# encoding: UTF-8 structDict = {} #用户登录请求 CThostFtdcReqUserLoginField = {} CThostFtdcReqUserLoginField["accountID"] = "string" CThostFtdcReqUserLoginField["loginType"] = "int" CThostFtdcReqUserLoginField["memberID"] = "string" CThostFtdcReqUserLoginField["password"] = "string" CThostFtdcReqUserLoginField["tradeDate"] = "string" structDict['CThostFtdcReqUserLoginField'] = CThostFtdcReqUserLoginField #用户登录应答 CThostFtdcRspUserLoginField = {} CThostFtdcRspUserLoginField["tradeDate"] = "string" CThostFtdcRspUserLoginField["localOrderNo"] = "string" CThostFtdcRspUserLoginField["loginbatch"] = "int" CThostFtdcRspUserLoginField["tradeCode"] = "string" CThostFtdcRspUserLoginField["clientID"] = "string" CThostFtdcRspUserLoginField["SeatNo"] = "string" CThostFtdcRspUserLoginField["clientName"] = "string" CThostFtdcRspUserLoginField["lastLoginIp"] = "string" CThostFtdcRspUserLoginField["lastLoginDate"] = "string" CThostFtdcRspUserLoginField["lastLoginTime"] = "string" structDict['CThostFtdcRspUserLoginField'] = CThostFtdcRspUserLoginField #用户登出请求 CThostFtdcUserLogoutField = {} CThostFtdcUserLogoutField["traderID"] = "string" structDict['CThostFtdcUserLogoutField'] = CThostFtdcUserLogoutField #合约 CThostFtdcInstrumentField = {} CThostFtdcInstrumentField["exchangeID"] = "string" CThostFtdcInstrumentField["instID"] = "string" CThostFtdcInstrumentField["lowerLimit"] = "float" CThostFtdcInstrumentField["marketID"] = "string" CThostFtdcInstrumentField["maxHand"] = "int" CThostFtdcInstrumentField["minHand"] = "int" CThostFtdcInstrumentField["name"] = "string" CThostFtdcInstrumentField["openFlag"] = "string" CThostFtdcInstrumentField["tick"] = "float" CThostFtdcInstrumentField["tradeState"] = "string" CThostFtdcInstrumentField["unit"] = "int" CThostFtdcInstrumentField["upperLimit"] = "float" CThostFtdcInstrumentField["varietyID"] = "string" CThostFtdcInstrumentField["varietyType"] = "string" CThostFtdcInstrumentField["marketType"] = "string" structDict['CThostFtdcInstrumentField'] = CThostFtdcInstrumentField CThostFtdcQryTradingAccountField = {} CThostFtdcQryTradingAccountField["remian"] = "string" structDict['CThostFtdcQryTradingAccountField'] = CThostFtdcQryTradingAccountField #资金账户 CThostFtdcTradingAccountField = {} CThostFtdcTradingAccountField["availCap"] = "float" CThostFtdcTradingAccountField["available"] = "float" CThostFtdcTradingAccountField["posiMargin"] = "float" CThostFtdcTradingAccountField["buyPosiMargin"] = "float" CThostFtdcTradingAccountField["sellPosiMargin"] = "float" CThostFtdcTradingAccountField["storageMargin"] = "float" CThostFtdcTradingAccountField["totalFee"] = "float" CThostFtdcTradingAccountField["totalFrozen"] = "float" CThostFtdcTradingAccountField["orderFrozen"] = "float" CThostFtdcTradingAccountField["spotSellFrozen"] = "float" CThostFtdcTradingAccountField["todayIn"] = "float" CThostFtdcTradingAccountField["todayOut"] = "float" CThostFtdcTradingAccountField["lastFrozen"] = "float" CThostFtdcTradingAccountField["totalFrozenFee"] = "float" CThostFtdcTradingAccountField["pickUpMargin"] = "float" CThostFtdcTradingAccountField["middleMargin"] = "float" structDict['CThostFtdcTradingAccountField'] = CThostFtdcTradingAccountField #投资者持仓 CThostFtdcInvestorPositionField = {} CThostFtdcInvestorPositionField["instID"] = "string" CThostFtdcInvestorPositionField["longPosi"] = "int" CThostFtdcInvestorPositionField["longPosiAvgPrice"] = "float" CThostFtdcInvestorPositionField["shortPosi"] = "int" CThostFtdcInvestorPositionField["shortPosiAvgPrice"] = "float" CThostFtdcInvestorPositionField["longOpenAvgPrice"] = "float" CThostFtdcInvestorPositionField["shortOpenAvgPrice"] = "float" CThostFtdcInvestorPositionField["longPosiFrozen"] = "int" CThostFtdcInvestorPositionField["shortPosiFrozen"] = "int" CThostFtdcInvestorPositionField["longPosiVol"] = "int" CThostFtdcInvestorPositionField["shortPosiVol"] = "int" CThostFtdcInvestorPositionField["todayLong"] = "int" CThostFtdcInvestorPositionField["todayShort"] = "int" CThostFtdcInvestorPositionField["todayOffsetShort"] = "int" CThostFtdcInvestorPositionField["todayOffsetLong"] = "int" CThostFtdcInvestorPositionField["lastLong"] = "int" CThostFtdcInvestorPositionField["lastShort"] = "int" structDict['CThostFtdcInvestorPositionField'] = CThostFtdcInvestorPositionField #响应信息 CThostFtdcRspInfoField = {} #错误代码 CThostFtdcRspInfoField["ErrorID"] = "int" #错误信息 CThostFtdcRspInfoField["ErrorMsg"] = "string" structDict['CThostFtdcRspInfoField'] = CThostFtdcRspInfoField #深度行情 CThostFtdcDepthMarketDataField = {} CThostFtdcDepthMarketDataField["InstID"] = "string" CThostFtdcDepthMarketDataField["Name"] = "string" CThostFtdcDepthMarketDataField["MarketName"] = "string" CThostFtdcDepthMarketDataField["PreSettle"] = "float" CThostFtdcDepthMarketDataField["PreClose"] = "float" CThostFtdcDepthMarketDataField["Open"] = "float" CThostFtdcDepthMarketDataField["High"] = "float" CThostFtdcDepthMarketDataField["Low"] = "float" CThostFtdcDepthMarketDataField["Last"] = "float" CThostFtdcDepthMarketDataField["Close"] = "float" CThostFtdcDepthMarketDataField["Bid1"] = "float" CThostFtdcDepthMarketDataField["BidLot1"] = "int" CThostFtdcDepthMarketDataField["Ask1"] = "float" CThostFtdcDepthMarketDataField["AskLot1"] = "int" CThostFtdcDepthMarketDataField["Bid2"] = "float" CThostFtdcDepthMarketDataField["BidLot2"] = "int" CThostFtdcDepthMarketDataField["Ask2"] = "float" CThostFtdcDepthMarketDataField["AskLot2"] = "int" CThostFtdcDepthMarketDataField["Bid3"] = "float" CThostFtdcDepthMarketDataField["BidLot3"] = "int" CThostFtdcDepthMarketDataField["Ask3"] = "float" CThostFtdcDepthMarketDataField["AskLot3"] = "int" CThostFtdcDepthMarketDataField["Bid4"] = "float" CThostFtdcDepthMarketDataField["BidLot4"] = "int" CThostFtdcDepthMarketDataField["Ask4"] = "float" CThostFtdcDepthMarketDataField["AskLot4"] = "int" CThostFtdcDepthMarketDataField["Bid5"] = "float" CThostFtdcDepthMarketDataField["BidLot5"] = "int" CThostFtdcDepthMarketDataField["Ask5"] = "float" CThostFtdcDepthMarketDataField["AskLot5"] = "int" CThostFtdcDepthMarketDataField["Volume"] = "int" CThostFtdcDepthMarketDataField["OpenInt"] = "int" CThostFtdcDepthMarketDataField["UpDown"] = "float" CThostFtdcDepthMarketDataField["Turnover"] = "float" CThostFtdcDepthMarketDataField["Settle"] = "float" CThostFtdcDepthMarketDataField["Average"] = "float" CThostFtdcDepthMarketDataField["QuoteDate"] = "string" CThostFtdcDepthMarketDataField["QuoteTime"] = "string" CThostFtdcDepthMarketDataField["weight"] = "float" CThostFtdcDepthMarketDataField["highLimit"] = "float" CThostFtdcDepthMarketDataField["lowLimit"] = "float" CThostFtdcDepthMarketDataField["UpDownRate"] = "float" structDict['CThostFtdcDepthMarketDataField'] = CThostFtdcDepthMarketDataField #输入报单 CThostFtdcInputOrderField = {} CThostFtdcInputOrderField["seatID"] = "string" CThostFtdcInputOrderField["tradeCode"] = "string" CThostFtdcInputOrderField["instID"] = "string" CThostFtdcInputOrderField["buyOrSell"] = "string" CThostFtdcInputOrderField["offsetFlag"] = "string" CThostFtdcInputOrderField["amount"] = "int" CThostFtdcInputOrderField["middleFlag"] = "string" CThostFtdcInputOrderField["priceFlag"] = "string" CThostFtdcInputOrderField["price"] = "float" CThostFtdcInputOrderField["trigPrice"] = "float" CThostFtdcInputOrderField["marketID"] = "string" CThostFtdcInputOrderField["LocalOrderNo"] = "string" CThostFtdcInputOrderField["tradeWay"] = "string" structDict['CThostFtdcInputOrderField'] = CThostFtdcInputOrderField #报单 CThostFtdcOrderField = {} CThostFtdcOrderField["orderNo"] = "string" CThostFtdcOrderField["localOrderNo"] = "string" CThostFtdcOrderField["marketID"] = "string" CThostFtdcOrderField["instID"] = "string" CThostFtdcOrderField["buyOrSell"] = "string" CThostFtdcOrderField["offsetFlag"] = "string" CThostFtdcOrderField["amount"] = "int" CThostFtdcOrderField["weight"] = "float" CThostFtdcOrderField["price"] = "float" CThostFtdcOrderField["matchQty"] = "int" CThostFtdcOrderField["matchWeight"] = "float" CThostFtdcOrderField["status"] = "string" CThostFtdcOrderField["entrustTime"] = "string" CThostFtdcOrderField["forceoffset_flag"] = "string" CThostFtdcOrderField["cancelQty"] = "int" CThostFtdcOrderField["cancelTime"] = "string" CThostFtdcOrderField["tradeWay"] = "string" structDict['CThostFtdcOrderField'] = CThostFtdcOrderField #报单撤单回报 CThostFtdcOrderRtnField = {} CThostFtdcOrderRtnField["orderNo"] = "string" CThostFtdcOrderRtnField["localOrderNo"] = "string" CThostFtdcOrderRtnField["status"] = "string" CThostFtdcOrderRtnField["cancelQty"] = "int" structDict['CThostFtdcOrderRtnField'] = CThostFtdcOrderRtnField #输入报单操作(cancel order) CThostFtdcInputOrderActionField = {} CThostFtdcInputOrderActionField["localOrderNo"] = "string" CThostFtdcInputOrderActionField["marketID"] = "string" CThostFtdcInputOrderActionField["status"] = "string" structDict['CThostFtdcInputOrderActionField'] = CThostFtdcInputOrderActionField #报单操作 CThostFtdcOrderActionField = {} CThostFtdcOrderActionField["localOrderNo"] = "string" CThostFtdcOrderActionField["orderFlag"] = "string" CThostFtdcOrderActionField["marketID"] = "string" CThostFtdcOrderActionField["traderID"] = "string" CThostFtdcOrderActionField["tradeWay"] = "string" structDict['CThostFtdcOrderActionField'] = CThostFtdcOrderActionField #成交 CThostFtdcTradeField = {} CThostFtdcTradeField["orderNo"] = "string" CThostFtdcTradeField["matchNo"] = "string" CThostFtdcTradeField["instID"] = "string" CThostFtdcTradeField["buyOrSell"] = "string" CThostFtdcTradeField["offSetFlag"] = "string" CThostFtdcTradeField["price"] = "float" CThostFtdcTradeField["volume"] = "int" CThostFtdcTradeField["amount"] = "float" CThostFtdcTradeField["weight"] = "float" CThostFtdcTradeField["order_flag"] = "string" CThostFtdcTradeField["matchDate"] = "string" CThostFtdcTradeField["matchTime"] = "string" CThostFtdcTradeField["localOrderNo"] = "string" CThostFtdcTradeField["marketID"] = "string" CThostFtdcTradeField["trade_fee"] = "float" CThostFtdcTradeField["forceoffset_flag"] = "string" CThostFtdcTradeField["forcebatchnum"] = "int" CThostFtdcTradeField["tradeWay"] = "string" structDict['CThostFtdcTradeField'] = CThostFtdcTradeField #查询合约 CThostFtdcQryInstrumentField = {} CThostFtdcQryInstrumentField["ContractID"] = "string" CThostFtdcQryInstrumentField["ProductID"] = "string" structDict['CThostFtdcQryInstrumentField'] = CThostFtdcQryInstrumentField #查询成交 CThostFtdcQryTradeField = {} CThostFtdcQryTradeField["matchNo"] = "string" CThostFtdcQryTradeField["instID"] = "string" CThostFtdcQryTradeField["marketID"] = "string" CThostFtdcQryTradeField["localOrderNo"] = "string" structDict['CThostFtdcQryTradeField'] = CThostFtdcQryTradeField #查询报单 CThostFtdcQryOrderField = {} CThostFtdcQryOrderField["instID"] = "string" CThostFtdcQryOrderField["marketID"] = "string" CThostFtdcQryOrderField["localOrderNo"] = "string" structDict['CThostFtdcQryOrderField'] = CThostFtdcQryOrderField #查询投资者持仓 CThostFtdcQryInvestorPositionField = {} CThostFtdcQryInvestorPositionField["marketID"] = "string" CThostFtdcQryInvestorPositionField["instID"] = "string" structDict['CThostFtdcQryInvestorPositionField'] = CThostFtdcQryInvestorPositionField #查询库存 CThostFtdcQryStorageField = {} CThostFtdcQryStorageField["varietyID"] = "string" structDict['CThostFtdcQryStorageField'] = CThostFtdcQryStorageField CThostFtdcStorageField = {} CThostFtdcStorageField["varietyID"] = "string" CThostFtdcStorageField["varietyName"] = "string" CThostFtdcStorageField["totalStorage"] = "float" CThostFtdcStorageField["availableStorage"] = "float" CThostFtdcStorageField["frozenStorage"] = "float" CThostFtdcStorageField["pendStorage"] = "float" CThostFtdcStorageField["todayBuy"] = "float" CThostFtdcStorageField["todaySell"] = "float" CThostFtdcStorageField["todayDeposit"] = "float" CThostFtdcStorageField["todayRealDeposit"] = "float" CThostFtdcStorageField["todayBorrow"] = "float" CThostFtdcStorageField["todayLend"] = "float" CThostFtdcStorageField["impawnStorage"] = "float" CThostFtdcStorageField["lawFrozen"] = "float" CThostFtdcStorageField["bankFrozen"] = "float" CThostFtdcStorageField["customType"] = "string" CThostFtdcStorageField["storageCost"] = "float" CThostFtdcStorageField["impawnFrozen"] = "float" structDict['CThostFtdcStorageField'] = CThostFtdcStorageField CThostFtdcMarketStatusField = {} CThostFtdcMarketStatusField["MktStatus"] = "string" CThostFtdcMarketStatusField["marketID"] = "string" structDict['CThostFtdcMarketStatusField'] = CThostFtdcMarketStatusField #指定的合约 CThostFtdcSpecificInstrumentField = {} #合约代码 CThostFtdcSpecificInstrumentField["InstrumentID"] = "string" structDict['CThostFtdcSpecificInstrumentField'] = CThostFtdcSpecificInstrumentField