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Merge pull request #1726 from nanoric/new_xtp

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[Mod] xtp api: upgrade to XTP_API_20190409_2.2.15.1
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vn.py 2019-05-21 10:10:34 +08:00 committed by GitHub
commit 8dd4d94885
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GPG Key ID: 4AEE18F83AFDEB23
20 changed files with 1085 additions and 129 deletions
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vnpy/api/xtp/vnxtp.pyd
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vnpy/api/xtp/vnxtp.pyi
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@ -320,6 +320,7 @@ class XTPQueryAssetRsp():
captial_asset: float
force_freeze_amount: float
preferred_amount: float
repay_stock_aval_banlance: float
unknown: List[int]
@ -494,6 +495,124 @@ class XTPQueryOptionAuctionInfoRsp():
unknown: List[int]
class XTPCrdCashRepayRsp():
xtp_id: int
request_amount: float
cash_repay_amount: float
class XTPCrdCashRepayDebtInterestFeeRsp():
xtp_id: int
request_amount: float
cash_repay_amount: float
debt_compact_id: str
unknow: str
class XTPCrdCashRepayInfo():
xtp_id: int
status: XTP_CRD_CR_STATUS
request_amount: float
cash_repay_amount: float
position_effect: int
error_info: XTPRspInfoStruct
class XTPCrdDebtInfo():
debt_type: int
debt_id: str
position_id: int
order_xtp_id: int
debt_status: int
market: XTP_MARKET_TYPE
ticker: str
order_date: int
end_date: int
orig_end_date: int
is_extended: bool
remain_amt: float
remain_qty: int
remain_principal: float
due_right_qty: int
unknown: List[int]
class XTPCrdFundInfo():
maintenance_ratio: float
all_asset: float
all_debt: float
line_of_credit: float
guaranty: float
position_amount: float
class XTPClientQueryCrdDebtStockReq():
market: XTP_MARKET_TYPE
ticker: str
class XTPCrdDebtStockInfo():
market: XTP_MARKET_TYPE
ticker: str
remain_quantity: int
order_withhold_quantity: int
class XTPClientQueryCrdPositionStockReq():
market: XTP_MARKET_TYPE
ticker: str
class XTPClientQueryCrdPositionStkInfo():
market: XTP_MARKET_TYPE
ticker: str
limit_qty: int
yesterday_qty: int
left_qty: int
frozen_qty: int
class XTPClientQueryCrdSurplusStkReqInfo():
market: XTP_MARKET_TYPE
ticker: str
class XTPClientQueryCrdSurplusStkRspInfo():
market: XTP_MARKET_TYPE
ticker: str
transferable_quantity: int
transferred_quantity: int
class XTPClientCrdExtendDebtInfo():
xtp_id: int
debt_id: str
class XTPFundTransferReq():
@ -596,6 +715,8 @@ class XTP_ACCOUNT_TYPE(Enum):
class XTP_FUND_TRANSFER_TYPE(Enum):
XTP_FUND_TRANSFER_OUT: XTP_FUND_TRANSFER_TYPE
XTP_FUND_TRANSFER_IN: XTP_FUND_TRANSFER_TYPE
XTP_FUND_INTER_TRANSFER_OUT: XTP_FUND_TRANSFER_TYPE
XTP_FUND_INTER_TRANSFER_IN: XTP_FUND_TRANSFER_TYPE
XTP_FUND_TRANSFER_UNKNOWN: XTP_FUND_TRANSFER_TYPE
class XTP_FUND_OPER_STATUS(Enum):
XTP_FUND_OPER_PROCESSING: XTP_FUND_OPER_STATUS
@ -622,6 +743,10 @@ class XTP_POSITION_DIRECTION_TYPE(Enum):
XTP_POSITION_DIRECTION_LONG: XTP_POSITION_DIRECTION_TYPE
XTP_POSITION_DIRECTION_SHORT: XTP_POSITION_DIRECTION_TYPE
XTP_POSITION_DIRECTION_COVERED: XTP_POSITION_DIRECTION_TYPE
class XTP_CRD_CR_STATUS(Enum):
XTP_CRD_CR_INIT: XTP_CRD_CR_STATUS
XTP_CRD_CR_SUCCESS: XTP_CRD_CR_STATUS
XTP_CRD_CR_FAILED: XTP_CRD_CR_STATUS
class XTP_MARKETDATA_TYPE(Enum):
XTP_MARKETDATA_ACTUAL: XTP_MARKETDATA_TYPE
XTP_MARKETDATA_OPTION: XTP_MARKETDATA_TYPE
@ -648,6 +773,7 @@ XTP_TBT_TYPE = XTP_TBT_TYPE
XTP_OPT_CALL_OR_PUT_TYPE = XTP_OPT_CALL_OR_PUT_TYPE
XTP_OPT_EXERCISE_TYPE_TYPE = XTP_OPT_EXERCISE_TYPE_TYPE
XTP_POSITION_DIRECTION_TYPE = XTP_POSITION_DIRECTION_TYPE
XTP_CRD_CR_STATUS = XTP_CRD_CR_STATUS
TXTPTradeTypeType = int
TXTPOrderTypeType = int
XTPRI = XTPRspInfoStruct
@ -662,6 +788,15 @@ XTPQueryTradeRsp = XTPTradeReport
XTPFundTransferLog = XTPFundTransferNotice
XTPQueryETFBaseRsp = XTPQueryETFBaseRsp
XTPQueryETFComponentReq = XTPQueryETFComponentReq
XTPCrdDebtInfo = XTPCrdDebtInfo
XTPCrdFundInfo = XTPCrdFundInfo
XTPClientQueryCrdDebtStockReq = XTPClientQueryCrdDebtStockReq
XTPCrdDebtStockInfo = XTPCrdDebtStockInfo
XTPClientQueryCrdPositionStockReq = XTPClientQueryCrdPositionStockReq
XTPClientQueryCrdPositionStkInfo = XTPClientQueryCrdPositionStkInfo
XTPClientQueryCrdSurplusStkReqInfo = XTPClientQueryCrdSurplusStkReqInfo
XTPClientQueryCrdSurplusStkRspInfo = XTPClientQueryCrdSurplusStkRspInfo
XTPClientCrdExtendDebtInfo = XTPClientCrdExtendDebtInfo
XTPFundTransferAck = XTPFundTransferNotice
XTP_VERSION_LEN: int
XTP_TRADING_DAY_LEN: int
@ -672,6 +807,7 @@ XTP_ORDER_EXCH_LEN: int
XTP_EXEC_ID_LEN: int
XTP_BRANCH_PBU_LEN: int
XTP_ACCOUNT_NAME_LEN: int
XTP_CREDIT_DEBT_ID_LEN: int
XTP_SIDE_BUY: int
XTP_SIDE_SELL: int
XTP_SIDE_PURCHASE: int
@ -684,8 +820,10 @@ XTP_SIDE_MARGIN_TRADE: int
XTP_SIDE_SHORT_SELL: int
XTP_SIDE_REPAY_MARGIN: int
XTP_SIDE_REPAY_STOCK: int
XTP_SIDE_CASH_REPAY_MARGIN: int
XTP_SIDE_STOCK_REPAY_STOCK: int
XTP_SIDE_SURSTK_TRANS: int
XTP_SIDE_GRTSTK_TRANSIN: int
XTP_SIDE_GRTSTK_TRANSOUT: int
XTP_SIDE_UNKNOWN: int
XTP_POSITION_EFFECT_INIT: int
XTP_POSITION_EFFECT_OPEN: int
@ -695,10 +833,15 @@ XTP_POSITION_EFFECT_CLOSETODAY: int
XTP_POSITION_EFFECT_CLOSEYESTERDAY: int
XTP_POSITION_EFFECT_FORCEOFF: int
XTP_POSITION_EFFECT_LOCALFORCECLOSE: int
XTP_POSITION_EFFECT_CREDIT_FORCE_COVER: int
XTP_POSITION_EFFECT_CREDIT_FORCE_CLEAR: int
XTP_POSITION_EFFECT_CREDIT_FORCE_DEBT: int
XTP_POSITION_EFFECT_CREDIT_FORCE_UNCOND: int
XTP_POSITION_EFFECT_UNKNOWN: int
XTP_TRDT_COMMON: int
XTP_TRDT_CASH: int
XTP_TRDT_PRIMARY: int
XTP_TRDT_CROSS_MKT_CASH: int
XTP_ORDT_Normal: int
XTP_ORDT_DeriveFromQuote: int
XTP_ORDT_DeriveFromCombination: int

13
vnpy/api/xtp/vnxtp/generated_files/generated_functions.h
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@ -49,6 +49,18 @@ void generate_class_XTPQueryIPOTickerRsp(pybind11::object & parent);
void generate_class_XTPQueryIPOQuotaRsp(pybind11::object & parent);
void generate_class_XTPQueryOptionAuctionInfoReq(pybind11::object & parent);
void generate_class_XTPQueryOptionAuctionInfoRsp(pybind11::object & parent);
void generate_class_XTPCrdCashRepayRsp(pybind11::object & parent);
void generate_class_XTPCrdCashRepayDebtInterestFeeRsp(pybind11::object & parent);
void generate_class_XTPCrdCashRepayInfo(pybind11::object & parent);
void generate_class_XTPCrdDebtInfo(pybind11::object & parent);
void generate_class_XTPCrdFundInfo(pybind11::object & parent);
void generate_class_XTPClientQueryCrdDebtStockReq(pybind11::object & parent);
void generate_class_XTPCrdDebtStockInfo(pybind11::object & parent);
void generate_class_XTPClientQueryCrdPositionStockReq(pybind11::object & parent);
void generate_class_XTPClientQueryCrdPositionStkInfo(pybind11::object & parent);
void generate_class_XTPClientQueryCrdSurplusStkReqInfo(pybind11::object & parent);
void generate_class_XTPClientQueryCrdSurplusStkRspInfo(pybind11::object & parent);
void generate_class_XTPClientCrdExtendDebtInfo(pybind11::object & parent);
void generate_class_XTPFundTransferReq(pybind11::object & parent);
void generate_enum_XTP_LOG_LEVEL(pybind11::object & parent);
void generate_enum_XTP_PROTOCOL_TYPE(pybind11::object & parent);
@ -70,6 +82,7 @@ void generate_enum_XTP_TBT_TYPE(pybind11::object & parent);
void generate_enum_XTP_OPT_CALL_OR_PUT_TYPE(pybind11::object & parent);
void generate_enum_XTP_OPT_EXERCISE_TYPE_TYPE(pybind11::object & parent);
void generate_enum_XTP_POSITION_DIRECTION_TYPE(pybind11::object & parent);
void generate_enum_XTP_CRD_CR_STATUS(pybind11::object & parent);
void generate_enum_XTP_MARKETDATA_TYPE(pybind11::object & parent);
void generate_caster_(pybind11::object & parent);

208
vnpy/api/xtp/vnxtp/generated_files/generated_functions_0.cpp
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@ -49,6 +49,18 @@ void generate_vnxtp(pybind11::module & parent)
generate_class_XTPQueryIPOQuotaRsp(parent);
generate_class_XTPQueryOptionAuctionInfoReq(parent);
generate_class_XTPQueryOptionAuctionInfoRsp(parent);
generate_class_XTPCrdCashRepayRsp(parent);
generate_class_XTPCrdCashRepayDebtInterestFeeRsp(parent);
generate_class_XTPCrdCashRepayInfo(parent);
generate_class_XTPCrdDebtInfo(parent);
generate_class_XTPCrdFundInfo(parent);
generate_class_XTPClientQueryCrdDebtStockReq(parent);
generate_class_XTPCrdDebtStockInfo(parent);
generate_class_XTPClientQueryCrdPositionStockReq(parent);
generate_class_XTPClientQueryCrdPositionStkInfo(parent);
generate_class_XTPClientQueryCrdSurplusStkReqInfo(parent);
generate_class_XTPClientQueryCrdSurplusStkRspInfo(parent);
generate_class_XTPClientCrdExtendDebtInfo(parent);
generate_class_XTPFundTransferReq(parent);
generate_enum_XTP_LOG_LEVEL(parent);
generate_enum_XTP_PROTOCOL_TYPE(parent);
@ -70,6 +82,7 @@ void generate_vnxtp(pybind11::module & parent)
generate_enum_XTP_OPT_CALL_OR_PUT_TYPE(parent);
generate_enum_XTP_OPT_EXERCISE_TYPE_TYPE(parent);
generate_enum_XTP_POSITION_DIRECTION_TYPE(parent);
generate_enum_XTP_CRD_CR_STATUS(parent);
generate_enum_XTP_MARKETDATA_TYPE(parent);
parent.attr("XTP_VERSION_LEN") = XTP_VERSION_LEN;
parent.attr("XTP_TRADING_DAY_LEN") = XTP_TRADING_DAY_LEN;
@ -80,6 +93,7 @@ void generate_vnxtp(pybind11::module & parent)
parent.attr("XTP_EXEC_ID_LEN") = XTP_EXEC_ID_LEN;
parent.attr("XTP_BRANCH_PBU_LEN") = XTP_BRANCH_PBU_LEN;
parent.attr("XTP_ACCOUNT_NAME_LEN") = XTP_ACCOUNT_NAME_LEN;
parent.attr("XTP_CREDIT_DEBT_ID_LEN") = XTP_CREDIT_DEBT_ID_LEN;
parent.attr("XTP_SIDE_BUY") = XTP_SIDE_BUY;
parent.attr("XTP_SIDE_SELL") = XTP_SIDE_SELL;
parent.attr("XTP_SIDE_PURCHASE") = XTP_SIDE_PURCHASE;
@ -92,8 +106,10 @@ void generate_vnxtp(pybind11::module & parent)
parent.attr("XTP_SIDE_SHORT_SELL") = XTP_SIDE_SHORT_SELL;
parent.attr("XTP_SIDE_REPAY_MARGIN") = XTP_SIDE_REPAY_MARGIN;
parent.attr("XTP_SIDE_REPAY_STOCK") = XTP_SIDE_REPAY_STOCK;
parent.attr("XTP_SIDE_CASH_REPAY_MARGIN") = XTP_SIDE_CASH_REPAY_MARGIN;
parent.attr("XTP_SIDE_STOCK_REPAY_STOCK") = XTP_SIDE_STOCK_REPAY_STOCK;
parent.attr("XTP_SIDE_SURSTK_TRANS") = XTP_SIDE_SURSTK_TRANS;
parent.attr("XTP_SIDE_GRTSTK_TRANSIN") = XTP_SIDE_GRTSTK_TRANSIN;
parent.attr("XTP_SIDE_GRTSTK_TRANSOUT") = XTP_SIDE_GRTSTK_TRANSOUT;
parent.attr("XTP_SIDE_UNKNOWN") = XTP_SIDE_UNKNOWN;
parent.attr("XTP_POSITION_EFFECT_INIT") = XTP_POSITION_EFFECT_INIT;
parent.attr("XTP_POSITION_EFFECT_OPEN") = XTP_POSITION_EFFECT_OPEN;
@ -103,10 +119,15 @@ void generate_vnxtp(pybind11::module & parent)
parent.attr("XTP_POSITION_EFFECT_CLOSEYESTERDAY") = XTP_POSITION_EFFECT_CLOSEYESTERDAY;
parent.attr("XTP_POSITION_EFFECT_FORCEOFF") = XTP_POSITION_EFFECT_FORCEOFF;
parent.attr("XTP_POSITION_EFFECT_LOCALFORCECLOSE") = XTP_POSITION_EFFECT_LOCALFORCECLOSE;
parent.attr("XTP_POSITION_EFFECT_CREDIT_FORCE_COVER") = XTP_POSITION_EFFECT_CREDIT_FORCE_COVER;
parent.attr("XTP_POSITION_EFFECT_CREDIT_FORCE_CLEAR") = XTP_POSITION_EFFECT_CREDIT_FORCE_CLEAR;
parent.attr("XTP_POSITION_EFFECT_CREDIT_FORCE_DEBT") = XTP_POSITION_EFFECT_CREDIT_FORCE_DEBT;
parent.attr("XTP_POSITION_EFFECT_CREDIT_FORCE_UNCOND") = XTP_POSITION_EFFECT_CREDIT_FORCE_UNCOND;
parent.attr("XTP_POSITION_EFFECT_UNKNOWN") = XTP_POSITION_EFFECT_UNKNOWN;
parent.attr("XTP_TRDT_COMMON") = XTP_TRDT_COMMON;
parent.attr("XTP_TRDT_CASH") = XTP_TRDT_CASH;
parent.attr("XTP_TRDT_PRIMARY") = XTP_TRDT_PRIMARY;
parent.attr("XTP_TRDT_CROSS_MKT_CASH") = XTP_TRDT_CROSS_MKT_CASH;
parent.attr("XTP_ORDT_Normal") = XTP_ORDT_Normal;
parent.attr("XTP_ORDT_DeriveFromQuote") = XTP_ORDT_DeriveFromQuote;
parent.attr("XTP_ORDT_DeriveFromCombination") = XTP_ORDT_DeriveFromCombination;
@ -127,6 +148,15 @@ void generate_vnxtp(pybind11::module & parent)
module_vnxtp::cross.record_assign(parent, "XTPFundTransferLog", "XTPFundTransferLog", "::XTPFundTransferNotice");
module_vnxtp::cross.record_assign(parent, "XTPQueryETFBaseRsp", "XTPQueryETFBaseRsp", "::XTPQueryETFBaseRsp");
module_vnxtp::cross.record_assign(parent, "XTPQueryETFComponentReq", "XTPQueryETFComponentReq", "::XTPQueryETFComponentReq");
module_vnxtp::cross.record_assign(parent, "XTPCrdDebtInfo", "XTPCrdDebtInfo", "::XTPCrdDebtInfo");
module_vnxtp::cross.record_assign(parent, "XTPCrdFundInfo", "XTPCrdFundInfo", "::XTPCrdFundInfo");
module_vnxtp::cross.record_assign(parent, "XTPClientQueryCrdDebtStockReq", "XTPClientQueryCrdDebtStockReq", "::XTPClientQueryCrdDebtStockReq");
module_vnxtp::cross.record_assign(parent, "XTPCrdDebtStockInfo", "XTPCrdDebtStockInfo", "::XTPCrdDebtStockInfo");
module_vnxtp::cross.record_assign(parent, "XTPClientQueryCrdPositionStockReq", "XTPClientQueryCrdPositionStockReq", "::XTPClientQueryCrdPositionStockReq");
module_vnxtp::cross.record_assign(parent, "XTPClientQueryCrdPositionStkInfo", "XTPClientQueryCrdPositionStkInfo", "::XTPClientQueryCrdPositionStkInfo");
module_vnxtp::cross.record_assign(parent, "XTPClientQueryCrdSurplusStkReqInfo", "XTPClientQueryCrdSurplusStkReqInfo", "::XTPClientQueryCrdSurplusStkReqInfo");
module_vnxtp::cross.record_assign(parent, "XTPClientQueryCrdSurplusStkRspInfo", "XTPClientQueryCrdSurplusStkRspInfo", "::XTPClientQueryCrdSurplusStkRspInfo");
module_vnxtp::cross.record_assign(parent, "XTPClientCrdExtendDebtInfo", "XTPClientCrdExtendDebtInfo", "::XTPClientCrdExtendDebtInfo");
module_vnxtp::cross.record_assign(parent, "XTPFundTransferAck", "XTPFundTransferAck", "::XTPFundTransferNotice");
generate_caster_(parent);
}
@ -338,6 +368,94 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("OnCreditCashRepay",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderSpi::OnCreditCashRepay
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("OnQueryCreditCashRepayInfo",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderSpi::OnQueryCreditCashRepayInfo
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("OnQueryCreditFundInfo",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderSpi::OnQueryCreditFundInfo
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("OnQueryCreditDebtInfo",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderSpi::OnQueryCreditDebtInfo
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("OnQueryCreditTickerDebtInfo",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderSpi::OnQueryCreditTickerDebtInfo
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("OnQueryCreditAssetDebtInfo",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderSpi::OnQueryCreditAssetDebtInfo
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("OnQueryCreditTickerAssignInfo",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderSpi::OnQueryCreditTickerAssignInfo
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("OnQueryCreditExcessStock",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderSpi::OnQueryCreditExcessStock
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTP::API::TraderSpi, c);
module_vnxtp::objects.emplace("XTP::API::TraderSpi", c);
}
@ -680,6 +798,94 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("CreditCashRepay",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderApi::CreditCashRepay
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("QueryCreditCashRepayInfo",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderApi::QueryCreditCashRepayInfo
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("QueryCreditFundInfo",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderApi::QueryCreditFundInfo
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("QueryCreditDebtInfo",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderApi::QueryCreditDebtInfo
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("QueryCreditTickerDebtInfo",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderApi::QueryCreditTickerDebtInfo
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("QueryCreditAssetDebtInfo",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderApi::QueryCreditAssetDebtInfo
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("QueryCreditTickerAssignInfo",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderApi::QueryCreditTickerAssignInfo
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
c.def("QueryCreditExcessStock",
autocxxpy::apply_function_transform<
autocxxpy::function_constant<
&XTP::API::TraderApi::QueryCreditExcessStock
>,
brigand::list<
>
>::value,
pybind11::return_value_policy::reference,
pybind11::call_guard<pybind11::gil_scoped_release>()
);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTP::API::TraderApi, c);
module_vnxtp::objects.emplace("XTP::API::TraderApi", c);
}

117
vnpy/api/xtp/vnxtp/generated_files/generated_functions_2.cpp
View File

@ -378,6 +378,7 @@ void generate_class_XTPQueryAssetRsp(pybind11::object & parent)
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPQueryAssetRsp, "captial_asset", captial_asset);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPQueryAssetRsp, "force_freeze_amount", force_freeze_amount);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPQueryAssetRsp, "preferred_amount", preferred_amount);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPQueryAssetRsp, "repay_stock_aval_banlance", repay_stock_aval_banlance);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPQueryAssetRsp, "unknown", unknown);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPQueryAssetRsp, c);
module_vnxtp::objects.emplace("XTPQueryAssetRsp", c);
@ -592,105 +593,27 @@ void generate_class_XTPQueryOptionAuctionInfoRsp(pybind11::object & parent)
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPQueryOptionAuctionInfoRsp, c);
module_vnxtp::objects.emplace("XTPQueryOptionAuctionInfoRsp", c);
}
void generate_class_XTPFundTransferReq(pybind11::object & parent)
void generate_class_XTPCrdCashRepayRsp(pybind11::object & parent)
{
pybind11::class_<XTPFundTransferReq> c(parent, "XTPFundTransferReq");
if constexpr (std::is_default_constructible_v<XTPFundTransferReq>)
pybind11::class_<XTPCrdCashRepayRsp> c(parent, "XTPCrdCashRepayRsp");
if constexpr (std::is_default_constructible_v<XTPCrdCashRepayRsp>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPFundTransferReq, "serial_id", serial_id);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPFundTransferReq, "fund_account", fund_account);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPFundTransferReq, "password", password);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPFundTransferReq, "amount", amount);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPFundTransferReq, "transfer_type", transfer_type);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPFundTransferReq, c);
module_vnxtp::objects.emplace("XTPFundTransferReq", c);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayRsp, "xtp_id", xtp_id);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayRsp, "request_amount", request_amount);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayRsp, "cash_repay_amount", cash_repay_amount);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPCrdCashRepayRsp, c);
module_vnxtp::objects.emplace("XTPCrdCashRepayRsp", c);
}
void generate_enum_XTP_LOG_LEVEL(pybind11::object & parent)
void generate_class_XTPCrdCashRepayDebtInterestFeeRsp(pybind11::object & parent)
{
pybind11::enum_<XTP_LOG_LEVEL> e(parent, "XTP_LOG_LEVEL", pybind11::arithmetic());
e.value("XTP_LOG_LEVEL_FATAL", XTP_LOG_LEVEL::XTP_LOG_LEVEL_FATAL);
e.value("XTP_LOG_LEVEL_ERROR", XTP_LOG_LEVEL::XTP_LOG_LEVEL_ERROR);
e.value("XTP_LOG_LEVEL_WARNING", XTP_LOG_LEVEL::XTP_LOG_LEVEL_WARNING);
e.value("XTP_LOG_LEVEL_INFO", XTP_LOG_LEVEL::XTP_LOG_LEVEL_INFO);
e.value("XTP_LOG_LEVEL_DEBUG", XTP_LOG_LEVEL::XTP_LOG_LEVEL_DEBUG);
e.value("XTP_LOG_LEVEL_TRACE", XTP_LOG_LEVEL::XTP_LOG_LEVEL_TRACE);
e.export_values();
module_vnxtp::objects.emplace("XTP_LOG_LEVEL", e);
}
void generate_enum_XTP_PROTOCOL_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_PROTOCOL_TYPE> e(parent, "XTP_PROTOCOL_TYPE", pybind11::arithmetic());
e.value("XTP_PROTOCOL_TCP", XTP_PROTOCOL_TYPE::XTP_PROTOCOL_TCP);
e.value("XTP_PROTOCOL_UDP", XTP_PROTOCOL_TYPE::XTP_PROTOCOL_UDP);
e.export_values();
module_vnxtp::objects.emplace("XTP_PROTOCOL_TYPE", e);
}
void generate_enum_XTP_EXCHANGE_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_EXCHANGE_TYPE> e(parent, "XTP_EXCHANGE_TYPE", pybind11::arithmetic());
e.value("XTP_EXCHANGE_SH", XTP_EXCHANGE_TYPE::XTP_EXCHANGE_SH);
e.value("XTP_EXCHANGE_SZ", XTP_EXCHANGE_TYPE::XTP_EXCHANGE_SZ);
e.value("XTP_EXCHANGE_UNKNOWN", XTP_EXCHANGE_TYPE::XTP_EXCHANGE_UNKNOWN);
e.export_values();
module_vnxtp::objects.emplace("XTP_EXCHANGE_TYPE", e);
}
void generate_enum_XTP_MARKET_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_MARKET_TYPE> e(parent, "XTP_MARKET_TYPE", pybind11::arithmetic());
e.value("XTP_MKT_INIT", XTP_MARKET_TYPE::XTP_MKT_INIT);
e.value("XTP_MKT_SZ_A", XTP_MARKET_TYPE::XTP_MKT_SZ_A);
e.value("XTP_MKT_SH_A", XTP_MARKET_TYPE::XTP_MKT_SH_A);
e.value("XTP_MKT_UNKNOWN", XTP_MARKET_TYPE::XTP_MKT_UNKNOWN);
e.export_values();
module_vnxtp::objects.emplace("XTP_MARKET_TYPE", e);
}
void generate_enum_XTP_PRICE_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_PRICE_TYPE> e(parent, "XTP_PRICE_TYPE", pybind11::arithmetic());
e.value("XTP_PRICE_LIMIT", XTP_PRICE_TYPE::XTP_PRICE_LIMIT);
e.value("XTP_PRICE_BEST_OR_CANCEL", XTP_PRICE_TYPE::XTP_PRICE_BEST_OR_CANCEL);
e.value("XTP_PRICE_BEST5_OR_LIMIT", XTP_PRICE_TYPE::XTP_PRICE_BEST5_OR_LIMIT);
e.value("XTP_PRICE_BEST5_OR_CANCEL", XTP_PRICE_TYPE::XTP_PRICE_BEST5_OR_CANCEL);
e.value("XTP_PRICE_ALL_OR_CANCEL", XTP_PRICE_TYPE::XTP_PRICE_ALL_OR_CANCEL);
e.value("XTP_PRICE_FORWARD_BEST", XTP_PRICE_TYPE::XTP_PRICE_FORWARD_BEST);
e.value("XTP_PRICE_REVERSE_BEST_LIMIT", XTP_PRICE_TYPE::XTP_PRICE_REVERSE_BEST_LIMIT);
e.value("XTP_PRICE_LIMIT_OR_CANCEL", XTP_PRICE_TYPE::XTP_PRICE_LIMIT_OR_CANCEL);
e.value("XTP_PRICE_TYPE_UNKNOWN", XTP_PRICE_TYPE::XTP_PRICE_TYPE_UNKNOWN);
e.export_values();
module_vnxtp::objects.emplace("XTP_PRICE_TYPE", e);
}
void generate_enum_XTP_ORDER_ACTION_STATUS_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_ORDER_ACTION_STATUS_TYPE> e(parent, "XTP_ORDER_ACTION_STATUS_TYPE", pybind11::arithmetic());
e.value("XTP_ORDER_ACTION_STATUS_SUBMITTED", XTP_ORDER_ACTION_STATUS_TYPE::XTP_ORDER_ACTION_STATUS_SUBMITTED);
e.value("XTP_ORDER_ACTION_STATUS_ACCEPTED", XTP_ORDER_ACTION_STATUS_TYPE::XTP_ORDER_ACTION_STATUS_ACCEPTED);
e.value("XTP_ORDER_ACTION_STATUS_REJECTED", XTP_ORDER_ACTION_STATUS_TYPE::XTP_ORDER_ACTION_STATUS_REJECTED);
e.export_values();
module_vnxtp::objects.emplace("XTP_ORDER_ACTION_STATUS_TYPE", e);
}
void generate_enum_XTP_ORDER_STATUS_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_ORDER_STATUS_TYPE> e(parent, "XTP_ORDER_STATUS_TYPE", pybind11::arithmetic());
e.value("XTP_ORDER_STATUS_INIT", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_INIT);
e.value("XTP_ORDER_STATUS_ALLTRADED", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_ALLTRADED);
e.value("XTP_ORDER_STATUS_PARTTRADEDQUEUEING", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_PARTTRADEDQUEUEING);
e.value("XTP_ORDER_STATUS_PARTTRADEDNOTQUEUEING", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_PARTTRADEDNOTQUEUEING);
e.value("XTP_ORDER_STATUS_NOTRADEQUEUEING", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_NOTRADEQUEUEING);
e.value("XTP_ORDER_STATUS_CANCELED", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_CANCELED);
e.value("XTP_ORDER_STATUS_REJECTED", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_REJECTED);
e.value("XTP_ORDER_STATUS_UNKNOWN", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_UNKNOWN);
e.export_values();
module_vnxtp::objects.emplace("XTP_ORDER_STATUS_TYPE", e);
}
void generate_enum_XTP_ORDER_SUBMIT_STATUS_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_ORDER_SUBMIT_STATUS_TYPE> e(parent, "XTP_ORDER_SUBMIT_STATUS_TYPE", pybind11::arithmetic());
e.value("XTP_ORDER_SUBMIT_STATUS_INSERT_SUBMITTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_INSERT_SUBMITTED);
e.value("XTP_ORDER_SUBMIT_STATUS_INSERT_ACCEPTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_INSERT_ACCEPTED);
e.value("XTP_ORDER_SUBMIT_STATUS_INSERT_REJECTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_INSERT_REJECTED);
e.value("XTP_ORDER_SUBMIT_STATUS_CANCEL_SUBMITTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_CANCEL_SUBMITTED);
e.value("XTP_ORDER_SUBMIT_STATUS_CANCEL_REJECTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_CANCEL_REJECTED);
e.value("XTP_ORDER_SUBMIT_STATUS_CANCEL_ACCEPTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_CANCEL_ACCEPTED);
e.export_values();
module_vnxtp::objects.emplace("XTP_ORDER_SUBMIT_STATUS_TYPE", e);
pybind11::class_<XTPCrdCashRepayDebtInterestFeeRsp> c(parent, "XTPCrdCashRepayDebtInterestFeeRsp");
if constexpr (std::is_default_constructible_v<XTPCrdCashRepayDebtInterestFeeRsp>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayDebtInterestFeeRsp, "xtp_id", xtp_id);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayDebtInterestFeeRsp, "request_amount", request_amount);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayDebtInterestFeeRsp, "cash_repay_amount", cash_repay_amount);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayDebtInterestFeeRsp, "debt_compact_id", debt_compact_id);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayDebtInterestFeeRsp, "unknow", unknow);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPCrdCashRepayDebtInterestFeeRsp, c);
module_vnxtp::objects.emplace("XTPCrdCashRepayDebtInterestFeeRsp", c);
}

265
vnpy/api/xtp/vnxtp/generated_files/generated_functions_3.cpp
View File

@ -11,6 +11,238 @@
#include "xtp_quote_api.h"
void generate_class_XTPCrdCashRepayInfo(pybind11::object & parent)
{
pybind11::class_<XTPCrdCashRepayInfo> c(parent, "XTPCrdCashRepayInfo");
if constexpr (std::is_default_constructible_v<XTPCrdCashRepayInfo>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayInfo, "xtp_id", xtp_id);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayInfo, "status", status);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayInfo, "request_amount", request_amount);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayInfo, "cash_repay_amount", cash_repay_amount);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayInfo, "position_effect", position_effect);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdCashRepayInfo, "error_info", error_info);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPCrdCashRepayInfo, c);
module_vnxtp::objects.emplace("XTPCrdCashRepayInfo", c);
}
void generate_class_XTPCrdDebtInfo(pybind11::object & parent)
{
pybind11::class_<XTPCrdDebtInfo> c(parent, "XTPCrdDebtInfo");
if constexpr (std::is_default_constructible_v<XTPCrdDebtInfo>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "debt_type", debt_type);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "debt_id", debt_id);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "position_id", position_id);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "order_xtp_id", order_xtp_id);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "debt_status", debt_status);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "market", market);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "ticker", ticker);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "order_date", order_date);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "end_date", end_date);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "orig_end_date", orig_end_date);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "is_extended", is_extended);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "remain_amt", remain_amt);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "remain_qty", remain_qty);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "remain_principal", remain_principal);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "due_right_qty", due_right_qty);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtInfo, "unknown", unknown);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPCrdDebtInfo, c);
module_vnxtp::objects.emplace("XTPCrdDebtInfo", c);
}
void generate_class_XTPCrdFundInfo(pybind11::object & parent)
{
pybind11::class_<XTPCrdFundInfo> c(parent, "XTPCrdFundInfo");
if constexpr (std::is_default_constructible_v<XTPCrdFundInfo>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdFundInfo, "maintenance_ratio", maintenance_ratio);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdFundInfo, "all_asset", all_asset);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdFundInfo, "all_debt", all_debt);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdFundInfo, "line_of_credit", line_of_credit);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdFundInfo, "guaranty", guaranty);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdFundInfo, "position_amount", position_amount);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPCrdFundInfo, c);
module_vnxtp::objects.emplace("XTPCrdFundInfo", c);
}
void generate_class_XTPClientQueryCrdDebtStockReq(pybind11::object & parent)
{
pybind11::class_<XTPClientQueryCrdDebtStockReq> c(parent, "XTPClientQueryCrdDebtStockReq");
if constexpr (std::is_default_constructible_v<XTPClientQueryCrdDebtStockReq>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdDebtStockReq, "market", market);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdDebtStockReq, "ticker", ticker);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPClientQueryCrdDebtStockReq, c);
module_vnxtp::objects.emplace("XTPClientQueryCrdDebtStockReq", c);
}
void generate_class_XTPCrdDebtStockInfo(pybind11::object & parent)
{
pybind11::class_<XTPCrdDebtStockInfo> c(parent, "XTPCrdDebtStockInfo");
if constexpr (std::is_default_constructible_v<XTPCrdDebtStockInfo>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtStockInfo, "market", market);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtStockInfo, "ticker", ticker);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtStockInfo, "remain_quantity", remain_quantity);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPCrdDebtStockInfo, "order_withhold_quantity", order_withhold_quantity);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPCrdDebtStockInfo, c);
module_vnxtp::objects.emplace("XTPCrdDebtStockInfo", c);
}
void generate_class_XTPClientQueryCrdPositionStockReq(pybind11::object & parent)
{
pybind11::class_<XTPClientQueryCrdPositionStockReq> c(parent, "XTPClientQueryCrdPositionStockReq");
if constexpr (std::is_default_constructible_v<XTPClientQueryCrdPositionStockReq>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdPositionStockReq, "market", market);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdPositionStockReq, "ticker", ticker);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPClientQueryCrdPositionStockReq, c);
module_vnxtp::objects.emplace("XTPClientQueryCrdPositionStockReq", c);
}
void generate_class_XTPClientQueryCrdPositionStkInfo(pybind11::object & parent)
{
pybind11::class_<XTPClientQueryCrdPositionStkInfo> c(parent, "XTPClientQueryCrdPositionStkInfo");
if constexpr (std::is_default_constructible_v<XTPClientQueryCrdPositionStkInfo>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdPositionStkInfo, "market", market);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdPositionStkInfo, "ticker", ticker);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdPositionStkInfo, "limit_qty", limit_qty);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdPositionStkInfo, "yesterday_qty", yesterday_qty);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdPositionStkInfo, "left_qty", left_qty);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdPositionStkInfo, "frozen_qty", frozen_qty);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPClientQueryCrdPositionStkInfo, c);
module_vnxtp::objects.emplace("XTPClientQueryCrdPositionStkInfo", c);
}
void generate_class_XTPClientQueryCrdSurplusStkReqInfo(pybind11::object & parent)
{
pybind11::class_<XTPClientQueryCrdSurplusStkReqInfo> c(parent, "XTPClientQueryCrdSurplusStkReqInfo");
if constexpr (std::is_default_constructible_v<XTPClientQueryCrdSurplusStkReqInfo>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdSurplusStkReqInfo, "market", market);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdSurplusStkReqInfo, "ticker", ticker);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPClientQueryCrdSurplusStkReqInfo, c);
module_vnxtp::objects.emplace("XTPClientQueryCrdSurplusStkReqInfo", c);
}
void generate_class_XTPClientQueryCrdSurplusStkRspInfo(pybind11::object & parent)
{
pybind11::class_<XTPClientQueryCrdSurplusStkRspInfo> c(parent, "XTPClientQueryCrdSurplusStkRspInfo");
if constexpr (std::is_default_constructible_v<XTPClientQueryCrdSurplusStkRspInfo>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdSurplusStkRspInfo, "market", market);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdSurplusStkRspInfo, "ticker", ticker);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdSurplusStkRspInfo, "transferable_quantity", transferable_quantity);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientQueryCrdSurplusStkRspInfo, "transferred_quantity", transferred_quantity);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPClientQueryCrdSurplusStkRspInfo, c);
module_vnxtp::objects.emplace("XTPClientQueryCrdSurplusStkRspInfo", c);
}
void generate_class_XTPClientCrdExtendDebtInfo(pybind11::object & parent)
{
pybind11::class_<XTPClientCrdExtendDebtInfo> c(parent, "XTPClientCrdExtendDebtInfo");
if constexpr (std::is_default_constructible_v<XTPClientCrdExtendDebtInfo>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientCrdExtendDebtInfo, "xtp_id", xtp_id);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPClientCrdExtendDebtInfo, "debt_id", debt_id);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPClientCrdExtendDebtInfo, c);
module_vnxtp::objects.emplace("XTPClientCrdExtendDebtInfo", c);
}
void generate_class_XTPFundTransferReq(pybind11::object & parent)
{
pybind11::class_<XTPFundTransferReq> c(parent, "XTPFundTransferReq");
if constexpr (std::is_default_constructible_v<XTPFundTransferReq>)
c.def(pybind11::init<>());
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPFundTransferReq, "serial_id", serial_id);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPFundTransferReq, "fund_account", fund_account);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPFundTransferReq, "password", password);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPFundTransferReq, "amount", amount);
c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPFundTransferReq, "transfer_type", transfer_type);
AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPFundTransferReq, c);
module_vnxtp::objects.emplace("XTPFundTransferReq", c);
}
void generate_enum_XTP_LOG_LEVEL(pybind11::object & parent)
{
pybind11::enum_<XTP_LOG_LEVEL> e(parent, "XTP_LOG_LEVEL", pybind11::arithmetic());
e.value("XTP_LOG_LEVEL_FATAL", XTP_LOG_LEVEL::XTP_LOG_LEVEL_FATAL);
e.value("XTP_LOG_LEVEL_ERROR", XTP_LOG_LEVEL::XTP_LOG_LEVEL_ERROR);
e.value("XTP_LOG_LEVEL_WARNING", XTP_LOG_LEVEL::XTP_LOG_LEVEL_WARNING);
e.value("XTP_LOG_LEVEL_INFO", XTP_LOG_LEVEL::XTP_LOG_LEVEL_INFO);
e.value("XTP_LOG_LEVEL_DEBUG", XTP_LOG_LEVEL::XTP_LOG_LEVEL_DEBUG);
e.value("XTP_LOG_LEVEL_TRACE", XTP_LOG_LEVEL::XTP_LOG_LEVEL_TRACE);
e.export_values();
module_vnxtp::objects.emplace("XTP_LOG_LEVEL", e);
}
void generate_enum_XTP_PROTOCOL_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_PROTOCOL_TYPE> e(parent, "XTP_PROTOCOL_TYPE", pybind11::arithmetic());
e.value("XTP_PROTOCOL_TCP", XTP_PROTOCOL_TYPE::XTP_PROTOCOL_TCP);
e.value("XTP_PROTOCOL_UDP", XTP_PROTOCOL_TYPE::XTP_PROTOCOL_UDP);
e.export_values();
module_vnxtp::objects.emplace("XTP_PROTOCOL_TYPE", e);
}
void generate_enum_XTP_EXCHANGE_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_EXCHANGE_TYPE> e(parent, "XTP_EXCHANGE_TYPE", pybind11::arithmetic());
e.value("XTP_EXCHANGE_SH", XTP_EXCHANGE_TYPE::XTP_EXCHANGE_SH);
e.value("XTP_EXCHANGE_SZ", XTP_EXCHANGE_TYPE::XTP_EXCHANGE_SZ);
e.value("XTP_EXCHANGE_UNKNOWN", XTP_EXCHANGE_TYPE::XTP_EXCHANGE_UNKNOWN);
e.export_values();
module_vnxtp::objects.emplace("XTP_EXCHANGE_TYPE", e);
}
void generate_enum_XTP_MARKET_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_MARKET_TYPE> e(parent, "XTP_MARKET_TYPE", pybind11::arithmetic());
e.value("XTP_MKT_INIT", XTP_MARKET_TYPE::XTP_MKT_INIT);
e.value("XTP_MKT_SZ_A", XTP_MARKET_TYPE::XTP_MKT_SZ_A);
e.value("XTP_MKT_SH_A", XTP_MARKET_TYPE::XTP_MKT_SH_A);
e.value("XTP_MKT_UNKNOWN", XTP_MARKET_TYPE::XTP_MKT_UNKNOWN);
e.export_values();
module_vnxtp::objects.emplace("XTP_MARKET_TYPE", e);
}
void generate_enum_XTP_PRICE_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_PRICE_TYPE> e(parent, "XTP_PRICE_TYPE", pybind11::arithmetic());
e.value("XTP_PRICE_LIMIT", XTP_PRICE_TYPE::XTP_PRICE_LIMIT);
e.value("XTP_PRICE_BEST_OR_CANCEL", XTP_PRICE_TYPE::XTP_PRICE_BEST_OR_CANCEL);
e.value("XTP_PRICE_BEST5_OR_LIMIT", XTP_PRICE_TYPE::XTP_PRICE_BEST5_OR_LIMIT);
e.value("XTP_PRICE_BEST5_OR_CANCEL", XTP_PRICE_TYPE::XTP_PRICE_BEST5_OR_CANCEL);
e.value("XTP_PRICE_ALL_OR_CANCEL", XTP_PRICE_TYPE::XTP_PRICE_ALL_OR_CANCEL);
e.value("XTP_PRICE_FORWARD_BEST", XTP_PRICE_TYPE::XTP_PRICE_FORWARD_BEST);
e.value("XTP_PRICE_REVERSE_BEST_LIMIT", XTP_PRICE_TYPE::XTP_PRICE_REVERSE_BEST_LIMIT);
e.value("XTP_PRICE_LIMIT_OR_CANCEL", XTP_PRICE_TYPE::XTP_PRICE_LIMIT_OR_CANCEL);
e.value("XTP_PRICE_TYPE_UNKNOWN", XTP_PRICE_TYPE::XTP_PRICE_TYPE_UNKNOWN);
e.export_values();
module_vnxtp::objects.emplace("XTP_PRICE_TYPE", e);
}
void generate_enum_XTP_ORDER_ACTION_STATUS_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_ORDER_ACTION_STATUS_TYPE> e(parent, "XTP_ORDER_ACTION_STATUS_TYPE", pybind11::arithmetic());
e.value("XTP_ORDER_ACTION_STATUS_SUBMITTED", XTP_ORDER_ACTION_STATUS_TYPE::XTP_ORDER_ACTION_STATUS_SUBMITTED);
e.value("XTP_ORDER_ACTION_STATUS_ACCEPTED", XTP_ORDER_ACTION_STATUS_TYPE::XTP_ORDER_ACTION_STATUS_ACCEPTED);
e.value("XTP_ORDER_ACTION_STATUS_REJECTED", XTP_ORDER_ACTION_STATUS_TYPE::XTP_ORDER_ACTION_STATUS_REJECTED);
e.export_values();
module_vnxtp::objects.emplace("XTP_ORDER_ACTION_STATUS_TYPE", e);
}
void generate_enum_XTP_ORDER_STATUS_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_ORDER_STATUS_TYPE> e(parent, "XTP_ORDER_STATUS_TYPE", pybind11::arithmetic());
e.value("XTP_ORDER_STATUS_INIT", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_INIT);
e.value("XTP_ORDER_STATUS_ALLTRADED", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_ALLTRADED);
e.value("XTP_ORDER_STATUS_PARTTRADEDQUEUEING", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_PARTTRADEDQUEUEING);
e.value("XTP_ORDER_STATUS_PARTTRADEDNOTQUEUEING", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_PARTTRADEDNOTQUEUEING);
e.value("XTP_ORDER_STATUS_NOTRADEQUEUEING", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_NOTRADEQUEUEING);
e.value("XTP_ORDER_STATUS_CANCELED", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_CANCELED);
e.value("XTP_ORDER_STATUS_REJECTED", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_REJECTED);
e.value("XTP_ORDER_STATUS_UNKNOWN", XTP_ORDER_STATUS_TYPE::XTP_ORDER_STATUS_UNKNOWN);
e.export_values();
module_vnxtp::objects.emplace("XTP_ORDER_STATUS_TYPE", e);
}
void generate_enum_XTP_ORDER_SUBMIT_STATUS_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_ORDER_SUBMIT_STATUS_TYPE> e(parent, "XTP_ORDER_SUBMIT_STATUS_TYPE", pybind11::arithmetic());
e.value("XTP_ORDER_SUBMIT_STATUS_INSERT_SUBMITTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_INSERT_SUBMITTED);
e.value("XTP_ORDER_SUBMIT_STATUS_INSERT_ACCEPTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_INSERT_ACCEPTED);
e.value("XTP_ORDER_SUBMIT_STATUS_INSERT_REJECTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_INSERT_REJECTED);
e.value("XTP_ORDER_SUBMIT_STATUS_CANCEL_SUBMITTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_CANCEL_SUBMITTED);
e.value("XTP_ORDER_SUBMIT_STATUS_CANCEL_REJECTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_CANCEL_REJECTED);
e.value("XTP_ORDER_SUBMIT_STATUS_CANCEL_ACCEPTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_CANCEL_ACCEPTED);
e.export_values();
module_vnxtp::objects.emplace("XTP_ORDER_SUBMIT_STATUS_TYPE", e);
}
void generate_enum_XTP_TE_RESUME_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_TE_RESUME_TYPE> e(parent, "XTP_TE_RESUME_TYPE", pybind11::arithmetic());
@ -81,6 +313,8 @@ void generate_enum_XTP_FUND_TRANSFER_TYPE(pybind11::object & parent)
pybind11::enum_<XTP_FUND_TRANSFER_TYPE> e(parent, "XTP_FUND_TRANSFER_TYPE", pybind11::arithmetic());
e.value("XTP_FUND_TRANSFER_OUT", XTP_FUND_TRANSFER_TYPE::XTP_FUND_TRANSFER_OUT);
e.value("XTP_FUND_TRANSFER_IN", XTP_FUND_TRANSFER_TYPE::XTP_FUND_TRANSFER_IN);
e.value("XTP_FUND_INTER_TRANSFER_OUT", XTP_FUND_TRANSFER_TYPE::XTP_FUND_INTER_TRANSFER_OUT);
e.value("XTP_FUND_INTER_TRANSFER_IN", XTP_FUND_TRANSFER_TYPE::XTP_FUND_INTER_TRANSFER_IN);
e.value("XTP_FUND_TRANSFER_UNKNOWN", XTP_FUND_TRANSFER_TYPE::XTP_FUND_TRANSFER_UNKNOWN);
e.export_values();
module_vnxtp::objects.emplace("XTP_FUND_TRANSFER_TYPE", e);
@ -140,6 +374,15 @@ void generate_enum_XTP_POSITION_DIRECTION_TYPE(pybind11::object & parent)
e.export_values();
module_vnxtp::objects.emplace("XTP_POSITION_DIRECTION_TYPE", e);
}
void generate_enum_XTP_CRD_CR_STATUS(pybind11::object & parent)
{
pybind11::enum_<XTP_CRD_CR_STATUS> e(parent, "XTP_CRD_CR_STATUS", pybind11::arithmetic());
e.value("XTP_CRD_CR_INIT", XTP_CRD_CR_STATUS::XTP_CRD_CR_INIT);
e.value("XTP_CRD_CR_SUCCESS", XTP_CRD_CR_STATUS::XTP_CRD_CR_SUCCESS);
e.value("XTP_CRD_CR_FAILED", XTP_CRD_CR_STATUS::XTP_CRD_CR_FAILED);
e.export_values();
module_vnxtp::objects.emplace("XTP_CRD_CR_STATUS", e);
}
void generate_enum_XTP_MARKETDATA_TYPE(pybind11::object & parent)
{
pybind11::enum_<XTP_MARKETDATA_TYPE> e(parent, "XTP_MARKETDATA_TYPE", pybind11::arithmetic());
@ -184,6 +427,18 @@ void generate_caster_(pybind11::object & parent)
autocxxpy::caster::try_generate<XTPQueryIPOQuotaRsp>(c, "toXTPQueryIPOQuotaRsp)");
autocxxpy::caster::try_generate<XTPQueryOptionAuctionInfoReq>(c, "toXTPQueryOptionAuctionInfoReq)");
autocxxpy::caster::try_generate<XTPQueryOptionAuctionInfoRsp>(c, "toXTPQueryOptionAuctionInfoRsp)");
autocxxpy::caster::try_generate<XTPCrdCashRepayRsp>(c, "toXTPCrdCashRepayRsp)");
autocxxpy::caster::try_generate<XTPCrdCashRepayDebtInterestFeeRsp>(c, "toXTPCrdCashRepayDebtInterestFeeRsp)");
autocxxpy::caster::try_generate<XTPCrdCashRepayInfo>(c, "toXTPCrdCashRepayInfo)");
autocxxpy::caster::try_generate<XTPCrdDebtInfo>(c, "toXTPCrdDebtInfo)");
autocxxpy::caster::try_generate<XTPCrdFundInfo>(c, "toXTPCrdFundInfo)");
autocxxpy::caster::try_generate<XTPClientQueryCrdDebtStockReq>(c, "toXTPClientQueryCrdDebtStockReq)");
autocxxpy::caster::try_generate<XTPCrdDebtStockInfo>(c, "toXTPCrdDebtStockInfo)");
autocxxpy::caster::try_generate<XTPClientQueryCrdPositionStockReq>(c, "toXTPClientQueryCrdPositionStockReq)");
autocxxpy::caster::try_generate<XTPClientQueryCrdPositionStkInfo>(c, "toXTPClientQueryCrdPositionStkInfo)");
autocxxpy::caster::try_generate<XTPClientQueryCrdSurplusStkReqInfo>(c, "toXTPClientQueryCrdSurplusStkReqInfo)");
autocxxpy::caster::try_generate<XTPClientQueryCrdSurplusStkRspInfo>(c, "toXTPClientQueryCrdSurplusStkRspInfo)");
autocxxpy::caster::try_generate<XTPClientCrdExtendDebtInfo>(c, "toXTPClientCrdExtendDebtInfo)");
autocxxpy::caster::try_generate<XTPFundTransferReq>(c, "toXTPFundTransferReq)");
autocxxpy::caster::try_generate<XTPVersionType>(c, "toXTPVersionType)");
autocxxpy::caster::try_generate<XTP_LOG_LEVEL>(c, "toXTP_LOG_LEVEL)");
@ -208,6 +463,7 @@ void generate_caster_(pybind11::object & parent)
autocxxpy::caster::try_generate<XTP_OPT_CALL_OR_PUT_TYPE>(c, "toXTP_OPT_CALL_OR_PUT_TYPE)");
autocxxpy::caster::try_generate<XTP_OPT_EXERCISE_TYPE_TYPE>(c, "toXTP_OPT_EXERCISE_TYPE_TYPE)");
autocxxpy::caster::try_generate<XTP_POSITION_DIRECTION_TYPE>(c, "toXTP_POSITION_DIRECTION_TYPE)");
autocxxpy::caster::try_generate<XTP_CRD_CR_STATUS>(c, "toXTP_CRD_CR_STATUS)");
autocxxpy::caster::try_generate<TXTPTradeTypeType>(c, "toTXTPTradeTypeType)");
autocxxpy::caster::try_generate<TXTPOrderTypeType>(c, "toTXTPOrderTypeType)");
autocxxpy::caster::try_generate<XTPRI>(c, "toXTPRI)");
@ -222,5 +478,14 @@ void generate_caster_(pybind11::object & parent)
autocxxpy::caster::try_generate<XTPFundTransferLog>(c, "toXTPFundTransferLog)");
autocxxpy::caster::try_generate<XTPQueryETFBaseRsp>(c, "toXTPQueryETFBaseRsp)");
autocxxpy::caster::try_generate<XTPQueryETFComponentReq>(c, "toXTPQueryETFComponentReq)");
autocxxpy::caster::try_generate<XTPCrdDebtInfo>(c, "toXTPCrdDebtInfo)");
autocxxpy::caster::try_generate<XTPCrdFundInfo>(c, "toXTPCrdFundInfo)");
autocxxpy::caster::try_generate<XTPClientQueryCrdDebtStockReq>(c, "toXTPClientQueryCrdDebtStockReq)");
autocxxpy::caster::try_generate<XTPCrdDebtStockInfo>(c, "toXTPCrdDebtStockInfo)");
autocxxpy::caster::try_generate<XTPClientQueryCrdPositionStockReq>(c, "toXTPClientQueryCrdPositionStockReq)");
autocxxpy::caster::try_generate<XTPClientQueryCrdPositionStkInfo>(c, "toXTPClientQueryCrdPositionStkInfo)");
autocxxpy::caster::try_generate<XTPClientQueryCrdSurplusStkReqInfo>(c, "toXTPClientQueryCrdSurplusStkReqInfo)");
autocxxpy::caster::try_generate<XTPClientQueryCrdSurplusStkRspInfo>(c, "toXTPClientQueryCrdSurplusStkRspInfo)");
autocxxpy::caster::try_generate<XTPClientCrdExtendDebtInfo>(c, "toXTPClientCrdExtendDebtInfo)");
autocxxpy::caster::try_generate<XTPFundTransferAck>(c, "toXTPFundTransferAck)");
}

48
vnpy/api/xtp/vnxtp/generated_files/wrappers.hpp
View File

@ -115,6 +115,54 @@ public:
this,"OnQueryOptionAuctionInfo",option_info,error_info,request_id,is_last,session_id
);
}
void OnCreditCashRepay(XTPCrdCashRepayRsp * cash_repay_info,XTPRI * error_info,uint64_t session_id) override
{
return autocxxpy::callback_wrapper<&XTP::API::TraderSpi::OnCreditCashRepay>::call(
this,"OnCreditCashRepay",cash_repay_info,error_info,session_id
);
}
void OnQueryCreditCashRepayInfo(XTPCrdCashRepayInfo * cash_repay_info,XTPRI * error_info,int request_id,bool is_last,uint64_t session_id) override
{
return autocxxpy::callback_wrapper<&XTP::API::TraderSpi::OnQueryCreditCashRepayInfo>::call(
this,"OnQueryCreditCashRepayInfo",cash_repay_info,error_info,request_id,is_last,session_id
);
}
void OnQueryCreditFundInfo(XTPCrdFundInfo * fund_info,XTPRI * error_info,int request_id,uint64_t session_id) override
{
return autocxxpy::callback_wrapper<&XTP::API::TraderSpi::OnQueryCreditFundInfo>::call(
this,"OnQueryCreditFundInfo",fund_info,error_info,request_id,session_id
);
}
void OnQueryCreditDebtInfo(XTPCrdDebtInfo * debt_info,XTPRI * error_info,int request_id,bool is_last,uint64_t session_id) override
{
return autocxxpy::callback_wrapper<&XTP::API::TraderSpi::OnQueryCreditDebtInfo>::call(
this,"OnQueryCreditDebtInfo",debt_info,error_info,request_id,is_last,session_id
);
}
void OnQueryCreditTickerDebtInfo(XTPCrdDebtStockInfo * debt_info,XTPRI * error_info,int request_id,bool is_last,uint64_t session_id) override
{
return autocxxpy::callback_wrapper<&XTP::API::TraderSpi::OnQueryCreditTickerDebtInfo>::call(
this,"OnQueryCreditTickerDebtInfo",debt_info,error_info,request_id,is_last,session_id
);
}
void OnQueryCreditAssetDebtInfo(double remain_amount,XTPRI * error_info,int request_id,uint64_t session_id) override
{
return autocxxpy::callback_wrapper<&XTP::API::TraderSpi::OnQueryCreditAssetDebtInfo>::call(
this,"OnQueryCreditAssetDebtInfo",remain_amount,error_info,request_id,session_id
);
}
void OnQueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStkInfo * assign_info,XTPRI * error_info,int request_id,bool is_last,uint64_t session_id) override
{
return autocxxpy::callback_wrapper<&XTP::API::TraderSpi::OnQueryCreditTickerAssignInfo>::call(
this,"OnQueryCreditTickerAssignInfo",assign_info,error_info,request_id,is_last,session_id
);
}
void OnQueryCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo * stock_info,XTPRI * error_info,int request_id,uint64_t session_id) override
{
return autocxxpy::callback_wrapper<&XTP::API::TraderSpi::OnQueryCreditExcessStock>::call(
this,"OnQueryCreditExcessStock",stock_info,error_info,request_id,session_id
);
}
};

1
vnpy/api/xtp/vnxtp/include/xoms_api_fund_struct.h
View File

@ -12,6 +12,7 @@
#pragma pack(8)
/// 用户资金账户的密码字符串长度
#define XTP_ACCOUNT_PASSWORD_LEN 64
/////////////////////////////////////////////////////////////////////////

195
vnpy/api/xtp/vnxtp/include/xoms_api_struct.h
View File

@ -8,6 +8,7 @@
#include "xtp_api_data_type.h"
#include "stddef.h"
#include "xtp_api_struct_common.h"
#pragma pack(8)
@ -32,6 +33,7 @@ struct XTPOrderInsertInfo
///报单价格
XTP_PRICE_TYPE price_type;
union{
///32位字段，用来兼容老版本api，用户无需关心
uint32_t u32;
struct {
///买卖方向
@ -81,6 +83,7 @@ struct XTPOrderInfo
///报单价格条件
XTP_PRICE_TYPE price_type;
union{
///32位字段，用来兼容老版本api，用户无需关心
uint32_t u32;
struct {
///买卖方向
@ -142,13 +145,14 @@ struct XTPTradeReport
int64_t trade_time;
///成交金额，此次成交的总金额 = price*quantity
double trade_amount;
///成交序号 --回报记录号，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报
///成交序号 --回报记录号，对于单个账户来说，每个交易所唯一,report_index+market字段可以组成唯一标识表示成交回报，对于多账户来说，不唯一
uint64_t report_index;
///报单编号 --交易所单号，上交所为空，深交所有此字段
char order_exch_id[XTP_ORDER_EXCH_LEN];
///成交类型 --成交回报中的执行类型
TXTPTradeTypeType trade_type;
union{
///32位字段，用来兼容老版本api，用户无需关心
uint32_t u32;
struct {
///买卖方向
@ -219,53 +223,59 @@ typedef struct XTPTradeReport XTPQueryTradeRsp;
//////////////////////////////////////////////////////////////////////////
struct XTPQueryAssetRsp
{
///总资产(=可用资金 + 证券资产（目前为0）+ 预扣的资金)
///总资产（现货账户/期权账户参考公式：总资产 = 可用资金 + 证券资产（目前为0）+ 预扣的资金），（信用账户参考公式：总资产 = 可用资金 + 融券卖出所得资金余额 + 证券资产+ 预扣的资金）
double total_asset;
///可用资金
double buying_power;
///证券资产（保留字段，目前为0）
double security_asset;
///累计买入成交证券占用资金
///累计买入成交证券占用资金（仅限现货账户/期权账户，信用账户暂不可用）
double fund_buy_amount;
///累计买入成交交易费用
///累计买入成交交易费用（仅限现货账户/期权账户，信用账户暂不可用）
double fund_buy_fee;
///累计卖出成交证券所得资金
///累计卖出成交证券所得资金（仅限现货账户/期权账户，信用账户暂不可用）
double fund_sell_amount;
///累计卖出成交交易费用
///累计卖出成交交易费用（仅限现货账户/期权账户，信用账户暂不可用）
double fund_sell_fee;
///XTP系统预扣的资金（包括购买卖股票时预扣的交易资金+预扣手续费）
///XTP系统预扣的资金（包括买卖股票时预扣的交易资金+预扣手续费）
double withholding_amount;
///账户类型
XTP_ACCOUNT_TYPE account_type;
///冻结的保证金
///冻结的保证金（仅限期权账户）
double frozen_margin;
///行权冻结资金
///行权冻结资金（仅限期权账户）
double frozen_exec_cash;
///行权费用
///行权费用（仅限期权账户）
double frozen_exec_fee;
///垫付资金
///垫付资金（仅限期权账户）
double pay_later;
///预垫付资金
///预垫付资金（仅限期权账户）
double preadva_pay;
///昨日余额
///昨日余额（仅限期权账户）
double orig_banlance;
///当前余额
///当前余额（仅限期权账户）
double banlance;
///当天出入金
///当天出入金（仅限期权账户）
double deposit_withdraw;
///当日交易资金轧差
///当日交易资金轧差（仅限期权账户）
double trade_netting;
///资金资产
///资金资产（仅限期权账户）
double captial_asset;
///强锁资金
///强锁资金（仅限期权账户）
double force_freeze_amount;
///可取资金
///可取资金（仅限期权账户）
double preferred_amount;
// 信用业务新增字段开始（数量1）
///融券卖出所得资金余额（仅限信用账户，只能用于买券还券）
double repay_stock_aval_banlance;
// 信用业务新增字段结束（数量1）
///(保留字段)
uint64_t unknown[43 - 12];
uint64_t unknown[43 - 12 - 1];
};
@ -538,6 +548,151 @@ struct XTPQueryOptionAuctionInfoRsp {
};
//////////////////////////////////////////////////////////////////////////
///融资融券直接还款响应信息
//////////////////////////////////////////////////////////////////////////
struct XTPCrdCashRepayRsp
{
int64_t xtp_id; ///< 直接还款操作的XTPID
double request_amount; ///< 直接还款的申请金额
double cash_repay_amount; ///< 实际还款使用金额
};
//////////////////////////////////////////////////////////////////////////
///融资融券现金还息费响应信息
//////////////////////////////////////////////////////////////////////////
struct XTPCrdCashRepayDebtInterestFeeRsp
{
int64_t xtp_id; ///< 直接还款操作的XTPID
double request_amount; ///< 直接还款的申请金额
double cash_repay_amount; ///< 实际还款使用金额
char debt_compact_id[XTP_CREDIT_DEBT_ID_LEN]; ///< 指定的负债合约编号
char unknow[32]; ///< 保留字段
};
//////////////////////////////////////////////////////////////////////////
///单条融资融券直接还款记录信息
//////////////////////////////////////////////////////////////////////////
struct XTPCrdCashRepayInfo
{
int64_t xtp_id; ///< 直接还款操作的XTPID
XTP_CRD_CR_STATUS status; ///< 直接还款处理状态
double request_amount; ///< 直接还款的申请金额
double cash_repay_amount; ///< 实际还款使用金额
XTP_POSITION_EFFECT_TYPE position_effect; ///< 强平标志
XTPRI error_info; ///< 直接还款发生错误时的错误信息
};
//////////////////////////////////////////////////////////////////////////
///单条融资融券负债记录信息
//////////////////////////////////////////////////////////////////////////
typedef struct XTPCrdDebtInfo
{
int32_t debt_type; ///< 负债合约类型
char debt_id[33]; ///< 负债合约编号
int64_t position_id; ///< 负债对应两融头寸编号
uint64_t order_xtp_id; ///< 生成负债的订单编号，非当日负债无此项
int32_t debt_status; ///< 负债合约状态
XTP_MARKET_TYPE market; ///< 市场
char ticker[XTP_TICKER_LEN]; ///< 证券代码
uint64_t order_date; ///< 委托日期
uint64_t end_date; ///< 负债截止日期
uint64_t orig_end_date; ///< 负债原始截止日期
bool is_extended; ///< 当日是否接收到展期请求
double remain_amt; ///< 未偿还金额
int64_t remain_qty; ///< 未偿还融券数量
double remain_principal; ///< 未偿还本金金额
int64_t due_right_qty; ///< 应偿还权益数量
int64_t unknown[2]; ///< 保留字段
}XTPCrdDebtInfo;
//////////////////////////////////////////////////////////////////////////
///融资融券特有帐户数据
//////////////////////////////////////////////////////////////////////////
typedef struct XTPCrdFundInfo
{
double maintenance_ratio; ///< 维持担保品比例
double all_asset; ///< 总资产
double all_debt; ///< 总负债
double line_of_credit; ///< 两融授信额度
double guaranty; ///< 两融保证金可用数
double position_amount; ///< 融资头寸可用金额，内部接口，正式版本需要删除
}XTPCrdFundInfo;
//////////////////////////////////////////////////////////////////////////
///融资融券指定证券上的负债未还数量请求结构体
//////////////////////////////////////////////////////////////////////////
typedef struct XTPClientQueryCrdDebtStockReq
{
XTP_MARKET_TYPE market; ///< 市场
char ticker[XTP_TICKER_LEN]; ///< 证券代码
}XTPClientQueryCrdDebtStockReq;
//////////////////////////////////////////////////////////////////////////
///融资融券指定证券上的负债未还信息
//////////////////////////////////////////////////////////////////////////
typedef struct XTPCrdDebtStockInfo
{
XTP_MARKET_TYPE market; ///< 市场
char ticker[XTP_TICKER_LEN]; ///< 证券代码
int64_t remain_quantity; ///< 负债未还数量
int64_t order_withhold_quantity; ///< 挂单未成还券数量
}XTPCrdDebtStockInfo;
//////////////////////////////////////////////////////////////////////////
///融券头寸证券查询请求结构体
//////////////////////////////////////////////////////////////////////////
typedef struct XTPClientQueryCrdPositionStockReq
{
XTP_MARKET_TYPE market; ///< 证券市场
char ticker[XTP_TICKER_LEN]; ///< 证券代码
}XTPClientQueryCrdPositionStockReq;
//////////////////////////////////////////////////////////////////////////
///融券头寸证券信息
//////////////////////////////////////////////////////////////////////////
typedef struct XTPClientQueryCrdPositionStkInfo
{
XTP_MARKET_TYPE market; ///< 证券市场
char ticker[XTP_TICKER_LEN]; ///< 证券代码
int64_t limit_qty; ///< 融券限量
int64_t yesterday_qty; ///< 昨日日融券数量
int64_t left_qty; ///< 剩余可融券数量
int64_t frozen_qty; ///< 冻结融券数量
}XTPClientQueryCrdPositionStkInfo;
//////////////////////////////////////////////////////////////////////////
/// 信用业务余券查询请求结构体
//////////////////////////////////////////////////////////////////////////
typedef struct XTPClientQueryCrdSurplusStkReqInfo
{
XTP_MARKET_TYPE market; ///< 证券市场
char ticker[XTP_TICKER_LEN]; ///< 证券代码
}XTPClientQueryCrdSurplusStkReqInfo;
//////////////////////////////////////////////////////////////////////////
///信用业务余券信息
//////////////////////////////////////////////////////////////////////////
typedef struct XTPClientQueryCrdSurplusStkRspInfo
{
XTP_MARKET_TYPE market; ///< 证券市场
char ticker[XTP_TICKER_LEN]; ///< 证券代码
int64_t transferable_quantity; ///< 可划转数量
int64_t transferred_quantity; ///< 已划转数量
}XTPClientQueryCrdSurplusStkRspInfo;
//////////////////////////////////////////////////////////////////////////
/// 信用业务负债展期信息
//////////////////////////////////////////////////////////////////////////
typedef struct XTPClientCrdExtendDebtInfo
{
uint64_t xtp_id; ///< 订单编号
char debt_id[XTP_CREDIT_DEBT_ID_LEN]; ///< 待展期负债合约编号
}XTPClientCrdExtendDebtInfo;
#pragma pack()
#endif //_XOMS_API_STRUCT_H_

5
vnpy/api/xtp/vnxtp/include/xquote_api_struct.h
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@ -89,7 +89,7 @@ struct XTPMarketDataStockExData {
int64_t r2;
};
// 期权额外数据
/// 期权额外数据
struct XTPMarketDataOptionExData {
///波段性中断参考价(SH)
double auction_price;
@ -99,6 +99,9 @@ struct XTPMarketDataOptionExData {
int64_t last_enquiry_time;
};
/////////////////////////////////////////////////////////////////////////
///@brief XTP_MARKETDATA_TYPE是行情快照数据类型
/////////////////////////////////////////////////////////////////////////
enum XTP_MARKETDATA_TYPE {
XTP_MARKETDATA_ACTUAL = 0, // 现货(股票/基金/债券等)
XTP_MARKETDATA_OPTION = 1, // 期权

40
vnpy/api/xtp/vnxtp/include/xtp_api_data_type.h
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@ -28,6 +28,8 @@ typedef char XTPVersionType[XTP_VERSION_LEN];
#define XTP_BRANCH_PBU_LEN 7
/// 用户资金账户的字符串长度
#define XTP_ACCOUNT_NAME_LEN 16
/// 信用业务合约负债编号长度
#define XTP_CREDIT_DEBT_ID_LEN 33
/////////////////////////////////////////////////////////////////////////
///@brief XTP_LOG_LEVEL是日志输出级别类型
@ -121,12 +123,19 @@ typedef uint8_t XTP_SIDE_TYPE;
#define XTP_SIDE_REPAY_MARGIN 23
/// 买券还券
#define XTP_SIDE_REPAY_STOCK 24
/// 现金还款
#define XTP_SIDE_CASH_REPAY_MARGIN 25
/// 现金还款（不放在普通订单协议，另加请求和查询协议）
//#define XTP_SIDE_CASH_REPAY_MARGIN 25
/// 现券还券
#define XTP_SIDE_STOCK_REPAY_STOCK 26
/// 余券划转
#define XTP_SIDE_SURSTK_TRANS 27
/// 担保品转入
#define XTP_SIDE_GRTSTK_TRANSIN 28
/// 担保品转出
#define XTP_SIDE_GRTSTK_TRANSOUT 29
///未知或者无效买卖方向
#define XTP_SIDE_UNKNOWN 27
#define XTP_SIDE_UNKNOWN 30
@ -151,8 +160,16 @@ typedef uint8_t XTP_POSITION_EFFECT_TYPE;
#define XTP_POSITION_EFFECT_FORCEOFF 6
/// 本地强平
#define XTP_POSITION_EFFECT_LOCALFORCECLOSE 7
/// 信用业务追保强平
#define XTP_POSITION_EFFECT_CREDIT_FORCE_COVER 8
/// 信用业务清偿强平
#define XTP_POSITION_EFFECT_CREDIT_FORCE_CLEAR 9
/// 信用业务合约到期强平
#define XTP_POSITION_EFFECT_CREDIT_FORCE_DEBT 10
/// 信用业务无条件强平
#define XTP_POSITION_EFFECT_CREDIT_FORCE_UNCOND 11
/// 未知的开平标识类型
#define XTP_POSITION_EFFECT_UNKNOWN 8
#define XTP_POSITION_EFFECT_UNKNOWN 12
/////////////////////////////////////////////////////////////////////////
@ -276,6 +293,8 @@ typedef enum XTP_FUND_TRANSFER_TYPE
{
XTP_FUND_TRANSFER_OUT = 0, ///<转出 从XTP转出到柜台
XTP_FUND_TRANSFER_IN, ///<转入 从柜台转入XTP
XTP_FUND_INTER_TRANSFER_OUT, ///<跨节点转出 从本XTP节点1，转出到对端XTP节点2，XTP服务器之间划拨，只能跨账户用户使用
XTP_FUND_INTER_TRANSFER_IN, ///<跨节点转入 从对端XTP节点2，转入到本XTP节点1，XTP服务器之间划拨，只能跨账户用户使用
XTP_FUND_TRANSFER_UNKNOWN ///<未知类型
}XTP_FUND_TRANSFER_TYPE;
@ -283,7 +302,7 @@ typedef enum XTP_FUND_TRANSFER_TYPE
///@brief XTP_FUND_OPER_STATUS柜台资金操作结果
/////////////////////////////////////////////////////////////////////////
typedef enum XTP_FUND_OPER_STATUS {
XTP_FUND_OPER_PROCESSING = 0, ///<XOMS已收到，正在处理中
XTP_FUND_OPER_PROCESSING = 0, ///<XTP已收到，正在处理中
XTP_FUND_OPER_SUCCESS, ///<成功
XTP_FUND_OPER_FAILED, ///<失败
XTP_FUND_OPER_SUBMITTED, ///<已提交到集中柜台处理
@ -334,7 +353,14 @@ typedef enum XTP_POSITION_DIRECTION_TYPE {
XTP_POSITION_DIRECTION_COVERED, ///<备兑（期权则为备兑义务方）
}XTP_POSITION_DIRECTION_TYPE;
/////////////////////////////////////////////////////////////////////////
///@brief XTP_CRD_CASH_REPAY_STATUS是一个融资融券直接还款状态类型
/////////////////////////////////////////////////////////////////////////
typedef enum XTP_CRD_CR_STATUS {
XTP_CRD_CR_INIT = 0, ///< 初始、未处理状态
XTP_CRD_CR_SUCCESS, ///< 已成功处理状态
XTP_CRD_CR_FAILED, ///< 处理失败状态
} XTP_CRD_CR_STATUS;
/////////////////////////////////////////////////////////////////////////
@ -348,6 +374,8 @@ typedef char TXTPTradeTypeType;
#define XTP_TRDT_CASH '1'
///一级市场成交
#define XTP_TRDT_PRIMARY '2'
///跨市场资金成交
#define XTP_TRDT_CROSS_MKT_CASH '3'
/////////////////////////////////////////////////////////////////////////

2
vnpy/api/xtp/vnxtp/include/xtp_quote_api.h
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@ -364,6 +364,8 @@ namespace XTP {
///获取合约的最新价格信息
///@return 查询是否成功，“0”表示查询成功，非“0”表示查询不成功
///@param ticker 合约ID数组，注意合约代码必须以'\0'结尾，不包含空格
///@param count 要查询的合约个数
///@param exchange_id 交易所代码
virtual int QueryTickersPriceInfo(char *ticker[], int count, XTP_EXCHANGE_TYPE exchange_id) = 0;

143
vnpy/api/xtp/vnxtp/include/xtp_trader_api.h
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@ -52,17 +52,20 @@ namespace XTP {
///报单通知
///@param order_info 订单响应具体信息，用户可以通过order_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单，order_info.qty_left字段在订单为未成交、部成、全成、废单状态时，表示此订单还没有成交的数量，在部撤、全撤状态时，表示此订单被撤的数量。order_info.order_cancel_xtp_id为其所对应的撤单ID，不为0时表示此单被撤成功
///@param error_info 订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 每次订单状态更新时，都会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，在订单未成交、全部成交、全部撤单、部分撤单、已拒绝这些状态时会有响应，对于部分成交的情况，请由订单的成交回报来自行确认。所有登录了此用户的客户端都将收到此用户的订单响应
virtual void OnOrderEvent(XTPOrderInfo *order_info, XTPRI *error_info, uint64_t session_id) {};
///成交通知
///@param trade_info 成交回报的具体信息，用户可以通过trade_info.order_xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。对于上交所，exec_id可以唯一标识一笔成交。当发现2笔成交回报拥有相同的exec_id，则可以认为此笔交易自成交了。对于深交所，exec_id是唯一的，暂时无此判断机制。report_index+market字段可以组成唯一标识表示成交回报。
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 订单有成交发生的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的成交回报。相关订单为部成状态，需要用户通过成交回报的成交数量来确定，OnOrderEvent()不会推送部成状态。
virtual void OnTradeEvent(XTPTradeReport *trade_info, uint64_t session_id) {};
///撤单出错响应
///@param cancel_info 撤单具体信息，包括撤单的order_cancel_xtp_id和待撤单的order_xtp_id
///@param error_info 撤单被拒绝或者发生错误时错误代码和错误信息，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 此响应只会在撤单发生错误时被回调
virtual void OnCancelOrderError(XTPOrderCancelInfo *cancel_info, XTPRI *error_info, uint64_t session_id) {};
@ -71,6 +74,7 @@ namespace XTP {
///@param error_info 查询报单时发生错误时，返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryOrder(XTPQueryOrderRsp *order_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
@ -79,6 +83,7 @@ namespace XTP {
///@param error_info 查询成交回报发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 由于支持分时段查询，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryTrade(XTPQueryTradeRsp *trade_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
@ -87,6 +92,7 @@ namespace XTP {
///@param error_info 查询账户持仓发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 由于用户可能持有多个股票，一个查询请求可能对应多个响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryPosition(XTPQueryStkPositionRsp *position, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
@ -95,6 +101,7 @@ namespace XTP {
///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryAsset(XTPQueryAssetRsp *asset, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
@ -103,6 +110,7 @@ namespace XTP {
///@param error_info 查询分级基金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryStructuredFund(XTPStructuredFundInfo *fund_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
@ -111,12 +119,14 @@ namespace XTP {
///@param error_info 查询资金账户发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
///资金划拨通知
///@param fund_transfer_info 资金划拨通知的具体信息，用户可以通过fund_transfer_info.serial_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。
///@param error_info 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param error_info 资金划拨订单被拒绝或者发生错误时错误代码和错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误。当资金划拨方向为一号两中心节点之间划拨，且error_info.error_id=11000384时，error_info.error_msg为结点中可用于划拨的资金（以整数为准），用户需进行stringToInt的转化，可据此填写合适的资金，再次发起划拨请求
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 当资金划拨订单有状态变化的时候，会被调用，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线。所有登录了此用户的客户端都将收到此用户的资金划拨通知。
virtual void OnFundTransfer(XTPFundTransferNotice *fund_transfer_info, XTPRI *error_info, uint64_t session_id) {};
@ -125,6 +135,7 @@ namespace XTP {
///@param error_info 查询ETF清单文件发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryETF(XTPQueryETFBaseRsp *etf_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
@ -133,6 +144,7 @@ namespace XTP {
///@param error_info 查询ETF股票篮发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryETFBasket(XTPQueryETFComponentRsp *etf_component_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
@ -141,6 +153,7 @@ namespace XTP {
///@param error_info 查询今日新股申购信息列表发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryIPOInfoList(XTPQueryIPOTickerRsp *ipo_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
@ -149,6 +162,7 @@ namespace XTP {
///@param error_info 查查询用户新股申购额度信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryIPOQuotaInfo(XTPQueryIPOQuotaRsp *quota_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
@ -157,9 +171,77 @@ namespace XTP {
///@param error_info 查询期权合约发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryOptionAuctionInfo(XTPQueryOptionAuctionInfoRsp *option_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
///融资融券业务中现金直接还款的响应
///@param cash_repay_info 现金直接还款通知的具体信息，用户可以通过cash_repay_info.xtp_id来管理订单，通过GetClientIDByXTPID() == client_id来过滤自己的订单。
///@param error_info 现金还款发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnCreditCashRepay(XTPCrdCashRepayRsp *cash_repay_info, XTPRI *error_info, uint64_t session_id) {};
///请求查询融资融券业务中的现金直接还款报单的响应
///@param cash_repay_info 查询到的某一笔现金直接还款通知的具体信息
///@param error_info 查询现金直接报单发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryCreditCashRepayInfo(XTPCrdCashRepayInfo *cash_repay_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
///请求查询信用账户额外信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
///@param fund_info 查询到的信用账户额外信息情况
///@param error_info 查询信用账户额外信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryCreditFundInfo(XTPCrdFundInfo *fund_info, XTPRI *error_info, int request_id, uint64_t session_id) {};
///请求查询信用账户负债信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
///@param debt_info 查询到的信用账户合约负债情况
///@param error_info 查询信用账户负债信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryCreditDebtInfo(XTPCrdDebtInfo *debt_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
///请求查询信用账户指定证券负债未还信息响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
///@param debt_info 查询到的信用账户指定证券负债未还信息情况
///@param error_info 查询信用账户指定证券负债未还信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryCreditTickerDebtInfo(XTPCrdDebtStockInfo *debt_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
///请求查询信用账户待还资金的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
///@param remain_amount 查询到的信用账户待还资金
///@param error_info 查询信用账户待还资金发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryCreditAssetDebtInfo(double remain_amount, XTPRI *error_info, int request_id, uint64_t session_id) {};
///请求查询信用账户可融券头寸信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
///@param assign_info 查询到的信用账户可融券头寸信息
///@param error_info 查询信用账户可融券头寸信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param is_last 此消息响应函数是否为request_id这条请求所对应的最后一个响应，当为最后一个的时候为true，如果为false，表示还有其他后续消息响应
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStkInfo *assign_info, XTPRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
///融资融券业务中请求查询指定余券信息的响应，需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
///@param stock_info 查询到的余券信息
///@param error_info 查询信用账户余券信息发生错误时返回的错误信息，当error_info为空，或者error_info.error_id为0时，表明没有错误
///@param request_id 此消息响应函数对应的请求ID
///@param session_id 资金账户对应的session_id，登录时得到
///@remark 需要快速返回，否则会堵塞后续消息，当堵塞严重时，会触发断线
virtual void OnQueryCreditExcessStock(XTPClientQueryCrdSurplusStkRspInfo* stock_info, XTPRI *error_info, int request_id, uint64_t session_id) {};
};
}
}
@ -291,7 +373,7 @@ namespace XTP {
///@param query_param 需要查询的订单相关筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间
///@param session_id 资金账户对应的session_id，登录时得到
///@param request_id 用于用户定位查询响应的ID，由用户自定义
///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应
///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有报单，否则查询时间段内所有跟股票代码相关的报单，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线
virtual int QueryOrders(const XTPQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0;
///根据委托编号请求查询相关成交
@ -307,7 +389,7 @@ namespace XTP {
///@param query_param 需要查询的成交回报筛选条件，其中合约代码可以为空，则默认所有存在的合约代码，如果不为空，请不带空格，并以'\0'结尾，其中起始时间格式为YYYYMMDDHHMMSSsss，为0则默认当前交易日0点，结束时间格式为YYYYMMDDHHMMSSsss，为0则默认当前时间
///@param session_id 资金账户对应的session_id,登录时得到
///@param request_id 用于用户定位查询响应的ID，由用户自定义
///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应
///@remark 该方法支持分时段查询，如果股票代码为空，则默认查询时间段内的所有成交回报，否则查询时间段内所有跟股票代码相关的成交回报，此函数查询出的结果可能对应多个查询结果响应。此函数不建议轮询使用，当报单量过多时，容易造成用户线路拥堵，导致api断线
virtual int QueryTrades(XTPQueryTraderReq *query_param, uint64_t session_id, int request_id) = 0;
///请求查询投资者持仓
@ -334,7 +416,9 @@ namespace XTP {
///资金划拨请求
///@return 资金划拨订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性
///@param fund_transfer 资金划拨的请求信息
///@param session_id 资金账户对应的session_id,登录时得到
///@remark 此函数支持一号两中心节点之间的资金划拨，注意资金划拨的方向。
virtual uint64_t FundTransfer(XTPFundTransferReq *fund_transfer, uint64_t session_id) = 0;
///请求查询资金划拨
@ -377,6 +461,59 @@ namespace XTP {
///@param request_id 用于用户定位查询响应的ID，由用户自定义
virtual int QueryOptionAuctionInfo(XTPQueryOptionAuctionInfoReq *query_param, uint64_t session_id, int request_id) = 0;
///融资融券业务中现金直接还款请求
///@return 现金直接还款订单在XTP系统中的ID,如果为‘0’表示消息发送失败，此时用户可以调用GetApiLastError()来获取错误代码，非“0”表示消息发送成功，用户需要记录下返回的serial_id，它保证一个交易日内唯一，不同的交易日不保证唯一性
///@param amount 现金还款的金额
///@param session_id 资金账户对应的session_id,登录时得到
virtual uint64_t CreditCashRepay(double amount, uint64_t session_id) = 0;
///请求查询融资融券业务中的现金直接还款报单
///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码
///@param session_id 资金账户对应的session_id,登录时得到
///@param request_id 用于用户定位查询响应的ID，由用户自定义
virtual int QueryCreditCashRepayInfo(uint64_t session_id, int request_id) = 0;
///请求查询信用账户特有信息，除资金账户以外的信息
///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码
///@param session_id 资金账户对应的session_id,登录时得到
///@param request_id 用于用户定位查询响应的ID，由用户自定义
virtual int QueryCreditFundInfo(uint64_t session_id, int request_id) = 0;
///请求查询信用账户负债合约信息
///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码
///@param session_id 资金账户对应的session_id,登录时得到
///@param request_id 用于用户定位查询响应的ID，由用户自定义
virtual int QueryCreditDebtInfo(uint64_t session_id, int request_id) = 0;
///请求查询指定证券负债未还信息
///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码
///@param query_param 需要查询的指定证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾
///@param session_id 资金账户对应的session_id,登录时得到
///@param request_id 用于用户定位查询响应的ID，由用户自定义
virtual int QueryCreditTickerDebtInfo(XTPClientQueryCrdDebtStockReq *query_param, uint64_t session_id, int request_id) = 0;
///请求查询信用账户待还资金信息
///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码
///@param session_id 资金账户对应的session_id,登录时得到
///@param request_id 用于用户定位查询响应的ID，由用户自定义
virtual int QueryCreditAssetDebtInfo(uint64_t session_id, int request_id) = 0;
///请求查询信用账户可融券头寸信息
///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码
///@param query_param 需要查询的证券，筛选条件中ticker可以全填0，如果不为0，请不带空格，并以'\0'结尾
///@param session_id 资金账户对应的session_id,登录时得到
///@param request_id 用于用户定位查询响应的ID，由用户自定义
virtual int QueryCreditTickerAssignInfo(XTPClientQueryCrdPositionStockReq *query_param, uint64_t session_id, int request_id) = 0;
////融资融券业务中请求查询指定证券的余券
///@return 查询是否成功，“0”表示成功，非“0”表示出错，此时用户可以调用GetApiLastError()来获取错误代码
///@param query_param 需要查询的余券信息，不可以为空，需要明确指定
///@param session_id 资金账户对应的session_id,登录时得到
///@param request_id 用于用户定位查询响应的ID，由用户自定义
///@remark 该方法中用户必须提供了证券代码和所在市场
virtual int QueryCreditExcessStock(XTPClientQueryCrdSurplusStkReqInfo *query_param, uint64_t session_id, int request_id) = 0;
protected:
~TraderApi() {};

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@ -61,6 +61,22 @@ class TraderSpi():
...
def OnQueryOptionAuctionInfo(self, option_info: XTPQueryOptionAuctionInfoRsp, error_info: XTPRspInfoStruct, request_id: int, is_last: bool, session_id: int)->Any:
...
def OnCreditCashRepay(self, cash_repay_info: XTPCrdCashRepayRsp, error_info: XTPRspInfoStruct, session_id: int)->Any:
...
def OnQueryCreditCashRepayInfo(self, cash_repay_info: XTPCrdCashRepayInfo, error_info: XTPRspInfoStruct, request_id: int, is_last: bool, session_id: int)->Any:
...
def OnQueryCreditFundInfo(self, fund_info: XTPCrdFundInfo, error_info: XTPRspInfoStruct, request_id: int, session_id: int)->Any:
...
def OnQueryCreditDebtInfo(self, debt_info: XTPCrdDebtInfo, error_info: XTPRspInfoStruct, request_id: int, is_last: bool, session_id: int)->Any:
...
def OnQueryCreditTickerDebtInfo(self, debt_info: XTPCrdDebtStockInfo, error_info: XTPRspInfoStruct, request_id: int, is_last: bool, session_id: int)->Any:
...
def OnQueryCreditAssetDebtInfo(self, remain_amount: float, error_info: XTPRspInfoStruct, request_id: int, session_id: int)->Any:
...
def OnQueryCreditTickerAssignInfo(self, assign_info: XTPClientQueryCrdPositionStkInfo, error_info: XTPRspInfoStruct, request_id: int, is_last: bool, session_id: int)->Any:
...
def OnQueryCreditExcessStock(self, stock_info: XTPClientQueryCrdSurplusStkRspInfo, error_info: XTPRspInfoStruct, request_id: int, session_id: int)->Any:
...
class TraderApi():
@ -127,6 +143,22 @@ class TraderApi():
...
def QueryOptionAuctionInfo(self, query_param: XTPQueryOptionAuctionInfoReq, session_id: int, request_id: int)->int:
...
def CreditCashRepay(self, amount: float, session_id: int)->int:
...
def QueryCreditCashRepayInfo(self, session_id: int, request_id: int)->int:
...
def QueryCreditFundInfo(self, session_id: int, request_id: int)->int:
...
def QueryCreditDebtInfo(self, session_id: int, request_id: int)->int:
...
def QueryCreditTickerDebtInfo(self, query_param: XTPClientQueryCrdDebtStockReq, session_id: int, request_id: int)->int:
...
def QueryCreditAssetDebtInfo(self, session_id: int, request_id: int)->int:
...
def QueryCreditTickerAssignInfo(self, query_param: XTPClientQueryCrdPositionStockReq, session_id: int, request_id: int)->int:
...
def QueryCreditExcessStock(self, query_param: XTPClientQueryCrdSurplusStkReqInfo, session_id: int, request_id: int)->int:
...
class QuoteSpi():

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