime; + ///ʱ + TKSOTPTimeType CancelTime; + /// + TKSOTPSequenceNoType SequenceNo; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + ///û˲ƷϢ + TKSOTPProductInfoType UserProductInfo; + ///״̬Ϣ + TKSOTPErrorMsgType StatusMsg; + ///ûǿ־ + TKSOTPBoolType UserForceClose; + ///û + TKSOTPUserIDType ActiveUserID; + ///͹˾ + TKSOTPSequenceNoType BrokerOrderSeq; +}; + +///ɽ +struct CKSOTPTradeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPOrderRefType OrderRef; + ///û + TKSOTPUserIDType UserID; + /// + TKSOTPExchangeIDType ExchangeID; + ///ɽ + TKSOTPTradeIDType TradeID; + /// + TKSOTPDirectionType Direction; + /// + TKSOTPOrderSysIDType OrderSysID; + ///Ա + TKSOTPParticipantIDType ParticipantID; + ///Լ˺ + TKSOTPClientIDType ClientID; + ///׽ɫ + TKSOTPTradingRoleType TradingRole; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///ƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///ұ־ + TKSOTPHedgeFlagType HedgeFlag; + ///۸ + TKSOTPPriceType Price; + /// + TKSOTPVolumeType Volume; + ///ɽʱ + TKSOTPDateType TradeDate; + ///ɽʱ + TKSOTPTimeType TradeTime; + ///ɽ + TKSOTPTradeTypeType TradeType; + ///ɽԴ + TKSOTPPriceSourceType PriceSource; + ///Ա + TKSOTPTraderIDType TraderID; + ///ر + TKSOTPOrderLocalIDType OrderLocalID; + ///Ա + TKSOTPParticipantIDType ClearingPartID; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + /// + TKSOTPSequenceNoType SequenceNo; + /// + TKSOTPDateType TradingDay; + ///͹˾ + TKSOTPSequenceNoType BrokerOrderSeq; + ///ɽԴ + TKSOTPTradeSourceType TradeSource; +}; + +///ִ +struct CKSOTPExecOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///ִ + TKSOTPOrderRefType ExecOrderRef; + ///û + TKSOTPUserIDType UserID; + /// + TKSOTPVolumeType Volume; + /// + TKSOTPRequestIDType RequestID; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + ///ƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ִ + TKSOTPActionTypeType ActionType; + ///ͷijֲַ + TKSOTPPosiDirectionType PosiDirection; + ///ȨȨǷڻͷı + TKSOTPExecOrderPositionFlagType ReservePositionFlag; + ///ȨȨɵͷǷԶƽ + TKSOTPExecOrderCloseFlagType CloseFlag; + ///ִ + TKSOTPOrderLocalIDType ExecOrderLocalID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ա + TKSOTPParticipantIDType ParticipantID; + ///ͻ + TKSOTPClientIDType ClientID; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///Ա + TKSOTPTraderIDType TraderID; + ///װ + TKSOTPInstallIDType InstallID; + ///ִύ״̬ + TKSOTPOrderSubmitStatusType OrderSubmitStatus; + ///ʾ + TKSOTPSequenceNoType NotifySequence; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + ///ִ + TKSOTPExecOrderSysIDType ExecOrderSysID; + /// + TKSOTPDateType InsertDate; + ///ʱ + TKSOTPTimeType InsertTime; + ///ʱ + TKSOTPTimeType CancelTime; + ///ִн + TKSOTPExecResultType ExecResult; + ///Ա + TKSOTPParticipantIDType ClearingPartID; + /// + TKSOTPSequenceNoType SequenceNo; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + ///û˲ƷϢ + TKSOTPProductInfoType UserProductInfo; + ///״̬Ϣ + TKSOTPErrorMsgType StatusMsg; + ///û + TKSOTPUserIDType ActiveUserID; + ///͹˾ + TKSOTPSequenceNoType BrokerExecOrderSeq; + ///Ӫҵ + TKSOTPBranchIDType BranchID; +}; + +///Լ״̬ +struct CKSOTPInstrumentStatusField +{ + /// + TKSOTPExchangeIDType ExchangeID; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Լ״̬ + TKSOTPInstrumentStatusType InstrumentStatus; + ///׽׶α + TKSOTPTradingSegmentSNType TradingSegmentSN; + ///뱾״̬ʱ + TKSOTPTimeType EnterTime; + ///뱾״̬ԭ + TKSOTPInstStatusEnterReasonType EnterReason; +}; + +///ת +struct CKSOTPReqTransferField +{ + ///ҵ + TKSOTPTradeCodeType TradeCode; + ///д + TKSOTPBankIDType BankID; + ///з֧ + TKSOTPBankBrchIDType BankBranchID; + ///̴ + TKSOTPBrokerIDType BrokerID; + ///̷֧ + TKSOTPFutureBranchIDType BrokerBranchID; + /// + TKSOTPTradeDateType TradeDate; + ///ʱ + TKSOTPTradeTimeType TradeTime; + ///ˮ + TKSOTPBankSerialType BankSerial; + ///ϵͳ + TKSOTPTradeDateType TradingDay; + ///ƽ̨Ϣˮ + TKSOTPSerialType PlateSerial; + ///Ƭ־ + TKSOTPLastFragmentType LastFragment; + ///Ự + TKSOTPSessionIDType SessionID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///֤ + TKSOTPIdCardTypeType IdCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ͻ + TKSOTPCustTypeType CustType; + ///ʺ + TKSOTPBankAccountType BankAccount; + /// + TKSOTPPasswordType BankPassWord; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///֤ȯ + TKSOTPPasswordType Password; + ///װ + TKSOTPInstallIDType InstallID; + ///֤ȯ˾ˮ + TKSOTPFutureSerialType FutureSerial; + ///ûʶ + TKSOTPUserIDType UserID; + ///֤ͻ֤־ + TKSOTPYesNoIndicatorType VerifyCertNoFlag; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + ///תʽ + TKSOTPTradeAmountType TradeAmount; + ///֤ȯȡ + TKSOTPTradeAmountType FutureFetchAmount; + ///֧־ + TKSOTPFeePayFlagType FeePayFlag; + ///Ӧտͻ + TKSOTPCustFeeType CustFee; + ///Ӧ֤ȯ˾ + TKSOTPFutureFeeType BrokerFee; + ///ͷշϢ + TKSOTPAddInfoType Message; + ///ժҪ + TKSOTPDigestType Digest; + ///ʺ + TKSOTPBankAccTypeType BankAccType; + ///־ + TKSOTPDeviceIDType DeviceID; + ///֤ȯλʺ + TKSOTPBankAccTypeType BankSecuAccType; + ///֤ȯ˾б + TKSOTPBankCodingForFutureType BrokerIDByBank; + ///֤ȯλʺ + TKSOTPBankAccountType BankSecuAcc; + ///־ + TKSOTPPwdFlagType BankPwdFlag; + ///֤ȯʽ˶Ա־ + TKSOTPPwdFlagType SecuPwdFlag; + ///׹Ա + TKSOTPOperNoType OperNo; + /// + TKSOTPRequestIDType RequestID; + ///ID + TKSOTPTIDType TID; + ///ת˽״̬ + TKSOTPTransferStatusType TransferStatus; +}; + +///ʽת֤ȯӦ +struct CKSOTPRspTransferField +{ + ///ҵ + TKSOTPTradeCodeType TradeCode; + ///д + TKSOTPBankIDType BankID; + ///з֧ + TKSOTPBankBrchIDType BankBranchID; + ///̴ + TKSOTPBrokerIDType BrokerID; + ///̷֧ + TKSOTPFutureBranchIDType BrokerBranchID; + /// + TKSOTPTradeDateType TradeDate; + ///ʱ + TKSOTPTradeTimeType TradeTime; + ///ˮ + TKSOTPBankSerialType BankSerial; + ///ϵͳ + TKSOTPTradeDateType TradingDay; + ///ƽ̨Ϣˮ + TKSOTPSerialType PlateSerial; + ///Ƭ־ + TKSOTPLastFragmentType LastFragment; + ///Ự + TKSOTPSessionIDType SessionID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///֤ + TKSOTPIdCardTypeType IdCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ͻ + TKSOTPCustTypeType CustType; + ///ʺ + TKSOTPBankAccountType BankAccount; + /// + TKSOTPPasswordType BankPassWord; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///֤ȯ + TKSOTPPasswordType Password; + ///װ + TKSOTPInstallIDType InstallID; + ///֤ȯ˾ˮ + TKSOTPFutureSerialType FutureSerial; + ///ûʶ + TKSOTPUserIDType UserID; + ///֤ͻ֤־ + TKSOTPYesNoIndicatorType VerifyCertNoFlag; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + ///תʽ + TKSOTPTradeAmountType TradeAmount; + ///֤ȯȡ + TKSOTPTradeAmountType FutureFetchAmount; + ///֧־ + TKSOTPFeePayFlagType FeePayFlag; + ///Ӧտͻ + TKSOTPCustFeeType CustFee; + ///Ӧ֤ȯ˾ + TKSOTPFutureFeeType BrokerFee; + ///ͷշϢ + TKSOTPAddInfoType Message; + ///ժҪ + TKSOTPDigestType Digest; + ///ʺ + TKSOTPBankAccTypeType BankAccType; + ///־ + TKSOTPDeviceIDType DeviceID; + ///֤ȯλʺ + TKSOTPBankAccTypeType BankSecuAccType; + ///֤ȯ˾б + TKSOTPBankCodingForFutureType BrokerIDByBank; + ///֤ȯλʺ + TKSOTPBankAccountType BankSecuAcc; + ///־ + TKSOTPPwdFlagType BankPwdFlag; + ///֤ȯʽ˶Ա־ + TKSOTPPwdFlagType SecuPwdFlag; + ///׹Ա + TKSOTPOperNoType OperNo; + /// + TKSOTPRequestIDType RequestID; + ///ID + TKSOTPTIDType TID; + ///ת˽״̬ + TKSOTPTransferStatusType TransferStatus; + /// + TKSOTPErrorIDType ErrorID; + ///Ϣ + TKSOTPErrorMsgType ErrorMsg; +}; + +///ѯǩԼ +struct CKSOTPQryContractBankField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///д + TKSOTPBankIDType BankID; + ///зĴ + TKSOTPBankBrchIDType BankBrchID; +}; + +///ѯǩԼӦ +struct CKSOTPContractBankField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///д + TKSOTPBankIDType BankID; + ///зĴ + TKSOTPBankBrchIDType BankBrchID; + /// + TKSOTPBankNameType BankName; +}; + +///ѯ˻Ϣ +struct CKSOTPReqQueryAccountField +{ + ///ҵ + TKSOTPTradeCodeType TradeCode; + ///д + TKSOTPBankIDType BankID; + ///з֧ + TKSOTPBankBrchIDType BankBranchID; + ///̴ + TKSOTPBrokerIDType BrokerID; + ///̷֧ + TKSOTPFutureBranchIDType BrokerBranchID; + /// + TKSOTPTradeDateType TradeDate; + ///ʱ + TKSOTPTradeTimeType TradeTime; + ///ˮ + TKSOTPBankSerialType BankSerial; + ///ϵͳ + TKSOTPTradeDateType TradingDay; + ///ƽ̨Ϣˮ + TKSOTPSerialType PlateSerial; + ///Ƭ־ + TKSOTPLastFragmentType LastFragment; + ///Ự + TKSOTPSessionIDType SessionID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///֤ + TKSOTPIdCardTypeType IdCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ͻ + TKSOTPCustTypeType CustType; + ///ʺ + TKSOTPBankAccountType BankAccount; + /// + TKSOTPPasswordType BankPassWord; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///֤ȯ + TKSOTPPasswordType Password; + ///֤ȯ˾ˮ + TKSOTPFutureSerialType FutureSerial; + ///װ + TKSOTPInstallIDType InstallID; + ///ûʶ + TKSOTPUserIDType UserID; + ///֤ͻ֤־ + TKSOTPYesNoIndicatorType VerifyCertNoFlag; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + ///ժҪ + TKSOTPDigestType Digest; + ///ʺ + TKSOTPBankAccTypeType BankAccType; + ///־ + TKSOTPDeviceIDType DeviceID; + ///֤ȯλʺ + TKSOTPBankAccTypeType BankSecuAccType; + ///֤ȯ˾б + TKSOTPBankCodingForFutureType BrokerIDByBank; + ///֤ȯλʺ + TKSOTPBankAccountType BankSecuAcc; + ///־ + TKSOTPPwdFlagType BankPwdFlag; + ///֤ȯʽ˶Ա־ + TKSOTPPwdFlagType SecuPwdFlag; + ///׹Ա + TKSOTPOperNoType OperNo; + /// + TKSOTPRequestIDType RequestID; + ///ID + TKSOTPTIDType TID; +}; + +///ѯ˻ϢӦ +struct CKSOTPRspQueryAccountField +{ + ///ҵ + TKSOTPTradeCodeType TradeCode; + ///д + TKSOTPBankIDType BankID; + ///з֧ + TKSOTPBankBrchIDType BankBranchID; + ///̴ + TKSOTPBrokerIDType BrokerID; + ///̷֧ + TKSOTPFutureBranchIDType BrokerBranchID; + /// + TKSOTPTradeDateType TradeDate; + ///ʱ + TKSOTPTradeTimeType TradeTime; + ///ˮ + TKSOTPBankSerialType BankSerial; + ///ϵͳ + TKSOTPTradeDateType TradingDay; + ///ƽ̨Ϣˮ + TKSOTPSerialType PlateSerial; + ///Ƭ־ + TKSOTPLastFragmentType LastFragment; + ///Ự + TKSOTPSessionIDType SessionID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///֤ + TKSOTPIdCardTypeType IdCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ͻ + TKSOTPCustTypeType CustType; + ///ʺ + TKSOTPBankAccountType BankAccount; + /// + TKSOTPPasswordType BankPassWord; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///֤ȯ + TKSOTPPasswordType Password; + ///֤ȯ˾ˮ + TKSOTPFutureSerialType FutureSerial; + ///װ + TKSOTPInstallIDType InstallID; + ///ûʶ + TKSOTPUserIDType UserID; + ///֤ͻ֤־ + TKSOTPYesNoIndicatorType VerifyCertNoFlag; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + ///ժҪ + TKSOTPDigestType Digest; + ///ʺ + TKSOTPBankAccTypeType BankAccType; + ///־ + TKSOTPDeviceIDType DeviceID; + ///֤ȯλʺ + TKSOTPBankAccTypeType BankSecuAccType; + ///֤ȯ˾б + TKSOTPBankCodingForFutureType BrokerIDByBank; + ///֤ȯλʺ + TKSOTPBankAccountType BankSecuAcc; + ///־ + TKSOTPPwdFlagType BankPwdFlag; + ///֤ȯʽ˶Ա־ + TKSOTPPwdFlagType SecuPwdFlag; + ///׹Ա + TKSOTPOperNoType OperNo; + /// + TKSOTPRequestIDType RequestID; + ///ID + TKSOTPTIDType TID; + ///пý + TKSOTPTradeAmountType BankUseAmount; + ///пȡ + TKSOTPTradeAmountType BankFetchAmount; +}; + +///ѯתˮ +struct CKSOTPQryTransferSerialField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///б + TKSOTPBankIDType BankID; + ///ִ + TKSOTPCurrencyIDType CurrencyID; +}; + +///ѯ˻Ϣ֪ͨ +struct CKSOTPNotifyQueryAccountField +{ + ///ҵ + TKSOTPTradeCodeType TradeCode; + ///д + TKSOTPBankIDType BankID; + ///з֧ + TKSOTPBankBrchIDType BankBranchID; + ///̴ + TKSOTPBrokerIDType BrokerID; + ///̷֧ + TKSOTPFutureBranchIDType BrokerBranchID; + /// + TKSOTPTradeDateType TradeDate; + ///ʱ + TKSOTPTradeTimeType TradeTime; + ///ˮ + TKSOTPBankSerialType BankSerial; + ///ϵͳ + TKSOTPTradeDateType TradingDay; + ///ƽ̨Ϣˮ + TKSOTPSerialType PlateSerial; + ///Ƭ־ + TKSOTPLastFragmentType LastFragment; + ///Ự + TKSOTPSessionIDType SessionID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///֤ + TKSOTPIdCardTypeType IdCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ͻ + TKSOTPCustTypeType CustType; + ///ʺ + TKSOTPBankAccountType BankAccount; + /// + TKSOTPPasswordType BankPassWord; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///֤ȯ + TKSOTPPasswordType Password; + ///֤ȯ˾ˮ + TKSOTPFutureSerialType FutureSerial; + ///װ + TKSOTPInstallIDType InstallID; + ///ûʶ + TKSOTPUserIDType UserID; + ///֤ͻ֤־ + TKSOTPYesNoIndicatorType VerifyCertNoFlag; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + ///ժҪ + TKSOTPDigestType Digest; + ///ʺ + TKSOTPBankAccTypeType BankAccType; + ///־ + TKSOTPDeviceIDType DeviceID; + ///֤ȯλʺ + TKSOTPBankAccTypeType BankSecuAccType; + ///֤ȯ˾б + TKSOTPBankCodingForFutureType BrokerIDByBank; + ///֤ȯλʺ + TKSOTPBankAccountType BankSecuAcc; + ///־ + TKSOTPPwdFlagType BankPwdFlag; + ///֤ȯʽ˶Ա־ + TKSOTPPwdFlagType SecuPwdFlag; + ///׹Ա + TKSOTPOperNoType OperNo; + /// + TKSOTPRequestIDType RequestID; + ///ID + TKSOTPTIDType TID; + ///пý + TKSOTPTradeAmountType BankUseAmount; + ///пȡ + TKSOTPTradeAmountType BankFetchAmount; + /// + TKSOTPErrorIDType ErrorID; + ///Ϣ + TKSOTPErrorMsgType ErrorMsg; +}; + +///ת˽ˮ +struct CKSOTPTransferSerialField +{ + ///ƽ̨ˮ + TKSOTPPlateSerialType PlateSerial; + ///׷ + TKSOTPTradeDateType TradeDate; + /// + TKSOTPDateType TradingDay; + ///ʱ + TKSOTPTradeTimeType TradeTime; + ///״ + TKSOTPTradeCodeType TradeCode; + ///Ự + TKSOTPSessionIDType SessionID; + ///б + TKSOTPBankIDType BankID; + ///з֧ + TKSOTPBankBrchIDType BankBranchID; + ///ʺ + TKSOTPBankAccTypeType BankAccType; + ///ʺ + TKSOTPBankAccountType BankAccount; + ///ˮ + TKSOTPBankSerialType BankSerial; + ///֤ȯ˾ + TKSOTPBrokerIDType BrokerID; + ///̷֧ + TKSOTPFutureBranchIDType BrokerBranchID; + ///֤ȯ˾ʺ + TKSOTPFutureAccTypeType FutureAccType; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///֤ȯ˾ˮ + TKSOTPFutureSerialType FutureSerial; + ///֤ + TKSOTPIdCardTypeType IdCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + ///׽ + TKSOTPTradeAmountType TradeAmount; + ///Ӧտͻ + TKSOTPCustFeeType CustFee; + ///Ӧ֤ȯ˾ + TKSOTPFutureFeeType BrokerFee; + ///Ч־ + TKSOTPAvailabilityFlagType AvailabilityFlag; + ///Ա + TKSOTPOperatorCodeType OperatorCode; + ///ʺ + TKSOTPBankAccountType BankNewAccount; + /// + TKSOTPErrorIDType ErrorID; + ///Ϣ + TKSOTPErrorMsgType ErrorMsg; +}; + +///ָĺԼ +struct CKSOTPSpecificInstrumentField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ѯͻ׼ +struct CKSOTPQryInvestorTradeLevelField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; +}; + +///ͻ׼ +struct CKSOTPInvestorTradeLevelField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///׼ + TKSOTPTradeLevelType TradeLevel; +}; + +///ѯ޹ +struct CKSOTPQryPurchaseLimitAmtField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///޹ +struct CKSOTPPurchaseLimitAmtField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///޹ + TKSOTPMoneyType PurLimitAmt; +}; + +///ѯ޲ֶ +struct CKSOTPQryPositionLimitVolField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ա־ + TKSOTPProtectFlagType ProtectFlag; + ///ȨC/P־ + TKSOTPOptionsTypeType OptionsType; + ///ƷΧ + TKSOTPControlRangeType ControlRange; +}; + +///ѯ޲ֶ +struct CKSOTPPositionLimitVolField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ա־ + TKSOTPProtectFlagType ProtectFlag; + ///ȨC/P־ + TKSOTPOptionsTypeType OptionsType; + ///ƷΧ + TKSOTPControlRangeType ControlRange; + ///޲ֶ + TKSOTPVolumeType PosiLimitVol; +}; + +///ѯͶ߽ +struct CKSOTPQrySettlementInfoField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPDateType TradingDay; +}; + +///ѯϢȷ +struct CKSOTPQrySettlementInfoConfirmField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; +}; + +///Ͷ߽ȷϢ +struct CKSOTPSettlementInfoConfirmField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ȷ + TKSOTPDateType ConfirmDate; + ///ȷʱ + TKSOTPTimeType ConfirmTime; +}; + +///Ͷ߽ +struct CKSOTPSettlementInfoField +{ + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPSequenceNoType SequenceNo; + ///Ϣ + TKSOTPContentType Content; +}; + +///ѯʷ +struct CKSOTPQryHistoryOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///ر + TKSOTPOrderLocalIDType OrderLocalID; + ///Ʒִ + TKSOTPInstrumentIDType ProductID; + ///ʼ + TKSOTPDateType OrderDataStart; + /// + TKSOTPDateType OrderDataEnd; +}; + +///ѯʷɽ +struct CKSOTPQryHistoryTradeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Ʒִ + TKSOTPInstrumentIDType ProductID; + ///ʼ + TKSOTPDateType TradeDataStart; + /// + TKSOTPDateType TradeDataEnd; +}; + +///ѯʷȨָϸ +struct CKSOTPQryHistoryAssignmentField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Ͷ + TKSOTPHedgeFlagType HedgeFlag; + ///Ȩ + TKSOTPOptionsTypeType OptionsType; + /// + TKSOTPDateType DeliveryMonth; + ///ֲַ + TKSOTPPosiDirectionType PosiDirection; +}; + +///ѯȨϸ +struct CKSOTPQryDelivDetailField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + /// + TKSOTPDateType DeliveryMonth; + ///ɽղѯ + TKSOTPDelivModeType DelivMode; +}; + +///ԶȨִв +struct CKSOTPAutoExecOrderActionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ԶȨֵ(0-ԶȨ,0-ֵԶȨ(2020%)) + TKSOTPVolumeType RangeVol; +}; + +///ʷȨָϸ +struct CKSOTPHistoryAssignmentField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPTradeDateType TradingDay; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///ͻ + TKSOTPClientIDType ClientID; + ///֤ȯ + TKSOTPInstrumentIDType StockInstr; + ///Ͷ + TKSOTPHedgeFlagType HedgeFlag; + ///Ȩ + TKSOTPOptionsTypeType OptionsType; + ///ֲַ + TKSOTPPosiDirectionType PosiDirection; + ///ִм + TKSOTPPriceType StrikePrice; + ///Ȩָ + TKSOTPVolumeType ExecVol; + ///֤ȯӦո + TKSOTPVolumeType IOVol; + ///Ӧո + TKSOTPMoneyType IOAmt; + ///Ȩ + TKSOTPDateType DelivDate; +}; + +///Ȩϸ +struct CKSOTPDelivDetailField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///֤ȯ + TKSOTPInstrumentIDType StockInstr; + ///Ӧ/Ӧ/ȯ֤ȯ + TKSOTPVolumeType IOVol; + ///ʵո + TKSOTPVolumeType IOVolInFact; + /// + TKSOTPPriceType SettlementPrice; + ///ȯֵ/ + TKSOTPMoneyType SettlementAmt; + ///Ȩ + TKSOTPDateType DelivDate; + ///ҵ + TKSOTPFunctionNameType FunctionName; +}; + +///ʷ +struct CKSOTPHistoryOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///ر + TKSOTPOrderLocalIDType OrderLocalID; + ///걨ʱ + TKSOTPTimeType InsertTime; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + ///ɽ۸ + TKSOTPPriceType TradePrice; + ///ɽ + TKSOTPMoneyType TradeAmount; + ///ɽ + TKSOTPVolumeType VolumeTraded; + ///ⶳ + TKSOTPMoneyType FrozenAmount; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + /// + TKSOTPSequenceNoType SequenceNo; + /// + TKSOTPDirectionType Direction; + /// + TKSOTPExchangeIDType ExchangeID; + ///û˲ƷϢ + TKSOTPProductInfoType UserProductInfo; + /// + TKSOTPRequestIDType RequestID; + /// + TKSOTPOrderRefType OrderRef; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + ///ίм۸ + TKSOTPPriceType OrderPrice; + ///ίԴ + TKSOTPOrderSourceType OrderSource; + ///ί + TKSOTPDateType InsertDate; + ///ίʱ + TKSOTPTimeType OrderTime; + ///ί + TKSOTPVolumeType VolumeTotalOriginal; + ///ί״̬ + TKSOTPOrderStatusType OrderStatus; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ʒ + TKSOTPProductNameType ProductName; + ///Ʒ + TKSOTPProductClassType ProductClass; + ///Ͷƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///ҵ + TKSOTPFunctionNameType FunctionName; +}; + +///ʷɽ +struct CKSOTPHistoryTradeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///ر + TKSOTPOrderLocalIDType OrderLocalID; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ʒ + TKSOTPProductNameType ProductName; + ///ɽ + TKSOTPVolumeType VolumeTraded; + ///ɽ + TKSOTPMoneyType TradeAmount; + ///ɽ + TKSOTPDateType TradeDate; + ///ɽʱ + TKSOTPTimeType TradeTime; + ///Ͷƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + /// + TKSOTPMoneyType Commission; + ///ע + TKSOTPMemoType Memo; + ///ʱ + TKSOTPTimeType TraderOfferTime; + ///ɽ۸ + TKSOTPPriceType TradePrice; + ///Ȩױ + TKSOTPClientIDType ClientID; + ///Ȩ + TKSOTPOptionsTypeType OptionsType; + ///ұ־ + TKSOTPHedgeFlagType HedgeFlag; + ///Ȩ + TKSOTPVolumeType RoyaltyVolume; + /// + TKSOTPVolumeType ObligationVolume; + ///Ȩֽ + TKSOTPMoneyType RoyaltyAmount; + ///ֽ + TKSOTPMoneyType ObligationAmount; + ///ɽ + TKSOTPTradeIDType TradeID; + ///ҵ + TKSOTPFunctionNameType FunctionName; +}; + +///ϲί +struct CKSOTPInputCombActionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Դ + TKSOTPCombStrategyIDType StrategyID; + ///Լ1 + TKSOTPInstrumentIDType InstrumentID1; + ///Լ2 + TKSOTPInstrumentIDType InstrumentID2; + ///Լ3 + TKSOTPInstrumentIDType InstrumentID3; + ///Լ4 + TKSOTPInstrumentIDType InstrumentID4; + /// + TKSOTPOrderRefType CombActionRef; + ///û + TKSOTPUserIDType UserID; + ///1 + TKSOTPDirectionType Direction1; + ///2 + TKSOTPDirectionType Direction2; + ///3 + TKSOTPDirectionType Direction3; + ///4 + TKSOTPDirectionType Direction4; + ///ǿ + TKSOTPCombActionType CombActionFlag; + /// + TKSOTPVolumeType Volume; + ///ϲֱ + TKSOTPCombDirectionType CombDirection; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + /// + TKSOTPExchangeIDType ExchangeID; + ///ϱ + TKSOTPTradeIDType ComTradeID; +}; + +///ϲ +struct CKSOTPCombActionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Դ + TKSOTPCombStrategyIDType StrategyID; + ///Լ1 + TKSOTPInstrumentIDType InstrumentID1; + ///Լ2 + TKSOTPInstrumentIDType InstrumentID2; + ///Լ3 + TKSOTPInstrumentIDType InstrumentID3; + ///Լ4 + TKSOTPInstrumentIDType InstrumentID4; + /// + TKSOTPOrderRefType CombActionRef; + ///û + TKSOTPUserIDType UserID; + ///1 + TKSOTPDirectionType Direction1; + ///2 + TKSOTPDirectionType Direction2; + ///3 + TKSOTPDirectionType Direction3; + ///4 + TKSOTPDirectionType Direction4; + ///ǿ + TKSOTPCombActionType CombActionFlag; + /// + TKSOTPVolumeType Volume; + ///ϲֱ + TKSOTPCombDirectionType CombDirection; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ϱ + TKSOTPOrderLocalIDType ActionLocalID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ա + TKSOTPParticipantIDType ParticipantID; + ///ͻ + TKSOTPClientIDType ClientID; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///Ա + TKSOTPTraderIDType TraderID; + ///װ + TKSOTPInstallIDType InstallID; + ///״̬ + TKSOTPOrderActionStatusType ActionStatus; + ///ʾ + TKSOTPSequenceNoType NotifySequence; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + /// + TKSOTPSequenceNoType SequenceNo; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + ///û˲ƷϢ + TKSOTPProductInfoType UserProductInfo; + ///״̬Ϣ + TKSOTPErrorMsgType StatusMsg; + ///ϱ + TKSOTPTradeIDType ComTradeID; + ///Դ + TKSOTPOrderSourceType OrderSource; +}; + +///ѯϳֲϸ +struct CKSOTPQryInvestorPositionCombineDetailField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///ϱ + TKSOTPTradeIDType ComTradeID; +}; + +///ϳֲϸ +struct CKSOTPInvestorPositionCombineDetailField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///ױ + TKSOTPClientIDType ClientID; + ///ϱ + TKSOTPTradeIDType ComTradeID; + ///Դ + TKSOTPCombStrategyIDType StrategyID; + ///Լ1 + TKSOTPInstrumentIDType InstrumentID1; + ///Լ2 + TKSOTPInstrumentIDType InstrumentID2; + ///Լ3 + TKSOTPInstrumentIDType InstrumentID3; + ///Լ4 + TKSOTPInstrumentIDType InstrumentID4; + ///֤ + TKSOTPMoneyType Margin; + ///Զ + TKSOTPVolumeType CombActionVolume; + ///Ͷ + TKSOTPHedgeFlagType HedgeFlag; + ///ֲ + TKSOTPVolumeType TotalAmt; + ///1 + TKSOTPDirectionType Direction1; + ///2 + TKSOTPDirectionType Direction2; + ///3 + TKSOTPDirectionType Direction3; + ///4 + TKSOTPDirectionType Direction4; + /// + TKSOTPDirectionType CombDirection; +}; + +///ɿϿɲѯ +struct CKSOTPQryCombActionVolumeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Դ + TKSOTPCombStrategyIDType StrategyID; + ///Լ1 + TKSOTPInstrumentIDType InstrumentID1; + ///Լ2 + TKSOTPInstrumentIDType InstrumentID2; + ///Լ3 + TKSOTPInstrumentIDType InstrumentID3; + ///Լ4 + TKSOTPInstrumentIDType InstrumentID4; + ///Ͷ + TKSOTPHedgeFlagType HedgeFlag; + ///1 + TKSOTPDirectionType Direction1; + ///2 + TKSOTPDirectionType Direction2; + ///3 + TKSOTPDirectionType Direction3; + ///4 + TKSOTPDirectionType Direction4; + ///ǿ + TKSOTPCombActionType CombActionFlag; + //ϲֱ + TKSOTPCombDirectionType CombDirection; + ///ϱ + TKSOTPTradeIDType ComTradeID; +}; + +///ɿϿɲ +struct CKSOTPCombActionVolumeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPVolumeType MaxCombVolume; + ///ɲ + TKSOTPVolumeType MaxActionVolume; +}; + +///ͻÿճ +struct CKSOTPInputFundOutCreditApplyField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ճ + TKSOTPMoneyType FundOutCredit; + ///ճȲ + TKSOTPFOCreditApplyType CreditApplyFlag; + ///ˮ + TKSOTPTradeSerialNoType CreditSerial; +}; + +///ͻÿճȲѯ +struct CKSOTPQryFundOutCreditField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; +}; + +///ͻÿճȲѯ +struct CKSOTPRspQryFundOutCreditField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ճ + TKSOTPMoneyType FundOutCredit; + ///ѳ + TKSOTPMoneyType FundOutedCredit; + /// + TKSOTPDateType UpdateDate; + /// + TKSOTPDateType SetDate; + ///ʱ + TKSOTPTimeType SetTime; +}; + +///ͻÿճѯ +struct CKSOTPQryFundOutCreditApplyField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ѯʼ + TKSOTPDateType QryCreditStart; + ///ѯ + TKSOTPDateType QryCreditEnd; + ///ճȴ״̬ + TKSOTPFOCreditStatusType DealStatus; +}; + +///ͻÿճѯ +struct CKSOTPRspQryFundOutCreditApplyField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ˮ + TKSOTPTradeSerialNoType CreditSerial; + /// + TKSOTPMoneyType FundOutCredit; + ///ճȴ״̬ + TKSOTPFOCreditStatusType DealStatus; + /// + TKSOTPDateType ApplyDate; + ///ʱ + TKSOTPTimeType ApplyTime; + /// + TKSOTPDateType ConfirmDate; + ///ʱ + TKSOTPTimeType ConfirmTime; +}; +} // end of namespace KingstarAPI + +#endif diff --git a/vn.ksotp/ksotpapi/SSPXEncode.dll b/vn.ksotp/ksotpapi/SSPXEncode.dll new file mode 100644 index 00000000..1e2cb6a1 Binary files /dev/null and b/vn.ksotp/ksotpapi/SSPXEncode.dll differ diff --git a/vn.ksotp/ksotpapi/ksPortalAPI.dll b/vn.ksotp/ksotpapi/ksPortalAPI.dll new file mode 100644 index 00000000..30319a67 Binary files /dev/null and b/vn.ksotp/ksotpapi/ksPortalAPI.dll differ diff --git a/vn.ksotp/ksotpapi/ksotpmarketdataapi.dll b/vn.ksotp/ksotpapi/ksotpmarketdataapi.dll new file mode 100644 index 00000000..a1c85cf1 Binary files /dev/null and b/vn.ksotp/ksotpapi/ksotpmarketdataapi.dll differ diff --git a/vn.ksotp/ksotpapi/ksotpmarketdataapi.lib b/vn.ksotp/ksotpapi/ksotpmarketdataapi.lib new file mode 100644 index 00000000..795324f8 Binary files /dev/null and b/vn.ksotp/ksotpapi/ksotpmarketdataapi.lib differ diff --git a/vn.ksotp/ksotpapi/ksotptraderapi.dll b/vn.ksotp/ksotpapi/ksotptraderapi.dll new file mode 100644 index 00000000..5d85b399 Binary files /dev/null and b/vn.ksotp/ksotpapi/ksotptraderapi.dll differ diff --git a/vn.ksotp/ksotpapi/ksotptraderapi.lib b/vn.ksotp/ksotpapi/ksotptraderapi.lib new file mode 100644 index 00000000..a0791f73 Binary files /dev/null and b/vn.ksotp/ksotpapi/ksotptraderapi.lib differ diff --git a/vn.ksotp/ksotpapi/lkcdll.dll b/vn.ksotp/ksotpapi/lkcdll.dll new file mode 100644 index 00000000..d860ef35 Binary files /dev/null and b/vn.ksotp/ksotpapi/lkcdll.dll differ diff --git a/vn.ksotp/pyscript/KSOTPMdApi.h b/vn.ksotp/pyscript/KSOTPMdApi.h new file mode 100644 index 00000000..90be572f --- /dev/null +++ b/vn.ksotp/pyscript/KSOTPMdApi.h @@ -0,0 +1,137 @@ +#ifndef __KSOTPMDAPI_H_INCLUDED_ +#define __KSOTPMDAPI_H_INCLUDED_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +#include "KSOTPUserApiStruct.h" + +#if defined(ISLIB) && defined(WIN32) +#ifdef LIB_OTP_MD_API_EXPORT +#define OTP_MD_API_EXPORT __declspec(dllexport) +#else +#define OTP_MD_API_EXPORT __declspec(dllimport) +#endif +#else +#ifdef WIN32 +#define OTP_MD_API_EXPORT +#else +#define OTP_MD_API_EXPORT __attribute__((visibility("default"))) +#endif +#endif + +namespace KingstarAPI +{ + +class CKSOTPMdSpi +{ +public: + ///ͻ뽻׺̨ͨʱδ¼ǰ÷á + virtual void OnFrontConnected(){}; + + ///ͻ뽻׺̨ͨӶϿʱ÷á󣬿ͻҪ + ///@param nReason ԭ + /// 0x1001 ʧ + /// 0x1002 дʧ + /// 0x2001 ʱ + /// 0x2002 ʧ + /// 0x2003 յ + virtual void OnFrontDisconnected(int nReason){}; + + ///¼Ӧ + virtual void OnRspUserLogin(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///dzӦ + virtual void OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///Ӧ + virtual void OnRspError(CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///Ӧ + virtual void OnRspSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ȡӦ + virtual void OnRspUnSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯӦ + virtual void OnRspSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ȡѯӦ + virtual void OnRspUnSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///֪ͨ + virtual void OnRtnDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData) {}; + + ///ѯ֪ͨ + virtual void OnRtnForQuoteRsp(CKSOTPForQuoteRspField *pForQuoteRsp) {}; +}; + +class OTP_MD_API_EXPORT CKSOTPMdApi +{ +public: + ///MdApi + ///@param pszFlowPath ϢļĿ¼ĬΪǰĿ¼ + ///@return UserApi + ///modify for udp marketdata + static CKSOTPMdApi *CreateOTPMdApi(const char *pszFlowPath = "", const bool bIsUsingUdp=false, const bool bIsMulticast=false); + + ///ɾӿڶ + ///@remark ʹñӿڶʱ,øúɾӿڶ + virtual void Release() = 0; + + ///ʼ + ///@remark ʼл,ֻеú,ӿڲſʼ + virtual void Init() = 0; + + ///ȡǰ + ///@retrun ȡĽ + ///@remark ֻе¼ɹ,ܵõȷĽ + virtual const char *GetTradingDay() = 0; + + ///עǰûַ + ///@param pszFrontAddressǰûַ + ///@remark ַĸʽΪprotocol://ipaddress:port磺tcp://127.0.0.1:17001 + ///@remark tcpЭ飬127.0.0.1ַ17001˿ںš + virtual void RegisterFront(char *pszFrontAddress) = 0; + + ///עصӿ + ///@param pSpi Իصӿʵ + virtual void RegisterSpi(CKSOTPMdSpi *pSpi) = 0; + + ///顣 + ///@param ppInstrumentID ԼID + ///@param nCount Ҫ/˶ĺԼ + ///@remark + virtual int SubscribeMarketData(CKSOTPSpecificInstrumentField *ppInstrumentID[], int nCount) = 0; + + ///˶顣 + ///@param ppInstrumentID ԼID + ///@param nCount Ҫ/˶ĺԼ + ///@remark + virtual int UnSubscribeMarketData(CKSOTPSpecificInstrumentField *ppInstrumentID[], int nCount) = 0; + + ///ѯۡ + ///@param ppInstrumentID ԼID + ///@param nCount Ҫ/˶ĺԼ + ///@remark + virtual int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0; + + ///˶ѯۡ + ///@param ppInstrumentID ԼID + ///@param nCount Ҫ/˶ĺԼ + ///@remark + virtual int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) = 0; + + ///û¼ + virtual int ReqUserLogin(CKSOTPReqUserLoginField *pReqUserLoginField, int nRequestID) = 0; + + ///dz + virtual int ReqUserLogout(CKSOTPUserLogoutField *pUserLogout, int nRequestID) = 0; +protected: + ~CKSOTPMdApi(){}; +}; + +} // end of namespace KingstarAPI + +#endif diff --git a/vn.ksotp/pyscript/KSOTPTraderApi.h b/vn.ksotp/pyscript/KSOTPTraderApi.h new file mode 100644 index 00000000..af5fad8e --- /dev/null +++ b/vn.ksotp/pyscript/KSOTPTraderApi.h @@ -0,0 +1,430 @@ +#ifndef __KSOTPTRADERAPI_H_INCLUDED_ +#define __KSOTPTRADERAPI_H_INCLUDED_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +#include "KSOTPUserApiStruct.h" + +#if defined(ISLIB) && defined(WIN32) +#ifdef LIB_OTP_TRADER_API_EXPORT +#define OTP_TRADER_API_EXPORT __declspec(dllexport) +#else +#define OTP_TRADER_API_EXPORT __declspec(dllimport) +#endif +#else +#ifdef WIN32 +#define OTP_TRADER_API_EXPORT +#else +#define OTP_TRADER_API_EXPORT __attribute__((visibility("default"))) +#endif + +#endif + +namespace KingstarAPI +{ + +class CKSOTPTraderSpi +{ +public: + ///ͻ뽻׺̨ͨʱδ¼ǰ÷. + virtual void OnFrontConnected(){}; + + ///ͻ뽻׺̨ͨӶϿʱ÷. + ///@param nReason ԭ + /// 0x1001 ʧ + /// 0x1002 дʧ + /// 0x2001 ʱ + /// 0x2002 ʧ + /// 0x2003 յ + /// 0x2004 Ͽ + virtual void OnFrontDisconnected(int nReason){}; + + ///¼Ӧ + virtual void OnRspUserLogin(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///dzӦ + virtual void OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ûӦ + virtual void OnRspUserPasswordUpdate(CKSOTPUserPasswordUpdateField *pUserPasswordUpdate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ʽ˻Ӧ + virtual void OnRspTradingAccountPasswordUpdate(CKSOTPTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///¼Ӧ + virtual void OnRspOrderInsert(CKSOTPInputOrderField *pInputOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///Ӧ + virtual void OnRspOrderAction(CKSOTPInputOrderActionField *pInputOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯӦ + virtual void OnRspQryOrder(CKSOTPOrderField *pOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯɽӦ + virtual void OnRspQryTrade(CKSOTPTradeField *pTrade, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯͶֲ߳Ӧ + virtual void OnRspQryInvestorPosition(CKSOTPInvestorPositionField *pInvestorPosition, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯʽ˻Ӧ + virtual void OnRspQryTradingAccount(CKSOTPTradingAccountField *pTradingAccount, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯͶӦ + virtual void OnRspQryInvestor(CKSOTPInvestorField *pInvestor, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯԼ˺Ӧ + virtual void OnRspQryTradingCode(CKSOTPTradingCodeField *pTradingCode, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯӦ + virtual void OnRspQryExchange(CKSOTPExchangeField *pExchange, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯԼӦ + virtual void OnRspQryInstrument(CKSOTPInstrumentField *pInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯͶֲ߳ϸӦ + virtual void OnRspQryInvestorPositionDetail(CKSOTPInvestorPositionDetailField *pInvestorPositionDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯ֪ͨӦ + virtual void OnRspQryTradingNotice(CKSOTPTradingNoticeField *pTradingNotice, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ִ¼Ӧ + virtual void OnRspExecOrderInsert(CKSOTPInputExecOrderField *pInputExecOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///Ӧ + virtual void OnRspLockInsert(CKSOTPInputLockField *pInputLock, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ִӦ + virtual void OnRspExecOrderAction(CKSOTPInputExecOrderActionField *pInputExecOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯִӦ + virtual void OnRspQryExecOrder(CKSOTPExecOrderField *pExecOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯӦ + virtual void OnRspQryExecOrderVolume(CKSOTPExecOrderVolumeField *pExecOrderVolume, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯӦ + virtual void OnRspQryLock(CKSOTPLockField *pLock, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯ֤ȯλӦ + virtual void OnRspQryLockPosition(CKSOTPLockPositionField *pLockPosition, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯȯϢӦ + virtual void OnRspQryUnderlyingStockInfo(CKSOTPUnderlyingStockInfoField *pUnderlyingStockInfo, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast){}; + + ///ѯȨӦ + virtual void OnRspQryOTPInsCommRate(CKSOTPOTPInsCommRateField *pOTPInsCommRate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast){}; + + ///ѯȨԼ֤Ӧ + virtual void OnRspQryInstrumentMarginRate(CKSOTPInstrumentMarginRateField *pInstrumentMarginRate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast){}; + + ///ѯȨָϢӦ + virtual void OnRspQryOTPAssignment(CKSOTPOTPAssignmentField *pOTPAssignment, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯӦ + virtual void OnRspQryDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ʽת֤ȯӦ + virtual void OnRspFromBankToStockByStock(CKSOTPReqTransferField *pReqTransfer, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///֤ȯʽת֤ȯ֪ͨ + virtual void OnRtnFromBankToStockByStock(CKSOTPRspTransferField *pRspTransfer) {}; + + ///֤ȯ֤ȯʽתӦ + virtual void OnRspFromStockToBankByStock(CKSOTPReqTransferField *pReqTransfer, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///֤ȯ֤ȯʽת֪ͨ + virtual void OnRtnFromStockToBankByStock(CKSOTPRspTransferField *pRspTransfer) {}; + + ///֤ȯѯ֪ͨ + virtual void OnRtnQueryBankBalanceByStock(CKSOTPNotifyQueryAccountField *pNotifyQueryAccount) {}; + + ///ѯǩԼӦ + virtual void OnRspQryContractBank(CKSOTPContractBankField *pContractBank, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///֤ȯѯӦ + virtual void OnRspQueryBankAccountMoneyByStock(CKSOTPReqQueryAccountField *pReqQueryAccount, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯתˮӦ + virtual void OnRspQryTransferSerial(CKSOTPTransferSerialField *pTransferSerial, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯϢȷӦ + virtual void OnRspQrySettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///Ͷ߽ȷӦ + virtual void OnRspSettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯͶ߽Ӧ + virtual void OnRspQrySettlementInfo(CKSOTPSettlementInfoField *pSettlementInfo, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯͻ׼Ӧ + virtual void OnRspQryInvestorTradeLevel(CKSOTPInvestorTradeLevelField *pInvestorTradeLevel, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯ޹Ӧ + virtual void OnRspQryPurchaseLimitAmt(CKSOTPPurchaseLimitAmtField *pPurchaseLimitAmt, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯ޲ֶӦ + virtual void OnRspQryPositionLimitVol(CKSOTPPositionLimitVolField *pPositionLimitVol, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯʷӦ + virtual void OnRspQryHistoryOrder(CKSOTPHistoryOrderField *pHistoryOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯʷɽӦ + virtual void OnRspQryHistoryTrade(CKSOTPHistoryTradeField *pHistoryTrade, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯʷȨָϸӦ + virtual void OnRspQryHistoryAssignment(CKSOTPHistoryAssignmentField *pHistoryAssignment, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯȨϸӦ + virtual void OnRspQryDelivDetail(CKSOTPDelivDetailField *pDelivDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ԶȨִвӦ + virtual void OnRspAutoExecOrderAction(CKSOTPAutoExecOrderActionField *pAutoExecOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///¼Ӧ + virtual void OnRspCombActionInsert(CKSOTPInputCombActionField *pInputCombAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ѯϳֲϸӦ + virtual void OnRspQryInvestorCombinePosition(CKSOTPInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ɿϿɲӦ + virtual void OnRspQryCombActionVolume(CKSOTPCombActionVolumeField *pCombActionVolume, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ͻÿճӦ + virtual void OnRspFundOutCreditApply(CKSOTPInputFundOutCreditApplyField *pFundOutCreditApply, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ͻÿճȲѯӦ + virtual void OnRspQryFundOutCredit(CKSOTPRspQryFundOutCreditField *pRspQryFundOutCredit, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///ͻÿճѯӦ + virtual void OnRspQryFundOutCreditApply(CKSOTPRspQryFundOutCreditApplyField *pRspQryFundOutCreditApply, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///Ӧ + virtual void OnRspError(CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///֪ͨ + virtual void OnRtnOrder(CKSOTPOrderField *pOrder) {}; + + ///ɽ֪ͨ + virtual void OnRtnTrade(CKSOTPTradeField *pTrade) {}; + + ///ִ֪ͨ + virtual void OnRtnExecOrder(CKSOTPExecOrderField *pExecOrder) {}; + + ///֪ͨ + virtual void OnRtnLock(CKSOTPLockField *pLock) {}; + + ///Լ״̬֪ͨ + virtual void OnRtnInstrumentStatus(CKSOTPInstrumentStatusField *pInstrumentStatus) {}; + + ///֪ͨ + virtual void OnRtnTradingNotice(CKSOTPTradingNoticeInfoField *pTradingNoticeInfo) {}; + + ///ϲί֪ͨ + virtual void OnRtnCombAction(CKSOTPCombActionField *pCombAction) {}; +}; + +class OTP_TRADER_API_EXPORT CKSOTPTraderApi +{ +public: + ///TraderApi + ///@return UserApi + ///@param pszFlowPath ϢļĿ¼ĬΪǰĿ¼ + static CKSOTPTraderApi *CreateOTPTraderApi(const char *pszFlowPath = ""); + + ///ɾӿڶ + ///@remark ʹñӿڶʱ,øúɾӿڶ + virtual void Release() = 0; + + ///ʼ + ///@remark ʼл,ֻеú,ӿڲſʼ + virtual void Init() = 0; + + ///ȡǰ + ///@return ȡĽ + ///@remark ֻе¼ɹ,ܵõȷĽ + virtual const char *GetTradingDay() = 0; + + ///עǰûַ + ///@param pszFrontAddressǰûַ. + ///@remark ַĸʽΪprotocol://ipaddress:port磺tcp://127.0.0.1:17001. + ///@remark tcpЭ飬127.0.0.1ַ.17001˿ں. + virtual void RegisterFront(char *pszFrontAddress) = 0; + + ///עصӿ + ///@param pSpi Իصӿʵ + virtual void RegisterSpi(CKSOTPTraderSpi *pSpi) = 0; + + ///˽. + ///@param nResumeType ˽شʽ + /// THOST_TERT_RESTART:ӱտʼش + /// THOST_TERT_RESUME:ϴյ + /// THOST_TERT_QUICK:ֻ͵¼˽ + ///@remark ÷ҪInitǰ.򲻻յ˽. + virtual void SubscribePrivateTopic(KSOTP_TE_RESUME_TYPE nResumeType) = 0; + + ///Ĺ. + ///@param nResumeType شʽ + /// THOST_TERT_RESTART:ӱտʼش + /// THOST_TERT_RESUME:ϴյ + /// THOST_TERT_QUICK:ֻ͵¼󹫹 + ///@remark ÷ҪInitǰ.򲻻յ. + virtual void SubscribePublicTopic(KSOTP_TE_RESUME_TYPE nResumeType) = 0; + + ///û¼ + virtual int ReqUserLogin(CKSOTPReqUserLoginField *pReqUserLoginField, int nRequestID) = 0; + + ///dz + virtual int ReqUserLogout(CKSOTPUserLogoutField *pUserLogout, int nRequestID) = 0; + + ///û + virtual int ReqUserPasswordUpdate(CKSOTPUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0; + + ///ʽ˻ + virtual int ReqTradingAccountPasswordUpdate(CKSOTPTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) = 0; + + ///¼ + virtual int ReqOrderInsert(CKSOTPInputOrderField *pInputOrder, int nRequestID) = 0; + + /// + virtual int ReqOrderAction(CKSOTPInputOrderActionField *pInputOrderAction, int nRequestID) = 0; + + ///ѯ + virtual int ReqQryOrder(CKSOTPQryOrderField *pQryOrder, int nRequestID) = 0; + + ///ѯɽ + virtual int ReqQryTrade(CKSOTPQryTradeField *pQryTrade, int nRequestID) = 0; + + ///ѯͶֲ߳ + virtual int ReqQryInvestorPosition(CKSOTPQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0; + + ///ѯʽ˻ + virtual int ReqQryTradingAccount(CKSOTPQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0; + + ///ѯͶ + virtual int ReqQryInvestor(CKSOTPQryInvestorField *pQryInvestor, int nRequestID) = 0; + + ///ѯԼ˺ + virtual int ReqQryTradingCode(CKSOTPQryTradingCodeField *pQryTradingCode, int nRequestID) = 0; + + ///ѯ + virtual int ReqQryExchange(CKSOTPQryExchangeField *pQryExchange, int nRequestID) = 0; + + ///ѯԼ + virtual int ReqQryInstrument(CKSOTPQryInstrumentField *pQryInstrument, int nRequestID) = 0; + + ///ѯͶֲ߳ϸ + virtual int ReqQryInvestorPositionDetail(CKSOTPQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) = 0; + + ///ѯ֪ͨ + virtual int ReqQryTradingNotice(CKSOTPQryTradingNoticeField *pQryTradingNotice, int nRequestID) = 0; + + ///ִ¼ + virtual int ReqExecOrderInsert(CKSOTPInputExecOrderField *pInputExecOrder, int nRequestID) = 0; + + ///ִ + virtual int ReqExecOrderAction(CKSOTPInputExecOrderActionField *pInputExecOrderAction, int nRequestID) = 0; + + /// + virtual int ReqLockInsert(CKSOTPInputLockField *pInputLock, int nRequestID) = 0; + + ///ѯִ + virtual int ReqQryExecOrder(CKSOTPQryExecOrderField *pQryExecOrder, int nRequestID) = 0; + + ///ѯ + virtual int ReqQryExecOrderVolume(CKSOTPQryExecOrderVolumeField *pQryExecOrderVolume, int nRequestID) = 0; + + ///ѯ + virtual int ReqQryLock(CKSOTPQryLockField *pQryLock, int nRequestID) = 0; + + ///ѯ֤ȯλ + virtual int ReqQryLockPosition(CKSOTPQryLockPositionField *pQryLockPosition, int nRequestID) = 0; + + ///ѯȯϢ + virtual int ReqQryUnderlyingStockInfo(CKSOTPQryUnderlyingStockInfoField *pQryOTPOrderParams, int nRequestID) = 0; + + ///ѯȨ + virtual int ReqQryOTPInsCommRate(CKSOTPQryOTPInsCommRateField *pQryOTPInsCommRate, int nRequestID) = 0; + + ///ѯȨԼ֤ + virtual int ReqQryInstrumentMarginRate(CKSOTPQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID) = 0; + + ///ѯȨָϢ + virtual int ReqQryOTPAssignment(CKSOTPQryOTPAssignmentField *pQryOTPAssignment, int nRequestID) = 0; + + ///ѯ + virtual int ReqQryDepthMarketData(CKSOTPQryDepthMarketDataField *pQryOTPDepthMarketData, int nRequestID) = 0; + + ///ʽת + virtual int ReqFromBankToStockByStock(CKSOTPReqTransferField *pReqTransfer, int nRequestID) = 0; + + ///֤ȯʽת + virtual int ReqFromStockToBankByStock(CKSOTPReqTransferField *pReqTransfer, int nRequestID) = 0; + + ///ѯǩԼ + virtual int ReqQryContractBank(CKSOTPQryContractBankField *pQryContractBank, int nRequestID) = 0; + + ///ѯ + virtual int ReqQueryBankAccountMoneyByStock(CKSOTPReqQueryAccountField *pReqQueryAccount, int nRequestID) = 0; + + ///ѯתˮ + virtual int ReqQryTransferSerial(CKSOTPQryTransferSerialField *pQryTransferSerial, int nRequestID) = 0; + + ///ѯϢȷ + virtual int ReqQrySettlementInfoConfirm(CKSOTPQrySettlementInfoConfirmField *pQrySettlementInfoConfirm, int nRequestID) = 0; + + ///Ͷ߽ȷ + virtual int ReqSettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, int nRequestID) = 0; + + ///ѯͶ߽ + virtual int ReqQrySettlementInfo(CKSOTPQrySettlementInfoField *pQrySettlementInfo, int nRequestID) = 0; + + ///ѯͻ׼ + virtual int ReqQryInvestorTradeLevel(CKSOTPQryInvestorTradeLevelField *pQryInvestorTradeLevel, int nRequestID) = 0; + + ///ѯ޹ + virtual int ReqQryPurchaseLimitAmt(CKSOTPQryPurchaseLimitAmtField *pQryPurchaseLimitAmt, int nRequestID) = 0; + + ///ѯ޲ֶ + virtual int ReqQryPositionLimitVol(CKSOTPQryPositionLimitVolField *pQryPositionLimitVol, int nRequestID) = 0; + + ///ѯʷ + virtual int ReqQryHistoryOrder(CKSOTPQryHistoryOrderField *pQryHistoryOrder, int nRequestID) = 0; + + ///ѯʷɽ + virtual int ReqQryHistoryTrade(CKSOTPQryHistoryTradeField *pQryHistoryTrade, int nRequestID) = 0; + + ///ѯʷȨָϸ + virtual int ReqQryHistoryAssignment(CKSOTPQryHistoryAssignmentField *pQryHistoryAssignment, int nRequestID) = 0; + + ///ѯȨϸ + virtual int ReqQryDelivDetail(CKSOTPQryDelivDetailField *pQryDelivDetail, int nRequestID) = 0; + + ///ԶȨִв + virtual int ReqAutoExecOrderAction(CKSOTPAutoExecOrderActionField *pAutoExecOrderAction, int nRequestID) = 0; + + ///ϲί + virtual int ReqCombActionInsert(CKSOTPInputCombActionField *pInputCombAction, int nRequestID) = 0; + + ///ѯϳֲϸ + virtual int ReqQryInvestorCombinePosition(CKSOTPQryInvestorPositionCombineDetailField *pQryInvestorCombinePosition, int nRequestID) = 0; + + ///ѯɿϿɲ + virtual int ReqQryCombActionVolume(CKSOTPQryCombActionVolumeField *pQryCombActionVolume, int nRequestID) = 0; + + ///ͻÿճ + virtual int ReqFundOutCreditApply(CKSOTPInputFundOutCreditApplyField *pFundOutCreditApply, int nRequestID) = 0; + + ///ͻÿճȲѯ + virtual int ReqQryFundOutCredit(CKSOTPQryFundOutCreditField *pQryFundOutCredit, int nRequestID) = 0; + + ///ͻÿճѯ + virtual int ReqQryFundOutCreditApply(CKSOTPQryFundOutCreditApplyField *pQryFundOutCreditApply, int nRequestID) = 0; + +protected: + ~CKSOTPTraderApi(){}; +}; + +} // end of namespace KingstarAPI +#endif \ No newline at end of file diff --git a/vn.ksotp/pyscript/KSOTPUserApiDataType.h b/vn.ksotp/pyscript/KSOTPUserApiDataType.h new file mode 100644 index 00000000..8d0345f9 --- /dev/null +++ b/vn.ksotp/pyscript/KSOTPUserApiDataType.h @@ -0,0 +1,1371 @@ +#ifndef __KSOTPUSERDATATYPE_H_INCLUDED_ +#define __KSOTPUSERDATATYPE_H_INCLUDED_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +namespace KingstarAPI +{ +enum KSOTP_TE_RESUME_TYPE +{ + KSOTP_TERT_RESTART = 0, + KSOTP_TERT_RESUME, + KSOTP_TERT_QUICK +}; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTraderIDTypeһԱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTraderIDType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInvestorIDTypeһͶߴ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPInvestorIDType[13]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBrokerIDTypeһ͹˾ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBrokerIDType[11]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBrokerAbbrTypeһ͹˾ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBrokerAbbrType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBrokerNameTypeһ͹˾ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBrokerNameType[81]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExchangeInstIDTypeһԼڽĴ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPExchangeInstIDType[31]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderRefTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPOrderRefType[13]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPParticipantIDTypeһԱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPParticipantIDType[11]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPUserIDTypeһû +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPUserIDType[16]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPasswordTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPPasswordType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPClientIDTypeһԼ˺ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPClientIDType[11]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstrumentIDTypeһԼ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPInstrumentIDType[81]; + +///////////////////////////////////////////////////////////////////////// +///TFtdcUnderlyingMultipleTypeһƷ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPUnderlyingMultipleType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMarketIDTypeһг +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPMarketIDType[31]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProductNameTypeһƷ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPProductNameType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExchangeIDTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPExchangeIDType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExchangeNameTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPExchangeNameType[31]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExchangeAbbrTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPExchangeAbbrType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExchangeFlagTypeһ־ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPExchangeFlagType[2]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMacAddressTypeһMacַ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPMacAddressType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPDateTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPDateType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTimeTypeһʱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTimeType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPLongTimeTypeһʱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPLongTimeType[13]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstrumentNameTypeһԼ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPInstrumentNameType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderSysIDTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPOrderSysIDType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeIDTypeһɽ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTradeIDType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCommandTypeTypeһDB +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPCommandTypeType[65]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPIPAddressTypeһIPַ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPIPAddressType[16]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProductInfoTypeһƷϢ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPProductInfoType[11]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProtocolInfoTypeһЭϢ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPProtocolInfoType[11]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBusinessUnitTypeһҵԪ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBusinessUnitType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPDepositSeqNoTypeһˮ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPDepositSeqNoType[15]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPIdentifiedCardNoTypeһ֤ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPIdentifiedCardNoType[51]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPIdCardTypeTypeһ֤ +///////////////////////////////////////////////////////////////////////// +///֯ +#define KS_OTP_ICT_EID '0' +///֤ +#define KS_OTP_ICT_IDCard '1' +///֤ +#define KS_OTP_ICT_OfficerIDCard '2' +///֤ +#define KS_OTP_ICT_PoliceIDCard '3' +///ʿ֤ +#define KS_OTP_ICT_SoldierIDCard '4' +///ڲ +#define KS_OTP_ICT_HouseholdRegister '5' +/// +#define KS_OTP_ICT_Passport '6' +///̨֤ +#define KS_OTP_ICT_TaiwanCompatriotIDCard '7' +///֤ +#define KS_OTP_ICT_HomeComingCard '8' +///Ӫҵִպ +#define KS_OTP_ICT_LicenseNo '9' +///˰ǼǺ +#define KS_OTP_ICT_TaxNo 'A' +///֤ +#define KS_OTP_ICT_OtherCard 'x' + +typedef char TKSOTPIdCardTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderLocalIDTypeһر +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPOrderLocalIDType[13]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPartyNameTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPPartyNameType[81]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPErrorMsgTypeһϢ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPErrorMsgType[81]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFieldNameTypeһֶ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPFieldNameType[2049]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFieldContentTypeһֶ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPFieldContentType[2049]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSystemNameTypeһϵͳ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPSystemNameType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPContentTypeһϢ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPContentType[501]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderActionStatusTypeһ״̬ +///////////////////////////////////////////////////////////////////////// +///Ѿύ +#define KS_OTP_OAS_Submitted 'a' +///Ѿ +#define KS_OTP_OAS_Accepted 'b' +///Ѿܾ +#define KS_OTP_OAS_Rejected 'c' + +typedef char TKSOTPOrderActionStatusType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderStatusTypeһ״̬ +///////////////////////////////////////////////////////////////////////// +///ȫɽ +#define KS_OTP_OST_AllTraded '0' +///ֳɽڶ +#define KS_OTP_OST_PartTradedQueueing '1' +///ֳɽڶ +#define KS_OTP_OST_PartTradedNotQueueing '2' +///δɽڶ +#define KS_OTP_OST_NoTradeQueueing '3' +///δɽڶ +#define KS_OTP_OST_NoTradeNotQueueing '4' +/// +#define KS_OTP_OST_Canceled '5' +///δ֪ +#define KS_OTP_OST_Unknown 'a' +///δ +#define KS_OTP_OST_NotTouched 'b' +///Ѵ +#define KS_OTP_OST_Touched 'c' + +typedef char TKSOTPOrderStatusType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderSubmitStatusTypeһύ״̬ +///////////////////////////////////////////////////////////////////////// +///Ѿύ +#define KS_OTP_OSS_InsertSubmitted '0' +///Ѿύ +#define KS_OTP_OSS_CancelSubmitted '1' +///޸Ѿύ +#define KS_OTP_OSS_ModifySubmitted '2' +///Ѿ +#define KS_OTP_OSS_Accepted '3' +///Ѿܾ +#define KS_OTP_OSS_InsertRejected '4' +///Ѿܾ +#define KS_OTP_OSS_CancelRejected '5' +///ĵѾܾ +#define KS_OTP_OSS_ModifyRejected '6' + +typedef char TKSOTPOrderSubmitStatusType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPositionDateTypeһֲ +///////////////////////////////////////////////////////////////////////// +///ճֲ +#define KS_OTP_PSD_Today '1' +///ʷֲ +#define KS_OTP_PSD_History '2' + +typedef char TKSOTPPositionDateType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPositionDateTypeTypeһֲ +///////////////////////////////////////////////////////////////////////// +///ʹʷֲ +#define KS_OTP_PDT_UseHistory '1' +///ʹʷֲ +#define KS_OTP_PDT_NoUseHistory '2' + +typedef char TKSOTPPositionDateTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradingRoleTypeһ׽ɫ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_ER_Broker '1' +///Ӫ +#define KS_OTP_ER_Host '2' +/// +#define KS_OTP_ER_Maker '3' + +typedef char TKSOTPTradingRoleType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProductClassTypeһƷ +///////////////////////////////////////////////////////////////////////// +///ڻ +#define KS_OTP_PC_Futures '1' +///ڻȨ +#define KS_OTP_PC_Options '2' +/// +#define KS_OTP_PC_Combination '3' +/// +#define KS_OTP_PC_Spot '4' +///ת +#define KS_OTP_PC_EFP '5' +///ֻȨ +#define KS_OTP_PC_SpotOption '6' +///Ȩ +#define KS_OTP_PC_ETFOption '7' +///֤ȯ +#define KS_OTP_PC_Stock '8' + +typedef char TKSOTPProductClassType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstLifePhaseTypeһԼ״̬ +///////////////////////////////////////////////////////////////////////// +///δ +#define KS_OTP_IP_NotStart '0' +/// +#define KS_OTP_IP_Started '1' +///ͣ +#define KS_OTP_IP_Pause '2' +/// +#define KS_OTP_IP_Expired '3' + +typedef char TKSOTPInstLifePhaseType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPDirectionTypeһ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_D_Buy '0' +/// +#define KS_OTP_D_Sell '1' + +typedef char TKSOTPDirectionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPositionTypeTypeһֲ +///////////////////////////////////////////////////////////////////////// +///ֲ +#define KS_OTP_PT_Net '1' +///ۺϳֲ +#define KS_OTP_PT_Gross '2' + +typedef char TKSOTPPositionTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPHedgeFlagTypeһұ־ +///////////////////////////////////////////////////////////////////////// +///Ͷ +#define KS_OTP_HF_Speculation '1' +/// +#define KS_OTP_HF_Arbitrage '2' +///ױ +#define KS_OTP_HF_Hedge '3' +/// +#define KS_OTP_HF_Covered '4' + +typedef char TKSOTPHedgeFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPClientIDTypeTypeһױ +///////////////////////////////////////////////////////////////////////// +///Ͷ/DZ +#define KS_OTP_CIDT_UnCovered '1' +/// +#define THOST_FTDC_CIDT_Arbitrage '2' +///ױ/ +#define KS_OTP_CIDT_Covered '3' + +typedef char TKSOTPClientIDTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderPriceTypeTypeһ۸ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_OPT_AnyPrice '1' +///޼ +#define KS_OTP_OPT_LimitPrice '2' +///ż +#define KS_OTP_OPT_BestPrice '3' +///¼ +#define KS_OTP_OPT_LastPrice '4' + +typedef char TKSOTPOrderPriceTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOffsetFlagTypeһƽ־ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_OF_Open '0' +///ƽ +#define KS_OTP_OF_Close '1' +///ǿƽ +#define KS_OTP_OF_ForceClose '2' +///ƽ +#define KS_OTP_OF_CloseToday '3' +///ƽ +#define KS_OTP_OF_CloseYesterday '4' +///ǿ +#define KS_OTP_OF_ForceOff '5' +///ǿƽ +#define KS_OTP_OF_LocalForceClose '6' + +typedef char TKSOTPOffsetFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPForceCloseReasonTypeһǿƽԭ +///////////////////////////////////////////////////////////////////////// +///ǿƽ +#define KS_OTP_FCC_NotForceClose '0' +///ʽ +#define KS_OTP_FCC_LackDeposit '1' +///ͻ +#define KS_OTP_FCC_ClientOverPositionLimit '2' +///Ա +#define KS_OTP_FCC_MemberOverPositionLimit '3' +///ֲַ +#define KS_OTP_FCC_NotMultiple '4' +///Υ +#define KS_OTP_FCC_Violation '5' +/// +#define KS_OTP_FCC_Other '6' +///Ȼٽ +#define KS_OTP_FCC_PersonDeliv '7' + +typedef char TKSOTPForceCloseReasonType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderTypeTypeһ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_ORDT_Normal '0' +/// +#define KS_OTP_ORDT_DeriveFromQuote '1' + +typedef char TKSOTPOrderTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTimeConditionTypeһЧ +///////////////////////////////////////////////////////////////////////// +///ɣ +#define KS_OTP_TC_IOC '1' +///Ч +#define KS_OTP_TC_GFS '2' +///Ч +#define KS_OTP_TC_GFD '3' +///ָǰЧ +#define KS_OTP_TC_GTD '4' +///ǰЧ +#define KS_OTP_TC_GTC '5' +///ϾЧ +#define KS_OTP_TC_GFA '6' + +typedef char TKSOTPTimeConditionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPVolumeConditionTypeһɽ +///////////////////////////////////////////////////////////////////////// +///κ +#define KS_OTP_VC_AV '1' +///С +#define KS_OTP_VC_MV '2' +///ȫ +#define KS_OTP_VC_CV '3' + +typedef char TKSOTPVolumeConditionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPContingentConditionTypeһ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_CC_Immediately '1' +///ֹ +#define KS_OTP_CC_Touch '2' +///ֹӮ +#define KS_OTP_CC_TouchProfit '3' + +typedef char TKSOTPContingentConditionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPActionFlagTypeһ־ +///////////////////////////////////////////////////////////////////////// +///ɾ +#define KS_OTP_AF_Delete '0' +///޸ +#define KS_OTP_AF_Modify '3' + +typedef char TKSOTPActionFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderSourceTypeһԴ +///////////////////////////////////////////////////////////////////////// +///Բ +#define KS_OTP_OSRC_Participant '0' +///ԹԱ +#define KS_OTP_OSRC_Administrator '1' + +typedef char TKSOTPOrderSourceType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeTypeTypeһɽ +///////////////////////////////////////////////////////////////////////// +///ͨɽ +#define KS_OTP_TRDT_Common '0' +///Ȩִ +#define KS_OTP_TRDT_OptionsOTPution '1' +///OTCɽ +#define KS_OTP_TRDT_OTC '2' +///תɽ +#define KS_OTP_TRDT_EFPDerived '3' + +typedef char TKSOTPTradeTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPriceSourceTypeһɽԴ +///////////////////////////////////////////////////////////////////////// +///ǰɽ +#define KS_OTP_PSRC_LastPrice '0' +///ίм +#define KS_OTP_PSRC_Buy '1' +///ίм +#define KS_OTP_PSRC_Sell '2' + +typedef char TKSOTPPriceSourceType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstrumentStatusTypeһԼ״̬ +///////////////////////////////////////////////////////////////////////// +///ǰ +#define KS_OTP_IS_BeforeTrading '0' +///ǽ +#define KS_OTP_IS_NoTrading '1' +/// +#define KS_OTP_IS_Continous '2' +///Ͼ۱ +#define KS_OTP_IS_AuctionOrdering '3' +///Ͼۼ۸ƽ +#define KS_OTP_IS_AuctionBalance '4' +///Ͼ۴ +#define KS_OTP_IS_AuctionMatch '5' +/// +#define KS_OTP_IS_Closed '6' + +typedef char TKSOTPInstrumentStatusType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstStatusEnterReasonTypeһƷֽ뽻״̬ԭ +///////////////////////////////////////////////////////////////////////// +///Զл +#define KS_OTP_IER_Automatic '1' +///ֶл +#define KS_OTP_IER_Manual '2' +///۶ +#define KS_OTP_IER_Fuse '3' + +typedef char TKSOTPInstStatusEnterReasonType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOrderActionRefTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPOrderActionRefType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstallCountTypeһװ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPInstallCountType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstallIDTypeһװ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPInstallIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPErrorIDTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPErrorIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSettlementIDTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPSettlementIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPVolumeTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPVolumeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFrontIDTypeһǰñ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPFrontIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSessionIDTypeһỰ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPSessionIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSequenceNoTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPSequenceNoType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMillisecTypeһʱ䣨룩 +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPMillisecType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPVolumeMultipleTypeһԼ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPVolumeMultipleType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradingSegmentSNTypeһ׽׶α +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPTradingSegmentSNType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPRequestIDTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPRequestIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPYearTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPYearType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMonthTypeһ· +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPMonthType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBoolTypeһ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPBoolType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPriceTypeһ۸ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPPriceType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPRatioTypeһ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPRatioType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMoneyTypeһʽ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPMoneyType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPLargeVolumeTypeһ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPLargeVolumeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSequenceSeriesTypeһϵк +///////////////////////////////////////////////////////////////////////// +typedef short TKSOTPSequenceSeriesType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCommPhaseNoTypeһͨѶʱα +///////////////////////////////////////////////////////////////////////// +typedef short TKSOTPCommPhaseNoType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSequenceLabelTypeһб +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPSequenceLabelType[2]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPAddressTypeһͨѶַ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPAddressType[101]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPZipCodeTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPZipCodeType[7]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTelephoneTypeһϵ绰 +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTelephoneType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFaxTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPFaxType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMobileTypeһֻ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPMobileType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPEMailTypeһʼ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPEMailType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPMemoTypeһע +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPMemoType[161]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPropertyIDTypeһԴ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPPropertyIDType[33]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPropertyNameTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPPropertyNameType[65]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPLicenseNoTypeһӪҵִպ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPLicenseNoType[51]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSettlementParamValueTypeһֵ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPSettlementParamValueType[256]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBrandCodeTypeһƺ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBrandCodeType[257]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPWarehouseTypeһֿ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPWarehouseType[257]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProductDateTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPProductDateType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPGradeTypeһȼ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPGradeType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPClassifyTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPClassifyType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPAccountIDTypeһͶʺ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPAccountIDType[13]; + + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProductLifePhaseTypeһƷ״̬ +///////////////////////////////////////////////////////////////////////// +///Ծ +#define KS_OTP_PLP_Active '1' +///Ծ +#define KS_OTP_PLP_NonActive '2' +///ע +#define KS_OTP_PLP_Canceled '3' + +typedef char TKSOTPProductLifePhaseType; + + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInvestorTypeTypeһͶ +///////////////////////////////////////////////////////////////////////// +///Ȼ +#define KS_OTP_CT_Person '0' +/// +#define KS_OTP_CT_Company '1' +///Ͷʻ +#define KS_OTP_CT_Fund '2' + +typedef char TKSOTPInvestorTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBrokerTypeTypeһ͹˾ +///////////////////////////////////////////////////////////////////////// +///׻Ա +#define KS_OTP_BT_Trade '0' +///׽Ա +#define KS_OTP_BT_TradeSettle '1' + +typedef char TKSOTPBrokerTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCurrencyCodeTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPCurrencyCodeType[4]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCertCodeTypeһ֤ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPCertCodeType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPUserTypeTypeһû +///////////////////////////////////////////////////////////////////////// +///Ͷ +#define KS_OTP_UT_Investor '0' +///Ա +#define KS_OTP_UT_Operator '1' +///Ա +#define KS_OTP_UT_SuperUser '2' + +typedef char TKSOTPUserTypeType; + + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExClientIDTypeTypeһԼ˺ +///////////////////////////////////////////////////////////////////////// +///DZ +#define KS_OTP_ECIDT_UnCovered '0' +/// +#define KS_OTP_ECIDT_Covered '1' + +typedef char TKSOTPExClientIDTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPUserProductIDTypeһƷʶ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPUserProductIDType[33]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeSourceTypeһɽԴ +///////////////////////////////////////////////////////////////////////// +///Խͨر +#define KS_OTP_TSRC_NORMAL '0' +///Բѯ +#define KS_OTP_TSRC_QUERY '1' + +typedef char TKSOTPTradeSourceType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSRiskRateTypeһն +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPSRiskRateType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOptionsTypeTypeһȨ +///////////////////////////////////////////////////////////////////////// +///Ϲ +#define KS_OTP_CP_CallOptions '1' +///Ϲ +#define KS_OTP_CP_PutOptions '2' + +typedef char TKSOTPOptionsTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPActionTypeTypeһִ +///////////////////////////////////////////////////////////////////////// +///ִ +#define KS_OTP_ACTP_Exec '1' +/// +#define KS_OTP_ACTP_Abandon '2' + +typedef char TKSOTPActionTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFutureBranchIDTypeһ֤ȯ֧ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPFutureBranchIDType[31]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCustTypeTypeһͻ +///////////////////////////////////////////////////////////////////////// +///Ȼ +#define KS_OTP_CUSTT_Person '0' +/// +#define KS_OTP_CUSTT_Institution '1' + +typedef char TKSOTPCustTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPIndividualNameTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPIndividualNameType[51]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeAmountTypeһ׽Ԫ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPTradeAmountType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFeePayFlagTypeһ֧־ +///////////////////////////////////////////////////////////////////////// +///淽֧ +#define KS_OTP_FPF_BEN '0' +///ɷͷ֧ +#define KS_OTP_FPF_OUR '1' +///ɷͷ֧ķã淽֧ܵķ +#define KS_OTP_FPF_SHA '2' + +typedef char TKSOTPFeePayFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCustFeeTypeһӦտͻãԪ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPCustFeeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFutureFeeTypeһӦ֤ȯ˾ãԪ +///////////////////////////////////////////////////////////////////////// +typedef double TKSOTPFutureFeeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankIDTypeһд +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankIDType[4]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCurrencyIDTypeһִ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPCurrencyIDType[4]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankSerialTypeһˮ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankSerialType[13]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPSerialTypeһˮ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPSerialType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPLastFragmentTypeһƬ־ +///////////////////////////////////////////////////////////////////////// +///Ƭ +#define KS_OTP_LF_Yes '0' +///Ƭ +#define KS_OTP_LF_No '1' + +typedef char TKSOTPLastFragmentType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFutureSerialTypeһ֤ȯ˾ˮ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPFutureSerialType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankAccountTypeһ˻ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankAccountType[41]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeDateTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTradeDateType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeTimeTypeһʱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTradeTimeType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeCodeTypeһ״ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTradeCodeType[7]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPDigestTypeһժҪ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPDigestType[36]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTransferStatusTypeһת˽״̬ +///////////////////////////////////////////////////////////////////////// +/// +#define TKS_OTP_TRFS_Normal '0' +/// +#define TKS_OTP_TRFS_Repealed '1' + +typedef char TKSOTPTransferStatusType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankAccTypeTypeһʺ +///////////////////////////////////////////////////////////////////////// +///д +#define TKS_OTP_BAT_BankBook '1' +/// +#define TKS_OTP_BAT_SavingCard '2' +///ÿ +#define TKS_OTP_BAT_CreditCard '3' + +typedef char TKSOTPBankAccTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPDeviceIDTypeһ־ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPDeviceIDType[3]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankCodingForFutureTypeһж֤ȯ˾ı +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankCodingForFutureType[33]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankBrchIDTypeһзĴ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankBrchIDType[5]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPNoIndicatorTypeһǻʶ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_YNI_Yes '0' +/// +#define KS_OTP_YNI_No '1' + +typedef char TKSOTPYesNoIndicatorType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPAddInfoTypeһϢ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPAddInfoType[129]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPwdFlagTypeһ˶Ա־ +///////////////////////////////////////////////////////////////////////// +///˶ +#define KS_OTP_BPWDF_NoCheck '0' +///ĺ˶ +#define KS_OTP_BPWDF_BlankCheck '1' +///ĺ˶ +#define KS_OTP_BPWDF_EncryptCheck '2' + +typedef char TKSOTPPwdFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankOperNoTypeһвԱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankOperNoType[4]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTargetIDTypeһͬĿ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTargetIDType[4]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOperNoTypeһ׹Ա +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPOperNoType[17]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTIDTypeһID +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPTIDType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOperNoTypeһ׹Ա +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPOperNoType[17]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankNameTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankNameType[101]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeCodeTypeһ״ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPTradeCodeType[7]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankIDTypeһд +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankIDType[4]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBankBrchIDTypeһзĴ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBankBrchIDType[5]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPlateSerialTypeһƽ̨ˮ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPPlateSerialType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFutureAccTypeTypeһ֤ȯ˾ʺ +///////////////////////////////////////////////////////////////////////// +///д +#define KS_OTP_FAT_BankBook '1' +/// +#define KS_OTP_FAT_SavingCard '2' +///ÿ +#define KS_OTP_FAT_CreditCard '3' + +typedef char TKSOTPFutureAccTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPAvailabilityFlagTypeһЧ־ +///////////////////////////////////////////////////////////////////////// +///δȷ +#define KS_OTP_AVAF_Invalid '0' +///Ч +#define KS_OTP_AVAF_Valid '1' +/// +#define KS_OTP_AVAF_Repeal '2' + +typedef char TKSOTPAvailabilityFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPOperatorCodeTypeһԱ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPOperatorCodeType[17]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPProtectFlagTypeһԱ־ +///////////////////////////////////////////////////////////////////////// +// +#define KSOTP_PF_True 'T' +// DZ +#define KSOTP_PF_Flase 'F' + +typedef char TKSOTPProtectFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPControlRangeTypeһƷΧ +///////////////////////////////////////////////////////////////////////// +// Ʒ +#define KSOTP_CR_Product '0' +// +#define KSOTP_CR_ALL '1' + +typedef char TKSOTPControlRangeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeLevelTypeһ׼ +///////////////////////////////////////////////////////////////////////// +// һ +#define KSOTP_TL_Level1 '1' +// +#define KSOTP_TL_Level2 '2' +// +#define KSOTP_TL_Level3 '3' + +typedef char TKSOTPTradeLevelType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPPosiDirectionTypeһɳֲַ +///////////////////////////////////////////////////////////////////////// +// Ȩ +#define KSVOC_PD_Buy '2' +// +#define KSVOC_PD_Sell '3' + +typedef char TKSOTPPosiDirectionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPDelivModeTypeһɽղѯ +///////////////////////////////////////////////////////////////////////// +// Ȩľ +#define KSVOC_DM_Product '1' +// Ȩֽ㽻ϸ +#define KSVOC_DM_Cash '2' +// ȨΥԼÿȯ +#define KSVOC_DM_Dispos '3' + +typedef char TKSOTPDelivModeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFunctionNameTypeһ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPFunctionNameType[65]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPStrikeTypeTypeһִ +///////////////////////////////////////////////////////////////////////// +///Գ +#define KS_OTP_STT_Hedge '0' +///ƥִ +#define KS_OTP_STT_Match '1' + +typedef char TKSOTPStrikeTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExecOrderPositionFlagTypeһȨȨǷͷı +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_EOPF_Reserve '0' +/// +#define KS_OTP_EOPF_UnReserve '1' + +typedef char TKSOTPExecOrderPositionFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExecOrderCloseFlagTypeһȨȨɵͷǷԶƽ +///////////////////////////////////////////////////////////////////////// +///Զƽ +#define KS_OTP_EOCF_AutoClose '0' +///Զƽ +#define KS_OTP_EOCF_NotToClose '1' + +typedef char TKSOTPExecOrderCloseFlagType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPLockTypeTypeһ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_LCKT_Lock '1' +/// +#define KS_OTP_LCKT_Unlock '2' + +typedef char TKSOTPLockTypeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExecOrderSysIDTypeһִϵͳ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPExecOrderSysIDType[21]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPExecResultTypeһִн +///////////////////////////////////////////////////////////////////////// +///ûִ +#define KS_OTP_OER_NoExec 'n' +///Ѿȡ +#define KS_OTP_OER_Canceled 'c' +///ִгɹ +#define KS_OTP_OER_OK '0' +///Ȩֲֲ +#define KS_OTP_OER_NoPosition '1' +///ʽ𲻹 +#define KS_OTP_OER_NoDeposit '2' +///Ա +#define KS_OTP_OER_NoParticipant '3' +///ͻ +#define KS_OTP_OER_NoClient '4' +///Լ +#define KS_OTP_OER_NoInstrument '6' +///ûִȨ +#define KS_OTP_OER_NoRight '7' +/// +#define KS_OTP_OER_InvalidVolume '8' +///û㹻ʷɽ +#define KS_OTP_OER_NoEnoughHistoryTrade '9' +///δ֪ +#define KS_OTP_OER_Unknown 'a' + +typedef char TKSOTPExecResultType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPBranchIDTypeһӪҵ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPBranchIDType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInvestorRangeTypeһͶ߷Χ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_IR_All '1' +///Ͷ +#define KS_OTP_IR_Group '2' +///һͶ +#define KS_OTP_IR_Single '3' + +typedef char TKSOTPInvestorRangeType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCombDirectionTypeһָ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_CMDR_Comb '0' +/// +#define KS_OTP_CMDR_UnComb '1' + +typedef char TKSOTPCombDirectionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCombStrategyIDTypeһϲԴ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPCombStrategyIDType[9]; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPCombActionTypeһǿ +///////////////////////////////////////////////////////////////////////// +///ǿ +#define KS_OTP_CAT_False '0' +///ǿ +#define KS_OTP_CAT_True '1' + +typedef char TKSOTPCombActionType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPTradeSerialNoTypeһˮ +///////////////////////////////////////////////////////////////////////// +typedef int TKSOTPTradeSerialNoType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFOCreditApplyTypeһճȲ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_FOCAT_Confirm '0' +///ȡ +#define KS_OTP_FOCAT_NoConfirm '1' + +typedef char TKSOTPFOCreditApplyType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPFOCreditStatusTypeһճȴ״̬ +///////////////////////////////////////////////////////////////////////// +/// +#define KS_OTP_FOCST_SENDING '0' +///ͨ +#define KS_OTP_FOCST_ACCEPTED '1' +///ѷ +#define KS_OTP_FOCST_REJECT '2' + +typedef char TKSOTPFOCreditStatusType; + +///////////////////////////////////////////////////////////////////////// +///TKSOTPInstrumentCodeTypeһԼʶ +///////////////////////////////////////////////////////////////////////// +typedef char TKSOTPInstrumentCodeType[31]; +} // end of namespace KingstarAPI +#endif + diff --git a/vn.ksotp/pyscript/KSOTPUserApiStruct.h b/vn.ksotp/pyscript/KSOTPUserApiStruct.h new file mode 100644 index 00000000..9bfaf182 --- /dev/null +++ b/vn.ksotp/pyscript/KSOTPUserApiStruct.h @@ -0,0 +1,2699 @@ +#ifndef __KSOTPUSERAPISTRUCT_H_INCLUDED_ +#define __KSOTPUSERAPISTRUCT_H_INCLUDED_ + +#if _MSC_VER > 1000 +#pragma once +#endif // _MSC_VER > 1000 + +#include "KSOTPUserApiDataType.h" + +namespace KingstarAPI +{ +///ӦϢ +struct CKSOTPRspInfoField +{ + /// + TKSOTPErrorIDType ErrorID; + ///Ϣ + TKSOTPErrorMsgType ErrorMsg; +}; + +///û¼ +struct CKSOTPReqUserLoginField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///û + TKSOTPUserIDType UserID; + /// + TKSOTPPasswordType Password; + ///û˲ƷϢ + TKSOTPProductInfoType UserProductInfo; + ///Macַ + TKSOTPMacAddressType MacAddress; + ///նIPַ + TKSOTPIPAddressType ClientIPAddress; +}; + +///û¼Ӧ +struct CKSOTPRspUserLoginField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPDateType TradingDay; + ///¼ɹʱ + TKSOTPTimeType LoginTime; + ///û + TKSOTPUserIDType UserID; + ///ϵͳ + TKSOTPSystemNameType SystemName; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + ///󱨵 + TKSOTPOrderRefType MaxOrderRef; + ///֤ʱ + TKSOTPTimeType SSETime; +}; + +///ûdz +struct CKSOTPUserLogoutField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///û + TKSOTPUserIDType UserID; +}; + +///û +struct CKSOTPUserPasswordUpdateField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///û + TKSOTPUserIDType UserID; + ///ԭĿ + TKSOTPPasswordType OldPassword; + ///µĿ + TKSOTPPasswordType NewPassword; +}; + +///ʽ˻ +struct CKSOTPTradingAccountPasswordUpdateField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///ԭĿ + TKSOTPPasswordType OldPassword; + ///µĿ + TKSOTPPasswordType NewPassword; +}; + +///뱨 +struct CKSOTPInputOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPOrderRefType OrderRef; + ///û + TKSOTPUserIDType UserID; + ///۸ + TKSOTPOrderPriceTypeType OrderPriceType; + /// + TKSOTPDirectionType Direction; + ///ƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///ұ־ + TKSOTPHedgeFlagType HedgeFlag; + ///۸ + TKSOTPPriceType LimitPrice; + /// + TKSOTPVolumeType VolumeTotalOriginal; + ///Ч + TKSOTPTimeConditionType TimeCondition; + ///GTD + TKSOTPDateType GTDDate; + ///ɽ + TKSOTPVolumeConditionType VolumeCondition; + ///Сɽ + TKSOTPVolumeType MinVolume; + /// + TKSOTPContingentConditionType ContingentCondition; + ///ֹ + TKSOTPPriceType StopPrice; + ///ǿƽԭ + TKSOTPForceCloseReasonType ForceCloseReason; + ///Զ־ + TKSOTPBoolType IsAutoSuspend; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + /// + TKSOTPRequestIDType RequestID; + ///ûǿ־ + TKSOTPBoolType UserForceClose; + ///־ + TKSOTPBoolType IsSwapOrder; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///뱨 +struct CKSOTPInputOrderActionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPOrderRefType OrderRef; + /// + TKSOTPRequestIDType RequestID; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + /// + TKSOTPExchangeIDType ExchangeID; + /// + TKSOTPOrderSysIDType OrderSysID; + ///־ + TKSOTPActionFlagType ActionFlag; + ///۸ + TKSOTPPriceType LimitPrice; + ///仯 + TKSOTPVolumeType VolumeChange; + ///û + TKSOTPUserIDType UserID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; +}; + +///ѯ +struct CKSOTPQryOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + /// + TKSOTPOrderSysIDType OrderSysID; +}; + +///ѯɽ +struct CKSOTPQryTradeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + ///ʼʱ + TKSOTPTimeType TradeTimeStart; + ///ʱ + TKSOTPTimeType TradeTimeEnd; +}; + +///ѯͶֲ߳ +struct CKSOTPQryInvestorPositionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///Ͷֲ߳ +struct CKSOTPInvestorPositionField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ֲֶշ + TKSOTPPosiDirectionType PosiDirection; + ///ұ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ֲ + TKSOTPPositionDateType PositionDate; + ///ճֲ + TKSOTPVolumeType YdPosition; + ///ճֲ + TKSOTPVolumeType Position; + ///ͷ + TKSOTPVolumeType LongFrozen; + ///ͷ + TKSOTPVolumeType ShortFrozen; + ///ֶ + TKSOTPMoneyType LongFrozenAmount; + ///ֶ + TKSOTPMoneyType ShortFrozenAmount; + /// + TKSOTPVolumeType OpenVolume; + ///ֽ + TKSOTPMoneyType OpenAmount; + ///ƽֽ + TKSOTPMoneyType CloseAmount; + ///ֲֳɱ + TKSOTPMoneyType PositionCost; + ///ռõı֤ + TKSOTPMoneyType UseMargin; + ///ı֤ + TKSOTPMoneyType FrozenMargin; + ///ʽ + TKSOTPMoneyType FrozenCash; + /// + TKSOTPMoneyType FrozenCommission; + ///ʽ + TKSOTPMoneyType CashIn; + /// + TKSOTPMoneyType Commission; + ///ƽӯ + TKSOTPMoneyType CloseProfit; + ///ֲӯ + TKSOTPMoneyType PositionProfit; + ///ϴν + TKSOTPPriceType PreSettlementPrice; + ///ν + TKSOTPPriceType SettlementPrice; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + ///ֳɱ + TKSOTPMoneyType OpenCost; + ///֤ + TKSOTPMoneyType ExchangeMargin; + ///նƽӯ + TKSOTPMoneyType CloseProfitByDate; + ///ʶԳƽӯ + TKSOTPMoneyType CloseProfitByTrade; + ///ճֲ + TKSOTPVolumeType TodayPosition; + ///֤ + TKSOTPRatioType MarginRateByMoney; + ///֤() + TKSOTPRatioType MarginRateByVolume; + ///ִж + TKSOTPVolumeType StrikeFrozen; + ///ִж + TKSOTPMoneyType StrikeFrozenAmount; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ѯʽ˻ +struct CKSOTPQryTradingAccountField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; +}; + +///ʽ˻ +struct CKSOTPTradingAccountField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///ϴν׼ + TKSOTPMoneyType PreBalance; + ///ϴռõı֤ + TKSOTPMoneyType PreMargin; + /// + TKSOTPMoneyType Deposit; + /// + TKSOTPMoneyType Withdraw; + ///ı֤ + TKSOTPMoneyType FrozenMargin; + ///ʽ + TKSOTPMoneyType FrozenCash; + /// + TKSOTPMoneyType FrozenCommission; + ///ǰ֤ܶ + TKSOTPMoneyType CurrMargin; + ///ʽ + TKSOTPMoneyType CashIn; + /// + TKSOTPMoneyType Commission; + ///ƽӯ + TKSOTPMoneyType CloseProfit; + ///ֲӯ + TKSOTPMoneyType PositionProfit; + ///֤ȯ׼ + TKSOTPMoneyType Balance; + ///ʽ + TKSOTPMoneyType Available; + ///ȡʽ + TKSOTPMoneyType WithdrawQuota; + ///׼ + TKSOTPMoneyType Reserve; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + ///ö + TKSOTPMoneyType Credit; + ///Ѻ + TKSOTPMoneyType Mortgage; + ///֤ + TKSOTPMoneyType ExchangeMargin; + ///Ͷ߽֤ + TKSOTPMoneyType DeliveryMargin; + ///֤ + TKSOTPMoneyType ExchangeDeliveryMargin; +}; + +///ѯͶ +struct CKSOTPQryInvestorField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; +}; + +///Ͷ +struct CKSOTPInvestorField +{ + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷ + TKSOTPPartyNameType InvestorName; + ///֤ + TKSOTPIdCardTypeType IdentifiedCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ǷԾ + TKSOTPBoolType IsActive; + ///ϵ绰 + TKSOTPTelephoneType Telephone; + ///ͨѶַ + TKSOTPAddressType Address; + /// + TKSOTPDateType OpenDate; + ///ֻ + TKSOTPMobileType Mobile; +}; + +///ѯԼ˺ +struct CKSOTPQryTradingCodeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ױ +struct CKSOTPTradingCodeField +{ + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Լ˺ + TKSOTPClientIDType ClientID; + ///ǷԾ + TKSOTPBoolType IsActive; + ///ױ + TKSOTPClientIDTypeType ClientIDType; +}; + +///ѯ +struct CKSOTPQryExchangeField +{ + /// + TKSOTPExchangeIDType ExchangeID; +}; + +/// +struct CKSOTPExchangeField +{ + /// + TKSOTPExchangeIDType ExchangeID; + /// + TKSOTPExchangeNameType ExchangeName; +}; + +///ѯԼ +struct CKSOTPQryInstrumentField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///Լ +struct CKSOTPInstrumentField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Լ + TKSOTPInstrumentNameType InstrumentName; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///Ʒִ + TKSOTPInstrumentIDType ProductID; + ///Ʒ + TKSOTPProductClassType ProductClass; + /// + TKSOTPYearType DeliveryYear; + /// + TKSOTPMonthType DeliveryMonth; + ///м۵µ + TKSOTPVolumeType MaxMarketOrderVolume; + ///м۵Сµ + TKSOTPVolumeType MinMarketOrderVolume; + ///޼۵µ + TKSOTPVolumeType MaxLimitOrderVolume; + ///޼۵Сµ + TKSOTPVolumeType MinLimitOrderVolume; + ///Լ + TKSOTPVolumeMultipleType VolumeMultiple; + ///С䶯λ + TKSOTPPriceType PriceTick; + /// + TKSOTPDateType CreateDate; + /// + TKSOTPDateType OpenDate; + /// + TKSOTPDateType ExpireDate; + ///ʼ + TKSOTPDateType StartDelivDate; + /// + TKSOTPDateType EndDelivDate; + ///Լ״̬ + TKSOTPInstLifePhaseType InstLifePhase; + ///ǰǷ + TKSOTPBoolType IsTrading; + ///ֲ + TKSOTPPositionTypeType PositionType; + ///ֲ + TKSOTPPositionDateTypeType PositionDateType; + ///ͷ֤ + TKSOTPRatioType LongMarginRatio; + ///ͷ֤ + TKSOTPRatioType ShortMarginRatio; + ///Ʒ + TKSOTPInstrumentIDType UnderlyingInstrID; + ///ִм + TKSOTPPriceType StrikePrice; + ///Ȩ + TKSOTPOptionsTypeType OptionsType; + ///ԼƷ + TKSOTPUnderlyingMultipleType UnderlyingMultiple; + ///Լʶ + TKSOTPInstrumentCodeType InstrumentCode; +}; + +///ѯͶֲ߳ϸ +struct CKSOTPQryInvestorPositionDetailField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///Ͷֲ߳ϸ +struct CKSOTPInvestorPositionDetailField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ұ־ + TKSOTPHedgeFlagType HedgeFlag; + /// + TKSOTPDirectionType Direction; + /// + TKSOTPDateType OpenDate; + ///ɽ + TKSOTPTradeIDType TradeID; + /// + TKSOTPVolumeType Volume; + ///ּ + TKSOTPPriceType OpenPrice; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + ///ɽ + TKSOTPTradeTypeType TradeType; + /// + TKSOTPExchangeIDType ExchangeID; + ///նƽӯ + TKSOTPMoneyType CloseProfitByDate; + ///ʶԳƽӯ + TKSOTPMoneyType CloseProfitByTrade; + ///նгֲӯ + TKSOTPMoneyType PositionProfitByDate; + ///ʶԳֲӯ + TKSOTPMoneyType PositionProfitByTrade; + ///Ͷ֤߱ + TKSOTPMoneyType Margin; + ///֤ + TKSOTPMoneyType ExchMargin; + ///֤ + TKSOTPRatioType MarginRateByMoney; + ///֤() + TKSOTPRatioType MarginRateByVolume; + /// + TKSOTPPriceType LastSettlementPrice; + /// + TKSOTPPriceType SettlementPrice; +}; + +///ѯ¼֪ͨ +struct CKSOTPQryTradingNoticeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; +}; + +///û¼֪ͨ +struct CKSOTPTradingNoticeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ϵк + TKSOTPSequenceSeriesType SequenceSeries; + ///û + TKSOTPUserIDType UserID; + ///ʱ + TKSOTPTimeType SendTime; + ///к + TKSOTPSequenceNoType SequenceNo; + ///Ϣ + TKSOTPContentType FieldContent; +}; + +///û¼֪ͨϢ +struct CKSOTPTradingNoticeInfoField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ʱ + TKSOTPTimeType SendTime; + ///Ϣ + TKSOTPContentType FieldContent; + ///ϵк + TKSOTPSequenceSeriesType SequenceSeries; + ///к + TKSOTPSequenceNoType SequenceNo; +}; + +///ִ +struct CKSOTPInputExecOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///ִ + TKSOTPOrderRefType ExecOrderRef; + ///û + TKSOTPUserIDType UserID; + /// + TKSOTPVolumeType Volume; + /// + TKSOTPRequestIDType RequestID; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + ///ƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ִ + TKSOTPActionTypeType ActionType; + ///ͷijֲַ + TKSOTPPosiDirectionType PosiDirection; + ///ȨȨǷڻͷı + TKSOTPExecOrderPositionFlagType ReservePositionFlag; + ///ȨȨɵͷǷԶƽ + TKSOTPExecOrderCloseFlagType CloseFlag; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ִ +struct CKSOTPInputExecOrderActionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ִ + TKSOTPOrderActionRefType ExecOrderActionRef; + ///ִ + TKSOTPOrderRefType ExecOrderRef; + /// + TKSOTPRequestIDType RequestID; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + /// + TKSOTPExchangeIDType ExchangeID; + ///ִ + TKSOTPExecOrderSysIDType ExecOrderSysID; + ///־ + TKSOTPActionFlagType ActionFlag; + ///û + TKSOTPUserIDType UserID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; +}; + +///¼ +struct CKSOTPInputLockField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPOrderRefType LockRef; + ///û + TKSOTPUserIDType UserID; + /// + TKSOTPVolumeType Volume; + /// + TKSOTPRequestIDType RequestID; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + /// + TKSOTPLockTypeType LockType; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +/// +struct CKSOTPLockField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPOrderRefType LockRef; + ///û + TKSOTPUserIDType UserID; + /// + TKSOTPVolumeType Volume; + /// + TKSOTPRequestIDType RequestID; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + /// + TKSOTPLockTypeType LockType; + /// + TKSOTPOrderLocalIDType LockLocalID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ա + TKSOTPParticipantIDType ParticipantID; + ///ͻ + TKSOTPClientIDType ClientID; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///Ա + TKSOTPTraderIDType TraderID; + ///װ + TKSOTPInstallIDType InstallID; + ///ִύ״̬ + TKSOTPOrderSubmitStatusType OrderSubmitStatus; + ///ʾ + TKSOTPSequenceNoType NotifySequence; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + /// + TKSOTPOrderSysIDType LockSysID; + /// + TKSOTPDateType InsertDate; + ///ʱ + TKSOTPTimeType InsertTime; + ///ʱ + TKSOTPTimeType CancelTime; + ///״̬ + TKSOTPOrderActionStatusType LockStatus; + ///Ա + TKSOTPParticipantIDType ClearingPartID; + /// + TKSOTPSequenceNoType SequenceNo; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + ///û˲ƷϢ + TKSOTPProductInfoType UserProductInfo; + ///״̬Ϣ + TKSOTPErrorMsgType StatusMsg; + ///û + TKSOTPUserIDType ActiveUserID; + ///͹˾ + TKSOTPSequenceNoType BrokerLockSeq; + ///Ӫҵ + TKSOTPBranchIDType BranchID; +}; + +///ѯ +struct CKSOTPQryLockField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + /// + TKSOTPOrderSysIDType LockSysID; +}; + +///ִѯ +struct CKSOTPQryExecOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + ///ִ + TKSOTPExecOrderSysIDType ExecOrderSysID; +}; + +///ѯ +struct CKSOTPQryExecOrderVolumeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///־ + TKSOTPDirectionType Direction; +}; + +///ѯ +struct CKSOTPExecOrderVolumeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ִ + TKSOTPVolumeType ExecVolume; + /// + TKSOTPVolumeType ActionVolume; + ///ִ + TKSOTPVolumeType ExecedVolume; + /// + TKSOTPVolumeType ActionedVolume; + ///־ + TKSOTPDirectionType Direction; +}; + +///ѯ֤ȯλ +struct CKSOTPQryLockPositionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///֤ȯλ +struct CKSOTPLockPositionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + /// + TKSOTPVolumeType Volume; + /// + TKSOTPVolumeType FrozenVolume; +}; + +///ѯȯϢ +struct CKSOTPQryUnderlyingStockInfoField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒִ + TKSOTPInstrumentIDType ProductID; +}; + +///ѯȯϢ +struct CKSOTPUnderlyingStockInfoField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒִ + TKSOTPInstrumentIDType ProductID; + /// + TKSOTPPriceType PreClosePrice; + ///ȫϵ + TKSOTPRatioType GuarantRatio; +}; + +///ѯȨ +struct CKSOTPQryOTPInsCommRateField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ѯȨԼ +struct CKSOTPOTPInsCommRateField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Ͷ߷Χ + TKSOTPInvestorRangeType InvestorRange; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPRatioType OpenRatioByMoney; + /// + TKSOTPRatioType OpenRatioByVolume; + ///ƽ + TKSOTPRatioType CloseRatioByMoney; + ///ƽ + TKSOTPRatioType CloseRatioByVolume; + ///ƽ + TKSOTPRatioType CloseTodayRatioByMoney; + ///ƽ + TKSOTPRatioType CloseTodayRatioByVolume; + ///ִ + TKSOTPRatioType StrikeRatioByMoney; + ///ִ + TKSOTPRatioType StrikeRatioByVolume; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ѯȨԼ֤ +struct CKSOTPQryInstrumentMarginRateField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ѯȨԼ֤ +struct CKSOTPInstrumentMarginRateField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Ͷ߷Χ + TKSOTPInvestorRangeType InvestorRange; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ͷ֤ + TKSOTPRatioType LongMarginRatioByMoney; + ///ͷ֤ + TKSOTPMoneyType LongMarginRatioByVolume; + ///ͷ֤ + TKSOTPRatioType ShortMarginRatioByMoney; + ///ͷ֤ + TKSOTPMoneyType ShortMarginRatioByVolume; + ///ǷԽȡ + TKSOTPBoolType IsRelative; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ȨָϢ +struct CKSOTPQryOTPAssignmentField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPDirectionType Direction; +}; + +///ȨָϢ +struct CKSOTPOTPAssignmentField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPDirectionType Direction; + /// + TKSOTPExchangeIDType ExchangeID; + ///Լ + TKSOTPInstrumentNameType InstrumentName; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ճֲ + TKSOTPVolumeType YdPosition; + ///ȨָɺԼ + TKSOTPVolumeType AssInsVo; + ///Ȩ֤ȯ + TKSOTPVolumeType AssProVol; + ///ȨָӦ + TKSOTPMoneyType FeePay; + ///ȨC/P־ + TKSOTPOptionsTypeType OptionsType; + ///Ȩ + TKSOTPDateType DeliveryDay; + ///ɺԼʶ + TKSOTPInstrumentIDType StockID; +}; + +///ѯ +struct CKSOTPQryDepthMarketDataField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +/// +struct CKSOTPDepthMarketDataField +{ + /// + TKSOTPDateType TradingDay; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///¼ + TKSOTPPriceType LastPrice; + ///ϴν + TKSOTPPriceType PreSettlementPrice; + /// + TKSOTPPriceType PreClosePrice; + ///ֲ + TKSOTPLargeVolumeType PreOpenInterest; + /// + TKSOTPPriceType OpenPrice; + ///߼ + TKSOTPPriceType HighestPrice; + ///ͼ + TKSOTPPriceType LowestPrice; + /// + TKSOTPVolumeType Volume; + ///ɽ + TKSOTPMoneyType Turnover; + ///ֲ + TKSOTPLargeVolumeType OpenInterest; + /// + TKSOTPPriceType ClosePrice; + ///ν + TKSOTPPriceType SettlementPrice; + ///ͣ + TKSOTPPriceType UpperLimitPrice; + ///ͣ + TKSOTPPriceType LowerLimitPrice; + ///ʵ + TKSOTPRatioType PreDelta; + ///ʵ + TKSOTPRatioType CurrDelta; + ///޸ʱ + TKSOTPTimeType UpdateTime; + ///޸ĺ + TKSOTPMillisecType UpdateMillisec; + ///һ + TKSOTPPriceType BidPrice1; + ///һ + TKSOTPVolumeType BidVolume1; + ///һ + TKSOTPPriceType AskPrice1; + ///һ + TKSOTPVolumeType AskVolume1; + ///۶ + TKSOTPPriceType BidPrice2; + /// + TKSOTPVolumeType BidVolume2; + ///۶ + TKSOTPPriceType AskPrice2; + /// + TKSOTPVolumeType AskVolume2; + /// + TKSOTPPriceType BidPrice3; + /// + TKSOTPVolumeType BidVolume3; + /// + TKSOTPPriceType AskPrice3; + /// + TKSOTPVolumeType AskVolume3; + /// + TKSOTPPriceType BidPrice4; + /// + TKSOTPVolumeType BidVolume4; + /// + TKSOTPPriceType AskPrice4; + /// + TKSOTPVolumeType AskVolume4; + /// + TKSOTPPriceType BidPrice5; + /// + TKSOTPVolumeType BidVolume5; + /// + TKSOTPPriceType AskPrice5; + /// + TKSOTPVolumeType AskVolume5; + ///վ + TKSOTPPriceType AveragePrice; + ///ҵ + TKSOTPDateType ActionDay; +}; + +///̵ѯ +struct CKSOTPForQuoteRspField +{ + /// + TKSOTPDateType TradingDay; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///ѯ۱ + TKSOTPOrderSysIDType ForQuoteSysID; + ///ѯʱ + TKSOTPTimeType ForQuoteTime; + ///ҵ + TKSOTPDateType ActionDay; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +/// +struct CKSOTPOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPOrderRefType OrderRef; + ///û + TKSOTPUserIDType UserID; + ///۸ + TKSOTPOrderPriceTypeType OrderPriceType; + /// + TKSOTPDirectionType Direction; + ///ƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///۸ + TKSOTPPriceType LimitPrice; + ///ұ־ + TKSOTPHedgeFlagType HedgeFlag; + /// + TKSOTPVolumeType VolumeTotalOriginal; + ///Ч + TKSOTPTimeConditionType TimeCondition; + ///GTD + TKSOTPDateType GTDDate; + ///ɽ + TKSOTPVolumeConditionType VolumeCondition; + ///Сɽ + TKSOTPVolumeType MinVolume; + /// + TKSOTPContingentConditionType ContingentCondition; + ///ֹ + TKSOTPPriceType StopPrice; + ///ǿƽԭ + TKSOTPForceCloseReasonType ForceCloseReason; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + /// + TKSOTPRequestIDType RequestID; + ///ر + TKSOTPOrderLocalIDType OrderLocalID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ա + TKSOTPParticipantIDType ParticipantID; + ///Լ˺ + TKSOTPClientIDType ClientID; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///Ա + TKSOTPTraderIDType TraderID; + ///ύ״̬ + TKSOTPOrderSubmitStatusType OrderSubmitStatus; + ///ʾ + TKSOTPSequenceNoType NotifySequence; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + /// + TKSOTPOrderSysIDType OrderSysID; + ///Դ + TKSOTPOrderSourceType OrderSource; + ///״̬ + TKSOTPOrderStatusType OrderStatus; + /// + TKSOTPOrderTypeType OrderType; + ///ɽ + TKSOTPVolumeType VolumeTraded; + ///ʣ + TKSOTPVolumeType VolumeTotal; + /// + TKSOTPDateType InsertDate; + ///ίʱ + TKSOTPTimeType InsertTime; + ///ʱ + TKSOTPTimeType ActiveTime; + ///޸ʱ + TKSOTPTimeType UpdateTime; + ///ʱ + TKSOTPTimeType CancelTime; + /// + TKSOTPSequenceNoType SequenceNo; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + ///û˲ƷϢ + TKSOTPProductInfoType UserProductInfo; + ///״̬Ϣ + TKSOTPErrorMsgType StatusMsg; + ///ûǿ־ + TKSOTPBoolType UserForceClose; + ///û + TKSOTPUserIDType ActiveUserID; + ///͹˾ + TKSOTPSequenceNoType BrokerOrderSeq; +}; + +///ɽ +struct CKSOTPTradeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPOrderRefType OrderRef; + ///û + TKSOTPUserIDType UserID; + /// + TKSOTPExchangeIDType ExchangeID; + ///ɽ + TKSOTPTradeIDType TradeID; + /// + TKSOTPDirectionType Direction; + /// + TKSOTPOrderSysIDType OrderSysID; + ///Ա + TKSOTPParticipantIDType ParticipantID; + ///Լ˺ + TKSOTPClientIDType ClientID; + ///׽ɫ + TKSOTPTradingRoleType TradingRole; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///ƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///ұ־ + TKSOTPHedgeFlagType HedgeFlag; + ///۸ + TKSOTPPriceType Price; + /// + TKSOTPVolumeType Volume; + ///ɽʱ + TKSOTPDateType TradeDate; + ///ɽʱ + TKSOTPTimeType TradeTime; + ///ɽ + TKSOTPTradeTypeType TradeType; + ///ɽԴ + TKSOTPPriceSourceType PriceSource; + ///Ա + TKSOTPTraderIDType TraderID; + ///ر + TKSOTPOrderLocalIDType OrderLocalID; + ///Ա + TKSOTPParticipantIDType ClearingPartID; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + /// + TKSOTPSequenceNoType SequenceNo; + /// + TKSOTPDateType TradingDay; + ///͹˾ + TKSOTPSequenceNoType BrokerOrderSeq; + ///ɽԴ + TKSOTPTradeSourceType TradeSource; +}; + +///ִ +struct CKSOTPExecOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///ִ + TKSOTPOrderRefType ExecOrderRef; + ///û + TKSOTPUserIDType UserID; + /// + TKSOTPVolumeType Volume; + /// + TKSOTPRequestIDType RequestID; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + ///ƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ִ + TKSOTPActionTypeType ActionType; + ///ͷijֲַ + TKSOTPPosiDirectionType PosiDirection; + ///ȨȨǷڻͷı + TKSOTPExecOrderPositionFlagType ReservePositionFlag; + ///ȨȨɵͷǷԶƽ + TKSOTPExecOrderCloseFlagType CloseFlag; + ///ִ + TKSOTPOrderLocalIDType ExecOrderLocalID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ա + TKSOTPParticipantIDType ParticipantID; + ///ͻ + TKSOTPClientIDType ClientID; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///Ա + TKSOTPTraderIDType TraderID; + ///װ + TKSOTPInstallIDType InstallID; + ///ִύ״̬ + TKSOTPOrderSubmitStatusType OrderSubmitStatus; + ///ʾ + TKSOTPSequenceNoType NotifySequence; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + ///ִ + TKSOTPExecOrderSysIDType ExecOrderSysID; + /// + TKSOTPDateType InsertDate; + ///ʱ + TKSOTPTimeType InsertTime; + ///ʱ + TKSOTPTimeType CancelTime; + ///ִн + TKSOTPExecResultType ExecResult; + ///Ա + TKSOTPParticipantIDType ClearingPartID; + /// + TKSOTPSequenceNoType SequenceNo; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + ///û˲ƷϢ + TKSOTPProductInfoType UserProductInfo; + ///״̬Ϣ + TKSOTPErrorMsgType StatusMsg; + ///û + TKSOTPUserIDType ActiveUserID; + ///͹˾ + TKSOTPSequenceNoType BrokerExecOrderSeq; + ///Ӫҵ + TKSOTPBranchIDType BranchID; +}; + +///Լ״̬ +struct CKSOTPInstrumentStatusField +{ + /// + TKSOTPExchangeIDType ExchangeID; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Լ״̬ + TKSOTPInstrumentStatusType InstrumentStatus; + ///׽׶α + TKSOTPTradingSegmentSNType TradingSegmentSN; + ///뱾״̬ʱ + TKSOTPTimeType EnterTime; + ///뱾״̬ԭ + TKSOTPInstStatusEnterReasonType EnterReason; +}; + +///ת +struct CKSOTPReqTransferField +{ + ///ҵ + TKSOTPTradeCodeType TradeCode; + ///д + TKSOTPBankIDType BankID; + ///з֧ + TKSOTPBankBrchIDType BankBranchID; + ///̴ + TKSOTPBrokerIDType BrokerID; + ///̷֧ + TKSOTPFutureBranchIDType BrokerBranchID; + /// + TKSOTPTradeDateType TradeDate; + ///ʱ + TKSOTPTradeTimeType TradeTime; + ///ˮ + TKSOTPBankSerialType BankSerial; + ///ϵͳ + TKSOTPTradeDateType TradingDay; + ///ƽ̨Ϣˮ + TKSOTPSerialType PlateSerial; + ///Ƭ־ + TKSOTPLastFragmentType LastFragment; + ///Ự + TKSOTPSessionIDType SessionID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///֤ + TKSOTPIdCardTypeType IdCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ͻ + TKSOTPCustTypeType CustType; + ///ʺ + TKSOTPBankAccountType BankAccount; + /// + TKSOTPPasswordType BankPassWord; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///֤ȯ + TKSOTPPasswordType Password; + ///װ + TKSOTPInstallIDType InstallID; + ///֤ȯ˾ˮ + TKSOTPFutureSerialType FutureSerial; + ///ûʶ + TKSOTPUserIDType UserID; + ///֤ͻ֤־ + TKSOTPYesNoIndicatorType VerifyCertNoFlag; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + ///תʽ + TKSOTPTradeAmountType TradeAmount; + ///֤ȯȡ + TKSOTPTradeAmountType FutureFetchAmount; + ///֧־ + TKSOTPFeePayFlagType FeePayFlag; + ///Ӧտͻ + TKSOTPCustFeeType CustFee; + ///Ӧ֤ȯ˾ + TKSOTPFutureFeeType BrokerFee; + ///ͷշϢ + TKSOTPAddInfoType Message; + ///ժҪ + TKSOTPDigestType Digest; + ///ʺ + TKSOTPBankAccTypeType BankAccType; + ///־ + TKSOTPDeviceIDType DeviceID; + ///֤ȯλʺ + TKSOTPBankAccTypeType BankSecuAccType; + ///֤ȯ˾б + TKSOTPBankCodingForFutureType BrokerIDByBank; + ///֤ȯλʺ + TKSOTPBankAccountType BankSecuAcc; + ///־ + TKSOTPPwdFlagType BankPwdFlag; + ///֤ȯʽ˶Ա־ + TKSOTPPwdFlagType SecuPwdFlag; + ///׹Ա + TKSOTPOperNoType OperNo; + /// + TKSOTPRequestIDType RequestID; + ///ID + TKSOTPTIDType TID; + ///ת˽״̬ + TKSOTPTransferStatusType TransferStatus; +}; + +///ʽת֤ȯӦ +struct CKSOTPRspTransferField +{ + ///ҵ + TKSOTPTradeCodeType TradeCode; + ///д + TKSOTPBankIDType BankID; + ///з֧ + TKSOTPBankBrchIDType BankBranchID; + ///̴ + TKSOTPBrokerIDType BrokerID; + ///̷֧ + TKSOTPFutureBranchIDType BrokerBranchID; + /// + TKSOTPTradeDateType TradeDate; + ///ʱ + TKSOTPTradeTimeType TradeTime; + ///ˮ + TKSOTPBankSerialType BankSerial; + ///ϵͳ + TKSOTPTradeDateType TradingDay; + ///ƽ̨Ϣˮ + TKSOTPSerialType PlateSerial; + ///Ƭ־ + TKSOTPLastFragmentType LastFragment; + ///Ự + TKSOTPSessionIDType SessionID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///֤ + TKSOTPIdCardTypeType IdCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ͻ + TKSOTPCustTypeType CustType; + ///ʺ + TKSOTPBankAccountType BankAccount; + /// + TKSOTPPasswordType BankPassWord; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///֤ȯ + TKSOTPPasswordType Password; + ///װ + TKSOTPInstallIDType InstallID; + ///֤ȯ˾ˮ + TKSOTPFutureSerialType FutureSerial; + ///ûʶ + TKSOTPUserIDType UserID; + ///֤ͻ֤־ + TKSOTPYesNoIndicatorType VerifyCertNoFlag; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + ///תʽ + TKSOTPTradeAmountType TradeAmount; + ///֤ȯȡ + TKSOTPTradeAmountType FutureFetchAmount; + ///֧־ + TKSOTPFeePayFlagType FeePayFlag; + ///Ӧտͻ + TKSOTPCustFeeType CustFee; + ///Ӧ֤ȯ˾ + TKSOTPFutureFeeType BrokerFee; + ///ͷշϢ + TKSOTPAddInfoType Message; + ///ժҪ + TKSOTPDigestType Digest; + ///ʺ + TKSOTPBankAccTypeType BankAccType; + ///־ + TKSOTPDeviceIDType DeviceID; + ///֤ȯλʺ + TKSOTPBankAccTypeType BankSecuAccType; + ///֤ȯ˾б + TKSOTPBankCodingForFutureType BrokerIDByBank; + ///֤ȯλʺ + TKSOTPBankAccountType BankSecuAcc; + ///־ + TKSOTPPwdFlagType BankPwdFlag; + ///֤ȯʽ˶Ա־ + TKSOTPPwdFlagType SecuPwdFlag; + ///׹Ա + TKSOTPOperNoType OperNo; + /// + TKSOTPRequestIDType RequestID; + ///ID + TKSOTPTIDType TID; + ///ת˽״̬ + TKSOTPTransferStatusType TransferStatus; + /// + TKSOTPErrorIDType ErrorID; + ///Ϣ + TKSOTPErrorMsgType ErrorMsg; +}; + +///ѯǩԼ +struct CKSOTPQryContractBankField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///д + TKSOTPBankIDType BankID; + ///зĴ + TKSOTPBankBrchIDType BankBrchID; +}; + +///ѯǩԼӦ +struct CKSOTPContractBankField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///д + TKSOTPBankIDType BankID; + ///зĴ + TKSOTPBankBrchIDType BankBrchID; + /// + TKSOTPBankNameType BankName; +}; + +///ѯ˻Ϣ +struct CKSOTPReqQueryAccountField +{ + ///ҵ + TKSOTPTradeCodeType TradeCode; + ///д + TKSOTPBankIDType BankID; + ///з֧ + TKSOTPBankBrchIDType BankBranchID; + ///̴ + TKSOTPBrokerIDType BrokerID; + ///̷֧ + TKSOTPFutureBranchIDType BrokerBranchID; + /// + TKSOTPTradeDateType TradeDate; + ///ʱ + TKSOTPTradeTimeType TradeTime; + ///ˮ + TKSOTPBankSerialType BankSerial; + ///ϵͳ + TKSOTPTradeDateType TradingDay; + ///ƽ̨Ϣˮ + TKSOTPSerialType PlateSerial; + ///Ƭ־ + TKSOTPLastFragmentType LastFragment; + ///Ự + TKSOTPSessionIDType SessionID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///֤ + TKSOTPIdCardTypeType IdCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ͻ + TKSOTPCustTypeType CustType; + ///ʺ + TKSOTPBankAccountType BankAccount; + /// + TKSOTPPasswordType BankPassWord; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///֤ȯ + TKSOTPPasswordType Password; + ///֤ȯ˾ˮ + TKSOTPFutureSerialType FutureSerial; + ///װ + TKSOTPInstallIDType InstallID; + ///ûʶ + TKSOTPUserIDType UserID; + ///֤ͻ֤־ + TKSOTPYesNoIndicatorType VerifyCertNoFlag; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + ///ժҪ + TKSOTPDigestType Digest; + ///ʺ + TKSOTPBankAccTypeType BankAccType; + ///־ + TKSOTPDeviceIDType DeviceID; + ///֤ȯλʺ + TKSOTPBankAccTypeType BankSecuAccType; + ///֤ȯ˾б + TKSOTPBankCodingForFutureType BrokerIDByBank; + ///֤ȯλʺ + TKSOTPBankAccountType BankSecuAcc; + ///־ + TKSOTPPwdFlagType BankPwdFlag; + ///֤ȯʽ˶Ա־ + TKSOTPPwdFlagType SecuPwdFlag; + ///׹Ա + TKSOTPOperNoType OperNo; + /// + TKSOTPRequestIDType RequestID; + ///ID + TKSOTPTIDType TID; +}; + +///ѯ˻ϢӦ +struct CKSOTPRspQueryAccountField +{ + ///ҵ + TKSOTPTradeCodeType TradeCode; + ///д + TKSOTPBankIDType BankID; + ///з֧ + TKSOTPBankBrchIDType BankBranchID; + ///̴ + TKSOTPBrokerIDType BrokerID; + ///̷֧ + TKSOTPFutureBranchIDType BrokerBranchID; + /// + TKSOTPTradeDateType TradeDate; + ///ʱ + TKSOTPTradeTimeType TradeTime; + ///ˮ + TKSOTPBankSerialType BankSerial; + ///ϵͳ + TKSOTPTradeDateType TradingDay; + ///ƽ̨Ϣˮ + TKSOTPSerialType PlateSerial; + ///Ƭ־ + TKSOTPLastFragmentType LastFragment; + ///Ự + TKSOTPSessionIDType SessionID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///֤ + TKSOTPIdCardTypeType IdCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ͻ + TKSOTPCustTypeType CustType; + ///ʺ + TKSOTPBankAccountType BankAccount; + /// + TKSOTPPasswordType BankPassWord; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///֤ȯ + TKSOTPPasswordType Password; + ///֤ȯ˾ˮ + TKSOTPFutureSerialType FutureSerial; + ///װ + TKSOTPInstallIDType InstallID; + ///ûʶ + TKSOTPUserIDType UserID; + ///֤ͻ֤־ + TKSOTPYesNoIndicatorType VerifyCertNoFlag; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + ///ժҪ + TKSOTPDigestType Digest; + ///ʺ + TKSOTPBankAccTypeType BankAccType; + ///־ + TKSOTPDeviceIDType DeviceID; + ///֤ȯλʺ + TKSOTPBankAccTypeType BankSecuAccType; + ///֤ȯ˾б + TKSOTPBankCodingForFutureType BrokerIDByBank; + ///֤ȯλʺ + TKSOTPBankAccountType BankSecuAcc; + ///־ + TKSOTPPwdFlagType BankPwdFlag; + ///֤ȯʽ˶Ա־ + TKSOTPPwdFlagType SecuPwdFlag; + ///׹Ա + TKSOTPOperNoType OperNo; + /// + TKSOTPRequestIDType RequestID; + ///ID + TKSOTPTIDType TID; + ///пý + TKSOTPTradeAmountType BankUseAmount; + ///пȡ + TKSOTPTradeAmountType BankFetchAmount; +}; + +///ѯתˮ +struct CKSOTPQryTransferSerialField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///б + TKSOTPBankIDType BankID; + ///ִ + TKSOTPCurrencyIDType CurrencyID; +}; + +///ѯ˻Ϣ֪ͨ +struct CKSOTPNotifyQueryAccountField +{ + ///ҵ + TKSOTPTradeCodeType TradeCode; + ///д + TKSOTPBankIDType BankID; + ///з֧ + TKSOTPBankBrchIDType BankBranchID; + ///̴ + TKSOTPBrokerIDType BrokerID; + ///̷֧ + TKSOTPFutureBranchIDType BrokerBranchID; + /// + TKSOTPTradeDateType TradeDate; + ///ʱ + TKSOTPTradeTimeType TradeTime; + ///ˮ + TKSOTPBankSerialType BankSerial; + ///ϵͳ + TKSOTPTradeDateType TradingDay; + ///ƽ̨Ϣˮ + TKSOTPSerialType PlateSerial; + ///Ƭ־ + TKSOTPLastFragmentType LastFragment; + ///Ự + TKSOTPSessionIDType SessionID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///֤ + TKSOTPIdCardTypeType IdCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ͻ + TKSOTPCustTypeType CustType; + ///ʺ + TKSOTPBankAccountType BankAccount; + /// + TKSOTPPasswordType BankPassWord; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///֤ȯ + TKSOTPPasswordType Password; + ///֤ȯ˾ˮ + TKSOTPFutureSerialType FutureSerial; + ///װ + TKSOTPInstallIDType InstallID; + ///ûʶ + TKSOTPUserIDType UserID; + ///֤ͻ֤־ + TKSOTPYesNoIndicatorType VerifyCertNoFlag; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + ///ժҪ + TKSOTPDigestType Digest; + ///ʺ + TKSOTPBankAccTypeType BankAccType; + ///־ + TKSOTPDeviceIDType DeviceID; + ///֤ȯλʺ + TKSOTPBankAccTypeType BankSecuAccType; + ///֤ȯ˾б + TKSOTPBankCodingForFutureType BrokerIDByBank; + ///֤ȯλʺ + TKSOTPBankAccountType BankSecuAcc; + ///־ + TKSOTPPwdFlagType BankPwdFlag; + ///֤ȯʽ˶Ա־ + TKSOTPPwdFlagType SecuPwdFlag; + ///׹Ա + TKSOTPOperNoType OperNo; + /// + TKSOTPRequestIDType RequestID; + ///ID + TKSOTPTIDType TID; + ///пý + TKSOTPTradeAmountType BankUseAmount; + ///пȡ + TKSOTPTradeAmountType BankFetchAmount; + /// + TKSOTPErrorIDType ErrorID; + ///Ϣ + TKSOTPErrorMsgType ErrorMsg; +}; + +///ת˽ˮ +struct CKSOTPTransferSerialField +{ + ///ƽ̨ˮ + TKSOTPPlateSerialType PlateSerial; + ///׷ + TKSOTPTradeDateType TradeDate; + /// + TKSOTPDateType TradingDay; + ///ʱ + TKSOTPTradeTimeType TradeTime; + ///״ + TKSOTPTradeCodeType TradeCode; + ///Ự + TKSOTPSessionIDType SessionID; + ///б + TKSOTPBankIDType BankID; + ///з֧ + TKSOTPBankBrchIDType BankBranchID; + ///ʺ + TKSOTPBankAccTypeType BankAccType; + ///ʺ + TKSOTPBankAccountType BankAccount; + ///ˮ + TKSOTPBankSerialType BankSerial; + ///֤ȯ˾ + TKSOTPBrokerIDType BrokerID; + ///̷֧ + TKSOTPFutureBranchIDType BrokerBranchID; + ///֤ȯ˾ʺ + TKSOTPFutureAccTypeType FutureAccType; + ///Ͷʺ + TKSOTPAccountIDType AccountID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///֤ȯ˾ˮ + TKSOTPFutureSerialType FutureSerial; + ///֤ + TKSOTPIdCardTypeType IdCardType; + ///֤ + TKSOTPIdentifiedCardNoType IdentifiedCardNo; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + ///׽ + TKSOTPTradeAmountType TradeAmount; + ///Ӧտͻ + TKSOTPCustFeeType CustFee; + ///Ӧ֤ȯ˾ + TKSOTPFutureFeeType BrokerFee; + ///Ч־ + TKSOTPAvailabilityFlagType AvailabilityFlag; + ///Ա + TKSOTPOperatorCodeType OperatorCode; + ///ʺ + TKSOTPBankAccountType BankNewAccount; + /// + TKSOTPErrorIDType ErrorID; + ///Ϣ + TKSOTPErrorMsgType ErrorMsg; +}; + +///ָĺԼ +struct CKSOTPSpecificInstrumentField +{ + ///Լ + TKSOTPInstrumentIDType InstrumentID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///ѯͻ׼ +struct CKSOTPQryInvestorTradeLevelField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; +}; + +///ͻ׼ +struct CKSOTPInvestorTradeLevelField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///׼ + TKSOTPTradeLevelType TradeLevel; +}; + +///ѯ޹ +struct CKSOTPQryPurchaseLimitAmtField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPExchangeIDType ExchangeID; +}; + +///޹ +struct CKSOTPPurchaseLimitAmtField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///޹ + TKSOTPMoneyType PurLimitAmt; +}; + +///ѯ޲ֶ +struct CKSOTPQryPositionLimitVolField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ա־ + TKSOTPProtectFlagType ProtectFlag; + ///ȨC/P־ + TKSOTPOptionsTypeType OptionsType; + ///ƷΧ + TKSOTPControlRangeType ControlRange; +}; + +///ѯ޲ֶ +struct CKSOTPPositionLimitVolField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ա־ + TKSOTPProtectFlagType ProtectFlag; + ///ȨC/P־ + TKSOTPOptionsTypeType OptionsType; + ///ƷΧ + TKSOTPControlRangeType ControlRange; + ///޲ֶ + TKSOTPVolumeType PosiLimitVol; +}; + +///ѯͶ߽ +struct CKSOTPQrySettlementInfoField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPDateType TradingDay; +}; + +///ѯϢȷ +struct CKSOTPQrySettlementInfoConfirmField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; +}; + +///Ͷ߽ȷϢ +struct CKSOTPSettlementInfoConfirmField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ȷ + TKSOTPDateType ConfirmDate; + ///ȷʱ + TKSOTPTimeType ConfirmTime; +}; + +///Ͷ߽ +struct CKSOTPSettlementInfoField +{ + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPSequenceNoType SequenceNo; + ///Ϣ + TKSOTPContentType Content; +}; + +///ѯʷ +struct CKSOTPQryHistoryOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///ر + TKSOTPOrderLocalIDType OrderLocalID; + ///Ʒִ + TKSOTPInstrumentIDType ProductID; + ///ʼ + TKSOTPDateType OrderDataStart; + /// + TKSOTPDateType OrderDataEnd; +}; + +///ѯʷɽ +struct CKSOTPQryHistoryTradeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Ʒִ + TKSOTPInstrumentIDType ProductID; + ///ʼ + TKSOTPDateType TradeDataStart; + /// + TKSOTPDateType TradeDataEnd; +}; + +///ѯʷȨָϸ +struct CKSOTPQryHistoryAssignmentField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Ͷ + TKSOTPHedgeFlagType HedgeFlag; + ///Ȩ + TKSOTPOptionsTypeType OptionsType; + /// + TKSOTPDateType DeliveryMonth; + ///ֲַ + TKSOTPPosiDirectionType PosiDirection; +}; + +///ѯȨϸ +struct CKSOTPQryDelivDetailField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + /// + TKSOTPDateType DeliveryMonth; + ///ɽղѯ + TKSOTPDelivModeType DelivMode; +}; + +///ԶȨִв +struct CKSOTPAutoExecOrderActionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ԶȨֵ(0-ԶȨ,0-ֵԶȨ(2020%)) + TKSOTPVolumeType RangeVol; +}; + +///ʷȨָϸ +struct CKSOTPHistoryAssignmentField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPTradeDateType TradingDay; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///ͻ + TKSOTPClientIDType ClientID; + ///֤ȯ + TKSOTPInstrumentIDType StockInstr; + ///Ͷ + TKSOTPHedgeFlagType HedgeFlag; + ///Ȩ + TKSOTPOptionsTypeType OptionsType; + ///ֲַ + TKSOTPPosiDirectionType PosiDirection; + ///ִм + TKSOTPPriceType StrikePrice; + ///Ȩָ + TKSOTPVolumeType ExecVol; + ///֤ȯӦո + TKSOTPVolumeType IOVol; + ///Ӧո + TKSOTPMoneyType IOAmt; + ///Ȩ + TKSOTPDateType DelivDate; +}; + +///Ȩϸ +struct CKSOTPDelivDetailField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///֤ȯ + TKSOTPInstrumentIDType StockInstr; + ///Ӧ/Ӧ/ȯ֤ȯ + TKSOTPVolumeType IOVol; + ///ʵո + TKSOTPVolumeType IOVolInFact; + /// + TKSOTPPriceType SettlementPrice; + ///ȯֵ/ + TKSOTPMoneyType SettlementAmt; + ///Ȩ + TKSOTPDateType DelivDate; + ///ҵ + TKSOTPFunctionNameType FunctionName; +}; + +///ʷ +struct CKSOTPHistoryOrderField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///ر + TKSOTPOrderLocalIDType OrderLocalID; + ///걨ʱ + TKSOTPTimeType InsertTime; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + ///ɽ۸ + TKSOTPPriceType TradePrice; + ///ɽ + TKSOTPMoneyType TradeAmount; + ///ɽ + TKSOTPVolumeType VolumeTraded; + ///ⶳ + TKSOTPMoneyType FrozenAmount; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + /// + TKSOTPSequenceNoType SequenceNo; + /// + TKSOTPDirectionType Direction; + /// + TKSOTPExchangeIDType ExchangeID; + ///û˲ƷϢ + TKSOTPProductInfoType UserProductInfo; + /// + TKSOTPRequestIDType RequestID; + /// + TKSOTPOrderRefType OrderRef; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + ///ίм۸ + TKSOTPPriceType OrderPrice; + ///ίԴ + TKSOTPOrderSourceType OrderSource; + ///ί + TKSOTPDateType InsertDate; + ///ίʱ + TKSOTPTimeType OrderTime; + ///ί + TKSOTPVolumeType VolumeTotalOriginal; + ///ί״̬ + TKSOTPOrderStatusType OrderStatus; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ʒ + TKSOTPProductNameType ProductName; + ///Ʒ + TKSOTPProductClassType ProductClass; + ///Ͷƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///ҵ + TKSOTPFunctionNameType FunctionName; +}; + +///ʷɽ +struct CKSOTPHistoryTradeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ͻ + TKSOTPIndividualNameType CustomerName; + ///ر + TKSOTPOrderLocalIDType OrderLocalID; + ///ִ + TKSOTPCurrencyIDType CurrencyID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///Ʒ + TKSOTPProductNameType ProductName; + ///ɽ + TKSOTPVolumeType VolumeTraded; + ///ɽ + TKSOTPMoneyType TradeAmount; + ///ɽ + TKSOTPDateType TradeDate; + ///ɽʱ + TKSOTPTimeType TradeTime; + ///Ͷƽ־ + TKSOTPOffsetFlagType OffsetFlag; + ///ҵԪ + TKSOTPBusinessUnitType BusinessUnit; + /// + TKSOTPMoneyType Commission; + ///ע + TKSOTPMemoType Memo; + ///ʱ + TKSOTPTimeType TraderOfferTime; + ///ɽ۸ + TKSOTPPriceType TradePrice; + ///Ȩױ + TKSOTPClientIDType ClientID; + ///Ȩ + TKSOTPOptionsTypeType OptionsType; + ///ұ־ + TKSOTPHedgeFlagType HedgeFlag; + ///Ȩ + TKSOTPVolumeType RoyaltyVolume; + /// + TKSOTPVolumeType ObligationVolume; + ///Ȩֽ + TKSOTPMoneyType RoyaltyAmount; + ///ֽ + TKSOTPMoneyType ObligationAmount; + ///ɽ + TKSOTPTradeIDType TradeID; + ///ҵ + TKSOTPFunctionNameType FunctionName; +}; + +///ϲί +struct CKSOTPInputCombActionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Դ + TKSOTPCombStrategyIDType StrategyID; + ///Լ1 + TKSOTPInstrumentIDType InstrumentID1; + ///Լ2 + TKSOTPInstrumentIDType InstrumentID2; + ///Լ3 + TKSOTPInstrumentIDType InstrumentID3; + ///Լ4 + TKSOTPInstrumentIDType InstrumentID4; + /// + TKSOTPOrderRefType CombActionRef; + ///û + TKSOTPUserIDType UserID; + ///1 + TKSOTPDirectionType Direction1; + ///2 + TKSOTPDirectionType Direction2; + ///3 + TKSOTPDirectionType Direction3; + ///4 + TKSOTPDirectionType Direction4; + ///ǿ + TKSOTPCombActionType CombActionFlag; + /// + TKSOTPVolumeType Volume; + ///ϲֱ + TKSOTPCombDirectionType CombDirection; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + /// + TKSOTPExchangeIDType ExchangeID; + ///ϱ + TKSOTPTradeIDType ComTradeID; +}; + +///ϲ +struct CKSOTPCombActionField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///Լ + TKSOTPInstrumentIDType InstrumentID; + ///Դ + TKSOTPCombStrategyIDType StrategyID; + ///Լ1 + TKSOTPInstrumentIDType InstrumentID1; + ///Լ2 + TKSOTPInstrumentIDType InstrumentID2; + ///Լ3 + TKSOTPInstrumentIDType InstrumentID3; + ///Լ4 + TKSOTPInstrumentIDType InstrumentID4; + /// + TKSOTPOrderRefType CombActionRef; + ///û + TKSOTPUserIDType UserID; + ///1 + TKSOTPDirectionType Direction1; + ///2 + TKSOTPDirectionType Direction2; + ///3 + TKSOTPDirectionType Direction3; + ///4 + TKSOTPDirectionType Direction4; + ///ǿ + TKSOTPCombActionType CombActionFlag; + /// + TKSOTPVolumeType Volume; + ///ϲֱ + TKSOTPCombDirectionType CombDirection; + ///Ͷױ־ + TKSOTPHedgeFlagType HedgeFlag; + ///ϱ + TKSOTPOrderLocalIDType ActionLocalID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ա + TKSOTPParticipantIDType ParticipantID; + ///ͻ + TKSOTPClientIDType ClientID; + ///ԼڽĴ + TKSOTPExchangeInstIDType ExchangeInstID; + ///Ա + TKSOTPTraderIDType TraderID; + ///װ + TKSOTPInstallIDType InstallID; + ///״̬ + TKSOTPOrderActionStatusType ActionStatus; + ///ʾ + TKSOTPSequenceNoType NotifySequence; + /// + TKSOTPDateType TradingDay; + /// + TKSOTPSettlementIDType SettlementID; + /// + TKSOTPSequenceNoType SequenceNo; + ///ǰñ + TKSOTPFrontIDType FrontID; + ///Ự + TKSOTPSessionIDType SessionID; + ///û˲ƷϢ + TKSOTPProductInfoType UserProductInfo; + ///״̬Ϣ + TKSOTPErrorMsgType StatusMsg; + ///ϱ + TKSOTPTradeIDType ComTradeID; + ///Դ + TKSOTPOrderSourceType OrderSource; +}; + +///ѯϳֲϸ +struct CKSOTPQryInvestorPositionCombineDetailField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Ʒ + TKSOTPInstrumentIDType ProductID; + ///ϱ + TKSOTPTradeIDType ComTradeID; +}; + +///ϳֲϸ +struct CKSOTPInvestorPositionCombineDetailField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///ױ + TKSOTPClientIDType ClientID; + ///ϱ + TKSOTPTradeIDType ComTradeID; + ///Դ + TKSOTPCombStrategyIDType StrategyID; + ///Լ1 + TKSOTPInstrumentIDType InstrumentID1; + ///Լ2 + TKSOTPInstrumentIDType InstrumentID2; + ///Լ3 + TKSOTPInstrumentIDType InstrumentID3; + ///Լ4 + TKSOTPInstrumentIDType InstrumentID4; + ///֤ + TKSOTPMoneyType Margin; + ///Զ + TKSOTPVolumeType CombActionVolume; + ///Ͷ + TKSOTPHedgeFlagType HedgeFlag; + ///ֲ + TKSOTPVolumeType TotalAmt; + ///1 + TKSOTPDirectionType Direction1; + ///2 + TKSOTPDirectionType Direction2; + ///3 + TKSOTPDirectionType Direction3; + ///4 + TKSOTPDirectionType Direction4; + /// + TKSOTPDirectionType CombDirection; +}; + +///ɿϿɲѯ +struct CKSOTPQryCombActionVolumeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPExchangeIDType ExchangeID; + ///Դ + TKSOTPCombStrategyIDType StrategyID; + ///Լ1 + TKSOTPInstrumentIDType InstrumentID1; + ///Լ2 + TKSOTPInstrumentIDType InstrumentID2; + ///Լ3 + TKSOTPInstrumentIDType InstrumentID3; + ///Լ4 + TKSOTPInstrumentIDType InstrumentID4; + ///Ͷ + TKSOTPHedgeFlagType HedgeFlag; + ///1 + TKSOTPDirectionType Direction1; + ///2 + TKSOTPDirectionType Direction2; + ///3 + TKSOTPDirectionType Direction3; + ///4 + TKSOTPDirectionType Direction4; + ///ǿ + TKSOTPCombActionType CombActionFlag; + ///ϲֱ + TKSOTPCombDirectionType CombDirection; + ///ϱ + TKSOTPTradeIDType ComTradeID; +}; + +///ɿϿɲ +struct CKSOTPCombActionVolumeField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + /// + TKSOTPVolumeType MaxCombVolume; + ///ɲ + TKSOTPVolumeType MaxActionVolume; +}; + +///ͻÿճ +struct CKSOTPInputFundOutCreditApplyField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ճ + TKSOTPMoneyType FundOutCredit; + ///ճȲ + TKSOTPFOCreditApplyType CreditApplyFlag; + ///ˮ + TKSOTPTradeSerialNoType CreditSerial; +}; + +///ͻÿճȲѯ +struct CKSOTPQryFundOutCreditField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; +}; + +///ͻÿճȲѯ +struct CKSOTPRspQryFundOutCreditField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ճ + TKSOTPMoneyType FundOutCredit; + ///ѳ + TKSOTPMoneyType FundOutedCredit; + /// + TKSOTPDateType UpdateDate; + /// + TKSOTPDateType SetDate; + ///ʱ + TKSOTPTimeType SetTime; +}; + +///ͻÿճѯ +struct CKSOTPQryFundOutCreditApplyField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ѯʼ + TKSOTPDateType QryCreditStart; + ///ѯ + TKSOTPDateType QryCreditEnd; + ///ճȴ״̬ + TKSOTPFOCreditStatusType DealStatus; +}; + +///ͻÿճѯ +struct CKSOTPRspQryFundOutCreditApplyField +{ + ///͹˾ + TKSOTPBrokerIDType BrokerID; + ///Ͷߴ + TKSOTPInvestorIDType InvestorID; + ///ˮ + TKSOTPTradeSerialNoType CreditSerial; + /// + TKSOTPMoneyType FundOutCredit; + ///ճȴ״̬ + TKSOTPFOCreditStatusType DealStatus; + /// + TKSOTPDateType ApplyDate; + ///ʱ + TKSOTPTimeType ApplyTime; + /// + TKSOTPDateType ConfirmDate; + ///ʱ + TKSOTPTimeType ConfirmTime; +}; +}// end of namespace KingstarAPI + +#endif diff --git a/vn.ksotp/pyscript/generate_data_type.py b/vn.ksotp/pyscript/generate_data_type.py new file mode 100644 index 00000000..58fb009d --- /dev/null +++ b/vn.ksotp/pyscript/generate_data_type.py @@ -0,0 +1,98 @@ +# encoding: UTF-8 + +__author__ = 'CHENXY' + +# C++和python类型的映射字典 +type_dict = { + 'int': 'int', + 'char': 'string', + 'double': 'float', + 'short': 'int' +} + + +def process_line(line): + """处理每行""" + if '///' in line: # 注释 + py_line = process_comment(line) + elif 'typedef' in line: # 类型申明 + py_line = process_typedef(line) + elif '#define' in line: # 定义常量 + py_line = process_define(line) + elif line == '\n': # 空行 + py_line = line + else: + py_line = '' + + return py_line + + +def process_comment(line): + """处理注释""" + # if line[3] == '/': + # py_line = '' + # else: + # py_line = '#' + line[3:] + py_line = '#' + line[3:] + return py_line + + +def process_typedef(line): + """处理类型申明""" + content = line.split(' ') + type_ = type_dict[content[1]] + + keyword = content[2] + if '[' in keyword: + i = keyword.index('[') + keyword = keyword[:i] + else: + keyword = keyword.replace(';\n', '') # 删除行末分号 + + py_line = 'typedefDict["%s"] = "%s"\n' % (keyword, type_) + + return py_line + + +def process_define(line): + """处理定义常量""" + content = line.split(' ') + constant = content[1] + + if len(content)>2: + value = content[-1] + py_line = 'defineDict["%s"] = %s' % (constant, value) + else: + py_line = '' + + return py_line + + +def main(): + """主函数""" + try: + fcpp = open('KSOTPUserApiDataType.h','r') + fpy = open('ksotp_data_type.py', 'w') + + fpy.write('# encoding: UTF-8\n') + fpy.write('\n') + fpy.write('defineDict = {}\n') + fpy.write('typedefDict = {}\n') + fpy.write('\n') + + for line in fcpp: + py_line = process_line(line) + if py_line: + fpy.write(py_line.decode('gbk').encode('utf-8')) + + fcpp.close() + fpy.close() + + print u'data_type.py生成过程完成' + except: + print u'data_type.py生成过程出错' + + +if __name__ == '__main__': + main() + diff --git a/vn.ksotp/pyscript/generate_md_functions.py b/vn.ksotp/pyscript/generate_md_functions.py new file mode 100644 index 00000000..968c04e9 --- /dev/null +++ b/vn.ksotp/pyscript/generate_md_functions.py @@ -0,0 +1,223 @@ +# encoding: UTF-8 + +__author__ = 'CHENXY' + +from string import join +from ksotp_struct import structDict + + + +def processCallBack(line): + orignalLine = line + line = line.replace('\tvirtual void ', '') # 删除行首的无效内容 + line = line.replace('{};\n', '') # 删除行尾的无效内容 + + content = line.split('(') + cbName = content[0] # 回调函数名称 + + cbArgs = content[1] # 回调函数参数 + if cbArgs[-1] == ' ': + cbArgs = cbArgs.replace(') ', '') + else: + cbArgs = cbArgs.replace(')', '') + + cbArgsList = cbArgs.split(', ') # 将每个参数转化为列表 + + cbArgsTypeList = [] + cbArgsValueList = [] + + for arg in cbArgsList: # 开始处理参数 + content = arg.split(' ') + if len(content) > 1: + cbArgsTypeList.append(content[0]) # 参数类型列表 + cbArgsValueList.append(content[1]) # 参数数据列表 + + createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine) + createProcess(cbName, cbArgsTypeList, cbArgsValueList) + + +def createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine): + # 从回调函数生成任务对象，并放入队列 + funcline = orignalLine.replace('\tvirtual void ', 'void ' + apiName + '::') + funcline = funcline.replace('{};', '') + + ftask.write(funcline) + ftask.write('{\n') + ftask.write("\tTask task = Task();\n") + + ftask.write("\ttask.task_name = " + cbName.upper() + ";\n") + + # define常量 + global define_count + fdefine.write("#define " + cbName.upper() + ' ' + str(define_count) + '\n') + define_count = define_count + 1 + + # switch段代码 + fswitch.write("case " + cbName.upper() + ':\n') + fswitch.write("{\n") + fswitch.write("\tthis->" + cbName.replace('On', 'process') + '(task);\n') + fswitch.write("\tbreak;\n") + fswitch.write("}\n") + fswitch.write("\n") + + for i, type_ in enumerate(cbArgsTypeList): + if type_ == 'int': + ftask.write("\ttask.task_id = " + cbArgsValueList[i] + ";\n") + elif type_ == 'bool': + ftask.write("\ttask.task_last = " + cbArgsValueList[i] + ";\n") + elif 'RspInfoField' in type_: + ftask.write("\tif (pRspInfo)\n") + ftask.write("\t{\n") + ftask.write("\t\ttask.task_error = " + cbArgsValueList[i] + ";\n") + ftask.write("\t}\n") + ftask.write("\telse\n") + ftask.write("\t{\n") + ftask.write("\t\t%s empty_error = %s();\n" %(type_, type_)) + ftask.write("\t\tmemset(&empty_error, 0, sizeof(empty_error));\n") + ftask.write("\t\ttask.task_error = empty_error;\n") + ftask.write("\t}\n") + else: + # 这里主要针对金仕达接口，对传入的主数据的对象指针也进行空指针检查 + ftask.write("\n") + ftask.write("\tif (%s) \n" %cbArgsValueList[i].replace('*', '')) + + ftask.write("\t{\n") + ftask.write("\t\ttask.task_data = " + cbArgsValueList[i] + ";\n") + ftask.write("\t}\n") + ftask.write("\telse\n") + ftask.write("\t{\n") + ftask.write("\t\t%s empty_data = %s();\n" %(type_, type_)) + ftask.write("\t\tmemset(&empty_data, 0, sizeof(empty_data));\n") + ftask.write("\t\ttask.task_data = empty_data;\n") + ftask.write("\t}\n") + ftask.write("\n") + + #ftask.write("\ttask.task_data = " + cbArgsValueList[i] + ";\n") # 老版本 + + ftask.write("\tthis->task_queue.push(task);\n") + ftask.write("};\n") + ftask.write("\n") + + +def createProcess(cbName, cbArgsTypeList, cbArgsValueList): + # 从队列中提取任务，并转化为python字典 + fprocess.write("void " + apiName + '::' + cbName.replace('On', 'process') + '(Task task)' + "\n") + fprocess.write("{\n") + fprocess.write("\tPyLock lock;\n") + + onArgsList = [] + + for i, type_ in enumerate(cbArgsTypeList): + if 'RspInfoField' in type_: + fprocess.write("\t"+ type_ + ' task_error = any_cast<' + type_ + '>(task.task_error);\n') + fprocess.write("\t"+ "dict error;\n") + + struct = structDict[type_] + for key in struct.keys(): + fprocess.write("\t"+ 'error["' + key + '"] = task_error.' + key + ';\n') + + fprocess.write("\n") + + onArgsList.append('error') + + elif type_ in structDict: + fprocess.write("\t"+ type_ + ' task_data = any_cast<' + type_ + '>(task.task_data);\n') + fprocess.write("\t"+ "dict data;\n") + + struct = structDict[type_] + for key in struct.keys(): + fprocess.write("\t"+ 'data["' + key + '"] = task_data.' + key + ';\n') + + fprocess.write("\n") + + onArgsList.append('data') + + elif type_ == 'bool': + onArgsList.append('task.task_last') + + elif type_ == 'int': + onArgsList.append('task.task_id') + + onArgs = join(onArgsList, ', ') + fprocess.write('\tthis->' + cbName.replace('On', 'on') + '(' + onArgs +');\n') + + fprocess.write("};\n") + fprocess.write("\n") + + +def processFunction(line): + line = line.replace('\tvirtual int ', '') # 删除行首的无效内容 + line = line.replace(') = 0;\n', '') # 删除行尾的无效内容 + + content = line.split('(') + fcName = content[0] # 回调函数名称 + + fcArgs = content[1] # 回调函数参数 + fcArgs = fcArgs.replace(')', '') + + fcArgsList = fcArgs.split(', ') # 将每个参数转化为列表 + + fcArgsTypeList = [] + fcArgsValueList = [] + + for arg in fcArgsList: # 开始处理参数 + content = arg.split(' ') + if len(content) > 1: + fcArgsTypeList.append(content[0]) # 参数类型列表 + fcArgsValueList.append(content[1]) # 参数数据列表 + + if len(fcArgsTypeList)>0 and fcArgsTypeList[0] in structDict: + createFunction(fcName, fcArgsTypeList, fcArgsValueList) + + +def createFunction(fcName, fcArgsTypeList, fcArgsValueList): + type_ = fcArgsTypeList[0] + struct = structDict[type_] + + ffunction.write(fcName + '\n') + ffunction.write('{\n') + ffunction.write('\t' + type_ +' myreq = ' + type_ + '();\n') + ffunction.write('\tmemset(&myreq, 0, sizeof(myreq));\n') + + for key, value in struct.items(): + if value == 'string': + line = '\tgetChar(req, "' + key + '", myreq.' + key + ');\n' + elif value == 'int': + line = '\tgetInt(req, "' + key + '", &myreq.' + key + ');\n' + elif value == 'double': + line = '\tgetDouble(req, "' + key + '", &myreq.' + key + ');\n' + ffunction.write(line) + + ffunction.write('\tint i = this->api->' + fcName + '(&myreq, nRequestID);\n') + ffunction.write('\treturn i;\n') + + ffunction.write('};\n') + ffunction.write('\n') + + + + +######################################################### +apiName = 'MdApi' + +fcpp = open('KSOTPMdApi.h', 'r') +ftask = open('ksotp_md_task.cpp', 'w') +fprocess = open('ksotp_md_process.cpp', 'w') +ffunction = open('ksotp_md_function.cpp', 'w') +fdefine = open('ksotp_md_define.cpp', 'w') +fswitch = open('ksotp_md_switch.cpp', 'w') + +define_count = 1 + +for line in fcpp: + if "\tvirtual void On" in line: + processCallBack(line) + elif "\tvirtual int" in line: + processFunction(line) + +fcpp.close() +ftask.close() +fprocess.close() +ffunction.close() +fswitch.close() +fdefine.close() \ No newline at end of file diff --git a/vn.ksotp/pyscript/generate_struct.py b/vn.ksotp/pyscript/generate_struct.py new file mode 100644 index 00000000..1e71da16 --- /dev/null +++ b/vn.ksotp/pyscript/generate_struct.py @@ -0,0 +1,63 @@ +# encoding: UTF-8 + +__author__ = 'CHENXY' + +from ksotp_data_type import * + +def main(): + """主函数""" + fcpp = open('KSOTPUserApiStruct.h', 'r') + fpy = open('ksotp_struct.py', 'w') + + fpy.write('# encoding: UTF-8\n') + fpy.write('\n') + fpy.write('structDict = {}\n') + fpy.write('\n') + + for n, line in enumerate(fcpp): + print n + # 结构体申明注释 + if '///' in line and '\t' not in line: + py_line = '#' + line[3:] + + # 结构体变量注释 + elif '\t///' in line: + py_line = '#' + line[4:] + + # 结构体申明 + elif 'struct' in line: + content = line.split(' ') + name = content[1].replace('\n','') + py_line = '%s = {}\n' % name + + # 结构体变量 + elif '\t' in line: + content = line.split('\t') + typedef = content[1] + + try: + type_ = typedefDict[typedef] + except KeyError: + print content + print typedef + + variable = content[2].replace(';\n', "") + py_line = '%s["%s"] = "%s"\n' % (name, variable, type_) + + # 结构体结束 + elif '}' in line: + py_line = "structDict['%s'] = %s\n\n" % (name, name) + + # 结构体开始 + elif '{' in line: + py_line = '' + + # 其他 + else: + py_line = '\n' + + fpy.write(py_line.decode('gbk').encode('utf-8')) + + +if __name__ == '__main__': + main() \ No newline at end of file diff --git a/vn.ksotp/pyscript/generate_td_functions.py b/vn.ksotp/pyscript/generate_td_functions.py new file mode 100644 index 00000000..94357b27 --- /dev/null +++ b/vn.ksotp/pyscript/generate_td_functions.py @@ -0,0 +1,290 @@ +# encoding: UTF-8 + +__author__ = 'CHENXY' + +from string import join +from ksotp_struct import structDict + + + +def processCallBack(line): + orignalLine = line + line = line.replace('\tvirtual void ', '') # 删除行首的无效内容 + line = line.replace('{};\n', '') # 删除行尾的无效内容 + + content = line.split('(') + cbName = content[0] # 回调函数名称 + + cbArgs = content[1] # 回调函数参数 + if cbArgs[-1] == ' ': + cbArgs = cbArgs.replace(') ', '') + else: + cbArgs = cbArgs.replace(')', '') + + cbArgsList = cbArgs.split(', ') # 将每个参数转化为列表 + + cbArgsTypeList = [] + cbArgsValueList = [] + + for arg in cbArgsList: # 开始处理参数 + content = arg.split(' ') + if len(content) > 1: + cbArgsTypeList.append(content[0]) # 参数类型列表 + cbArgsValueList.append(content[1]) # 参数数据列表 + + createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine) + createProcess(cbName, cbArgsTypeList, cbArgsValueList) + + # 生成.h文件中的process部分 + process_line = 'void process' + cbName[2:] + '(Task task);\n' + fheaderprocess.write(process_line) + fheaderprocess.write('\n') + + # 生成.h文件中的on部分 + if 'OnRspError' in cbName: + on_line = 'virtual void on' + cbName[2:] + '(dict error, int id, bool last) {};\n' + elif 'OnRsp' in cbName: + on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last) {};\n' + elif 'OnRtn' in cbName: + on_line = 'virtual void on' + cbName[2:] + '(dict data) {};\n' + elif 'OnErrRtn' in cbName: + on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error) {};\n' + else: + on_line = '' + fheaderon.write(on_line) + fheaderon.write('\n') + + # 生成封装部分 + createWrap(cbName) + + +#---------------------------------------------------------------------- +def createWrap(cbName): + """在Python封装段代码中进行处理""" + # 生成.h文件中的on部分 + if 'OnRspError' in cbName: + on_line = 'virtual void on' + cbName[2:] + '(dict error, int id, bool last)\n' + override_line = '("on' + cbName[2:] + '")(error, id, last);\n' + elif 'OnRsp' in cbName: + on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last)\n' + override_line = '("on' + cbName[2:] + '")(data, error, id, last);\n' + elif 'OnRtn' in cbName: + on_line = 'virtual void on' + cbName[2:] + '(dict data)\n' + override_line = '("on' + cbName[2:] + '")(data);\n' + elif 'OnErrRtn' in cbName: + on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error)\n' + override_line = '("on' + cbName[2:] + '")(data, error);\n' + else: + on_line = '' + + if on_line is not '': + fwrap.write(on_line) + fwrap.write('{\n') + fwrap.write('\ttry\n') + fwrap.write('\t{\n') + fwrap.write('\t\tthis->get_override'+override_line) + fwrap.write('\t}\n') + fwrap.write('\tcatch (error_already_set const &)\n') + fwrap.write('\t{\n') + fwrap.write('\t\tPyErr_Print();\n') + fwrap.write('\t}\n') + fwrap.write('};\n') + fwrap.write('\n') + + + +def createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine): + # 从回调函数生成任务对象，并放入队列 + funcline = orignalLine.replace('\tvirtual void ', 'void ' + apiName + '::') + funcline = funcline.replace('{};', '') + + ftask.write(funcline) + ftask.write('{\n') + ftask.write("\tTask task = Task();\n") + + ftask.write("\ttask.task_name = " + cbName.upper() + ";\n") + + # define常量 + global define_count + fdefine.write("#define " + cbName.upper() + ' ' + str(define_count) + '\n') + define_count = define_count + 1 + + # switch段代码 + fswitch.write("case " + cbName.upper() + ':\n') + fswitch.write("{\n") + fswitch.write("\tthis->" + cbName.replace('On', 'process') + '(task);\n') + fswitch.write("\tbreak;\n") + fswitch.write("}\n") + fswitch.write("\n") + + for i, type_ in enumerate(cbArgsTypeList): + if type_ == 'int': + ftask.write("\ttask.task_id = " + cbArgsValueList[i] + ";\n") + elif type_ == 'bool': + ftask.write("\ttask.task_last = " + cbArgsValueList[i] + ";\n") + elif 'RspInfoField' in type_: + ftask.write("\n") + ftask.write("\tif (pRspInfo)\n") + ftask.write("\t{\n") + ftask.write("\t\ttask.task_error = " + cbArgsValueList[i] + ";\n") + ftask.write("\t}\n") + ftask.write("\telse\n") + ftask.write("\t{\n") + ftask.write("\t\tCSecurityFtdcRspInfoField empty_error = CSecurityFtdcRspInfoField();\n") + ftask.write("\t\tmemset(&empty_error, 0, sizeof(empty_error));\n") + ftask.write("\t\ttask.task_error = empty_error;\n") + ftask.write("\t}\n") + else: + ftask.write("\n") + ftask.write("\tif (" + cbArgsValueList[i][1:] + ")\n") + ftask.write("\t{\n") + ftask.write("\t\ttask.task_data = " + cbArgsValueList[i] + ";\n") + ftask.write("\t}\n") + ftask.write("\telse\n") + ftask.write("\t{\n") + ftask.write("\t\t" + type_ + " empty_data = " + type_ + "();\n") + ftask.write("\t\tmemset(&empty_data, 0, sizeof(empty_data));\n") + ftask.write("\t\ttask.task_data = empty_data;\n") + ftask.write("\t}\n") + + ftask.write("\tthis->task_queue.push(task);\n") + ftask.write("};\n") + ftask.write("\n") + + +def createProcess(cbName, cbArgsTypeList, cbArgsValueList): + # 从队列中提取任务，并转化为python字典 + fprocess.write("void " + apiName + '::' + cbName.replace('On', 'process') + '(Task task)' + "\n") + fprocess.write("{\n") + fprocess.write("\tPyLock lock;\n") + + onArgsList = [] + + for i, type_ in enumerate(cbArgsTypeList): + if 'RspInfoField' in type_: + fprocess.write("\t"+ type_ + ' task_error = any_cast<' + type_ + '>(task.task_error);\n') + fprocess.write("\t"+ "dict error;\n") + + struct = structDict[type_] + for key in struct.keys(): + fprocess.write("\t"+ 'error["' + key + '"] = task_error.' + key + ';\n') + + fprocess.write("\n") + + onArgsList.append('error') + + elif type_ in structDict: + fprocess.write("\t"+ type_ + ' task_data = any_cast<' + type_ + '>(task.task_data);\n') + fprocess.write("\t"+ "dict data;\n") + + struct = structDict[type_] + for key in struct.keys(): + fprocess.write("\t"+ 'data["' + key + '"] = task_data.' + key + ';\n') + + fprocess.write("\n") + + onArgsList.append('data') + + elif type_ == 'bool': + onArgsList.append('task.task_last') + + elif type_ == 'int': + onArgsList.append('task.task_id') + + onArgs = join(onArgsList, ', ') + fprocess.write('\tthis->' + cbName.replace('On', 'on') + '(' + onArgs +');\n') + + fprocess.write("};\n") + fprocess.write("\n") + + +def processFunction(line): + line = line.replace('\tvirtual int ', '') # 删除行首的无效内容 + line = line.replace(') = 0;\n', '') # 删除行尾的无效内容 + + content = line.split('(') + fcName = content[0] # 回调函数名称 + + fcArgs = content[1] # 回调函数参数 + fcArgs = fcArgs.replace(')', '') + + fcArgsList = fcArgs.split(', ') # 将每个参数转化为列表 + + fcArgsTypeList = [] + fcArgsValueList = [] + + for arg in fcArgsList: # 开始处理参数 + content = arg.split(' ') + if len(content) > 1: + fcArgsTypeList.append(content[0]) # 参数类型列表 + fcArgsValueList.append(content[1]) # 参数数据列表 + + if len(fcArgsTypeList)>0 and fcArgsTypeList[0] in structDict: + createFunction(fcName, fcArgsTypeList, fcArgsValueList) + + # 生成.h文件中的主动函数部分 + if 'Req' in fcName: + req_line = 'int req' + fcName[3:] + '(dict req, int nRequestID);\n' + fheaderfunction.write(req_line) + fheaderfunction.write('\n') + + +def createFunction(fcName, fcArgsTypeList, fcArgsValueList): + type_ = fcArgsTypeList[0] + struct = structDict[type_] + + ffunction.write('int TdApi::req' + fcName[3:] + '(dict req, int nRequestID)\n') + ffunction.write('{\n') + ffunction.write('\t' + type_ +' myreq = ' + type_ + '();\n') + ffunction.write('\tmemset(&myreq, 0, sizeof(myreq));\n') + + for key, value in struct.items(): + if value == 'string': + line = '\tgetChar(req, "' + key + '", myreq.' + key + ');\n' + elif value == 'int': + line = '\tgetInt(req, "' + key + '", &myreq.' + key + ');\n' + elif value == 'double': + line = '\tgetDouble(req, "' + key + '", &myreq.' + key + ');\n' + ffunction.write(line) + + ffunction.write('\tint i = this->api->' + fcName + '(&myreq, nRequestID);\n') + ffunction.write('\treturn i;\n') + + ffunction.write('};\n') + ffunction.write('\n') + + + + +######################################################### +apiName = 'TdApi' + +fcpp = open('KSOTPTraderApi.h', 'r') +ftask = open('ksotp_td_task.cpp', 'w') +fprocess = open('ksotp_td_process.cpp', 'w') +ffunction = open('ksotp_td_function.cpp', 'w') +fdefine = open('ksotp_td_define.cpp', 'w') +fswitch = open('ksotp_td_switch.cpp', 'w') +fheaderprocess = open('ksotp_td_header_process.h', 'w') +fheaderon = open('ksotp_td_header_on.h', 'w') +fheaderfunction = open('ksotp_td_header_function.h', 'w') +fwrap = open('ksotp_td_wrap.cpp', 'w') + +define_count = 1 + +for line in fcpp: + if "\tvirtual void On" in line: + processCallBack(line) + elif "\tvirtual int" in line: + processFunction(line) + +fcpp.close() +ftask.close() +fprocess.close() +ffunction.close() +fswitch.close() +fdefine.close() +fheaderprocess.close() +fheaderon.close() +fheaderfunction.close() +fwrap.close() \ No newline at end of file diff --git a/vn.ksotp/pyscript/ksotp_data_type.py b/vn.ksotp/pyscript/ksotp_data_type.py new file mode 100644 index 00000000..e2bbde7a --- /dev/null +++ b/vn.ksotp/pyscript/ksotp_data_type.py @@ -0,0 +1,1349 @@ +# encoding: UTF-8 + +defineDict = {} +typedefDict = {} + + + + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTraderIDType是一个交易所交易员代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTraderIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInvestorIDType是一个投资者代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPInvestorIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBrokerIDType是一个经纪公司代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBrokerIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBrokerAbbrType是一个经纪公司简称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBrokerAbbrType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBrokerNameType是一个经纪公司名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBrokerNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExchangeInstIDType是一个合约在交易所的代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPExchangeInstIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderRefType是一个报单引用类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOrderRefType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPParticipantIDType是一个会员代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPParticipantIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPUserIDType是一个用户代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPUserIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPasswordType是一个密码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPPasswordType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPClientIDType是一个合约账号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPClientIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstrumentIDType是一个合约代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPInstrumentIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcUnderlyingMultipleType是一个基础商品乘数类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPUnderlyingMultipleType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMarketIDType是一个市场代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMarketIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProductNameType是一个产品名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPProductNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExchangeIDType是一个交易所代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPExchangeIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExchangeNameType是一个交易所名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPExchangeNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExchangeAbbrType是一个交易所简称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPExchangeAbbrType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExchangeFlagType是一个交易所标志类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPExchangeFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMacAddressType是一个Mac地址类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMacAddressType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPDateType是一个日期类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPDateType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTimeType是一个时间类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTimeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPLongTimeType是一个长时间类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPLongTimeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstrumentNameType是一个合约名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPInstrumentNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderSysIDType是一个报单编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOrderSysIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeIDType是一个成交编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCommandTypeType是一个DB命令类型类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCommandTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPIPAddressType是一个IP地址类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPIPAddressType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProductInfoType是一个产品信息类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPProductInfoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProtocolInfoType是一个协议信息类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPProtocolInfoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBusinessUnitType是一个业务单元类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBusinessUnitType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPDepositSeqNoType是一个出入金流水号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPDepositSeqNoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPIdentifiedCardNoType是一个证件号码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPIdentifiedCardNoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPIdCardTypeType是一个证件类型类型 +#////////////////////////////////////////////////////////////////////// +#组织机构代码 +defineDict["KS_OTP_ICT_EID"] = '0' +#身份证 +defineDict["KS_OTP_ICT_IDCard"] = '1' +#军官证 +defineDict["KS_OTP_ICT_OfficerIDCard"] = '2' +#警官证 +defineDict["KS_OTP_ICT_PoliceIDCard"] = '3' +#士兵证 +defineDict["KS_OTP_ICT_SoldierIDCard"] = '4' +#户口簿 +defineDict["KS_OTP_ICT_HouseholdRegister"] = '5' +#护照 +defineDict["KS_OTP_ICT_Passport"] = '6' +#台胞证 +defineDict["KS_OTP_ICT_TaiwanCompatriotIDCard"] = '7' +#回乡证 +defineDict["KS_OTP_ICT_HomeComingCard"] = '8' +#营业执照号 +defineDict["KS_OTP_ICT_LicenseNo"] = '9' +#税务登记号 +defineDict["KS_OTP_ICT_TaxNo"] = 'A' +#其他证件 +defineDict["KS_OTP_ICT_OtherCard"] = 'x' + +typedefDict["TKSOTPIdCardTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderLocalIDType是一个本地报单编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOrderLocalIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPartyNameType是一个参与人名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPPartyNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPErrorMsgType是一个错误信息类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPErrorMsgType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFieldNameType是一个字段名类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFieldNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFieldContentType是一个字段内容类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFieldContentType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSystemNameType是一个系统名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSystemNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPContentType是一个消息正文类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPContentType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderActionStatusType是一个报单操作状态类型 +#////////////////////////////////////////////////////////////////////// +#已经提交 +defineDict["KS_OTP_OAS_Submitted"] = 'a' +#已经接受 +defineDict["KS_OTP_OAS_Accepted"] = 'b' +#已经被拒绝 +defineDict["KS_OTP_OAS_Rejected"] = 'c' + +typedefDict["TKSOTPOrderActionStatusType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderStatusType是一个报单状态类型 +#////////////////////////////////////////////////////////////////////// +#全部成交 +defineDict["KS_OTP_OST_AllTraded"] = '0' +#部分成交还在队列中 +defineDict["KS_OTP_OST_PartTradedQueueing"] = '1' +#部分成交不在队列中 +defineDict["KS_OTP_OST_PartTradedNotQueueing"] = '2' +#未成交还在队列中 +defineDict["KS_OTP_OST_NoTradeQueueing"] = '3' +#未成交不在队列中 +defineDict["KS_OTP_OST_NoTradeNotQueueing"] = '4' +#撤单 +defineDict["KS_OTP_OST_Canceled"] = '5' +#未知 +defineDict["KS_OTP_OST_Unknown"] = 'a' +#尚未触发 +defineDict["KS_OTP_OST_NotTouched"] = 'b' +#已触发 +defineDict["KS_OTP_OST_Touched"] = 'c' + +typedefDict["TKSOTPOrderStatusType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderSubmitStatusType是一个报单提交状态类型 +#////////////////////////////////////////////////////////////////////// +#已经提交 +defineDict["KS_OTP_OSS_InsertSubmitted"] = '0' +#撤单已经提交 +defineDict["KS_OTP_OSS_CancelSubmitted"] = '1' +#修改已经提交 +defineDict["KS_OTP_OSS_ModifySubmitted"] = '2' +#已经接受 +defineDict["KS_OTP_OSS_Accepted"] = '3' +#报单已经被拒绝 +defineDict["KS_OTP_OSS_InsertRejected"] = '4' +#撤单已经被拒绝 +defineDict["KS_OTP_OSS_CancelRejected"] = '5' +#改单已经被拒绝 +defineDict["KS_OTP_OSS_ModifyRejected"] = '6' + +typedefDict["TKSOTPOrderSubmitStatusType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPositionDateType是一个持仓日期类型 +#////////////////////////////////////////////////////////////////////// +#今日持仓 +defineDict["KS_OTP_PSD_Today"] = '1' +#历史持仓 +defineDict["KS_OTP_PSD_History"] = '2' + +typedefDict["TKSOTPPositionDateType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPositionDateTypeType是一个持仓日期类型类型 +#////////////////////////////////////////////////////////////////////// +#使用历史持仓 +defineDict["KS_OTP_PDT_UseHistory"] = '1' +#不使用历史持仓 +defineDict["KS_OTP_PDT_NoUseHistory"] = '2' + +typedefDict["TKSOTPPositionDateTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradingRoleType是一个交易角色类型 +#////////////////////////////////////////////////////////////////////// +#代理 +defineDict["KS_OTP_ER_Broker"] = '1' +#自营 +defineDict["KS_OTP_ER_Host"] = '2' +#做市商 +defineDict["KS_OTP_ER_Maker"] = '3' + +typedefDict["TKSOTPTradingRoleType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProductClassType是一个产品类型类型 +#////////////////////////////////////////////////////////////////////// +#期货 +defineDict["KS_OTP_PC_Futures"] = '1' +#期货期权 +defineDict["KS_OTP_PC_Options"] = '2' +#组合 +defineDict["KS_OTP_PC_Combination"] = '3' +#即期 +defineDict["KS_OTP_PC_Spot"] = '4' +#期转现 +defineDict["KS_OTP_PC_EFP"] = '5' +#现货期权 +defineDict["KS_OTP_PC_SpotOption"] = '6' +#个股期权 +defineDict["KS_OTP_PC_ETFOption"] = '7' +#证券 +defineDict["KS_OTP_PC_Stock"] = '8' + +typedefDict["TKSOTPProductClassType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstLifePhaseType是一个合约生命周期状态类型 +#////////////////////////////////////////////////////////////////////// +#未上市 +defineDict["KS_OTP_IP_NotStart"] = '0' +#上市 +defineDict["KS_OTP_IP_Started"] = '1' +#停牌 +defineDict["KS_OTP_IP_Pause"] = '2' +#到期 +defineDict["KS_OTP_IP_Expired"] = '3' + +typedefDict["TKSOTPInstLifePhaseType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPDirectionType是一个买卖方向类型 +#////////////////////////////////////////////////////////////////////// +#买 +defineDict["KS_OTP_D_Buy"] = '0' +#卖 +defineDict["KS_OTP_D_Sell"] = '1' + +typedefDict["TKSOTPDirectionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPositionTypeType是一个持仓类型类型 +#////////////////////////////////////////////////////////////////////// +#净持仓 +defineDict["KS_OTP_PT_Net"] = '1' +#综合持仓 +defineDict["KS_OTP_PT_Gross"] = '2' + +typedefDict["TKSOTPPositionTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPHedgeFlagType是一个备兑标志类型 +#////////////////////////////////////////////////////////////////////// +#投机 +defineDict["KS_OTP_HF_Speculation"] = '1' +#套利 +defineDict["KS_OTP_HF_Arbitrage"] = '2' +#套保 +defineDict["KS_OTP_HF_Hedge"] = '3' +#备兑 +defineDict["KS_OTP_HF_Covered"] = '4' + +typedefDict["TKSOTPHedgeFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPClientIDTypeType是一个交易编码类型类型 +#////////////////////////////////////////////////////////////////////// +#投机/非备兑 +defineDict["KS_OTP_CIDT_UnCovered"] = '1' +#套利 +defineDict["THOST_FTDC_CIDT_Arbitrage"] = '2' +#套保/备兑 +defineDict["KS_OTP_CIDT_Covered"] = '3' + +typedefDict["TKSOTPClientIDTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderPriceTypeType是一个报单价格条件类型 +#////////////////////////////////////////////////////////////////////// +#任意价 +defineDict["KS_OTP_OPT_AnyPrice"] = '1' +#限价 +defineDict["KS_OTP_OPT_LimitPrice"] = '2' +#最优价 +defineDict["KS_OTP_OPT_BestPrice"] = '3' +#最新价 +defineDict["KS_OTP_OPT_LastPrice"] = '4' + +typedefDict["TKSOTPOrderPriceTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOffsetFlagType是一个开平标志类型 +#////////////////////////////////////////////////////////////////////// +#开仓 +defineDict["KS_OTP_OF_Open"] = '0' +#平仓 +defineDict["KS_OTP_OF_Close"] = '1' +#强平 +defineDict["KS_OTP_OF_ForceClose"] = '2' +#平今 +defineDict["KS_OTP_OF_CloseToday"] = '3' +#平昨 +defineDict["KS_OTP_OF_CloseYesterday"] = '4' +#强减 +defineDict["KS_OTP_OF_ForceOff"] = '5' +#本地强平 +defineDict["KS_OTP_OF_LocalForceClose"] = '6' + +typedefDict["TKSOTPOffsetFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPForceCloseReasonType是一个强平原因类型 +#////////////////////////////////////////////////////////////////////// +#非强平 +defineDict["KS_OTP_FCC_NotForceClose"] = '0' +#资金不足 +defineDict["KS_OTP_FCC_LackDeposit"] = '1' +#客户超仓 +defineDict["KS_OTP_FCC_ClientOverPositionLimit"] = '2' +#会员超仓 +defineDict["KS_OTP_FCC_MemberOverPositionLimit"] = '3' +#持仓非整数倍 +defineDict["KS_OTP_FCC_NotMultiple"] = '4' +#违规 +defineDict["KS_OTP_FCC_Violation"] = '5' +#其它 +defineDict["KS_OTP_FCC_Other"] = '6' +#自然人临近交割 +defineDict["KS_OTP_FCC_PersonDeliv"] = '7' + +typedefDict["TKSOTPForceCloseReasonType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderTypeType是一个报单类型类型 +#////////////////////////////////////////////////////////////////////// +#正常 +defineDict["KS_OTP_ORDT_Normal"] = '0' +#报价衍生 +defineDict["KS_OTP_ORDT_DeriveFromQuote"] = '1' + +typedefDict["TKSOTPOrderTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTimeConditionType是一个有效期类型类型 +#////////////////////////////////////////////////////////////////////// +#立即完成，否则撤销 +defineDict["KS_OTP_TC_IOC"] = '1' +#本节有效 +defineDict["KS_OTP_TC_GFS"] = '2' +#当日有效 +defineDict["KS_OTP_TC_GFD"] = '3' +#指定日期前有效 +defineDict["KS_OTP_TC_GTD"] = '4' +#撤销前有效 +defineDict["KS_OTP_TC_GTC"] = '5' +#集合竞价有效 +defineDict["KS_OTP_TC_GFA"] = '6' + +typedefDict["TKSOTPTimeConditionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPVolumeConditionType是一个成交量类型类型 +#////////////////////////////////////////////////////////////////////// +#任何数量 +defineDict["KS_OTP_VC_AV"] = '1' +#最小数量 +defineDict["KS_OTP_VC_MV"] = '2' +#全部数量 +defineDict["KS_OTP_VC_CV"] = '3' + +typedefDict["TKSOTPVolumeConditionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPContingentConditionType是一个触发条件类型 +#////////////////////////////////////////////////////////////////////// +#立即 +defineDict["KS_OTP_CC_Immediately"] = '1' +#止损 +defineDict["KS_OTP_CC_Touch"] = '2' +#止赢 +defineDict["KS_OTP_CC_TouchProfit"] = '3' + +typedefDict["TKSOTPContingentConditionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPActionFlagType是一个操作标志类型 +#////////////////////////////////////////////////////////////////////// +#删除 +defineDict["KS_OTP_AF_Delete"] = '0' +#修改 +defineDict["KS_OTP_AF_Modify"] = '3' + +typedefDict["TKSOTPActionFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderSourceType是一个报单来源类型 +#////////////////////////////////////////////////////////////////////// +#来自参与者 +defineDict["KS_OTP_OSRC_Participant"] = '0' +#来自管理员 +defineDict["KS_OTP_OSRC_Administrator"] = '1' + +typedefDict["TKSOTPOrderSourceType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeTypeType是一个成交类型类型 +#////////////////////////////////////////////////////////////////////// +#普通成交 +defineDict["KS_OTP_TRDT_Common"] = '0' +#期权执行 +defineDict["KS_OTP_TRDT_OptionsOTPution"] = '1' +#OTC成交 +defineDict["KS_OTP_TRDT_OTC"] = '2' +#期转现衍生成交 +defineDict["KS_OTP_TRDT_EFPDerived"] = '3' + +typedefDict["TKSOTPTradeTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPriceSourceType是一个成交价来源类型 +#////////////////////////////////////////////////////////////////////// +#前成交价 +defineDict["KS_OTP_PSRC_LastPrice"] = '0' +#买委托价 +defineDict["KS_OTP_PSRC_Buy"] = '1' +#卖委托价 +defineDict["KS_OTP_PSRC_Sell"] = '2' + +typedefDict["TKSOTPPriceSourceType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstrumentStatusType是一个合约交易状态类型 +#////////////////////////////////////////////////////////////////////// +#开盘前 +defineDict["KS_OTP_IS_BeforeTrading"] = '0' +#非交易 +defineDict["KS_OTP_IS_NoTrading"] = '1' +#连续交易 +defineDict["KS_OTP_IS_Continous"] = '2' +#集合竞价报单 +defineDict["KS_OTP_IS_AuctionOrdering"] = '3' +#集合竞价价格平衡 +defineDict["KS_OTP_IS_AuctionBalance"] = '4' +#集合竞价撮合 +defineDict["KS_OTP_IS_AuctionMatch"] = '5' +#收盘 +defineDict["KS_OTP_IS_Closed"] = '6' + +typedefDict["TKSOTPInstrumentStatusType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstStatusEnterReasonType是一个品种进入交易状态原因类型 +#////////////////////////////////////////////////////////////////////// +#自动切换 +defineDict["KS_OTP_IER_Automatic"] = '1' +#手动切换 +defineDict["KS_OTP_IER_Manual"] = '2' +#熔断 +defineDict["KS_OTP_IER_Fuse"] = '3' + +typedefDict["TKSOTPInstStatusEnterReasonType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderActionRefType是一个报单操作引用类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOrderActionRefType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstallCountType是一个安装数量类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPInstallCountType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstallIDType是一个安装编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPInstallIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPErrorIDType是一个错误代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPErrorIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSettlementIDType是一个结算编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSettlementIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPVolumeType是一个数量类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPVolumeType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFrontIDType是一个前置编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFrontIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSessionIDType是一个会话编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSessionIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSequenceNoType是一个序号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSequenceNoType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMillisecType是一个时间（毫秒）类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMillisecType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPVolumeMultipleType是一个合约数量乘数类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPVolumeMultipleType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradingSegmentSNType是一个交易阶段编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradingSegmentSNType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPRequestIDType是一个请求编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPRequestIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPYearType是一个年份类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPYearType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMonthType是一个月份类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMonthType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBoolType是一个布尔型类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBoolType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPriceType是一个价格类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPPriceType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPRatioType是一个比率类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPRatioType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMoneyType是一个资金类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMoneyType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPLargeVolumeType是一个大额数量类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPLargeVolumeType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSequenceSeriesType是一个序列系列号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSequenceSeriesType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCommPhaseNoType是一个通讯时段编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCommPhaseNoType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSequenceLabelType是一个序列编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSequenceLabelType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPAddressType是一个通讯地址类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPAddressType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPZipCodeType是一个邮政编码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPZipCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTelephoneType是一个联系电话类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTelephoneType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFaxType是一个传真类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFaxType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMobileType是一个手机类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMobileType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPEMailType是一个电子邮件类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPEMailType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMemoType是一个备注类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMemoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPropertyIDType是一个属性代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPPropertyIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPropertyNameType是一个属性名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPPropertyNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPLicenseNoType是一个营业执照号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPLicenseNoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSettlementParamValueType是一个参数代码值类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSettlementParamValueType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBrandCodeType是一个牌号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBrandCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPWarehouseType是一个仓库类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPWarehouseType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProductDateType是一个产期类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPProductDateType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPGradeType是一个等级类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPGradeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPClassifyType是一个类别类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPClassifyType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPAccountIDType是一个投资者帐号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPAccountIDType"] = "string" + + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProductLifePhaseType是一个产品生命周期状态类型 +#////////////////////////////////////////////////////////////////////// +#活跃 +defineDict["KS_OTP_PLP_Active"] = '1' +#不活跃 +defineDict["KS_OTP_PLP_NonActive"] = '2' +#注销 +defineDict["KS_OTP_PLP_Canceled"] = '3' + +typedefDict["TKSOTPProductLifePhaseType"] = "string" + + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInvestorTypeType是一个投资者类型类型 +#////////////////////////////////////////////////////////////////////// +#自然人 +defineDict["KS_OTP_CT_Person"] = '0' +#法人 +defineDict["KS_OTP_CT_Company"] = '1' +#投资基金 +defineDict["KS_OTP_CT_Fund"] = '2' + +typedefDict["TKSOTPInvestorTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBrokerTypeType是一个经纪公司类型类型 +#////////////////////////////////////////////////////////////////////// +#交易会员 +defineDict["KS_OTP_BT_Trade"] = '0' +#交易结算会员 +defineDict["KS_OTP_BT_TradeSettle"] = '1' + +typedefDict["TKSOTPBrokerTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCurrencyCodeType是一个币种类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCurrencyCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCertCodeType是一个证件号码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCertCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPUserTypeType是一个用户类型类型 +#////////////////////////////////////////////////////////////////////// +#投资者 +defineDict["KS_OTP_UT_Investor"] = '0' +#操作员 +defineDict["KS_OTP_UT_Operator"] = '1' +#管理员 +defineDict["KS_OTP_UT_SuperUser"] = '2' + +typedefDict["TKSOTPUserTypeType"] = "string" + + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExClientIDTypeType是一个合约账号类型类型 +#////////////////////////////////////////////////////////////////////// +#非备兑 +defineDict["KS_OTP_ECIDT_UnCovered"] = '0' +#备兑 +defineDict["KS_OTP_ECIDT_Covered"] = '1' + +typedefDict["TKSOTPExClientIDTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPUserProductIDType是一个产品标识类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPUserProductIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeSourceType是一个成交来源类型 +#////////////////////////////////////////////////////////////////////// +#来自交易所普通回报 +defineDict["KS_OTP_TSRC_NORMAL"] = '0' +#来自查询 +defineDict["KS_OTP_TSRC_QUERY"] = '1' + +typedefDict["TKSOTPTradeSourceType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSRiskRateType是一个风险度类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSRiskRateType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOptionsTypeType是一个期权类型类型 +#////////////////////////////////////////////////////////////////////// +#认购 +defineDict["KS_OTP_CP_CallOptions"] = '1' +#认沽 +defineDict["KS_OTP_CP_PutOptions"] = '2' + +typedefDict["TKSOTPOptionsTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPActionTypeType是一个执行类型类型 +#////////////////////////////////////////////////////////////////////// +#执行 +defineDict["KS_OTP_ACTP_Exec"] = '1' +#放弃 +defineDict["KS_OTP_ACTP_Abandon"] = '2' + +typedefDict["TKSOTPActionTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFutureBranchIDType是一个证券分支机构编码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFutureBranchIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCustTypeType是一个客户类型类型 +#////////////////////////////////////////////////////////////////////// +#自然人 +defineDict["KS_OTP_CUSTT_Person"] = '0' +#机构户 +defineDict["KS_OTP_CUSTT_Institution"] = '1' + +typedefDict["TKSOTPCustTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPIndividualNameType是一个个人姓名类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPIndividualNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeAmountType是一个交易金额（元）类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeAmountType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFeePayFlagType是一个费用支付标志类型 +#////////////////////////////////////////////////////////////////////// +#由受益方支付费用 +defineDict["KS_OTP_FPF_BEN"] = '0' +#由发送方支付费用 +defineDict["KS_OTP_FPF_OUR"] = '1' +#由发送方支付发起的费用，受益方支付接受的费用 +defineDict["KS_OTP_FPF_SHA"] = '2' + +typedefDict["TKSOTPFeePayFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCustFeeType是一个应收客户费用（元）类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCustFeeType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFutureFeeType是一个应收证券公司费用（元）类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFutureFeeType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankIDType是一个银行代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCurrencyIDType是一个币种代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCurrencyIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankSerialType是一个银行流水号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankSerialType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSerialType是一个流水号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSerialType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPLastFragmentType是一个最后分片标志类型 +#////////////////////////////////////////////////////////////////////// +#是最后分片 +defineDict["KS_OTP_LF_Yes"] = '0' +#不是最后分片 +defineDict["KS_OTP_LF_No"] = '1' + +typedefDict["TKSOTPLastFragmentType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFutureSerialType是一个证券公司流水号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFutureSerialType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankAccountType是一个银行账户类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankAccountType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeDateType是一个交易日期类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeDateType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeTimeType是一个交易时间类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeTimeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeCodeType是一个交易代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPDigestType是一个摘要类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPDigestType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTransferStatusType是一个转账交易状态类型 +#////////////////////////////////////////////////////////////////////// +#正常 +defineDict["TKS_OTP_TRFS_Normal"] = '0' +#被冲正 +defineDict["TKS_OTP_TRFS_Repealed"] = '1' + +typedefDict["TKSOTPTransferStatusType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankAccTypeType是一个银行帐号类型类型 +#////////////////////////////////////////////////////////////////////// +#银行存折 +defineDict["TKS_OTP_BAT_BankBook"] = '1' +#储蓄卡 +defineDict["TKS_OTP_BAT_SavingCard"] = '2' +#信用卡 +defineDict["TKS_OTP_BAT_CreditCard"] = '3' + +typedefDict["TKSOTPBankAccTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPDeviceIDType是一个渠道标志类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPDeviceIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankCodingForFutureType是一个银行对证券公司的编码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankCodingForFutureType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankBrchIDType是一个银行分中心代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankBrchIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPNoIndicatorType是一个是或否标识类型 +#////////////////////////////////////////////////////////////////////// +#是 +defineDict["KS_OTP_YNI_Yes"] = '0' +#否 +defineDict["KS_OTP_YNI_No"] = '1' + +typedefDict["TKSOTPYesNoIndicatorType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPAddInfoType是一个附加信息类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPAddInfoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPwdFlagType是一个密码核对标志类型 +#////////////////////////////////////////////////////////////////////// +#不核对 +defineDict["KS_OTP_BPWDF_NoCheck"] = '0' +#明文核对 +defineDict["KS_OTP_BPWDF_BlankCheck"] = '1' +#密文核对 +defineDict["KS_OTP_BPWDF_EncryptCheck"] = '2' + +typedefDict["TKSOTPPwdFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankOperNoType是一个银行操作员号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankOperNoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTargetIDType是一个同步目标编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTargetIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOperNoType是一个交易柜员类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOperNoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTIDType是一个交易ID类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOperNoType是一个交易柜员类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOperNoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankNameType是一个银行名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeCodeType是一个交易代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankIDType是一个银行代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankBrchIDType是一个银行分中心代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankBrchIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPlateSerialType是一个平台流水号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPPlateSerialType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFutureAccTypeType是一个证券公司帐号类型类型 +#////////////////////////////////////////////////////////////////////// +#银行存折 +defineDict["KS_OTP_FAT_BankBook"] = '1' +#储蓄卡 +defineDict["KS_OTP_FAT_SavingCard"] = '2' +#信用卡 +defineDict["KS_OTP_FAT_CreditCard"] = '3' + +typedefDict["TKSOTPFutureAccTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPAvailabilityFlagType是一个有效标志类型 +#////////////////////////////////////////////////////////////////////// +#未确认 +defineDict["KS_OTP_AVAF_Invalid"] = '0' +#有效 +defineDict["KS_OTP_AVAF_Valid"] = '1' +#冲正 +defineDict["KS_OTP_AVAF_Repeal"] = '2' + +typedefDict["TKSOTPAvailabilityFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOperatorCodeType是一个操作员类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOperatorCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProtectFlagType是一个保护性标志类型 +#////////////////////////////////////////////////////////////////////// +defineDict["KSOTP_PF_True"] = 'T' +defineDict["KSOTP_PF_Flase"] = 'F' + +typedefDict["TKSOTPProtectFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPControlRangeType是一个控制范围类型 +#////////////////////////////////////////////////////////////////////// +defineDict["KSOTP_CR_Product"] = '0' +defineDict["KSOTP_CR_ALL"] = '1' + +typedefDict["TKSOTPControlRangeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeLevelType是一个交易级别类型 +#////////////////////////////////////////////////////////////////////// +defineDict["KSOTP_TL_Level1"] = '1' +defineDict["KSOTP_TL_Level2"] = '2' +defineDict["KSOTP_TL_Level3"] = '3' + +typedefDict["TKSOTPTradeLevelType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPosiDirectionType是一个个股持仓方向类型 +#////////////////////////////////////////////////////////////////////// +defineDict["KSVOC_PD_Buy"] = '2' +defineDict["KSVOC_PD_Sell"] = '3' + +typedefDict["TKSOTPPosiDirectionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPDelivModeType是一个个股交收查询类型 +#////////////////////////////////////////////////////////////////////// +defineDict["KSVOC_DM_Product"] = '1' +defineDict["KSVOC_DM_Cash"] = '2' +defineDict["KSVOC_DM_Dispos"] = '3' + +typedefDict["TKSOTPDelivModeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFunctionNameType是一个功能名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFunctionNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPStrikeTypeType是一个执行类型类型 +#////////////////////////////////////////////////////////////////////// +#自身对冲 +defineDict["KS_OTP_STT_Hedge"] = '0' +#匹配执行 +defineDict["KS_OTP_STT_Match"] = '1' + +typedefDict["TKSOTPStrikeTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExecOrderPositionFlagType是一个期权行权后是否保留头寸的标记类型 +#////////////////////////////////////////////////////////////////////// +#保留 +defineDict["KS_OTP_EOPF_Reserve"] = '0' +#不保留 +defineDict["KS_OTP_EOPF_UnReserve"] = '1' + +typedefDict["TKSOTPExecOrderPositionFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExecOrderCloseFlagType是一个期权行权后生成的头寸是否自动平仓类型 +#////////////////////////////////////////////////////////////////////// +#自动平仓 +defineDict[""] = '0' +#免于自动平仓 +defineDict[""] = '1' + +typedefDict["TKSOTPExecOrderCloseFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPLockTypeType是一个锁定方向类型 +#////////////////////////////////////////////////////////////////////// +#锁定 +defineDict["KS_OTP_LCKT_Lock"] = '1' +#解锁 +defineDict["KS_OTP_LCKT_Unlock"] = '2' + +typedefDict["TKSOTPLockTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExecOrderSysIDType是一个执行宣告系统编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPExecOrderSysIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExecResultType是一个执行结果类型 +#////////////////////////////////////////////////////////////////////// +#没有执行 +defineDict["KS_OTP_OER_NoExec"] = 'n' +#已经取消 +defineDict["KS_OTP_OER_Canceled"] = 'c' +#执行成功 +defineDict["KS_OTP_OER_OK"] = '0' +#期权持仓不够 +defineDict["KS_OTP_OER_NoPosition"] = '1' +#资金不够 +defineDict["KS_OTP_OER_NoDeposit"] = '2' +#会员不存在 +defineDict["KS_OTP_OER_NoParticipant"] = '3' +#客户不存在 +defineDict["KS_OTP_OER_NoClient"] = '4' +#合约不存在 +defineDict["KS_OTP_OER_NoInstrument"] = '6' +#没有执行权限 +defineDict["KS_OTP_OER_NoRight"] = '7' +#不合理的数量 +defineDict["KS_OTP_OER_InvalidVolume"] = '8' +#没有足够的历史成交 +defineDict["KS_OTP_OER_NoEnoughHistoryTrade"] = '9' +#未知 +defineDict["KS_OTP_OER_Unknown"] = 'a' + +typedefDict["TKSOTPExecResultType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBranchIDType是一个营业部编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBranchIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInvestorRangeType是一个投资者范围类型 +#////////////////////////////////////////////////////////////////////// +#所有 +defineDict["KS_OTP_IR_All"] = '1' +#投资者组 +defineDict["KS_OTP_IR_Group"] = '2' +#单一投资者 +defineDict["KS_OTP_IR_Single"] = '3' + +typedefDict["TKSOTPInvestorRangeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCombDirectionType是一个组合指令方向类型 +#////////////////////////////////////////////////////////////////////// +#申请组合 +defineDict["KS_OTP_CMDR_Comb"] = '0' +#申请拆分 +defineDict["KS_OTP_CMDR_UnComb"] = '1' + +typedefDict["TKSOTPCombDirectionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCombStrategyIDType是一个个股组合策略代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCombStrategyIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCombActionType是一个强拆标记类型 +#////////////////////////////////////////////////////////////////////// +#非强拆 +defineDict["KS_OTP_CAT_False"] = '0' +#强拆 +defineDict["KS_OTP_CAT_True"] = '1' + +typedefDict["TKSOTPCombActionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeSerialNoType是一个发起方流水号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeSerialNoType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFOCreditApplyType是一个当日出金额度操作类型 +#////////////////////////////////////////////////////////////////////// +#申请 +defineDict["KS_OTP_FOCAT_Confirm"] = '0' +#取消申请 +defineDict["KS_OTP_FOCAT_NoConfirm"] = '1' + +typedefDict["TKSOTPFOCreditApplyType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFOCreditStatusType是一个当日出金额度处理状态类型 +#////////////////////////////////////////////////////////////////////// +#待审核 +defineDict["KS_OTP_FOCST_SENDING"] = '0' +#已通过 +defineDict["KS_OTP_FOCST_ACCEPTED"] = '1' +#已否决 +defineDict["KS_OTP_FOCST_REJECT"] = '2' + +typedefDict["TKSOTPFOCreditStatusType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstrumentCodeType是一个合约标识码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPInstrumentCodeType"] = "string" + diff --git a/vn.ksotp/pyscript/ksotp_md_define.cpp b/vn.ksotp/pyscript/ksotp_md_define.cpp new file mode 100644 index 00000000..8014ba21 --- /dev/null +++ b/vn.ksotp/pyscript/ksotp_md_define.cpp @@ -0,0 +1,11 @@ +#define ONFRONTCONNECTED 1 +#define ONFRONTDISCONNECTED 2 +#define ONRSPUSERLOGIN 3 +#define ONRSPUSERLOGOUT 4 +#define ONRSPERROR 5 +#define ONRSPSUBMARKETDATA 6 +#define ONRSPUNSUBMARKETDATA 7 +#define ONRSPSUBFORQUOTERSP 8 +#define ONRSPUNSUBFORQUOTERSP 9 +#define ONRTNDEPTHMARKETDATA 10 +#define ONRTNFORQUOTERSP 11 diff --git a/vn.ksotp/pyscript/ksotp_md_function.cpp b/vn.ksotp/pyscript/ksotp_md_function.cpp new file mode 100644 index 00000000..7c375d2b --- /dev/null +++ b/vn.ksotp/pyscript/ksotp_md_function.cpp @@ -0,0 +1,44 @@ +SubscribeMarketData +{ + CKSOTPSpecificInstrumentField myreq = CKSOTPSpecificInstrumentField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExchangeID", myreq.ExchangeID); + int i = this->api->SubscribeMarketData(&myreq, nRequestID); + return i; +}; + +UnSubscribeMarketData +{ + CKSOTPSpecificInstrumentField myreq = CKSOTPSpecificInstrumentField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExchangeID", myreq.ExchangeID); + int i = this->api->UnSubscribeMarketData(&myreq, nRequestID); + return i; +}; + +ReqUserLogin +{ + CKSOTPReqUserLoginField myreq = CKSOTPReqUserLoginField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "MacAddress", myreq.MacAddress); + getChar(req, "UserProductInfo", myreq.UserProductInfo); + getChar(req, "UserID", myreq.UserID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "ClientIPAddress", myreq.ClientIPAddress); + getChar(req, "Password", myreq.Password); + int i = this->api->ReqUserLogin(&myreq, nRequestID); + return i; +}; + +ReqUserLogout +{ + CKSOTPUserLogoutField myreq = CKSOTPUserLogoutField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "UserID", myreq.UserID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqUserLogout(&myreq, nRequestID); + return i; +}; + diff --git a/vn.ksotp/pyscript/ksotp_md_process.cpp b/vn.ksotp/pyscript/ksotp_md_process.cpp new file mode 100644 index 00000000..9c2b29ae --- /dev/null +++ b/vn.ksotp/pyscript/ksotp_md_process.cpp @@ -0,0 +1,194 @@ +void MdApi::processFrontConnected(Task task) +{ + PyLock lock; + this->onFrontConnected(); +}; + +void MdApi::processFrontDisconnected(Task task) +{ + PyLock lock; + this->onFrontDisconnected(task.task_id); +}; + +void MdApi::processRspUserLogin(Task task) +{ + PyLock lock; + CKSOTPRspUserLoginField task_data = any_cast(task.task_data); + dict data; + data["MaxOrderRef"] = task_data.MaxOrderRef; + data["UserID"] = task_data.UserID; + data["TradingDay"] = task_data.TradingDay; + data["SessionID"] = task_data.SessionID; + data["SystemName"] = task_data.SystemName; + data["FrontID"] = task_data.FrontID; + data["BrokerID"] = task_data.BrokerID; + data["LoginTime"] = task_data.LoginTime; + data["SSETime"] = task_data.SSETime; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspUserLogin(data, error, task.task_id, task.task_last); +}; + +void MdApi::processRspUserLogout(Task task) +{ + PyLock lock; + CKSOTPUserLogoutField task_data = any_cast(task.task_data); + dict data; + data["UserID"] = task_data.UserID; + data["BrokerID"] = task_data.BrokerID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspUserLogout(data, error, task.task_id, task.task_last); +}; + +void MdApi::processRspError(Task task) +{ + PyLock lock; + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspError(error, task.task_id, task.task_last); +}; + +void MdApi::processRspSubMarketData(Task task) +{ + PyLock lock; + CKSOTPSpecificInstrumentField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspSubMarketData(data, error, task.task_id, task.task_last); +}; + +void MdApi::processRspUnSubMarketData(Task task) +{ + PyLock lock; + CKSOTPSpecificInstrumentField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspUnSubMarketData(data, error, task.task_id, task.task_last); +}; + +void MdApi::processRspSubForQuoteRsp(Task task) +{ + PyLock lock; + CKSOTPSpecificInstrumentField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspSubForQuoteRsp(data, error, task.task_id, task.task_last); +}; + +void MdApi::processRspUnSubForQuoteRsp(Task task) +{ + PyLock lock; + CKSOTPSpecificInstrumentField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspUnSubForQuoteRsp(data, error, task.task_id, task.task_last); +}; + +void MdApi::processRtnDepthMarketData(Task task) +{ + PyLock lock; + CKSOTPDepthMarketDataField task_data = any_cast(task.task_data); + dict data; + data["HighestPrice"] = task_data.HighestPrice; + data["BidPrice5"] = task_data.BidPrice5; + data["BidPrice4"] = task_data.BidPrice4; + data["BidPrice1"] = task_data.BidPrice1; + data["BidPrice3"] = task_data.BidPrice3; + data["BidPrice2"] = task_data.BidPrice2; + data["LowerLimitPrice"] = task_data.LowerLimitPrice; + data["OpenPrice"] = task_data.OpenPrice; + data["AskPrice5"] = task_data.AskPrice5; + data["AskPrice4"] = task_data.AskPrice4; + data["AskPrice3"] = task_data.AskPrice3; + data["PreClosePrice"] = task_data.PreClosePrice; + data["AskPrice1"] = task_data.AskPrice1; + data["PreSettlementPrice"] = task_data.PreSettlementPrice; + data["AskVolume1"] = task_data.AskVolume1; + data["UpdateTime"] = task_data.UpdateTime; + data["UpdateMillisec"] = task_data.UpdateMillisec; + data["AveragePrice"] = task_data.AveragePrice; + data["BidVolume5"] = task_data.BidVolume5; + data["BidVolume4"] = task_data.BidVolume4; + data["BidVolume3"] = task_data.BidVolume3; + data["BidVolume2"] = task_data.BidVolume2; + data["PreOpenInterest"] = task_data.PreOpenInterest; + data["AskPrice2"] = task_data.AskPrice2; + data["Volume"] = task_data.Volume; + data["AskVolume3"] = task_data.AskVolume3; + data["AskVolume2"] = task_data.AskVolume2; + data["AskVolume5"] = task_data.AskVolume5; + data["AskVolume4"] = task_data.AskVolume4; + data["UpperLimitPrice"] = task_data.UpperLimitPrice; + data["BidVolume1"] = task_data.BidVolume1; + data["InstrumentID"] = task_data.InstrumentID; + data["ClosePrice"] = task_data.ClosePrice; + data["ExchangeID"] = task_data.ExchangeID; + data["TradingDay"] = task_data.TradingDay; + data["PreDelta"] = task_data.PreDelta; + data["OpenInterest"] = task_data.OpenInterest; + data["CurrDelta"] = task_data.CurrDelta; + data["Turnover"] = task_data.Turnover; + data["LastPrice"] = task_data.LastPrice; + data["SettlementPrice"] = task_data.SettlementPrice; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["LowestPrice"] = task_data.LowestPrice; + data["ActionDay"] = task_data.ActionDay; + + this->onRtnDepthMarketData(data); +}; + +void MdApi::processRtnForQuoteRsp(Task task) +{ + PyLock lock; + CKSOTPForQuoteRspField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ActionDay"] = task_data.ActionDay; + data["ExchangeID"] = task_data.ExchangeID; + data["TradingDay"] = task_data.TradingDay; + data["ForQuoteSysID"] = task_data.ForQuoteSysID; + data["ForQuoteTime"] = task_data.ForQuoteTime; + + this->onRtnForQuoteRsp(data); +}; + diff --git a/vn.ksotp/pyscript/ksotp_md_switch.cpp b/vn.ksotp/pyscript/ksotp_md_switch.cpp new file mode 100644 index 00000000..fd9066ea --- /dev/null +++ b/vn.ksotp/pyscript/ksotp_md_switch.cpp @@ -0,0 +1,66 @@ +case ONFRONTCONNECTED: +{ + this->processFrontConnected(task); + break; +} + +case ONFRONTDISCONNECTED: +{ + this->processFrontDisconnected(task); + break; +} + +case ONRSPUSERLOGIN: +{ + this->processRspUserLogin(task); + break; +} + +case ONRSPUSERLOGOUT: +{ + this->processRspUserLogout(task); + break; +} + +case ONRSPERROR: +{ + this->processRspError(task); + break; +} + +case ONRSPSUBMARKETDATA: +{ + this->processRspSubMarketData(task); + break; +} + +case ONRSPUNSUBMARKETDATA: +{ + this->processRspUnSubMarketData(task); + break; +} + +case ONRSPSUBFORQUOTERSP: +{ + this->processRspSubForQuoteRsp(task); + break; +} + +case ONRSPUNSUBFORQUOTERSP: +{ + this->processRspUnSubForQuoteRsp(task); + break; +} + +case ONRTNDEPTHMARKETDATA: +{ + this->processRtnDepthMarketData(task); + break; +} + +case ONRTNFORQUOTERSP: +{ + this->processRtnForQuoteRsp(task); + break; +} + diff --git a/vn.ksotp/pyscript/ksotp_md_task.cpp b/vn.ksotp/pyscript/ksotp_md_task.cpp new file mode 100644 index 00000000..0ee5b88a --- /dev/null +++ b/vn.ksotp/pyscript/ksotp_md_task.cpp @@ -0,0 +1,259 @@ +void MdApi::OnFrontConnected() +{ + Task task = Task(); + task.task_name = ONFRONTCONNECTED; + this->task_queue.push(task); +}; + +void MdApi::OnFrontDisconnected(int nReason) +{ + Task task = Task(); + task.task_name = ONFRONTDISCONNECTED; + task.task_id = nReason{}; +; + this->task_queue.push(task); +}; + +void MdApi::OnRspUserLogin(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPUSERLOGIN; + + if (pRspUserLogin) + { + task.task_data = *pRspUserLogin; + } + else + { + CKSOTPRspUserLoginField empty_data = CKSOTPRspUserLoginField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPUSERLOGOUT; + + if (pUserLogout) + { + task.task_data = *pUserLogout; + } + else + { + CKSOTPUserLogoutField empty_data = CKSOTPUserLogoutField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRspError(CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPERROR; + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRspSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPSUBMARKETDATA; + + if (pSpecificInstrument) + { + task.task_data = *pSpecificInstrument; + } + else + { + CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRspUnSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPUNSUBMARKETDATA; + + if (pSpecificInstrument) + { + task.task_data = *pSpecificInstrument; + } + else + { + CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRspSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPSUBFORQUOTERSP; + + if (pSpecificInstrument) + { + task.task_data = *pSpecificInstrument; + } + else + { + CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRspUnSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPUNSUBFORQUOTERSP; + + if (pSpecificInstrument) + { + task.task_data = *pSpecificInstrument; + } + else + { + CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRtnDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData) +{ + Task task = Task(); + task.task_name = ONRTNDEPTHMARKETDATA; + + if (pDepthMarketData) + { + task.task_data = *pDepthMarketData; + } + else + { + CKSOTPDepthMarketDataField empty_data = CKSOTPDepthMarketDataField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + this->task_queue.push(task); +}; + +void MdApi::OnRtnForQuoteRsp(CKSOTPForQuoteRspField *pForQuoteRsp) +{ + Task task = Task(); + task.task_name = ONRTNFORQUOTERSP; + + if (pForQuoteRsp) + { + task.task_data = *pForQuoteRsp; + } + else + { + CKSOTPForQuoteRspField empty_data = CKSOTPForQuoteRspField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + this->task_queue.push(task); +}; + diff --git a/vn.ksotp/pyscript/ksotp_struct.py b/vn.ksotp/pyscript/ksotp_struct.py new file mode 100644 index 00000000..ebe59a98 --- /dev/null +++ b/vn.ksotp/pyscript/ksotp_struct.py @@ -0,0 +1,2703 @@ +# encoding: UTF-8 + +structDict = {} + + + + + + + + + + + +#响应信息 +CKSOTPRspInfoField = {} +#错误代码 +CKSOTPRspInfoField["ErrorID"] = "int" +#错误信息 +CKSOTPRspInfoField["ErrorMsg"] = "string" +structDict['CKSOTPRspInfoField'] = CKSOTPRspInfoField + + +#用户登录请求 +CKSOTPReqUserLoginField = {} +#经纪公司代码 +CKSOTPReqUserLoginField["BrokerID"] = "string" +#用户代码 +CKSOTPReqUserLoginField["UserID"] = "string" +#密码 +CKSOTPReqUserLoginField["Password"] = "string" +#用户端产品信息 +CKSOTPReqUserLoginField["UserProductInfo"] = "string" +#Mac地址 +CKSOTPReqUserLoginField["MacAddress"] = "string" +#终端IP地址 +CKSOTPReqUserLoginField["ClientIPAddress"] = "string" +structDict['CKSOTPReqUserLoginField'] = CKSOTPReqUserLoginField + + +#用户登录应答 +CKSOTPRspUserLoginField = {} +#经纪公司代码 +CKSOTPRspUserLoginField["BrokerID"] = "string" +#交易日 +CKSOTPRspUserLoginField["TradingDay"] = "string" +#登录成功时间 +CKSOTPRspUserLoginField["LoginTime"] = "string" +#用户代码 +CKSOTPRspUserLoginField["UserID"] = "string" +#交易系统名称 +CKSOTPRspUserLoginField["SystemName"] = "string" +#前置编号 +CKSOTPRspUserLoginField["FrontID"] = "int" +#会话编号 +CKSOTPRspUserLoginField["SessionID"] = "int" +#最大报单引用 +CKSOTPRspUserLoginField["MaxOrderRef"] = "string" +#上证所时间 +CKSOTPRspUserLoginField["SSETime"] = "string" +structDict['CKSOTPRspUserLoginField'] = CKSOTPRspUserLoginField + + +#用户登出请求 +CKSOTPUserLogoutField = {} +#经纪公司代码 +CKSOTPUserLogoutField["BrokerID"] = "string" +#用户代码 +CKSOTPUserLogoutField["UserID"] = "string" +structDict['CKSOTPUserLogoutField'] = CKSOTPUserLogoutField + + +#用户口令变更 +CKSOTPUserPasswordUpdateField = {} +#经纪公司代码 +CKSOTPUserPasswordUpdateField["BrokerID"] = "string" +#用户代码 +CKSOTPUserPasswordUpdateField["UserID"] = "string" +#原来的口令 +CKSOTPUserPasswordUpdateField["OldPassword"] = "string" +#新的口令 +CKSOTPUserPasswordUpdateField["NewPassword"] = "string" +structDict['CKSOTPUserPasswordUpdateField'] = CKSOTPUserPasswordUpdateField + + +#资金账户口令变更域 +CKSOTPTradingAccountPasswordUpdateField = {} +#经纪公司代码 +CKSOTPTradingAccountPasswordUpdateField["BrokerID"] = "string" +#投资者帐号 +CKSOTPTradingAccountPasswordUpdateField["AccountID"] = "string" +#原来的口令 +CKSOTPTradingAccountPasswordUpdateField["OldPassword"] = "string" +#新的口令 +CKSOTPTradingAccountPasswordUpdateField["NewPassword"] = "string" +structDict['CKSOTPTradingAccountPasswordUpdateField'] = CKSOTPTradingAccountPasswordUpdateField + + +#输入报单 +CKSOTPInputOrderField = {} +#经纪公司代码 +CKSOTPInputOrderField["BrokerID"] = "string" +#投资者代码 +CKSOTPInputOrderField["InvestorID"] = "string" +#合约代码 +CKSOTPInputOrderField["InstrumentID"] = "string" +#报单引用 +CKSOTPInputOrderField["OrderRef"] = "string" +#用户代码 +CKSOTPInputOrderField["UserID"] = "string" +#报单价格条件 +CKSOTPInputOrderField["OrderPriceType"] = "string" +#买卖方向 +CKSOTPInputOrderField["Direction"] = "string" +#开平标志 +CKSOTPInputOrderField["OffsetFlag"] = "string" +#备兑标志 +CKSOTPInputOrderField["HedgeFlag"] = "string" +#价格 +CKSOTPInputOrderField["LimitPrice"] = "float" +#数量 +CKSOTPInputOrderField["VolumeTotalOriginal"] = "int" +#有效期类型 +CKSOTPInputOrderField["TimeCondition"] = "string" +#GTD日期 +CKSOTPInputOrderField["GTDDate"] = "string" +#成交量类型 +CKSOTPInputOrderField["VolumeCondition"] = "string" +#最小成交量 +CKSOTPInputOrderField["MinVolume"] = "int" +#触发条件 +CKSOTPInputOrderField["ContingentCondition"] = "string" +#止损价 +CKSOTPInputOrderField["StopPrice"] = "float" +#强平原因 +CKSOTPInputOrderField["ForceCloseReason"] = "string" +#自动挂起标志 +CKSOTPInputOrderField["IsAutoSuspend"] = "int" +#业务单元 +CKSOTPInputOrderField["BusinessUnit"] = "string" +#请求编号 +CKSOTPInputOrderField["RequestID"] = "int" +#用户强评标志 +CKSOTPInputOrderField["UserForceClose"] = "int" +#互换单标志 +CKSOTPInputOrderField["IsSwapOrder"] = "int" +#交易所代码 +CKSOTPInputOrderField["ExchangeID"] = "string" +structDict['CKSOTPInputOrderField'] = CKSOTPInputOrderField + + +#输入报单操作 +CKSOTPInputOrderActionField = {} +#经纪公司代码 +CKSOTPInputOrderActionField["BrokerID"] = "string" +#投资者代码 +CKSOTPInputOrderActionField["InvestorID"] = "string" +#报单引用 +CKSOTPInputOrderActionField["OrderRef"] = "string" +#请求编号 +CKSOTPInputOrderActionField["RequestID"] = "int" +#前置编号 +CKSOTPInputOrderActionField["FrontID"] = "int" +#会话编号 +CKSOTPInputOrderActionField["SessionID"] = "int" +#交易所代码 +CKSOTPInputOrderActionField["ExchangeID"] = "string" +#报单编号 +CKSOTPInputOrderActionField["OrderSysID"] = "string" +#操作标志 +CKSOTPInputOrderActionField["ActionFlag"] = "string" +#价格 +CKSOTPInputOrderActionField["LimitPrice"] = "float" +#数量变化 +CKSOTPInputOrderActionField["VolumeChange"] = "int" +#用户代码 +CKSOTPInputOrderActionField["UserID"] = "string" +#合约代码 +CKSOTPInputOrderActionField["InstrumentID"] = "string" +structDict['CKSOTPInputOrderActionField'] = CKSOTPInputOrderActionField + + +#查询报单 +CKSOTPQryOrderField = {} +#经纪公司代码 +CKSOTPQryOrderField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryOrderField["InvestorID"] = "string" +#合约代码 +CKSOTPQryOrderField["InstrumentID"] = "string" +#交易所代码 +CKSOTPQryOrderField["ExchangeID"] = "string" +#报单编号 +CKSOTPQryOrderField["OrderSysID"] = "string" +structDict['CKSOTPQryOrderField'] = CKSOTPQryOrderField + + +#查询成交 +CKSOTPQryTradeField = {} +#经纪公司代码 +CKSOTPQryTradeField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryTradeField["InvestorID"] = "string" +#合约代码 +CKSOTPQryTradeField["InstrumentID"] = "string" +#交易所代码 +CKSOTPQryTradeField["ExchangeID"] = "string" +#开始时间 +CKSOTPQryTradeField["TradeTimeStart"] = "string" +#结束时间 +CKSOTPQryTradeField["TradeTimeEnd"] = "string" +structDict['CKSOTPQryTradeField'] = CKSOTPQryTradeField + + +#查询投资者持仓 +CKSOTPQryInvestorPositionField = {} +#经纪公司代码 +CKSOTPQryInvestorPositionField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryInvestorPositionField["InvestorID"] = "string" +#合约代码 +CKSOTPQryInvestorPositionField["InstrumentID"] = "string" +#交易所代码 +CKSOTPQryInvestorPositionField["ExchangeID"] = "string" +structDict['CKSOTPQryInvestorPositionField'] = CKSOTPQryInvestorPositionField + + +#投资者持仓 +CKSOTPInvestorPositionField = {} +#合约代码 +CKSOTPInvestorPositionField["InstrumentID"] = "string" +#经纪公司代码 +CKSOTPInvestorPositionField["BrokerID"] = "string" +#投资者代码 +CKSOTPInvestorPositionField["InvestorID"] = "string" +#持仓多空方向 +CKSOTPInvestorPositionField["PosiDirection"] = "string" +#备兑标志 +CKSOTPInvestorPositionField["HedgeFlag"] = "string" +#持仓日期 +CKSOTPInvestorPositionField["PositionDate"] = "string" +#上日持仓 +CKSOTPInvestorPositionField["YdPosition"] = "int" +#今日持仓 +CKSOTPInvestorPositionField["Position"] = "int" +#多头冻结 +CKSOTPInvestorPositionField["LongFrozen"] = "int" +#空头冻结 +CKSOTPInvestorPositionField["ShortFrozen"] = "int" +#开仓冻结金额 +CKSOTPInvestorPositionField["LongFrozenAmount"] = "float" +#开仓冻结金额 +CKSOTPInvestorPositionField["ShortFrozenAmount"] = "float" +#开仓量 +CKSOTPInvestorPositionField["OpenVolume"] = "int" +#开仓金额 +CKSOTPInvestorPositionField["OpenAmount"] = "float" +#平仓金额 +CKSOTPInvestorPositionField["CloseAmount"] = "float" +#持仓成本 +CKSOTPInvestorPositionField["PositionCost"] = "float" +#占用的保证金 +CKSOTPInvestorPositionField["UseMargin"] = "float" +#冻结的保证金 +CKSOTPInvestorPositionField["FrozenMargin"] = "float" +#冻结的资金 +CKSOTPInvestorPositionField["FrozenCash"] = "float" +#冻结的手续费 +CKSOTPInvestorPositionField["FrozenCommission"] = "float" +#资金差额 +CKSOTPInvestorPositionField["CashIn"] = "float" +#手续费 +CKSOTPInvestorPositionField["Commission"] = "float" +#平仓盈亏 +CKSOTPInvestorPositionField["CloseProfit"] = "float" +#持仓盈亏 +CKSOTPInvestorPositionField["PositionProfit"] = "float" +#上次结算价 +CKSOTPInvestorPositionField["PreSettlementPrice"] = "float" +#本次结算价 +CKSOTPInvestorPositionField["SettlementPrice"] = "float" +#交易日 +CKSOTPInvestorPositionField["TradingDay"] = "string" +#结算编号 +CKSOTPInvestorPositionField["SettlementID"] = "int" +#开仓成本 +CKSOTPInvestorPositionField["OpenCost"] = "float" +#交易所保证金 +CKSOTPInvestorPositionField["ExchangeMargin"] = "float" +#逐日盯市平仓盈亏 +CKSOTPInvestorPositionField["CloseProfitByDate"] = "float" +#逐笔对冲平仓盈亏 +CKSOTPInvestorPositionField["CloseProfitByTrade"] = "float" +#今日持仓 +CKSOTPInvestorPositionField["TodayPosition"] = "int" +#保证金率 +CKSOTPInvestorPositionField["MarginRateByMoney"] = "float" +#保证金率(按手数) +CKSOTPInvestorPositionField["MarginRateByVolume"] = "float" +#执行冻结 +CKSOTPInvestorPositionField["StrikeFrozen"] = "int" +#执行冻结金额 +CKSOTPInvestorPositionField["StrikeFrozenAmount"] = "float" +#交易所代码 +CKSOTPInvestorPositionField["ExchangeID"] = "string" +structDict['CKSOTPInvestorPositionField'] = CKSOTPInvestorPositionField + + +#查询资金账户 +CKSOTPQryTradingAccountField = {} +#经纪公司代码 +CKSOTPQryTradingAccountField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryTradingAccountField["InvestorID"] = "string" +structDict['CKSOTPQryTradingAccountField'] = CKSOTPQryTradingAccountField + + +#资金账户 +CKSOTPTradingAccountField = {} +#经纪公司代码 +CKSOTPTradingAccountField["BrokerID"] = "string" +#投资者帐号 +CKSOTPTradingAccountField["AccountID"] = "string" +#上次结算准备金 +CKSOTPTradingAccountField["PreBalance"] = "float" +#上次占用的保证金 +CKSOTPTradingAccountField["PreMargin"] = "float" +#入金金额 +CKSOTPTradingAccountField["Deposit"] = "float" +#出金金额 +CKSOTPTradingAccountField["Withdraw"] = "float" +#冻结的保证金 +CKSOTPTradingAccountField["FrozenMargin"] = "float" +#冻结的资金 +CKSOTPTradingAccountField["FrozenCash"] = "float" +#冻结的手续费 +CKSOTPTradingAccountField["FrozenCommission"] = "float" +#当前保证金总额 +CKSOTPTradingAccountField["CurrMargin"] = "float" +#资金差额 +CKSOTPTradingAccountField["CashIn"] = "float" +#手续费 +CKSOTPTradingAccountField["Commission"] = "float" +#平仓盈亏 +CKSOTPTradingAccountField["CloseProfit"] = "float" +#持仓盈亏 +CKSOTPTradingAccountField["PositionProfit"] = "float" +#证券结算准备金 +CKSOTPTradingAccountField["Balance"] = "float" +#可用资金 +CKSOTPTradingAccountField["Available"] = "float" +#可取资金 +CKSOTPTradingAccountField["WithdrawQuota"] = "float" +#基本准备金 +CKSOTPTradingAccountField["Reserve"] = "float" +#交易日 +CKSOTPTradingAccountField["TradingDay"] = "string" +#结算编号 +CKSOTPTradingAccountField["SettlementID"] = "int" +#信用额度 +CKSOTPTradingAccountField["Credit"] = "float" +#质押金额 +CKSOTPTradingAccountField["Mortgage"] = "float" +#交易所保证金 +CKSOTPTradingAccountField["ExchangeMargin"] = "float" +#投资者交割保证金 +CKSOTPTradingAccountField["DeliveryMargin"] = "float" +#交易所交割保证金 +CKSOTPTradingAccountField["ExchangeDeliveryMargin"] = "float" +structDict['CKSOTPTradingAccountField'] = CKSOTPTradingAccountField + + +#查询投资者 +CKSOTPQryInvestorField = {} +#经纪公司代码 +CKSOTPQryInvestorField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryInvestorField["InvestorID"] = "string" +structDict['CKSOTPQryInvestorField'] = CKSOTPQryInvestorField + + +#投资者 +CKSOTPInvestorField = {} +#投资者代码 +CKSOTPInvestorField["InvestorID"] = "string" +#经纪公司代码 +CKSOTPInvestorField["BrokerID"] = "string" +#投资者名称 +CKSOTPInvestorField["InvestorName"] = "string" +#证件类型 +CKSOTPInvestorField["IdentifiedCardType"] = "string" +#证件号码 +CKSOTPInvestorField["IdentifiedCardNo"] = "string" +#是否活跃 +CKSOTPInvestorField["IsActive"] = "int" +#联系电话 +CKSOTPInvestorField["Telephone"] = "string" +#通讯地址 +CKSOTPInvestorField["Address"] = "string" +#开户日期 +CKSOTPInvestorField["OpenDate"] = "string" +#手机 +CKSOTPInvestorField["Mobile"] = "string" +structDict['CKSOTPInvestorField'] = CKSOTPInvestorField + + +#查询合约账号 +CKSOTPQryTradingCodeField = {} +#经纪公司代码 +CKSOTPQryTradingCodeField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryTradingCodeField["InvestorID"] = "string" +#交易所代码 +CKSOTPQryTradingCodeField["ExchangeID"] = "string" +structDict['CKSOTPQryTradingCodeField'] = CKSOTPQryTradingCodeField + + +#交易编码 +CKSOTPTradingCodeField = {} +#投资者代码 +CKSOTPTradingCodeField["InvestorID"] = "string" +#经纪公司代码 +CKSOTPTradingCodeField["BrokerID"] = "string" +#交易所代码 +CKSOTPTradingCodeField["ExchangeID"] = "string" +#合约账号 +CKSOTPTradingCodeField["ClientID"] = "string" +#是否活跃 +CKSOTPTradingCodeField["IsActive"] = "int" +#交易编码类型 +CKSOTPTradingCodeField["ClientIDType"] = "string" +structDict['CKSOTPTradingCodeField'] = CKSOTPTradingCodeField + + +#查询交易所 +CKSOTPQryExchangeField = {} +#交易所代码 +CKSOTPQryExchangeField["ExchangeID"] = "string" +structDict['CKSOTPQryExchangeField'] = CKSOTPQryExchangeField + + +#交易所 +CKSOTPExchangeField = {} +#交易所代码 +CKSOTPExchangeField["ExchangeID"] = "string" +#交易所名称 +CKSOTPExchangeField["ExchangeName"] = "string" +structDict['CKSOTPExchangeField'] = CKSOTPExchangeField + + +#查询合约 +CKSOTPQryInstrumentField = {} +#合约代码 +CKSOTPQryInstrumentField["InstrumentID"] = "string" +#交易所代码 +CKSOTPQryInstrumentField["ExchangeID"] = "string" +structDict['CKSOTPQryInstrumentField'] = CKSOTPQryInstrumentField + + +#合约 +CKSOTPInstrumentField = {} +#合约代码 +CKSOTPInstrumentField["InstrumentID"] = "string" +#交易所代码 +CKSOTPInstrumentField["ExchangeID"] = "string" +#合约名称 +CKSOTPInstrumentField["InstrumentName"] = "string" +#合约在交易所的代码 +CKSOTPInstrumentField["ExchangeInstID"] = "string" +#品种代码 +CKSOTPInstrumentField["ProductID"] = "string" +#产品类型 +CKSOTPInstrumentField["ProductClass"] = "string" +#交割年份 +CKSOTPInstrumentField["DeliveryYear"] = "int" +#交割月 +CKSOTPInstrumentField["DeliveryMonth"] = "int" +#市价单最大下单量 +CKSOTPInstrumentField["MaxMarketOrderVolume"] = "int" +#市价单最小下单量 +CKSOTPInstrumentField["MinMarketOrderVolume"] = "int" +#限价单最大下单量 +CKSOTPInstrumentField["MaxLimitOrderVolume"] = "int" +#限价单最小下单量 +CKSOTPInstrumentField["MinLimitOrderVolume"] = "int" +#合约数量乘数 +CKSOTPInstrumentField["VolumeMultiple"] = "int" +#最小变动价位 +CKSOTPInstrumentField["PriceTick"] = "float" +#创建日 +CKSOTPInstrumentField["CreateDate"] = "string" +#上市日 +CKSOTPInstrumentField["OpenDate"] = "string" +#到期日 +CKSOTPInstrumentField["ExpireDate"] = "string" +#开始交割日 +CKSOTPInstrumentField["StartDelivDate"] = "string" +#结束交割日 +CKSOTPInstrumentField["EndDelivDate"] = "string" +#合约生命周期状态 +CKSOTPInstrumentField["InstLifePhase"] = "string" +#当前是否交易 +CKSOTPInstrumentField["IsTrading"] = "int" +#持仓类型 +CKSOTPInstrumentField["PositionType"] = "string" +#持仓日期类型 +CKSOTPInstrumentField["PositionDateType"] = "string" +#多头保证金率 +CKSOTPInstrumentField["LongMarginRatio"] = "float" +#空头保证金率 +CKSOTPInstrumentField["ShortMarginRatio"] = "float" +#基础商品代码 +CKSOTPInstrumentField["UnderlyingInstrID"] = "string" +#执行价 +CKSOTPInstrumentField["StrikePrice"] = "float" +#期权类型 +CKSOTPInstrumentField["OptionsType"] = "string" +#合约基础商品乘数 +CKSOTPInstrumentField["UnderlyingMultiple"] = "float" +#合约标识码 +CKSOTPInstrumentField["InstrumentCode"] = "string" +structDict['CKSOTPInstrumentField'] = CKSOTPInstrumentField + + +#查询投资者持仓明细 +CKSOTPQryInvestorPositionDetailField = {} +#经纪公司代码 +CKSOTPQryInvestorPositionDetailField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryInvestorPositionDetailField["InvestorID"] = "string" +#合约代码 +CKSOTPQryInvestorPositionDetailField["InstrumentID"] = "string" +#交易所代码 +CKSOTPQryInvestorPositionDetailField["ExchangeID"] = "string" +structDict['CKSOTPQryInvestorPositionDetailField'] = CKSOTPQryInvestorPositionDetailField + + +#投资者持仓明细 +CKSOTPInvestorPositionDetailField = {} +#合约代码 +CKSOTPInvestorPositionDetailField["InstrumentID"] = "string" +#经纪公司代码 +CKSOTPInvestorPositionDetailField["BrokerID"] = "string" +#投资者代码 +CKSOTPInvestorPositionDetailField["InvestorID"] = "string" +#备兑标志 +CKSOTPInvestorPositionDetailField["HedgeFlag"] = "string" +#买卖 +CKSOTPInvestorPositionDetailField["Direction"] = "string" +#开仓日期 +CKSOTPInvestorPositionDetailField["OpenDate"] = "string" +#成交编号 +CKSOTPInvestorPositionDetailField["TradeID"] = "string" +#数量 +CKSOTPInvestorPositionDetailField["Volume"] = "int" +#开仓价 +CKSOTPInvestorPositionDetailField["OpenPrice"] = "float" +#交易日 +CKSOTPInvestorPositionDetailField["TradingDay"] = "string" +#结算编号 +CKSOTPInvestorPositionDetailField["SettlementID"] = "int" +#成交类型 +CKSOTPInvestorPositionDetailField["TradeType"] = "string" +#交易所代码 +CKSOTPInvestorPositionDetailField["ExchangeID"] = "string" +#逐日盯市平仓盈亏 +CKSOTPInvestorPositionDetailField["CloseProfitByDate"] = "float" +#逐笔对冲平仓盈亏 +CKSOTPInvestorPositionDetailField["CloseProfitByTrade"] = "float" +#逐日盯市持仓盈亏 +CKSOTPInvestorPositionDetailField["PositionProfitByDate"] = "float" +#逐笔对冲持仓盈亏 +CKSOTPInvestorPositionDetailField["PositionProfitByTrade"] = "float" +#投资者保证金 +CKSOTPInvestorPositionDetailField["Margin"] = "float" +#交易所保证金 +CKSOTPInvestorPositionDetailField["ExchMargin"] = "float" +#保证金率 +CKSOTPInvestorPositionDetailField["MarginRateByMoney"] = "float" +#保证金率(按手数) +CKSOTPInvestorPositionDetailField["MarginRateByVolume"] = "float" +#昨结算价 +CKSOTPInvestorPositionDetailField["LastSettlementPrice"] = "float" +#结算价 +CKSOTPInvestorPositionDetailField["SettlementPrice"] = "float" +structDict['CKSOTPInvestorPositionDetailField'] = CKSOTPInvestorPositionDetailField + + +#查询交易事件通知 +CKSOTPQryTradingNoticeField = {} +#经纪公司代码 +CKSOTPQryTradingNoticeField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryTradingNoticeField["InvestorID"] = "string" +structDict['CKSOTPQryTradingNoticeField'] = CKSOTPQryTradingNoticeField + + +#用户事件通知 +CKSOTPTradingNoticeField = {} +#经纪公司代码 +CKSOTPTradingNoticeField["BrokerID"] = "string" +#投资者代码 +CKSOTPTradingNoticeField["InvestorID"] = "string" +#序列系列号 +CKSOTPTradingNoticeField["SequenceSeries"] = "int" +#用户代码 +CKSOTPTradingNoticeField["UserID"] = "string" +#发送时间 +CKSOTPTradingNoticeField["SendTime"] = "string" +#序列号 +CKSOTPTradingNoticeField["SequenceNo"] = "int" +#消息正文 +CKSOTPTradingNoticeField["FieldContent"] = "string" +structDict['CKSOTPTradingNoticeField'] = CKSOTPTradingNoticeField + + +#用户事件通知信息 +CKSOTPTradingNoticeInfoField = {} +#经纪公司代码 +CKSOTPTradingNoticeInfoField["BrokerID"] = "string" +#投资者代码 +CKSOTPTradingNoticeInfoField["InvestorID"] = "string" +#发送时间 +CKSOTPTradingNoticeInfoField["SendTime"] = "string" +#消息正文 +CKSOTPTradingNoticeInfoField["FieldContent"] = "string" +#序列系列号 +CKSOTPTradingNoticeInfoField["SequenceSeries"] = "int" +#序列号 +CKSOTPTradingNoticeInfoField["SequenceNo"] = "int" +structDict['CKSOTPTradingNoticeInfoField'] = CKSOTPTradingNoticeInfoField + + +#输入的执行宣告 +CKSOTPInputExecOrderField = {} +#经纪公司代码 +CKSOTPInputExecOrderField["BrokerID"] = "string" +#投资者代码 +CKSOTPInputExecOrderField["InvestorID"] = "string" +#合约代码 +CKSOTPInputExecOrderField["InstrumentID"] = "string" +#执行宣告引用 +CKSOTPInputExecOrderField["ExecOrderRef"] = "string" +#用户代码 +CKSOTPInputExecOrderField["UserID"] = "string" +#数量 +CKSOTPInputExecOrderField["Volume"] = "int" +#请求编号 +CKSOTPInputExecOrderField["RequestID"] = "int" +#业务单元 +CKSOTPInputExecOrderField["BusinessUnit"] = "string" +#开平标志 +CKSOTPInputExecOrderField["OffsetFlag"] = "string" +#投机套保标志 +CKSOTPInputExecOrderField["HedgeFlag"] = "string" +#执行类型 +CKSOTPInputExecOrderField["ActionType"] = "string" +#保留头寸申请的持仓方向 +CKSOTPInputExecOrderField["PosiDirection"] = "string" +#期权行权后是否保留期货头寸的标记 +CKSOTPInputExecOrderField["ReservePositionFlag"] = "string" +#期权行权后生成的头寸是否自动平仓 +CKSOTPInputExecOrderField["CloseFlag"] = "string" +#交易所代码 +CKSOTPInputExecOrderField["ExchangeID"] = "string" +structDict['CKSOTPInputExecOrderField'] = CKSOTPInputExecOrderField + + +#输入执行宣告操作 +CKSOTPInputExecOrderActionField = {} +#经纪公司代码 +CKSOTPInputExecOrderActionField["BrokerID"] = "string" +#投资者代码 +CKSOTPInputExecOrderActionField["InvestorID"] = "string" +#执行宣告操作引用 +CKSOTPInputExecOrderActionField["ExecOrderActionRef"] = "int" +#执行宣告引用 +CKSOTPInputExecOrderActionField["ExecOrderRef"] = "string" +#请求编号 +CKSOTPInputExecOrderActionField["RequestID"] = "int" +#前置编号 +CKSOTPInputExecOrderActionField["FrontID"] = "int" +#会话编号 +CKSOTPInputExecOrderActionField["SessionID"] = "int" +#交易所代码 +CKSOTPInputExecOrderActionField["ExchangeID"] = "string" +#执行宣告操作编号 +CKSOTPInputExecOrderActionField["ExecOrderSysID"] = "string" +#操作标志 +CKSOTPInputExecOrderActionField["ActionFlag"] = "string" +#用户代码 +CKSOTPInputExecOrderActionField["UserID"] = "string" +#合约代码 +CKSOTPInputExecOrderActionField["InstrumentID"] = "string" +structDict['CKSOTPInputExecOrderActionField'] = CKSOTPInputExecOrderActionField + + +#录入锁定 +CKSOTPInputLockField = {} +#经纪公司代码 +CKSOTPInputLockField["BrokerID"] = "string" +#投资者代码 +CKSOTPInputLockField["InvestorID"] = "string" +#合约代码 +CKSOTPInputLockField["InstrumentID"] = "string" +#锁定引用 +CKSOTPInputLockField["LockRef"] = "string" +#用户代码 +CKSOTPInputLockField["UserID"] = "string" +#数量 +CKSOTPInputLockField["Volume"] = "int" +#请求编号 +CKSOTPInputLockField["RequestID"] = "int" +#业务单元 +CKSOTPInputLockField["BusinessUnit"] = "string" +#锁定类型 +CKSOTPInputLockField["LockType"] = "string" +#交易所代码 +CKSOTPInputLockField["ExchangeID"] = "string" +structDict['CKSOTPInputLockField'] = CKSOTPInputLockField + + +#锁定 +CKSOTPLockField = {} +#经纪公司代码 +CKSOTPLockField["BrokerID"] = "string" +#投资者代码 +CKSOTPLockField["InvestorID"] = "string" +#合约代码 +CKSOTPLockField["InstrumentID"] = "string" +#锁定引用 +CKSOTPLockField["LockRef"] = "string" +#用户代码 +CKSOTPLockField["UserID"] = "string" +#数量 +CKSOTPLockField["Volume"] = "int" +#请求编号 +CKSOTPLockField["RequestID"] = "int" +#业务单元 +CKSOTPLockField["BusinessUnit"] = "string" +#锁定类型 +CKSOTPLockField["LockType"] = "string" +#本地锁定编号 +CKSOTPLockField["LockLocalID"] = "string" +#交易所代码 +CKSOTPLockField["ExchangeID"] = "string" +#会员代码 +CKSOTPLockField["ParticipantID"] = "string" +#客户代码 +CKSOTPLockField["ClientID"] = "string" +#合约在交易所的代码 +CKSOTPLockField["ExchangeInstID"] = "string" +#交易所交易员代码 +CKSOTPLockField["TraderID"] = "string" +#安装编号 +CKSOTPLockField["InstallID"] = "int" +#执行宣告提交状态 +CKSOTPLockField["OrderSubmitStatus"] = "string" +#报单提示序号 +CKSOTPLockField["NotifySequence"] = "int" +#交易日 +CKSOTPLockField["TradingDay"] = "string" +#结算编号 +CKSOTPLockField["SettlementID"] = "int" +#锁定编号 +CKSOTPLockField["LockSysID"] = "string" +#报单日期 +CKSOTPLockField["InsertDate"] = "string" +#插入时间 +CKSOTPLockField["InsertTime"] = "string" +#撤销时间 +CKSOTPLockField["CancelTime"] = "string" +#锁定状态 +CKSOTPLockField["LockStatus"] = "string" +#结算会员编号 +CKSOTPLockField["ClearingPartID"] = "string" +#序号 +CKSOTPLockField["SequenceNo"] = "int" +#前置编号 +CKSOTPLockField["FrontID"] = "int" +#会话编号 +CKSOTPLockField["SessionID"] = "int" +#用户端产品信息 +CKSOTPLockField["UserProductInfo"] = "string" +#状态信息 +CKSOTPLockField["StatusMsg"] = "string" +#操作用户代码 +CKSOTPLockField["ActiveUserID"] = "string" +#经纪公司报单编号 +CKSOTPLockField["BrokerLockSeq"] = "int" +#营业部编号 +CKSOTPLockField["BranchID"] = "string" +structDict['CKSOTPLockField'] = CKSOTPLockField + + +#查询锁定 +CKSOTPQryLockField = {} +#经纪公司代码 +CKSOTPQryLockField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryLockField["InvestorID"] = "string" +#合约代码 +CKSOTPQryLockField["InstrumentID"] = "string" +#交易所代码 +CKSOTPQryLockField["ExchangeID"] = "string" +#锁定编号 +CKSOTPQryLockField["LockSysID"] = "string" +structDict['CKSOTPQryLockField'] = CKSOTPQryLockField + + +#执行宣告查询 +CKSOTPQryExecOrderField = {} +#经纪公司代码 +CKSOTPQryExecOrderField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryExecOrderField["InvestorID"] = "string" +#合约代码 +CKSOTPQryExecOrderField["InstrumentID"] = "string" +#交易所代码 +CKSOTPQryExecOrderField["ExchangeID"] = "string" +#执行宣告编号 +CKSOTPQryExecOrderField["ExecOrderSysID"] = "string" +structDict['CKSOTPQryExecOrderField'] = CKSOTPQryExecOrderField + + +#输入查询宣告数量 +CKSOTPQryExecOrderVolumeField = {} +#经纪公司代码 +CKSOTPQryExecOrderVolumeField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryExecOrderVolumeField["InvestorID"] = "string" +#交易所代码 +CKSOTPQryExecOrderVolumeField["ExchangeID"] = "string" +#合约代码 +CKSOTPQryExecOrderVolumeField["InstrumentID"] = "string" +#产品代码 +CKSOTPQryExecOrderVolumeField["ProductID"] = "string" +#投机套保标志 +CKSOTPQryExecOrderVolumeField["HedgeFlag"] = "string" +#买卖标志 +CKSOTPQryExecOrderVolumeField["Direction"] = "string" +structDict['CKSOTPQryExecOrderVolumeField'] = CKSOTPQryExecOrderVolumeField + + +#输出查询宣告数量 +CKSOTPExecOrderVolumeField = {} +#经纪公司代码 +CKSOTPExecOrderVolumeField["BrokerID"] = "string" +#投资者代码 +CKSOTPExecOrderVolumeField["InvestorID"] = "string" +#合约代码 +CKSOTPExecOrderVolumeField["InstrumentID"] = "string" +#产品代码 +CKSOTPExecOrderVolumeField["ProductID"] = "string" +#投机套保标志 +CKSOTPExecOrderVolumeField["HedgeFlag"] = "string" +#可申请执行量 +CKSOTPExecOrderVolumeField["ExecVolume"] = "int" +#可申请放弃量 +CKSOTPExecOrderVolumeField["ActionVolume"] = "int" +#已申请执行量 +CKSOTPExecOrderVolumeField["ExecedVolume"] = "int" +#已申请放弃量 +CKSOTPExecOrderVolumeField["ActionedVolume"] = "int" +#买卖标志 +CKSOTPExecOrderVolumeField["Direction"] = "string" +structDict['CKSOTPExecOrderVolumeField'] = CKSOTPExecOrderVolumeField + + +#查询锁定证券仓位 +CKSOTPQryLockPositionField = {} +#经纪公司代码 +CKSOTPQryLockPositionField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryLockPositionField["InvestorID"] = "string" +#合约代码 +CKSOTPQryLockPositionField["InstrumentID"] = "string" +#交易所代码 +CKSOTPQryLockPositionField["ExchangeID"] = "string" +structDict['CKSOTPQryLockPositionField'] = CKSOTPQryLockPositionField + + +#锁定证券仓位 +CKSOTPLockPositionField = {} +#经纪公司代码 +CKSOTPLockPositionField["BrokerID"] = "string" +#投资者代码 +CKSOTPLockPositionField["InvestorID"] = "string" +#合约代码 +CKSOTPLockPositionField["InstrumentID"] = "string" +#交易所代码 +CKSOTPLockPositionField["ExchangeID"] = "string" +#数量 +CKSOTPLockPositionField["Volume"] = "int" +#已锁定数量 +CKSOTPLockPositionField["FrozenVolume"] = "int" +structDict['CKSOTPLockPositionField'] = CKSOTPLockPositionField + + +#输入查询标的券信息请求 +CKSOTPQryUnderlyingStockInfoField = {} +#经纪公司代码 +CKSOTPQryUnderlyingStockInfoField["BrokerID"] = "string" +#交易所代码 +CKSOTPQryUnderlyingStockInfoField["ExchangeID"] = "string" +#品种代码 +CKSOTPQryUnderlyingStockInfoField["ProductID"] = "string" +structDict['CKSOTPQryUnderlyingStockInfoField'] = CKSOTPQryUnderlyingStockInfoField + + +#输出查询标的券信息请求 +CKSOTPUnderlyingStockInfoField = {} +#经纪公司代码 +CKSOTPUnderlyingStockInfoField["BrokerID"] = "string" +#交易所代码 +CKSOTPUnderlyingStockInfoField["ExchangeID"] = "string" +#品种代码 +CKSOTPUnderlyingStockInfoField["ProductID"] = "string" +#昨收盘 +CKSOTPUnderlyingStockInfoField["PreClosePrice"] = "float" +#安全系数 +CKSOTPUnderlyingStockInfoField["GuarantRatio"] = "float" +structDict['CKSOTPUnderlyingStockInfoField'] = CKSOTPUnderlyingStockInfoField + + +#输入查询个股期权手续费率请求 +CKSOTPQryOTPInsCommRateField = {} +#经纪公司代码 +CKSOTPQryOTPInsCommRateField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryOTPInsCommRateField["InvestorID"] = "string" +#合约代码 +CKSOTPQryOTPInsCommRateField["InstrumentID"] = "string" +#交易所代码 +CKSOTPQryOTPInsCommRateField["ExchangeID"] = "string" +structDict['CKSOTPQryOTPInsCommRateField'] = CKSOTPQryOTPInsCommRateField + + +#输出查询个股期权合约手续费率 +CKSOTPOTPInsCommRateField = {} +#合约代码 +CKSOTPOTPInsCommRateField["InstrumentID"] = "string" +#投资者范围 +CKSOTPOTPInsCommRateField["InvestorRange"] = "string" +#经纪公司代码 +CKSOTPOTPInsCommRateField["BrokerID"] = "string" +#投资者代码 +CKSOTPOTPInsCommRateField["InvestorID"] = "string" +#开仓手续费率 +CKSOTPOTPInsCommRateField["OpenRatioByMoney"] = "float" +#开仓手续费 +CKSOTPOTPInsCommRateField["OpenRatioByVolume"] = "float" +#平仓手续费率 +CKSOTPOTPInsCommRateField["CloseRatioByMoney"] = "float" +#平仓手续费 +CKSOTPOTPInsCommRateField["CloseRatioByVolume"] = "float" +#平今手续费率 +CKSOTPOTPInsCommRateField["CloseTodayRatioByMoney"] = "float" +#平今手续费 +CKSOTPOTPInsCommRateField["CloseTodayRatioByVolume"] = "float" +#执行手续费率 +CKSOTPOTPInsCommRateField["StrikeRatioByMoney"] = "float" +#执行手续费 +CKSOTPOTPInsCommRateField["StrikeRatioByVolume"] = "float" +#交易所代码 +CKSOTPOTPInsCommRateField["ExchangeID"] = "string" +structDict['CKSOTPOTPInsCommRateField'] = CKSOTPOTPInsCommRateField + + +#输入查询个股期权合约保证金率请求 +CKSOTPQryInstrumentMarginRateField = {} +#经纪公司代码 +CKSOTPQryInstrumentMarginRateField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryInstrumentMarginRateField["InvestorID"] = "string" +#合约代码 +CKSOTPQryInstrumentMarginRateField["InstrumentID"] = "string" +#投机套保标志 +CKSOTPQryInstrumentMarginRateField["HedgeFlag"] = "string" +#交易所代码 +CKSOTPQryInstrumentMarginRateField["ExchangeID"] = "string" +structDict['CKSOTPQryInstrumentMarginRateField'] = CKSOTPQryInstrumentMarginRateField + + +#输出查询个股期权合约保证金率 +CKSOTPInstrumentMarginRateField = {} +#合约代码 +CKSOTPInstrumentMarginRateField["InstrumentID"] = "string" +#投资者范围 +CKSOTPInstrumentMarginRateField["InvestorRange"] = "string" +#经纪公司代码 +CKSOTPInstrumentMarginRateField["BrokerID"] = "string" +#投资者代码 +CKSOTPInstrumentMarginRateField["InvestorID"] = "string" +#投机套保标志 +CKSOTPInstrumentMarginRateField["HedgeFlag"] = "string" +#多头保证金率 +CKSOTPInstrumentMarginRateField["LongMarginRatioByMoney"] = "float" +#多头保证金费 +CKSOTPInstrumentMarginRateField["LongMarginRatioByVolume"] = "float" +#空头保证金率 +CKSOTPInstrumentMarginRateField["ShortMarginRatioByMoney"] = "float" +#空头保证金费 +CKSOTPInstrumentMarginRateField["ShortMarginRatioByVolume"] = "float" +#是否相对交易所收取 +CKSOTPInstrumentMarginRateField["IsRelative"] = "int" +#交易所代码 +CKSOTPInstrumentMarginRateField["ExchangeID"] = "string" +structDict['CKSOTPInstrumentMarginRateField'] = CKSOTPInstrumentMarginRateField + + +#输入个股行权指派信息 +CKSOTPQryOTPAssignmentField = {} +#经纪公司代码 +CKSOTPQryOTPAssignmentField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryOTPAssignmentField["InvestorID"] = "string" +#交易所代码 +CKSOTPQryOTPAssignmentField["ExchangeID"] = "string" +#合约代码 +CKSOTPQryOTPAssignmentField["InstrumentID"] = "string" +#买卖 +CKSOTPQryOTPAssignmentField["Direction"] = "string" +structDict['CKSOTPQryOTPAssignmentField'] = CKSOTPQryOTPAssignmentField + + +#输出个股行权指派信息 +CKSOTPOTPAssignmentField = {} +#经纪公司代码 +CKSOTPOTPAssignmentField["BrokerID"] = "string" +#投资者代码 +CKSOTPOTPAssignmentField["InvestorID"] = "string" +#合约代码 +CKSOTPOTPAssignmentField["InstrumentID"] = "string" +#买卖 +CKSOTPOTPAssignmentField["Direction"] = "string" +#交易所代码 +CKSOTPOTPAssignmentField["ExchangeID"] = "string" +#合约名称 +CKSOTPOTPAssignmentField["InstrumentName"] = "string" +#产品代码 +CKSOTPOTPAssignmentField["ProductID"] = "string" +#投机套保标志 +CKSOTPOTPAssignmentField["HedgeFlag"] = "string" +#上日持仓 +CKSOTPOTPAssignmentField["YdPosition"] = "int" +#行权指派合约数量 +CKSOTPOTPAssignmentField["AssInsVo"] = "int" +#行权标的证券数量 +CKSOTPOTPAssignmentField["AssProVol"] = "int" +#行权指派应付金额 +CKSOTPOTPAssignmentField["FeePay"] = "float" +#期权C/P标志 +CKSOTPOTPAssignmentField["OptionsType"] = "string" +#行权交收日 +CKSOTPOTPAssignmentField["DeliveryDay"] = "string" +#个股合约标识码 +CKSOTPOTPAssignmentField["StockID"] = "string" +structDict['CKSOTPOTPAssignmentField'] = CKSOTPOTPAssignmentField + + +#查询行情 +CKSOTPQryDepthMarketDataField = {} +#合约代码 +CKSOTPQryDepthMarketDataField["InstrumentID"] = "string" +#交易所代码 +CKSOTPQryDepthMarketDataField["ExchangeID"] = "string" +structDict['CKSOTPQryDepthMarketDataField'] = CKSOTPQryDepthMarketDataField + + +#深度行情 +CKSOTPDepthMarketDataField = {} +#交易日 +CKSOTPDepthMarketDataField["TradingDay"] = "string" +#合约代码 +CKSOTPDepthMarketDataField["InstrumentID"] = "string" +#交易所代码 +CKSOTPDepthMarketDataField["ExchangeID"] = "string" +#合约在交易所的代码 +CKSOTPDepthMarketDataField["ExchangeInstID"] = "string" +#最新价 +CKSOTPDepthMarketDataField["LastPrice"] = "float" +#上次结算价 +CKSOTPDepthMarketDataField["PreSettlementPrice"] = "float" +#昨收盘 +CKSOTPDepthMarketDataField["PreClosePrice"] = "float" +#昨持仓量 +CKSOTPDepthMarketDataField["PreOpenInterest"] = "float" +#今开盘 +CKSOTPDepthMarketDataField["OpenPrice"] = "float" +#最高价 +CKSOTPDepthMarketDataField["HighestPrice"] = "float" +#最低价 +CKSOTPDepthMarketDataField["LowestPrice"] = "float" +#数量 +CKSOTPDepthMarketDataField["Volume"] = "int" +#成交金额 +CKSOTPDepthMarketDataField["Turnover"] = "float" +#持仓量 +CKSOTPDepthMarketDataField["OpenInterest"] = "float" +#今收盘 +CKSOTPDepthMarketDataField["ClosePrice"] = "float" +#本次结算价 +CKSOTPDepthMarketDataField["SettlementPrice"] = "float" +#涨停板价 +CKSOTPDepthMarketDataField["UpperLimitPrice"] = "float" +#跌停板价 +CKSOTPDepthMarketDataField["LowerLimitPrice"] = "float" +#昨虚实度 +CKSOTPDepthMarketDataField["PreDelta"] = "float" +#今虚实度 +CKSOTPDepthMarketDataField["CurrDelta"] = "float" +#最后修改时间 +CKSOTPDepthMarketDataField["UpdateTime"] = "string" +#最后修改毫秒 +CKSOTPDepthMarketDataField["UpdateMillisec"] = "int" +#申买价一 +CKSOTPDepthMarketDataField["BidPrice1"] = "float" +#申买量一 +CKSOTPDepthMarketDataField["BidVolume1"] = "int" +#申卖价一 +CKSOTPDepthMarketDataField["AskPrice1"] = "float" +#申卖量一 +CKSOTPDepthMarketDataField["AskVolume1"] = "int" +#申买价二 +CKSOTPDepthMarketDataField["BidPrice2"] = "float" +#申买量二 +CKSOTPDepthMarketDataField["BidVolume2"] = "int" +#申卖价二 +CKSOTPDepthMarketDataField["AskPrice2"] = "float" +#申卖量二 +CKSOTPDepthMarketDataField["AskVolume2"] = "int" +#申买价三 +CKSOTPDepthMarketDataField["BidPrice3"] = "float" +#申买量三 +CKSOTPDepthMarketDataField["BidVolume3"] = "int" +#申卖价三 +CKSOTPDepthMarketDataField["AskPrice3"] = "float" +#申卖量三 +CKSOTPDepthMarketDataField["AskVolume3"] = "int" +#申买价四 +CKSOTPDepthMarketDataField["BidPrice4"] = "float" +#申买量四 +CKSOTPDepthMarketDataField["BidVolume4"] = "int" +#申卖价四 +CKSOTPDepthMarketDataField["AskPrice4"] = "float" +#申卖量四 +CKSOTPDepthMarketDataField["AskVolume4"] = "int" +#申买价五 +CKSOTPDepthMarketDataField["BidPrice5"] = "float" +#申买量五 +CKSOTPDepthMarketDataField["BidVolume5"] = "int" +#申卖价五 +CKSOTPDepthMarketDataField["AskPrice5"] = "float" +#申卖量五 +CKSOTPDepthMarketDataField["AskVolume5"] = "int" +#当日均价 +CKSOTPDepthMarketDataField["AveragePrice"] = "float" +#业务日期 +CKSOTPDepthMarketDataField["ActionDay"] = "string" +structDict['CKSOTPDepthMarketDataField'] = CKSOTPDepthMarketDataField + + +#发给做市商的询价请求 +CKSOTPForQuoteRspField = {} +#交易日 +CKSOTPForQuoteRspField["TradingDay"] = "string" +#合约代码 +CKSOTPForQuoteRspField["InstrumentID"] = "string" +#询价编号 +CKSOTPForQuoteRspField["ForQuoteSysID"] = "string" +#询价时间 +CKSOTPForQuoteRspField["ForQuoteTime"] = "string" +#业务日期 +CKSOTPForQuoteRspField["ActionDay"] = "string" +#交易所代码 +CKSOTPForQuoteRspField["ExchangeID"] = "string" +structDict['CKSOTPForQuoteRspField'] = CKSOTPForQuoteRspField + + +#报单 +CKSOTPOrderField = {} +#经纪公司代码 +CKSOTPOrderField["BrokerID"] = "string" +#投资者代码 +CKSOTPOrderField["InvestorID"] = "string" +#合约代码 +CKSOTPOrderField["InstrumentID"] = "string" +#报单引用 +CKSOTPOrderField["OrderRef"] = "string" +#用户代码 +CKSOTPOrderField["UserID"] = "string" +#报单价格条件 +CKSOTPOrderField["OrderPriceType"] = "string" +#买卖方向 +CKSOTPOrderField["Direction"] = "string" +#开平标志 +CKSOTPOrderField["OffsetFlag"] = "string" +#价格 +CKSOTPOrderField["LimitPrice"] = "float" +#备兑标志 +CKSOTPOrderField["HedgeFlag"] = "string" +#数量 +CKSOTPOrderField["VolumeTotalOriginal"] = "int" +#有效期类型 +CKSOTPOrderField["TimeCondition"] = "string" +#GTD日期 +CKSOTPOrderField["GTDDate"] = "string" +#成交量类型 +CKSOTPOrderField["VolumeCondition"] = "string" +#最小成交量 +CKSOTPOrderField["MinVolume"] = "int" +#触发条件 +CKSOTPOrderField["ContingentCondition"] = "string" +#止损价 +CKSOTPOrderField["StopPrice"] = "float" +#强平原因 +CKSOTPOrderField["ForceCloseReason"] = "string" +#业务单元 +CKSOTPOrderField["BusinessUnit"] = "string" +#请求编号 +CKSOTPOrderField["RequestID"] = "int" +#本地报单编号 +CKSOTPOrderField["OrderLocalID"] = "string" +#交易所代码 +CKSOTPOrderField["ExchangeID"] = "string" +#会员代码 +CKSOTPOrderField["ParticipantID"] = "string" +#合约账号 +CKSOTPOrderField["ClientID"] = "string" +#合约在交易所的代码 +CKSOTPOrderField["ExchangeInstID"] = "string" +#交易所交易员代码 +CKSOTPOrderField["TraderID"] = "string" +#报单提交状态 +CKSOTPOrderField["OrderSubmitStatus"] = "string" +#报单提示序号 +CKSOTPOrderField["NotifySequence"] = "int" +#交易日 +CKSOTPOrderField["TradingDay"] = "string" +#结算编号 +CKSOTPOrderField["SettlementID"] = "int" +#报单编号 +CKSOTPOrderField["OrderSysID"] = "string" +#报单来源 +CKSOTPOrderField["OrderSource"] = "string" +#报单状态 +CKSOTPOrderField["OrderStatus"] = "string" +#报单类型 +CKSOTPOrderField["OrderType"] = "string" +#今成交数量 +CKSOTPOrderField["VolumeTraded"] = "int" +#剩余数量 +CKSOTPOrderField["VolumeTotal"] = "int" +#报单日期 +CKSOTPOrderField["InsertDate"] = "string" +#委托时间 +CKSOTPOrderField["InsertTime"] = "string" +#激活时间 +CKSOTPOrderField["ActiveTime"] = "string" +#最后修改时间 +CKSOTPOrderField["UpdateTime"] = "string" +#撤销时间 +CKSOTPOrderField["CancelTime"] = "string" +#序号 +CKSOTPOrderField["SequenceNo"] = "int" +#前置编号 +CKSOTPOrderField["FrontID"] = "int" +#会话编号 +CKSOTPOrderField["SessionID"] = "int" +#用户端产品信息 +CKSOTPOrderField["UserProductInfo"] = "string" +#状态信息 +CKSOTPOrderField["StatusMsg"] = "string" +#用户强评标志 +CKSOTPOrderField["UserForceClose"] = "int" +#操作用户代码 +CKSOTPOrderField["ActiveUserID"] = "string" +#经纪公司报单编号 +CKSOTPOrderField["BrokerOrderSeq"] = "int" +structDict['CKSOTPOrderField'] = CKSOTPOrderField + + +#成交 +CKSOTPTradeField = {} +#经纪公司代码 +CKSOTPTradeField["BrokerID"] = "string" +#投资者代码 +CKSOTPTradeField["InvestorID"] = "string" +#合约代码 +CKSOTPTradeField["InstrumentID"] = "string" +#报单引用 +CKSOTPTradeField["OrderRef"] = "string" +#用户代码 +CKSOTPTradeField["UserID"] = "string" +#交易所代码 +CKSOTPTradeField["ExchangeID"] = "string" +#成交编号 +CKSOTPTradeField["TradeID"] = "string" +#买卖方向 +CKSOTPTradeField["Direction"] = "string" +#报单编号 +CKSOTPTradeField["OrderSysID"] = "string" +#会员代码 +CKSOTPTradeField["ParticipantID"] = "string" +#合约账号 +CKSOTPTradeField["ClientID"] = "string" +#交易角色 +CKSOTPTradeField["TradingRole"] = "string" +#合约在交易所的代码 +CKSOTPTradeField["ExchangeInstID"] = "string" +#开平标志 +CKSOTPTradeField["OffsetFlag"] = "string" +#备兑标志 +CKSOTPTradeField["HedgeFlag"] = "string" +#价格 +CKSOTPTradeField["Price"] = "float" +#数量 +CKSOTPTradeField["Volume"] = "int" +#成交时期 +CKSOTPTradeField["TradeDate"] = "string" +#成交时间 +CKSOTPTradeField["TradeTime"] = "string" +#成交类型 +CKSOTPTradeField["TradeType"] = "string" +#成交价来源 +CKSOTPTradeField["PriceSource"] = "string" +#交易所交易员代码 +CKSOTPTradeField["TraderID"] = "string" +#本地报单编号 +CKSOTPTradeField["OrderLocalID"] = "string" +#结算会员编号 +CKSOTPTradeField["ClearingPartID"] = "string" +#业务单元 +CKSOTPTradeField["BusinessUnit"] = "string" +#序号 +CKSOTPTradeField["SequenceNo"] = "int" +#交易日 +CKSOTPTradeField["TradingDay"] = "string" +#经纪公司报单编号 +CKSOTPTradeField["BrokerOrderSeq"] = "int" +#成交来源 +CKSOTPTradeField["TradeSource"] = "string" +structDict['CKSOTPTradeField'] = CKSOTPTradeField + + +#执行宣告 +CKSOTPExecOrderField = {} +#经纪公司代码 +CKSOTPExecOrderField["BrokerID"] = "string" +#投资者代码 +CKSOTPExecOrderField["InvestorID"] = "string" +#合约代码 +CKSOTPExecOrderField["InstrumentID"] = "string" +#执行宣告引用 +CKSOTPExecOrderField["ExecOrderRef"] = "string" +#用户代码 +CKSOTPExecOrderField["UserID"] = "string" +#数量 +CKSOTPExecOrderField["Volume"] = "int" +#请求编号 +CKSOTPExecOrderField["RequestID"] = "int" +#业务单元 +CKSOTPExecOrderField["BusinessUnit"] = "string" +#开平标志 +CKSOTPExecOrderField["OffsetFlag"] = "string" +#投机套保标志 +CKSOTPExecOrderField["HedgeFlag"] = "string" +#执行类型 +CKSOTPExecOrderField["ActionType"] = "string" +#保留头寸申请的持仓方向 +CKSOTPExecOrderField["PosiDirection"] = "string" +#期权行权后是否保留期货头寸的标记 +CKSOTPExecOrderField["ReservePositionFlag"] = "string" +#期权行权后生成的头寸是否自动平仓 +CKSOTPExecOrderField["CloseFlag"] = "string" +#本地执行宣告编号 +CKSOTPExecOrderField["ExecOrderLocalID"] = "string" +#交易所代码 +CKSOTPExecOrderField["ExchangeID"] = "string" +#会员代码 +CKSOTPExecOrderField["ParticipantID"] = "string" +#客户代码 +CKSOTPExecOrderField["ClientID"] = "string" +#合约在交易所的代码 +CKSOTPExecOrderField["ExchangeInstID"] = "string" +#交易所交易员代码 +CKSOTPExecOrderField["TraderID"] = "string" +#安装编号 +CKSOTPExecOrderField["InstallID"] = "int" +#执行宣告提交状态 +CKSOTPExecOrderField["OrderSubmitStatus"] = "string" +#报单提示序号 +CKSOTPExecOrderField["NotifySequence"] = "int" +#交易日 +CKSOTPExecOrderField["TradingDay"] = "string" +#结算编号 +CKSOTPExecOrderField["SettlementID"] = "int" +#执行宣告编号 +CKSOTPExecOrderField["ExecOrderSysID"] = "string" +#报单日期 +CKSOTPExecOrderField["InsertDate"] = "string" +#插入时间 +CKSOTPExecOrderField["InsertTime"] = "string" +#撤销时间 +CKSOTPExecOrderField["CancelTime"] = "string" +#执行结果 +CKSOTPExecOrderField["ExecResult"] = "string" +#结算会员编号 +CKSOTPExecOrderField["ClearingPartID"] = "string" +#序号 +CKSOTPExecOrderField["SequenceNo"] = "int" +#前置编号 +CKSOTPExecOrderField["FrontID"] = "int" +#会话编号 +CKSOTPExecOrderField["SessionID"] = "int" +#用户端产品信息 +CKSOTPExecOrderField["UserProductInfo"] = "string" +#状态信息 +CKSOTPExecOrderField["StatusMsg"] = "string" +#操作用户代码 +CKSOTPExecOrderField["ActiveUserID"] = "string" +#经纪公司报单编号 +CKSOTPExecOrderField["BrokerExecOrderSeq"] = "int" +#营业部编号 +CKSOTPExecOrderField["BranchID"] = "string" +structDict['CKSOTPExecOrderField'] = CKSOTPExecOrderField + + +#合约状态 +CKSOTPInstrumentStatusField = {} +#交易所代码 +CKSOTPInstrumentStatusField["ExchangeID"] = "string" +#合约在交易所的代码 +CKSOTPInstrumentStatusField["ExchangeInstID"] = "string" +#合约代码 +CKSOTPInstrumentStatusField["InstrumentID"] = "string" +#合约交易状态 +CKSOTPInstrumentStatusField["InstrumentStatus"] = "string" +#交易阶段编号 +CKSOTPInstrumentStatusField["TradingSegmentSN"] = "int" +#进入本状态时间 +CKSOTPInstrumentStatusField["EnterTime"] = "string" +#进入本状态原因 +CKSOTPInstrumentStatusField["EnterReason"] = "string" +structDict['CKSOTPInstrumentStatusField'] = CKSOTPInstrumentStatusField + + +#转账请求 +CKSOTPReqTransferField = {} +#业务功能码 +CKSOTPReqTransferField["TradeCode"] = "string" +#银行代码 +CKSOTPReqTransferField["BankID"] = "string" +#银行分支机构代码 +CKSOTPReqTransferField["BankBranchID"] = "string" +#期商代码 +CKSOTPReqTransferField["BrokerID"] = "string" +#期商分支机构代码 +CKSOTPReqTransferField["BrokerBranchID"] = "string" +#交易日期 +CKSOTPReqTransferField["TradeDate"] = "string" +#交易时间 +CKSOTPReqTransferField["TradeTime"] = "string" +#银行流水号 +CKSOTPReqTransferField["BankSerial"] = "string" +#交易系统日期 +CKSOTPReqTransferField["TradingDay"] = "string" +#银期平台消息流水号 +CKSOTPReqTransferField["PlateSerial"] = "int" +#最后分片标志 +CKSOTPReqTransferField["LastFragment"] = "string" +#会话号 +CKSOTPReqTransferField["SessionID"] = "int" +#客户姓名 +CKSOTPReqTransferField["CustomerName"] = "string" +#证件类型 +CKSOTPReqTransferField["IdCardType"] = "string" +#证件号码 +CKSOTPReqTransferField["IdentifiedCardNo"] = "string" +#客户类型 +CKSOTPReqTransferField["CustType"] = "string" +#银行帐号 +CKSOTPReqTransferField["BankAccount"] = "string" +#银行密码 +CKSOTPReqTransferField["BankPassWord"] = "string" +#投资者帐号 +CKSOTPReqTransferField["AccountID"] = "string" +#证券密码 +CKSOTPReqTransferField["Password"] = "string" +#安装编号 +CKSOTPReqTransferField["InstallID"] = "int" +#证券公司流水号 +CKSOTPReqTransferField["FutureSerial"] = "int" +#用户标识 +CKSOTPReqTransferField["UserID"] = "string" +#验证客户证件号码标志 +CKSOTPReqTransferField["VerifyCertNoFlag"] = "string" +#币种代码 +CKSOTPReqTransferField["CurrencyID"] = "string" +#转帐金额 +CKSOTPReqTransferField["TradeAmount"] = "float" +#证券可取金额 +CKSOTPReqTransferField["FutureFetchAmount"] = "float" +#费用支付标志 +CKSOTPReqTransferField["FeePayFlag"] = "string" +#应收客户费用 +CKSOTPReqTransferField["CustFee"] = "float" +#应收证券公司费用 +CKSOTPReqTransferField["BrokerFee"] = "float" +#发送方给接收方的消息 +CKSOTPReqTransferField["Message"] = "string" +#摘要 +CKSOTPReqTransferField["Digest"] = "string" +#银行帐号类型 +CKSOTPReqTransferField["BankAccType"] = "string" +#渠道标志 +CKSOTPReqTransferField["DeviceID"] = "string" +#证券单位帐号类型 +CKSOTPReqTransferField["BankSecuAccType"] = "string" +#证券公司银行编码 +CKSOTPReqTransferField["BrokerIDByBank"] = "string" +#证券单位帐号 +CKSOTPReqTransferField["BankSecuAcc"] = "string" +#银行密码标志 +CKSOTPReqTransferField["BankPwdFlag"] = "string" +#证券资金密码核对标志 +CKSOTPReqTransferField["SecuPwdFlag"] = "string" +#交易柜员 +CKSOTPReqTransferField["OperNo"] = "string" +#请求编号 +CKSOTPReqTransferField["RequestID"] = "int" +#交易ID +CKSOTPReqTransferField["TID"] = "int" +#转账交易状态 +CKSOTPReqTransferField["TransferStatus"] = "string" +structDict['CKSOTPReqTransferField'] = CKSOTPReqTransferField + + +#银行资金转证券响应 +CKSOTPRspTransferField = {} +#业务功能码 +CKSOTPRspTransferField["TradeCode"] = "string" +#银行代码 +CKSOTPRspTransferField["BankID"] = "string" +#银行分支机构代码 +CKSOTPRspTransferField["BankBranchID"] = "string" +#期商代码 +CKSOTPRspTransferField["BrokerID"] = "string" +#期商分支机构代码 +CKSOTPRspTransferField["BrokerBranchID"] = "string" +#交易日期 +CKSOTPRspTransferField["TradeDate"] = "string" +#交易时间 +CKSOTPRspTransferField["TradeTime"] = "string" +#银行流水号 +CKSOTPRspTransferField["BankSerial"] = "string" +#交易系统日期 +CKSOTPRspTransferField["TradingDay"] = "string" +#银期平台消息流水号 +CKSOTPRspTransferField["PlateSerial"] = "int" +#最后分片标志 +CKSOTPRspTransferField["LastFragment"] = "string" +#会话号 +CKSOTPRspTransferField["SessionID"] = "int" +#客户姓名 +CKSOTPRspTransferField["CustomerName"] = "string" +#证件类型 +CKSOTPRspTransferField["IdCardType"] = "string" +#证件号码 +CKSOTPRspTransferField["IdentifiedCardNo"] = "string" +#客户类型 +CKSOTPRspTransferField["CustType"] = "string" +#银行帐号 +CKSOTPRspTransferField["BankAccount"] = "string" +#银行密码 +CKSOTPRspTransferField["BankPassWord"] = "string" +#投资者帐号 +CKSOTPRspTransferField["AccountID"] = "string" +#证券密码 +CKSOTPRspTransferField["Password"] = "string" +#安装编号 +CKSOTPRspTransferField["InstallID"] = "int" +#证券公司流水号 +CKSOTPRspTransferField["FutureSerial"] = "int" +#用户标识 +CKSOTPRspTransferField["UserID"] = "string" +#验证客户证件号码标志 +CKSOTPRspTransferField["VerifyCertNoFlag"] = "string" +#币种代码 +CKSOTPRspTransferField["CurrencyID"] = "string" +#转帐金额 +CKSOTPRspTransferField["TradeAmount"] = "float" +#证券可取金额 +CKSOTPRspTransferField["FutureFetchAmount"] = "float" +#费用支付标志 +CKSOTPRspTransferField["FeePayFlag"] = "string" +#应收客户费用 +CKSOTPRspTransferField["CustFee"] = "float" +#应收证券公司费用 +CKSOTPRspTransferField["BrokerFee"] = "float" +#发送方给接收方的消息 +CKSOTPRspTransferField["Message"] = "string" +#摘要 +CKSOTPRspTransferField["Digest"] = "string" +#银行帐号类型 +CKSOTPRspTransferField["BankAccType"] = "string" +#渠道标志 +CKSOTPRspTransferField["DeviceID"] = "string" +#证券单位帐号类型 +CKSOTPRspTransferField["BankSecuAccType"] = "string" +#证券公司银行编码 +CKSOTPRspTransferField["BrokerIDByBank"] = "string" +#证券单位帐号 +CKSOTPRspTransferField["BankSecuAcc"] = "string" +#银行密码标志 +CKSOTPRspTransferField["BankPwdFlag"] = "string" +#证券资金密码核对标志 +CKSOTPRspTransferField["SecuPwdFlag"] = "string" +#交易柜员 +CKSOTPRspTransferField["OperNo"] = "string" +#请求编号 +CKSOTPRspTransferField["RequestID"] = "int" +#交易ID +CKSOTPRspTransferField["TID"] = "int" +#转账交易状态 +CKSOTPRspTransferField["TransferStatus"] = "string" +#错误代码 +CKSOTPRspTransferField["ErrorID"] = "int" +#错误信息 +CKSOTPRspTransferField["ErrorMsg"] = "string" +structDict['CKSOTPRspTransferField'] = CKSOTPRspTransferField + + +#查询签约银行请求 +CKSOTPQryContractBankField = {} +#经纪公司代码 +CKSOTPQryContractBankField["BrokerID"] = "string" +#银行代码 +CKSOTPQryContractBankField["BankID"] = "string" +#银行分中心代码 +CKSOTPQryContractBankField["BankBrchID"] = "string" +structDict['CKSOTPQryContractBankField'] = CKSOTPQryContractBankField + + +#查询签约银行响应 +CKSOTPContractBankField = {} +#经纪公司代码 +CKSOTPContractBankField["BrokerID"] = "string" +#银行代码 +CKSOTPContractBankField["BankID"] = "string" +#银行分中心代码 +CKSOTPContractBankField["BankBrchID"] = "string" +#银行名称 +CKSOTPContractBankField["BankName"] = "string" +structDict['CKSOTPContractBankField'] = CKSOTPContractBankField + + +#查询账户信息请求 +CKSOTPReqQueryAccountField = {} +#业务功能码 +CKSOTPReqQueryAccountField["TradeCode"] = "string" +#银行代码 +CKSOTPReqQueryAccountField["BankID"] = "string" +#银行分支机构代码 +CKSOTPReqQueryAccountField["BankBranchID"] = "string" +#期商代码 +CKSOTPReqQueryAccountField["BrokerID"] = "string" +#期商分支机构代码 +CKSOTPReqQueryAccountField["BrokerBranchID"] = "string" +#交易日期 +CKSOTPReqQueryAccountField["TradeDate"] = "string" +#交易时间 +CKSOTPReqQueryAccountField["TradeTime"] = "string" +#银行流水号 +CKSOTPReqQueryAccountField["BankSerial"] = "string" +#交易系统日期 +CKSOTPReqQueryAccountField["TradingDay"] = "string" +#银期平台消息流水号 +CKSOTPReqQueryAccountField["PlateSerial"] = "int" +#最后分片标志 +CKSOTPReqQueryAccountField["LastFragment"] = "string" +#会话号 +CKSOTPReqQueryAccountField["SessionID"] = "int" +#客户姓名 +CKSOTPReqQueryAccountField["CustomerName"] = "string" +#证件类型 +CKSOTPReqQueryAccountField["IdCardType"] = "string" +#证件号码 +CKSOTPReqQueryAccountField["IdentifiedCardNo"] = "string" +#客户类型 +CKSOTPReqQueryAccountField["CustType"] = "string" +#银行帐号 +CKSOTPReqQueryAccountField["BankAccount"] = "string" +#银行密码 +CKSOTPReqQueryAccountField["BankPassWord"] = "string" +#投资者帐号 +CKSOTPReqQueryAccountField["AccountID"] = "string" +#证券密码 +CKSOTPReqQueryAccountField["Password"] = "string" +#证券公司流水号 +CKSOTPReqQueryAccountField["FutureSerial"] = "int" +#安装编号 +CKSOTPReqQueryAccountField["InstallID"] = "int" +#用户标识 +CKSOTPReqQueryAccountField["UserID"] = "string" +#验证客户证件号码标志 +CKSOTPReqQueryAccountField["VerifyCertNoFlag"] = "string" +#币种代码 +CKSOTPReqQueryAccountField["CurrencyID"] = "string" +#摘要 +CKSOTPReqQueryAccountField["Digest"] = "string" +#银行帐号类型 +CKSOTPReqQueryAccountField["BankAccType"] = "string" +#渠道标志 +CKSOTPReqQueryAccountField["DeviceID"] = "string" +#证券单位帐号类型 +CKSOTPReqQueryAccountField["BankSecuAccType"] = "string" +#证券公司银行编码 +CKSOTPReqQueryAccountField["BrokerIDByBank"] = "string" +#证券单位帐号 +CKSOTPReqQueryAccountField["BankSecuAcc"] = "string" +#银行密码标志 +CKSOTPReqQueryAccountField["BankPwdFlag"] = "string" +#证券资金密码核对标志 +CKSOTPReqQueryAccountField["SecuPwdFlag"] = "string" +#交易柜员 +CKSOTPReqQueryAccountField["OperNo"] = "string" +#请求编号 +CKSOTPReqQueryAccountField["RequestID"] = "int" +#交易ID +CKSOTPReqQueryAccountField["TID"] = "int" +structDict['CKSOTPReqQueryAccountField'] = CKSOTPReqQueryAccountField + + +#查询账户信息响应 +CKSOTPRspQueryAccountField = {} +#业务功能码 +CKSOTPRspQueryAccountField["TradeCode"] = "string" +#银行代码 +CKSOTPRspQueryAccountField["BankID"] = "string" +#银行分支机构代码 +CKSOTPRspQueryAccountField["BankBranchID"] = "string" +#期商代码 +CKSOTPRspQueryAccountField["BrokerID"] = "string" +#期商分支机构代码 +CKSOTPRspQueryAccountField["BrokerBranchID"] = "string" +#交易日期 +CKSOTPRspQueryAccountField["TradeDate"] = "string" +#交易时间 +CKSOTPRspQueryAccountField["TradeTime"] = "string" +#银行流水号 +CKSOTPRspQueryAccountField["BankSerial"] = "string" +#交易系统日期 +CKSOTPRspQueryAccountField["TradingDay"] = "string" +#银期平台消息流水号 +CKSOTPRspQueryAccountField["PlateSerial"] = "int" +#最后分片标志 +CKSOTPRspQueryAccountField["LastFragment"] = "string" +#会话号 +CKSOTPRspQueryAccountField["SessionID"] = "int" +#客户姓名 +CKSOTPRspQueryAccountField["CustomerName"] = "string" +#证件类型 +CKSOTPRspQueryAccountField["IdCardType"] = "string" +#证件号码 +CKSOTPRspQueryAccountField["IdentifiedCardNo"] = "string" +#客户类型 +CKSOTPRspQueryAccountField["CustType"] = "string" +#银行帐号 +CKSOTPRspQueryAccountField["BankAccount"] = "string" +#银行密码 +CKSOTPRspQueryAccountField["BankPassWord"] = "string" +#投资者帐号 +CKSOTPRspQueryAccountField["AccountID"] = "string" +#证券密码 +CKSOTPRspQueryAccountField["Password"] = "string" +#证券公司流水号 +CKSOTPRspQueryAccountField["FutureSerial"] = "int" +#安装编号 +CKSOTPRspQueryAccountField["InstallID"] = "int" +#用户标识 +CKSOTPRspQueryAccountField["UserID"] = "string" +#验证客户证件号码标志 +CKSOTPRspQueryAccountField["VerifyCertNoFlag"] = "string" +#币种代码 +CKSOTPRspQueryAccountField["CurrencyID"] = "string" +#摘要 +CKSOTPRspQueryAccountField["Digest"] = "string" +#银行帐号类型 +CKSOTPRspQueryAccountField["BankAccType"] = "string" +#渠道标志 +CKSOTPRspQueryAccountField["DeviceID"] = "string" +#证券单位帐号类型 +CKSOTPRspQueryAccountField["BankSecuAccType"] = "string" +#证券公司银行编码 +CKSOTPRspQueryAccountField["BrokerIDByBank"] = "string" +#证券单位帐号 +CKSOTPRspQueryAccountField["BankSecuAcc"] = "string" +#银行密码标志 +CKSOTPRspQueryAccountField["BankPwdFlag"] = "string" +#证券资金密码核对标志 +CKSOTPRspQueryAccountField["SecuPwdFlag"] = "string" +#交易柜员 +CKSOTPRspQueryAccountField["OperNo"] = "string" +#请求编号 +CKSOTPRspQueryAccountField["RequestID"] = "int" +#交易ID +CKSOTPRspQueryAccountField["TID"] = "int" +#银行可用金额 +CKSOTPRspQueryAccountField["BankUseAmount"] = "float" +#银行可取金额 +CKSOTPRspQueryAccountField["BankFetchAmount"] = "float" +structDict['CKSOTPRspQueryAccountField'] = CKSOTPRspQueryAccountField + + +#请求查询转帐流水 +CKSOTPQryTransferSerialField = {} +#经纪公司代码 +CKSOTPQryTransferSerialField["BrokerID"] = "string" +#投资者帐号 +CKSOTPQryTransferSerialField["AccountID"] = "string" +#银行编码 +CKSOTPQryTransferSerialField["BankID"] = "string" +#币种代码 +CKSOTPQryTransferSerialField["CurrencyID"] = "string" +structDict['CKSOTPQryTransferSerialField'] = CKSOTPQryTransferSerialField + + +#查询账户信息通知 +CKSOTPNotifyQueryAccountField = {} +#业务功能码 +CKSOTPNotifyQueryAccountField["TradeCode"] = "string" +#银行代码 +CKSOTPNotifyQueryAccountField["BankID"] = "string" +#银行分支机构代码 +CKSOTPNotifyQueryAccountField["BankBranchID"] = "string" +#期商代码 +CKSOTPNotifyQueryAccountField["BrokerID"] = "string" +#期商分支机构代码 +CKSOTPNotifyQueryAccountField["BrokerBranchID"] = "string" +#交易日期 +CKSOTPNotifyQueryAccountField["TradeDate"] = "string" +#交易时间 +CKSOTPNotifyQueryAccountField["TradeTime"] = "string" +#银行流水号 +CKSOTPNotifyQueryAccountField["BankSerial"] = "string" +#交易系统日期 +CKSOTPNotifyQueryAccountField["TradingDay"] = "string" +#银期平台消息流水号 +CKSOTPNotifyQueryAccountField["PlateSerial"] = "int" +#最后分片标志 +CKSOTPNotifyQueryAccountField["LastFragment"] = "string" +#会话号 +CKSOTPNotifyQueryAccountField["SessionID"] = "int" +#客户姓名 +CKSOTPNotifyQueryAccountField["CustomerName"] = "string" +#证件类型 +CKSOTPNotifyQueryAccountField["IdCardType"] = "string" +#证件号码 +CKSOTPNotifyQueryAccountField["IdentifiedCardNo"] = "string" +#客户类型 +CKSOTPNotifyQueryAccountField["CustType"] = "string" +#银行帐号 +CKSOTPNotifyQueryAccountField["BankAccount"] = "string" +#银行密码 +CKSOTPNotifyQueryAccountField["BankPassWord"] = "string" +#投资者帐号 +CKSOTPNotifyQueryAccountField["AccountID"] = "string" +#证券密码 +CKSOTPNotifyQueryAccountField["Password"] = "string" +#证券公司流水号 +CKSOTPNotifyQueryAccountField["FutureSerial"] = "int" +#安装编号 +CKSOTPNotifyQueryAccountField["InstallID"] = "int" +#用户标识 +CKSOTPNotifyQueryAccountField["UserID"] = "string" +#验证客户证件号码标志 +CKSOTPNotifyQueryAccountField["VerifyCertNoFlag"] = "string" +#币种代码 +CKSOTPNotifyQueryAccountField["CurrencyID"] = "string" +#摘要 +CKSOTPNotifyQueryAccountField["Digest"] = "string" +#银行帐号类型 +CKSOTPNotifyQueryAccountField["BankAccType"] = "string" +#渠道标志 +CKSOTPNotifyQueryAccountField["DeviceID"] = "string" +#证券单位帐号类型 +CKSOTPNotifyQueryAccountField["BankSecuAccType"] = "string" +#证券公司银行编码 +CKSOTPNotifyQueryAccountField["BrokerIDByBank"] = "string" +#证券单位帐号 +CKSOTPNotifyQueryAccountField["BankSecuAcc"] = "string" +#银行密码标志 +CKSOTPNotifyQueryAccountField["BankPwdFlag"] = "string" +#证券资金密码核对标志 +CKSOTPNotifyQueryAccountField["SecuPwdFlag"] = "string" +#交易柜员 +CKSOTPNotifyQueryAccountField["OperNo"] = "string" +#请求编号 +CKSOTPNotifyQueryAccountField["RequestID"] = "int" +#交易ID +CKSOTPNotifyQueryAccountField["TID"] = "int" +#银行可用金额 +CKSOTPNotifyQueryAccountField["BankUseAmount"] = "float" +#银行可取金额 +CKSOTPNotifyQueryAccountField["BankFetchAmount"] = "float" +#错误代码 +CKSOTPNotifyQueryAccountField["ErrorID"] = "int" +#错误信息 +CKSOTPNotifyQueryAccountField["ErrorMsg"] = "string" +structDict['CKSOTPNotifyQueryAccountField'] = CKSOTPNotifyQueryAccountField + + +#银期转账交易流水表 +CKSOTPTransferSerialField = {} +#平台流水号 +CKSOTPTransferSerialField["PlateSerial"] = "int" +#交易发起方日期 +CKSOTPTransferSerialField["TradeDate"] = "string" +#交易日期 +CKSOTPTransferSerialField["TradingDay"] = "string" +#交易时间 +CKSOTPTransferSerialField["TradeTime"] = "string" +#交易代码 +CKSOTPTransferSerialField["TradeCode"] = "string" +#会话编号 +CKSOTPTransferSerialField["SessionID"] = "int" +#银行编码 +CKSOTPTransferSerialField["BankID"] = "string" +#银行分支机构编码 +CKSOTPTransferSerialField["BankBranchID"] = "string" +#银行帐号类型 +CKSOTPTransferSerialField["BankAccType"] = "string" +#银行帐号 +CKSOTPTransferSerialField["BankAccount"] = "string" +#银行流水号 +CKSOTPTransferSerialField["BankSerial"] = "string" +#证券公司编码 +CKSOTPTransferSerialField["BrokerID"] = "string" +#期商分支机构代码 +CKSOTPTransferSerialField["BrokerBranchID"] = "string" +#证券公司帐号类型 +CKSOTPTransferSerialField["FutureAccType"] = "string" +#投资者帐号 +CKSOTPTransferSerialField["AccountID"] = "string" +#投资者代码 +CKSOTPTransferSerialField["InvestorID"] = "string" +#证券公司流水号 +CKSOTPTransferSerialField["FutureSerial"] = "int" +#证件类型 +CKSOTPTransferSerialField["IdCardType"] = "string" +#证件号码 +CKSOTPTransferSerialField["IdentifiedCardNo"] = "string" +#币种代码 +CKSOTPTransferSerialField["CurrencyID"] = "string" +#交易金额 +CKSOTPTransferSerialField["TradeAmount"] = "float" +#应收客户费用 +CKSOTPTransferSerialField["CustFee"] = "float" +#应收证券公司费用 +CKSOTPTransferSerialField["BrokerFee"] = "float" +#有效标志 +CKSOTPTransferSerialField["AvailabilityFlag"] = "string" +#操作员 +CKSOTPTransferSerialField["OperatorCode"] = "string" +#新银行帐号 +CKSOTPTransferSerialField["BankNewAccount"] = "string" +#错误代码 +CKSOTPTransferSerialField["ErrorID"] = "int" +#错误信息 +CKSOTPTransferSerialField["ErrorMsg"] = "string" +structDict['CKSOTPTransferSerialField'] = CKSOTPTransferSerialField + + +#指定的合约 +CKSOTPSpecificInstrumentField = {} +#合约代码 +CKSOTPSpecificInstrumentField["InstrumentID"] = "string" +#交易所代码 +CKSOTPSpecificInstrumentField["ExchangeID"] = "string" +structDict['CKSOTPSpecificInstrumentField'] = CKSOTPSpecificInstrumentField + + +#查询客户交易级别 +CKSOTPQryInvestorTradeLevelField = {} +#经纪公司代码 +CKSOTPQryInvestorTradeLevelField["BrokerID"] = "string" +#交易所代码 +CKSOTPQryInvestorTradeLevelField["ExchangeID"] = "string" +#产品代码 +CKSOTPQryInvestorTradeLevelField["ProductID"] = "string" +structDict['CKSOTPQryInvestorTradeLevelField'] = CKSOTPQryInvestorTradeLevelField + + +#客户交易级别 +CKSOTPInvestorTradeLevelField = {} +#经纪公司代码 +CKSOTPInvestorTradeLevelField["BrokerID"] = "string" +#投资者代码 +CKSOTPInvestorTradeLevelField["InvestorID"] = "string" +#交易所代码 +CKSOTPInvestorTradeLevelField["ExchangeID"] = "string" +#产品代码 +CKSOTPInvestorTradeLevelField["ProductID"] = "string" +#交易级别 +CKSOTPInvestorTradeLevelField["TradeLevel"] = "string" +structDict['CKSOTPInvestorTradeLevelField'] = CKSOTPInvestorTradeLevelField + + +#查询个股限购额度 +CKSOTPQryPurchaseLimitAmtField = {} +#经纪公司代码 +CKSOTPQryPurchaseLimitAmtField["BrokerID"] = "string" +#交易所代码 +CKSOTPQryPurchaseLimitAmtField["ExchangeID"] = "string" +structDict['CKSOTPQryPurchaseLimitAmtField'] = CKSOTPQryPurchaseLimitAmtField + + +#个股限购额度 +CKSOTPPurchaseLimitAmtField = {} +#经纪公司代码 +CKSOTPPurchaseLimitAmtField["BrokerID"] = "string" +#投资者代码 +CKSOTPPurchaseLimitAmtField["InvestorID"] = "string" +#交易所代码 +CKSOTPPurchaseLimitAmtField["ExchangeID"] = "string" +#限购额度 +CKSOTPPurchaseLimitAmtField["PurLimitAmt"] = "float" +structDict['CKSOTPPurchaseLimitAmtField'] = CKSOTPPurchaseLimitAmtField + + +#查询个股限仓额度 +CKSOTPQryPositionLimitVolField = {} +#经纪公司代码 +CKSOTPQryPositionLimitVolField["BrokerID"] = "string" +#交易所代码 +CKSOTPQryPositionLimitVolField["ExchangeID"] = "string" +#产品代码 +CKSOTPQryPositionLimitVolField["ProductID"] = "string" +#保护性标志 +CKSOTPQryPositionLimitVolField["ProtectFlag"] = "string" +#期权C/P标志 +CKSOTPQryPositionLimitVolField["OptionsType"] = "string" +#控制范围 +CKSOTPQryPositionLimitVolField["ControlRange"] = "string" +structDict['CKSOTPQryPositionLimitVolField'] = CKSOTPQryPositionLimitVolField + + +#查询个股限仓额度 +CKSOTPPositionLimitVolField = {} +#经纪公司代码 +CKSOTPPositionLimitVolField["BrokerID"] = "string" +#投资者代码 +CKSOTPPositionLimitVolField["InvestorID"] = "string" +#交易所代码 +CKSOTPPositionLimitVolField["ExchangeID"] = "string" +#产品代码 +CKSOTPPositionLimitVolField["ProductID"] = "string" +#保护性标志 +CKSOTPPositionLimitVolField["ProtectFlag"] = "string" +#期权C/P标志 +CKSOTPPositionLimitVolField["OptionsType"] = "string" +#控制范围 +CKSOTPPositionLimitVolField["ControlRange"] = "string" +#限仓额度 +CKSOTPPositionLimitVolField["PosiLimitVol"] = "int" +structDict['CKSOTPPositionLimitVolField'] = CKSOTPPositionLimitVolField + + +#查询投资者结算结果 +CKSOTPQrySettlementInfoField = {} +#经纪公司代码 +CKSOTPQrySettlementInfoField["BrokerID"] = "string" +#投资者代码 +CKSOTPQrySettlementInfoField["InvestorID"] = "string" +#交易日 +CKSOTPQrySettlementInfoField["TradingDay"] = "string" +structDict['CKSOTPQrySettlementInfoField'] = CKSOTPQrySettlementInfoField + + +#查询结算信息确认域 +CKSOTPQrySettlementInfoConfirmField = {} +#经纪公司代码 +CKSOTPQrySettlementInfoConfirmField["BrokerID"] = "string" +#投资者代码 +CKSOTPQrySettlementInfoConfirmField["InvestorID"] = "string" +structDict['CKSOTPQrySettlementInfoConfirmField'] = CKSOTPQrySettlementInfoConfirmField + + +#投资者结算结果确认信息 +CKSOTPSettlementInfoConfirmField = {} +#经纪公司代码 +CKSOTPSettlementInfoConfirmField["BrokerID"] = "string" +#投资者代码 +CKSOTPSettlementInfoConfirmField["InvestorID"] = "string" +#确认日期 +CKSOTPSettlementInfoConfirmField["ConfirmDate"] = "string" +#确认时间 +CKSOTPSettlementInfoConfirmField["ConfirmTime"] = "string" +structDict['CKSOTPSettlementInfoConfirmField'] = CKSOTPSettlementInfoConfirmField + + +#投资者结算结果 +CKSOTPSettlementInfoField = {} +#交易日 +CKSOTPSettlementInfoField["TradingDay"] = "string" +#结算编号 +CKSOTPSettlementInfoField["SettlementID"] = "int" +#经纪公司代码 +CKSOTPSettlementInfoField["BrokerID"] = "string" +#投资者代码 +CKSOTPSettlementInfoField["InvestorID"] = "string" +#序号 +CKSOTPSettlementInfoField["SequenceNo"] = "int" +#消息正文 +CKSOTPSettlementInfoField["Content"] = "string" +structDict['CKSOTPSettlementInfoField'] = CKSOTPSettlementInfoField + + +#查询历史报单 +CKSOTPQryHistoryOrderField = {} +#经纪公司代码 +CKSOTPQryHistoryOrderField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryHistoryOrderField["InvestorID"] = "string" +#合约代码 +CKSOTPQryHistoryOrderField["InstrumentID"] = "string" +#本地报单编号 +CKSOTPQryHistoryOrderField["OrderLocalID"] = "string" +#品种代码 +CKSOTPQryHistoryOrderField["ProductID"] = "string" +#开始日期 +CKSOTPQryHistoryOrderField["OrderDataStart"] = "string" +#结束日期 +CKSOTPQryHistoryOrderField["OrderDataEnd"] = "string" +structDict['CKSOTPQryHistoryOrderField'] = CKSOTPQryHistoryOrderField + + +#查询历史成交 +CKSOTPQryHistoryTradeField = {} +#经纪公司代码 +CKSOTPQryHistoryTradeField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryHistoryTradeField["InvestorID"] = "string" +#品种代码 +CKSOTPQryHistoryTradeField["ProductID"] = "string" +#开始日期 +CKSOTPQryHistoryTradeField["TradeDataStart"] = "string" +#结束日期 +CKSOTPQryHistoryTradeField["TradeDataEnd"] = "string" +structDict['CKSOTPQryHistoryTradeField'] = CKSOTPQryHistoryTradeField + + +#查询历史行权指派明细 +CKSOTPQryHistoryAssignmentField = {} +#经纪公司代码 +CKSOTPQryHistoryAssignmentField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryHistoryAssignmentField["InvestorID"] = "string" +#交易所代码 +CKSOTPQryHistoryAssignmentField["ExchangeID"] = "string" +#产品代码 +CKSOTPQryHistoryAssignmentField["ProductID"] = "string" +#合约代码 +CKSOTPQryHistoryAssignmentField["InstrumentID"] = "string" +#投保标记 +CKSOTPQryHistoryAssignmentField["HedgeFlag"] = "string" +#期权类型 +CKSOTPQryHistoryAssignmentField["OptionsType"] = "string" +#交割月 +CKSOTPQryHistoryAssignmentField["DeliveryMonth"] = "string" +#持仓方向 +CKSOTPQryHistoryAssignmentField["PosiDirection"] = "string" +structDict['CKSOTPQryHistoryAssignmentField'] = CKSOTPQryHistoryAssignmentField + + +#查询行权交割明细 +CKSOTPQryDelivDetailField = {} +#经纪公司代码 +CKSOTPQryDelivDetailField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryDelivDetailField["InvestorID"] = "string" +#交易所代码 +CKSOTPQryDelivDetailField["ExchangeID"] = "string" +#产品代码 +CKSOTPQryDelivDetailField["ProductID"] = "string" +#交割月 +CKSOTPQryDelivDetailField["DeliveryMonth"] = "string" +#个股交收查询类型 +CKSOTPQryDelivDetailField["DelivMode"] = "string" +structDict['CKSOTPQryDelivDetailField'] = CKSOTPQryDelivDetailField + + +#自动行权执行操作 +CKSOTPAutoExecOrderActionField = {} +#经纪公司代码 +CKSOTPAutoExecOrderActionField["BrokerID"] = "string" +#投资者代码 +CKSOTPAutoExecOrderActionField["InvestorID"] = "string" +#自动行权阈值(0-不自动行权,非0-代表超过阀值会自动行权(20代表20%)) +CKSOTPAutoExecOrderActionField["RangeVol"] = "int" +structDict['CKSOTPAutoExecOrderActionField'] = CKSOTPAutoExecOrderActionField + + +#历史行权指派明细 +CKSOTPHistoryAssignmentField = {} +#经纪公司代码 +CKSOTPHistoryAssignmentField["BrokerID"] = "string" +#投资者代码 +CKSOTPHistoryAssignmentField["InvestorID"] = "string" +#交易日期 +CKSOTPHistoryAssignmentField["TradingDay"] = "string" +#产品代码 +CKSOTPHistoryAssignmentField["ProductID"] = "string" +#合约代码 +CKSOTPHistoryAssignmentField["InstrumentID"] = "string" +#客户代码 +CKSOTPHistoryAssignmentField["ClientID"] = "string" +#标的证券代码 +CKSOTPHistoryAssignmentField["StockInstr"] = "string" +#投保标记 +CKSOTPHistoryAssignmentField["HedgeFlag"] = "string" +#期权类型 +CKSOTPHistoryAssignmentField["OptionsType"] = "string" +#持仓方向 +CKSOTPHistoryAssignmentField["PosiDirection"] = "string" +#执行价 +CKSOTPHistoryAssignmentField["StrikePrice"] = "float" +#行权指派数量 +CKSOTPHistoryAssignmentField["ExecVol"] = "int" +#标的证券应收付数量 +CKSOTPHistoryAssignmentField["IOVol"] = "int" +#应收付金额 +CKSOTPHistoryAssignmentField["IOAmt"] = "float" +#行权交收日 +CKSOTPHistoryAssignmentField["DelivDate"] = "string" +structDict['CKSOTPHistoryAssignmentField'] = CKSOTPHistoryAssignmentField + + +#行权交割明细 +CKSOTPDelivDetailField = {} +#经纪公司代码 +CKSOTPDelivDetailField["BrokerID"] = "string" +#投资者代码 +CKSOTPDelivDetailField["InvestorID"] = "string" +#交易所代码 +CKSOTPDelivDetailField["ExchangeID"] = "string" +#标的证券代码 +CKSOTPDelivDetailField["StockInstr"] = "string" +#应收/应付/扣券证券数量 +CKSOTPDelivDetailField["IOVol"] = "int" +#实收付数量 +CKSOTPDelivDetailField["IOVolInFact"] = "int" +#结算价 +CKSOTPDelivDetailField["SettlementPrice"] = "float" +#扣券面值/结算金额 +CKSOTPDelivDetailField["SettlementAmt"] = "float" +#行权交收日 +CKSOTPDelivDetailField["DelivDate"] = "string" +#业务类型名称 +CKSOTPDelivDetailField["FunctionName"] = "string" +structDict['CKSOTPDelivDetailField'] = CKSOTPDelivDetailField + + +#历史报单 +CKSOTPHistoryOrderField = {} +#经纪公司代码 +CKSOTPHistoryOrderField["BrokerID"] = "string" +#投资者代码 +CKSOTPHistoryOrderField["InvestorID"] = "string" +#客户姓名 +CKSOTPHistoryOrderField["CustomerName"] = "string" +#合约代码 +CKSOTPHistoryOrderField["InstrumentID"] = "string" +#本地报单编号 +CKSOTPHistoryOrderField["OrderLocalID"] = "string" +#申报时间 +CKSOTPHistoryOrderField["InsertTime"] = "string" +#业务单元 +CKSOTPHistoryOrderField["BusinessUnit"] = "string" +#成交价格 +CKSOTPHistoryOrderField["TradePrice"] = "float" +#成交金额 +CKSOTPHistoryOrderField["TradeAmount"] = "float" +#成交数量 +CKSOTPHistoryOrderField["VolumeTraded"] = "int" +#冻结解冻金额 +CKSOTPHistoryOrderField["FrozenAmount"] = "float" +#币种代码 +CKSOTPHistoryOrderField["CurrencyID"] = "string" +#序号 +CKSOTPHistoryOrderField["SequenceNo"] = "int" +#买卖方向 +CKSOTPHistoryOrderField["Direction"] = "string" +#交易所代码 +CKSOTPHistoryOrderField["ExchangeID"] = "string" +#用户端产品信息 +CKSOTPHistoryOrderField["UserProductInfo"] = "string" +#请求编号 +CKSOTPHistoryOrderField["RequestID"] = "int" +#报单引用 +CKSOTPHistoryOrderField["OrderRef"] = "string" +#前置编号 +CKSOTPHistoryOrderField["FrontID"] = "int" +#会话编号 +CKSOTPHistoryOrderField["SessionID"] = "int" +#委托价格 +CKSOTPHistoryOrderField["OrderPrice"] = "float" +#委托来源 +CKSOTPHistoryOrderField["OrderSource"] = "string" +#委托日期 +CKSOTPHistoryOrderField["InsertDate"] = "string" +#委托时间 +CKSOTPHistoryOrderField["OrderTime"] = "string" +#委托数量 +CKSOTPHistoryOrderField["VolumeTotalOriginal"] = "int" +#委托状态 +CKSOTPHistoryOrderField["OrderStatus"] = "string" +#产品代码 +CKSOTPHistoryOrderField["ProductID"] = "string" +#产品名称 +CKSOTPHistoryOrderField["ProductName"] = "string" +#产品类型 +CKSOTPHistoryOrderField["ProductClass"] = "string" +#投保买卖开平标志 +CKSOTPHistoryOrderField["OffsetFlag"] = "string" +#业务类型名称 +CKSOTPHistoryOrderField["FunctionName"] = "string" +structDict['CKSOTPHistoryOrderField'] = CKSOTPHistoryOrderField + + +#历史成交 +CKSOTPHistoryTradeField = {} +#经纪公司代码 +CKSOTPHistoryTradeField["BrokerID"] = "string" +#投资者代码 +CKSOTPHistoryTradeField["InvestorID"] = "string" +#客户姓名 +CKSOTPHistoryTradeField["CustomerName"] = "string" +#本地报单编号 +CKSOTPHistoryTradeField["OrderLocalID"] = "string" +#币种代码 +CKSOTPHistoryTradeField["CurrencyID"] = "string" +#交易所代码 +CKSOTPHistoryTradeField["ExchangeID"] = "string" +#产品代码 +CKSOTPHistoryTradeField["ProductID"] = "string" +#产品名称 +CKSOTPHistoryTradeField["ProductName"] = "string" +#成交数量 +CKSOTPHistoryTradeField["VolumeTraded"] = "int" +#成交金额 +CKSOTPHistoryTradeField["TradeAmount"] = "float" +#成交日期 +CKSOTPHistoryTradeField["TradeDate"] = "string" +#成交时间 +CKSOTPHistoryTradeField["TradeTime"] = "string" +#投保买卖开平标志 +CKSOTPHistoryTradeField["OffsetFlag"] = "string" +#业务单元 +CKSOTPHistoryTradeField["BusinessUnit"] = "string" +#手续费 +CKSOTPHistoryTradeField["Commission"] = "float" +#备注 +CKSOTPHistoryTradeField["Memo"] = "string" +#报盘时间 +CKSOTPHistoryTradeField["TraderOfferTime"] = "string" +#成交价格 +CKSOTPHistoryTradeField["TradePrice;"] = "float" +#期权交易编码 +CKSOTPHistoryTradeField["ClientID"] = "string" +#期权类型 +CKSOTPHistoryTradeField["OptionsType"] = "string" +#备兑标志 +CKSOTPHistoryTradeField["HedgeFlag"] = "string" +#权利仓数量 +CKSOTPHistoryTradeField["RoyaltyVolume"] = "int" +#义务仓数量 +CKSOTPHistoryTradeField["ObligationVolume"] = "int" +#权利仓金额 +CKSOTPHistoryTradeField["RoyaltyAmount"] = "float" +#义务仓金额 +CKSOTPHistoryTradeField["ObligationAmount"] = "float" +#成交编号 +CKSOTPHistoryTradeField["TradeID"] = "string" +#业务类型名称 +CKSOTPHistoryTradeField["FunctionName"] = "string" +structDict['CKSOTPHistoryTradeField'] = CKSOTPHistoryTradeField + + +#个股组合拆分委托 +CKSOTPInputCombActionField = {} +#经纪公司代码 +CKSOTPInputCombActionField["BrokerID"] = "string" +#投资者代码 +CKSOTPInputCombActionField["InvestorID"] = "string" +#策略代码 +CKSOTPInputCombActionField["StrategyID"] = "string" +#合约代码1 +CKSOTPInputCombActionField["InstrumentID1"] = "string" +#合约代码2 +CKSOTPInputCombActionField["InstrumentID2"] = "string" +#合约代码3 +CKSOTPInputCombActionField["InstrumentID3"] = "string" +#合约代码4 +CKSOTPInputCombActionField["InstrumentID4"] = "string" +#组合引用 +CKSOTPInputCombActionField["CombActionRef"] = "string" +#用户代码 +CKSOTPInputCombActionField["UserID"] = "string" +#买卖方向1 +CKSOTPInputCombActionField["Direction1"] = "string" +#买卖方向2 +CKSOTPInputCombActionField["Direction2"] = "string" +#买卖方向3 +CKSOTPInputCombActionField["Direction3"] = "string" +#买卖方向4 +CKSOTPInputCombActionField["Direction4"] = "string" +#强拆标记 +CKSOTPInputCombActionField[" CombActionFlag"] = "string" +#数量 +CKSOTPInputCombActionField["Volume"] = "int" +#组合拆分标记 +CKSOTPInputCombActionField["CombDirection"] = "string" +#投机套保标志 +CKSOTPInputCombActionField["HedgeFlag"] = "string" +#交易所代码 +CKSOTPInputCombActionField["ExchangeID"] = "string" +#交易所组合编号 +CKSOTPInputCombActionField["ComTradeID"] = "string" +structDict['CKSOTPInputCombActionField'] = CKSOTPInputCombActionField + + +#个股组合拆分 +CKSOTPCombActionField = {} +#经纪公司代码 +CKSOTPCombActionField["BrokerID"] = "string" +#投资者代码 +CKSOTPCombActionField["InvestorID"] = "string" +#完整合约代码 +CKSOTPCombActionField["InstrumentID"] = "string" +#策略代码 +CKSOTPCombActionField["StrategyID"] = "string" +#合约代码1 +CKSOTPCombActionField["InstrumentID1"] = "string" +#合约代码2 +CKSOTPCombActionField["InstrumentID2"] = "string" +#合约代码3 +CKSOTPCombActionField["InstrumentID3"] = "string" +#合约代码4 +CKSOTPCombActionField["InstrumentID4"] = "string" +#组合引用 +CKSOTPCombActionField["CombActionRef"] = "string" +#用户代码 +CKSOTPCombActionField["UserID"] = "string" +#买卖方向1 +CKSOTPCombActionField["Direction1"] = "string" +#买卖方向2 +CKSOTPCombActionField["Direction2"] = "string" +#买卖方向3 +CKSOTPCombActionField["Direction3"] = "string" +#买卖方向4 +CKSOTPCombActionField["Direction4"] = "string" +#强拆标记 +CKSOTPCombActionField[" CombActionFlag"] = "string" +#数量 +CKSOTPCombActionField["Volume"] = "int" +#组合拆分标记 +CKSOTPCombActionField["CombDirection"] = "string" +#投机套保标志 +CKSOTPCombActionField["HedgeFlag"] = "string" +#本地申请组合编号 +CKSOTPCombActionField["ActionLocalID"] = "string" +#交易所代码 +CKSOTPCombActionField["ExchangeID"] = "string" +#会员代码 +CKSOTPCombActionField["ParticipantID"] = "string" +#客户代码 +CKSOTPCombActionField["ClientID"] = "string" +#合约在交易所的代码 +CKSOTPCombActionField["ExchangeInstID"] = "string" +#交易所交易员代码 +CKSOTPCombActionField["TraderID"] = "string" +#安装编号 +CKSOTPCombActionField["InstallID"] = "int" +#组合状态 +CKSOTPCombActionField["ActionStatus"] = "string" +#报单提示序号 +CKSOTPCombActionField["NotifySequence"] = "int" +#交易日 +CKSOTPCombActionField["TradingDay"] = "string" +#结算编号 +CKSOTPCombActionField["SettlementID"] = "int" +#序号 +CKSOTPCombActionField["SequenceNo"] = "int" +#前置编号 +CKSOTPCombActionField["FrontID"] = "int" +#会话编号 +CKSOTPCombActionField["SessionID"] = "int" +#用户端产品信息 +CKSOTPCombActionField["UserProductInfo"] = "string" +#状态信息 +CKSOTPCombActionField["StatusMsg"] = "string" +#交易所组合编号 +CKSOTPCombActionField["ComTradeID"] = "string" +#报单来源 +CKSOTPCombActionField["OrderSource"] = "string" +structDict['CKSOTPCombActionField'] = CKSOTPCombActionField + + +#查询个股组合持仓明细 +CKSOTPQryInvestorPositionCombineDetailField = {} +#经纪公司代码 +CKSOTPQryInvestorPositionCombineDetailField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryInvestorPositionCombineDetailField["InvestorID"] = "string" +#交易所代码 +CKSOTPQryInvestorPositionCombineDetailField["ExchangeID"] = "string" +#产品代码 +CKSOTPQryInvestorPositionCombineDetailField["ProductID"] = "string" +#交易所组合编号 +CKSOTPQryInvestorPositionCombineDetailField["ComTradeID"] = "string" +structDict['CKSOTPQryInvestorPositionCombineDetailField'] = CKSOTPQryInvestorPositionCombineDetailField + + +#个股组合持仓明细 +CKSOTPInvestorPositionCombineDetailField = {} +#经纪公司代码 +CKSOTPInvestorPositionCombineDetailField["BrokerID"] = "string" +#投资者代码 +CKSOTPInvestorPositionCombineDetailField["InvestorID"] = "string" +#交易所代码 +CKSOTPInvestorPositionCombineDetailField["ExchangeID"] = "string" +#交易编码 +CKSOTPInvestorPositionCombineDetailField["ClientID"] = "string" +#组合编号 +CKSOTPInvestorPositionCombineDetailField["ComTradeID"] = "string" +#策略代码 +CKSOTPInvestorPositionCombineDetailField["StrategyID"] = "string" +#合约代码1 +CKSOTPInvestorPositionCombineDetailField["InstrumentID1"] = "string" +#合约代码2 +CKSOTPInvestorPositionCombineDetailField["InstrumentID2"] = "string" +#合约代码3 +CKSOTPInvestorPositionCombineDetailField["InstrumentID3"] = "string" +#合约代码4 +CKSOTPInvestorPositionCombineDetailField["InstrumentID4"] = "string" +#保证金 +CKSOTPInvestorPositionCombineDetailField["Margin"] = "float" +#距离自动拆分日天数 +CKSOTPInvestorPositionCombineDetailField["CombActionVolume"] = "int" +#投保标记 +CKSOTPInvestorPositionCombineDetailField["HedgeFlag"] = "string" +#持仓量 +CKSOTPInvestorPositionCombineDetailField["TotalAmt"] = "int" +#买卖方向1 +CKSOTPInvestorPositionCombineDetailField["Direction1"] = "string" +#买卖方向2 +CKSOTPInvestorPositionCombineDetailField["Direction2"] = "string" +#买卖方向3 +CKSOTPInvestorPositionCombineDetailField["Direction3"] = "string" +#买卖方向4 +CKSOTPInvestorPositionCombineDetailField["Direction4"] = "string" +#组合买卖方向 +CKSOTPInvestorPositionCombineDetailField["CombDirection"] = "string" +structDict['CKSOTPInvestorPositionCombineDetailField'] = CKSOTPInvestorPositionCombineDetailField + + +#个股可组合可拆分手数查询请求 +CKSOTPQryCombActionVolumeField = {} +#经纪公司代码 +CKSOTPQryCombActionVolumeField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryCombActionVolumeField["InvestorID"] = "string" +#交易所代码 +CKSOTPQryCombActionVolumeField["ExchangeID"] = "string" +#策略代码 +CKSOTPQryCombActionVolumeField["StrategyID"] = "string" +#合约代码1 +CKSOTPQryCombActionVolumeField["InstrumentID1"] = "string" +#合约代码2 +CKSOTPQryCombActionVolumeField["InstrumentID2"] = "string" +#合约代码3 +CKSOTPQryCombActionVolumeField["InstrumentID3"] = "string" +#合约代码4 +CKSOTPQryCombActionVolumeField["InstrumentID4"] = "string" +#投保标记 +CKSOTPQryCombActionVolumeField["HedgeFlag"] = "string" +#买卖方向1 +CKSOTPQryCombActionVolumeField["Direction1"] = "string" +#买卖方向2 +CKSOTPQryCombActionVolumeField["Direction2"] = "string" +#买卖方向3 +CKSOTPQryCombActionVolumeField["Direction3"] = "string" +#买卖方向4 +CKSOTPQryCombActionVolumeField["Direction4"] = "string" +#强拆标记 +CKSOTPQryCombActionVolumeField[" CombActionFlag"] = "string" +#组合拆分标记 +CKSOTPQryCombActionVolumeField["CombDirection"] = "string" +#组合编号 +CKSOTPQryCombActionVolumeField["ComTradeID"] = "string" +structDict['CKSOTPQryCombActionVolumeField'] = CKSOTPQryCombActionVolumeField + + +#个股可组合可拆分手数 +CKSOTPCombActionVolumeField = {} +#经纪公司代码 +CKSOTPCombActionVolumeField["BrokerID"] = "string" +#投资者代码 +CKSOTPCombActionVolumeField["InvestorID"] = "string" +#最大可组合数量 +CKSOTPCombActionVolumeField["MaxCombVolume"] = "int" +#最大可拆分数量 +CKSOTPCombActionVolumeField["MaxActionVolume"] = "int" +structDict['CKSOTPCombActionVolumeField'] = CKSOTPCombActionVolumeField + + +#客户每日出金额度申请请求 +CKSOTPInputFundOutCreditApplyField = {} +#经纪公司代码 +CKSOTPInputFundOutCreditApplyField["BrokerID"] = "string" +#投资者代码 +CKSOTPInputFundOutCreditApplyField["InvestorID"] = "string" +#当日出金额度 +CKSOTPInputFundOutCreditApplyField["FundOutCredit"] = "float" +#当日出金额度操作类型 +CKSOTPInputFundOutCreditApplyField["CreditApplyFlag"] = "string" +#流水号 +CKSOTPInputFundOutCreditApplyField["CreditSerial"] = "int" +structDict['CKSOTPInputFundOutCreditApplyField'] = CKSOTPInputFundOutCreditApplyField + + +#客户每日出金额度查询请求 +CKSOTPQryFundOutCreditField = {} +#经纪公司代码 +CKSOTPQryFundOutCreditField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryFundOutCreditField["InvestorID"] = "string" +structDict['CKSOTPQryFundOutCreditField'] = CKSOTPQryFundOutCreditField + + +#客户每日出金额度查询 +CKSOTPRspQryFundOutCreditField = {} +#经纪公司代码 +CKSOTPRspQryFundOutCreditField["BrokerID"] = "string" +#投资者代码 +CKSOTPRspQryFundOutCreditField["InvestorID"] = "string" +#当日出金额度 +CKSOTPRspQryFundOutCreditField["FundOutCredit"] = "float" +#当日已出金额度 +CKSOTPRspQryFundOutCreditField["FundOutedCredit"] = "float" +#最后更新日期 +CKSOTPRspQryFundOutCreditField["UpdateDate"] = "string" +#设置日期 +CKSOTPRspQryFundOutCreditField["SetDate"] = "string" +#设置时间 +CKSOTPRspQryFundOutCreditField["SetTime"] = "string" +structDict['CKSOTPRspQryFundOutCreditField'] = CKSOTPRspQryFundOutCreditField + + +#客户每日出金额度申请查询请求 +CKSOTPQryFundOutCreditApplyField = {} +#经纪公司代码 +CKSOTPQryFundOutCreditApplyField["BrokerID"] = "string" +#投资者代码 +CKSOTPQryFundOutCreditApplyField["InvestorID"] = "string" +#查询开始日期 +CKSOTPQryFundOutCreditApplyField["QryCreditStart"] = "string" +#查询结束日期 +CKSOTPQryFundOutCreditApplyField["QryCreditEnd"] = "string" +#当日出金额度处理状态 +CKSOTPQryFundOutCreditApplyField["DealStatus"] = "string" +structDict['CKSOTPQryFundOutCreditApplyField'] = CKSOTPQryFundOutCreditApplyField + + +#客户每日出金额度申请查询 +CKSOTPRspQryFundOutCreditApplyField = {} +#经纪公司代码 +CKSOTPRspQryFundOutCreditApplyField["BrokerID"] = "string" +#投资者代码 +CKSOTPRspQryFundOutCreditApplyField["InvestorID"] = "string" +#流水号 +CKSOTPRspQryFundOutCreditApplyField["CreditSerial"] = "int" +#申请出金额度 +CKSOTPRspQryFundOutCreditApplyField["FundOutCredit"] = "float" +#当日出金额度处理状态 +CKSOTPRspQryFundOutCreditApplyField["DealStatus"] = "string" +#申请日期 +CKSOTPRspQryFundOutCreditApplyField["ApplyDate"] = "string" +#申请时间 +CKSOTPRspQryFundOutCreditApplyField["ApplyTime"] = "string" +#审核日期 +CKSOTPRspQryFundOutCreditApplyField["ConfirmDate"] = "string" +#审核时间 +CKSOTPRspQryFundOutCreditApplyField["ConfirmTime"] = "string" +structDict['CKSOTPRspQryFundOutCreditApplyField'] = CKSOTPRspQryFundOutCreditApplyField + +structDict['CKSOTPRspQryFundOutCreditApplyField'] = CKSOTPRspQryFundOutCreditApplyField + + + diff --git a/vn.ksotp/vnksotpmd/test/KSInterB2C.lkc b/vn.ksotp/vnksotpmd/test/KSInterB2C.lkc new file mode 100644 index 00000000..a26d34ec Binary files /dev/null and b/vn.ksotp/vnksotpmd/test/KSInterB2C.lkc differ diff --git a/vn.ksotp/vnksotpmd/test/KSMarketDataAPI_00_20151207_0.klg b/vn.ksotp/vnksotpmd/test/KSMarketDataAPI_00_20151207_0.klg new file mode 100644 index 00000000..f1476e55 Binary files /dev/null and b/vn.ksotp/vnksotpmd/test/KSMarketDataAPI_00_20151207_0.klg differ diff --git a/vn.ksotp/vnksotpmd/test/KSMarketDataAPI_01_20151207_0.klg b/vn.ksotp/vnksotpmd/test/KSMarketDataAPI_01_20151207_0.klg new file mode 100644 index 00000000..46a27121 Binary files /dev/null and b/vn.ksotp/vnksotpmd/test/KSMarketDataAPI_01_20151207_0.klg differ diff --git a/vn.ksotp/vnksotpmd/test/SSPXEncode.dll b/vn.ksotp/vnksotpmd/test/SSPXEncode.dll new file mode 100644 index 00000000..1e2cb6a1 Binary files /dev/null and b/vn.ksotp/vnksotpmd/test/SSPXEncode.dll differ diff --git a/vn.ksotp/vnksotpmd/test/ksPortalAPI.dll 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and b/vn.ksotp/vnksotpmd/test/log/KSInterB2C.lkc differ diff --git a/vn.ksotp/vnksotpmd/test/log/KSMarketDataAPI_00_20151207_0.klg b/vn.ksotp/vnksotpmd/test/log/KSMarketDataAPI_00_20151207_0.klg new file mode 100644 index 00000000..75a40320 Binary files /dev/null and b/vn.ksotp/vnksotpmd/test/log/KSMarketDataAPI_00_20151207_0.klg differ diff --git a/vn.ksotp/vnksotpmd/test/log/KSMarketDataAPI_01_20151206_0.klg b/vn.ksotp/vnksotpmd/test/log/KSMarketDataAPI_01_20151206_0.klg new file mode 100644 index 00000000..1231e2fa Binary files /dev/null and b/vn.ksotp/vnksotpmd/test/log/KSMarketDataAPI_01_20151206_0.klg differ diff --git a/vn.ksotp/vnksotpmd/test/mdtest.py b/vn.ksotp/vnksotpmd/test/mdtest.py new file mode 100644 index 00000000..25e5214d --- /dev/null +++ b/vn.ksotp/vnksotpmd/test/mdtest.py @@ -0,0 +1,169 @@ +# encoding: UTF-8 + +import sys +from time import sleep + +from PyQt4 import QtGui + +from vnksotpmd import * + + +#---------------------------------------------------------------------- +def print_dict(d): + """按照键值打印一个字典""" + for key,value in d.items(): + print key + ':' + str(value) + + +#---------------------------------------------------------------------- +def simple_log(func): + """简单装饰器用于输出函数名""" + def wrapper(*args, **kw): + print "" + print str(func.__name__) + return func(*args, **kw) + return wrapper + + +######################################################################## +class TestMdApi(MdApi): + """测试用实例""" + + #---------------------------------------------------------------------- + def __init__(self): + """Constructor""" + super(TestMdApi, self).__init__() + + #---------------------------------------------------------------------- + @simple_log + def onFrontConnected(self): + """服务器连接""" + pass + + #---------------------------------------------------------------------- + @simple_log + def onFrontDisconnected(self, n): + """服务器断开""" + print n + + #---------------------------------------------------------------------- + @simple_log + def onRspError(self, error, n, last): + """错误""" + print_dict(error) + + @simple_log + #---------------------------------------------------------------------- + def onRspUserLogin(self, data, error, n, last): + """登陆回报""" + print_dict(data) + print_dict(error) + + #---------------------------------------------------------------------- + @simple_log + def onRspUserLogout(self, data, error, n, last): + """登出回报""" + print_dict(data) + print_dict(error) + + #---------------------------------------------------------------------- + @simple_log + def onRspSubMarketData(self, data, error, n, last): + """订阅合约回报""" + print_dict(data) + print_dict(error) + + #---------------------------------------------------------------------- + @simple_log + def onRspUnSubMarketData(self, data, error, n, last): + """退订合约回报""" + print_dict(data) + print_dict(error) + + #---------------------------------------------------------------------- + @simple_log + def onRtnDepthMarketData(self, data): + """行情推送""" + print_dict(data) + + #---------------------------------------------------------------------- + @simple_log + def onRspSubForQuoteRsp(self, data, error, n, last): + """订阅合约回报""" + print_dict(data) + print_dict(error) + + #---------------------------------------------------------------------- + @simple_log + def onRspUnSubForQuoteRsp(self, data, error, n, last): + """退订合约回报""" + print_dict(data) + print_dict(error) + + #---------------------------------------------------------------------- + @simple_log + def onRtnForQuoteRsp(self, data): + """行情推送""" + print_dict(data) + + +#---------------------------------------------------------------------- +def main(): + """主测试函数，出现堵塞时可以考虑使用sleep""" + reqid = 0 + + #创建Qt应用对象，用于事件循环 + app = QtGui.QApplication(sys.argv) + + # 创建API对象 + api = TestMdApi() + + # 在C++环境中创建MdApi对象，传入参数是希望用来保存.con文件的地址 + api.createOTPMdApi('') + + # 注册前置机地址 + api.registerFront("tcp://115.238.106.253:18993") + #api.registerFront("tcp://124.160.44.166:17159") # 其他测试地址 + + # 初始化api，连接前置机 + api.init() + sleep(8) + + # 登陆 + loginReq = {} # 创建一个空字典 + loginReq['UserID'] = '90093625 ' # 参数作为字典键值的方式传入 + loginReq['Password'] = '624001' # 键名和C++中的结构体成员名对应 + loginReq['BrokerID'] = '3748FD77' + reqid = reqid + 1 # 请求数必须保持唯一性 + i = api.reqUserLogin(loginReq, 1) + sleep(3) + + ## 登出，测试出错（无此功能） + #reqid = reqid + 1 + #i = api.reqUserLogout({}, 1) + #sleep(0.5) + + ## 安全退出，测试通过 + #i = api.exit() + + ## 获取交易日，目前输出为空 + #day = api.getTradingDay() + #print 'Trading Day is:' + str(day) + #sleep(0.5) + + ## 订阅合约，测试通过 + #req = {} + #req['InstrumentID'] = '510050' + #req['ExchangeID'] = 'SHE' + #i = api.subscribeMarketData(req) + + ## 退订合约，测试通过 + #i = api.unSubscribeMarketData('IF1505') + + # 连续运行，用于输出行情 + app.exec_() + + + +if __name__ == '__main__': + main() diff --git a/vn.ksotp/vnksotpmd/test/vnksotpmd.pyd b/vn.ksotp/vnksotpmd/test/vnksotpmd.pyd new file mode 100644 index 00000000..52d619d1 Binary files /dev/null and b/vn.ksotp/vnksotpmd/test/vnksotpmd.pyd differ diff --git a/vn.ksotp/vnksotpmd/vnksotpmd/ReadMe.txt b/vn.ksotp/vnksotpmd/vnksotpmd/ReadMe.txt new file mode 100644 index 00000000..3698a50c --- /dev/null +++ b/vn.ksotp/vnksotpmd/vnksotpmd/ReadMe.txt @@ -0,0 +1,48 @@ +======================================================================== + DYNAMIC LINK LIBRARY : vnksotpmd Project Overview +======================================================================== + +AppWizard has created this vnksotpmd DLL for you. + +This file contains a summary of what you will find in each of the files that +make up your vnksotpmd application. + + +vnksotpmd.vcxproj + This is the main project file for VC++ projects generated using an Application Wizard. + It contains information about the version of Visual C++ that generated the file, and + information about the platforms, configurations, and project features selected with the + Application Wizard. + +vnksotpmd.vcxproj.filters + This is the filters file for VC++ projects generated using an Application Wizard. + It contains information about the association between the files in your project + and the filters. This association is used in the IDE to show grouping of files with + similar extensions under a specific node (for e.g. ".cpp" files are associated with the + "Source Files" filter). + +vnksotpmd.cpp + This is the main DLL source file. + + When created, this DLL does not export any symbols. As a result, it + will not produce a .lib file when it is built. If you wish this project + to be a project dependency of some other project, you will either need to + add code to export some symbols from the DLL so that an export library + will be produced, or you can set the Ignore Input Library property to Yes + on the General propert page of the Linker folder in the project's Property + Pages dialog box. + +///////////////////////////////////////////////////////////////////////////// +Other standard files: + +StdAfx.h, StdAfx.cpp + These files are used to build a precompiled header (PCH) file + named vnksotpmd.pch and a precompiled types file named StdAfx.obj. + +///////////////////////////////////////////////////////////////////////////// +Other notes: + +AppWizard uses "TODO:" comments to indicate parts of the source code you +should add to or customize. + +///////////////////////////////////////////////////////////////////////////// diff --git a/vn.ksotp/vnksotpmd/vnksotpmd/dllmain.cpp b/vn.ksotp/vnksotpmd/vnksotpmd/dllmain.cpp new file mode 100644 index 00000000..69b58914 --- /dev/null +++ b/vn.ksotp/vnksotpmd/vnksotpmd/dllmain.cpp @@ -0,0 +1,19 @@ +// dllmain.cpp : Defines the entry point for the DLL application. +#include "stdafx.h" + +BOOL APIENTRY DllMain( HMODULE hModule, + DWORD ul_reason_for_call, + LPVOID lpReserved + ) +{ + switch (ul_reason_for_call) + { + case DLL_PROCESS_ATTACH: + case DLL_THREAD_ATTACH: + case DLL_THREAD_DETACH: + case DLL_PROCESS_DETACH: + break; + } + return TRUE; +} + diff --git a/vn.ksotp/vnksotpmd/vnksotpmd/stdafx.cpp b/vn.ksotp/vnksotpmd/vnksotpmd/stdafx.cpp new file mode 100644 index 00000000..0461271f --- /dev/null +++ b/vn.ksotp/vnksotpmd/vnksotpmd/stdafx.cpp @@ -0,0 +1,8 @@ +// stdafx.cpp : source file that includes just the standard includes +// vnksotpmd.pch will be the pre-compiled header +// stdafx.obj will contain the pre-compiled type information + +#include "stdafx.h" + +// TODO: reference any additional headers you need in STDAFX.H +// and not in this file diff --git a/vn.ksotp/vnksotpmd/vnksotpmd/stdafx.h b/vn.ksotp/vnksotpmd/vnksotpmd/stdafx.h new file mode 100644 index 00000000..f3a07375 --- /dev/null +++ b/vn.ksotp/vnksotpmd/vnksotpmd/stdafx.h @@ -0,0 +1,16 @@ +// stdafx.h : include file for standard system include files, +// or project specific include files that are used frequently, but +// are changed infrequently +// + +#pragma once + +#include "targetver.h" + +#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers +// Windows Header Files: +#include + + + +// TODO: reference additional headers your program requires here diff --git a/vn.ksotp/vnksotpmd/vnksotpmd/targetver.h b/vn.ksotp/vnksotpmd/vnksotpmd/targetver.h new file mode 100644 index 00000000..87c0086d --- /dev/null +++ b/vn.ksotp/vnksotpmd/vnksotpmd/targetver.h @@ -0,0 +1,8 @@ +#pragma once + +// Including SDKDDKVer.h defines the highest available Windows platform. + +// If you wish to build your application for a previous Windows platform, include WinSDKVer.h and +// set the _WIN32_WINNT macro to the platform you wish to support before including SDKDDKVer.h. + +#include diff --git a/vn.ksotp/vnksotpmd/vnksotpmd/vnksotpmd.cpp b/vn.ksotp/vnksotpmd/vnksotpmd/vnksotpmd.cpp new file mode 100644 index 00000000..137bdbcd --- /dev/null +++ b/vn.ksotp/vnksotpmd/vnksotpmd/vnksotpmd.cpp @@ -0,0 +1,869 @@ +// vnctpmd.cpp : DLL Ӧóĵ +// + +#include "stdafx.h" +#include "vnksotpmd.h" + +///------------------------------------------------------------------------------------- +///PythonC++תõĺ +///------------------------------------------------------------------------------------- + +void getInt(dict d, string key, int *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +}; + +void getDouble(dict d, string key, double *value) +{ + if (d.has_key(key)) + { + object o = d[key]; + extract x(o); + if (x.check()) + { + *value = x(); + } + } +}; + +void getChar(dict d, string key, char *value) +{ + if (d.has_key(key)) + { + object o = d[key]; + extract x(o); + if (x.check()) + { + string s = x(); + const char *buffer = s.c_str(); + //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ + //+1ӦΪC++ַĽβţرȷ1 + strcpy_s(value, strlen(buffer) + 1, buffer); + } + } +}; + + + +///------------------------------------------------------------------------------------- +///C++Ļصݱ浽 +///------------------------------------------------------------------------------------- + +void MdApi::OnFrontConnected() +{ + Task task = Task(); + task.task_name = ONFRONTCONNECTED; + this->task_queue.push(task); +}; + +void MdApi::OnFrontDisconnected(int nReason) +{ + Task task = Task(); + task.task_name = ONFRONTDISCONNECTED; + task.task_id = nReason; + this->task_queue.push(task); +}; + +void MdApi::OnRspUserLogin(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPUSERLOGIN; + + if (pRspUserLogin) + { + task.task_data = *pRspUserLogin; + } + else + { + CKSOTPRspUserLoginField empty_data = CKSOTPRspUserLoginField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPUSERLOGOUT; + + if (pUserLogout) + { + task.task_data = *pUserLogout; + } + else + { + CKSOTPUserLogoutField empty_data = CKSOTPUserLogoutField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRspError(CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPERROR; + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRspSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPSUBMARKETDATA; + + if (pSpecificInstrument) + { + task.task_data = *pSpecificInstrument; + } + else + { + CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRspUnSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPUNSUBMARKETDATA; + + if (pSpecificInstrument) + { + task.task_data = *pSpecificInstrument; + } + else + { + CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRspSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPSUBFORQUOTERSP; + + if (pSpecificInstrument) + { + task.task_data = *pSpecificInstrument; + } + else + { + CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRspUnSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPUNSUBFORQUOTERSP; + + if (pSpecificInstrument) + { + task.task_data = *pSpecificInstrument; + } + else + { + CKSOTPSpecificInstrumentField empty_data = CKSOTPSpecificInstrumentField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void MdApi::OnRtnDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData) +{ + Task task = Task(); + task.task_name = ONRTNDEPTHMARKETDATA; + + if (pDepthMarketData) + { + task.task_data = *pDepthMarketData; + } + else + { + CKSOTPDepthMarketDataField empty_data = CKSOTPDepthMarketDataField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + this->task_queue.push(task); +}; + +void MdApi::OnRtnForQuoteRsp(CKSOTPForQuoteRspField *pForQuoteRsp) +{ + Task task = Task(); + task.task_name = ONRTNFORQUOTERSP; + + if (pForQuoteRsp) + { + task.task_data = *pForQuoteRsp; + } + else + { + CKSOTPForQuoteRspField empty_data = CKSOTPForQuoteRspField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + this->task_queue.push(task); +}; + + +///------------------------------------------------------------------------------------- +///̴߳ӶȡݣתΪpython󣬽 +///------------------------------------------------------------------------------------- + +void MdApi::processTask() +{ + while (1) + { + Task task = this->task_queue.wait_and_pop(); + + switch (task.task_name) + { + case ONFRONTCONNECTED: + { + this->processFrontConnected(task); + break; + } + + case ONFRONTDISCONNECTED: + { + this->processFrontDisconnected(task); + break; + } + + case ONRSPUSERLOGIN: + { + this->processRspUserLogin(task); + break; + } + + case ONRSPUSERLOGOUT: + { + this->processRspUserLogout(task); + break; + } + + case ONRSPERROR: + { + this->processRspError(task); + break; + } + + case ONRSPSUBMARKETDATA: + { + this->processRspSubMarketData(task); + break; + } + + case ONRSPUNSUBMARKETDATA: + { + this->processRspUnSubMarketData(task); + break; + } + + case ONRSPSUBFORQUOTERSP: + { + this->processRspSubForQuoteRsp(task); + break; + } + + case ONRSPUNSUBFORQUOTERSP: + { + this->processRspUnSubForQuoteRsp(task); + break; + } + + case ONRTNDEPTHMARKETDATA: + { + this->processRtnDepthMarketData(task); + break; + } + + case ONRTNFORQUOTERSP: + { + this->processRtnForQuoteRsp(task); + break; + } + }; + } +}; + +void MdApi::processFrontConnected(Task task) +{ + PyLock lock; + this->onFrontConnected(); +}; + +void MdApi::processFrontDisconnected(Task task) +{ + PyLock lock; + this->onFrontDisconnected(task.task_id); +}; + +void MdApi::processRspUserLogin(Task task) +{ + PyLock lock; + CKSOTPRspUserLoginField task_data = any_cast(task.task_data); + dict data; + data["MaxOrderRef"] = task_data.MaxOrderRef; + data["UserID"] = task_data.UserID; + data["TradingDay"] = task_data.TradingDay; + data["SessionID"] = task_data.SessionID; + data["SystemName"] = task_data.SystemName; + data["FrontID"] = task_data.FrontID; + data["BrokerID"] = task_data.BrokerID; + data["LoginTime"] = task_data.LoginTime; + data["SSETime"] = task_data.SSETime; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspUserLogin(data, error, task.task_id, task.task_last); +}; + +void MdApi::processRspUserLogout(Task task) +{ + PyLock lock; + CKSOTPUserLogoutField task_data = any_cast(task.task_data); + dict data; + data["UserID"] = task_data.UserID; + data["BrokerID"] = task_data.BrokerID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspUserLogout(data, error, task.task_id, task.task_last); +}; + +void MdApi::processRspError(Task task) +{ + PyLock lock; + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspError(error, task.task_id, task.task_last); +}; + +void MdApi::processRspSubMarketData(Task task) +{ + PyLock lock; + CKSOTPSpecificInstrumentField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspSubMarketData(data, error, task.task_id, task.task_last); +}; + +void MdApi::processRspUnSubMarketData(Task task) +{ + PyLock lock; + CKSOTPSpecificInstrumentField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspUnSubMarketData(data, error, task.task_id, task.task_last); +}; + +void MdApi::processRspSubForQuoteRsp(Task task) +{ + PyLock lock; + CKSOTPSpecificInstrumentField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspSubForQuoteRsp(data, error, task.task_id, task.task_last); +}; + +void MdApi::processRspUnSubForQuoteRsp(Task task) +{ + PyLock lock; + CKSOTPSpecificInstrumentField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspUnSubForQuoteRsp(data, error, task.task_id, task.task_last); +}; + +void MdApi::processRtnDepthMarketData(Task task) +{ + PyLock lock; + CKSOTPDepthMarketDataField task_data = any_cast(task.task_data); + dict data; + data["HighestPrice"] = task_data.HighestPrice; + data["BidPrice5"] = task_data.BidPrice5; + data["BidPrice4"] = task_data.BidPrice4; + data["BidPrice1"] = task_data.BidPrice1; + data["BidPrice3"] = task_data.BidPrice3; + data["BidPrice2"] = task_data.BidPrice2; + data["LowerLimitPrice"] = task_data.LowerLimitPrice; + data["OpenPrice"] = task_data.OpenPrice; + data["AskPrice5"] = task_data.AskPrice5; + data["AskPrice4"] = task_data.AskPrice4; + data["AskPrice3"] = task_data.AskPrice3; + data["PreClosePrice"] = task_data.PreClosePrice; + data["AskPrice1"] = task_data.AskPrice1; + data["PreSettlementPrice"] = task_data.PreSettlementPrice; + data["AskVolume1"] = task_data.AskVolume1; + data["UpdateTime"] = task_data.UpdateTime; + data["UpdateMillisec"] = task_data.UpdateMillisec; + data["AveragePrice"] = task_data.AveragePrice; + data["BidVolume5"] = task_data.BidVolume5; + data["BidVolume4"] = task_data.BidVolume4; + data["BidVolume3"] = task_data.BidVolume3; + data["BidVolume2"] = task_data.BidVolume2; + data["PreOpenInterest"] = task_data.PreOpenInterest; + data["AskPrice2"] = task_data.AskPrice2; + data["Volume"] = task_data.Volume; + data["AskVolume3"] = task_data.AskVolume3; + data["AskVolume2"] = task_data.AskVolume2; + data["AskVolume5"] = task_data.AskVolume5; + data["AskVolume4"] = task_data.AskVolume4; + data["UpperLimitPrice"] = task_data.UpperLimitPrice; + data["BidVolume1"] = task_data.BidVolume1; + data["InstrumentID"] = task_data.InstrumentID; + data["ClosePrice"] = task_data.ClosePrice; + data["ExchangeID"] = task_data.ExchangeID; + data["TradingDay"] = task_data.TradingDay; + data["PreDelta"] = task_data.PreDelta; + data["OpenInterest"] = task_data.OpenInterest; + data["CurrDelta"] = task_data.CurrDelta; + data["Turnover"] = task_data.Turnover; + data["LastPrice"] = task_data.LastPrice; + data["SettlementPrice"] = task_data.SettlementPrice; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["LowestPrice"] = task_data.LowestPrice; + data["ActionDay"] = task_data.ActionDay; + + this->onRtnDepthMarketData(data); +}; + +void MdApi::processRtnForQuoteRsp(Task task) +{ + PyLock lock; + CKSOTPForQuoteRspField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ActionDay"] = task_data.ActionDay; + data["ExchangeID"] = task_data.ExchangeID; + data["TradingDay"] = task_data.TradingDay; + data["ForQuoteSysID"] = task_data.ForQuoteSysID; + data["ForQuoteTime"] = task_data.ForQuoteTime; + + this->onRtnForQuoteRsp(data); +}; + + +///------------------------------------------------------------------------------------- +/// +///------------------------------------------------------------------------------------- + +void MdApi::createOTPMdApi(string pszFlowPath) +{ + this->api = CKSOTPMdApi::CreateOTPMdApi(pszFlowPath.c_str()); + this->api->RegisterSpi(this); +}; + +void MdApi::release() +{ + this->api->Release(); +}; + +void MdApi::init() +{ + this->api->Init(); +}; + +int MdApi::exit() +{ + //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ + this->api->RegisterSpi(NULL); + this->api->Release(); + this->api = NULL; + return 1; +}; + +string MdApi::getTradingDay() +{ + string day = this->api->GetTradingDay(); + return day; +}; + +void MdApi::registerFront(string pszFrontAddress) +{ + this->api->RegisterFront((char*)pszFrontAddress.c_str()); +}; + +int MdApi::subscribeMarketData(dict req) +{ + //д + CKSOTPSpecificInstrumentField myreq = CKSOTPSpecificInstrumentField(); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExchangeID", myreq.ExchangeID); + CKSOTPSpecificInstrumentField* reqarray[1] = { &myreq }; + int i = this->api->SubscribeMarketData(reqarray, 1); + return i; +}; + +int MdApi::unSubscribeMarketData(dict req) +{ + //д + CKSOTPSpecificInstrumentField myreq = CKSOTPSpecificInstrumentField(); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExchangeID", myreq.ExchangeID); + CKSOTPSpecificInstrumentField* reqarray[1] = { &myreq }; + int i = this->api->UnSubscribeMarketData(reqarray, 1); + return i; +}; + +int MdApi::subscribeForQuoteRsp(string instrumentID) +{ + char* buffer = (char*)instrumentID.c_str(); + char* myreq[1] = { buffer }; + int i = this->api->SubscribeForQuoteRsp(myreq, 1); + return i; +}; + +int MdApi::unSubscribeForQuoteRsp(string instrumentID) +{ + char* buffer = (char*)instrumentID.c_str(); + char* myreq[1] = { buffer };; + int i = this->api->UnSubscribeForQuoteRsp(myreq, 1); + return i; +}; + +int MdApi::reqUserLogin(dict req, int nRequestID) +{ + CKSOTPReqUserLoginField myreq = CKSOTPReqUserLoginField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "MacAddress", myreq.MacAddress); + getChar(req, "UserProductInfo", myreq.UserProductInfo); + getChar(req, "UserID", myreq.UserID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "ClientIPAddress", myreq.ClientIPAddress); + getChar(req, "Password", myreq.Password); + int i = this->api->ReqUserLogin(&myreq, nRequestID); + return i; +}; + +int MdApi::reqUserLogout(dict req, int nRequestID) +{ + CKSOTPUserLogoutField myreq = CKSOTPUserLogoutField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "UserID", myreq.UserID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqUserLogout(&myreq, nRequestID); + return i; +}; + + +///------------------------------------------------------------------------------------- +///Boost.Pythonװ +///------------------------------------------------------------------------------------- + +struct MdApiWrap : MdApi, wrapper < MdApi > +{ + virtual void onFrontConnected() + { + //µtry...catch...ʵֲ׽pythonдĹܣֹC++ֱӳԭδ֪ı + try + { + this->get_override("onFrontConnected")(); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onFrontDisconnected(int i) + { + try + { + this->get_override("onFrontDisconnected")(i); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspError(dict data, int id, bool last) + { + try + { + this->get_override("onRspError")(data, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspUserLogin(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspUserLogin")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspUserLogout(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspUserLogout")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspSubMarketData(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspSubMarketData")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspUnSubMarketData(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspUnSubMarketData")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspSubForQuoteRsp(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspSubForQuoteRsp")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspUnSubForQuoteRsp(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspUnSubForQuoteRsp")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRtnDepthMarketData(dict data) + { + try + { + this->get_override("onRtnDepthMarketData")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRtnForQuoteRsp(dict data) + { + try + { + this->get_override("onRtnForQuoteRsp")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; +}; + + +BOOST_PYTHON_MODULE(vnksotpmd) +{ + PyEval_InitThreads(); //ʱУ֤ȴGIL + + class_("MdApi") + .def("createOTPMdApi", &MdApiWrap::createOTPMdApi) + .def("release", &MdApiWrap::release) + .def("init", &MdApiWrap::init) + .def("exit", &MdApiWrap::exit) + .def("getTradingDay", &MdApiWrap::getTradingDay) + .def("registerFront", &MdApiWrap::registerFront) + .def("subscribeMarketData", &MdApiWrap::subscribeMarketData) + .def("unSubscribeMarketData", &MdApiWrap::unSubscribeMarketData) + .def("subscribeForQuoteRsp", &MdApiWrap::subscribeForQuoteRsp) + .def("unSubscribeForQuoteRsp", &MdApiWrap::unSubscribeForQuoteRsp) + .def("reqUserLogin", &MdApiWrap::reqUserLogin) + .def("reqUserLogout", &MdApiWrap::reqUserLogout) + + .def("onFrontConnected", pure_virtual(&MdApiWrap::onFrontConnected)) + .def("onFrontDisconnected", pure_virtual(&MdApiWrap::onFrontDisconnected)) + .def("onRspError", pure_virtual(&MdApiWrap::onRspError)) + .def("onRspUserLogin", pure_virtual(&MdApiWrap::onRspUserLogin)) + .def("onRspUserLogout", pure_virtual(&MdApiWrap::onRspUserLogout)) + .def("onRspSubMarketData", pure_virtual(&MdApiWrap::onRspSubMarketData)) + .def("onRspUnSubMarketData", pure_virtual(&MdApiWrap::onRspUnSubMarketData)) + .def("onRtnDepthMarketData", pure_virtual(&MdApiWrap::onRtnDepthMarketData)) + .def("onRspSubForQuoteRsp", pure_virtual(&MdApiWrap::onRspSubForQuoteRsp)) + .def("onRspUnSubForQuoteRsp", pure_virtual(&MdApiWrap::onRspUnSubForQuoteRsp)) + .def("onRtnForQuoteRsp", pure_virtual(&MdApiWrap::onRtnForQuoteRsp)) + ; +}; diff --git a/vn.ksotp/vnksotpmd/vnksotpmd/vnksotpmd.h b/vn.ksotp/vnksotpmd/vnksotpmd/vnksotpmd.h new file mode 100644 index 00000000..19e77fcd --- /dev/null +++ b/vn.ksotp/vnksotpmd/vnksotpmd/vnksotpmd.h @@ -0,0 +1,294 @@ +//˵ + +//ϵͳ +#include "stdafx.h" +#include +#include + +#include + +//Boost +#define BOOST_PYTHON_STATIC_LIB +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //е̹߳ +#include //е̹߳ +#include //еʵ + +//API +#include "KSOTPMdApi.h" + +//ռ +using namespace std; +using namespace boost::python; +using namespace boost; +using namespace KingstarAPI; + +// +#define ONFRONTCONNECTED 1 +#define ONFRONTDISCONNECTED 2 +#define ONRSPUSERLOGIN 3 +#define ONRSPUSERLOGOUT 4 +#define ONRSPERROR 5 +#define ONRSPSUBMARKETDATA 6 +#define ONRSPUNSUBMARKETDATA 7 +#define ONRSPSUBFORQUOTERSP 8 +#define ONRSPUNSUBFORQUOTERSP 9 +#define ONRTNDEPTHMARKETDATA 10 +#define ONRTNFORQUOTERSP 11 + + +///------------------------------------------------------------------------------------- +///APIеIJ +///------------------------------------------------------------------------------------- + +//GILȫ򻯻ȡã +//ڰC++̻߳GILӶֹpython +class PyLock +{ +private: + PyGILState_STATE gil_state; + +public: + //ijдöʱGIL + PyLock() + { + gil_state = PyGILState_Ensure(); + } + + //ijɺٸöʱGIL + ~PyLock() + { + PyGILState_Release(gil_state); + } +}; + + +//ṹ +struct Task +{ + int task_name; //صƶӦij + any task_data; //ݽṹ + any task_error; //ṹ + int task_id; //id + bool task_last; //ǷΪ󷵻 +}; + + +///̰߳ȫĶ +template + +class ConcurrentQueue +{ +private: + queue the_queue; //׼ + mutable mutex the_mutex; //boost + condition_variable the_condition_variable; //boost + +public: + + //µ + void push(Data const& data) + { + mutex::scoped_lock lock(the_mutex); //ȡ + the_queue.push(data); //д + lock.unlock(); //ͷ + the_condition_variable.notify_one(); //֪ͨȴ߳ + } + + //ǷΪ + bool empty() const + { + mutex::scoped_lock lock(the_mutex); + return the_queue.empty(); + } + + //ȡ + Data wait_and_pop() + { + mutex::scoped_lock lock(the_mutex); + + while (the_queue.empty()) //Ϊʱ + { + the_condition_variable.wait(lock); //ȴ֪ͨ + } + + Data popped_value = the_queue.front(); //ȡеһ + the_queue.pop(); //ɾ + return popped_value; //ظ + } + +}; + + +//ֵлȡijֵӦֵṹֵ +void getInt(dict d, string key, int* value); + + +//ֵлȡijֵӦĸֵṹֵ +void getDouble(dict d, string key, double* value); + + +//ֵлȡijֵӦֵַṹֵ +void getChar(dict d, string key, char* value); + + + +///------------------------------------------------------------------------------------- +///C++ SPIĻصʵ +///------------------------------------------------------------------------------------- + +//APIļ̳ʵ +class MdApi : public CKSOTPMdSpi +{ +private: + CKSOTPMdApi* api; //API + thread *task_thread; //ָ߳루pythonݣ + ConcurrentQueue task_queue; // + +public: + MdApi() + { + this->api = NULL; + + function0 f = boost::bind(&MdApi::processTask, this); + thread t(f); + this->task_thread = &t; + }; + + ~MdApi() + { + }; + + //------------------------------------------------------------------------------------- + //APIص + //------------------------------------------------------------------------------------- + + ///ͻ뽻׺̨ͨʱδ¼ǰ÷á + virtual void OnFrontConnected(); + + ///ͻ뽻׺̨ͨӶϿʱ÷áAPIԶӣͻ˿ɲ + ///@param nReason ԭ + /// 0x1001 ʧ + /// 0x1002 дʧ + /// 0x2001 ʱ + /// 0x2002 ʧ + /// 0x2003 յ + virtual void OnFrontDisconnected(int nReason); + + ///¼Ӧ + virtual void OnRspUserLogin(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///dzӦ + virtual void OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///Ӧ + virtual void OnRspError(CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///Ӧ + virtual void OnRspSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ȡӦ + virtual void OnRspUnSubMarketData(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯӦ + virtual void OnRspSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ȡѯӦ + virtual void OnRspUnSubForQuoteRsp(CKSOTPSpecificInstrumentField *pSpecificInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///֪ͨ + virtual void OnRtnDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData); + + ///ѯ֪ͨ + virtual void OnRtnForQuoteRsp(CKSOTPForQuoteRspField *pForQuoteRsp); + + //------------------------------------------------------------------------------------- + //task + //------------------------------------------------------------------------------------- + + void processTask(); + + void processFrontConnected(Task task); + + void processFrontDisconnected(Task task); + + void processRspUserLogin(Task task); + + void processRspUserLogout(Task task); + + void processRspError(Task task); + + void processRspSubMarketData(Task task); + + void processRspUnSubMarketData(Task task); + + void processRspSubForQuoteRsp(Task task); + + void processRspUnSubForQuoteRsp(Task task); + + void processRtnDepthMarketData(Task task); + + void processRtnForQuoteRsp(Task task); + + //------------------------------------------------------------------------------------- + //dataصֵ + //errorصĴֵ + //idid + //lastǷΪ󷵻 + //i + //------------------------------------------------------------------------------------- + + virtual void onFrontConnected(){}; + + virtual void onFrontDisconnected(int i){}; + + virtual void onRspUserLogin(dict data, dict error, int id, bool last) {}; + + virtual void onRspUserLogout(dict data, dict error, int id, bool last) {}; + + virtual void onRspError(dict data, int id, bool last) {}; + + virtual void onRspSubMarketData(dict data, dict error, int id, bool last) {}; + + virtual void onRspUnSubMarketData(dict data, dict error, int id, bool last) {}; + + virtual void onRspSubForQuoteRsp(dict data, dict error, int id, bool last) {}; + + virtual void onRspUnSubForQuoteRsp(dict data, dict error, int id, bool last) {}; + + virtual void onRtnDepthMarketData(dict data) {}; + + virtual void onRtnForQuoteRsp(dict data) {}; + + //------------------------------------------------------------------------------------- + //req:ֵ + //------------------------------------------------------------------------------------- + + void createOTPMdApi(string pszFlowPath = ""); + + void release(); + + void init(); + + int exit(); + + string getTradingDay(); + + void registerFront(string pszFrontAddress); + + int subscribeMarketData(dict req); + + int unSubscribeMarketData(dict req); + + int subscribeForQuoteRsp(string instrumentID); + + int unSubscribeForQuoteRsp(string instrumentID); + + int reqUserLogin(dict req, int nRequestID); + + int reqUserLogout(dict req, int nRequestID); +}; diff --git a/vn.ksotp/vnksotpmd/vnksotpmd/vnksotpmd.vcxproj.user b/vn.ksotp/vnksotpmd/vnksotpmd/vnksotpmd.vcxproj.user new file mode 100644 index 00000000..ef5ff2a1 --- /dev/null +++ b/vn.ksotp/vnksotpmd/vnksotpmd/vnksotpmd.vcxproj.user @@ -0,0 +1,4 @@ + + + + \ No newline at end of file diff --git a/vn.ksotp/vnksotptd/test/KSTradeAPI_00_20151207_0.klg b/vn.ksotp/vnksotptd/test/KSTradeAPI_00_20151207_0.klg new file mode 100644 index 00000000..1d0dede3 Binary files /dev/null and b/vn.ksotp/vnksotptd/test/KSTradeAPI_00_20151207_0.klg differ diff --git a/vn.ksotp/vnksotptd/test/SSPXEncode.dll b/vn.ksotp/vnksotptd/test/SSPXEncode.dll new file mode 100644 index 00000000..1e2cb6a1 Binary files /dev/null and b/vn.ksotp/vnksotptd/test/SSPXEncode.dll differ diff --git a/vn.ksotp/vnksotptd/test/ksPortalAPI.dll b/vn.ksotp/vnksotptd/test/ksPortalAPI.dll new file mode 100644 index 00000000..30319a67 Binary files /dev/null and b/vn.ksotp/vnksotptd/test/ksPortalAPI.dll differ diff --git a/vn.ksotp/vnksotptd/test/ksotpmarketdataapi.dll b/vn.ksotp/vnksotptd/test/ksotpmarketdataapi.dll new file mode 100644 index 00000000..a1c85cf1 Binary files /dev/null and b/vn.ksotp/vnksotptd/test/ksotpmarketdataapi.dll differ diff --git a/vn.ksotp/vnksotptd/test/ksotptraderapi.dll b/vn.ksotp/vnksotptd/test/ksotptraderapi.dll new file mode 100644 index 00000000..5d85b399 Binary files /dev/null and b/vn.ksotp/vnksotptd/test/ksotptraderapi.dll differ diff --git a/vn.ksotp/vnksotptd/test/lkcdll.dll b/vn.ksotp/vnksotptd/test/lkcdll.dll new file mode 100644 index 00000000..d860ef35 Binary files /dev/null and b/vn.ksotp/vnksotptd/test/lkcdll.dll differ diff --git a/vn.ksotp/vnksotptd/test/tdtest.py b/vn.ksotp/vnksotptd/test/tdtest.py new file mode 100644 index 00000000..fd63471e --- /dev/null +++ b/vn.ksotp/vnksotptd/test/tdtest.py @@ -0,0 +1,157 @@ +# encoding: UTF-8 + +import sys +from time import sleep + +from PyQt4 import QtGui + +from vnksotptd import * + +#---------------------------------------------------------------------- +def print_dict(d): + """按照键值打印一个字典""" + for key,value in d.items(): + print key + ':' + str(value) + + +#---------------------------------------------------------------------- +def simple_log(func): + """简单装饰器用于输出函数名""" + def wrapper(*args, **kw): + print "" + print str(func.__name__) + return func(*args, **kw) + return wrapper + + +######################################################################## +class TestTdApi(TdApi): + """测试用实例""" + + #---------------------------------------------------------------------- + def __init__(self): + """Constructor""" + super(TestTdApi, self).__init__() + + #---------------------------------------------------------------------- + @simple_log + def onFrontConnected(self): + """服务器连接""" + pass + + #---------------------------------------------------------------------- + @simple_log + def onFrontDisconnected(self, n): + """服务器断开""" + print n + + #---------------------------------------------------------------------- + @simple_log + def onRspError(self, error, n, last): + """错误""" + print_dict(error) + + #---------------------------------------------------------------------- + @simple_log + def onRspUserLogin(self, data, error, n, last): + """登陆回报""" + print_dict(data) + print_dict(error) + self.brokerID = data['BrokerID'] + self.userID = data['UserID'] + self.frontID = data['FrontID'] + self.sessionID = data['SessionID'] + + #---------------------------------------------------------------------- + @simple_log + def onRspUserLogout(self, data, error, n, last): + """登出回报""" + print_dict(data) + print_dict(error) + + #---------------------------------------------------------------------- + @simple_log + def onRspQrySettlementInfo(self, data, error, n, last): + """查询结算信息回报""" + print_dict(data) + print_dict(error) + + #---------------------------------------------------------------------- + @simple_log + def onRspSettlementInfoConfirm(self, data, error, n, last): + """确认结算信息回报""" + print_dict(data) + print_dict(error) + + #---------------------------------------------------------------------- + @simple_log + def onRspQryInstrument(self, data, error, n, last): + """查询合约回报""" + print_dict(data) + print_dict(error) + print n + print last + + +#---------------------------------------------------------------------- +def main(): + """主测试函数，出现堵塞时可以考虑使用sleep""" + reqid = 0 + + # 创建Qt应用对象，用于事件循环 + app = QtGui.QApplication(sys.argv) + + # 创建API对象，测试通过 + api = TestTdApi() + + # 在C++环境中创建MdApi对象，传入参数是希望用来保存.con文件的地址，测试通过 + api.createOTPTraderApi('') + + # 设置数据流重传方式，测试通过 + api.subscribePrivateTopic(1) + api.subscribePublicTopic(1) + + # 注册前置机地址，测试通过 + api.registerFront("tcp://115.238.106.253:18993") + + # 初始化api，连接前置机 + api.init() + sleep(8) + + # 登陆 + loginReq = {} # 创建一个空字典 + loginReq['UserID'] = '90093625 ' # 参数作为字典键值的方式传入 + loginReq['Password'] = '624001' # 键名和C++中的结构体成员名对应 + loginReq['BrokerID'] = '3748FD77' + reqid = reqid + 1 # 请求数必须保持唯一性 + i = api.reqUserLogin(loginReq, 1) + sleep(3) + + # 查询合约, 测试通过 + reqid = reqid + 1 + i = api.reqQryInstrument({}, reqid) + + ## 查询结算, 测试通过 + #req = {} + #req['BrokerID'] = api.brokerID + #req['InvestorID'] = api.userID + #reqid = reqid + 1 + #i = api.reqQrySettlementInfo(req, reqid) + #sleep(0.5) + + ## 确认结算, 测试通过 + #req = {} + #req['BrokerID'] = api.brokerID + #req['InvestorID'] = api.userID + #reqid = reqid + 1 + #i = api.reqSettlementInfoConfirm(req, reqid) + #sleep(0.5) + + + # 连续运行 + app.exec_() + + + +if __name__ == '__main__': + main() diff --git a/vn.ksotp/vnksotptd/test/vnksotptd.pyd b/vn.ksotp/vnksotptd/test/vnksotptd.pyd new file mode 100644 index 00000000..0b9fc5b5 Binary files /dev/null and b/vn.ksotp/vnksotptd/test/vnksotptd.pyd differ diff --git a/vn.ksotp/vnksotptd/vnksotptd/ReadMe.txt b/vn.ksotp/vnksotptd/vnksotptd/ReadMe.txt new file mode 100644 index 00000000..7893658f --- /dev/null +++ b/vn.ksotp/vnksotptd/vnksotptd/ReadMe.txt @@ -0,0 +1,48 @@ +======================================================================== + DYNAMIC LINK LIBRARY : vnksotptd Project Overview +======================================================================== + +AppWizard has created this vnksotptd DLL for you. + +This file contains a summary of what you will find in each of the files that +make up your vnksotptd application. + + +vnksotptd.vcxproj + This is the main project file for VC++ projects generated using an Application Wizard. + It contains information about the version of Visual C++ that generated the file, and + information about the platforms, configurations, and project features selected with the + Application Wizard. + +vnksotptd.vcxproj.filters + This is the filters file for VC++ projects generated using an Application Wizard. + It contains information about the association between the files in your project + and the filters. This association is used in the IDE to show grouping of files with + similar extensions under a specific node (for e.g. ".cpp" files are associated with the + "Source Files" filter). + +vnksotptd.cpp + This is the main DLL source file. + + When created, this DLL does not export any symbols. As a result, it + will not produce a .lib file when it is built. If you wish this project + to be a project dependency of some other project, you will either need to + add code to export some symbols from the DLL so that an export library + will be produced, or you can set the Ignore Input Library property to Yes + on the General propert page of the Linker folder in the project's Property + Pages dialog box. + +///////////////////////////////////////////////////////////////////////////// +Other standard files: + +StdAfx.h, StdAfx.cpp + These files are used to build a precompiled header (PCH) file + named vnksotptd.pch and a precompiled types file named StdAfx.obj. + +///////////////////////////////////////////////////////////////////////////// +Other notes: + +AppWizard uses "TODO:" comments to indicate parts of the source code you +should add to or customize. + +///////////////////////////////////////////////////////////////////////////// diff --git a/vn.ksotp/vnksotptd/vnksotptd/dllmain.cpp b/vn.ksotp/vnksotptd/vnksotptd/dllmain.cpp new file mode 100644 index 00000000..69b58914 --- /dev/null +++ b/vn.ksotp/vnksotptd/vnksotptd/dllmain.cpp @@ -0,0 +1,19 @@ +// dllmain.cpp : Defines the entry point for the DLL application. +#include "stdafx.h" + +BOOL APIENTRY DllMain( HMODULE hModule, + DWORD ul_reason_for_call, + LPVOID lpReserved + ) +{ + switch (ul_reason_for_call) + { + case DLL_PROCESS_ATTACH: + case DLL_THREAD_ATTACH: + case DLL_THREAD_DETACH: + case DLL_PROCESS_DETACH: + break; + } + return TRUE; +} + diff --git a/vn.ksotp/vnksotptd/vnksotptd/stdafx.cpp b/vn.ksotp/vnksotptd/vnksotptd/stdafx.cpp new file mode 100644 index 00000000..51316c17 --- /dev/null +++ b/vn.ksotp/vnksotptd/vnksotptd/stdafx.cpp @@ -0,0 +1,8 @@ +// stdafx.cpp : source file that includes just the standard includes +// vnksotptd.pch will be the pre-compiled header +// stdafx.obj will contain the pre-compiled type information + +#include "stdafx.h" + +// TODO: reference any additional headers you need in STDAFX.H +// and not in this file diff --git a/vn.ksotp/vnksotptd/vnksotptd/stdafx.h b/vn.ksotp/vnksotptd/vnksotptd/stdafx.h new file mode 100644 index 00000000..f3a07375 --- /dev/null +++ b/vn.ksotp/vnksotptd/vnksotptd/stdafx.h @@ -0,0 +1,16 @@ +// stdafx.h : include file for standard system include files, +// or project specific include files that are used frequently, but +// are changed infrequently +// + +#pragma once + +#include "targetver.h" + +#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers +// Windows Header Files: +#include + + + +// TODO: reference additional headers your program requires here diff --git a/vn.ksotp/vnksotptd/vnksotptd/targetver.h b/vn.ksotp/vnksotptd/vnksotptd/targetver.h new file mode 100644 index 00000000..87c0086d --- /dev/null +++ b/vn.ksotp/vnksotptd/vnksotptd/targetver.h @@ -0,0 +1,8 @@ +#pragma once + +// Including SDKDDKVer.h defines the highest available Windows platform. + +// If you wish to build your application for a previous Windows platform, include WinSDKVer.h and +// set the _WIN32_WINNT macro to the platform you wish to support before including SDKDDKVer.h. + +#include diff --git a/vn.ksotp/vnksotptd/vnksotptd/vnksotptd.cpp b/vn.ksotp/vnksotptd/vnksotptd/vnksotptd.cpp new file mode 100644 index 00000000..3700be38 --- /dev/null +++ b/vn.ksotp/vnksotptd/vnksotptd/vnksotptd.cpp @@ -0,0 +1,5982 @@ +// MdApi.cpp : DLL Ӧóĵ +// + +#include "stdafx.h" +#include "vnksotptd.h" + + + +///------------------------------------------------------------------------------------- +///PythonC++תõĺ +///------------------------------------------------------------------------------------- + +void getInt(dict d, string key, int *value) +{ + if (d.has_key(key)) //ֵǷڸüֵ + { + object o = d[key]; //ȡüֵ + extract x(o); //ȡ + if (x.check()) //ȡ + { + *value = x(); //Ŀָ븳ֵ + } + } +} + +void getDouble(dict d, string key, double *value) +{ + if (d.has_key(key)) + { + object o = d[key]; + extract x(o); + if (x.check()) + { + *value = x(); + } + } +} + +void getChar(dict d, string key, char *value) +{ + if (d.has_key(key)) + { + object o = d[key]; + extract x(o); + if (x.check()) + { + string s = x(); + const char *buffer = s.c_str(); + //ַָ븳ֵʹstrcpy_s, vs2013ʹstrcpyͨ + //+1ӦΪC++ַĽβţرȷ1 + strcpy_s(value, strlen(buffer) + 1, buffer); + } + } +} + + + +///------------------------------------------------------------------------------------- +///C++Ļصݱ浽 +///------------------------------------------------------------------------------------- + +void TdApi::OnFrontConnected() +{ + Task task = Task(); + task.task_name = ONFRONTCONNECTED; + this->task_queue.push(task); +}; + +void TdApi::OnFrontDisconnected(int nReason) +{ + Task task = Task(); + task.task_name = ONFRONTDISCONNECTED; + task.task_id = nReason; + this->task_queue.push(task); +}; + +void TdApi::OnRspError(CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPERROR; + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspUserLogin(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPUSERLOGIN; + + if (pRspUserLogin) + { + task.task_data = *pRspUserLogin; + } + else + { + CKSOTPRspUserLoginField empty_data = CKSOTPRspUserLoginField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPUSERLOGOUT; + + if (pUserLogout) + { + task.task_data = *pUserLogout; + } + else + { + CKSOTPUserLogoutField empty_data = CKSOTPUserLogoutField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspUserPasswordUpdate(CKSOTPUserPasswordUpdateField *pUserPasswordUpdate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPUSERPASSWORDUPDATE; + + if (pUserPasswordUpdate) + { + task.task_data = *pUserPasswordUpdate; + } + else + { + CKSOTPUserPasswordUpdateField empty_data = CKSOTPUserPasswordUpdateField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspTradingAccountPasswordUpdate(CKSOTPTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPTRADINGACCOUNTPASSWORDUPDATE; + + if (pTradingAccountPasswordUpdate) + { + task.task_data = *pTradingAccountPasswordUpdate; + } + else + { + CKSOTPTradingAccountPasswordUpdateField empty_data = CKSOTPTradingAccountPasswordUpdateField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspOrderInsert(CKSOTPInputOrderField *pInputOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPORDERINSERT; + + if (pInputOrder) + { + task.task_data = *pInputOrder; + } + else + { + CKSOTPInputOrderField empty_data = CKSOTPInputOrderField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspOrderAction(CKSOTPInputOrderActionField *pInputOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPORDERACTION; + + if (pInputOrderAction) + { + task.task_data = *pInputOrderAction; + } + else + { + CKSOTPInputOrderActionField empty_data = CKSOTPInputOrderActionField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryOrder(CKSOTPOrderField *pOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYORDER; + + if (pOrder) + { + task.task_data = *pOrder; + } + else + { + CKSOTPOrderField empty_data = CKSOTPOrderField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryTrade(CKSOTPTradeField *pTrade, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYTRADE; + + if (pTrade) + { + task.task_data = *pTrade; + } + else + { + CKSOTPTradeField empty_data = CKSOTPTradeField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryInvestorPosition(CKSOTPInvestorPositionField *pInvestorPosition, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYINVESTORPOSITION; + + if (pInvestorPosition) + { + task.task_data = *pInvestorPosition; + } + else + { + CKSOTPInvestorPositionField empty_data = CKSOTPInvestorPositionField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryTradingAccount(CKSOTPTradingAccountField *pTradingAccount, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYTRADINGACCOUNT; + + if (pTradingAccount) + { + task.task_data = *pTradingAccount; + } + else + { + CKSOTPTradingAccountField empty_data = CKSOTPTradingAccountField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryInvestor(CKSOTPInvestorField *pInvestor, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYINVESTOR; + + if (pInvestor) + { + task.task_data = *pInvestor; + } + else + { + CKSOTPInvestorField empty_data = CKSOTPInvestorField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryTradingCode(CKSOTPTradingCodeField *pTradingCode, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYTRADINGCODE; + + if (pTradingCode) + { + task.task_data = *pTradingCode; + } + else + { + CKSOTPTradingCodeField empty_data = CKSOTPTradingCodeField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryExchange(CKSOTPExchangeField *pExchange, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYEXCHANGE; + + if (pExchange) + { + task.task_data = *pExchange; + } + else + { + CKSOTPExchangeField empty_data = CKSOTPExchangeField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryInstrument(CKSOTPInstrumentField *pInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYINSTRUMENT; + + if (pInstrument) + { + task.task_data = *pInstrument; + } + else + { + CKSOTPInstrumentField empty_data = CKSOTPInstrumentField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryInvestorPositionDetail(CKSOTPInvestorPositionDetailField *pInvestorPositionDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYINVESTORPOSITIONDETAIL; + + if (pInvestorPositionDetail) + { + task.task_data = *pInvestorPositionDetail; + } + else + { + CKSOTPInvestorPositionDetailField empty_data = CKSOTPInvestorPositionDetailField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryTradingNotice(CKSOTPTradingNoticeField *pTradingNotice, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYTRADINGNOTICE; + + if (pTradingNotice) + { + task.task_data = *pTradingNotice; + } + else + { + CKSOTPTradingNoticeField empty_data = CKSOTPTradingNoticeField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspExecOrderInsert(CKSOTPInputExecOrderField *pInputExecOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPEXECORDERINSERT; + + if (pInputExecOrder) + { + task.task_data = *pInputExecOrder; + } + else + { + CKSOTPInputExecOrderField empty_data = CKSOTPInputExecOrderField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspLockInsert(CKSOTPInputLockField *pInputLock, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPLOCKINSERT; + + if (pInputLock) + { + task.task_data = *pInputLock; + } + else + { + CKSOTPInputLockField empty_data = CKSOTPInputLockField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspExecOrderAction(CKSOTPInputExecOrderActionField *pInputExecOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPEXECORDERACTION; + + if (pInputExecOrderAction) + { + task.task_data = *pInputExecOrderAction; + } + else + { + CKSOTPInputExecOrderActionField empty_data = CKSOTPInputExecOrderActionField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryExecOrder(CKSOTPExecOrderField *pExecOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYEXECORDER; + + if (pExecOrder) + { + task.task_data = *pExecOrder; + } + else + { + CKSOTPExecOrderField empty_data = CKSOTPExecOrderField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryExecOrderVolume(CKSOTPExecOrderVolumeField *pExecOrderVolume, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYEXECORDERVOLUME; + + if (pExecOrderVolume) + { + task.task_data = *pExecOrderVolume; + } + else + { + CKSOTPExecOrderVolumeField empty_data = CKSOTPExecOrderVolumeField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryLock(CKSOTPLockField *pLock, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYLOCK; + + if (pLock) + { + task.task_data = *pLock; + } + else + { + CKSOTPLockField empty_data = CKSOTPLockField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryLockPosition(CKSOTPLockPositionField *pLockPosition, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYLOCKPOSITION; + + if (pLockPosition) + { + task.task_data = *pLockPosition; + } + else + { + CKSOTPLockPositionField empty_data = CKSOTPLockPositionField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryUnderlyingStockInfo(CKSOTPUnderlyingStockInfoField *pUnderlyingStockInfo, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYUNDERLYINGSTOCKINFO; + + if (pUnderlyingStockInfo) + { + task.task_data = *pUnderlyingStockInfo; + } + else + { + CKSOTPUnderlyingStockInfoField empty_data = CKSOTPUnderlyingStockInfoField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryOTPInsCommRate(CKSOTPOTPInsCommRateField *pOTPInsCommRate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYOTPINSCOMMRATE; + + if (pOTPInsCommRate) + { + task.task_data = *pOTPInsCommRate; + } + else + { + CKSOTPOTPInsCommRateField empty_data = CKSOTPOTPInsCommRateField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryInstrumentMarginRate(CKSOTPInstrumentMarginRateField *pInstrumentMarginRate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYINSTRUMENTMARGINRATE; + + if (pInstrumentMarginRate) + { + task.task_data = *pInstrumentMarginRate; + } + else + { + CKSOTPInstrumentMarginRateField empty_data = CKSOTPInstrumentMarginRateField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryOTPAssignment(CKSOTPOTPAssignmentField *pOTPAssignment, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYOTPASSIGNMENT; + + if (pOTPAssignment) + { + task.task_data = *pOTPAssignment; + } + else + { + CKSOTPOTPAssignmentField empty_data = CKSOTPOTPAssignmentField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYDEPTHMARKETDATA; + + if (pDepthMarketData) + { + task.task_data = *pDepthMarketData; + } + else + { + CKSOTPDepthMarketDataField empty_data = CKSOTPDepthMarketDataField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspFromBankToStockByStock(CKSOTPReqTransferField *pReqTransfer, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPFROMBANKTOSTOCKBYSTOCK; + + if (pReqTransfer) + { + task.task_data = *pReqTransfer; + } + else + { + CKSOTPReqTransferField empty_data = CKSOTPReqTransferField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRtnFromBankToStockByStock(CKSOTPRspTransferField *pRspTransfer) +{ + Task task = Task(); + task.task_name = ONRTNFROMBANKTOSTOCKBYSTOCK; + + if (pRspTransfer) + { + task.task_data = *pRspTransfer; + } + else + { + CKSOTPRspTransferField empty_data = CKSOTPRspTransferField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + this->task_queue.push(task); +}; + +void TdApi::OnRspFromStockToBankByStock(CKSOTPReqTransferField *pReqTransfer, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPFROMSTOCKTOBANKBYSTOCK; + + if (pReqTransfer) + { + task.task_data = *pReqTransfer; + } + else + { + CKSOTPReqTransferField empty_data = CKSOTPReqTransferField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRtnFromStockToBankByStock(CKSOTPRspTransferField *pRspTransfer) +{ + Task task = Task(); + task.task_name = ONRTNFROMSTOCKTOBANKBYSTOCK; + + if (pRspTransfer) + { + task.task_data = *pRspTransfer; + } + else + { + CKSOTPRspTransferField empty_data = CKSOTPRspTransferField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + this->task_queue.push(task); +}; + +void TdApi::OnRtnQueryBankBalanceByStock(CKSOTPNotifyQueryAccountField *pNotifyQueryAccount) +{ + Task task = Task(); + task.task_name = ONRTNQUERYBANKBALANCEBYSTOCK; + + if (pNotifyQueryAccount) + { + task.task_data = *pNotifyQueryAccount; + } + else + { + CKSOTPNotifyQueryAccountField empty_data = CKSOTPNotifyQueryAccountField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + this->task_queue.push(task); +}; + +void TdApi::OnRspQryContractBank(CKSOTPContractBankField *pContractBank, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYCONTRACTBANK; + + if (pContractBank) + { + task.task_data = *pContractBank; + } + else + { + CKSOTPContractBankField empty_data = CKSOTPContractBankField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQueryBankAccountMoneyByStock(CKSOTPReqQueryAccountField *pReqQueryAccount, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQUERYBANKACCOUNTMONEYBYSTOCK; + + if (pReqQueryAccount) + { + task.task_data = *pReqQueryAccount; + } + else + { + CKSOTPReqQueryAccountField empty_data = CKSOTPReqQueryAccountField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryTransferSerial(CKSOTPTransferSerialField *pTransferSerial, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYTRANSFERSERIAL; + + if (pTransferSerial) + { + task.task_data = *pTransferSerial; + } + else + { + CKSOTPTransferSerialField empty_data = CKSOTPTransferSerialField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQrySettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYSETTLEMENTINFOCONFIRM; + + if (pSettlementInfoConfirm) + { + task.task_data = *pSettlementInfoConfirm; + } + else + { + CKSOTPSettlementInfoConfirmField empty_data = CKSOTPSettlementInfoConfirmField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspSettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPSETTLEMENTINFOCONFIRM; + + if (pSettlementInfoConfirm) + { + task.task_data = *pSettlementInfoConfirm; + } + else + { + CKSOTPSettlementInfoConfirmField empty_data = CKSOTPSettlementInfoConfirmField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQrySettlementInfo(CKSOTPSettlementInfoField *pSettlementInfo, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYSETTLEMENTINFO; + + if (pSettlementInfo) + { + task.task_data = *pSettlementInfo; + } + else + { + CKSOTPSettlementInfoField empty_data = CKSOTPSettlementInfoField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryInvestorTradeLevel(CKSOTPInvestorTradeLevelField *pInvestorTradeLevel, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYINVESTORTRADELEVEL; + + if (pInvestorTradeLevel) + { + task.task_data = *pInvestorTradeLevel; + } + else + { + CKSOTPInvestorTradeLevelField empty_data = CKSOTPInvestorTradeLevelField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryPurchaseLimitAmt(CKSOTPPurchaseLimitAmtField *pPurchaseLimitAmt, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYPURCHASELIMITAMT; + + if (pPurchaseLimitAmt) + { + task.task_data = *pPurchaseLimitAmt; + } + else + { + CKSOTPPurchaseLimitAmtField empty_data = CKSOTPPurchaseLimitAmtField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryPositionLimitVol(CKSOTPPositionLimitVolField *pPositionLimitVol, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYPOSITIONLIMITVOL; + + if (pPositionLimitVol) + { + task.task_data = *pPositionLimitVol; + } + else + { + CKSOTPPositionLimitVolField empty_data = CKSOTPPositionLimitVolField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryHistoryOrder(CKSOTPHistoryOrderField *pHistoryOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYHISTORYORDER; + + if (pHistoryOrder) + { + task.task_data = *pHistoryOrder; + } + else + { + CKSOTPHistoryOrderField empty_data = CKSOTPHistoryOrderField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryHistoryTrade(CKSOTPHistoryTradeField *pHistoryTrade, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYHISTORYTRADE; + + if (pHistoryTrade) + { + task.task_data = *pHistoryTrade; + } + else + { + CKSOTPHistoryTradeField empty_data = CKSOTPHistoryTradeField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryHistoryAssignment(CKSOTPHistoryAssignmentField *pHistoryAssignment, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYHISTORYASSIGNMENT; + + if (pHistoryAssignment) + { + task.task_data = *pHistoryAssignment; + } + else + { + CKSOTPHistoryAssignmentField empty_data = CKSOTPHistoryAssignmentField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryDelivDetail(CKSOTPDelivDetailField *pDelivDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYDELIVDETAIL; + + if (pDelivDetail) + { + task.task_data = *pDelivDetail; + } + else + { + CKSOTPDelivDetailField empty_data = CKSOTPDelivDetailField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspAutoExecOrderAction(CKSOTPAutoExecOrderActionField *pAutoExecOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPAUTOEXECORDERACTION; + + if (pAutoExecOrderAction) + { + task.task_data = *pAutoExecOrderAction; + } + else + { + CKSOTPAutoExecOrderActionField empty_data = CKSOTPAutoExecOrderActionField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspCombActionInsert(CKSOTPInputCombActionField *pInputCombAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPCOMBACTIONINSERT; + + if (pInputCombAction) + { + task.task_data = *pInputCombAction; + } + else + { + CKSOTPInputCombActionField empty_data = CKSOTPInputCombActionField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryInvestorCombinePosition(CKSOTPInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYINVESTORCOMBINEPOSITION; + + if (pInvestorPositionCombineDetail) + { + task.task_data = *pInvestorPositionCombineDetail; + } + else + { + CKSOTPInvestorPositionCombineDetailField empty_data = CKSOTPInvestorPositionCombineDetailField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryCombActionVolume(CKSOTPCombActionVolumeField *pCombActionVolume, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYCOMBACTIONVOLUME; + + if (pCombActionVolume) + { + task.task_data = *pCombActionVolume; + } + else + { + CKSOTPCombActionVolumeField empty_data = CKSOTPCombActionVolumeField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspFundOutCreditApply(CKSOTPInputFundOutCreditApplyField *pFundOutCreditApply, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPFUNDOUTCREDITAPPLY; + + if (pFundOutCreditApply) + { + task.task_data = *pFundOutCreditApply; + } + else + { + CKSOTPInputFundOutCreditApplyField empty_data = CKSOTPInputFundOutCreditApplyField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryFundOutCredit(CKSOTPRspQryFundOutCreditField *pRspQryFundOutCredit, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYFUNDOUTCREDIT; + + if (pRspQryFundOutCredit) + { + task.task_data = *pRspQryFundOutCredit; + } + else + { + CKSOTPRspQryFundOutCreditField empty_data = CKSOTPRspQryFundOutCreditField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRspQryFundOutCreditApply(CKSOTPRspQryFundOutCreditApplyField *pRspQryFundOutCreditApply, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast) +{ + Task task = Task(); + task.task_name = ONRSPQRYFUNDOUTCREDITAPPLY; + + if (pRspQryFundOutCreditApply) + { + task.task_data = *pRspQryFundOutCreditApply; + } + else + { + CKSOTPRspQryFundOutCreditApplyField empty_data = CKSOTPRspQryFundOutCreditApplyField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + + if (pRspInfo) + { + task.task_error = *pRspInfo; + } + else + { + CKSOTPRspInfoField empty_error = CKSOTPRspInfoField(); + memset(&empty_error, 0, sizeof(empty_error)); + task.task_error = empty_error; + } + task.task_id = nRequestID; + task.task_last = bIsLast; + this->task_queue.push(task); +}; + +void TdApi::OnRtnOrder(CKSOTPOrderField *pOrder) +{ + Task task = Task(); + task.task_name = ONRTNORDER; + + if (pOrder) + { + task.task_data = *pOrder; + } + else + { + CKSOTPOrderField empty_data = CKSOTPOrderField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + this->task_queue.push(task); +}; + +void TdApi::OnRtnTrade(CKSOTPTradeField *pTrade) +{ + Task task = Task(); + task.task_name = ONRTNTRADE; + + if (pTrade) + { + task.task_data = *pTrade; + } + else + { + CKSOTPTradeField empty_data = CKSOTPTradeField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + this->task_queue.push(task); +}; + +void TdApi::OnRtnExecOrder(CKSOTPExecOrderField *pExecOrder) +{ + Task task = Task(); + task.task_name = ONRTNEXECORDER; + + if (pExecOrder) + { + task.task_data = *pExecOrder; + } + else + { + CKSOTPExecOrderField empty_data = CKSOTPExecOrderField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + this->task_queue.push(task); +}; + +void TdApi::OnRtnLock(CKSOTPLockField *pLock) +{ + Task task = Task(); + task.task_name = ONRTNLOCK; + + if (pLock) + { + task.task_data = *pLock; + } + else + { + CKSOTPLockField empty_data = CKSOTPLockField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + this->task_queue.push(task); +}; + +void TdApi::OnRtnInstrumentStatus(CKSOTPInstrumentStatusField *pInstrumentStatus) +{ + Task task = Task(); + task.task_name = ONRTNINSTRUMENTSTATUS; + + if (pInstrumentStatus) + { + task.task_data = *pInstrumentStatus; + } + else + { + CKSOTPInstrumentStatusField empty_data = CKSOTPInstrumentStatusField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + this->task_queue.push(task); +}; + +void TdApi::OnRtnTradingNotice(CKSOTPTradingNoticeInfoField *pTradingNoticeInfo) +{ + Task task = Task(); + task.task_name = ONRTNTRADINGNOTICE; + + if (pTradingNoticeInfo) + { + task.task_data = *pTradingNoticeInfo; + } + else + { + CKSOTPTradingNoticeInfoField empty_data = CKSOTPTradingNoticeInfoField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + this->task_queue.push(task); +}; + +void TdApi::OnRtnCombAction(CKSOTPCombActionField *pCombAction) +{ + Task task = Task(); + task.task_name = ONRTNCOMBACTION; + + if (pCombAction) + { + task.task_data = *pCombAction; + } + else + { + CKSOTPCombActionField empty_data = CKSOTPCombActionField(); + memset(&empty_data, 0, sizeof(empty_data)); + task.task_data = empty_data; + } + this->task_queue.push(task); +}; + + +///------------------------------------------------------------------------------------- +///̴߳ӶȡݣתΪpython󣬽 +///------------------------------------------------------------------------------------- + +void TdApi::processTask() +{ + while (1) + { + Task task = this->task_queue.wait_and_pop(); + + switch (task.task_name) + { + case ONFRONTCONNECTED: + { + this->processFrontConnected(task); + break; + } + + case ONFRONTDISCONNECTED: + { + this->processFrontDisconnected(task); + break; + } + + case ONRSPUSERLOGIN: + { + this->processRspUserLogin(task); + break; + } + + case ONRSPUSERLOGOUT: + { + this->processRspUserLogout(task); + break; + } + + case ONRSPUSERPASSWORDUPDATE: + { + this->processRspUserPasswordUpdate(task); + break; + } + + case ONRSPTRADINGACCOUNTPASSWORDUPDATE: + { + this->processRspTradingAccountPasswordUpdate(task); + break; + } + + case ONRSPORDERINSERT: + { + this->processRspOrderInsert(task); + break; + } + + case ONRSPORDERACTION: + { + this->processRspOrderAction(task); + break; + } + + case ONRSPQRYORDER: + { + this->processRspQryOrder(task); + break; + } + + case ONRSPQRYTRADE: + { + this->processRspQryTrade(task); + break; + } + + case ONRSPQRYINVESTORPOSITION: + { + this->processRspQryInvestorPosition(task); + break; + } + + case ONRSPQRYTRADINGACCOUNT: + { + this->processRspQryTradingAccount(task); + break; + } + + case ONRSPQRYINVESTOR: + { + this->processRspQryInvestor(task); + break; + } + + case ONRSPQRYTRADINGCODE: + { + this->processRspQryTradingCode(task); + break; + } + + case ONRSPQRYEXCHANGE: + { + this->processRspQryExchange(task); + break; + } + + case ONRSPQRYINSTRUMENT: + { + this->processRspQryInstrument(task); + break; + } + + case ONRSPQRYINVESTORPOSITIONDETAIL: + { + this->processRspQryInvestorPositionDetail(task); + break; + } + + case ONRSPQRYTRADINGNOTICE: + { + this->processRspQryTradingNotice(task); + break; + } + + case ONRSPEXECORDERINSERT: + { + this->processRspExecOrderInsert(task); + break; + } + + case ONRSPLOCKINSERT: + { + this->processRspLockInsert(task); + break; + } + + case ONRSPEXECORDERACTION: + { + this->processRspExecOrderAction(task); + break; + } + + case ONRSPQRYEXECORDER: + { + this->processRspQryExecOrder(task); + break; + } + + case ONRSPQRYEXECORDERVOLUME: + { + this->processRspQryExecOrderVolume(task); + break; + } + + case ONRSPQRYLOCK: + { + this->processRspQryLock(task); + break; + } + + case ONRSPQRYLOCKPOSITION: + { + this->processRspQryLockPosition(task); + break; + } + + case ONRSPQRYUNDERLYINGSTOCKINFO: + { + this->processRspQryUnderlyingStockInfo(task); + break; + } + + case ONRSPQRYOTPINSCOMMRATE: + { + this->processRspQryOTPInsCommRate(task); + break; + } + + case ONRSPQRYINSTRUMENTMARGINRATE: + { + this->processRspQryInstrumentMarginRate(task); + break; + } + + case ONRSPQRYOTPASSIGNMENT: + { + this->processRspQryOTPAssignment(task); + break; + } + + case ONRSPQRYDEPTHMARKETDATA: + { + this->processRspQryDepthMarketData(task); + break; + } + + case ONRSPFROMBANKTOSTOCKBYSTOCK: + { + this->processRspFromBankToStockByStock(task); + break; + } + + case ONRTNFROMBANKTOSTOCKBYSTOCK: + { + this->processRtnFromBankToStockByStock(task); + break; + } + + case ONRSPFROMSTOCKTOBANKBYSTOCK: + { + this->processRspFromStockToBankByStock(task); + break; + } + + case ONRTNFROMSTOCKTOBANKBYSTOCK: + { + this->processRtnFromStockToBankByStock(task); + break; + } + + case ONRTNQUERYBANKBALANCEBYSTOCK: + { + this->processRtnQueryBankBalanceByStock(task); + break; + } + + case ONRSPQRYCONTRACTBANK: + { + this->processRspQryContractBank(task); + break; + } + + case ONRSPQUERYBANKACCOUNTMONEYBYSTOCK: + { + this->processRspQueryBankAccountMoneyByStock(task); + break; + } + + case ONRSPQRYTRANSFERSERIAL: + { + this->processRspQryTransferSerial(task); + break; + } + + case ONRSPQRYSETTLEMENTINFOCONFIRM: + { + this->processRspQrySettlementInfoConfirm(task); + break; + } + + case ONRSPSETTLEMENTINFOCONFIRM: + { + this->processRspSettlementInfoConfirm(task); + break; + } + + case ONRSPQRYSETTLEMENTINFO: + { + this->processRspQrySettlementInfo(task); + break; + } + + case ONRSPQRYINVESTORTRADELEVEL: + { + this->processRspQryInvestorTradeLevel(task); + break; + } + + case ONRSPQRYPURCHASELIMITAMT: + { + this->processRspQryPurchaseLimitAmt(task); + break; + } + + case ONRSPQRYPOSITIONLIMITVOL: + { + this->processRspQryPositionLimitVol(task); + break; + } + + case ONRSPQRYHISTORYORDER: + { + this->processRspQryHistoryOrder(task); + break; + } + + case ONRSPQRYHISTORYTRADE: + { + this->processRspQryHistoryTrade(task); + break; + } + + case ONRSPQRYHISTORYASSIGNMENT: + { + this->processRspQryHistoryAssignment(task); + break; + } + + case ONRSPQRYDELIVDETAIL: + { + this->processRspQryDelivDetail(task); + break; + } + + case ONRSPAUTOEXECORDERACTION: + { + this->processRspAutoExecOrderAction(task); + break; + } + + case ONRSPCOMBACTIONINSERT: + { + this->processRspCombActionInsert(task); + break; + } + + case ONRSPQRYINVESTORCOMBINEPOSITION: + { + this->processRspQryInvestorCombinePosition(task); + break; + } + + case ONRSPQRYCOMBACTIONVOLUME: + { + this->processRspQryCombActionVolume(task); + break; + } + + case ONRSPFUNDOUTCREDITAPPLY: + { + this->processRspFundOutCreditApply(task); + break; + } + + case ONRSPQRYFUNDOUTCREDIT: + { + this->processRspQryFundOutCredit(task); + break; + } + + case ONRSPQRYFUNDOUTCREDITAPPLY: + { + this->processRspQryFundOutCreditApply(task); + break; + } + + case ONRSPERROR: + { + this->processRspError(task); + break; + } + + case ONRTNORDER: + { + this->processRtnOrder(task); + break; + } + + case ONRTNTRADE: + { + this->processRtnTrade(task); + break; + } + + case ONRTNEXECORDER: + { + this->processRtnExecOrder(task); + break; + } + + case ONRTNLOCK: + { + this->processRtnLock(task); + break; + } + + case ONRTNINSTRUMENTSTATUS: + { + this->processRtnInstrumentStatus(task); + break; + } + + case ONRTNTRADINGNOTICE: + { + this->processRtnTradingNotice(task); + break; + } + + case ONRTNCOMBACTION: + { + this->processRtnCombAction(task); + break; + } + } + } +} + +void TdApi::processFrontConnected(Task task) +{ + PyLock lock; + this->onFrontConnected(); +}; + +void TdApi::processFrontDisconnected(Task task) +{ + PyLock lock; + this->onFrontDisconnected(task.task_id); +}; + +void TdApi::processRspUserLogin(Task task) +{ + PyLock lock; + CKSOTPRspUserLoginField task_data = any_cast(task.task_data); + dict data; + data["MaxOrderRef"] = task_data.MaxOrderRef; + data["UserID"] = task_data.UserID; + data["TradingDay"] = task_data.TradingDay; + data["SessionID"] = task_data.SessionID; + data["SystemName"] = task_data.SystemName; + data["FrontID"] = task_data.FrontID; + data["BrokerID"] = task_data.BrokerID; + data["LoginTime"] = task_data.LoginTime; + data["SSETime"] = task_data.SSETime; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspUserLogin(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspUserLogout(Task task) +{ + PyLock lock; + CKSOTPUserLogoutField task_data = any_cast(task.task_data); + dict data; + data["UserID"] = task_data.UserID; + data["BrokerID"] = task_data.BrokerID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspUserLogout(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspUserPasswordUpdate(Task task) +{ + PyLock lock; + CKSOTPUserPasswordUpdateField task_data = any_cast(task.task_data); + dict data; + data["UserID"] = task_data.UserID; + data["NewPassword"] = task_data.NewPassword; + data["OldPassword"] = task_data.OldPassword; + data["BrokerID"] = task_data.BrokerID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspUserPasswordUpdate(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspTradingAccountPasswordUpdate(Task task) +{ + PyLock lock; + CKSOTPTradingAccountPasswordUpdateField task_data = any_cast(task.task_data); + dict data; + data["NewPassword"] = task_data.NewPassword; + data["OldPassword"] = task_data.OldPassword; + data["BrokerID"] = task_data.BrokerID; + data["AccountID"] = task_data.AccountID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspTradingAccountPasswordUpdate(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspOrderInsert(Task task) +{ + PyLock lock; + CKSOTPInputOrderField task_data = any_cast(task.task_data); + dict data; + data["ContingentCondition"] = task_data.ContingentCondition; + data["IsAutoSuspend"] = task_data.IsAutoSuspend; + data["HedgeFlag"] = task_data.HedgeFlag; + data["LimitPrice"] = task_data.LimitPrice; + data["UserForceClose"] = task_data.UserForceClose; + data["Direction"] = task_data.Direction; + data["IsSwapOrder"] = task_data.IsSwapOrder; + data["OffsetFlag"] = task_data.OffsetFlag; + data["VolumeTotalOriginal"] = task_data.VolumeTotalOriginal; + data["OrderPriceType"] = task_data.OrderPriceType; + data["TimeCondition"] = task_data.TimeCondition; + data["StopPrice"] = task_data.StopPrice; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["MinVolume"] = task_data.MinVolume; + data["ForceCloseReason"] = task_data.ForceCloseReason; + data["UserID"] = task_data.UserID; + data["BrokerID"] = task_data.BrokerID; + data["GTDDate"] = task_data.GTDDate; + data["BusinessUnit"] = task_data.BusinessUnit; + data["OrderRef"] = task_data.OrderRef; + data["InvestorID"] = task_data.InvestorID; + data["VolumeCondition"] = task_data.VolumeCondition; + data["RequestID"] = task_data.RequestID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspOrderInsert(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspOrderAction(Task task) +{ + PyLock lock; + CKSOTPInputOrderActionField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["ActionFlag"] = task_data.ActionFlag; + data["UserID"] = task_data.UserID; + data["LimitPrice"] = task_data.LimitPrice; + data["OrderRef"] = task_data.OrderRef; + data["InvestorID"] = task_data.InvestorID; + data["SessionID"] = task_data.SessionID; + data["VolumeChange"] = task_data.VolumeChange; + data["BrokerID"] = task_data.BrokerID; + data["RequestID"] = task_data.RequestID; + data["OrderSysID"] = task_data.OrderSysID; + data["FrontID"] = task_data.FrontID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspOrderAction(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryOrder(Task task) +{ + PyLock lock; + CKSOTPOrderField task_data = any_cast(task.task_data); + dict data; + data["ContingentCondition"] = task_data.ContingentCondition; + data["NotifySequence"] = task_data.NotifySequence; + data["ActiveUserID"] = task_data.ActiveUserID; + data["VolumeTraded"] = task_data.VolumeTraded; + data["UserProductInfo"] = task_data.UserProductInfo; + data["TraderID"] = task_data.TraderID; + data["HedgeFlag"] = task_data.HedgeFlag; + data["LimitPrice"] = task_data.LimitPrice; + data["UserForceClose"] = task_data.UserForceClose; + data["OrderType"] = task_data.OrderType; + data["Direction"] = task_data.Direction; + data["ActiveTime"] = task_data.ActiveTime; + data["OffsetFlag"] = task_data.OffsetFlag; + data["VolumeTotalOriginal"] = task_data.VolumeTotalOriginal; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["ClientID"] = task_data.ClientID; + data["VolumeTotal"] = task_data.VolumeTotal; + data["OrderPriceType"] = task_data.OrderPriceType; + data["SessionID"] = task_data.SessionID; + data["TimeCondition"] = task_data.TimeCondition; + data["OrderStatus"] = task_data.OrderStatus; + data["OrderSysID"] = task_data.OrderSysID; + data["OrderSubmitStatus"] = task_data.OrderSubmitStatus; + data["StopPrice"] = task_data.StopPrice; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["MinVolume"] = task_data.MinVolume; + data["StatusMsg"] = task_data.StatusMsg; + data["SettlementID"] = task_data.SettlementID; + data["ForceCloseReason"] = task_data.ForceCloseReason; + data["UserID"] = task_data.UserID; + data["UpdateTime"] = task_data.UpdateTime; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + data["InsertTime"] = task_data.InsertTime; + data["FrontID"] = task_data.FrontID; + data["ParticipantID"] = task_data.ParticipantID; + data["CancelTime"] = task_data.CancelTime; + data["GTDDate"] = task_data.GTDDate; + data["OrderLocalID"] = task_data.OrderLocalID; + data["BusinessUnit"] = task_data.BusinessUnit; + data["InsertDate"] = task_data.InsertDate; + data["SequenceNo"] = task_data.SequenceNo; + data["OrderRef"] = task_data.OrderRef; + data["BrokerOrderSeq"] = task_data.BrokerOrderSeq; + data["InvestorID"] = task_data.InvestorID; + data["VolumeCondition"] = task_data.VolumeCondition; + data["RequestID"] = task_data.RequestID; + data["OrderSource"] = task_data.OrderSource; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryOrder(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryTrade(Task task) +{ + PyLock lock; + CKSOTPTradeField task_data = any_cast(task.task_data); + dict data; + data["TradeType"] = task_data.TradeType; + data["TraderID"] = task_data.TraderID; + data["HedgeFlag"] = task_data.HedgeFlag; + data["TradeTime"] = task_data.TradeTime; + data["Direction"] = task_data.Direction; + data["ParticipantID"] = task_data.ParticipantID; + data["Price"] = task_data.Price; + data["ClientID"] = task_data.ClientID; + data["Volume"] = task_data.Volume; + data["OrderSysID"] = task_data.OrderSysID; + data["ClearingPartID"] = task_data.ClearingPartID; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["UserID"] = task_data.UserID; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + data["OffsetFlag"] = task_data.OffsetFlag; + data["OrderLocalID"] = task_data.OrderLocalID; + data["TradeID"] = task_data.TradeID; + data["TradeDate"] = task_data.TradeDate; + data["BusinessUnit"] = task_data.BusinessUnit; + data["SequenceNo"] = task_data.SequenceNo; + data["OrderRef"] = task_data.OrderRef; + data["BrokerOrderSeq"] = task_data.BrokerOrderSeq; + data["InvestorID"] = task_data.InvestorID; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["TradeSource"] = task_data.TradeSource; + data["PriceSource"] = task_data.PriceSource; + data["TradingRole"] = task_data.TradingRole; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryTrade(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryInvestorPosition(Task task) +{ + PyLock lock; + CKSOTPInvestorPositionField task_data = any_cast(task.task_data); + dict data; + data["ShortFrozenAmount"] = task_data.ShortFrozenAmount; + data["FrozenMargin"] = task_data.FrozenMargin; + data["HedgeFlag"] = task_data.HedgeFlag; + data["PositionProfit"] = task_data.PositionProfit; + data["Commission"] = task_data.Commission; + data["MarginRateByVolume"] = task_data.MarginRateByVolume; + data["CashIn"] = task_data.CashIn; + data["PreSettlementPrice"] = task_data.PreSettlementPrice; + data["CloseAmount"] = task_data.CloseAmount; + data["PosiDirection"] = task_data.PosiDirection; + data["YdPosition"] = task_data.YdPosition; + data["MarginRateByMoney"] = task_data.MarginRateByMoney; + data["OpenVolume"] = task_data.OpenVolume; + data["ExchangeMargin"] = task_data.ExchangeMargin; + data["InstrumentID"] = task_data.InstrumentID; + data["PositionDate"] = task_data.PositionDate; + data["ExchangeID"] = task_data.ExchangeID; + data["CloseProfitByTrade"] = task_data.CloseProfitByTrade; + data["StrikeFrozen"] = task_data.StrikeFrozen; + data["SettlementID"] = task_data.SettlementID; + data["ShortFrozen"] = task_data.ShortFrozen; + data["LongFrozen"] = task_data.LongFrozen; + data["TodayPosition"] = task_data.TodayPosition; + data["TradingDay"] = task_data.TradingDay; + data["PositionCost"] = task_data.PositionCost; + data["BrokerID"] = task_data.BrokerID; + data["FrozenCash"] = task_data.FrozenCash; + data["OpenAmount"] = task_data.OpenAmount; + data["OpenCost"] = task_data.OpenCost; + data["Position"] = task_data.Position; + data["FrozenCommission"] = task_data.FrozenCommission; + data["CloseProfitByDate"] = task_data.CloseProfitByDate; + data["SettlementPrice"] = task_data.SettlementPrice; + data["LongFrozenAmount"] = task_data.LongFrozenAmount; + data["InvestorID"] = task_data.InvestorID; + data["StrikeFrozenAmount"] = task_data.StrikeFrozenAmount; + data["CloseProfit"] = task_data.CloseProfit; + data["UseMargin"] = task_data.UseMargin; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryInvestorPosition(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryTradingAccount(Task task) +{ + PyLock lock; + CKSOTPTradingAccountField task_data = any_cast(task.task_data); + dict data; + data["Mortgage"] = task_data.Mortgage; + data["ExchangeDeliveryMargin"] = task_data.ExchangeDeliveryMargin; + data["FrozenMargin"] = task_data.FrozenMargin; + data["WithdrawQuota"] = task_data.WithdrawQuota; + data["PositionProfit"] = task_data.PositionProfit; + data["Commission"] = task_data.Commission; + data["CashIn"] = task_data.CashIn; + data["AccountID"] = task_data.AccountID; + data["Available"] = task_data.Available; + data["ExchangeMargin"] = task_data.ExchangeMargin; + data["PreMargin"] = task_data.PreMargin; + data["SettlementID"] = task_data.SettlementID; + data["DeliveryMargin"] = task_data.DeliveryMargin; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + data["FrozenCash"] = task_data.FrozenCash; + data["Withdraw"] = task_data.Withdraw; + data["Balance"] = task_data.Balance; + data["Reserve"] = task_data.Reserve; + data["Credit"] = task_data.Credit; + data["PreBalance"] = task_data.PreBalance; + data["CurrMargin"] = task_data.CurrMargin; + data["FrozenCommission"] = task_data.FrozenCommission; + data["CloseProfit"] = task_data.CloseProfit; + data["Deposit"] = task_data.Deposit; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryTradingAccount(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryInvestor(Task task) +{ + PyLock lock; + CKSOTPInvestorField task_data = any_cast(task.task_data); + dict data; + data["InvestorName"] = task_data.InvestorName; + data["Mobile"] = task_data.Mobile; + data["IdentifiedCardNo"] = task_data.IdentifiedCardNo; + data["Telephone"] = task_data.Telephone; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["Address"] = task_data.Address; + data["OpenDate"] = task_data.OpenDate; + data["IsActive"] = task_data.IsActive; + data["IdentifiedCardType"] = task_data.IdentifiedCardType; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryInvestor(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryTradingCode(Task task) +{ + PyLock lock; + CKSOTPTradingCodeField task_data = any_cast(task.task_data); + dict data; + data["ExchangeID"] = task_data.ExchangeID; + data["ClientID"] = task_data.ClientID; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["ClientIDType"] = task_data.ClientIDType; + data["IsActive"] = task_data.IsActive; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryTradingCode(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryExchange(Task task) +{ + PyLock lock; + CKSOTPExchangeField task_data = any_cast(task.task_data); + dict data; + data["ExchangeID"] = task_data.ExchangeID; + data["ExchangeName"] = task_data.ExchangeName; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryExchange(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryInstrument(Task task) +{ + PyLock lock; + CKSOTPInstrumentField task_data = any_cast(task.task_data); + dict data; + data["IsTrading"] = task_data.IsTrading; + data["ExpireDate"] = task_data.ExpireDate; + data["PositionDateType"] = task_data.PositionDateType; + data["LongMarginRatio"] = task_data.LongMarginRatio; + data["StrikePrice"] = task_data.StrikePrice; + data["UnderlyingMultiple"] = task_data.UnderlyingMultiple; + data["PositionType"] = task_data.PositionType; + data["ProductClass"] = task_data.ProductClass; + data["InstrumentName"] = task_data.InstrumentName; + data["ShortMarginRatio"] = task_data.ShortMarginRatio; + data["VolumeMultiple"] = task_data.VolumeMultiple; + data["DeliveryYear"] = task_data.DeliveryYear; + data["CreateDate"] = task_data.CreateDate; + data["InstrumentID"] = task_data.InstrumentID; + data["MaxLimitOrderVolume"] = task_data.MaxLimitOrderVolume; + data["ExchangeID"] = task_data.ExchangeID; + data["MinLimitOrderVolume"] = task_data.MinLimitOrderVolume; + data["MaxMarketOrderVolume"] = task_data.MaxMarketOrderVolume; + data["OptionsType"] = task_data.OptionsType; + data["StartDelivDate"] = task_data.StartDelivDate; + data["DeliveryMonth"] = task_data.DeliveryMonth; + data["InstrumentCode"] = task_data.InstrumentCode; + data["PriceTick"] = task_data.PriceTick; + data["InstLifePhase"] = task_data.InstLifePhase; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["MinMarketOrderVolume"] = task_data.MinMarketOrderVolume; + data["EndDelivDate"] = task_data.EndDelivDate; + data["UnderlyingInstrID"] = task_data.UnderlyingInstrID; + data["OpenDate"] = task_data.OpenDate; + data["ProductID"] = task_data.ProductID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryInstrument(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryInvestorPositionDetail(Task task) +{ + PyLock lock; + CKSOTPInvestorPositionDetailField task_data = any_cast(task.task_data); + dict data; + data["PositionProfitByDate"] = task_data.PositionProfitByDate; + data["ExchMargin"] = task_data.ExchMargin; + data["TradeType"] = task_data.TradeType; + data["MarginRateByMoney"] = task_data.MarginRateByMoney; + data["HedgeFlag"] = task_data.HedgeFlag; + data["MarginRateByVolume"] = task_data.MarginRateByVolume; + data["Direction"] = task_data.Direction; + data["OpenPrice"] = task_data.OpenPrice; + data["Volume"] = task_data.Volume; + data["LastSettlementPrice"] = task_data.LastSettlementPrice; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["CloseProfitByTrade"] = task_data.CloseProfitByTrade; + data["SettlementID"] = task_data.SettlementID; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + data["Margin"] = task_data.Margin; + data["TradeID"] = task_data.TradeID; + data["PositionProfitByTrade"] = task_data.PositionProfitByTrade; + data["CloseProfitByDate"] = task_data.CloseProfitByDate; + data["SettlementPrice"] = task_data.SettlementPrice; + data["InvestorID"] = task_data.InvestorID; + data["OpenDate"] = task_data.OpenDate; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryInvestorPositionDetail(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryTradingNotice(Task task) +{ + PyLock lock; + CKSOTPTradingNoticeField task_data = any_cast(task.task_data); + dict data; + data["SequenceSeries"] = task_data.SequenceSeries; + data["SequenceNo"] = task_data.SequenceNo; + data["UserID"] = task_data.UserID; + data["FieldContent"] = task_data.FieldContent; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["SendTime"] = task_data.SendTime; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryTradingNotice(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspExecOrderInsert(Task task) +{ + PyLock lock; + CKSOTPInputExecOrderField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExecOrderRef"] = task_data.ExecOrderRef; + data["ExchangeID"] = task_data.ExchangeID; + data["CloseFlag"] = task_data.CloseFlag; + data["OffsetFlag"] = task_data.OffsetFlag; + data["PosiDirection"] = task_data.PosiDirection; + data["BusinessUnit"] = task_data.BusinessUnit; + data["HedgeFlag"] = task_data.HedgeFlag; + data["UserID"] = task_data.UserID; + data["Volume"] = task_data.Volume; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["RequestID"] = task_data.RequestID; + data["ActionType"] = task_data.ActionType; + data["ReservePositionFlag"] = task_data.ReservePositionFlag; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspExecOrderInsert(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspLockInsert(Task task) +{ + PyLock lock; + CKSOTPInputLockField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["BusinessUnit"] = task_data.BusinessUnit; + data["UserID"] = task_data.UserID; + data["LockRef"] = task_data.LockRef; + data["Volume"] = task_data.Volume; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["RequestID"] = task_data.RequestID; + data["LockType"] = task_data.LockType; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspLockInsert(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspExecOrderAction(Task task) +{ + PyLock lock; + CKSOTPInputExecOrderActionField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExecOrderSysID"] = task_data.ExecOrderSysID; + data["ExchangeID"] = task_data.ExchangeID; + data["UserID"] = task_data.UserID; + data["ExecOrderRef"] = task_data.ExecOrderRef; + data["InvestorID"] = task_data.InvestorID; + data["SessionID"] = task_data.SessionID; + data["BrokerID"] = task_data.BrokerID; + data["RequestID"] = task_data.RequestID; + data["ActionFlag"] = task_data.ActionFlag; + data["ExecOrderActionRef"] = task_data.ExecOrderActionRef; + data["FrontID"] = task_data.FrontID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspExecOrderAction(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryExecOrder(Task task) +{ + PyLock lock; + CKSOTPExecOrderField task_data = any_cast(task.task_data); + dict data; + data["NotifySequence"] = task_data.NotifySequence; + data["CloseFlag"] = task_data.CloseFlag; + data["ActiveUserID"] = task_data.ActiveUserID; + data["UserProductInfo"] = task_data.UserProductInfo; + data["TraderID"] = task_data.TraderID; + data["HedgeFlag"] = task_data.HedgeFlag; + data["ExecResult"] = task_data.ExecResult; + data["ReservePositionFlag"] = task_data.ReservePositionFlag; + data["Volume"] = task_data.Volume; + data["InstallID"] = task_data.InstallID; + data["OffsetFlag"] = task_data.OffsetFlag; + data["PosiDirection"] = task_data.PosiDirection; + data["ClientID"] = task_data.ClientID; + data["ExecOrderRef"] = task_data.ExecOrderRef; + data["SessionID"] = task_data.SessionID; + data["ActionType"] = task_data.ActionType; + data["OrderSubmitStatus"] = task_data.OrderSubmitStatus; + data["ClearingPartID"] = task_data.ClearingPartID; + data["InstrumentID"] = task_data.InstrumentID; + data["ExecOrderSysID"] = task_data.ExecOrderSysID; + data["ExchangeID"] = task_data.ExchangeID; + data["StatusMsg"] = task_data.StatusMsg; + data["SettlementID"] = task_data.SettlementID; + data["UserID"] = task_data.UserID; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + data["InsertTime"] = task_data.InsertTime; + data["ExecOrderLocalID"] = task_data.ExecOrderLocalID; + data["ParticipantID"] = task_data.ParticipantID; + data["CancelTime"] = task_data.CancelTime; + data["BranchID"] = task_data.BranchID; + data["BusinessUnit"] = task_data.BusinessUnit; + data["InsertDate"] = task_data.InsertDate; + data["SequenceNo"] = task_data.SequenceNo; + data["InvestorID"] = task_data.InvestorID; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["RequestID"] = task_data.RequestID; + data["BrokerExecOrderSeq"] = task_data.BrokerExecOrderSeq; + data["FrontID"] = task_data.FrontID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryExecOrder(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryExecOrderVolume(Task task) +{ + PyLock lock; + CKSOTPExecOrderVolumeField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["Direction"] = task_data.Direction; + data["HedgeFlag"] = task_data.HedgeFlag; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["ActionVolume"] = task_data.ActionVolume; + data["ActionedVolume"] = task_data.ActionedVolume; + data["ExecedVolume"] = task_data.ExecedVolume; + data["ExecVolume"] = task_data.ExecVolume; + data["ProductID"] = task_data.ProductID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryExecOrderVolume(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryLock(Task task) +{ + PyLock lock; + CKSOTPLockField task_data = any_cast(task.task_data); + dict data; + data["LockStatus"] = task_data.LockStatus; + data["NotifySequence"] = task_data.NotifySequence; + data["ActiveUserID"] = task_data.ActiveUserID; + data["UserProductInfo"] = task_data.UserProductInfo; + data["TraderID"] = task_data.TraderID; + data["UserID"] = task_data.UserID; + data["LockLocalID"] = task_data.LockLocalID; + data["InstallID"] = task_data.InstallID; + data["ParticipantID"] = task_data.ParticipantID; + data["ClientID"] = task_data.ClientID; + data["Volume"] = task_data.Volume; + data["SessionID"] = task_data.SessionID; + data["OrderSubmitStatus"] = task_data.OrderSubmitStatus; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["StatusMsg"] = task_data.StatusMsg; + data["SettlementID"] = task_data.SettlementID; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + data["InsertTime"] = task_data.InsertTime; + data["ClearingPartID"] = task_data.ClearingPartID; + data["CancelTime"] = task_data.CancelTime; + data["BranchID"] = task_data.BranchID; + data["BusinessUnit"] = task_data.BusinessUnit; + data["InsertDate"] = task_data.InsertDate; + data["BrokerLockSeq"] = task_data.BrokerLockSeq; + data["SequenceNo"] = task_data.SequenceNo; + data["LockRef"] = task_data.LockRef; + data["InvestorID"] = task_data.InvestorID; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["RequestID"] = task_data.RequestID; + data["FrontID"] = task_data.FrontID; + data["LockSysID"] = task_data.LockSysID; + data["LockType"] = task_data.LockType; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryLock(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryLockPosition(Task task) +{ + PyLock lock; + CKSOTPLockPositionField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["FrozenVolume"] = task_data.FrozenVolume; + data["Volume"] = task_data.Volume; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryLockPosition(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryUnderlyingStockInfo(Task task) +{ + PyLock lock; + CKSOTPUnderlyingStockInfoField task_data = any_cast(task.task_data); + dict data; + data["GuarantRatio"] = task_data.GuarantRatio; + data["ExchangeID"] = task_data.ExchangeID; + data["BrokerID"] = task_data.BrokerID; + data["PreClosePrice"] = task_data.PreClosePrice; + data["ProductID"] = task_data.ProductID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryUnderlyingStockInfo(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryOTPInsCommRate(Task task) +{ + PyLock lock; + CKSOTPOTPInsCommRateField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["OpenRatioByMoney"] = task_data.OpenRatioByMoney; + data["StrikeRatioByMoney"] = task_data.StrikeRatioByMoney; + data["CloseRatioByVolume"] = task_data.CloseRatioByVolume; + data["CloseTodayRatioByMoney"] = task_data.CloseTodayRatioByMoney; + data["ExchangeID"] = task_data.ExchangeID; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["InvestorRange"] = task_data.InvestorRange; + data["CloseRatioByMoney"] = task_data.CloseRatioByMoney; + data["OpenRatioByVolume"] = task_data.OpenRatioByVolume; + data["StrikeRatioByVolume"] = task_data.StrikeRatioByVolume; + data["CloseTodayRatioByVolume"] = task_data.CloseTodayRatioByVolume; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryOTPInsCommRate(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryInstrumentMarginRate(Task task) +{ + PyLock lock; + CKSOTPInstrumentMarginRateField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ShortMarginRatioByMoney"] = task_data.ShortMarginRatioByMoney; + data["ExchangeID"] = task_data.ExchangeID; + data["LongMarginRatioByMoney"] = task_data.LongMarginRatioByMoney; + data["IsRelative"] = task_data.IsRelative; + data["HedgeFlag"] = task_data.HedgeFlag; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["InvestorRange"] = task_data.InvestorRange; + data["ShortMarginRatioByVolume"] = task_data.ShortMarginRatioByVolume; + data["LongMarginRatioByVolume"] = task_data.LongMarginRatioByVolume; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryInstrumentMarginRate(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryOTPAssignment(Task task) +{ + PyLock lock; + CKSOTPOTPAssignmentField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["InstrumentName"] = task_data.InstrumentName; + data["Direction"] = task_data.Direction; + data["AssProVol"] = task_data.AssProVol; + data["OptionsType"] = task_data.OptionsType; + data["YdPosition"] = task_data.YdPosition; + data["HedgeFlag"] = task_data.HedgeFlag; + data["ExchangeID"] = task_data.ExchangeID; + data["AssInsVo"] = task_data.AssInsVo; + data["InvestorID"] = task_data.InvestorID; + data["FeePay"] = task_data.FeePay; + data["BrokerID"] = task_data.BrokerID; + data["StockID"] = task_data.StockID; + data["DeliveryDay"] = task_data.DeliveryDay; + data["ProductID"] = task_data.ProductID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryOTPAssignment(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryDepthMarketData(Task task) +{ + PyLock lock; + CKSOTPDepthMarketDataField task_data = any_cast(task.task_data); + dict data; + data["HighestPrice"] = task_data.HighestPrice; + data["BidPrice5"] = task_data.BidPrice5; + data["BidPrice4"] = task_data.BidPrice4; + data["BidPrice1"] = task_data.BidPrice1; + data["BidPrice3"] = task_data.BidPrice3; + data["BidPrice2"] = task_data.BidPrice2; + data["LowerLimitPrice"] = task_data.LowerLimitPrice; + data["OpenPrice"] = task_data.OpenPrice; + data["AskPrice5"] = task_data.AskPrice5; + data["AskPrice4"] = task_data.AskPrice4; + data["AskPrice3"] = task_data.AskPrice3; + data["PreClosePrice"] = task_data.PreClosePrice; + data["AskPrice1"] = task_data.AskPrice1; + data["PreSettlementPrice"] = task_data.PreSettlementPrice; + data["AskVolume1"] = task_data.AskVolume1; + data["UpdateTime"] = task_data.UpdateTime; + data["UpdateMillisec"] = task_data.UpdateMillisec; + data["AveragePrice"] = task_data.AveragePrice; + data["BidVolume5"] = task_data.BidVolume5; + data["BidVolume4"] = task_data.BidVolume4; + data["BidVolume3"] = task_data.BidVolume3; + data["BidVolume2"] = task_data.BidVolume2; + data["PreOpenInterest"] = task_data.PreOpenInterest; + data["AskPrice2"] = task_data.AskPrice2; + data["Volume"] = task_data.Volume; + data["AskVolume3"] = task_data.AskVolume3; + data["AskVolume2"] = task_data.AskVolume2; + data["AskVolume5"] = task_data.AskVolume5; + data["AskVolume4"] = task_data.AskVolume4; + data["UpperLimitPrice"] = task_data.UpperLimitPrice; + data["BidVolume1"] = task_data.BidVolume1; + data["InstrumentID"] = task_data.InstrumentID; + data["ClosePrice"] = task_data.ClosePrice; + data["ExchangeID"] = task_data.ExchangeID; + data["TradingDay"] = task_data.TradingDay; + data["PreDelta"] = task_data.PreDelta; + data["OpenInterest"] = task_data.OpenInterest; + data["CurrDelta"] = task_data.CurrDelta; + data["Turnover"] = task_data.Turnover; + data["LastPrice"] = task_data.LastPrice; + data["SettlementPrice"] = task_data.SettlementPrice; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["LowestPrice"] = task_data.LowestPrice; + data["ActionDay"] = task_data.ActionDay; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryDepthMarketData(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspFromBankToStockByStock(Task task) +{ + PyLock lock; + CKSOTPReqTransferField task_data = any_cast(task.task_data); + dict data; + data["BrokerBranchID"] = task_data.BrokerBranchID; + data["UserID"] = task_data.UserID; + data["BankPassWord"] = task_data.BankPassWord; + data["TradeTime"] = task_data.TradeTime; + data["VerifyCertNoFlag"] = task_data.VerifyCertNoFlag; + data["TID"] = task_data.TID; + data["AccountID"] = task_data.AccountID; + data["BankAccount"] = task_data.BankAccount; + data["InstallID"] = task_data.InstallID; + data["CustomerName"] = task_data.CustomerName; + data["TradeCode"] = task_data.TradeCode; + data["BankBranchID"] = task_data.BankBranchID; + data["SessionID"] = task_data.SessionID; + data["BankID"] = task_data.BankID; + data["Password"] = task_data.Password; + data["BankPwdFlag"] = task_data.BankPwdFlag; + data["RequestID"] = task_data.RequestID; + data["CustType"] = task_data.CustType; + data["IdentifiedCardNo"] = task_data.IdentifiedCardNo; + data["FeePayFlag"] = task_data.FeePayFlag; + data["BankSerial"] = task_data.BankSerial; + data["OperNo"] = task_data.OperNo; + data["TradingDay"] = task_data.TradingDay; + data["BankSecuAcc"] = task_data.BankSecuAcc; + data["BrokerID"] = task_data.BrokerID; + data["DeviceID"] = task_data.DeviceID; + data["TransferStatus"] = task_data.TransferStatus; + data["IdCardType"] = task_data.IdCardType; + data["PlateSerial"] = task_data.PlateSerial; + data["FutureFetchAmount"] = task_data.FutureFetchAmount; + data["TradeDate"] = task_data.TradeDate; + data["CurrencyID"] = task_data.CurrencyID; + data["BrokerFee"] = task_data.BrokerFee; + data["BankAccType"] = task_data.BankAccType; + data["LastFragment"] = task_data.LastFragment; + data["FutureSerial"] = task_data.FutureSerial; + data["BankSecuAccType"] = task_data.BankSecuAccType; + data["BrokerIDByBank"] = task_data.BrokerIDByBank; + data["SecuPwdFlag"] = task_data.SecuPwdFlag; + data["Message"] = task_data.Message; + data["CustFee"] = task_data.CustFee; + data["TradeAmount"] = task_data.TradeAmount; + data["Digest"] = task_data.Digest; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspFromBankToStockByStock(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRtnFromBankToStockByStock(Task task) +{ + PyLock lock; + CKSOTPRspTransferField task_data = any_cast(task.task_data); + dict data; + data["BrokerBranchID"] = task_data.BrokerBranchID; + data["UserID"] = task_data.UserID; + data["BankPassWord"] = task_data.BankPassWord; + data["TradeTime"] = task_data.TradeTime; + data["VerifyCertNoFlag"] = task_data.VerifyCertNoFlag; + data["TID"] = task_data.TID; + data["AccountID"] = task_data.AccountID; + data["BankAccount"] = task_data.BankAccount; + data["InstallID"] = task_data.InstallID; + data["CustomerName"] = task_data.CustomerName; + data["TradeCode"] = task_data.TradeCode; + data["BankBranchID"] = task_data.BankBranchID; + data["SessionID"] = task_data.SessionID; + data["BankID"] = task_data.BankID; + data["Password"] = task_data.Password; + data["BankPwdFlag"] = task_data.BankPwdFlag; + data["ErrorID"] = task_data.ErrorID; + data["RequestID"] = task_data.RequestID; + data["CustType"] = task_data.CustType; + data["IdentifiedCardNo"] = task_data.IdentifiedCardNo; + data["FeePayFlag"] = task_data.FeePayFlag; + data["BankSerial"] = task_data.BankSerial; + data["OperNo"] = task_data.OperNo; + data["TradingDay"] = task_data.TradingDay; + data["BankSecuAcc"] = task_data.BankSecuAcc; + data["BrokerID"] = task_data.BrokerID; + data["DeviceID"] = task_data.DeviceID; + data["TransferStatus"] = task_data.TransferStatus; + data["IdCardType"] = task_data.IdCardType; + data["PlateSerial"] = task_data.PlateSerial; + data["FutureFetchAmount"] = task_data.FutureFetchAmount; + data["TradeDate"] = task_data.TradeDate; + data["CurrencyID"] = task_data.CurrencyID; + data["BrokerFee"] = task_data.BrokerFee; + data["BankAccType"] = task_data.BankAccType; + data["LastFragment"] = task_data.LastFragment; + data["FutureSerial"] = task_data.FutureSerial; + data["ErrorMsg"] = task_data.ErrorMsg; + data["BankSecuAccType"] = task_data.BankSecuAccType; + data["BrokerIDByBank"] = task_data.BrokerIDByBank; + data["SecuPwdFlag"] = task_data.SecuPwdFlag; + data["Message"] = task_data.Message; + data["CustFee"] = task_data.CustFee; + data["TradeAmount"] = task_data.TradeAmount; + data["Digest"] = task_data.Digest; + + this->onRtnFromBankToStockByStock(data); +}; + +void TdApi::processRspFromStockToBankByStock(Task task) +{ + PyLock lock; + CKSOTPReqTransferField task_data = any_cast(task.task_data); + dict data; + data["BrokerBranchID"] = task_data.BrokerBranchID; + data["UserID"] = task_data.UserID; + data["BankPassWord"] = task_data.BankPassWord; + data["TradeTime"] = task_data.TradeTime; + data["VerifyCertNoFlag"] = task_data.VerifyCertNoFlag; + data["TID"] = task_data.TID; + data["AccountID"] = task_data.AccountID; + data["BankAccount"] = task_data.BankAccount; + data["InstallID"] = task_data.InstallID; + data["CustomerName"] = task_data.CustomerName; + data["TradeCode"] = task_data.TradeCode; + data["BankBranchID"] = task_data.BankBranchID; + data["SessionID"] = task_data.SessionID; + data["BankID"] = task_data.BankID; + data["Password"] = task_data.Password; + data["BankPwdFlag"] = task_data.BankPwdFlag; + data["RequestID"] = task_data.RequestID; + data["CustType"] = task_data.CustType; + data["IdentifiedCardNo"] = task_data.IdentifiedCardNo; + data["FeePayFlag"] = task_data.FeePayFlag; + data["BankSerial"] = task_data.BankSerial; + data["OperNo"] = task_data.OperNo; + data["TradingDay"] = task_data.TradingDay; + data["BankSecuAcc"] = task_data.BankSecuAcc; + data["BrokerID"] = task_data.BrokerID; + data["DeviceID"] = task_data.DeviceID; + data["TransferStatus"] = task_data.TransferStatus; + data["IdCardType"] = task_data.IdCardType; + data["PlateSerial"] = task_data.PlateSerial; + data["FutureFetchAmount"] = task_data.FutureFetchAmount; + data["TradeDate"] = task_data.TradeDate; + data["CurrencyID"] = task_data.CurrencyID; + data["BrokerFee"] = task_data.BrokerFee; + data["BankAccType"] = task_data.BankAccType; + data["LastFragment"] = task_data.LastFragment; + data["FutureSerial"] = task_data.FutureSerial; + data["BankSecuAccType"] = task_data.BankSecuAccType; + data["BrokerIDByBank"] = task_data.BrokerIDByBank; + data["SecuPwdFlag"] = task_data.SecuPwdFlag; + data["Message"] = task_data.Message; + data["CustFee"] = task_data.CustFee; + data["TradeAmount"] = task_data.TradeAmount; + data["Digest"] = task_data.Digest; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspFromStockToBankByStock(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRtnFromStockToBankByStock(Task task) +{ + PyLock lock; + CKSOTPRspTransferField task_data = any_cast(task.task_data); + dict data; + data["BrokerBranchID"] = task_data.BrokerBranchID; + data["UserID"] = task_data.UserID; + data["BankPassWord"] = task_data.BankPassWord; + data["TradeTime"] = task_data.TradeTime; + data["VerifyCertNoFlag"] = task_data.VerifyCertNoFlag; + data["TID"] = task_data.TID; + data["AccountID"] = task_data.AccountID; + data["BankAccount"] = task_data.BankAccount; + data["InstallID"] = task_data.InstallID; + data["CustomerName"] = task_data.CustomerName; + data["TradeCode"] = task_data.TradeCode; + data["BankBranchID"] = task_data.BankBranchID; + data["SessionID"] = task_data.SessionID; + data["BankID"] = task_data.BankID; + data["Password"] = task_data.Password; + data["BankPwdFlag"] = task_data.BankPwdFlag; + data["ErrorID"] = task_data.ErrorID; + data["RequestID"] = task_data.RequestID; + data["CustType"] = task_data.CustType; + data["IdentifiedCardNo"] = task_data.IdentifiedCardNo; + data["FeePayFlag"] = task_data.FeePayFlag; + data["BankSerial"] = task_data.BankSerial; + data["OperNo"] = task_data.OperNo; + data["TradingDay"] = task_data.TradingDay; + data["BankSecuAcc"] = task_data.BankSecuAcc; + data["BrokerID"] = task_data.BrokerID; + data["DeviceID"] = task_data.DeviceID; + data["TransferStatus"] = task_data.TransferStatus; + data["IdCardType"] = task_data.IdCardType; + data["PlateSerial"] = task_data.PlateSerial; + data["FutureFetchAmount"] = task_data.FutureFetchAmount; + data["TradeDate"] = task_data.TradeDate; + data["CurrencyID"] = task_data.CurrencyID; + data["BrokerFee"] = task_data.BrokerFee; + data["BankAccType"] = task_data.BankAccType; + data["LastFragment"] = task_data.LastFragment; + data["FutureSerial"] = task_data.FutureSerial; + data["ErrorMsg"] = task_data.ErrorMsg; + data["BankSecuAccType"] = task_data.BankSecuAccType; + data["BrokerIDByBank"] = task_data.BrokerIDByBank; + data["SecuPwdFlag"] = task_data.SecuPwdFlag; + data["Message"] = task_data.Message; + data["CustFee"] = task_data.CustFee; + data["TradeAmount"] = task_data.TradeAmount; + data["Digest"] = task_data.Digest; + + this->onRtnFromStockToBankByStock(data); +}; + +void TdApi::processRtnQueryBankBalanceByStock(Task task) +{ + PyLock lock; + CKSOTPNotifyQueryAccountField task_data = any_cast(task.task_data); + dict data; + data["BrokerBranchID"] = task_data.BrokerBranchID; + data["UserID"] = task_data.UserID; + data["BankPassWord"] = task_data.BankPassWord; + data["TradeTime"] = task_data.TradeTime; + data["VerifyCertNoFlag"] = task_data.VerifyCertNoFlag; + data["TID"] = task_data.TID; + data["AccountID"] = task_data.AccountID; + data["BankAccount"] = task_data.BankAccount; + data["InstallID"] = task_data.InstallID; + data["CustomerName"] = task_data.CustomerName; + data["TradeCode"] = task_data.TradeCode; + data["BankBranchID"] = task_data.BankBranchID; + data["SessionID"] = task_data.SessionID; + data["BankID"] = task_data.BankID; + data["Password"] = task_data.Password; + data["BankPwdFlag"] = task_data.BankPwdFlag; + data["ErrorID"] = task_data.ErrorID; + data["RequestID"] = task_data.RequestID; + data["CustType"] = task_data.CustType; + data["IdentifiedCardNo"] = task_data.IdentifiedCardNo; + data["BankSerial"] = task_data.BankSerial; + data["OperNo"] = task_data.OperNo; + data["TradingDay"] = task_data.TradingDay; + data["BankSecuAcc"] = task_data.BankSecuAcc; + data["BrokerID"] = task_data.BrokerID; + data["DeviceID"] = task_data.DeviceID; + data["BankUseAmount"] = task_data.BankUseAmount; + data["IdCardType"] = task_data.IdCardType; + data["PlateSerial"] = task_data.PlateSerial; + data["TradeDate"] = task_data.TradeDate; + data["CurrencyID"] = task_data.CurrencyID; + data["ErrorMsg"] = task_data.ErrorMsg; + data["BankAccType"] = task_data.BankAccType; + data["LastFragment"] = task_data.LastFragment; + data["FutureSerial"] = task_data.FutureSerial; + data["BankSecuAccType"] = task_data.BankSecuAccType; + data["BrokerIDByBank"] = task_data.BrokerIDByBank; + data["SecuPwdFlag"] = task_data.SecuPwdFlag; + data["Digest"] = task_data.Digest; + data["BankFetchAmount"] = task_data.BankFetchAmount; + + this->onRtnQueryBankBalanceByStock(data); +}; + +void TdApi::processRspQryContractBank(Task task) +{ + PyLock lock; + CKSOTPContractBankField task_data = any_cast(task.task_data); + dict data; + data["BankName"] = task_data.BankName; + data["BrokerID"] = task_data.BrokerID; + data["BankBrchID"] = task_data.BankBrchID; + data["BankID"] = task_data.BankID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryContractBank(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQueryBankAccountMoneyByStock(Task task) +{ + PyLock lock; + CKSOTPReqQueryAccountField task_data = any_cast(task.task_data); + dict data; + data["BrokerBranchID"] = task_data.BrokerBranchID; + data["UserID"] = task_data.UserID; + data["BankPassWord"] = task_data.BankPassWord; + data["TradeTime"] = task_data.TradeTime; + data["VerifyCertNoFlag"] = task_data.VerifyCertNoFlag; + data["TID"] = task_data.TID; + data["AccountID"] = task_data.AccountID; + data["BankAccount"] = task_data.BankAccount; + data["InstallID"] = task_data.InstallID; + data["CustomerName"] = task_data.CustomerName; + data["TradeCode"] = task_data.TradeCode; + data["BankBranchID"] = task_data.BankBranchID; + data["SessionID"] = task_data.SessionID; + data["BankID"] = task_data.BankID; + data["Password"] = task_data.Password; + data["BankPwdFlag"] = task_data.BankPwdFlag; + data["RequestID"] = task_data.RequestID; + data["CustType"] = task_data.CustType; + data["IdentifiedCardNo"] = task_data.IdentifiedCardNo; + data["BankSerial"] = task_data.BankSerial; + data["OperNo"] = task_data.OperNo; + data["TradingDay"] = task_data.TradingDay; + data["BankSecuAcc"] = task_data.BankSecuAcc; + data["BrokerID"] = task_data.BrokerID; + data["DeviceID"] = task_data.DeviceID; + data["IdCardType"] = task_data.IdCardType; + data["PlateSerial"] = task_data.PlateSerial; + data["TradeDate"] = task_data.TradeDate; + data["CurrencyID"] = task_data.CurrencyID; + data["BankAccType"] = task_data.BankAccType; + data["LastFragment"] = task_data.LastFragment; + data["FutureSerial"] = task_data.FutureSerial; + data["BankSecuAccType"] = task_data.BankSecuAccType; + data["BrokerIDByBank"] = task_data.BrokerIDByBank; + data["SecuPwdFlag"] = task_data.SecuPwdFlag; + data["Digest"] = task_data.Digest; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQueryBankAccountMoneyByStock(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryTransferSerial(Task task) +{ + PyLock lock; + CKSOTPTransferSerialField task_data = any_cast(task.task_data); + dict data; + data["BankNewAccount"] = task_data.BankNewAccount; + data["BrokerBranchID"] = task_data.BrokerBranchID; + data["TradeTime"] = task_data.TradeTime; + data["OperatorCode"] = task_data.OperatorCode; + data["AccountID"] = task_data.AccountID; + data["BankAccount"] = task_data.BankAccount; + data["TradeCode"] = task_data.TradeCode; + data["BankBranchID"] = task_data.BankBranchID; + data["SessionID"] = task_data.SessionID; + data["BankID"] = task_data.BankID; + data["PlateSerial"] = task_data.PlateSerial; + data["FutureAccType"] = task_data.FutureAccType; + data["ErrorID"] = task_data.ErrorID; + data["BankSerial"] = task_data.BankSerial; + data["IdentifiedCardNo"] = task_data.IdentifiedCardNo; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + data["IdCardType"] = task_data.IdCardType; + data["TradeDate"] = task_data.TradeDate; + data["CurrencyID"] = task_data.CurrencyID; + data["BrokerFee"] = task_data.BrokerFee; + data["BankAccType"] = task_data.BankAccType; + data["FutureSerial"] = task_data.FutureSerial; + data["InvestorID"] = task_data.InvestorID; + data["ErrorMsg"] = task_data.ErrorMsg; + data["CustFee"] = task_data.CustFee; + data["TradeAmount"] = task_data.TradeAmount; + data["AvailabilityFlag"] = task_data.AvailabilityFlag; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryTransferSerial(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQrySettlementInfoConfirm(Task task) +{ + PyLock lock; + CKSOTPSettlementInfoConfirmField task_data = any_cast(task.task_data); + dict data; + data["ConfirmTime"] = task_data.ConfirmTime; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["ConfirmDate"] = task_data.ConfirmDate; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQrySettlementInfoConfirm(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspSettlementInfoConfirm(Task task) +{ + PyLock lock; + CKSOTPSettlementInfoConfirmField task_data = any_cast(task.task_data); + dict data; + data["ConfirmTime"] = task_data.ConfirmTime; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["ConfirmDate"] = task_data.ConfirmDate; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspSettlementInfoConfirm(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQrySettlementInfo(Task task) +{ + PyLock lock; + CKSOTPSettlementInfoField task_data = any_cast(task.task_data); + dict data; + data["SettlementID"] = task_data.SettlementID; + data["InvestorID"] = task_data.InvestorID; + data["SequenceNo"] = task_data.SequenceNo; + data["Content"] = task_data.Content; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQrySettlementInfo(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryInvestorTradeLevel(Task task) +{ + PyLock lock; + CKSOTPInvestorTradeLevelField task_data = any_cast(task.task_data); + dict data; + data["InvestorID"] = task_data.InvestorID; + data["ExchangeID"] = task_data.ExchangeID; + data["BrokerID"] = task_data.BrokerID; + data["TradeLevel"] = task_data.TradeLevel; + data["ProductID"] = task_data.ProductID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryInvestorTradeLevel(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryPurchaseLimitAmt(Task task) +{ + PyLock lock; + CKSOTPPurchaseLimitAmtField task_data = any_cast(task.task_data); + dict data; + data["InvestorID"] = task_data.InvestorID; + data["ExchangeID"] = task_data.ExchangeID; + data["PurLimitAmt"] = task_data.PurLimitAmt; + data["BrokerID"] = task_data.BrokerID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryPurchaseLimitAmt(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryPositionLimitVol(Task task) +{ + PyLock lock; + CKSOTPPositionLimitVolField task_data = any_cast(task.task_data); + dict data; + data["ProtectFlag"] = task_data.ProtectFlag; + data["ExchangeID"] = task_data.ExchangeID; + data["OptionsType"] = task_data.OptionsType; + data["PosiLimitVol"] = task_data.PosiLimitVol; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["ControlRange"] = task_data.ControlRange; + data["ProductID"] = task_data.ProductID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryPositionLimitVol(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryHistoryOrder(Task task) +{ + PyLock lock; + CKSOTPHistoryOrderField task_data = any_cast(task.task_data); + dict data; + data["VolumeTraded"] = task_data.VolumeTraded; + data["UserProductInfo"] = task_data.UserProductInfo; + data["ProductClass"] = task_data.ProductClass; + data["ProductName"] = task_data.ProductName; + data["Direction"] = task_data.Direction; + data["CustomerName"] = task_data.CustomerName; + data["InvestorID"] = task_data.InvestorID; + data["VolumeTotalOriginal"] = task_data.VolumeTotalOriginal; + data["SessionID"] = task_data.SessionID; + data["OrderStatus"] = task_data.OrderStatus; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["FunctionName"] = task_data.FunctionName; + data["OrderPrice"] = task_data.OrderPrice; + data["TradePrice"] = task_data.TradePrice; + data["OrderSource"] = task_data.OrderSource; + data["InsertTime"] = task_data.InsertTime; + data["FrontID"] = task_data.FrontID; + data["OffsetFlag"] = task_data.OffsetFlag; + data["OrderTime"] = task_data.OrderTime; + data["OrderLocalID"] = task_data.OrderLocalID; + data["CurrencyID"] = task_data.CurrencyID; + data["InsertDate"] = task_data.InsertDate; + data["SequenceNo"] = task_data.SequenceNo; + data["FrozenAmount"] = task_data.FrozenAmount; + data["OrderRef"] = task_data.OrderRef; + data["BusinessUnit"] = task_data.BusinessUnit; + data["RequestID"] = task_data.RequestID; + data["BrokerID"] = task_data.BrokerID; + data["TradeAmount"] = task_data.TradeAmount; + data["ProductID"] = task_data.ProductID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryHistoryOrder(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryHistoryTrade(Task task) +{ + PyLock lock; + CKSOTPHistoryTradeField task_data = any_cast(task.task_data); + dict data; + data["VolumeTraded"] = task_data.VolumeTraded; + data["HedgeFlag"] = task_data.HedgeFlag; + data["Commission"] = task_data.Commission; + data["TradeTime"] = task_data.TradeTime; + data["CustomerName"] = task_data.CustomerName; + data["Memo"] = task_data.Memo; + data["ClientID"] = task_data.ClientID; + data["BusinessUnit"] = task_data.BusinessUnit; + data["TradePrice;"] = task_data.TradePrice;; + data["ExchangeID"] = task_data.ExchangeID; + data["FunctionName"] = task_data.FunctionName; + data["OptionsType"] = task_data.OptionsType; + data["BrokerID"] = task_data.BrokerID; + data["RoyaltyAmount"] = task_data.RoyaltyAmount; + data["TraderOfferTime"] = task_data.TraderOfferTime; + data["OffsetFlag"] = task_data.OffsetFlag; + data["TradeID"] = task_data.TradeID; + data["OrderLocalID"] = task_data.OrderLocalID; + data["TradeDate"] = task_data.TradeDate; + data["CurrencyID"] = task_data.CurrencyID; + data["ProductName"] = task_data.ProductName; + data["InvestorID"] = task_data.InvestorID; + data["ObligationVolume"] = task_data.ObligationVolume; + data["RoyaltyVolume"] = task_data.RoyaltyVolume; + data["ObligationAmount"] = task_data.ObligationAmount; + data["TradeAmount"] = task_data.TradeAmount; + data["ProductID"] = task_data.ProductID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryHistoryTrade(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryHistoryAssignment(Task task) +{ + PyLock lock; + CKSOTPHistoryAssignmentField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["OptionsType"] = task_data.OptionsType; + data["DelivDate"] = task_data.DelivDate; + data["TradingDay"] = task_data.TradingDay; + data["PosiDirection"] = task_data.PosiDirection; + data["HedgeFlag"] = task_data.HedgeFlag; + data["StrikePrice"] = task_data.StrikePrice; + data["ClientID"] = task_data.ClientID; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["StockInstr"] = task_data.StockInstr; + data["IOVol"] = task_data.IOVol; + data["IOAmt"] = task_data.IOAmt; + data["ExecVol"] = task_data.ExecVol; + data["ProductID"] = task_data.ProductID; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryHistoryAssignment(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryDelivDetail(Task task) +{ + PyLock lock; + CKSOTPDelivDetailField task_data = any_cast(task.task_data); + dict data; + data["ExchangeID"] = task_data.ExchangeID; + data["FunctionName"] = task_data.FunctionName; + data["SettlementAmt"] = task_data.SettlementAmt; + data["SettlementPrice"] = task_data.SettlementPrice; + data["StockInstr"] = task_data.StockInstr; + data["IOVolInFact"] = task_data.IOVolInFact; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["IOVol"] = task_data.IOVol; + data["DelivDate"] = task_data.DelivDate; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryDelivDetail(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspAutoExecOrderAction(Task task) +{ + PyLock lock; + CKSOTPAutoExecOrderActionField task_data = any_cast(task.task_data); + dict data; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["RangeVol"] = task_data.RangeVol; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspAutoExecOrderAction(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspCombActionInsert(Task task) +{ + PyLock lock; + CKSOTPInputCombActionField task_data = any_cast(task.task_data); + dict data; + data["ExchangeID"] = task_data.ExchangeID; + data["CombDirection"] = task_data.CombDirection; + data["CombActionRef"] = task_data.CombActionRef; + data["ComTradeID"] = task_data.ComTradeID; + data[" CombActionFlag"] = task_data.CombActionFlag; + data["UserID"] = task_data.UserID; + data["Direction1"] = task_data.Direction1; + data["Direction3"] = task_data.Direction3; + data["InstrumentID4"] = task_data.InstrumentID4; + data["Volume"] = task_data.Volume; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["InstrumentID1"] = task_data.InstrumentID1; + data["Direction2"] = task_data.Direction2; + data["StrategyID"] = task_data.StrategyID; + data["InstrumentID2"] = task_data.InstrumentID2; + data["InstrumentID3"] = task_data.InstrumentID3; + data["HedgeFlag"] = task_data.HedgeFlag; + data["Direction4"] = task_data.Direction4; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspCombActionInsert(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryInvestorCombinePosition(Task task) +{ + PyLock lock; + CKSOTPInvestorPositionCombineDetailField task_data = any_cast(task.task_data); + dict data; + data["ExchangeID"] = task_data.ExchangeID; + data["CombActionVolume"] = task_data.CombActionVolume; + data["Direction3"] = task_data.Direction3; + data["ComTradeID"] = task_data.ComTradeID; + data["TotalAmt"] = task_data.TotalAmt; + data["HedgeFlag"] = task_data.HedgeFlag; + data["Direction1"] = task_data.Direction1; + data["ClientID"] = task_data.ClientID; + data["InstrumentID4"] = task_data.InstrumentID4; + data["CombDirection"] = task_data.CombDirection; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["InstrumentID1"] = task_data.InstrumentID1; + data["Direction2"] = task_data.Direction2; + data["StrategyID"] = task_data.StrategyID; + data["InstrumentID2"] = task_data.InstrumentID2; + data["Margin"] = task_data.Margin; + data["InstrumentID3"] = task_data.InstrumentID3; + data["Direction4"] = task_data.Direction4; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryInvestorCombinePosition(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryCombActionVolume(Task task) +{ + PyLock lock; + CKSOTPCombActionVolumeField task_data = any_cast(task.task_data); + dict data; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["MaxActionVolume"] = task_data.MaxActionVolume; + data["MaxCombVolume"] = task_data.MaxCombVolume; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryCombActionVolume(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspFundOutCreditApply(Task task) +{ + PyLock lock; + CKSOTPInputFundOutCreditApplyField task_data = any_cast(task.task_data); + dict data; + data["CreditApplyFlag"] = task_data.CreditApplyFlag; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["FundOutCredit"] = task_data.FundOutCredit; + data["CreditSerial"] = task_data.CreditSerial; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspFundOutCreditApply(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryFundOutCredit(Task task) +{ + PyLock lock; + CKSOTPRspQryFundOutCreditField task_data = any_cast(task.task_data); + dict data; + data["FundOutCredit"] = task_data.FundOutCredit; + data["FundOutedCredit"] = task_data.FundOutedCredit; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["UpdateDate"] = task_data.UpdateDate; + data["SetTime"] = task_data.SetTime; + data["SetDate"] = task_data.SetDate; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryFundOutCredit(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspQryFundOutCreditApply(Task task) +{ + PyLock lock; + CKSOTPRspQryFundOutCreditApplyField task_data = any_cast(task.task_data); + dict data; + data["DealStatus"] = task_data.DealStatus; + data["FundOutCredit"] = task_data.FundOutCredit; + data["ApplyTime"] = task_data.ApplyTime; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["ConfirmDate"] = task_data.ConfirmDate; + data["ConfirmTime"] = task_data.ConfirmTime; + data["ApplyDate"] = task_data.ApplyDate; + data["CreditSerial"] = task_data.CreditSerial; + + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspQryFundOutCreditApply(data, error, task.task_id, task.task_last); +}; + +void TdApi::processRspError(Task task) +{ + PyLock lock; + CKSOTPRspInfoField task_error = any_cast(task.task_error); + dict error; + error["ErrorMsg"] = task_error.ErrorMsg; + error["ErrorID"] = task_error.ErrorID; + + this->onRspError(error, task.task_id, task.task_last); +}; + +void TdApi::processRtnOrder(Task task) +{ + PyLock lock; + CKSOTPOrderField task_data = any_cast(task.task_data); + dict data; + data["ContingentCondition"] = task_data.ContingentCondition; + data["NotifySequence"] = task_data.NotifySequence; + data["ActiveUserID"] = task_data.ActiveUserID; + data["VolumeTraded"] = task_data.VolumeTraded; + data["UserProductInfo"] = task_data.UserProductInfo; + data["TraderID"] = task_data.TraderID; + data["HedgeFlag"] = task_data.HedgeFlag; + data["LimitPrice"] = task_data.LimitPrice; + data["UserForceClose"] = task_data.UserForceClose; + data["OrderType"] = task_data.OrderType; + data["Direction"] = task_data.Direction; + data["ActiveTime"] = task_data.ActiveTime; + data["OffsetFlag"] = task_data.OffsetFlag; + data["VolumeTotalOriginal"] = task_data.VolumeTotalOriginal; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["ClientID"] = task_data.ClientID; + data["VolumeTotal"] = task_data.VolumeTotal; + data["OrderPriceType"] = task_data.OrderPriceType; + data["SessionID"] = task_data.SessionID; + data["TimeCondition"] = task_data.TimeCondition; + data["OrderStatus"] = task_data.OrderStatus; + data["OrderSysID"] = task_data.OrderSysID; + data["OrderSubmitStatus"] = task_data.OrderSubmitStatus; + data["StopPrice"] = task_data.StopPrice; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["MinVolume"] = task_data.MinVolume; + data["StatusMsg"] = task_data.StatusMsg; + data["SettlementID"] = task_data.SettlementID; + data["ForceCloseReason"] = task_data.ForceCloseReason; + data["UserID"] = task_data.UserID; + data["UpdateTime"] = task_data.UpdateTime; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + data["InsertTime"] = task_data.InsertTime; + data["FrontID"] = task_data.FrontID; + data["ParticipantID"] = task_data.ParticipantID; + data["CancelTime"] = task_data.CancelTime; + data["GTDDate"] = task_data.GTDDate; + data["OrderLocalID"] = task_data.OrderLocalID; + data["BusinessUnit"] = task_data.BusinessUnit; + data["InsertDate"] = task_data.InsertDate; + data["SequenceNo"] = task_data.SequenceNo; + data["OrderRef"] = task_data.OrderRef; + data["BrokerOrderSeq"] = task_data.BrokerOrderSeq; + data["InvestorID"] = task_data.InvestorID; + data["VolumeCondition"] = task_data.VolumeCondition; + data["RequestID"] = task_data.RequestID; + data["OrderSource"] = task_data.OrderSource; + + this->onRtnOrder(data); +}; + +void TdApi::processRtnTrade(Task task) +{ + PyLock lock; + CKSOTPTradeField task_data = any_cast(task.task_data); + dict data; + data["TradeType"] = task_data.TradeType; + data["TraderID"] = task_data.TraderID; + data["HedgeFlag"] = task_data.HedgeFlag; + data["TradeTime"] = task_data.TradeTime; + data["Direction"] = task_data.Direction; + data["ParticipantID"] = task_data.ParticipantID; + data["Price"] = task_data.Price; + data["ClientID"] = task_data.ClientID; + data["Volume"] = task_data.Volume; + data["OrderSysID"] = task_data.OrderSysID; + data["ClearingPartID"] = task_data.ClearingPartID; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["UserID"] = task_data.UserID; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + data["OffsetFlag"] = task_data.OffsetFlag; + data["OrderLocalID"] = task_data.OrderLocalID; + data["TradeID"] = task_data.TradeID; + data["TradeDate"] = task_data.TradeDate; + data["BusinessUnit"] = task_data.BusinessUnit; + data["SequenceNo"] = task_data.SequenceNo; + data["OrderRef"] = task_data.OrderRef; + data["BrokerOrderSeq"] = task_data.BrokerOrderSeq; + data["InvestorID"] = task_data.InvestorID; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["TradeSource"] = task_data.TradeSource; + data["PriceSource"] = task_data.PriceSource; + data["TradingRole"] = task_data.TradingRole; + + this->onRtnTrade(data); +}; + +void TdApi::processRtnExecOrder(Task task) +{ + PyLock lock; + CKSOTPExecOrderField task_data = any_cast(task.task_data); + dict data; + data["NotifySequence"] = task_data.NotifySequence; + data["CloseFlag"] = task_data.CloseFlag; + data["ActiveUserID"] = task_data.ActiveUserID; + data["UserProductInfo"] = task_data.UserProductInfo; + data["TraderID"] = task_data.TraderID; + data["HedgeFlag"] = task_data.HedgeFlag; + data["ExecResult"] = task_data.ExecResult; + data["ReservePositionFlag"] = task_data.ReservePositionFlag; + data["Volume"] = task_data.Volume; + data["InstallID"] = task_data.InstallID; + data["OffsetFlag"] = task_data.OffsetFlag; + data["PosiDirection"] = task_data.PosiDirection; + data["ClientID"] = task_data.ClientID; + data["ExecOrderRef"] = task_data.ExecOrderRef; + data["SessionID"] = task_data.SessionID; + data["ActionType"] = task_data.ActionType; + data["OrderSubmitStatus"] = task_data.OrderSubmitStatus; + data["ClearingPartID"] = task_data.ClearingPartID; + data["InstrumentID"] = task_data.InstrumentID; + data["ExecOrderSysID"] = task_data.ExecOrderSysID; + data["ExchangeID"] = task_data.ExchangeID; + data["StatusMsg"] = task_data.StatusMsg; + data["SettlementID"] = task_data.SettlementID; + data["UserID"] = task_data.UserID; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + data["InsertTime"] = task_data.InsertTime; + data["ExecOrderLocalID"] = task_data.ExecOrderLocalID; + data["ParticipantID"] = task_data.ParticipantID; + data["CancelTime"] = task_data.CancelTime; + data["BranchID"] = task_data.BranchID; + data["BusinessUnit"] = task_data.BusinessUnit; + data["InsertDate"] = task_data.InsertDate; + data["SequenceNo"] = task_data.SequenceNo; + data["InvestorID"] = task_data.InvestorID; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["RequestID"] = task_data.RequestID; + data["BrokerExecOrderSeq"] = task_data.BrokerExecOrderSeq; + data["FrontID"] = task_data.FrontID; + + this->onRtnExecOrder(data); +}; + +void TdApi::processRtnLock(Task task) +{ + PyLock lock; + CKSOTPLockField task_data = any_cast(task.task_data); + dict data; + data["LockStatus"] = task_data.LockStatus; + data["NotifySequence"] = task_data.NotifySequence; + data["ActiveUserID"] = task_data.ActiveUserID; + data["UserProductInfo"] = task_data.UserProductInfo; + data["TraderID"] = task_data.TraderID; + data["UserID"] = task_data.UserID; + data["LockLocalID"] = task_data.LockLocalID; + data["InstallID"] = task_data.InstallID; + data["ParticipantID"] = task_data.ParticipantID; + data["ClientID"] = task_data.ClientID; + data["Volume"] = task_data.Volume; + data["SessionID"] = task_data.SessionID; + data["OrderSubmitStatus"] = task_data.OrderSubmitStatus; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["StatusMsg"] = task_data.StatusMsg; + data["SettlementID"] = task_data.SettlementID; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + data["InsertTime"] = task_data.InsertTime; + data["ClearingPartID"] = task_data.ClearingPartID; + data["CancelTime"] = task_data.CancelTime; + data["BranchID"] = task_data.BranchID; + data["BusinessUnit"] = task_data.BusinessUnit; + data["InsertDate"] = task_data.InsertDate; + data["BrokerLockSeq"] = task_data.BrokerLockSeq; + data["SequenceNo"] = task_data.SequenceNo; + data["LockRef"] = task_data.LockRef; + data["InvestorID"] = task_data.InvestorID; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["RequestID"] = task_data.RequestID; + data["FrontID"] = task_data.FrontID; + data["LockSysID"] = task_data.LockSysID; + data["LockType"] = task_data.LockType; + + this->onRtnLock(data); +}; + +void TdApi::processRtnInstrumentStatus(Task task) +{ + PyLock lock; + CKSOTPInstrumentStatusField task_data = any_cast(task.task_data); + dict data; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["EnterTime"] = task_data.EnterTime; + data["TradingSegmentSN"] = task_data.TradingSegmentSN; + data["EnterReason"] = task_data.EnterReason; + data["InstrumentStatus"] = task_data.InstrumentStatus; + data["ExchangeInstID"] = task_data.ExchangeInstID; + + this->onRtnInstrumentStatus(data); +}; + +void TdApi::processRtnTradingNotice(Task task) +{ + PyLock lock; + CKSOTPTradingNoticeInfoField task_data = any_cast(task.task_data); + dict data; + data["SequenceSeries"] = task_data.SequenceSeries; + data["SequenceNo"] = task_data.SequenceNo; + data["FieldContent"] = task_data.FieldContent; + data["InvestorID"] = task_data.InvestorID; + data["BrokerID"] = task_data.BrokerID; + data["SendTime"] = task_data.SendTime; + + this->onRtnTradingNotice(data); +}; + +void TdApi::processRtnCombAction(Task task) +{ + PyLock lock; + CKSOTPCombActionField task_data = any_cast(task.task_data); + dict data; + data["NotifySequence"] = task_data.NotifySequence; + data["ComTradeID"] = task_data.ComTradeID; + data["UserProductInfo"] = task_data.UserProductInfo; + data["OrderSource"] = task_data.OrderSource; + data["TraderID"] = task_data.TraderID; + data[" CombActionFlag"] = task_data.CombActionFlag; + data["ActionStatus"] = task_data.ActionStatus; + data["StrategyID"] = task_data.StrategyID; + data["CombDirection"] = task_data.CombDirection; + data["InstallID"] = task_data.InstallID; + data["ParticipantID"] = task_data.ParticipantID; + data["InvestorID"] = task_data.InvestorID; + data["ClientID"] = task_data.ClientID; + data["Volume"] = task_data.Volume; + data["SessionID"] = task_data.SessionID; + data["InstrumentID"] = task_data.InstrumentID; + data["ExchangeID"] = task_data.ExchangeID; + data["StatusMsg"] = task_data.StatusMsg; + data["SettlementID"] = task_data.SettlementID; + data["UserID"] = task_data.UserID; + data["TradingDay"] = task_data.TradingDay; + data["BrokerID"] = task_data.BrokerID; + data["FrontID"] = task_data.FrontID; + data["InstrumentID1"] = task_data.InstrumentID1; + data["InstrumentID3"] = task_data.InstrumentID3; + data["InstrumentID2"] = task_data.InstrumentID2; + data["InstrumentID4"] = task_data.InstrumentID4; + data["HedgeFlag"] = task_data.HedgeFlag; + data["CombActionRef"] = task_data.CombActionRef; + data["SequenceNo"] = task_data.SequenceNo; + data["ActionLocalID"] = task_data.ActionLocalID; + data["ExchangeInstID"] = task_data.ExchangeInstID; + data["Direction3"] = task_data.Direction3; + data["Direction2"] = task_data.Direction2; + data["Direction1"] = task_data.Direction1; + data["Direction4"] = task_data.Direction4; + + this->onRtnCombAction(data); +}; + + +///------------------------------------------------------------------------------------- +/// +///------------------------------------------------------------------------------------- + +void TdApi::createOTPTraderApi(string pszFlowPath) +{ + this->api = CKSOTPTraderApi::CreateOTPTraderApi(pszFlowPath.c_str()); + this->api->RegisterSpi(this); +}; + +void TdApi::release() +{ + this->api->Release(); +}; + +void TdApi::init() +{ + this->api->Init(); +}; + +int TdApi::exit() +{ + //úԭAPIûУڰȫ˳APIãԭjoinƺ̫ȶ + this->api->RegisterSpi(NULL); + this->api->Release(); + this->api = NULL; + return 1; +}; + +string TdApi::getTradingDay() +{ + string day = this->api->GetTradingDay(); + return day; +}; + +void TdApi::registerFront(string pszFrontAddress) +{ + this->api->RegisterFront((char*)pszFrontAddress.c_str()); +}; + +void TdApi::subscribePrivateTopic(int nType) +{ + //úΪֶд + KSOTP_TE_RESUME_TYPE type; + + switch (nType) + { + case 0: + { + type = KSOTP_TERT_RESTART; + break; + }; + + case 1: + { + type = KSOTP_TERT_RESUME; + break; + }; + + case 2: + { + type = KSOTP_TERT_QUICK; + break; + }; + } + + this->api->SubscribePrivateTopic(type); + + +}; + +void TdApi::subscribePublicTopic(int nType) +{ + //úΪֶд + KSOTP_TE_RESUME_TYPE type; + + switch (nType) + { + case 0: + { + type = KSOTP_TERT_RESTART; + break; + }; + + case 1: + { + type = KSOTP_TERT_RESUME; + break; + }; + + case 2: + { + type = KSOTP_TERT_QUICK; + break; + }; + } + + this->api->SubscribePublicTopic(type); +}; + +int TdApi::reqUserLogin(dict req, int nRequestID) +{ + CKSOTPReqUserLoginField myreq = CKSOTPReqUserLoginField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "MacAddress", myreq.MacAddress); + getChar(req, "UserProductInfo", myreq.UserProductInfo); + getChar(req, "UserID", myreq.UserID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "ClientIPAddress", myreq.ClientIPAddress); + getChar(req, "Password", myreq.Password); + int i = this->api->ReqUserLogin(&myreq, nRequestID); + return i; +}; + +int TdApi::reqUserLogout(dict req, int nRequestID) +{ + CKSOTPUserLogoutField myreq = CKSOTPUserLogoutField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "UserID", myreq.UserID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqUserLogout(&myreq, nRequestID); + return i; +}; + +int TdApi::reqUserPasswordUpdate(dict req, int nRequestID) +{ + CKSOTPUserPasswordUpdateField myreq = CKSOTPUserPasswordUpdateField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "UserID", myreq.UserID); + getChar(req, "NewPassword", myreq.NewPassword); + getChar(req, "OldPassword", myreq.OldPassword); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqUserPasswordUpdate(&myreq, nRequestID); + return i; +}; + +int TdApi::reqTradingAccountPasswordUpdate(dict req, int nRequestID) +{ + CKSOTPTradingAccountPasswordUpdateField myreq = CKSOTPTradingAccountPasswordUpdateField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "NewPassword", myreq.NewPassword); + getChar(req, "OldPassword", myreq.OldPassword); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "AccountID", myreq.AccountID); + int i = this->api->ReqTradingAccountPasswordUpdate(&myreq, nRequestID); + return i; +}; + +int TdApi::reqOrderInsert(dict req, int nRequestID) +{ + CKSOTPInputOrderField myreq = CKSOTPInputOrderField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "ContingentCondition", &myreq.ContingentCondition); + getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend); + getInt(req, "UserForceClose", &myreq.UserForceClose); + getInt(req, "IsSwapOrder", &myreq.IsSwapOrder); + getInt(req, "VolumeTotalOriginal", &myreq.VolumeTotalOriginal); + getChar(req, "OrderPriceType", &myreq.OrderPriceType); + getChar(req, "TimeCondition", &myreq.TimeCondition); + getChar(req, "TimeCondition", &myreq.TimeCondition); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getInt(req, "MinVolume", &myreq.MinVolume); + getChar(req, "UserID", myreq.UserID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "GTDDate", myreq.GTDDate); + getChar(req, "BusinessUnit", myreq.BusinessUnit); + getChar(req, "OrderRef", myreq.OrderRef); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "VolumeCondition", &myreq.VolumeCondition); + getInt(req, "RequestID", &myreq.RequestID); + getDouble(req, "LimitPrice", &myreq.LimitPrice); + + getChar(req, "ForceCloseReason", &myreq.ForceCloseReason); + getChar(req, "Direction", &myreq.Direction); + getChar(req, "OffsetFlag", &myreq.OffsetFlag); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + + int i = this->api->ReqOrderInsert(&myreq, nRequestID); + return i; +}; + +int TdApi::reqOrderAction(dict req, int nRequestID) +{ + CKSOTPInputOrderActionField myreq = CKSOTPInputOrderActionField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "ActionFlag", &myreq.ActionFlag); + getChar(req, "UserID", myreq.UserID); + getChar(req, "UserID", myreq.UserID); + getChar(req, "OrderRef", myreq.OrderRef); + getChar(req, "InvestorID", myreq.InvestorID); + getInt(req, "SessionID", &myreq.SessionID); + getInt(req, "VolumeChange", &myreq.VolumeChange); + getChar(req, "BrokerID", myreq.BrokerID); + getInt(req, "RequestID", &myreq.RequestID); + getChar(req, "OrderSysID", myreq.OrderSysID); + getInt(req, "FrontID", &myreq.FrontID); + int i = this->api->ReqOrderAction(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryOrder(dict req, int nRequestID) +{ + CKSOTPQryOrderField myreq = CKSOTPQryOrderField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "OrderSysID", myreq.OrderSysID); + int i = this->api->ReqQryOrder(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryTrade(dict req, int nRequestID) +{ + CKSOTPQryTradeField myreq = CKSOTPQryTradeField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "TradeTimeEnd", myreq.TradeTimeEnd); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "TradeTimeStart", myreq.TradeTimeStart); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQryTrade(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryInvestorPosition(dict req, int nRequestID) +{ + CKSOTPQryInvestorPositionField myreq = CKSOTPQryInvestorPositionField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQryInvestorPosition(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryTradingAccount(dict req, int nRequestID) +{ + CKSOTPQryTradingAccountField myreq = CKSOTPQryTradingAccountField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQryTradingAccount(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryInvestor(dict req, int nRequestID) +{ + CKSOTPQryInvestorField myreq = CKSOTPQryInvestorField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQryInvestor(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryTradingCode(dict req, int nRequestID) +{ + CKSOTPQryTradingCodeField myreq = CKSOTPQryTradingCodeField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQryTradingCode(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryExchange(dict req, int nRequestID) +{ + CKSOTPQryExchangeField myreq = CKSOTPQryExchangeField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "ExchangeID", myreq.ExchangeID); + int i = this->api->ReqQryExchange(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryInstrument(dict req, int nRequestID) +{ + CKSOTPQryInstrumentField myreq = CKSOTPQryInstrumentField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExchangeID", myreq.ExchangeID); + int i = this->api->ReqQryInstrument(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryInvestorPositionDetail(dict req, int nRequestID) +{ + CKSOTPQryInvestorPositionDetailField myreq = CKSOTPQryInvestorPositionDetailField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQryInvestorPositionDetail(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryTradingNotice(dict req, int nRequestID) +{ + CKSOTPQryTradingNoticeField myreq = CKSOTPQryTradingNoticeField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQryTradingNotice(&myreq, nRequestID); + return i; +}; + +int TdApi::reqExecOrderInsert(dict req, int nRequestID) +{ + CKSOTPInputExecOrderField myreq = CKSOTPInputExecOrderField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExecOrderRef", myreq.ExecOrderRef); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "CloseFlag", &myreq.CloseFlag); + getChar(req, "OffsetFlag", &myreq.OffsetFlag); + getChar(req, "PosiDirection", &myreq.PosiDirection); + getChar(req, "BusinessUnit", myreq.BusinessUnit); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getChar(req, "UserID", myreq.UserID); + getInt(req, "Volume", &myreq.Volume); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getInt(req, "RequestID", &myreq.RequestID); + getChar(req, "ActionType", &myreq.ActionType); + getChar(req, "ReservePositionFlag", &myreq.ReservePositionFlag); + int i = this->api->ReqExecOrderInsert(&myreq, nRequestID); + return i; +}; + +int TdApi::reqExecOrderAction(dict req, int nRequestID) +{ + CKSOTPInputExecOrderActionField myreq = CKSOTPInputExecOrderActionField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExecOrderSysID", myreq.ExecOrderSysID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "UserID", myreq.UserID); + getChar(req, "ExecOrderRef", myreq.ExecOrderRef); + getChar(req, "InvestorID", myreq.InvestorID); + getInt(req, "SessionID", &myreq.SessionID); + getChar(req, "BrokerID", myreq.BrokerID); + getInt(req, "RequestID", &myreq.RequestID); + getChar(req, "ActionFlag", &myreq.ActionFlag); + getInt(req, "ExecOrderActionRef", &myreq.ExecOrderActionRef); + getInt(req, "FrontID", &myreq.FrontID); + int i = this->api->ReqExecOrderAction(&myreq, nRequestID); + return i; +}; + +int TdApi::reqLockInsert(dict req, int nRequestID) +{ + CKSOTPInputLockField myreq = CKSOTPInputLockField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BusinessUnit", myreq.BusinessUnit); + getChar(req, "UserID", myreq.UserID); + getChar(req, "LockRef", myreq.LockRef); + getInt(req, "Volume", &myreq.Volume); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getInt(req, "RequestID", &myreq.RequestID); + getChar(req, "LockType", &myreq.LockType); + int i = this->api->ReqLockInsert(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryExecOrder(dict req, int nRequestID) +{ + CKSOTPQryExecOrderField myreq = CKSOTPQryExecOrderField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "ExecOrderSysID", myreq.ExecOrderSysID); + int i = this->api->ReqQryExecOrder(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryExecOrderVolume(dict req, int nRequestID) +{ + CKSOTPQryExecOrderVolumeField myreq = CKSOTPQryExecOrderVolumeField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getChar(req, "Direction", &myreq.Direction); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "ProductID", myreq.ProductID); + int i = this->api->ReqQryExecOrderVolume(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryLock(dict req, int nRequestID) +{ + CKSOTPQryLockField myreq = CKSOTPQryLockField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "LockSysID", myreq.LockSysID); + int i = this->api->ReqQryLock(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryLockPosition(dict req, int nRequestID) +{ + CKSOTPQryLockPositionField myreq = CKSOTPQryLockPositionField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQryLockPosition(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryUnderlyingStockInfo(dict req, int nRequestID) +{ + CKSOTPQryUnderlyingStockInfoField myreq = CKSOTPQryUnderlyingStockInfoField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "ProductID", myreq.ProductID); + int i = this->api->ReqQryUnderlyingStockInfo(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryOTPInsCommRate(dict req, int nRequestID) +{ + CKSOTPQryOTPInsCommRateField myreq = CKSOTPQryOTPInsCommRateField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQryOTPInsCommRate(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryInstrumentMarginRate(dict req, int nRequestID) +{ + CKSOTPQryInstrumentMarginRateField myreq = CKSOTPQryInstrumentMarginRateField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + int i = this->api->ReqQryInstrumentMarginRate(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryOTPAssignment(dict req, int nRequestID) +{ + CKSOTPQryOTPAssignmentField myreq = CKSOTPQryOTPAssignmentField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "Direction", &myreq.Direction); + int i = this->api->ReqQryOTPAssignment(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryDepthMarketData(dict req, int nRequestID) +{ + CKSOTPQryDepthMarketDataField myreq = CKSOTPQryDepthMarketDataField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExchangeID", myreq.ExchangeID); + int i = this->api->ReqQryDepthMarketData(&myreq, nRequestID); + return i; +}; + +int TdApi::reqFromBankToStockByStock(dict req, int nRequestID) +{ + CKSOTPReqTransferField myreq = CKSOTPReqTransferField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "BrokerBranchID", myreq.BrokerBranchID); + getChar(req, "UserID", myreq.UserID); + getChar(req, "BankPassWord", myreq.BankPassWord); + getChar(req, "TradeTime", myreq.TradeTime); + getChar(req, "VerifyCertNoFlag", &myreq.VerifyCertNoFlag); + getInt(req, "TID", &myreq.TID); + getChar(req, "AccountID", myreq.AccountID); + getChar(req, "BankAccount", myreq.BankAccount); + getInt(req, "InstallID", &myreq.InstallID); + getChar(req, "CustomerName", myreq.CustomerName); + getChar(req, "TradeCode", myreq.TradeCode); + getChar(req, "BankBranchID", myreq.BankBranchID); + getInt(req, "SessionID", &myreq.SessionID); + getChar(req, "BankID", myreq.BankID); + getChar(req, "Password", myreq.Password); + getChar(req, "BankPwdFlag", &myreq.BankPwdFlag); + getInt(req, "RequestID", &myreq.RequestID); + getChar(req, "CustType", &myreq.CustType); + getChar(req, "IdentifiedCardNo", myreq.IdentifiedCardNo); + getChar(req, "FeePayFlag", &myreq.FeePayFlag); + getChar(req, "BankSerial", myreq.BankSerial); + getChar(req, "OperNo", myreq.OperNo); + getChar(req, "TradingDay", myreq.TradingDay); + getChar(req, "BankSecuAcc", myreq.BankSecuAcc); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "DeviceID", myreq.DeviceID); + getChar(req, "TransferStatus", &myreq.TransferStatus); + getChar(req, "IdCardType", &myreq.IdCardType); + getInt(req, "PlateSerial", &myreq.PlateSerial); + getInt(req, "PlateSerial", &myreq.PlateSerial); + getChar(req, "TradeDate", myreq.TradeDate); + getChar(req, "CurrencyID", myreq.CurrencyID); + getChar(req, "CurrencyID", myreq.CurrencyID); + getChar(req, "BankAccType", &myreq.BankAccType); + getChar(req, "LastFragment", &myreq.LastFragment); + getInt(req, "FutureSerial", &myreq.FutureSerial); + getChar(req, "BankSecuAccType", &myreq.BankSecuAccType); + getChar(req, "BrokerIDByBank", myreq.BrokerIDByBank); + getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag); + getChar(req, "Message", myreq.Message); + getChar(req, "Message", myreq.Message); + getChar(req, "Message", myreq.Message); + getChar(req, "Digest", myreq.Digest); + int i = this->api->ReqFromBankToStockByStock(&myreq, nRequestID); + return i; +}; + +int TdApi::reqFromStockToBankByStock(dict req, int nRequestID) +{ + CKSOTPReqTransferField myreq = CKSOTPReqTransferField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "BrokerBranchID", myreq.BrokerBranchID); + getChar(req, "UserID", myreq.UserID); + getChar(req, "BankPassWord", myreq.BankPassWord); + getChar(req, "TradeTime", myreq.TradeTime); + getChar(req, "VerifyCertNoFlag", &myreq.VerifyCertNoFlag); + getInt(req, "TID", &myreq.TID); + getChar(req, "AccountID", myreq.AccountID); + getChar(req, "BankAccount", myreq.BankAccount); + getInt(req, "InstallID", &myreq.InstallID); + getChar(req, "CustomerName", myreq.CustomerName); + getChar(req, "TradeCode", myreq.TradeCode); + getChar(req, "BankBranchID", myreq.BankBranchID); + getInt(req, "SessionID", &myreq.SessionID); + getChar(req, "BankID", myreq.BankID); + getChar(req, "Password", myreq.Password); + getChar(req, "BankPwdFlag", &myreq.BankPwdFlag); + getInt(req, "RequestID", &myreq.RequestID); + getChar(req, "CustType", &myreq.CustType); + getChar(req, "IdentifiedCardNo", myreq.IdentifiedCardNo); + getChar(req, "FeePayFlag", &myreq.FeePayFlag); + getChar(req, "BankSerial", myreq.BankSerial); + getChar(req, "OperNo", myreq.OperNo); + getChar(req, "TradingDay", myreq.TradingDay); + getChar(req, "BankSecuAcc", myreq.BankSecuAcc); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "DeviceID", myreq.DeviceID); + getChar(req, "TransferStatus", &myreq.TransferStatus); + getChar(req, "IdCardType", &myreq.IdCardType); + getInt(req, "PlateSerial", &myreq.PlateSerial); + getInt(req, "PlateSerial", &myreq.PlateSerial); + getChar(req, "TradeDate", myreq.TradeDate); + getChar(req, "CurrencyID", myreq.CurrencyID); + getChar(req, "CurrencyID", myreq.CurrencyID); + getChar(req, "BankAccType", &myreq.BankAccType); + getChar(req, "LastFragment", &myreq.LastFragment); + getInt(req, "FutureSerial", &myreq.FutureSerial); + getChar(req, "BankSecuAccType", &myreq.BankSecuAccType); + getChar(req, "BrokerIDByBank", myreq.BrokerIDByBank); + getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag); + getChar(req, "Message", myreq.Message); + getChar(req, "Message", myreq.Message); + getChar(req, "Message", myreq.Message); + getChar(req, "Digest", myreq.Digest); + int i = this->api->ReqFromStockToBankByStock(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryContractBank(dict req, int nRequestID) +{ + CKSOTPQryContractBankField myreq = CKSOTPQryContractBankField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "BankBrchID", myreq.BankBrchID); + getChar(req, "BankID", myreq.BankID); + int i = this->api->ReqQryContractBank(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQueryBankAccountMoneyByStock(dict req, int nRequestID) +{ + CKSOTPReqQueryAccountField myreq = CKSOTPReqQueryAccountField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "BrokerBranchID", myreq.BrokerBranchID); + getChar(req, "UserID", myreq.UserID); + getChar(req, "BankPassWord", myreq.BankPassWord); + getChar(req, "TradeTime", myreq.TradeTime); + getChar(req, "VerifyCertNoFlag", &myreq.VerifyCertNoFlag); + getInt(req, "TID", &myreq.TID); + getChar(req, "AccountID", myreq.AccountID); + getChar(req, "BankAccount", myreq.BankAccount); + getInt(req, "InstallID", &myreq.InstallID); + getChar(req, "CustomerName", myreq.CustomerName); + getChar(req, "TradeCode", myreq.TradeCode); + getChar(req, "BankBranchID", myreq.BankBranchID); + getInt(req, "SessionID", &myreq.SessionID); + getChar(req, "BankID", myreq.BankID); + getChar(req, "Password", myreq.Password); + getChar(req, "BankPwdFlag", &myreq.BankPwdFlag); + getInt(req, "RequestID", &myreq.RequestID); + getChar(req, "CustType", &myreq.CustType); + getChar(req, "IdentifiedCardNo", myreq.IdentifiedCardNo); + getChar(req, "BankSerial", myreq.BankSerial); + getChar(req, "OperNo", myreq.OperNo); + getChar(req, "TradingDay", myreq.TradingDay); + getChar(req, "BankSecuAcc", myreq.BankSecuAcc); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "DeviceID", myreq.DeviceID); + getChar(req, "IdCardType", &myreq.IdCardType); + getInt(req, "PlateSerial", &myreq.PlateSerial); + getChar(req, "TradeDate", myreq.TradeDate); + getChar(req, "CurrencyID", myreq.CurrencyID); + getChar(req, "BankAccType", &myreq.BankAccType); + getChar(req, "LastFragment", &myreq.LastFragment); + getInt(req, "FutureSerial", &myreq.FutureSerial); + getChar(req, "BankSecuAccType", &myreq.BankSecuAccType); + getChar(req, "BrokerIDByBank", myreq.BrokerIDByBank); + getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag); + getChar(req, "Digest", myreq.Digest); + int i = this->api->ReqQueryBankAccountMoneyByStock(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryTransferSerial(dict req, int nRequestID) +{ + CKSOTPQryTransferSerialField myreq = CKSOTPQryTransferSerialField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "CurrencyID", myreq.CurrencyID); + getChar(req, "BankID", myreq.BankID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "AccountID", myreq.AccountID); + int i = this->api->ReqQryTransferSerial(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQrySettlementInfoConfirm(dict req, int nRequestID) +{ + CKSOTPQrySettlementInfoConfirmField myreq = CKSOTPQrySettlementInfoConfirmField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQrySettlementInfoConfirm(&myreq, nRequestID); + return i; +}; + +int TdApi::reqSettlementInfoConfirm(dict req, int nRequestID) +{ + CKSOTPSettlementInfoConfirmField myreq = CKSOTPSettlementInfoConfirmField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "ConfirmTime", myreq.ConfirmTime); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "ConfirmDate", myreq.ConfirmDate); + int i = this->api->ReqSettlementInfoConfirm(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQrySettlementInfo(dict req, int nRequestID) +{ + CKSOTPQrySettlementInfoField myreq = CKSOTPQrySettlementInfoField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "TradingDay", myreq.TradingDay); + int i = this->api->ReqQrySettlementInfo(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryInvestorTradeLevel(dict req, int nRequestID) +{ + CKSOTPQryInvestorTradeLevelField myreq = CKSOTPQryInvestorTradeLevelField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "ProductID", myreq.ProductID); + int i = this->api->ReqQryInvestorTradeLevel(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryPurchaseLimitAmt(dict req, int nRequestID) +{ + CKSOTPQryPurchaseLimitAmtField myreq = CKSOTPQryPurchaseLimitAmtField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQryPurchaseLimitAmt(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryPositionLimitVol(dict req, int nRequestID) +{ + CKSOTPQryPositionLimitVolField myreq = CKSOTPQryPositionLimitVolField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "ProtectFlag", &myreq.ProtectFlag); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "OptionsType", &myreq.OptionsType); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "ControlRange", &myreq.ControlRange); + getChar(req, "ProductID", myreq.ProductID); + int i = this->api->ReqQryPositionLimitVol(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryHistoryOrder(dict req, int nRequestID) +{ + CKSOTPQryHistoryOrderField myreq = CKSOTPQryHistoryOrderField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "OrderLocalID", myreq.OrderLocalID); + getChar(req, "OrderDataStart", myreq.OrderDataStart); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "OrderDataEnd", myreq.OrderDataEnd); + getChar(req, "ProductID", myreq.ProductID); + int i = this->api->ReqQryHistoryOrder(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryHistoryTrade(dict req, int nRequestID) +{ + CKSOTPQryHistoryTradeField myreq = CKSOTPQryHistoryTradeField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "TradeDataEnd", myreq.TradeDataEnd); + getChar(req, "TradeDataStart", myreq.TradeDataStart); + getChar(req, "ProductID", myreq.ProductID); + int i = this->api->ReqQryHistoryTrade(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryHistoryAssignment(dict req, int nRequestID) +{ + CKSOTPQryHistoryAssignmentField myreq = CKSOTPQryHistoryAssignmentField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InstrumentID", myreq.InstrumentID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "OptionsType", &myreq.OptionsType); + getChar(req, "PosiDirection", &myreq.PosiDirection); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "DeliveryMonth", myreq.DeliveryMonth); + getChar(req, "ProductID", myreq.ProductID); + int i = this->api->ReqQryHistoryAssignment(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryDelivDetail(dict req, int nRequestID) +{ + CKSOTPQryDelivDetailField myreq = CKSOTPQryDelivDetailField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "DelivMode", &myreq.DelivMode); + getChar(req, "ProductID", myreq.ProductID); + getChar(req, "DeliveryMonth", myreq.DeliveryMonth); + int i = this->api->ReqQryDelivDetail(&myreq, nRequestID); + return i; +}; + +int TdApi::reqAutoExecOrderAction(dict req, int nRequestID) +{ + CKSOTPAutoExecOrderActionField myreq = CKSOTPAutoExecOrderActionField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getInt(req, "RangeVol", &myreq.RangeVol); + int i = this->api->ReqAutoExecOrderAction(&myreq, nRequestID); + return i; +}; + +int TdApi::reqCombActionInsert(dict req, int nRequestID) +{ + CKSOTPInputCombActionField myreq = CKSOTPInputCombActionField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "CombDirection", &myreq.CombDirection); + getChar(req, "CombActionRef", myreq.CombActionRef); + getChar(req, "ComTradeID", myreq.ComTradeID); + getChar(req, " CombActionFlag", &myreq.CombActionFlag); + getChar(req, "UserID", myreq.UserID); + getChar(req, "Direction1", &myreq.Direction1); + getChar(req, "Direction3", &myreq.Direction3); + getChar(req, "InstrumentID4", myreq.InstrumentID4); + getInt(req, "Volume", &myreq.Volume); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "InstrumentID1", myreq.InstrumentID1); + getChar(req, "Direction2", &myreq.Direction2); + getChar(req, "StrategyID", myreq.StrategyID); + getChar(req, "InstrumentID2", myreq.InstrumentID2); + getChar(req, "InstrumentID3", myreq.InstrumentID3); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getChar(req, "Direction4", &myreq.Direction4); + int i = this->api->ReqCombActionInsert(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryInvestorCombinePosition(dict req, int nRequestID) +{ + CKSOTPQryInvestorPositionCombineDetailField myreq = CKSOTPQryInvestorPositionCombineDetailField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "ComTradeID", myreq.ComTradeID); + getChar(req, "ProductID", myreq.ProductID); + int i = this->api->ReqQryInvestorCombinePosition(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryCombActionVolume(dict req, int nRequestID) +{ + CKSOTPQryCombActionVolumeField myreq = CKSOTPQryCombActionVolumeField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "ExchangeID", myreq.ExchangeID); + getChar(req, "CombDirection", &myreq.CombDirection); + getChar(req, "Direction3", &myreq.Direction3); + getChar(req, "ComTradeID", myreq.ComTradeID); + getChar(req, " CombActionFlag", &myreq.CombActionFlag); + getChar(req, "HedgeFlag", &myreq.HedgeFlag); + getChar(req, "Direction1", &myreq.Direction1); + getChar(req, "InstrumentID4", myreq.InstrumentID4); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "InstrumentID1", myreq.InstrumentID1); + getChar(req, "Direction2", &myreq.Direction2); + getChar(req, "StrategyID", myreq.StrategyID); + getChar(req, "InstrumentID2", myreq.InstrumentID2); + getChar(req, "InstrumentID3", myreq.InstrumentID3); + getChar(req, "Direction4", &myreq.Direction4); + int i = this->api->ReqQryCombActionVolume(&myreq, nRequestID); + return i; +}; + +int TdApi::reqFundOutCreditApply(dict req, int nRequestID) +{ + CKSOTPInputFundOutCreditApplyField myreq = CKSOTPInputFundOutCreditApplyField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "CreditApplyFlag", &myreq.CreditApplyFlag); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "BrokerID", myreq.BrokerID); + getInt(req, "CreditSerial", &myreq.CreditSerial); + int i = this->api->ReqFundOutCreditApply(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryFundOutCredit(dict req, int nRequestID) +{ + CKSOTPQryFundOutCreditField myreq = CKSOTPQryFundOutCreditField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "BrokerID", myreq.BrokerID); + int i = this->api->ReqQryFundOutCredit(&myreq, nRequestID); + return i; +}; + +int TdApi::reqQryFundOutCreditApply(dict req, int nRequestID) +{ + CKSOTPQryFundOutCreditApplyField myreq = CKSOTPQryFundOutCreditApplyField(); + memset(&myreq, 0, sizeof(myreq)); + getChar(req, "InvestorID", myreq.InvestorID); + getChar(req, "QryCreditEnd", myreq.QryCreditEnd); + getChar(req, "DealStatus", &myreq.DealStatus); + getChar(req, "BrokerID", myreq.BrokerID); + getChar(req, "QryCreditStart", myreq.QryCreditStart); + int i = this->api->ReqQryFundOutCreditApply(&myreq, nRequestID); + return i; +}; + + +///------------------------------------------------------------------------------------- +///Boost.Pythonװ +///------------------------------------------------------------------------------------- + +struct TdApiWrap : TdApi, wrapper < TdApi > +{ + virtual void onFrontConnected() + { + //pythonеûصǰҪȻȡȫGILֹ + PyLock lock; + + //µtry...catch...ʵֲ׽pythonдĹܣֹC++ֱӳԭδ֪ı + try + { + this->get_override("onFrontConnected")(); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onFrontDisconnected(int i) + { + PyLock lock; + + try + { + this->get_override("onFrontDisconnected")(i); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspError(dict error, int id, bool last) + { + try + { + this->get_override("onRspError")(error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspUserLogin(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspUserLogin")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspUserLogout(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspUserLogout")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspUserPasswordUpdate(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspUserPasswordUpdate")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspTradingAccountPasswordUpdate(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspTradingAccountPasswordUpdate")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspOrderInsert(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspOrderInsert")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspOrderAction(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspOrderAction")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryOrder(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryOrder")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryTrade(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryTrade")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryInvestorPosition(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryInvestorPosition")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryTradingAccount(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryTradingAccount")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryInvestor(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryInvestor")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryTradingCode(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryTradingCode")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryExchange(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryExchange")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryInstrument(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryInstrument")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryInvestorPositionDetail(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryInvestorPositionDetail")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryTradingNotice(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryTradingNotice")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspExecOrderInsert(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspExecOrderInsert")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspLockInsert(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspLockInsert")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspExecOrderAction(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspExecOrderAction")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryExecOrder(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryExecOrder")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryExecOrderVolume(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryExecOrderVolume")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryLock(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryLock")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryLockPosition(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryLockPosition")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryUnderlyingStockInfo(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryUnderlyingStockInfo")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryOTPInsCommRate(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryOTPInsCommRate")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryInstrumentMarginRate(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryInstrumentMarginRate")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryOTPAssignment(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryOTPAssignment")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryDepthMarketData(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryDepthMarketData")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspFromBankToStockByStock(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspFromBankToStockByStock")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRtnFromBankToStockByStock(dict data) + { + try + { + this->get_override("onRtnFromBankToStockByStock")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspFromStockToBankByStock(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspFromStockToBankByStock")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRtnFromStockToBankByStock(dict data) + { + try + { + this->get_override("onRtnFromStockToBankByStock")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRtnQueryBankBalanceByStock(dict data) + { + try + { + this->get_override("onRtnQueryBankBalanceByStock")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryContractBank(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryContractBank")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQueryBankAccountMoneyByStock(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQueryBankAccountMoneyByStock")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryTransferSerial(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryTransferSerial")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQrySettlementInfoConfirm(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQrySettlementInfoConfirm")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspSettlementInfoConfirm(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspSettlementInfoConfirm")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQrySettlementInfo(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQrySettlementInfo")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryInvestorTradeLevel(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryInvestorTradeLevel")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryPurchaseLimitAmt(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryPurchaseLimitAmt")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryPositionLimitVol(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryPositionLimitVol")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryHistoryOrder(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryHistoryOrder")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryHistoryTrade(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryHistoryTrade")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryHistoryAssignment(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryHistoryAssignment")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryDelivDetail(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryDelivDetail")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspAutoExecOrderAction(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspAutoExecOrderAction")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspCombActionInsert(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspCombActionInsert")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryInvestorCombinePosition(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryInvestorCombinePosition")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryCombActionVolume(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryCombActionVolume")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspFundOutCreditApply(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspFundOutCreditApply")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryFundOutCredit(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryFundOutCredit")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRspQryFundOutCreditApply(dict data, dict error, int id, bool last) + { + try + { + this->get_override("onRspQryFundOutCreditApply")(data, error, id, last); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRtnOrder(dict data) + { + try + { + this->get_override("onRtnOrder")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRtnTrade(dict data) + { + try + { + this->get_override("onRtnTrade")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRtnExecOrder(dict data) + { + try + { + this->get_override("onRtnExecOrder")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRtnLock(dict data) + { + try + { + this->get_override("onRtnLock")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRtnInstrumentStatus(dict data) + { + try + { + this->get_override("onRtnInstrumentStatus")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRtnTradingNotice(dict data) + { + try + { + this->get_override("onRtnTradingNotice")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; + + virtual void onRtnCombAction(dict data) + { + try + { + this->get_override("onRtnCombAction")(data); + } + catch (error_already_set const &) + { + PyErr_Print(); + } + }; +}; + + +BOOST_PYTHON_MODULE(vnksotptd) +{ + PyEval_InitThreads(); //ʱУ֤ȴGIL + + class_("TdApi") + .def("createOTPTraderApi", &TdApiWrap::createOTPTraderApi) + .def("release", &TdApiWrap::release) + .def("init", &TdApiWrap::init) + .def("exit", &TdApiWrap::exit) + .def("getTradingDay", &TdApiWrap::getTradingDay) + .def("registerFront", &TdApiWrap::registerFront) + .def("subscribePrivateTopic", &TdApiWrap::subscribePrivateTopic) + .def("subscribePublicTopic", &TdApiWrap::subscribePublicTopic) + .def("reqUserLogin", &TdApiWrap::reqUserLogin) + .def("reqUserLogout", &TdApiWrap::reqUserLogout) + .def("reqUserPasswordUpdate", &TdApiWrap::reqUserPasswordUpdate) + .def("reqTradingAccountPasswordUpdate", &TdApiWrap::reqTradingAccountPasswordUpdate) + .def("reqOrderInsert", &TdApiWrap::reqOrderInsert) + .def("reqOrderAction", &TdApiWrap::reqOrderAction) + .def("reqQryOrder", &TdApiWrap::reqQryOrder) + .def("reqQryTrade", &TdApiWrap::reqQryTrade) + .def("reqQryInvestorPosition", &TdApiWrap::reqQryInvestorPosition) + .def("reqQryTradingAccount", &TdApiWrap::reqQryTradingAccount) + .def("reqQryInvestor", &TdApiWrap::reqQryInvestor) + .def("reqQryTradingCode", &TdApiWrap::reqQryTradingCode) + .def("reqQryExchange", &TdApiWrap::reqQryExchange) + .def("reqQryInstrument", &TdApiWrap::reqQryInstrument) + .def("reqQryInvestorPositionDetail", &TdApiWrap::reqQryInvestorPositionDetail) + .def("reqQryTradingNotice", &TdApiWrap::reqQryTradingNotice) + .def("reqExecOrderInsert", &TdApiWrap::reqExecOrderInsert) + .def("reqExecOrderAction", &TdApiWrap::reqExecOrderAction) + .def("reqLockInsert", &TdApiWrap::reqLockInsert) + .def("reqQryExecOrder", &TdApiWrap::reqQryExecOrder) + .def("reqQryExecOrderVolume", &TdApiWrap::reqQryExecOrderVolume) + .def("reqQryLock", &TdApiWrap::reqQryLock) + .def("reqQryLockPosition", &TdApiWrap::reqQryLockPosition) + .def("reqQryUnderlyingStockInfo", &TdApiWrap::reqQryUnderlyingStockInfo) + .def("reqQryOTPInsCommRate", &TdApiWrap::reqQryOTPInsCommRate) + .def("reqQryInstrumentMarginRate", &TdApiWrap::reqQryInstrumentMarginRate) + .def("reqQryOTPAssignment", &TdApiWrap::reqQryOTPAssignment) + .def("reqQryDepthMarketData", &TdApiWrap::reqQryDepthMarketData) + .def("reqFromBankToStockByStock", &TdApiWrap::reqFromBankToStockByStock) + .def("reqFromStockToBankByStock", &TdApiWrap::reqFromStockToBankByStock) + .def("reqQryContractBank", &TdApiWrap::reqQryContractBank) + .def("reqQueryBankAccountMoneyByStock", &TdApiWrap::reqQueryBankAccountMoneyByStock) + .def("reqQryTransferSerial", &TdApiWrap::reqQryTransferSerial) + .def("reqQrySettlementInfoConfirm", &TdApiWrap::reqQrySettlementInfoConfirm) + .def("reqSettlementInfoConfirm", &TdApiWrap::reqSettlementInfoConfirm) + .def("reqQrySettlementInfo", &TdApiWrap::reqQrySettlementInfo) + .def("reqQryInvestorTradeLevel", &TdApiWrap::reqQryInvestorTradeLevel) + .def("reqQryPurchaseLimitAmt", &TdApiWrap::reqQryPurchaseLimitAmt) + .def("reqQryPositionLimitVol", &TdApiWrap::reqQryPositionLimitVol) + .def("reqQryHistoryOrder", &TdApiWrap::reqQryHistoryOrder) + .def("reqQryHistoryTrade", &TdApiWrap::reqQryHistoryTrade) + .def("reqQryHistoryAssignment", &TdApiWrap::reqQryHistoryAssignment) + .def("reqQryDelivDetail", &TdApiWrap::reqQryDelivDetail) + .def("reqAutoExecOrderAction", &TdApiWrap::reqAutoExecOrderAction) + .def("reqCombActionInsert", &TdApiWrap::reqCombActionInsert) + .def("reqQryInvestorCombinePosition", &TdApiWrap::reqQryInvestorCombinePosition) + .def("reqQryCombActionVolume", &TdApiWrap::reqQryCombActionVolume) + .def("reqFundOutCreditApply", &TdApiWrap::reqFundOutCreditApply) + .def("reqQryFundOutCredit", &TdApiWrap::reqQryFundOutCredit) + .def("reqQryFundOutCreditApply", &TdApiWrap::reqQryFundOutCreditApply) + + .def("onFrontConnected", pure_virtual(&TdApiWrap::onFrontConnected)) + .def("onFrontDisconnected", pure_virtual(&TdApiWrap::onFrontDisconnected)) + .def("onRspError", pure_virtual(&TdApiWrap::onRspError)) + .def("onRspUserLogin", pure_virtual(&TdApiWrap::onRspUserLogin)) + .def("onRspUserLogout", pure_virtual(&TdApiWrap::onRspUserLogout)) + .def("onRspUserPasswordUpdate", pure_virtual(&TdApiWrap::onRspUserPasswordUpdate)) + .def("onRspTradingAccountPasswordUpdate", pure_virtual(&TdApiWrap::onRspTradingAccountPasswordUpdate)) + .def("onRspOrderInsert", pure_virtual(&TdApiWrap::onRspOrderInsert)) + .def("onRspOrderAction", pure_virtual(&TdApiWrap::onRspOrderAction)) + .def("onRspQryOrder", pure_virtual(&TdApiWrap::onRspQryOrder)) + .def("onRspQryTrade", pure_virtual(&TdApiWrap::onRspQryTrade)) + .def("onRspQryInvestorPosition", pure_virtual(&TdApiWrap::onRspQryInvestorPosition)) + .def("onRspQryTradingAccount", pure_virtual(&TdApiWrap::onRspQryTradingAccount)) + .def("onRspQryInvestor", pure_virtual(&TdApiWrap::onRspQryInvestor)) + .def("onRspQryTradingCode", pure_virtual(&TdApiWrap::onRspQryTradingCode)) + .def("onRspQryExchange", pure_virtual(&TdApiWrap::onRspQryExchange)) + .def("onRspQryInstrument", pure_virtual(&TdApiWrap::onRspQryInstrument)) + .def("onRspQryInvestorPositionDetail", pure_virtual(&TdApiWrap::onRspQryInvestorPositionDetail)) + .def("onRspQryTradingNotice", pure_virtual(&TdApiWrap::onRspQryTradingNotice)) + .def("onRspExecOrderInsert", pure_virtual(&TdApiWrap::onRspExecOrderInsert)) + .def("onRspLockInsert", pure_virtual(&TdApiWrap::onRspLockInsert)) + .def("onRspExecOrderAction", pure_virtual(&TdApiWrap::onRspExecOrderAction)) + .def("onRspQryExecOrder", pure_virtual(&TdApiWrap::onRspQryExecOrder)) + .def("onRspQryExecOrderVolume", pure_virtual(&TdApiWrap::onRspQryExecOrderVolume)) + .def("onRspQryLock", pure_virtual(&TdApiWrap::onRspQryLock)) + .def("onRspQryLockPosition", pure_virtual(&TdApiWrap::onRspQryLockPosition)) + .def("onRspQryUnderlyingStockInfo", pure_virtual(&TdApiWrap::onRspQryUnderlyingStockInfo)) + .def("onRspQryOTPInsCommRate", pure_virtual(&TdApiWrap::onRspQryOTPInsCommRate)) + .def("onRspQryInstrumentMarginRate", pure_virtual(&TdApiWrap::onRspQryInstrumentMarginRate)) + .def("onRspQryOTPAssignment", pure_virtual(&TdApiWrap::onRspQryOTPAssignment)) + .def("onRspQryDepthMarketData", pure_virtual(&TdApiWrap::onRspQryDepthMarketData)) + .def("onRspFromBankToStockByStock", pure_virtual(&TdApiWrap::onRspFromBankToStockByStock)) + .def("onRtnFromBankToStockByStock", pure_virtual(&TdApiWrap::onRtnFromBankToStockByStock)) + .def("onRspFromStockToBankByStock", pure_virtual(&TdApiWrap::onRspFromStockToBankByStock)) + .def("onRtnFromStockToBankByStock", pure_virtual(&TdApiWrap::onRtnFromStockToBankByStock)) + .def("onRtnQueryBankBalanceByStock", pure_virtual(&TdApiWrap::onRtnQueryBankBalanceByStock)) + .def("onRspQryContractBank", pure_virtual(&TdApiWrap::onRspQryContractBank)) + .def("onRspQueryBankAccountMoneyByStock", pure_virtual(&TdApiWrap::onRspQueryBankAccountMoneyByStock)) + .def("onRspQryTransferSerial", pure_virtual(&TdApiWrap::onRspQryTransferSerial)) + .def("onRspQrySettlementInfoConfirm", pure_virtual(&TdApiWrap::onRspQrySettlementInfoConfirm)) + .def("onRspSettlementInfoConfirm", pure_virtual(&TdApiWrap::onRspSettlementInfoConfirm)) + .def("onRspQrySettlementInfo", pure_virtual(&TdApiWrap::onRspQrySettlementInfo)) + .def("onRspQryInvestorTradeLevel", pure_virtual(&TdApiWrap::onRspQryInvestorTradeLevel)) + .def("onRspQryPurchaseLimitAmt", pure_virtual(&TdApiWrap::onRspQryPurchaseLimitAmt)) + .def("onRspQryPositionLimitVol", pure_virtual(&TdApiWrap::onRspQryPositionLimitVol)) + .def("onRspQryHistoryOrder", pure_virtual(&TdApiWrap::onRspQryHistoryOrder)) + .def("onRspQryHistoryTrade", pure_virtual(&TdApiWrap::onRspQryHistoryTrade)) + .def("onRspQryHistoryAssignment", pure_virtual(&TdApiWrap::onRspQryHistoryAssignment)) + .def("onRspQryDelivDetail", pure_virtual(&TdApiWrap::onRspQryDelivDetail)) + .def("onRspAutoExecOrderAction", pure_virtual(&TdApiWrap::onRspAutoExecOrderAction)) + .def("onRspCombActionInsert", pure_virtual(&TdApiWrap::onRspCombActionInsert)) + .def("onRspQryInvestorCombinePosition", pure_virtual(&TdApiWrap::onRspQryInvestorCombinePosition)) + .def("onRspQryCombActionVolume", pure_virtual(&TdApiWrap::onRspQryCombActionVolume)) + .def("onRspFundOutCreditApply", pure_virtual(&TdApiWrap::onRspFundOutCreditApply)) + .def("onRspQryFundOutCredit", pure_virtual(&TdApiWrap::onRspQryFundOutCredit)) + .def("onRspQryFundOutCreditApply", pure_virtual(&TdApiWrap::onRspQryFundOutCreditApply)) + .def("onRspError", pure_virtual(&TdApiWrap::onRspError)) + .def("onRtnOrder", pure_virtual(&TdApiWrap::onRtnOrder)) + .def("onRtnTrade", pure_virtual(&TdApiWrap::onRtnTrade)) + .def("onRtnExecOrder", pure_virtual(&TdApiWrap::onRtnExecOrder)) + .def("onRtnLock", pure_virtual(&TdApiWrap::onRtnLock)) + .def("onRtnInstrumentStatus", pure_virtual(&TdApiWrap::onRtnInstrumentStatus)) + .def("onRtnTradingNotice", pure_virtual(&TdApiWrap::onRtnTradingNotice)) + .def("onRtnCombAction", pure_virtual(&TdApiWrap::onRtnCombAction)) + ; +} diff --git a/vn.ksotp/vnksotptd/vnksotptd/vnksotptd.h b/vn.ksotp/vnksotptd/vnksotptd/vnksotptd.h new file mode 100644 index 00000000..4e8458c7 --- /dev/null +++ b/vn.ksotp/vnksotptd/vnksotptd/vnksotptd.h @@ -0,0 +1,798 @@ +//˵ + +//ϵͳ +#include "stdafx.h" +#include +#include + +//Boost +#define BOOST_PYTHON_STATIC_LIB +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //pythonװ +#include //е̹߳ +#include //е̹߳ +#include //еʵ + +//API +#include "KSOTPTraderApi.h" + +//ռ +using namespace std; +using namespace boost::python; +using namespace boost; +using namespace KingstarAPI; + +// +#define ONFRONTCONNECTED 1 +#define ONFRONTDISCONNECTED 2 +#define ONRSPUSERLOGIN 3 +#define ONRSPUSERLOGOUT 4 +#define ONRSPUSERPASSWORDUPDATE 5 +#define ONRSPTRADINGACCOUNTPASSWORDUPDATE 6 +#define ONRSPORDERINSERT 7 +#define ONRSPORDERACTION 8 +#define ONRSPQRYORDER 9 +#define ONRSPQRYTRADE 10 +#define ONRSPQRYINVESTORPOSITION 11 +#define ONRSPQRYTRADINGACCOUNT 12 +#define ONRSPQRYINVESTOR 13 +#define ONRSPQRYTRADINGCODE 14 +#define ONRSPQRYEXCHANGE 15 +#define ONRSPQRYINSTRUMENT 16 +#define ONRSPQRYINVESTORPOSITIONDETAIL 17 +#define ONRSPQRYTRADINGNOTICE 18 +#define ONRSPEXECORDERINSERT 19 +#define ONRSPLOCKINSERT 20 +#define ONRSPEXECORDERACTION 21 +#define ONRSPQRYEXECORDER 22 +#define ONRSPQRYEXECORDERVOLUME 23 +#define ONRSPQRYLOCK 24 +#define ONRSPQRYLOCKPOSITION 25 +#define ONRSPQRYUNDERLYINGSTOCKINFO 26 +#define ONRSPQRYOTPINSCOMMRATE 27 +#define ONRSPQRYINSTRUMENTMARGINRATE 28 +#define ONRSPQRYOTPASSIGNMENT 29 +#define ONRSPQRYDEPTHMARKETDATA 30 +#define ONRSPFROMBANKTOSTOCKBYSTOCK 31 +#define ONRTNFROMBANKTOSTOCKBYSTOCK 32 +#define ONRSPFROMSTOCKTOBANKBYSTOCK 33 +#define ONRTNFROMSTOCKTOBANKBYSTOCK 34 +#define ONRTNQUERYBANKBALANCEBYSTOCK 35 +#define ONRSPQRYCONTRACTBANK 36 +#define ONRSPQUERYBANKACCOUNTMONEYBYSTOCK 37 +#define ONRSPQRYTRANSFERSERIAL 38 +#define ONRSPQRYSETTLEMENTINFOCONFIRM 39 +#define ONRSPSETTLEMENTINFOCONFIRM 40 +#define ONRSPQRYSETTLEMENTINFO 41 +#define ONRSPQRYINVESTORTRADELEVEL 42 +#define ONRSPQRYPURCHASELIMITAMT 43 +#define ONRSPQRYPOSITIONLIMITVOL 44 +#define ONRSPQRYHISTORYORDER 45 +#define ONRSPQRYHISTORYTRADE 46 +#define ONRSPQRYHISTORYASSIGNMENT 47 +#define ONRSPQRYDELIVDETAIL 48 +#define ONRSPAUTOEXECORDERACTION 49 +#define ONRSPCOMBACTIONINSERT 50 +#define ONRSPQRYINVESTORCOMBINEPOSITION 51 +#define ONRSPQRYCOMBACTIONVOLUME 52 +#define ONRSPFUNDOUTCREDITAPPLY 53 +#define ONRSPQRYFUNDOUTCREDIT 54 +#define ONRSPQRYFUNDOUTCREDITAPPLY 55 +#define ONRSPERROR 56 +#define ONRTNORDER 57 +#define ONRTNTRADE 58 +#define ONRTNEXECORDER 59 +#define ONRTNLOCK 60 +#define ONRTNINSTRUMENTSTATUS 61 +#define ONRTNTRADINGNOTICE 62 +#define ONRTNCOMBACTION 63 + + +///------------------------------------------------------------------------------------- +///APIеIJ +///------------------------------------------------------------------------------------- + +//GILȫ򻯻ȡã +//ڰC++̻߳GILӶֹpython +class PyLock +{ +private: + PyGILState_STATE gil_state; + +public: + //ijдöʱGIL + PyLock() + { + gil_state = PyGILState_Ensure(); + } + + //ijɺٸöʱGIL + ~PyLock() + { + PyGILState_Release(gil_state); + } +}; + + +//ṹ +struct Task +{ + int task_name; //صƶӦij + any task_data; //ݽṹ + any task_error; //ṹ + int task_id; //id + bool task_last; //ǷΪ󷵻 +}; + + +///̰߳ȫĶ +template + +class ConcurrentQueue +{ +private: + queue the_queue; //׼ + mutable mutex the_mutex; //boost + condition_variable the_condition_variable; //boost + +public: + + //µ + void push(Data const& data) + { + mutex::scoped_lock lock(the_mutex); //ȡ + the_queue.push(data); //д + lock.unlock(); //ͷ + the_condition_variable.notify_one(); //֪ͨȴ߳ + } + + //ǷΪ + bool empty() const + { + mutex::scoped_lock lock(the_mutex); + return the_queue.empty(); + } + + //ȡ + Data wait_and_pop() + { + mutex::scoped_lock lock(the_mutex); + + while (the_queue.empty()) //Ϊʱ + { + the_condition_variable.wait(lock); //ȴ֪ͨ + } + + Data popped_value = the_queue.front(); //ȡеһ + the_queue.pop(); //ɾ + return popped_value; //ظ + } + +}; + + +//ֵлȡijֵӦֵṹֵ +void getInt(dict d, string key, int* value); + + +//ֵлȡijֵӦĸֵṹֵ +void getDouble(dict d, string key, double* value); + + +//ֵлȡijֵӦֵַṹֵ +void getChar(dict d, string key, char* value); + + +///------------------------------------------------------------------------------------- +///C++ SPIĻصʵ +///------------------------------------------------------------------------------------- + +//APIļ̳ʵ +class TdApi : public CKSOTPTraderSpi +{ +private: + CKSOTPTraderApi* api; //API + thread *task_thread; //ָ߳루pythonݣ + ConcurrentQueue task_queue; // + +public: + TdApi() + { + function0 f = boost::bind(&TdApi::processTask, this); + thread t(f); + this->task_thread = &t; + }; + + ~TdApi() + { + }; + + //------------------------------------------------------------------------------------- + //APIص + //------------------------------------------------------------------------------------- + + ///ͻ뽻׺̨ͨʱδ¼ǰ÷. + virtual void OnFrontConnected(); + + ///ͻ뽻׺̨ͨӶϿʱ÷. + ///@param nReason ԭ + /// 0x1001 ʧ + /// 0x1002 дʧ + /// 0x2001 ʱ + /// 0x2002 ʧ + /// 0x2003 յ + /// 0x2004 Ͽ + virtual void OnFrontDisconnected(int nReason); + + ///¼Ӧ + virtual void OnRspUserLogin(CKSOTPRspUserLoginField *pRspUserLogin, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///dzӦ + virtual void OnRspUserLogout(CKSOTPUserLogoutField *pUserLogout, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ûӦ + virtual void OnRspUserPasswordUpdate(CKSOTPUserPasswordUpdateField *pUserPasswordUpdate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ʽ˻Ӧ + virtual void OnRspTradingAccountPasswordUpdate(CKSOTPTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///¼Ӧ + virtual void OnRspOrderInsert(CKSOTPInputOrderField *pInputOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///Ӧ + virtual void OnRspOrderAction(CKSOTPInputOrderActionField *pInputOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯӦ + virtual void OnRspQryOrder(CKSOTPOrderField *pOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯɽӦ + virtual void OnRspQryTrade(CKSOTPTradeField *pTrade, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯͶֲ߳Ӧ + virtual void OnRspQryInvestorPosition(CKSOTPInvestorPositionField *pInvestorPosition, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯʽ˻Ӧ + virtual void OnRspQryTradingAccount(CKSOTPTradingAccountField *pTradingAccount, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯͶӦ + virtual void OnRspQryInvestor(CKSOTPInvestorField *pInvestor, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯԼ˺Ӧ + virtual void OnRspQryTradingCode(CKSOTPTradingCodeField *pTradingCode, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯӦ + virtual void OnRspQryExchange(CKSOTPExchangeField *pExchange, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯԼӦ + virtual void OnRspQryInstrument(CKSOTPInstrumentField *pInstrument, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯͶֲ߳ϸӦ + virtual void OnRspQryInvestorPositionDetail(CKSOTPInvestorPositionDetailField *pInvestorPositionDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯ֪ͨӦ + virtual void OnRspQryTradingNotice(CKSOTPTradingNoticeField *pTradingNotice, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ִ¼Ӧ + virtual void OnRspExecOrderInsert(CKSOTPInputExecOrderField *pInputExecOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///Ӧ + virtual void OnRspLockInsert(CKSOTPInputLockField *pInputLock, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ִӦ + virtual void OnRspExecOrderAction(CKSOTPInputExecOrderActionField *pInputExecOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯִӦ + virtual void OnRspQryExecOrder(CKSOTPExecOrderField *pExecOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯӦ + virtual void OnRspQryExecOrderVolume(CKSOTPExecOrderVolumeField *pExecOrderVolume, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯӦ + virtual void OnRspQryLock(CKSOTPLockField *pLock, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯ֤ȯλӦ + virtual void OnRspQryLockPosition(CKSOTPLockPositionField *pLockPosition, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯȯϢӦ + virtual void OnRspQryUnderlyingStockInfo(CKSOTPUnderlyingStockInfoField *pUnderlyingStockInfo, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯȨӦ + virtual void OnRspQryOTPInsCommRate(CKSOTPOTPInsCommRateField *pOTPInsCommRate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯȨԼ֤Ӧ + virtual void OnRspQryInstrumentMarginRate(CKSOTPInstrumentMarginRateField *pInstrumentMarginRate, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯȨָϢӦ + virtual void OnRspQryOTPAssignment(CKSOTPOTPAssignmentField *pOTPAssignment, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯӦ + virtual void OnRspQryDepthMarketData(CKSOTPDepthMarketDataField *pDepthMarketData, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ʽת֤ȯӦ + virtual void OnRspFromBankToStockByStock(CKSOTPReqTransferField *pReqTransfer, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///֤ȯʽת֤ȯ֪ͨ + virtual void OnRtnFromBankToStockByStock(CKSOTPRspTransferField *pRspTransfer); + + ///֤ȯ֤ȯʽתӦ + virtual void OnRspFromStockToBankByStock(CKSOTPReqTransferField *pReqTransfer, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///֤ȯ֤ȯʽת֪ͨ + virtual void OnRtnFromStockToBankByStock(CKSOTPRspTransferField *pRspTransfer); + + ///֤ȯѯ֪ͨ + virtual void OnRtnQueryBankBalanceByStock(CKSOTPNotifyQueryAccountField *pNotifyQueryAccount); + + ///ѯǩԼӦ + virtual void OnRspQryContractBank(CKSOTPContractBankField *pContractBank, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///֤ȯѯӦ + virtual void OnRspQueryBankAccountMoneyByStock(CKSOTPReqQueryAccountField *pReqQueryAccount, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯתˮӦ + virtual void OnRspQryTransferSerial(CKSOTPTransferSerialField *pTransferSerial, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯϢȷӦ + virtual void OnRspQrySettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///Ͷ߽ȷӦ + virtual void OnRspSettlementInfoConfirm(CKSOTPSettlementInfoConfirmField *pSettlementInfoConfirm, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯͶ߽Ӧ + virtual void OnRspQrySettlementInfo(CKSOTPSettlementInfoField *pSettlementInfo, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯͻ׼Ӧ + virtual void OnRspQryInvestorTradeLevel(CKSOTPInvestorTradeLevelField *pInvestorTradeLevel, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯ޹Ӧ + virtual void OnRspQryPurchaseLimitAmt(CKSOTPPurchaseLimitAmtField *pPurchaseLimitAmt, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯ޲ֶӦ + virtual void OnRspQryPositionLimitVol(CKSOTPPositionLimitVolField *pPositionLimitVol, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯʷӦ + virtual void OnRspQryHistoryOrder(CKSOTPHistoryOrderField *pHistoryOrder, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯʷɽӦ + virtual void OnRspQryHistoryTrade(CKSOTPHistoryTradeField *pHistoryTrade, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯʷȨָϸӦ + virtual void OnRspQryHistoryAssignment(CKSOTPHistoryAssignmentField *pHistoryAssignment, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯȨϸӦ + virtual void OnRspQryDelivDetail(CKSOTPDelivDetailField *pDelivDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ԶȨִвӦ + virtual void OnRspAutoExecOrderAction(CKSOTPAutoExecOrderActionField *pAutoExecOrderAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///¼Ӧ + virtual void OnRspCombActionInsert(CKSOTPInputCombActionField *pInputCombAction, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ѯϳֲϸӦ + virtual void OnRspQryInvestorCombinePosition(CKSOTPInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ɿϿɲӦ + virtual void OnRspQryCombActionVolume(CKSOTPCombActionVolumeField *pCombActionVolume, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ͻÿճӦ + virtual void OnRspFundOutCreditApply(CKSOTPInputFundOutCreditApplyField *pFundOutCreditApply, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ͻÿճȲѯӦ + virtual void OnRspQryFundOutCredit(CKSOTPRspQryFundOutCreditField *pRspQryFundOutCredit, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///ͻÿճѯӦ + virtual void OnRspQryFundOutCreditApply(CKSOTPRspQryFundOutCreditApplyField *pRspQryFundOutCreditApply, CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///Ӧ + virtual void OnRspError(CKSOTPRspInfoField *pRspInfo, int nRequestID, bool bIsLast); + + ///֪ͨ + virtual void OnRtnOrder(CKSOTPOrderField *pOrder); + + ///ɽ֪ͨ + virtual void OnRtnTrade(CKSOTPTradeField *pTrade); + + ///ִ֪ͨ + virtual void OnRtnExecOrder(CKSOTPExecOrderField *pExecOrder); + + ///֪ͨ + virtual void OnRtnLock(CKSOTPLockField *pLock); + + ///Լ״̬֪ͨ + virtual void OnRtnInstrumentStatus(CKSOTPInstrumentStatusField *pInstrumentStatus); + + ///֪ͨ + virtual void OnRtnTradingNotice(CKSOTPTradingNoticeInfoField *pTradingNoticeInfo); + + ///ϲί֪ͨ + virtual void OnRtnCombAction(CKSOTPCombActionField *pCombAction); + + //------------------------------------------------------------------------------------- + //task + //------------------------------------------------------------------------------------- + + void processTask(); + + void processFrontConnected(Task task); + + void processFrontDisconnected(Task task); + + void processRspUserLogin(Task task); + + void processRspUserLogout(Task task); + + void processRspUserPasswordUpdate(Task task); + + void processRspTradingAccountPasswordUpdate(Task task); + + void processRspOrderInsert(Task task); + + void processRspOrderAction(Task task); + + void processRspQryOrder(Task task); + + void processRspQryTrade(Task task); + + void processRspQryInvestorPosition(Task task); + + void processRspQryTradingAccount(Task task); + + void processRspQryInvestor(Task task); + + void processRspQryTradingCode(Task task); + + void processRspQryExchange(Task task); + + void processRspQryInstrument(Task task); + + void processRspQryInvestorPositionDetail(Task task); + + void processRspQryTradingNotice(Task task); + + void processRspExecOrderInsert(Task task); + + void processRspLockInsert(Task task); + + void processRspExecOrderAction(Task task); + + void processRspQryExecOrder(Task task); + + void processRspQryExecOrderVolume(Task task); + + void processRspQryLock(Task task); + + void processRspQryLockPosition(Task task); + + void processRspQryUnderlyingStockInfo(Task task); + + void processRspQryOTPInsCommRate(Task task); + + void processRspQryInstrumentMarginRate(Task task); + + void processRspQryOTPAssignment(Task task); + + void processRspQryDepthMarketData(Task task); + + void processRspFromBankToStockByStock(Task task); + + void processRtnFromBankToStockByStock(Task task); + + void processRspFromStockToBankByStock(Task task); + + void processRtnFromStockToBankByStock(Task task); + + void processRtnQueryBankBalanceByStock(Task task); + + void processRspQryContractBank(Task task); + + void processRspQueryBankAccountMoneyByStock(Task task); + + void processRspQryTransferSerial(Task task); + + void processRspQrySettlementInfoConfirm(Task task); + + void processRspSettlementInfoConfirm(Task task); + + void processRspQrySettlementInfo(Task task); + + void processRspQryInvestorTradeLevel(Task task); + + void processRspQryPurchaseLimitAmt(Task task); + + void processRspQryPositionLimitVol(Task task); + + void processRspQryHistoryOrder(Task task); + + void processRspQryHistoryTrade(Task task); + + void processRspQryHistoryAssignment(Task task); + + void processRspQryDelivDetail(Task task); + + void processRspAutoExecOrderAction(Task task); + + void processRspCombActionInsert(Task task); + + void processRspQryInvestorCombinePosition(Task task); + + void processRspQryCombActionVolume(Task task); + + void processRspFundOutCreditApply(Task task); + + void processRspQryFundOutCredit(Task task); + + void processRspQryFundOutCreditApply(Task task); + + void processRspError(Task task); + + void processRtnOrder(Task task); + + void processRtnTrade(Task task); + + void processRtnExecOrder(Task task); + + void processRtnLock(Task task); + + void processRtnInstrumentStatus(Task task); + + void processRtnTradingNotice(Task task); + + void processRtnCombAction(Task task); + + //------------------------------------------------------------------------------------- + //dataصֵ + //errorصĴֵ + //idid + //lastǷΪ󷵻 + //i + //------------------------------------------------------------------------------------- + + virtual void onFrontConnected(){}; + + virtual void onFrontDisconnected(int i){}; + + virtual void onRspError(dict error, int id, bool last) {}; + + virtual void onRspUserLogin(dict data, dict error, int id, bool last) {}; + + virtual void onRspUserLogout(dict data, dict error, int id, bool last) {}; + + virtual void onRspUserPasswordUpdate(dict data, dict error, int id, bool last) {}; + + virtual void onRspTradingAccountPasswordUpdate(dict data, dict error, int id, bool last) {}; + + virtual void onRspOrderInsert(dict data, dict error, int id, bool last) {}; + + virtual void onRspOrderAction(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryOrder(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryTrade(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryInvestorPosition(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryTradingAccount(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryInvestor(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryTradingCode(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryExchange(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryInstrument(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryInvestorPositionDetail(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryTradingNotice(dict data, dict error, int id, bool last) {}; + + virtual void onRspExecOrderInsert(dict data, dict error, int id, bool last) {}; + + virtual void onRspLockInsert(dict data, dict error, int id, bool last) {}; + + virtual void onRspExecOrderAction(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryExecOrder(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryExecOrderVolume(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryLock(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryLockPosition(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryUnderlyingStockInfo(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryOTPInsCommRate(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryInstrumentMarginRate(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryOTPAssignment(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryDepthMarketData(dict data, dict error, int id, bool last) {}; + + virtual void onRspFromBankToStockByStock(dict data, dict error, int id, bool last) {}; + + virtual void onRtnFromBankToStockByStock(dict data) {}; + + virtual void onRspFromStockToBankByStock(dict data, dict error, int id, bool last) {}; + + virtual void onRtnFromStockToBankByStock(dict data) {}; + + virtual void onRtnQueryBankBalanceByStock(dict data) {}; + + virtual void onRspQryContractBank(dict data, dict error, int id, bool last) {}; + + virtual void onRspQueryBankAccountMoneyByStock(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryTransferSerial(dict data, dict error, int id, bool last) {}; + + virtual void onRspQrySettlementInfoConfirm(dict data, dict error, int id, bool last) {}; + + virtual void onRspSettlementInfoConfirm(dict data, dict error, int id, bool last) {}; + + virtual void onRspQrySettlementInfo(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryInvestorTradeLevel(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryPurchaseLimitAmt(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryPositionLimitVol(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryHistoryOrder(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryHistoryTrade(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryHistoryAssignment(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryDelivDetail(dict data, dict error, int id, bool last) {}; + + virtual void onRspAutoExecOrderAction(dict data, dict error, int id, bool last) {}; + + virtual void onRspCombActionInsert(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryInvestorCombinePosition(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryCombActionVolume(dict data, dict error, int id, bool last) {}; + + virtual void onRspFundOutCreditApply(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryFundOutCredit(dict data, dict error, int id, bool last) {}; + + virtual void onRspQryFundOutCreditApply(dict data, dict error, int id, bool last) {}; + + virtual void onRtnOrder(dict data) {}; + + virtual void onRtnTrade(dict data) {}; + + virtual void onRtnExecOrder(dict data) {}; + + virtual void onRtnLock(dict data) {}; + + virtual void onRtnInstrumentStatus(dict data) {}; + + virtual void onRtnTradingNotice(dict data) {}; + + virtual void onRtnCombAction(dict data) {}; + + //------------------------------------------------------------------------------------- + //req:ֵ + //------------------------------------------------------------------------------------- + + void createOTPTraderApi(string pszFlowPath = ""); + + void release(); + + void init(); + + int exit(); + + string getTradingDay(); + + void registerFront(string pszFrontAddress); + + void subscribePrivateTopic(int nType); + + void subscribePublicTopic(int nType); + + int reqUserLogin(dict req, int nRequestID); + + int reqUserLogout(dict req, int nRequestID); + + int reqUserPasswordUpdate(dict req, int nRequestID); + + int reqTradingAccountPasswordUpdate(dict req, int nRequestID); + + int reqOrderInsert(dict req, int nRequestID); + + int reqOrderAction(dict req, int nRequestID); + + int reqQryOrder(dict req, int nRequestID); + + int reqQryTrade(dict req, int nRequestID); + + int reqQryInvestorPosition(dict req, int nRequestID); + + int reqQryTradingAccount(dict req, int nRequestID); + + int reqQryInvestor(dict req, int nRequestID); + + int reqQryTradingCode(dict req, int nRequestID); + + int reqQryExchange(dict req, int nRequestID); + + int reqQryInstrument(dict req, int nRequestID); + + int reqQryInvestorPositionDetail(dict req, int nRequestID); + + int reqQryTradingNotice(dict req, int nRequestID); + + int reqExecOrderInsert(dict req, int nRequestID); + + int reqExecOrderAction(dict req, int nRequestID); + + int reqLockInsert(dict req, int nRequestID); + + int reqQryExecOrder(dict req, int nRequestID); + + int reqQryExecOrderVolume(dict req, int nRequestID); + + int reqQryLock(dict req, int nRequestID); + + int reqQryLockPosition(dict req, int nRequestID); + + int reqQryUnderlyingStockInfo(dict req, int nRequestID); + + int reqQryOTPInsCommRate(dict req, int nRequestID); + + int reqQryInstrumentMarginRate(dict req, int nRequestID); + + int reqQryOTPAssignment(dict req, int nRequestID); + + int reqQryDepthMarketData(dict req, int nRequestID); + + int reqFromBankToStockByStock(dict req, int nRequestID); + + int reqFromStockToBankByStock(dict req, int nRequestID); + + int reqQryContractBank(dict req, int nRequestID); + + int reqQueryBankAccountMoneyByStock(dict req, int nRequestID); + + int reqQryTransferSerial(dict req, int nRequestID); + + int reqQrySettlementInfoConfirm(dict req, int nRequestID); + + int reqSettlementInfoConfirm(dict req, int nRequestID); + + int reqQrySettlementInfo(dict req, int nRequestID); + + int reqQryInvestorTradeLevel(dict req, int nRequestID); + + int reqQryPurchaseLimitAmt(dict req, int nRequestID); + + int reqQryPositionLimitVol(dict req, int nRequestID); + + int reqQryHistoryOrder(dict req, int nRequestID); + + int reqQryHistoryTrade(dict req, int nRequestID); + + int reqQryHistoryAssignment(dict req, int nRequestID); + + int reqQryDelivDetail(dict req, int nRequestID); + + int reqAutoExecOrderAction(dict req, int nRequestID); + + int reqCombActionInsert(dict req, int nRequestID); + + int reqQryInvestorCombinePosition(dict req, int nRequestID); + + int reqQryCombActionVolume(dict req, int nRequestID); + + int reqFundOutCreditApply(dict req, int nRequestID); + + int reqQryFundOutCredit(dict req, int nRequestID); + + int reqQryFundOutCreditApply(dict req, int nRequestID); +}; diff --git a/vn.trader/ContractData.vt b/vn.trader/ContractData.vt index aa5465a9..4cbf434e 100644 Binary files a/vn.trader/ContractData.vt and b/vn.trader/ContractData.vt differ diff --git a/vn.trader/IF0000_1min.csv b/vn.trader/IF0000_1min.csv new file mode 100644 index 00000000..d9e62bf5 --- /dev/null +++ b/vn.trader/IF0000_1min.csv @@ -0,0 +1,367737 @@ +"Date","Time","Open","High","Low","Close","TotalVolume" +2010/4/16,09:16:00,3450.0,3488.0,3450.0,3468.0,489 +2010/4/16,09:17:00,3468.0,3473.8,3467.0,3467.0,302 +2010/4/16,09:18:00,3467.0,3471.0,3466.0,3467.0,203 +2010/4/16,09:19:00,3467.0,3468.2,3448.0,3448.0,280 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00000000..dd383774 --- /dev/null +++ b/vn.trader/KSOTP_connect.json @@ -0,0 +1,7 @@ +{ + "brokerID": "3748FD77", + "tdAddress": "tcp://115.238.106.253:18993", + "password": "联系南华期货申请，高贝贝，15021816078，说vn.py群介绍，对方会提供", + "mdAddress": "tcp://115.238.106.253:18993", + "userID": "联系南华期货申请，高贝贝，15021816078，说vn.py群介绍，对方会提供" +} \ No newline at end of file diff --git a/vn.trader/SSPXEncode.dll b/vn.trader/SSPXEncode.dll new file mode 100644 index 00000000..1e2cb6a1 Binary files /dev/null and b/vn.trader/SSPXEncode.dll differ diff --git a/vn.trader/ctaBacktestingEngine.py b/vn.trader/ctaBacktestingEngine.py new file mode 100644 index 00000000..ca186e2b --- /dev/null +++ b/vn.trader/ctaBacktestingEngine.py @@ -0,0 +1,381 @@ +# encoding: UTF-8 + +from datetime import datetime, timedelta +import json +from collections import OrderedDict + +import pymongo + +from vtConstant import * +from vtGateway import VtOrderData, VtTradeData + +from ctaConstant import * +from ctaObject import * +from ctaStrategies import strategyClassDict + +from ctaStrategyTemplate import TestStrategy +from ctaHistoryData import MINUTE_DB_NAME + + + +######################################################################## +class BacktestingEngine(object): + """ + CTA回测引擎 + 函数接口和策略引擎保持一样， + 从而实现同一套代码从回测到实盘。 + """ + + TICK_MODE = 'tick' + BAR_MODE = 'bar' + + #---------------------------------------------------------------------- + def __init__(self): + """Constructor""" + # 本地停止单编号计数 + self.stopOrderCount = 0 + # stopOrderID = STOPORDERPREFIX + str(stopOrderCount) + + # 本地停止单字典 + # key为stopOrderID，value为stopOrder对象 + self.stopOrderDict = {} # 停止单撤销后不会从本字典中删除 + self.workingStopOrderDict = {} # 停止单撤销后会从本字典中删除 + + # 回测相关 + self.strategy = None # 回测策略 + self.mode = self.BAR_MODE # 回测模式，默认为K线 + + self.dbClient = None # 数据库客户端 + self.dbCursor = None # 数据库指针 + + self.historyData = [] # 历史数据的列表，回测用 + self.initData = [] # 初始化用的数据 + self.backtestingData = [] # 回测用的数据 + + self.dataStartDate = None # 回测数据开始日期，datetime对象 + self.strategyStartDate = None # 策略启动日期（即前面的数据用于初始化），同上 + + self.limitOrderDict = {} # 限价单字典 + self.workingLimitOrderDict = {} # 活动限价单字典，用于进行撮合用 + self.limitOrderCount = 0 # 限价单编号 + + self.tradeCount = 0 # 成交编号 + self.tradeDict = {} # 成交字典 + + # 当前最新数据，用于模拟成交用 + self.tick = None + self.bar = None + self.dt = None # 最新的时间 + + #---------------------------------------------------------------------- + def setStartDate(self, startDate='20100416', initDays=30): + """设置回测的启动日期""" + self.dataStartDate = datetime.strptime(startDate, '%Y%m%d') + + initTimeDelta = timedelta(initDays) + self.strategyStartDate = self.dataStartDate + initTimeDelta + + #---------------------------------------------------------------------- + def setBacktestingMode(self, mode): + """设置回测模式""" + self.mode = mode + + #---------------------------------------------------------------------- + def loadHistoryData(self, dbName, symbol): + """载入历史数据""" + self.output(u'开始载入数据') + + # 首先根据回测模式，确认要使用的数据类 + if self.mode == self.BAR_MODE: + dataClass = CtaBarData + else: + dataClass = CtaTickData + + # 从数据库进行查询 + self.dbClient = pymongo.MongoClient() + collection = self.dbClient[dbName][symbol] + + flt = {'datetime':{'$gte':self.dataStartDate}} # 数据过滤条件 + self.dbCursor = collection.find(flt) + + # 将数据从查询指针中读取出，并生成列表 + for d in self.dbCursor: + data = dataClass() + data.__dict__ = d + if data.datetime < self.strategyStartDate: + self.initData.append(data) + else: + self.backtestingData.append(data) + + self.output(u'载入完成，数据量%s' %len(self.backtestingData)) + + #---------------------------------------------------------------------- + def runBacktesting(self): + """运行回测""" + self.strategy.start() + + if self.mode == self.BAR_MODE: + for data in self.backtestingData: + self.newBar(data) + else: + for data in self.backtestingData: + self.newTick(data) + + #---------------------------------------------------------------------- + def newBar(self, bar): + """新的K线""" + self.bar = bar + self.crossLimitOrder() # 先撮合限价单 + self.crossStopOrder() # 再撮合停止单 + self.strategy.onBar(bar) + + #---------------------------------------------------------------------- + def newTick(self, tick): + """新的Tick""" + self.tick = tick + self.crossLimitOrder() + self.crossStopOrder() + self.strategy.onTick(tick) + + #---------------------------------------------------------------------- + def initStrategy(self, name, strategyClass, paramDict=None): + """初始化策略""" + self.strategy = strategyClass(self, name, paramDict) + + #---------------------------------------------------------------------- + def sendOrder(self, vtSymbol, orderType, price, volume, strategy): + """发单""" + self.limitOrderCount += 1 + orderID = str(self.limitOrderCount) + + order = VtOrderData() + order.vtSymbol = vtSymbol + order.price = price + order.totalVolume = volume + order.status = STATUS_NOTTRADED # 刚提交尚未成交 + order.orderID = orderID + order.vtOrderID = orderID + order.orderTime = str(self.dt) + + # CTA委托类型映射 + if orderType == CTAORDER_BUY: + order.direction = DIRECTION_LONG + order.offset = OFFSET_OPEN + elif orderType == CTAORDER_SELL: + order.direction = DIRECTION_SHORT + order.offset = OFFSET_CLOSE + elif orderType == CTAORDER_SHORT: + order.direction = DIRECTION_SHORT + order.offset = OFFSET_OPEN + elif orderType == CTAORDER_COVER: + order.direction = DIRECTION_LONG + order.offset = OFFSET_CLOSE + + # 保存到限价单字典中 + self.workingLimitOrderDict[orderID] = order + self.limitOrderDict[orderID] = order + + return orderID + + #---------------------------------------------------------------------- + def cancelOrder(self, vtOrderID): + """撤单""" + if vtOrderID in self.workingLimitOrderDict: + order = self.workingLimitOrderDict[vtOrderID] + order.status = STATUS_CANCELLED + order.cancelTime = str(self.dt) + del self.workingLimitOrderDict[vtOrderID] + + #---------------------------------------------------------------------- + def sendStopOrder(self, vtSymbol, orderType, price, volume, strategy): + """发停止单（本地实现）""" + self.stopOrderCount += 1 + stopOrderID = STOPORDERPREFIX + str(self.stopOrderCount) + + so = StopOrder() + so.vtSymbol = vtSymbol + so.price = price + so.volume = volume + so.strategy = strategy + so.stopOrderID = stopOrderID + so.status = STOPORDER_WAITING + + if orderType == CTAORDER_BUY: + so.direction = DIRECTION_LONG + so.offset = OFFSET_OPEN + elif orderType == CTAORDER_SELL: + so.direction = DIRECTION_SHORT + so.offset = OFFSET_CLOSE + elif orderType == CTAORDER_SHORT: + so.direction = DIRECTION_SHORT + so.offset = OFFSET_OPEN + elif orderType == CTAORDER_COVER: + so.direction = DIRECTION_LONG + so.offset = OFFSET_CLOSE + + # 保存stopOrder对象到字典中 + self.stopOrderDict[stopOrderID] = so + self.workingStopOrderDict[stopOrderID] = so + + return stopOrderID + + #---------------------------------------------------------------------- + def cancelStopOrder(self, stopOrderID): + """撤销停止单""" + # 检查停止单是否存在 + if stopOrderID in self.workingStopOrderDict: + so = self.workingStopOrderDict[stopOrderID] + so.status = STOPORDER_CANCELLED + del self.workingStopOrderDict[stopOrderID] + + #---------------------------------------------------------------------- + def crossLimitOrder(self): + """基于最新数据撮合限价单""" + # 先确定会撮合成交的价格 + if self.mode == self.BAR_MODE: + buyCrossPrice = self.bar.low # 若买入方向限价单价格高于该价格，则会成交 + sellCrossPrice = self.bar.high # 若卖出方向限价单价格低于该价格，则会成交 + else: + buyCrossPrice = self.tick.lastPrice + sellCrossPrice = self.tick.lastPrice + + # 遍历限价单字典中的所有限价单 + for orderID, order in self.workingLimitOrderDict.items(): + # 判断是否会成交 + buyCross = order.direction==DIRECTION_LONG and order.price>=buyCrossPrice + sellCross = order.direction==DIRECTION_SHORT and order.price<=sellCrossPrice + + # 如果发生了成交 + if buyCross or sellCross: + # 推送成交数据 + self.tradeCount += 1 # 成交编号自增1 + tradeID = str(self.tradeCount) + trade = VtTradeData() + trade.vtSymbol = order.vtSymbol + trade.tradeID = tradeID + trade.vtTradeID = tradeID + trade.orderID = order.orderID + trade.vtOrderID = order.orderID + trade.direction = order.direction + trade.offset = order.offset + trade.price = order.price + trade.volume = order.totalVolume + trade.tradeTime = str(self.dt) + self.strategy.onTrade(trade) + + self.tradeDict[tradeID] = trade + + # 推送委托数据 + order.tradedVolume = order.totalVolume + order.status = STATUS_ALLTRADED + self.strategy.onOrder(order) + + # 从字典中删除该限价单 + del self.workingLimitOrderDict[orderID] + + #---------------------------------------------------------------------- + def crossStopOrder(self): + """基于最新数据撮合停止单""" + # 先确定会撮合成交的价格，这里和限价单规则相反 + if self.mode == self.BAR_MODE: + buyCrossPrice = self.bar.high # 若买入方向停止单价格低于该价格，则会成交 + sellCrossPrice = self.bar.low # 若卖出方向限价单价格高于该价格，则会成交 + else: + buyCrossPrice = self.tick.lastPrice + sellCrossPrice = self.tick.lastPrice + + # 遍历限价单字典中的所有限价单 + for stopOrderID, so in self.workingStopOrderDict.items(): + # 判断是否会成交 + buyCross = so.direction==DIRECTION_LONG and so.price<=buyCrossPrice + sellCross = so.direction==DIRECTION_SHORT and so.price>=sellCrossPrice + + # 如果发生了成交 + if buyCross or sellCross: + # 推送成交数据 + self.tradeCount += 1 # 成交编号自增1 + tradeID = str(self.tradeCount) + trade = VtTradeData() + trade.vtSymbol = so.vtSymbol + trade.tradeID = tradeID + trade.vtTradeID = tradeID + + self.limitOrderCount += 1 + orderID = str(self.limitOrderCount) + trade.orderID = orderID + trade.vtOrderID = orderID + + trade.direction = so.direction + trade.offset = so.offset + trade.price = so.price + trade.volume = so.volume + trade.tradeTime = str(self.dt) + self.strategy.onTrade(trade) + + self.tradeDict[tradeID] = trade + + # 推送委托数据 + so.status = STOPORDER_TRIGGERED + + order = VtOrderData() + order.vtSymbol = so.vtSymbol + order.symbol = so.vtSymbol + order.orderID = orderID + order.vtOrderID = orderID + order.direction = so.direction + order.offset = so.offset + order.price = so.price + order.totalVolume = so.volume + order.tradedVolume = so.volume + order.status = STATUS_ALLTRADED + order.orderTime = trade.tradeTime + self.strategy.onOrder(order) + + # 从字典中删除该限价单 + del self.workingStopOrderDict[stopOrderID] + + #---------------------------------------------------------------------- + def insertData(self, dbName, collectionName, data): + """考虑到回测中不允许向数据库插入数据，防止实盘交易中的一些代码出错""" + pass + + #---------------------------------------------------------------------- + def loadBar(self, dbName, collectionName, startDate): + """直接返回初始化数据列表中的Bar""" + return self.initData + + #---------------------------------------------------------------------- + def loadTick(self, dbName, collectionName, startDate): + """直接返回初始化数据列表中的Tick""" + return self.initData + + #---------------------------------------------------------------------- + def getToday(self): + """获取代表今日的datetime对象""" + # 这个方法本身主要用于在每日初始化时确定日期，从而知道该读取之前从某日起的数据 + # 这里选择策略启动的日期 + return self.strategyStartDate + + #---------------------------------------------------------------------- + def writeCtaLog(self, content): + """记录日志""" + print content + + #---------------------------------------------------------------------- + def output(self, content): + """输出内容""" + print content + + + +#---------------------------------------------------------------------- +def test(): + """""" + engine = BacktestingEngine() + engine.setBacktestingMode(engine.BAR_MODE) + engine.initStrategy(u'测试', TestStrategy) + engine.setStartDate() + engine.loadHistoryData(MINUTE_DB_NAME, 'IF0000') + engine.runBacktesting() + + \ No newline at end of file diff --git a/vn.trader/ctaEngine.py b/vn.trader/ctaEngine.py index ea90e714..cf4784f3 100644 --- a/vn.trader/ctaEngine.py +++ b/vn.trader/ctaEngine.py @@ -79,7 +79,7 @@ class CtaEngine(object): req.offset = OFFSET_CLOSE vtOrderID = self.mainEngine.sendOrder(req, contract.gatewayName) # 发单 - self.orderDict[vtOrderID] = strategy # 保存vtOrderID和策略的映射关系 + self.orderStrategyDict[vtOrderID] = strategy # 保存vtOrderID和策略的映射关系 return vtOrderID #---------------------------------------------------------------------- @@ -109,13 +109,25 @@ class CtaEngine(object): so = StopOrder() so.vtSymbol = vtSymbol - so.orderType = orderType so.price = price so.volume = volume so.strategy = strategy so.stopOrderID = stopOrderID so.status = STOPORDER_WAITING + if orderType == CTAORDER_BUY: + so.direction = DIRECTION_LONG + so.offset = OFFSET_OPEN + elif orderType == CTAORDER_SELL: + so.direction = DIRECTION_SHORT + so.offset = OFFSET_CLOSE + elif orderType == CTAORDER_SHORT: + so.direction = DIRECTION_SHORT + so.offset = OFFSET_OPEN + elif orderType == CTAORDER_COVER: + so.direction = DIRECTION_LONG + so.offset = OFFSET_CLOSE + # 保存stopOrder对象到字典中 self.stopOrderDict[stopOrderID] = so self.workingStopOrderDict[stopOrderID] = so diff --git a/vn.trader/ctaHistoryData.py b/vn.trader/ctaHistoryData.py index 81116f8d..eda87ed1 100644 --- a/vn.trader/ctaHistoryData.py +++ b/vn.trader/ctaHistoryData.py @@ -309,9 +309,47 @@ class HistoryDataEngine(object): +#---------------------------------------------------------------------- +def loadMcCsv(fileName, dbName, symbol): + """将Multicharts导出的csv格式的历史数据插入到Mongo数据库中""" + import csv + + start = time() + print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol) + + # 锁定集合，并创建索引 + client = pymongo.MongoClient() + collection = client[dbName][symbol] + collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True) + + # 读取数据和插入到数据库 + reader = csv.DictReader(file(fileName, 'r')) + for d in reader: + bar = CtaBarData() + bar.vtSymbol = symbol + bar.symbol = symbol + bar.open = float(d['Open']) + bar.high = float(d['High']) + bar.low = float(d['Low']) + bar.close = float(d['Close']) + bar.date = datetime.strptime(d['Date'], '%Y/%m/%d').strftime('%Y%m%d') + bar.time = d['Time'] + bar.datetime = datetime.strptime(bar.date + ' ' + bar.time, '%Y%m%d %H:%M:%S') + bar.volume = d['TotalVolume'] + + flt = {'datetime': bar.datetime} + collection.update_one(flt, {'$set':bar.__dict__}, upsert=True) + print bar.date, bar.time + + print u'插入完毕，耗时：%s' % (time()-start) + + if __name__ == '__main__': - # 简单的测试脚本可以写在这里 - from time import sleep - e = HistoryDataEngine() - sleep(1) - e.downloadEquityDailyBar('000001') + ## 简单的测试脚本可以写在这里 + #from time import sleep + #e = HistoryDataEngine() + #sleep(1) + #e.downloadEquityDailyBar('000001') + + # 这里将项目中包含的股指日内分钟线csv导入MongoDB，作者电脑耗时大约3分钟 + loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000') diff --git a/vn.trader/ctaObject.py b/vn.trader/ctaObject.py index 38f64384..92b4ff88 100644 --- a/vn.trader/ctaObject.py +++ b/vn.trader/ctaObject.py @@ -11,7 +11,8 @@ class StopOrder(object): def __init__(self): """Constructor""" self.vtSymbol = EMPTY_STRING - self.orderType = EMPTY_UNICODE + self.direction = EMPTY_UNICODE + self.offset = EMPTY_UNICODE self.price = EMPTY_FLOAT self.volume = EMPTY_INT diff --git a/vn.trader/ctaStrategyTemplate.py b/vn.trader/ctaStrategyTemplate.py index 790e5f55..0bba12e4 100644 --- a/vn.trader/ctaStrategyTemplate.py +++ b/vn.trader/ctaStrategyTemplate.py @@ -42,7 +42,7 @@ class CtaStrategyTemplate(object): #---------------------------------------------------------------------- def start(self): """启动策略（必须由用户继承实现）""" - raise NotImplementedError + self.trading = True #---------------------------------------------------------------------- def stop(self): @@ -190,6 +190,9 @@ class TestStrategy(CtaStrategyTemplate): self.varList.append('pos') self.varList.append('lastPrice') + + # 测试用计数 + self.count = 0 #---------------------------------------------------------------------- def init(self): @@ -215,17 +218,25 @@ class TestStrategy(CtaStrategyTemplate): #---------------------------------------------------------------------- def onOrder(self, order): """收到委托变化推送（必须由用户继承实现）""" - self.writeCtaLog(u'onOrder不会被调用') + print u'收到委托回报，委托编号%s' %order.orderID #---------------------------------------------------------------------- def onTrade(self, trade): """收到成交推送（必须由用户继承实现）""" - self.writeCtaLog(u'onTrade不会被调用') + print u'收到成交回报，成交编号%s' %order.orderID #---------------------------------------------------------------------- def onBar(self, bar): """收到Bar推送（必须由用户继承实现）""" - self.writeCtaLog(u'测试策略%s收到Bar' %self.name) + self.count += 1 + + if self.count == 10: + self.buy(bar.close, 1) + if self.count == 20: + self.sell(bar.close, 1) + self.count = 0 + + #print u'收到推送' diff --git a/vn.trader/ksPortalAPI.dll b/vn.trader/ksPortalAPI.dll new file mode 100644 index 00000000..30319a67 Binary files /dev/null and b/vn.trader/ksPortalAPI.dll differ diff --git a/vn.trader/ksotpDataType.py b/vn.trader/ksotpDataType.py new file mode 100644 index 00000000..e2bbde7a --- /dev/null +++ b/vn.trader/ksotpDataType.py @@ -0,0 +1,1349 @@ +# encoding: UTF-8 + +defineDict = {} +typedefDict = {} + + + + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTraderIDType是一个交易所交易员代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTraderIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInvestorIDType是一个投资者代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPInvestorIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBrokerIDType是一个经纪公司代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBrokerIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBrokerAbbrType是一个经纪公司简称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBrokerAbbrType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBrokerNameType是一个经纪公司名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBrokerNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExchangeInstIDType是一个合约在交易所的代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPExchangeInstIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderRefType是一个报单引用类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOrderRefType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPParticipantIDType是一个会员代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPParticipantIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPUserIDType是一个用户代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPUserIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPasswordType是一个密码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPPasswordType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPClientIDType是一个合约账号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPClientIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstrumentIDType是一个合约代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPInstrumentIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcUnderlyingMultipleType是一个基础商品乘数类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPUnderlyingMultipleType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMarketIDType是一个市场代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMarketIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProductNameType是一个产品名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPProductNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExchangeIDType是一个交易所代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPExchangeIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExchangeNameType是一个交易所名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPExchangeNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExchangeAbbrType是一个交易所简称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPExchangeAbbrType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExchangeFlagType是一个交易所标志类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPExchangeFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMacAddressType是一个Mac地址类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMacAddressType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPDateType是一个日期类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPDateType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTimeType是一个时间类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTimeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPLongTimeType是一个长时间类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPLongTimeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstrumentNameType是一个合约名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPInstrumentNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderSysIDType是一个报单编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOrderSysIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeIDType是一个成交编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCommandTypeType是一个DB命令类型类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCommandTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPIPAddressType是一个IP地址类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPIPAddressType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProductInfoType是一个产品信息类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPProductInfoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProtocolInfoType是一个协议信息类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPProtocolInfoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBusinessUnitType是一个业务单元类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBusinessUnitType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPDepositSeqNoType是一个出入金流水号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPDepositSeqNoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPIdentifiedCardNoType是一个证件号码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPIdentifiedCardNoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPIdCardTypeType是一个证件类型类型 +#////////////////////////////////////////////////////////////////////// +#组织机构代码 +defineDict["KS_OTP_ICT_EID"] = '0' +#身份证 +defineDict["KS_OTP_ICT_IDCard"] = '1' +#军官证 +defineDict["KS_OTP_ICT_OfficerIDCard"] = '2' +#警官证 +defineDict["KS_OTP_ICT_PoliceIDCard"] = '3' +#士兵证 +defineDict["KS_OTP_ICT_SoldierIDCard"] = '4' +#户口簿 +defineDict["KS_OTP_ICT_HouseholdRegister"] = '5' +#护照 +defineDict["KS_OTP_ICT_Passport"] = '6' +#台胞证 +defineDict["KS_OTP_ICT_TaiwanCompatriotIDCard"] = '7' +#回乡证 +defineDict["KS_OTP_ICT_HomeComingCard"] = '8' +#营业执照号 +defineDict["KS_OTP_ICT_LicenseNo"] = '9' +#税务登记号 +defineDict["KS_OTP_ICT_TaxNo"] = 'A' +#其他证件 +defineDict["KS_OTP_ICT_OtherCard"] = 'x' + +typedefDict["TKSOTPIdCardTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderLocalIDType是一个本地报单编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOrderLocalIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPartyNameType是一个参与人名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPPartyNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPErrorMsgType是一个错误信息类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPErrorMsgType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFieldNameType是一个字段名类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFieldNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFieldContentType是一个字段内容类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFieldContentType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSystemNameType是一个系统名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSystemNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPContentType是一个消息正文类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPContentType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderActionStatusType是一个报单操作状态类型 +#////////////////////////////////////////////////////////////////////// +#已经提交 +defineDict["KS_OTP_OAS_Submitted"] = 'a' +#已经接受 +defineDict["KS_OTP_OAS_Accepted"] = 'b' +#已经被拒绝 +defineDict["KS_OTP_OAS_Rejected"] = 'c' + +typedefDict["TKSOTPOrderActionStatusType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderStatusType是一个报单状态类型 +#////////////////////////////////////////////////////////////////////// +#全部成交 +defineDict["KS_OTP_OST_AllTraded"] = '0' +#部分成交还在队列中 +defineDict["KS_OTP_OST_PartTradedQueueing"] = '1' +#部分成交不在队列中 +defineDict["KS_OTP_OST_PartTradedNotQueueing"] = '2' +#未成交还在队列中 +defineDict["KS_OTP_OST_NoTradeQueueing"] = '3' +#未成交不在队列中 +defineDict["KS_OTP_OST_NoTradeNotQueueing"] = '4' +#撤单 +defineDict["KS_OTP_OST_Canceled"] = '5' +#未知 +defineDict["KS_OTP_OST_Unknown"] = 'a' +#尚未触发 +defineDict["KS_OTP_OST_NotTouched"] = 'b' +#已触发 +defineDict["KS_OTP_OST_Touched"] = 'c' + +typedefDict["TKSOTPOrderStatusType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderSubmitStatusType是一个报单提交状态类型 +#////////////////////////////////////////////////////////////////////// +#已经提交 +defineDict["KS_OTP_OSS_InsertSubmitted"] = '0' +#撤单已经提交 +defineDict["KS_OTP_OSS_CancelSubmitted"] = '1' +#修改已经提交 +defineDict["KS_OTP_OSS_ModifySubmitted"] = '2' +#已经接受 +defineDict["KS_OTP_OSS_Accepted"] = '3' +#报单已经被拒绝 +defineDict["KS_OTP_OSS_InsertRejected"] = '4' +#撤单已经被拒绝 +defineDict["KS_OTP_OSS_CancelRejected"] = '5' +#改单已经被拒绝 +defineDict["KS_OTP_OSS_ModifyRejected"] = '6' + +typedefDict["TKSOTPOrderSubmitStatusType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPositionDateType是一个持仓日期类型 +#////////////////////////////////////////////////////////////////////// +#今日持仓 +defineDict["KS_OTP_PSD_Today"] = '1' +#历史持仓 +defineDict["KS_OTP_PSD_History"] = '2' + +typedefDict["TKSOTPPositionDateType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPositionDateTypeType是一个持仓日期类型类型 +#////////////////////////////////////////////////////////////////////// +#使用历史持仓 +defineDict["KS_OTP_PDT_UseHistory"] = '1' +#不使用历史持仓 +defineDict["KS_OTP_PDT_NoUseHistory"] = '2' + +typedefDict["TKSOTPPositionDateTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradingRoleType是一个交易角色类型 +#////////////////////////////////////////////////////////////////////// +#代理 +defineDict["KS_OTP_ER_Broker"] = '1' +#自营 +defineDict["KS_OTP_ER_Host"] = '2' +#做市商 +defineDict["KS_OTP_ER_Maker"] = '3' + +typedefDict["TKSOTPTradingRoleType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProductClassType是一个产品类型类型 +#////////////////////////////////////////////////////////////////////// +#期货 +defineDict["KS_OTP_PC_Futures"] = '1' +#期货期权 +defineDict["KS_OTP_PC_Options"] = '2' +#组合 +defineDict["KS_OTP_PC_Combination"] = '3' +#即期 +defineDict["KS_OTP_PC_Spot"] = '4' +#期转现 +defineDict["KS_OTP_PC_EFP"] = '5' +#现货期权 +defineDict["KS_OTP_PC_SpotOption"] = '6' +#个股期权 +defineDict["KS_OTP_PC_ETFOption"] = '7' +#证券 +defineDict["KS_OTP_PC_Stock"] = '8' + +typedefDict["TKSOTPProductClassType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstLifePhaseType是一个合约生命周期状态类型 +#////////////////////////////////////////////////////////////////////// +#未上市 +defineDict["KS_OTP_IP_NotStart"] = '0' +#上市 +defineDict["KS_OTP_IP_Started"] = '1' +#停牌 +defineDict["KS_OTP_IP_Pause"] = '2' +#到期 +defineDict["KS_OTP_IP_Expired"] = '3' + +typedefDict["TKSOTPInstLifePhaseType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPDirectionType是一个买卖方向类型 +#////////////////////////////////////////////////////////////////////// +#买 +defineDict["KS_OTP_D_Buy"] = '0' +#卖 +defineDict["KS_OTP_D_Sell"] = '1' + +typedefDict["TKSOTPDirectionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPositionTypeType是一个持仓类型类型 +#////////////////////////////////////////////////////////////////////// +#净持仓 +defineDict["KS_OTP_PT_Net"] = '1' +#综合持仓 +defineDict["KS_OTP_PT_Gross"] = '2' + +typedefDict["TKSOTPPositionTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPHedgeFlagType是一个备兑标志类型 +#////////////////////////////////////////////////////////////////////// +#投机 +defineDict["KS_OTP_HF_Speculation"] = '1' +#套利 +defineDict["KS_OTP_HF_Arbitrage"] = '2' +#套保 +defineDict["KS_OTP_HF_Hedge"] = '3' +#备兑 +defineDict["KS_OTP_HF_Covered"] = '4' + +typedefDict["TKSOTPHedgeFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPClientIDTypeType是一个交易编码类型类型 +#////////////////////////////////////////////////////////////////////// +#投机/非备兑 +defineDict["KS_OTP_CIDT_UnCovered"] = '1' +#套利 +defineDict["THOST_FTDC_CIDT_Arbitrage"] = '2' +#套保/备兑 +defineDict["KS_OTP_CIDT_Covered"] = '3' + +typedefDict["TKSOTPClientIDTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderPriceTypeType是一个报单价格条件类型 +#////////////////////////////////////////////////////////////////////// +#任意价 +defineDict["KS_OTP_OPT_AnyPrice"] = '1' +#限价 +defineDict["KS_OTP_OPT_LimitPrice"] = '2' +#最优价 +defineDict["KS_OTP_OPT_BestPrice"] = '3' +#最新价 +defineDict["KS_OTP_OPT_LastPrice"] = '4' + +typedefDict["TKSOTPOrderPriceTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOffsetFlagType是一个开平标志类型 +#////////////////////////////////////////////////////////////////////// +#开仓 +defineDict["KS_OTP_OF_Open"] = '0' +#平仓 +defineDict["KS_OTP_OF_Close"] = '1' +#强平 +defineDict["KS_OTP_OF_ForceClose"] = '2' +#平今 +defineDict["KS_OTP_OF_CloseToday"] = '3' +#平昨 +defineDict["KS_OTP_OF_CloseYesterday"] = '4' +#强减 +defineDict["KS_OTP_OF_ForceOff"] = '5' +#本地强平 +defineDict["KS_OTP_OF_LocalForceClose"] = '6' + +typedefDict["TKSOTPOffsetFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPForceCloseReasonType是一个强平原因类型 +#////////////////////////////////////////////////////////////////////// +#非强平 +defineDict["KS_OTP_FCC_NotForceClose"] = '0' +#资金不足 +defineDict["KS_OTP_FCC_LackDeposit"] = '1' +#客户超仓 +defineDict["KS_OTP_FCC_ClientOverPositionLimit"] = '2' +#会员超仓 +defineDict["KS_OTP_FCC_MemberOverPositionLimit"] = '3' +#持仓非整数倍 +defineDict["KS_OTP_FCC_NotMultiple"] = '4' +#违规 +defineDict["KS_OTP_FCC_Violation"] = '5' +#其它 +defineDict["KS_OTP_FCC_Other"] = '6' +#自然人临近交割 +defineDict["KS_OTP_FCC_PersonDeliv"] = '7' + +typedefDict["TKSOTPForceCloseReasonType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderTypeType是一个报单类型类型 +#////////////////////////////////////////////////////////////////////// +#正常 +defineDict["KS_OTP_ORDT_Normal"] = '0' +#报价衍生 +defineDict["KS_OTP_ORDT_DeriveFromQuote"] = '1' + +typedefDict["TKSOTPOrderTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTimeConditionType是一个有效期类型类型 +#////////////////////////////////////////////////////////////////////// +#立即完成，否则撤销 +defineDict["KS_OTP_TC_IOC"] = '1' +#本节有效 +defineDict["KS_OTP_TC_GFS"] = '2' +#当日有效 +defineDict["KS_OTP_TC_GFD"] = '3' +#指定日期前有效 +defineDict["KS_OTP_TC_GTD"] = '4' +#撤销前有效 +defineDict["KS_OTP_TC_GTC"] = '5' +#集合竞价有效 +defineDict["KS_OTP_TC_GFA"] = '6' + +typedefDict["TKSOTPTimeConditionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPVolumeConditionType是一个成交量类型类型 +#////////////////////////////////////////////////////////////////////// +#任何数量 +defineDict["KS_OTP_VC_AV"] = '1' +#最小数量 +defineDict["KS_OTP_VC_MV"] = '2' +#全部数量 +defineDict["KS_OTP_VC_CV"] = '3' + +typedefDict["TKSOTPVolumeConditionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPContingentConditionType是一个触发条件类型 +#////////////////////////////////////////////////////////////////////// +#立即 +defineDict["KS_OTP_CC_Immediately"] = '1' +#止损 +defineDict["KS_OTP_CC_Touch"] = '2' +#止赢 +defineDict["KS_OTP_CC_TouchProfit"] = '3' + +typedefDict["TKSOTPContingentConditionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPActionFlagType是一个操作标志类型 +#////////////////////////////////////////////////////////////////////// +#删除 +defineDict["KS_OTP_AF_Delete"] = '0' +#修改 +defineDict["KS_OTP_AF_Modify"] = '3' + +typedefDict["TKSOTPActionFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderSourceType是一个报单来源类型 +#////////////////////////////////////////////////////////////////////// +#来自参与者 +defineDict["KS_OTP_OSRC_Participant"] = '0' +#来自管理员 +defineDict["KS_OTP_OSRC_Administrator"] = '1' + +typedefDict["TKSOTPOrderSourceType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeTypeType是一个成交类型类型 +#////////////////////////////////////////////////////////////////////// +#普通成交 +defineDict["KS_OTP_TRDT_Common"] = '0' +#期权执行 +defineDict["KS_OTP_TRDT_OptionsOTPution"] = '1' +#OTC成交 +defineDict["KS_OTP_TRDT_OTC"] = '2' +#期转现衍生成交 +defineDict["KS_OTP_TRDT_EFPDerived"] = '3' + +typedefDict["TKSOTPTradeTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPriceSourceType是一个成交价来源类型 +#////////////////////////////////////////////////////////////////////// +#前成交价 +defineDict["KS_OTP_PSRC_LastPrice"] = '0' +#买委托价 +defineDict["KS_OTP_PSRC_Buy"] = '1' +#卖委托价 +defineDict["KS_OTP_PSRC_Sell"] = '2' + +typedefDict["TKSOTPPriceSourceType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstrumentStatusType是一个合约交易状态类型 +#////////////////////////////////////////////////////////////////////// +#开盘前 +defineDict["KS_OTP_IS_BeforeTrading"] = '0' +#非交易 +defineDict["KS_OTP_IS_NoTrading"] = '1' +#连续交易 +defineDict["KS_OTP_IS_Continous"] = '2' +#集合竞价报单 +defineDict["KS_OTP_IS_AuctionOrdering"] = '3' +#集合竞价价格平衡 +defineDict["KS_OTP_IS_AuctionBalance"] = '4' +#集合竞价撮合 +defineDict["KS_OTP_IS_AuctionMatch"] = '5' +#收盘 +defineDict["KS_OTP_IS_Closed"] = '6' + +typedefDict["TKSOTPInstrumentStatusType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstStatusEnterReasonType是一个品种进入交易状态原因类型 +#////////////////////////////////////////////////////////////////////// +#自动切换 +defineDict["KS_OTP_IER_Automatic"] = '1' +#手动切换 +defineDict["KS_OTP_IER_Manual"] = '2' +#熔断 +defineDict["KS_OTP_IER_Fuse"] = '3' + +typedefDict["TKSOTPInstStatusEnterReasonType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOrderActionRefType是一个报单操作引用类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOrderActionRefType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstallCountType是一个安装数量类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPInstallCountType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstallIDType是一个安装编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPInstallIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPErrorIDType是一个错误代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPErrorIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSettlementIDType是一个结算编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSettlementIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPVolumeType是一个数量类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPVolumeType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFrontIDType是一个前置编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFrontIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSessionIDType是一个会话编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSessionIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSequenceNoType是一个序号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSequenceNoType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMillisecType是一个时间（毫秒）类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMillisecType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPVolumeMultipleType是一个合约数量乘数类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPVolumeMultipleType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradingSegmentSNType是一个交易阶段编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradingSegmentSNType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPRequestIDType是一个请求编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPRequestIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPYearType是一个年份类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPYearType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMonthType是一个月份类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMonthType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBoolType是一个布尔型类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBoolType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPriceType是一个价格类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPPriceType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPRatioType是一个比率类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPRatioType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMoneyType是一个资金类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMoneyType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPLargeVolumeType是一个大额数量类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPLargeVolumeType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSequenceSeriesType是一个序列系列号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSequenceSeriesType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCommPhaseNoType是一个通讯时段编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCommPhaseNoType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSequenceLabelType是一个序列编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSequenceLabelType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPAddressType是一个通讯地址类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPAddressType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPZipCodeType是一个邮政编码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPZipCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTelephoneType是一个联系电话类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTelephoneType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFaxType是一个传真类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFaxType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMobileType是一个手机类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMobileType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPEMailType是一个电子邮件类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPEMailType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPMemoType是一个备注类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPMemoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPropertyIDType是一个属性代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPPropertyIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPropertyNameType是一个属性名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPPropertyNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPLicenseNoType是一个营业执照号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPLicenseNoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSettlementParamValueType是一个参数代码值类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSettlementParamValueType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBrandCodeType是一个牌号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBrandCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPWarehouseType是一个仓库类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPWarehouseType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProductDateType是一个产期类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPProductDateType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPGradeType是一个等级类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPGradeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPClassifyType是一个类别类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPClassifyType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPAccountIDType是一个投资者帐号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPAccountIDType"] = "string" + + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProductLifePhaseType是一个产品生命周期状态类型 +#////////////////////////////////////////////////////////////////////// +#活跃 +defineDict["KS_OTP_PLP_Active"] = '1' +#不活跃 +defineDict["KS_OTP_PLP_NonActive"] = '2' +#注销 +defineDict["KS_OTP_PLP_Canceled"] = '3' + +typedefDict["TKSOTPProductLifePhaseType"] = "string" + + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInvestorTypeType是一个投资者类型类型 +#////////////////////////////////////////////////////////////////////// +#自然人 +defineDict["KS_OTP_CT_Person"] = '0' +#法人 +defineDict["KS_OTP_CT_Company"] = '1' +#投资基金 +defineDict["KS_OTP_CT_Fund"] = '2' + +typedefDict["TKSOTPInvestorTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBrokerTypeType是一个经纪公司类型类型 +#////////////////////////////////////////////////////////////////////// +#交易会员 +defineDict["KS_OTP_BT_Trade"] = '0' +#交易结算会员 +defineDict["KS_OTP_BT_TradeSettle"] = '1' + +typedefDict["TKSOTPBrokerTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCurrencyCodeType是一个币种类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCurrencyCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCertCodeType是一个证件号码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCertCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPUserTypeType是一个用户类型类型 +#////////////////////////////////////////////////////////////////////// +#投资者 +defineDict["KS_OTP_UT_Investor"] = '0' +#操作员 +defineDict["KS_OTP_UT_Operator"] = '1' +#管理员 +defineDict["KS_OTP_UT_SuperUser"] = '2' + +typedefDict["TKSOTPUserTypeType"] = "string" + + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExClientIDTypeType是一个合约账号类型类型 +#////////////////////////////////////////////////////////////////////// +#非备兑 +defineDict["KS_OTP_ECIDT_UnCovered"] = '0' +#备兑 +defineDict["KS_OTP_ECIDT_Covered"] = '1' + +typedefDict["TKSOTPExClientIDTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPUserProductIDType是一个产品标识类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPUserProductIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeSourceType是一个成交来源类型 +#////////////////////////////////////////////////////////////////////// +#来自交易所普通回报 +defineDict["KS_OTP_TSRC_NORMAL"] = '0' +#来自查询 +defineDict["KS_OTP_TSRC_QUERY"] = '1' + +typedefDict["TKSOTPTradeSourceType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSRiskRateType是一个风险度类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSRiskRateType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOptionsTypeType是一个期权类型类型 +#////////////////////////////////////////////////////////////////////// +#认购 +defineDict["KS_OTP_CP_CallOptions"] = '1' +#认沽 +defineDict["KS_OTP_CP_PutOptions"] = '2' + +typedefDict["TKSOTPOptionsTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPActionTypeType是一个执行类型类型 +#////////////////////////////////////////////////////////////////////// +#执行 +defineDict["KS_OTP_ACTP_Exec"] = '1' +#放弃 +defineDict["KS_OTP_ACTP_Abandon"] = '2' + +typedefDict["TKSOTPActionTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFutureBranchIDType是一个证券分支机构编码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFutureBranchIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCustTypeType是一个客户类型类型 +#////////////////////////////////////////////////////////////////////// +#自然人 +defineDict["KS_OTP_CUSTT_Person"] = '0' +#机构户 +defineDict["KS_OTP_CUSTT_Institution"] = '1' + +typedefDict["TKSOTPCustTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPIndividualNameType是一个个人姓名类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPIndividualNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeAmountType是一个交易金额（元）类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeAmountType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFeePayFlagType是一个费用支付标志类型 +#////////////////////////////////////////////////////////////////////// +#由受益方支付费用 +defineDict["KS_OTP_FPF_BEN"] = '0' +#由发送方支付费用 +defineDict["KS_OTP_FPF_OUR"] = '1' +#由发送方支付发起的费用，受益方支付接受的费用 +defineDict["KS_OTP_FPF_SHA"] = '2' + +typedefDict["TKSOTPFeePayFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCustFeeType是一个应收客户费用（元）类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCustFeeType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFutureFeeType是一个应收证券公司费用（元）类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFutureFeeType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankIDType是一个银行代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCurrencyIDType是一个币种代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCurrencyIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankSerialType是一个银行流水号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankSerialType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPSerialType是一个流水号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPSerialType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPLastFragmentType是一个最后分片标志类型 +#////////////////////////////////////////////////////////////////////// +#是最后分片 +defineDict["KS_OTP_LF_Yes"] = '0' +#不是最后分片 +defineDict["KS_OTP_LF_No"] = '1' + +typedefDict["TKSOTPLastFragmentType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFutureSerialType是一个证券公司流水号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFutureSerialType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankAccountType是一个银行账户类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankAccountType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeDateType是一个交易日期类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeDateType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeTimeType是一个交易时间类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeTimeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeCodeType是一个交易代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPDigestType是一个摘要类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPDigestType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTransferStatusType是一个转账交易状态类型 +#////////////////////////////////////////////////////////////////////// +#正常 +defineDict["TKS_OTP_TRFS_Normal"] = '0' +#被冲正 +defineDict["TKS_OTP_TRFS_Repealed"] = '1' + +typedefDict["TKSOTPTransferStatusType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankAccTypeType是一个银行帐号类型类型 +#////////////////////////////////////////////////////////////////////// +#银行存折 +defineDict["TKS_OTP_BAT_BankBook"] = '1' +#储蓄卡 +defineDict["TKS_OTP_BAT_SavingCard"] = '2' +#信用卡 +defineDict["TKS_OTP_BAT_CreditCard"] = '3' + +typedefDict["TKSOTPBankAccTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPDeviceIDType是一个渠道标志类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPDeviceIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankCodingForFutureType是一个银行对证券公司的编码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankCodingForFutureType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankBrchIDType是一个银行分中心代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankBrchIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPNoIndicatorType是一个是或否标识类型 +#////////////////////////////////////////////////////////////////////// +#是 +defineDict["KS_OTP_YNI_Yes"] = '0' +#否 +defineDict["KS_OTP_YNI_No"] = '1' + +typedefDict["TKSOTPYesNoIndicatorType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPAddInfoType是一个附加信息类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPAddInfoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPwdFlagType是一个密码核对标志类型 +#////////////////////////////////////////////////////////////////////// +#不核对 +defineDict["KS_OTP_BPWDF_NoCheck"] = '0' +#明文核对 +defineDict["KS_OTP_BPWDF_BlankCheck"] = '1' +#密文核对 +defineDict["KS_OTP_BPWDF_EncryptCheck"] = '2' + +typedefDict["TKSOTPPwdFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankOperNoType是一个银行操作员号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankOperNoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTargetIDType是一个同步目标编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTargetIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOperNoType是一个交易柜员类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOperNoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTIDType是一个交易ID类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOperNoType是一个交易柜员类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOperNoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankNameType是一个银行名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeCodeType是一个交易代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankIDType是一个银行代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBankBrchIDType是一个银行分中心代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBankBrchIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPlateSerialType是一个平台流水号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPPlateSerialType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFutureAccTypeType是一个证券公司帐号类型类型 +#////////////////////////////////////////////////////////////////////// +#银行存折 +defineDict["KS_OTP_FAT_BankBook"] = '1' +#储蓄卡 +defineDict["KS_OTP_FAT_SavingCard"] = '2' +#信用卡 +defineDict["KS_OTP_FAT_CreditCard"] = '3' + +typedefDict["TKSOTPFutureAccTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPAvailabilityFlagType是一个有效标志类型 +#////////////////////////////////////////////////////////////////////// +#未确认 +defineDict["KS_OTP_AVAF_Invalid"] = '0' +#有效 +defineDict["KS_OTP_AVAF_Valid"] = '1' +#冲正 +defineDict["KS_OTP_AVAF_Repeal"] = '2' + +typedefDict["TKSOTPAvailabilityFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPOperatorCodeType是一个操作员类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPOperatorCodeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPProtectFlagType是一个保护性标志类型 +#////////////////////////////////////////////////////////////////////// +defineDict["KSOTP_PF_True"] = 'T' +defineDict["KSOTP_PF_Flase"] = 'F' + +typedefDict["TKSOTPProtectFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPControlRangeType是一个控制范围类型 +#////////////////////////////////////////////////////////////////////// +defineDict["KSOTP_CR_Product"] = '0' +defineDict["KSOTP_CR_ALL"] = '1' + +typedefDict["TKSOTPControlRangeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeLevelType是一个交易级别类型 +#////////////////////////////////////////////////////////////////////// +defineDict["KSOTP_TL_Level1"] = '1' +defineDict["KSOTP_TL_Level2"] = '2' +defineDict["KSOTP_TL_Level3"] = '3' + +typedefDict["TKSOTPTradeLevelType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPPosiDirectionType是一个个股持仓方向类型 +#////////////////////////////////////////////////////////////////////// +defineDict["KSVOC_PD_Buy"] = '2' +defineDict["KSVOC_PD_Sell"] = '3' + +typedefDict["TKSOTPPosiDirectionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPDelivModeType是一个个股交收查询类型 +#////////////////////////////////////////////////////////////////////// +defineDict["KSVOC_DM_Product"] = '1' +defineDict["KSVOC_DM_Cash"] = '2' +defineDict["KSVOC_DM_Dispos"] = '3' + +typedefDict["TKSOTPDelivModeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFunctionNameType是一个功能名称类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPFunctionNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPStrikeTypeType是一个执行类型类型 +#////////////////////////////////////////////////////////////////////// +#自身对冲 +defineDict["KS_OTP_STT_Hedge"] = '0' +#匹配执行 +defineDict["KS_OTP_STT_Match"] = '1' + +typedefDict["TKSOTPStrikeTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExecOrderPositionFlagType是一个期权行权后是否保留头寸的标记类型 +#////////////////////////////////////////////////////////////////////// +#保留 +defineDict["KS_OTP_EOPF_Reserve"] = '0' +#不保留 +defineDict["KS_OTP_EOPF_UnReserve"] = '1' + +typedefDict["TKSOTPExecOrderPositionFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExecOrderCloseFlagType是一个期权行权后生成的头寸是否自动平仓类型 +#////////////////////////////////////////////////////////////////////// +#自动平仓 +defineDict[""] = '0' +#免于自动平仓 +defineDict[""] = '1' + +typedefDict["TKSOTPExecOrderCloseFlagType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPLockTypeType是一个锁定方向类型 +#////////////////////////////////////////////////////////////////////// +#锁定 +defineDict["KS_OTP_LCKT_Lock"] = '1' +#解锁 +defineDict["KS_OTP_LCKT_Unlock"] = '2' + +typedefDict["TKSOTPLockTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExecOrderSysIDType是一个执行宣告系统编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPExecOrderSysIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPExecResultType是一个执行结果类型 +#////////////////////////////////////////////////////////////////////// +#没有执行 +defineDict["KS_OTP_OER_NoExec"] = 'n' +#已经取消 +defineDict["KS_OTP_OER_Canceled"] = 'c' +#执行成功 +defineDict["KS_OTP_OER_OK"] = '0' +#期权持仓不够 +defineDict["KS_OTP_OER_NoPosition"] = '1' +#资金不够 +defineDict["KS_OTP_OER_NoDeposit"] = '2' +#会员不存在 +defineDict["KS_OTP_OER_NoParticipant"] = '3' +#客户不存在 +defineDict["KS_OTP_OER_NoClient"] = '4' +#合约不存在 +defineDict["KS_OTP_OER_NoInstrument"] = '6' +#没有执行权限 +defineDict["KS_OTP_OER_NoRight"] = '7' +#不合理的数量 +defineDict["KS_OTP_OER_InvalidVolume"] = '8' +#没有足够的历史成交 +defineDict["KS_OTP_OER_NoEnoughHistoryTrade"] = '9' +#未知 +defineDict["KS_OTP_OER_Unknown"] = 'a' + +typedefDict["TKSOTPExecResultType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPBranchIDType是一个营业部编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPBranchIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInvestorRangeType是一个投资者范围类型 +#////////////////////////////////////////////////////////////////////// +#所有 +defineDict["KS_OTP_IR_All"] = '1' +#投资者组 +defineDict["KS_OTP_IR_Group"] = '2' +#单一投资者 +defineDict["KS_OTP_IR_Single"] = '3' + +typedefDict["TKSOTPInvestorRangeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCombDirectionType是一个组合指令方向类型 +#////////////////////////////////////////////////////////////////////// +#申请组合 +defineDict["KS_OTP_CMDR_Comb"] = '0' +#申请拆分 +defineDict["KS_OTP_CMDR_UnComb"] = '1' + +typedefDict["TKSOTPCombDirectionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCombStrategyIDType是一个个股组合策略代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPCombStrategyIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPCombActionType是一个强拆标记类型 +#////////////////////////////////////////////////////////////////////// +#非强拆 +defineDict["KS_OTP_CAT_False"] = '0' +#强拆 +defineDict["KS_OTP_CAT_True"] = '1' + +typedefDict["TKSOTPCombActionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPTradeSerialNoType是一个发起方流水号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPTradeSerialNoType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFOCreditApplyType是一个当日出金额度操作类型 +#////////////////////////////////////////////////////////////////////// +#申请 +defineDict["KS_OTP_FOCAT_Confirm"] = '0' +#取消申请 +defineDict["KS_OTP_FOCAT_NoConfirm"] = '1' + +typedefDict["TKSOTPFOCreditApplyType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPFOCreditStatusType是一个当日出金额度处理状态类型 +#////////////////////////////////////////////////////////////////////// +#待审核 +defineDict["KS_OTP_FOCST_SENDING"] = '0' +#已通过 +defineDict["KS_OTP_FOCST_ACCEPTED"] = '1' +#已否决 +defineDict["KS_OTP_FOCST_REJECT"] = '2' + +typedefDict["TKSOTPFOCreditStatusType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TKSOTPInstrumentCodeType是一个合约标识码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TKSOTPInstrumentCodeType"] = "string" + diff --git a/vn.trader/ksotpGateway.py b/vn.trader/ksotpGateway.py new file mode 100644 index 00000000..86576f4b --- /dev/null +++ b/vn.trader/ksotpGateway.py @@ -0,0 +1,1840 @@ +# encoding: UTF-8 + +''' +vn.ksotp的gateway接入 +''' + + +import os +import json + +from vnksotpmd import MdApi +from vnksotptd import TdApi +from ksotpDataType import * +from vtGateway import * + +# 以下为一些VT类型和CTP类型的映射字典 +# 价格类型映射 +priceTypeMap = {} +priceTypeMap[PRICETYPE_LIMITPRICE] = defineDict["KS_OTP_OPT_LimitPrice"] +priceTypeMap[PRICETYPE_MARKETPRICE] = defineDict["KS_OTP_OPT_AnyPrice"] +priceTypeMapReverse = {v: k for k, v in priceTypeMap.items()} + +# 方向类型映射 +directionMap = {} +directionMap[DIRECTION_LONG] = defineDict['KS_OTP_D_Buy'] +directionMap[DIRECTION_SHORT] = defineDict['KS_OTP_D_Sell'] +directionMapReverse = {v: k for k, v in directionMap.items()} + +# 开平类型映射 +offsetMap = {} +offsetMap[OFFSET_OPEN] = defineDict['KS_OTP_OF_Open'] +offsetMap[OFFSET_CLOSE] = defineDict['KS_OTP_OF_Close'] +offsetMap[OFFSET_CLOSETODAY] = defineDict['KS_OTP_OF_CloseToday'] +offsetMap[OFFSET_CLOSESYESTERDAY] = defineDict['KS_OTP_OF_CloseYesterday'] +offsetMapReverse = {v:k for k,v in offsetMap.items()} + +# 交易所类型映射 +exchangeMap = {} +exchangeMap[EXCHANGE_CFFEX] = 'CFFEX' +exchangeMap[EXCHANGE_SHFE] = 'SHFE' +exchangeMap[EXCHANGE_CZCE] = 'CZCE' +exchangeMap[EXCHANGE_DCE] = 'DCE' +exchangeMap[EXCHANGE_SSE] = 'SSE' +exchangeMap[EXCHANGE_SZSE] = 'SZSE' +exchangeMap[EXCHANGE_UNKNOWN] = '' +exchangeMapReverse = {v:k for k,v in exchangeMap.items()} + +# 持仓类型映射 +posiDirectionMap = {} +posiDirectionMap[DIRECTION_LONG] = defineDict["KSVOC_PD_Buy"] +posiDirectionMap[DIRECTION_SHORT] = defineDict["KSVOC_PD_Sell"] +posiDirectionMapReverse = {v:k for k,v in posiDirectionMap.items()} + + +######################################################################## +class KsotpGateway(VtGateway): + """金仕达期权接口""" + + #---------------------------------------------------------------------- + def __init__(self, eventEngine, gatewayName='KSOTP'): + """Constructor""" + super(KsotpGateway, self).__init__(eventEngine, gatewayName) + + self.mdApi = KsotpMdApi(self) # 行情API + self.tdApi = KsotpTdApi(self) # 交易API + + self.mdConnected = False # 行情API连接状态，登录完成后为True + self.tdConnected = False # 交易API连接状态 + + self.qryEnabled = False # 是否要启动循环查询 + + #---------------------------------------------------------------------- + def connect(self): + """连接""" + # 载入json文件 + fileName = self.gatewayName + '_connect.json' + try: + f = file(fileName) + except IOError: + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'读取连接配置出错，请检查' + self.onLog(log) + return + + # 解析json文件 + setting = json.load(f) + try: + userID = str(setting['userID']) + password = str(setting['password']) + brokerID = str(setting['brokerID']) + tdAddress = str(setting['tdAddress']) + mdAddress = str(setting['mdAddress']) + except KeyError: + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'连接配置缺少字段，请检查' + self.onLog(log) + return + + # 创建行情和交易接口对象 + self.mdApi.connect(userID, password, brokerID, mdAddress) + self.tdApi.connect(userID, password, brokerID, tdAddress) + + # 初始化并启动查询 + self.initQuery() + + #---------------------------------------------------------------------- + def subscribe(self, subscribeReq): + """订阅行情""" + self.mdApi.subscribe(subscribeReq) + + #---------------------------------------------------------------------- + def sendOrder(self, orderReq): + """发单""" + return self.tdApi.sendOrder(orderReq) + + #---------------------------------------------------------------------- + def cancelOrder(self, cancelOrderReq): + """撤单""" + self.tdApi.cancelOrder(cancelOrderReq) + + #---------------------------------------------------------------------- + def getAccount(self): + """查询账户资金""" + self.tdApi.getAccount() + + #---------------------------------------------------------------------- + def getPosition(self): + """查询持仓""" + self.tdApi.getPosition() + + #---------------------------------------------------------------------- + def close(self): + """关闭""" + if self.mdConnected: + self.mdApi.close() + if self.tdConnected: + self.tdApi.close() + + #---------------------------------------------------------------------- + def initQuery(self): + """初始化连续查询""" + if self.qryEnabled: + # 需要循环的查询函数列表 + self.qryFunctionList = [self.getAccount, self.getPosition] + + self.qryCount = 0 # 查询触发倒计时 + self.qryTrigger = 2 # 查询触发点，金仕达接口查询非常慢，因此不适合频繁查询 + self.qryNextFunction = 0 # 上次运行的查询函数索引 + + self.startQuery() + + #---------------------------------------------------------------------- + def query(self, event): + """注册到事件处理引擎上的查询函数""" + self.qryCount += 1 + + if self.qryCount > self.qryTrigger: + # 清空倒计时 + self.qryCount = 0 + + # 执行查询函数 + function = self.qryFunctionList[self.qryNextFunction] + function() + + # 计算下次查询函数的索引，如果超过了列表长度，则重新设为0 + self.qryNextFunction += 1 + if self.qryNextFunction == len(self.qryFunctionList): + self.qryNextFunction = 0 + + #---------------------------------------------------------------------- + def startQuery(self): + """启动连续查询""" + self.eventEngine.register(EVENT_TIMER, self.query) + + #---------------------------------------------------------------------- + def setQryEnabled(self, qryEnabled): + """设置是否要启动循环查询""" + self.qryEnabled = qryEnabled + + +######################################################################## +class KsotpMdApi(MdApi): + """金仕达期权的行情API实现""" + + #---------------------------------------------------------------------- + def __init__(self, gateway): + """Constructor""" + super(KsotpMdApi, self).__init__() + + self.gateway = gateway # gateway对象 + self.gatewayName = gateway.gatewayName # gateway对象名称 + + self.reqID = EMPTY_INT # 操作请求编号 + + self.connectionStatus = False # 连接状态 + self.loginStatus = False # 登录状态 + + self.subscribedSymbols = set() # 已订阅合约代码 + + self.userID = EMPTY_STRING # 账号 + self.password = EMPTY_STRING # 密码 + self.brokerID = EMPTY_STRING # 经纪商代码 + self.address = EMPTY_STRING # 服务器地址 + + #---------------------------------------------------------------------- + def onFrontConnected(self): + """服务器连接""" + self.connectionStatus = True + + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'行情服务器连接成功' + self.gateway.onLog(log) + self.login() + + #---------------------------------------------------------------------- + def onFrontDisconnected(self, n): + """服务器断开""" + self.connectionStatus = False + self.loginStatus = False + self.gateway.mdConnected = False + + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'行情服务器连接断开' + self.gateway.onLog(log) + + #---------------------------------------------------------------------- + def onRspError(self, error, n, last): + """错误回报""" + err = VtErrorData() + err.gatewayName = self.gatewayName + err.errorID = error['ErrorID'] + err.errorMsg = error['ErrorMsg'].decode('gbk') + self.gateway.onError(err) + + #---------------------------------------------------------------------- + def onRspUserLogin(self, data, error, n, last): + """登陆回报""" + # 如果登录成功，推送日志信息 + if error['ErrorID'] == 0: + self.loginStatus = True + self.gateway.mdConnected = True + + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'行情服务器登录完成' + self.gateway.onLog(log) + + # 重新订阅之前订阅的合约 + for subscribeReq in self.subscribedSymbols: + self.subscribe(subscribeReq) + + # 否则，推送错误信息 + else: + err = VtErrorData() + err.gatewayName = self.gatewayName + err.errorID = error['ErrorID'] + err.errorMsg = error['ErrorMsg'].decode('gbk') + self.gateway.onError(err) + + #---------------------------------------------------------------------- + def onRspUserLogout(self, data, error, n, last): + """登出回报""" + # 如果登出成功，推送日志信息 + if error['ErrorID'] == 0: + self.loginStatus = False + self.gateway.tdConnected = False + + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'行情服务器登出完成' + self.gateway.onLog(log) + + # 否则，推送错误信息 + else: + err = VtErrorData() + err.gatewayName = self.gatewayName + err.errorID = error['ErrorID'] + err.errorMsg = error['ErrorMsg'].decode('gbk') + self.gateway.onError(err) + + #---------------------------------------------------------------------- + def onRspSubMarketData(self, data, error, n, last): + """订阅合约回报""" + # 通常不在乎订阅错误，选择忽略 + pass + + #---------------------------------------------------------------------- + def onRspUnSubMarketData(self, data, error, n, last): + """退订合约回报""" + # 同上 + pass + + #---------------------------------------------------------------------- + def onRtnDepthMarketData(self, data): + """行情推送""" + tick = VtTickData() + tick.gatewayName = self.gatewayName + + tick.symbol = data['InstrumentID'] + tick.exchange = exchangeMapReverse.get(data['ExchangeID'], u'未知') + tick.vtSymbol = '.'.join([tick.symbol, tick.exchange]) + + tick.lastPrice = data['LastPrice'] + tick.volume = data['Volume'] + tick.openInterest = data['OpenInterest'] + tick.time = '.'.join([data['UpdateTime'], str(data['UpdateMillisec']/100)]) + tick.date = data['TradingDay'] + + tick.openPrice = data['OpenPrice'] + tick.highPrice = data['HighestPrice'] + tick.lowPrice = data['LowestPrice'] + tick.preClosePrice = data['PreClosePrice'] + + tick.upperLimit = data['UpperLimitPrice'] + tick.lowerLimit = data['LowerLimitPrice'] + + # CTP只有一档行情 + tick.bidPrice1 = data['BidPrice1'] + tick.bidVolume1 = data['BidVolume1'] + tick.askPrice1 = data['AskPrice1'] + tick.askVolume1 = data['AskVolume1'] + + self.gateway.onTick(tick) + + #---------------------------------------------------------------------- + def onRspSubForQuoteRsp(self, data, error, n, last): + """订阅期权询价""" + pass + + #---------------------------------------------------------------------- + def onRspUnSubForQuoteRsp(self, data, error, n, last): + """退订期权询价""" + pass + + #---------------------------------------------------------------------- + def onRtnForQuoteRsp(self, data): + """期权询价推送""" + pass + + #---------------------------------------------------------------------- + def connect(self, userID, password, brokerID, address): + """初始化连接""" + self.userID = userID # 账号 + self.password = password # 密码 + self.brokerID = brokerID # 经纪商代码 + self.address = address # 服务器地址 + + # 如果尚未建立服务器连接，则进行连接 + if not self.connectionStatus: + # 创建C++环境中的API对象，这里传入的参数是需要用来保存.con文件的文件夹路径 + path = os.getcwd() + '\\temp\\' + self.gatewayName + '\\' + if not os.path.exists(path): + os.makedirs(path) + self.createOTPMdApi(path) + + # 注册服务器地址 + self.registerFront(self.address) + + # 初始化连接，成功会调用onFrontConnected + self.init() + + # 若已经连接但尚未登录，则进行登录 + else: + if not self.loginStatus: + self.login() + + #---------------------------------------------------------------------- + def subscribe(self, subscribeReq): + """订阅合约""" + # 这里的设计是，如果尚未登录就调用了订阅方法 + # 则先保存订阅请求，登录完成后会自动订阅 + if self.loginStatus: + req = {} + req['InstrumentID'] = subscribeReq.symbol + req['ExchangeID'] = subscribeReq.exchange + self.subscribeMarketData(req) + self.subscribedSymbols.add(subscribeReq) + + #---------------------------------------------------------------------- + def login(self): + """登录""" + # 如果填入了用户名密码等，则登录 + if self.userID and self.password and self.brokerID: + req = {} + req['UserID'] = self.userID + req['Password'] = self.password + req['BrokerID'] = self.brokerID + self.reqID += 1 + self.reqUserLogin(req, self.reqID) + + #---------------------------------------------------------------------- + def close(self): + """关闭""" + self.exit() + + +######################################################################## +class KsotpTdApi(TdApi): + """金仕达期权的交易API实现""" + + #---------------------------------------------------------------------- + def __init__(self, gateway): + """API对象的初始化函数""" + super(KsotpTdApi, self).__init__() + + self.gateway = gateway # gateway对象 + self.gatewayName = gateway.gatewayName # gateway对象名称 + + self.reqID = EMPTY_INT # 操作请求编号 + self.orderRef = EMPTY_INT # 订单编号 + + self.connectionStatus = False # 连接状态 + self.loginStatus = False # 登录状态 + + self.userID = EMPTY_STRING # 账号 + self.password = EMPTY_STRING # 密码 + self.brokerID = EMPTY_STRING # 经纪商代码 + self.address = EMPTY_STRING # 服务器地址 + + self.frontID = EMPTY_INT # 前置机编号 + self.sessionID = EMPTY_INT # 会话编号 + + ##---------------------------------------------------------------------- + #def onFrontConnected(self): + #"""服务器连接""" + #self.connectionStatus = True + + #log = VtLogData() + #log.gatewayName = self.gatewayName + #log.logContent = u'交易服务器连接成功' + #self.gateway.onLog(log) + + #self.login() + + ##---------------------------------------------------------------------- + #def onFrontDisconnected(self, n): + #"""服务器断开""" + #self.connectionStatus = False + #self.loginStatus = False + #self.gateway.tdConnected = False + + #log = VtLogData() + #log.gatewayName = self.gatewayName + #log.logContent = u'交易服务器连接断开' + #self.gateway.onLog(log) + + ##---------------------------------------------------------------------- + #def onRspUserLogin(self, data, error, n, last): + #"""登陆回报""" + ## 如果登录成功，推送日志信息 + #if error['ErrorID'] == 0: + #self.frontID = str(data['FrontID']) + #self.sessionID = str(data['SessionID']) + #self.loginStatus = True + #self.gateway.mdConnected = True + + #log = VtLogData() + #log.gatewayName = self.gatewayName + #log.logContent = u'交易服务器登录完成' + #self.gateway.onLog(log) + + ## 确认结算信息 + #req = {} + #req['BrokerID'] = self.brokerID + #req['InvestorID'] = self.userID + #self.reqID += 1 + #self.reqSettlementInfoConfirm(req, self.reqID) + + ## 否则，推送错误信息 + #else: + #err = VtErrorData() + #err.gatewayName = self.gateway + #err.errorID = error['ErrorID'] + #err.errorMsg = error['ErrorMsg'].decode('gbk') + #self.gateway.onError(err) + + ##---------------------------------------------------------------------- + #def onRspUserLogout(self, data, error, n, last): + #"""登出回报""" + ## 如果登出成功，推送日志信息 + #if error['ErrorID'] == 0: + #self.loginStatus = False + #self.gateway.tdConnected = False + + #log = VtLogData() + #log.gatewayName = self.gatewayName + #log.logContent = u'交易服务器登出完成' + #self.gateway.onLog(log) + + ## 否则，推送错误信息 + #else: + #err = VtErrorData() + #err.gatewayName = self.gatewayName + #err.errorID = error['ErrorID'] + #err.errorMsg = error['ErrorMsg'].decode('gbk') + #self.gateway.onError(err) + + ##---------------------------------------------------------------------- + #def onRspUserPasswordUpdate(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspTradingAccountPasswordUpdate(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspOrderInsert(self, data, error, n, last): + #"""发单错误（柜台）""" + #err = VtErrorData() + #err.gatewayName = self.gatewayName + #err.errorID = error['ErrorID'] + #err.errorMsg = error['ErrorMsg'].decode('gbk') + #self.gateway.onError(err) + + ##---------------------------------------------------------------------- + #def onRspOrderAction(self, data, error, n, last): + #"""撤单错误（柜台）""" + #err = VtErrorData() + #err.gatewayName = self.gatewayName + #err.errorID = error['ErrorID'] + #err.errorMsg = error['ErrorMsg'].decode('gbk') + #self.gateway.onError(err) + + ##---------------------------------------------------------------------- + #def onRspQueryMaxOrderVolume(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspSettlementInfoConfirm(self, data, error, n, last): + #"""确认结算信息回报""" + #log = VtLogData() + #log.gatewayName = self.gatewayName + #log.logContent = u'结算信息确认完成' + #self.gateway.onLog(log) + + ## 查询合约代码 + #self.reqID += 1 + #self.reqQryInstrument({}, self.reqID) + + ##---------------------------------------------------------------------- + #def onRspRemoveParkedOrder(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspRemoveParkedOrderAction(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspExecOrderInsert(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspExecOrderAction(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspForQuoteInsert(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQuoteInsert(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQuoteAction(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryOrder(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryTrade(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryInvestorPosition(self, data, error, n, last): + #"""持仓查询回报""" + #pos = VtPositionData() + #pos.gatewayName = self.gatewayName + + ## 保存代码 + #pos.symbol = data['InstrumentID'] + #pos.vtSymbol = pos.symbol # 这里因为data中没有ExchangeID这个字段 + + ## 方向和持仓冻结数量 + #pos.direction = posiDirectionMapReverse.get(data['PosiDirection'], '') + #if pos.direction == DIRECTION_NET or pos.direction == DIRECTION_LONG: + #pos.frozen = data['LongFrozen'] + #elif pos.direction == DIRECTION_SHORT: + #pos.frozen = data['ShortFrozen'] + + ## 持仓量 + #pos.position = data['Position'] + #pos.ydPosition = data['YdPosition'] + + ## 持仓均价 + #if pos.position: + #pos.price = data['PositionCost'] / pos.position + + ## VT系统持仓名 + #pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction]) + + ## 推送 + #self.gateway.onPosition(pos) + + ##---------------------------------------------------------------------- + #def onRspQryTradingAccount(self, data, error, n, last): + #"""资金账户查询回报""" + #account = VtAccountData() + #account.gatewayName = self.gatewayName + + ## 账户代码 + #account.accountID = data['AccountID'] + #account.vtAccountID = '.'.join([self.gatewayName, account.accountID]) + + ## 数值相关 + #account.preBalance = data['PreBalance'] + #account.available = data['Available'] + #account.commission = data['Commission'] + #account.margin = data['CurrMargin'] + #account.closeProfit = data['CloseProfit'] + #account.positionProfit = data['PositionProfit'] + + ## 这里的balance和快期中的账户不确定是否一样，需要测试 + #account.balance = (data['PreBalance'] - data['PreCredit'] - data['PreMortgage'] + + #data['Mortgage'] - data['Withdraw'] + data['Deposit'] + + #data['CloseProfit'] + data['PositionProfit'] + data['CashIn'] - + #data['Commission']) + + ## 推送 + #self.gateway.onAccount(account) + + ##---------------------------------------------------------------------- + #def onRspQryInvestor(self, data, error, n, last): + #"""投资者查询回报""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryTradingCode(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryInstrumentMarginRate(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryInstrumentCommissionRate(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryExchange(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryProduct(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryInstrument(self, data, error, n, last): + #"""合约查询回报""" + #contract = VtContractData() + #contract.gatewayName = self.gatewayName + + #contract.symbol = data['InstrumentID'] + #contract.exchange = exchangeMapReverse[data['ExchangeID']] + #contract.vtSymbol = contract.symbol #'.'.join([contract.symbol, contract.exchange]) + #contract.name = data['InstrumentName'].decode('GBK') + + ## 合约数值 + #contract.size = data['VolumeMultiple'] + #contract.priceTick = data['PriceTick'] + #contract.strikePrice = data['StrikePrice'] + #contract.underlyingSymbol = data['UnderlyingInstrID'] + + ## 合约类型 + #if data['ProductClass'] == defineDict["KS_OTP_PC_Futures"]: + #contract.productClass = PRODUCT_FUTURES + ## 这里把期货和现货的期权统一为期权类型 + #elif data['ProductClass'] == defineDict["KS_OTP_PC_ETFOption"]: + #contract.productClass = PRODUCT_OPTION + #elif data['ProductClass'] == defineDict["KS_OTP_PC_Options"]: + #contract.productClass = PRODUCT_OPTION + #elif defineDict["KS_OTP_PC_Combination"]: + #contract.productClass = PRODUCT_COMBINATION + #else: + #contract.productClass = PRODUCT_UNKNOWN + + ## 期权类型 + #if data['OptionsType'] == '1': + #contract.optionType = OPTION_CALL + #elif data['OptionsType'] == '2': + #contract.optionType = OPTION_PUT + + ## 推送 + #self.gateway.onContract(contract) + + #if last: + #log = VtLogData() + #log.gatewayName = self.gatewayName + #log.logContent = u'交易合约信息获取完成' + #self.gateway.onLog(log) + + ##---------------------------------------------------------------------- + #def onRspQryDepthMarketData(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQrySettlementInfo(self, data, error, n, last): + #"""查询结算信息回报""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryTransferBank(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryInvestorPositionDetail(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryNotice(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQrySettlementInfoConfirm(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryInvestorPositionCombineDetail(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryCFMMCTradingAccountKey(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryEWarrantOffset(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryInvestorProductGroupMargin(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryExchangeMarginRate(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryExchangeMarginRateAdjust(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryExchangeRate(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQrySecAgentACIDMap(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryOptionInstrTradeCost(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryOptionInstrCommRate(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryExecOrder(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryForQuote(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryQuote(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryTransferSerial(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryAccountregister(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspError(self, error, n, last): + #"""错误回报""" + #err = VtErrorData() + #err.gatewayName = self.gatewayName + #err.errorID = error['ErrorID'] + #err.errorMsg = error['ErrorMsg'].decode('gbk') + #self.gateway.onError(err) + + ##---------------------------------------------------------------------- + #def onRtnOrder(self, data): + #"""报单回报""" + ## 更新最大报单编号 + #newref = data['OrderRef'] + #self.orderRef = max(self.orderRef, int(newref)) + + ## 创建报单数据对象 + #order = VtOrderData() + #order.gatewayName = self.gatewayName + + ## 保存代码和报单号 + #order.symbol = data['InstrumentID'] + #order.exchange = exchangeMapReverse[data['ExchangeID']] + #order.vtSymbol = order.symbol #'.'.join([order.symbol, order.exchange]) + + #order.orderID = data['OrderRef'] + + ## 方向 + #if data['Direction'] == '0': + #order.direction = DIRECTION_LONG + #elif data['Direction'] == '1': + #order.direction = DIRECTION_SHORT + #else: + #order.direction = DIRECTION_UNKNOWN + + ## 开平 + #if data['CombOffsetFlag'] == '0': + #order.offset = OFFSET_OPEN + #elif data['CombOffsetFlag'] == '1': + #order.offset = OFFSET_CLOSE + #else: + #order.offset = OFFSET_UNKNOWN + + ## 状态 + #if data['OrderStatus'] == '0': + #order.status = STATUS_ALLTRADED + #elif data['OrderStatus'] == '1': + #order.status = STATUS_PARTTRADED + #elif data['OrderStatus'] == '3': + #order.status = STATUS_NOTTRADED + #elif data['OrderStatus'] == '5': + #order.status = STATUS_CANCELLED + #else: + #order.status = STATUS_UNKNOWN + + ## 价格、报单量等数值 + #order.price = data['LimitPrice'] + #order.totalVolume = data['VolumeTotalOriginal'] + #order.tradedVolume = data['VolumeTraded'] + #order.orderTime = data['InsertTime'] + #order.cancelTime = data['CancelTime'] + #order.frontID = data['FrontID'] + #order.sessionID = data['SessionID'] + + ## CTP的报单号一致性维护需要基于frontID, sessionID, orderID三个字段 + ## 但在本接口设计中，已经考虑了CTP的OrderRef的自增性，避免重复 + ## 唯一可能出现OrderRef重复的情况是多处登录并在非常接近的时间内（几乎同时发单） + ## 考虑到VtTrader的应用场景，认为以上情况不会构成问题 + #order.vtOrderID = '.'.join([self.gatewayName, order.orderID]) + + ## 推送 + #self.gateway.onOrder(order) + + ##---------------------------------------------------------------------- + #def onRtnTrade(self, data): + #"""成交回报""" + ## 创建报单数据对象 + #trade = VtTradeData() + #trade.gatewayName = self.gatewayName + + ## 保存代码和报单号 + #trade.symbol = data['InstrumentID'] + #trade.exchange = exchangeMapReverse[data['ExchangeID']] + #trade.vtSymbol = trade.symbol #'.'.join([trade.symbol, trade.exchange]) + + #trade.tradeID = data['TradeID'] + #trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID]) + + #trade.orderID = data['OrderRef'] + #trade.vtOrderID = '.'.join([self.gatewayName, trade.orderID]) + + ## 方向 + #trade.direction = directionMapReverse.get(data['Direction'], '') + + ## 开平 + #trade.offset = offsetMapReverse.get(data['OffsetFlag'], '') + + ## 价格、报单量等数值 + #trade.price = data['Price'] + #trade.volume = data['Volume'] + #trade.tradeTime = data['TradeTime'] + + ## 推送 + #self.gateway.onTrade(trade) + + ##---------------------------------------------------------------------- + #def onRtnInstrumentStatus(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnTradingNotice(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnErrorConditionalOrder(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnExecOrder(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onErrRtnExecOrderInsert(self, data, error): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onErrRtnExecOrderAction(self, data, error): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onErrRtnForQuoteInsert(self, data, error): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnQuote(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onErrRtnQuoteInsert(self, data, error): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onErrRtnQuoteAction(self, data, error): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnForQuoteRsp(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryContractBank(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryParkedOrder(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryParkedOrderAction(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryTradingNotice(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryBrokerTradingParams(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQryBrokerTradingAlgos(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnFromBankToFutureByBank(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnFromFutureToBankByBank(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnRepealFromBankToFutureByBank(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnRepealFromFutureToBankByBank(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnFromBankToFutureByFuture(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnFromFutureToBankByFuture(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnRepealFromBankToFutureByFutureManual(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnRepealFromFutureToBankByFutureManual(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnQueryBankBalanceByFuture(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onErrRtnBankToFutureByFuture(self, data, error): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onErrRtnFutureToBankByFuture(self, data, error): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onErrRtnRepealBankToFutureByFutureManual(self, data, error): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onErrRtnRepealFutureToBankByFutureManual(self, data, error): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onErrRtnQueryBankBalanceByFuture(self, data, error): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnRepealFromBankToFutureByFuture(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnRepealFromFutureToBankByFuture(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspFromBankToFutureByFuture(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspFromFutureToBankByFuture(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRspQueryBankAccountMoneyByFuture(self, data, error, n, last): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnOpenAccountByBank(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnCancelAccountByBank(self, data): + #"""""" + #pass + + ##---------------------------------------------------------------------- + #def onRtnChangeAccountByBank(self, data): + #"""""" + #pass + + #---------------------------------------------------------------------- + def connect(self, userID, password, brokerID, address): + """初始化连接""" + self.userID = userID # 账号 + self.password = password # 密码 + self.brokerID = brokerID # 经纪商代码 + self.address = address # 服务器地址 + + # 如果尚未建立服务器连接，则进行连接 + if not self.connectionStatus: + # 创建C++环境中的API对象，这里传入的参数是需要用来保存.con文件的文件夹路径 + path = os.getcwd() + '\\temp\\' + self.gatewayName + '\\' + if not os.path.exists(path): + os.makedirs(path) + self.createOTPTraderApi(path) + + # 注册服务器地址 + self.registerFront(self.address) + + # 初始化连接，成功会调用onFrontConnected + self.init() + + # 若已经连接但尚未登录，则进行登录 + else: + if not self.loginStatus: + self.login() + + #---------------------------------------------------------------------- + def login(self): + """连接服务器""" + # 如果填入了用户名密码等，则登录 + if self.userID and self.password and self.brokerID: + req = {} + req['UserID'] = self.userID + req['Password'] = self.password + req['BrokerID'] = self.brokerID + self.reqID += 1 + self.reqUserLogin(req, self.reqID) + + #---------------------------------------------------------------------- + def getAccount(self): + """查询账户""" + self.reqID += 1 + req = {} + req['BrokerID'] = self.brokerID + req['InvestorID'] = self.userID + self.reqQryTradingAccount(req, self.reqID) + + #---------------------------------------------------------------------- + def getPosition(self): + """查询持仓""" + self.reqID += 1 + req = {} + req['BrokerID'] = self.brokerID + req['InvestorID'] = self.userID + self.reqQryInvestorPosition(req, self.reqID) + + #---------------------------------------------------------------------- + def sendOrder(self, orderReq): + """发单""" + self.reqID += 1 + self.orderRef += 1 + + req = {} + + req['InstrumentID'] = orderReq.symbol + req['LimitPrice'] = orderReq.price + req['VolumeTotalOriginal'] = orderReq.volume + + # 下面如果由于传入的类型本接口不支持，则会返回空字符串 + try: + req['OrderPriceType'] = priceTypeMap[orderReq.priceType] + req['Direction'] = directionMap[orderReq.direction] + req['OffsetFlag'] = offsetMap[orderReq.offset] + except KeyError: + return '' + + req['OrderRef'] = str(self.orderRef) + req['InvestorID'] = self.userID + req['UserID'] = self.userID + req['BrokerID'] = self.brokerID + + req['HedgeFlag'] = defineDict['KS_OTP_HF_Speculation'] # 投机单 + req['ContingentCondition'] = defineDict['KS_OTP_CC_Immediately'] # 立即发单 + req['ForceCloseReason'] = defineDict['KS_OTP_FCC_NotForceClose'] # 非强平 + req['IsAutoSuspend'] = 0 # 非自动挂起 + req['TimeCondition'] = defineDict['KS_OTP_TC_GFD'] # 今日有效 + req['VolumeCondition'] = defineDict['KS_OTP_VC_AV'] # 任意成交量 + req['MinVolume'] = 1 # 最小成交量为1 + + self.reqOrderInsert(req, self.reqID) + + # 返回订单号（字符串），便于某些算法进行动态管理 + vtOrderID = '.'.join([self.gatewayName, str(self.orderRef)]) + return vtOrderID + + #---------------------------------------------------------------------- + def cancelOrder(self, cancelOrderReq): + """撤单""" + self.reqID += 1 + + req = {} + + req['InstrumentID'] = cancelOrderReq.symbol + req['ExchangeID'] = cancelOrderReq.exchange + req['OrderRef'] = cancelOrderReq.orderID + req['FrontID'] = cancelOrderReq.frontID + req['SessionID'] = cancelOrderReq.sessionID + + req['ActionFlag'] = defineDict['KS_OTP_AF_Delete'] + req['BrokerID'] = self.brokerID + req['InvestorID'] = self.userID + + self.reqOrderAction(req, self.reqID) + + #---------------------------------------------------------------------- + def close(self): + """关闭""" + self.exit() + + #---------------------------------------------------------------------- + def onFrontConnected(self): + """服务器连接""" + self.connectionStatus = True + + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'交易服务器连接成功' + self.gateway.onLog(log) + + self.login() + + #---------------------------------------------------------------------- + def onFrontDisconnected(self, i): + """服务器断开""" + self.connectionStatus = False + self.loginStatus = False + self.gateway.tdConnected = False + + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'交易服务器连接断开' + self.gateway.onLog(log) + + #---------------------------------------------------------------------- + def onRspError(self, error, n, last) : + """错误回报""" + err = VtErrorData() + err.gatewayName = self.gatewayName + err.errorID = error['ErrorID'] + err.errorMsg = error['ErrorMsg'].decode('gbk') + self.gateway.onError(err) + + #---------------------------------------------------------------------- + def onRspUserLogin(self, data, error, n, last) : + """登陆回报""" + # 如果登录成功，推送日志信息 + if error['ErrorID'] == 0: + self.frontID = str(data['FrontID']) + self.sessionID = str(data['SessionID']) + self.loginStatus = True + self.gateway.mdConnected = True + + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'交易服务器登录完成' + self.gateway.onLog(log) + + # 确认结算信息 + req = {} + req['BrokerID'] = self.brokerID + req['InvestorID'] = self.userID + self.reqID += 1 + self.reqSettlementInfoConfirm(req, self.reqID) + + # 否则，推送错误信息 + else: + err = VtErrorData() + err.gatewayName = self.gateway + err.errorID = error['ErrorID'] + err.errorMsg = error['ErrorMsg'].decode('gbk') + self.gateway.onError(err) + + #---------------------------------------------------------------------- + def onRspUserLogout(self, data, error, n, last) : + """登出回报""" + # 如果登出成功，推送日志信息 + if error['ErrorID'] == 0: + self.loginStatus = False + self.gateway.tdConnected = False + + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'交易服务器登出完成' + self.gateway.onLog(log) + + # 否则，推送错误信息 + else: + err = VtErrorData() + err.gatewayName = self.gatewayName + err.errorID = error['ErrorID'] + err.errorMsg = error['ErrorMsg'].decode('gbk') + self.gateway.onError(err) + + #---------------------------------------------------------------------- + def onRspUserPasswordUpdate(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspTradingAccountPasswordUpdate(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspOrderInsert(self, data, error, n, last) : + """发单错误（柜台）""" + err = VtErrorData() + err.gatewayName = self.gatewayName + err.errorID = error['ErrorID'] + err.errorMsg = error['ErrorMsg'].decode('gbk') + self.gateway.onError(err) + + #---------------------------------------------------------------------- + def onRspOrderAction(self, data, error, n, last) : + """撤单错误（柜台）""" + err = VtErrorData() + err.gatewayName = self.gatewayName + err.errorID = error['ErrorID'] + err.errorMsg = error['ErrorMsg'].decode('gbk') + self.gateway.onError(err) + + #---------------------------------------------------------------------- + def onRspQryOrder(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryTrade(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryInvestorPosition(self, data, error, n, last) : + """持仓查询回报""" + pos = VtPositionData() + pos.gatewayName = self.gatewayName + + # 保存代码 + pos.symbol = data['InstrumentID'] + pos.exchange = exchangeMapReverse.get(data['ExchangeID'], EXCHANGE_UNKNOWN) + pos.vtSymbol = '.'.join([pos.symbol, pos.exchange]) + + # 方向和持仓冻结数量 + pos.direction = posiDirectionMapReverse.get(data['PosiDirection'], '') + if pos.direction == DIRECTION_NET or pos.direction == DIRECTION_LONG: + pos.frozen = data['LongFrozen'] + elif pos.direction == DIRECTION_SHORT: + pos.frozen = data['ShortFrozen'] + + # 持仓量 + pos.position = data['Position'] + pos.ydPosition = data['YdPosition'] + + # 持仓均价 + if pos.position: + pos.price = data['PositionCost'] / pos.position + + # VT系统持仓名 + pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction]) + + # 推送 + self.gateway.onPosition(pos) + + #---------------------------------------------------------------------- + def onRspQryTradingAccount(self, data, error, n, last) : + """资金账户查询回报""" + account = VtAccountData() + account.gatewayName = self.gatewayName + + # 账户代码 + account.accountID = data['AccountID'] + account.vtAccountID = '.'.join([self.gatewayName, account.accountID]) + + # 数值相关 + account.preBalance = data['PreBalance'] + account.available = data['Available'] + account.commission = data['Commission'] + account.margin = data['CurrMargin'] + account.closeProfit = data['CloseProfit'] + account.positionProfit = data['PositionProfit'] + + # 这里的balance和快期中的账户不确定是否一样，需要测试 + account.balance = (data['PreBalance'] + data['Mortgage'] - data['Withdraw'] + data['Deposit'] + + data['CloseProfit'] + data['PositionProfit'] + data['CashIn'] - data['Commission']) + + # 推送 + self.gateway.onAccount(account) + + #---------------------------------------------------------------------- + def onRspQryInvestor(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryTradingCode(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryExchange(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryInstrument(self, data, error, n, last) : + """合约查询回报""" + contract = VtContractData() + contract.gatewayName = self.gatewayName + + contract.symbol = data['InstrumentID'] + contract.exchange = exchangeMapReverse[data['ExchangeID']] + contract.vtSymbol = '.'.join([contract.symbol, contract.exchange]) + contract.name = data['InstrumentName'].decode('GBK') + + # 合约数值 + contract.size = data['VolumeMultiple'] + contract.priceTick = data['PriceTick'] + contract.strikePrice = data['StrikePrice'] + contract.underlyingSymbol = data['UnderlyingInstrID'] + + # 合约类型 + if data['ProductClass'] == defineDict["KS_OTP_PC_Futures"]: + contract.productClass = PRODUCT_FUTURES + # 这里把期货和现货的期权统一为期权类型 + elif data['ProductClass'] == defineDict["KS_OTP_PC_ETFOption"]: + contract.productClass = PRODUCT_OPTION + elif data['ProductClass'] == defineDict["KS_OTP_PC_Options"]: + contract.productClass = PRODUCT_OPTION + elif defineDict["KS_OTP_PC_Combination"]: + contract.productClass = PRODUCT_COMBINATION + else: + contract.productClass = PRODUCT_UNKNOWN + + # 期权类型 + if data['OptionsType'] == '1': + contract.optionType = OPTION_CALL + elif data['OptionsType'] == '2': + contract.optionType = OPTION_PUT + + # 推送 + self.gateway.onContract(contract) + + if last: + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'交易合约信息获取完成' + self.gateway.onLog(log) + + #---------------------------------------------------------------------- + def onRspQryInvestorPositionDetail(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryTradingNotice(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspExecOrderInsert(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspLockInsert(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspExecOrderAction(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryExecOrder(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryExecOrderVolume(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryLock(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryLockPosition(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryUnderlyingStockInfo(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryOTPInsCommRate(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryInstrumentMarginRate(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryOTPAssignment(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryDepthMarketData(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspFromBankToStockByStock(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRtnFromBankToStockByStock(self, data) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspFromStockToBankByStock(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRtnFromStockToBankByStock(self, data) : + """""" + pass + + #---------------------------------------------------------------------- + def onRtnQueryBankBalanceByStock(self, data) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryContractBank(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQueryBankAccountMoneyByStock(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryTransferSerial(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQrySettlementInfoConfirm(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspSettlementInfoConfirm(self, data, error, n, last) : + """确认结算信息回报""" + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'结算信息确认完成' + self.gateway.onLog(log) + + # 查询合约代码 + self.reqID += 1 + self.reqQryInstrument({}, self.reqID) + + #---------------------------------------------------------------------- + def onRspQrySettlementInfo(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryInvestorTradeLevel(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryPurchaseLimitAmt(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryPositionLimitVol(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryHistoryOrder(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryHistoryTrade(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryHistoryAssignment(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryDelivDetail(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspAutoExecOrderAction(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspCombActionInsert(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryInvestorCombinePosition(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryCombActionVolume(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspFundOutCreditApply(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryFundOutCredit(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRspQryFundOutCreditApply(self, data, error, n, last) : + """""" + pass + + #---------------------------------------------------------------------- + def onRtnOrder(self, data) : + """报单回报""" + # 更新最大报单编号 + newref = data['OrderRef'] + self.orderRef = max(self.orderRef, int(newref)) + + # 创建报单数据对象 + order = VtOrderData() + order.gatewayName = self.gatewayName + + # 保存代码和报单号 + order.symbol = data['InstrumentID'] + order.exchange = exchangeMapReverse[data['ExchangeID']] + order.vtSymbol = '.'.join([order.symbol, order.exchange]) + + order.orderID = data['OrderRef'] + + # 方向 + if data['Direction'] == '0': + order.direction = DIRECTION_LONG + elif data['Direction'] == '1': + order.direction = DIRECTION_SHORT + else: + order.direction = DIRECTION_UNKNOWN + + # 开平 + if data['OffsetFlag'] == '0': + order.offset = OFFSET_OPEN + elif data['OffsetFlag'] == '1': + order.offset = OFFSET_CLOSE + else: + order.offset = OFFSET_UNKNOWN + + # 状态 + if data['OrderStatus'] == '0': + order.status = STATUS_ALLTRADED + elif data['OrderStatus'] == '1': + order.status = STATUS_PARTTRADED + elif data['OrderStatus'] == '3': + order.status = STATUS_NOTTRADED + elif data['OrderStatus'] == '5': + order.status = STATUS_CANCELLED + else: + order.status = STATUS_UNKNOWN + + # 价格、报单量等数值 + order.price = data['LimitPrice'] + order.totalVolume = data['VolumeTotalOriginal'] + order.tradedVolume = data['VolumeTraded'] + order.orderTime = data['InsertTime'] + order.cancelTime = data['CancelTime'] + order.frontID = data['FrontID'] + order.sessionID = data['SessionID'] + + # CTP的报单号一致性维护需要基于frontID, sessionID, orderID三个字段 + # 但在本接口设计中，已经考虑了CTP的OrderRef的自增性，避免重复 + # 唯一可能出现OrderRef重复的情况是多处登录并在非常接近的时间内（几乎同时发单） + # 考虑到VtTrader的应用场景，认为以上情况不会构成问题 + order.vtOrderID = '.'.join([self.gatewayName, order.orderID]) + + # 推送 + self.gateway.onOrder(order) + + #---------------------------------------------------------------------- + def onRtnTrade(self, data) : + """成交回报""" + # 创建报单数据对象 + trade = VtTradeData() + trade.gatewayName = self.gatewayName + + # 保存代码和报单号 + trade.symbol = data['InstrumentID'] + trade.exchange = exchangeMapReverse[data['ExchangeID']] + trade.vtSymbol = '.'.join([trade.symbol, trade.exchange]) + + trade.tradeID = data['TradeID'] + trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID]) + + trade.orderID = data['OrderRef'] + trade.vtOrderID = '.'.join([self.gatewayName, trade.orderID]) + + # 方向 + trade.direction = directionMapReverse.get(data['Direction'], '') + + # 开平 + trade.offset = offsetMapReverse.get(data['OffsetFlag'], '') + + # 价格、报单量等数值 + trade.price = data['Price'] + trade.volume = data['Volume'] + trade.tradeTime = data['TradeTime'] + + # 推送 + self.gateway.onTrade(trade) + + #---------------------------------------------------------------------- + def onRtnExecOrder(self, data) : + """""" + pass + + #---------------------------------------------------------------------- + def onRtnLock(self, data) : + """""" + pass + + #---------------------------------------------------------------------- + def onRtnInstrumentStatus(self, data) : + """""" + pass + + #---------------------------------------------------------------------- + def onRtnTradingNotice(self, data) : + """""" + pass + + #---------------------------------------------------------------------- + def onRtnCombAction(self, data) : + """""" + pass + + + + + + +#---------------------------------------------------------------------- +def test(): + """测试""" + from PyQt4 import QtCore + import sys + + def print_log(event): + log = event.dict_['data'] + print ':'.join([log.logTime, log.logContent]) + + app = QtCore.QCoreApplication(sys.argv) + + eventEngine = EventEngine() + eventEngine.register(EVENT_LOG, print_log) + eventEngine.start() + + gateway = KsotpGateway(eventEngine) + gateway.connect() + + sys.exit(app.exec_()) + + +if __name__ == '__main__': + test() \ No newline at end of file diff --git a/vn.trader/ksotpmarketdataapi.dll b/vn.trader/ksotpmarketdataapi.dll new file mode 100644 index 00000000..a1c85cf1 Binary files /dev/null and b/vn.trader/ksotpmarketdataapi.dll differ diff --git a/vn.trader/ksotptraderapi.dll b/vn.trader/ksotptraderapi.dll new file mode 100644 index 00000000..5d85b399 Binary files /dev/null and b/vn.trader/ksotptraderapi.dll differ diff --git a/vn.trader/lkcdll.dll b/vn.trader/lkcdll.dll new file mode 100644 index 00000000..d860ef35 Binary files /dev/null and b/vn.trader/lkcdll.dll differ diff --git a/vn.trader/temp/KSOTP/KSInterB2C.lkc b/vn.trader/temp/KSOTP/KSInterB2C.lkc new file mode 100644 index 00000000..a26d34ec Binary files /dev/null and b/vn.trader/temp/KSOTP/KSInterB2C.lkc differ diff --git a/vn.trader/temp/KSOTP/KSMarketDataAPI_00_20151207_0.klg b/vn.trader/temp/KSOTP/KSMarketDataAPI_00_20151207_0.klg new file mode 100644 index 00000000..884eb091 Binary files /dev/null and b/vn.trader/temp/KSOTP/KSMarketDataAPI_00_20151207_0.klg differ diff --git a/vn.trader/temp/KSOTP/KSMarketDataAPI_00_20151208_0.klg b/vn.trader/temp/KSOTP/KSMarketDataAPI_00_20151208_0.klg new file mode 100644 index 00000000..25580f53 Binary files /dev/null and b/vn.trader/temp/KSOTP/KSMarketDataAPI_00_20151208_0.klg differ diff --git a/vn.trader/uiBasicWidget.py b/vn.trader/uiBasicWidget.py index 0359cbc1..be3ae136 100644 --- a/vn.trader/uiBasicWidget.py +++ b/vn.trader/uiBasicWidget.py @@ -771,6 +771,7 @@ class TradingWidget(QtGui.QFrame): contract = self.dataEngine.getContract(symbol) if contract: + vtSymbol = contract.vtSymbol gatewayName = contract.gatewayName self.lineName.setText(contract.name) exchange = contract.exchange # 保证有交易所代码 diff --git a/vn.trader/uiMainWindow.py b/vn.trader/uiMainWindow.py index 0b6c52ce..efc04acc 100644 --- a/vn.trader/uiMainWindow.py +++ b/vn.trader/uiMainWindow.py @@ -77,6 +77,9 @@ class MainWindow(QtGui.QMainWindow): connectLtsAction = QtGui.QAction(u'连接LTS', self) connectLtsAction.triggered.connect(self.connectLts) + connectKsotpAction = QtGui.QAction(u'连接金仕达期权', self) + connectKsotpAction.triggered.connect(self.connectKsotp) + connectWindAction = QtGui.QAction(u'连接Wind', self) connectWindAction.triggered.connect(self.connectWind) @@ -107,8 +110,9 @@ class MainWindow(QtGui.QMainWindow): sysMenu = menubar.addMenu(u'系统') sysMenu.addAction(connectCtpAction) sysMenu.addAction(connectLtsAction) + sysMenu.addAction(connectKsotpAction) + sysMenu.addAction(connectIbAction) sysMenu.addAction(connectWindAction) - sysMenu.addAction(connectIbAction) sysMenu.addSeparator() sysMenu.addAction(connectDbAction) sysMenu.addSeparator() @@ -164,6 +168,11 @@ class MainWindow(QtGui.QMainWindow): def connectLts(self): """连接LTS接口""" self.mainEngine.connect('LTS') + + #---------------------------------------------------------------------- + def connectKsotp(self): + """连接金仕达期权接口""" + self.mainEngine.connect('KSOTP') #---------------------------------------------------------------------- def connectWind(self): diff --git a/vn.trader/vnksotpmd.pyd b/vn.trader/vnksotpmd.pyd new file mode 100644 index 00000000..52d619d1 Binary files /dev/null and b/vn.trader/vnksotpmd.pyd differ diff --git a/vn.trader/vnksotptd.pyd b/vn.trader/vnksotptd.pyd new file mode 100644 index 00000000..dc7f92a9 Binary files /dev/null and b/vn.trader/vnksotptd.pyd differ diff --git a/vn.trader/vtEngine.py b/vn.trader/vtEngine.py index d34b5708..77db7522 100644 --- a/vn.trader/vtEngine.py +++ b/vn.trader/vtEngine.py @@ -45,6 +45,13 @@ class MainEngine(object): except Exception, e: print e + try: + from ksotpGateway import KsotpGateway + self.addGateway(KsotpGateway, 'KSOTP') + self.gatewayDict['KSOTP'].setQryEnabled(True) + except Exception, e: + print e + try: from windGateway import WindGateway self.addGateway(WindGateway, 'Wind')