# encoding: UTF-8 structDict = {} #新订单请求 XTPOrderInsertInfo = {} # ///XTP系统订单ID XTPOrderInsertInfo["order_xtp_id"] = "int" # ///报单引用,由客户自定义 XTPOrderInsertInfo["order_client_id"] = "int" # ///合约代码 客户端请求不带空格 XTPOrderInsertInfo["ticker"] = "string" # ///交易市场 XTPOrderInsertInfo["market"] = "int" # ///价格 XTPOrderInsertInfo["price"] = "float" # ///止损价(保留字段) XTPOrderInsertInfo["stop_price"] = "float" # ///数量 XTPOrderInsertInfo["quantity"] = "int" # ///报单价格 XTPOrderInsertInfo["price_type"] = "int" # ///买卖方向 XTPOrderInsertInfo["side"] = "int" structDict['XTPOrderInsertInfo'] = XTPOrderInsertInfo #撤单 XTPOrderCancel = {} # ///XTP系统订单ID XTPOrderCancel["order_cancel_xtp_id"] = "int" # ///报单操作引用 XTPOrderCancel["order_cancel_client_id"] = "int" # ///合约代码 XTPOrderCancel["ticker"] = "string" # ///交易市场 XTPOrderCancel["market"] = "int" # ///操作时间 XTPOrderCancel["action_time"] = "int" # ///报单引用 XTPOrderCancel["order_client_id"] = "int" # ///操作对象订单的序号 XTPOrderCancel["order_xtp_id"] = "int" structDict['XTPOrderCancel'] = XTPOrderCancel #撤单失败响应消息 XTPOrderCancelInfo = {} # ///撤单XTPID XTPOrderCancelInfo["order_cancel_xtp_id"] = "int" # ///原始订单XTPID XTPOrderCancelInfo["order_xtp_id"] = "int" structDict['XTPOrderCancelInfo'] = XTPOrderCancelInfo #报单响应结构体 XTPOrderInfo = {} # ///XTP系统订单ID XTPOrderInfo["order_xtp_id"] = "int" #报单引用,用户自定义 XTPOrderInfo["order_client_id"] = "int" # ///报单操作引用,用户自定义 XTPOrderInfo["order_cancel_client_id"] = "int" # ///撤单在XTP系统中的id XTPOrderInfo["order_cancel_xtp_id"] = "int" #合约代码 XTPOrderInfo["ticker"] = "string" #交易市场 XTPOrderInfo["market"] = "int" #价格 XTPOrderInfo["price"] = "float" #数量 XTPOrderInfo["quantity"] = "int" #报单价格条件 XTPOrderInfo["price_type"] = "int" #买卖方向 XTPOrderInfo["side"] = "int" #今成交数量 XTPOrderInfo["qty_traded"] = "int" #剩余数量 XTPOrderInfo["qty_left"] = "int" #委托时间 XTPOrderInfo["insert_time"] = "int" #最后修改时间 XTPOrderInfo["update_time"] = "int" #撤销时间 XTPOrderInfo["cancel_time"] = "int" #成交金额 XTPOrderInfo["trade_amount"] = "float" #本地报单编号 OMS生成的单号 XTPOrderInfo["order_local_id"] = "string" #报单状态 XTPOrderInfo["order_status"] = "int" #报单提交状态 XTPOrderInfo["order_submit_status"] = "int" #报单类型 XTPOrderInfo["order_type"] = "char" structDict['XTPOrderInfo'] = XTPOrderInfo #报单成交结构体 XTPTradeReport = {} # ///XTP系统订单ID XTPTradeReport["order_xtp_id"] = "int" # ///报单引用 XTPTradeReport["order_client_id"] = "int" # ///合约代码 XTPTradeReport["ticker"] = "string" # ///交易市场 XTPTradeReport["market"] = "int" # ///订单号 XTPTradeReport["local_order_id"] = "int" # ///成交编号 XTPTradeReport["exec_id"] = "int" # ///价格 XTPTradeReport["price"] = "float" # ///数量 XTPTradeReport["quantity"] = "int" # ///成交时间 XTPTradeReport["trade_time"] = "int" # ///成交金额 XTPTradeReport["trade_amount"] = "float" # ///成交序号 --回报记录号 XTPTradeReport["report_index"] = "int" # ///报单编号 --交易所单号 XTPTradeReport["order_exch_id"] = "string" # ///成交类型 --成交回报中的执行类型 XTPTradeReport["trade_type"] = "char" # ///买卖方向 XTPTradeReport["side"] = "int" # ///交易所交易员代码 XTPTradeReport["branch_pbu"] = "string" structDict['XTPTradeReport'] = XTPTradeReport #/////////////////////////////////////////////////////////////////////// #报单查询 #/////////////////////////////////////////////////////////////////////// #报单查询请求-条件查询 XTPQueryOrderReq = {} # ///证券代码,可以为空,如果为空,则默认查询时间段内的所有成交回报 XTPQueryOrderReq["ticker"] = "string" # ///格式为YYYYMMDDHHMMSSsss,为0则默认当前交易日0点 XTPQueryOrderReq["begin_time"] = "int" # ///格式为YYYYMMDDHHMMSSsss,为0则默认当前时间 XTPQueryOrderReq["end_time"] = "int" structDict['XTPQueryOrderReq'] = XTPQueryOrderReq #报单查询响应结构体 #/////////////////////////////////////////////////////////////////////// #成交回报查询 #/////////////////////////////////////////////////////////////////////// #查询成交报告请求-根据执行编号查询(保留字段) XTPQueryReportByExecIdReq = {} # ///XTP订单系统ID XTPQueryReportByExecIdReq["order_xtp_id"] = "int" # ///成交执行编号 XTPQueryReportByExecIdReq["exec_id"] = "int" structDict['XTPQueryReportByExecIdReq'] = XTPQueryReportByExecIdReq #查询成交回报请求-查询条件 XTPQueryTraderReq = {} # ///证券代码,可以为空,如果为空,则默认查询时间段内的所有成交回报 XTPQueryTraderReq["ticker"] = "string" # ///开始时间,格式为YYYYMMDDHHMMSSsss,为0则默认当前交易日0点 XTPQueryTraderReq["begin_time"] = "int" # ///结束时间,格式为YYYYMMDDHHMMSSsss,为0则默认当前时间 XTPQueryTraderReq["end_time"] = "int" structDict['XTPQueryTraderReq'] = XTPQueryTraderReq #成交回报查询响应结构体 #/////////////////////////////////////////////////////////////////////// #账户资金查询响应结构体 #/////////////////////////////////////////////////////////////////////// XTPQueryAssetRsp = {} #总资产 XTPQueryAssetRsp["total_asset"] = "float" # ///可用资金 XTPQueryAssetRsp["buying_power"] = "float" #证券资产 XTPQueryAssetRsp["security_asset"] = "float" # ///累计买入成交证券占用资金(保留字段) XTPQueryAssetRsp["fund_buy_amount"] = "float" # ///累计买入成交交易费用(保留字段) XTPQueryAssetRsp["fund_buy_fee"] = "float" # ///累计卖出成交证券所得资金(保留字段) XTPQueryAssetRsp["fund_sell_amount"] = "float" # ///累计卖出成交交易费用(保留字段) XTPQueryAssetRsp["fund_sell_fee"] = "float" structDict['XTPQueryAssetRsp'] = XTPQueryAssetRsp #/////////////////////////////////////////////////////////////////////// #查询股票持仓情况 #/////////////////////////////////////////////////////////////////////// XTPQueryStkPositionRsp = {} # ///证券代码 XTPQueryStkPositionRsp["ticker"] = "string" # ///证券名称 XTPQueryStkPositionRsp["ticker_name"] = "string" # ///当前持仓 XTPQueryStkPositionRsp["total_qty"] = "int" # ///可用股份数 XTPQueryStkPositionRsp["sellable_qty"] = "int" # ///持仓成本 XTPQueryStkPositionRsp["avg_price"] = "float" # ///浮动盈亏 XTPQueryStkPositionRsp["unrealized_pnl"] = "float" structDict['XTPQueryStkPositionRsp'] = XTPQueryStkPositionRsp