# encoding: UTF-8 structDict = {} #心跳包 DFITCTimeOutField = {} DFITCTimeOutField["lRequestID"] = "long" structDict['DFITCTimeOutField'] = DFITCTimeOutField #请求报单数据类型(基本报单) DFITCInsertOrderField = {} DFITCInsertOrderField["accountID"] = "string" DFITCInsertOrderField["localOrderID"] = "long" DFITCInsertOrderField["instrumentID"] = "string" DFITCInsertOrderField["insertPrice"] = "float" DFITCInsertOrderField["orderAmount"] = "long" DFITCInsertOrderField["buySellType"] = "short" DFITCInsertOrderField["openCloseType"] = "int" DFITCInsertOrderField["speculator"] = "int" DFITCInsertOrderField["insertType"] = "int" DFITCInsertOrderField["orderType"] = "int" DFITCInsertOrderField["orderProperty"] = "char" DFITCInsertOrderField["instrumentType"] = "int" DFITCInsertOrderField["minMatchAmount"] = "long" DFITCInsertOrderField["reservedType2"] = "int" DFITCInsertOrderField["lRequestID"] = "long" DFITCInsertOrderField["customCategory"] = "string" DFITCInsertOrderField["profitLossPrice"] = "float" structDict['DFITCInsertOrderField'] = DFITCInsertOrderField #撤单数据类型 DFITCCancelOrderField = {} DFITCCancelOrderField["accountID"] = "string" DFITCCancelOrderField["spdOrderID"] = "long" DFITCCancelOrderField["localOrderID"] = "long" DFITCCancelOrderField["instrumentID"] = "string" DFITCCancelOrderField["lRequestID"] = "long" structDict['DFITCCancelOrderField'] = DFITCCancelOrderField #委托响应类型 DFITCOrderRspDataRtnField = {} DFITCOrderRspDataRtnField["localOrderID"] = "long" DFITCOrderRspDataRtnField["spdOrderID"] = "long" DFITCOrderRspDataRtnField["orderStatus"] = "short" DFITCOrderRspDataRtnField["lRequestID"] = "long" DFITCOrderRspDataRtnField["fee"] = "float" DFITCOrderRspDataRtnField["margin"] = "float" DFITCOrderRspDataRtnField["customCategory"] = "string" DFITCOrderRspDataRtnField["accountID"] = "string" DFITCOrderRspDataRtnField["instrumentID"] = "string" DFITCOrderRspDataRtnField["sessionID"] = "long" DFITCOrderRspDataRtnField["exchangeID"] = "string" DFITCOrderRspDataRtnField["buySellType"] = "short" DFITCOrderRspDataRtnField["openCloseType"] = "int" DFITCOrderRspDataRtnField["instrumentType"] = "int" DFITCOrderRspDataRtnField["speculator"] = "int" DFITCOrderRspDataRtnField["insertPrice"] = "float" DFITCOrderRspDataRtnField["profitLossPrice"] = "float" DFITCOrderRspDataRtnField["minMatchAmount"] = "long" DFITCOrderRspDataRtnField["orderAmount"] = "long" DFITCOrderRspDataRtnField["insertType"] = "int" DFITCOrderRspDataRtnField["orderType"] = "int" DFITCOrderRspDataRtnField["orderProperty"] = "char" DFITCOrderRspDataRtnField["clientID"] = "string" structDict['DFITCOrderRspDataRtnField'] = DFITCOrderRspDataRtnField #查询资金数据类型 DFITCCapitalField = {} DFITCCapitalField["lRequestID"] = "long" DFITCCapitalField["accountID"] = "string" structDict['DFITCCapitalField'] = DFITCCapitalField #查询持仓数据类型 DFITCPositionField = {} DFITCPositionField["lRequestID"] = "long" DFITCPositionField["accountID"] = "string" DFITCPositionField["instrumentID"] = "string" DFITCPositionField["instrumentType"] = "int" structDict['DFITCPositionField'] = DFITCPositionField #交易所合约 DFITCExchangeInstrumentField = {} DFITCExchangeInstrumentField["lRequestID"] = "long" DFITCExchangeInstrumentField["accountID"] = "string" DFITCExchangeInstrumentField["exchangeID"] = "string" DFITCExchangeInstrumentField["instrumentType"] = "int" structDict['DFITCExchangeInstrumentField'] = DFITCExchangeInstrumentField #用户登录数据类型 DFITCUserLoginField = {} DFITCUserLoginField["lRequestID"] = "long" DFITCUserLoginField["accountID"] = "string" DFITCUserLoginField["passwd"] = "string" DFITCUserLoginField["companyID"] = "short" structDict['DFITCUserLoginField'] = DFITCUserLoginField #用户退出类型 DFITCUserLogoutField = {} DFITCUserLogoutField["lRequestID"] = "long" DFITCUserLogoutField["accountID"] = "string" DFITCUserLogoutField["sessionID"] = "long" structDict['DFITCUserLogoutField'] = DFITCUserLogoutField #委托回报 DFITCOrderRtnField = {} DFITCOrderRtnField["localOrderID"] = "long" DFITCOrderRtnField["spdOrderID"] = "long" DFITCOrderRtnField["OrderSysID"] = "string" DFITCOrderRtnField["orderStatus"] = "short" DFITCOrderRtnField["sessionID"] = "long" DFITCOrderRtnField["SuspendTime"] = "string" DFITCOrderRtnField["instrumentID"] = "string" DFITCOrderRtnField["exchangeID"] = "string" DFITCOrderRtnField["buySellType"] = "short" DFITCOrderRtnField["openCloseType"] = "int" DFITCOrderRtnField["instrumentType"] = "int" DFITCOrderRtnField["speculator"] = "int" DFITCOrderRtnField["insertPrice"] = "float" DFITCOrderRtnField["profitLossPrice"] = "float" DFITCOrderRtnField["accountID"] = "string" DFITCOrderRtnField["cancelAmount"] = "long" DFITCOrderRtnField["orderAmount"] = "long" DFITCOrderRtnField["insertType"] = "int" DFITCOrderRtnField["orderType"] = "int" DFITCOrderRtnField["extSpdOrderID"] = "long" DFITCOrderRtnField["reservedType2"] = "int" DFITCOrderRtnField["customCategory"] = "string" DFITCOrderRtnField["orderProperty"] = "char" DFITCOrderRtnField["minMatchAmount"] = "long" DFITCOrderRtnField["clientID"] = "string" DFITCOrderRtnField["statusMsg"] = "string" structDict['DFITCOrderRtnField'] = DFITCOrderRtnField #成交回报 DFITCMatchRtnField = {} DFITCMatchRtnField["localOrderID"] = "long" DFITCMatchRtnField["OrderSysID"] = "string" DFITCMatchRtnField["matchID"] = "string" DFITCMatchRtnField["instrumentID"] = "string" DFITCMatchRtnField["buySellType"] = "short" DFITCMatchRtnField["openCloseType"] = "int" DFITCMatchRtnField["matchedPrice"] = "float" DFITCMatchRtnField["orderAmount"] = "long" DFITCMatchRtnField["matchedAmount"] = "long" DFITCMatchRtnField["matchedTime"] = "string" DFITCMatchRtnField["insertPrice"] = "float" DFITCMatchRtnField["spdOrderID"] = "long" DFITCMatchRtnField["matchType"] = "long" DFITCMatchRtnField["speculator"] = "int" DFITCMatchRtnField["exchangeID"] = "string" DFITCMatchRtnField["fee"] = "float" DFITCMatchRtnField["sessionID"] = "long" DFITCMatchRtnField["instrumentType"] = "int" DFITCMatchRtnField["accountID"] = "string" DFITCMatchRtnField["orderStatus"] = "short" DFITCMatchRtnField["margin"] = "float" DFITCMatchRtnField["frozenCapita"] = "float" DFITCMatchRtnField["adjustmentInfo"] = "string" DFITCMatchRtnField["customCategory"] = "string" DFITCMatchRtnField["turnover"] = "float" DFITCMatchRtnField["orderType"] = "int" DFITCMatchRtnField["insertType"] = "int" DFITCMatchRtnField["clientID"] = "string" structDict['DFITCMatchRtnField'] = DFITCMatchRtnField #撤单回报 DFITCOrderCanceledRtnField = {} DFITCOrderCanceledRtnField["localOrderID"] = "long" DFITCOrderCanceledRtnField["OrderSysID"] = "string" DFITCOrderCanceledRtnField["instrumentID"] = "string" DFITCOrderCanceledRtnField["insertPrice"] = "float" DFITCOrderCanceledRtnField["buySellType"] = "short" DFITCOrderCanceledRtnField["openCloseType"] = "int" DFITCOrderCanceledRtnField["cancelAmount"] = "long" DFITCOrderCanceledRtnField["spdOrderID"] = "long" DFITCOrderCanceledRtnField["speculator"] = "int" DFITCOrderCanceledRtnField["exchangeID"] = "string" DFITCOrderCanceledRtnField["canceledTime"] = "string" DFITCOrderCanceledRtnField["sessionID"] = "long" DFITCOrderCanceledRtnField["orderStatus"] = "short" DFITCOrderCanceledRtnField["instrumentType"] = "int" DFITCOrderCanceledRtnField["accountID"] = "string" DFITCOrderCanceledRtnField["orderAmount"] = "long" DFITCOrderCanceledRtnField["margin"] = "float" DFITCOrderCanceledRtnField["fee"] = "float" DFITCOrderCanceledRtnField["customCategory"] = "string" DFITCOrderCanceledRtnField["profitLossPrice"] = "float" DFITCOrderCanceledRtnField["minMatchAmount"] = "long" DFITCOrderCanceledRtnField["insertType"] = "int" DFITCOrderCanceledRtnField["clientID"] = "string" DFITCOrderCanceledRtnField["statusMsg"] = "string" DFITCOrderCanceledRtnField["orderProperty"] = "char" structDict['DFITCOrderCanceledRtnField'] = DFITCOrderCanceledRtnField #错误信息 DFITCErrorRtnField = {} DFITCErrorRtnField["requestID"] = "long" DFITCErrorRtnField["sessionID"] = "long" DFITCErrorRtnField["accountID"] = "string" DFITCErrorRtnField["nErrorID"] = "int" DFITCErrorRtnField["spdOrderID"] = "long" DFITCErrorRtnField["localOrderID"] = "long" DFITCErrorRtnField["errorMsg"] = "string" DFITCErrorRtnField["instrumentID"] = "string" structDict['DFITCErrorRtnField'] = DFITCErrorRtnField #返回资金信息 DFITCCapitalInfoRtnField = {} DFITCCapitalInfoRtnField["requestID"] = "long" DFITCCapitalInfoRtnField["accountID"] = "string" DFITCCapitalInfoRtnField["preEquity"] = "float" DFITCCapitalInfoRtnField["todayEquity"] = "float" DFITCCapitalInfoRtnField["closeProfitLoss"] = "float" DFITCCapitalInfoRtnField["positionProfitLoss"] = "float" DFITCCapitalInfoRtnField["frozenMargin"] = "float" DFITCCapitalInfoRtnField["margin"] = "float" DFITCCapitalInfoRtnField["fee"] = "float" DFITCCapitalInfoRtnField["available"] = "float" DFITCCapitalInfoRtnField["withdraw"] = "float" DFITCCapitalInfoRtnField["riskDegree"] = "float" DFITCCapitalInfoRtnField["todayPremiumIncome"] = "float" DFITCCapitalInfoRtnField["todayPremiumPay"] = "float" DFITCCapitalInfoRtnField["yesterdayPremium"] = "float" DFITCCapitalInfoRtnField["optMarketValue"] = "float" DFITCCapitalInfoRtnField["floatProfitLoss"] = "float" DFITCCapitalInfoRtnField["totFundOut"] = "float" DFITCCapitalInfoRtnField["totFundIn"] = "float" structDict['DFITCCapitalInfoRtnField'] = DFITCCapitalInfoRtnField #返回持仓信息 DFITCPositionInfoRtnField = {} DFITCPositionInfoRtnField["lRequestID"] = "long" DFITCPositionInfoRtnField["accountID"] = "string" DFITCPositionInfoRtnField["exchangeID"] = "string" DFITCPositionInfoRtnField["instrumentID"] = "string" DFITCPositionInfoRtnField["buySellType"] = "short" DFITCPositionInfoRtnField["openAvgPrice"] = "float" DFITCPositionInfoRtnField["positionAvgPrice"] = "float" DFITCPositionInfoRtnField["positionAmount"] = "long" DFITCPositionInfoRtnField["totalAvaiAmount"] = "long" DFITCPositionInfoRtnField["todayAvaiAmount"] = "long" DFITCPositionInfoRtnField["lastAvaiAmount"] = "long" DFITCPositionInfoRtnField["todayAmount"] = "long" DFITCPositionInfoRtnField["lastAmount"] = "long" DFITCPositionInfoRtnField["tradingAmount"] = "long" DFITCPositionInfoRtnField["datePositionProfitLoss"] = "float" DFITCPositionInfoRtnField["dateCloseProfitLoss"] = "float" DFITCPositionInfoRtnField["dPremium"] = "float" DFITCPositionInfoRtnField["floatProfitLoss"] = "float" DFITCPositionInfoRtnField["dMargin"] = "float" DFITCPositionInfoRtnField["speculator"] = "int" DFITCPositionInfoRtnField["clientID"] = "string" DFITCPositionInfoRtnField["preSettlementPrice"] = "float" DFITCPositionInfoRtnField["instrumentType"] = "int" DFITCPositionInfoRtnField["yesterdayTradingAmount"] = "long" structDict['DFITCPositionInfoRtnField'] = DFITCPositionInfoRtnField #用户登录返回信息 DFITCUserLoginInfoRtnField = {} DFITCUserLoginInfoRtnField["lRequestID"] = "long" DFITCUserLoginInfoRtnField["accountID"] = "string" DFITCUserLoginInfoRtnField["loginResult"] = "int" DFITCUserLoginInfoRtnField["initLocalOrderID"] = "long" DFITCUserLoginInfoRtnField["sessionID"] = "long" DFITCUserLoginInfoRtnField["nErrorID"] = "int" DFITCUserLoginInfoRtnField["errorMsg"] = "string" DFITCUserLoginInfoRtnField["DCEtime"] = "string" DFITCUserLoginInfoRtnField["SHFETime"] = "string" DFITCUserLoginInfoRtnField["CFFEXTime"] = "string" DFITCUserLoginInfoRtnField["CZCETime"] = "string" DFITCUserLoginInfoRtnField["INETime"] = "string" structDict['DFITCUserLoginInfoRtnField'] = DFITCUserLoginInfoRtnField #用户退出返回信息 DFITCUserLogoutInfoRtnField = {} DFITCUserLogoutInfoRtnField["lRequestID"] = "long" DFITCUserLogoutInfoRtnField["accountID"] = "string" DFITCUserLogoutInfoRtnField["logoutResult"] = "int" DFITCUserLogoutInfoRtnField["nErrorID"] = "int" DFITCUserLogoutInfoRtnField["errorMsg"] = "string" structDict['DFITCUserLogoutInfoRtnField'] = DFITCUserLogoutInfoRtnField #套利合约查询 DFITCAbiInstrumentField = {} DFITCAbiInstrumentField["lRequestID"] = "long" DFITCAbiInstrumentField["accountID"] = "string" DFITCAbiInstrumentField["exchangeID"] = "string" structDict['DFITCAbiInstrumentField'] = DFITCAbiInstrumentField #套利合约返回信息 DFITCAbiInstrumentRtnField = {} DFITCAbiInstrumentRtnField["lRequestID"] = "long" DFITCAbiInstrumentRtnField["exchangeID"] = "string" DFITCAbiInstrumentRtnField["InstrumentID"] = "string" DFITCAbiInstrumentRtnField["instrumentName"] = "string" structDict['DFITCAbiInstrumentRtnField'] = DFITCAbiInstrumentRtnField #指定的合约 DFITCSpecificInstrumentField = {} DFITCSpecificInstrumentField["lRequestID"] = "long" DFITCSpecificInstrumentField["accountID"] = "string" DFITCSpecificInstrumentField["InstrumentID"] = "string" DFITCSpecificInstrumentField["exchangeID"] = "string" DFITCSpecificInstrumentField["instrumentType"] = "int" structDict['DFITCSpecificInstrumentField'] = DFITCSpecificInstrumentField #指定的合约信息 DFITCSpecificInstrumentFieldEX = {} DFITCSpecificInstrumentFieldEX["lRequestID"] = "long" DFITCSpecificInstrumentFieldEX["accountID"] = "string" DFITCSpecificInstrumentFieldEX["FunctionID"] = "string" DFITCSpecificInstrumentFieldEX["InstrumentID"] = "string" DFITCSpecificInstrumentFieldEX["exchangeID"] = "string" DFITCSpecificInstrumentFieldEX["instrumentType"] = "int" structDict['DFITCSpecificInstrumentFieldEX'] = DFITCSpecificInstrumentFieldEX #行情订阅返回信息 DFITCActiveContractField = {} DFITCActiveContractField["lRequestID"] = "long" DFITCActiveContractField["activeContract"] = "string" structDict['DFITCActiveContractField'] = DFITCActiveContractField #交易所合约返回信息 DFITCExchangeInstrumentRtnField = {} DFITCExchangeInstrumentRtnField["lRequestID"] = "long" DFITCExchangeInstrumentRtnField["exchangeID"] = "string" DFITCExchangeInstrumentRtnField["instrumentID"] = "string" DFITCExchangeInstrumentRtnField["VarietyName"] = "string" DFITCExchangeInstrumentRtnField["instrumentType"] = "int" DFITCExchangeInstrumentRtnField["orderTopLimit"] = "long" DFITCExchangeInstrumentRtnField["mktOrderTopLimit"] = "long" DFITCExchangeInstrumentRtnField["contractMultiplier"] = "float" DFITCExchangeInstrumentRtnField["minPriceFluctuation"] = "float" DFITCExchangeInstrumentRtnField["instrumentMaturity"] = "string" DFITCExchangeInstrumentRtnField["upperLimitPrice"] = "float" DFITCExchangeInstrumentRtnField["lowerLimitPrice"] = "float" DFITCExchangeInstrumentRtnField["preClosePrice"] = "float" DFITCExchangeInstrumentRtnField["preSettlementPrice"] = "float" DFITCExchangeInstrumentRtnField["settlementPrice"] = "float" DFITCExchangeInstrumentRtnField["preOpenInterest"] = "long" DFITCExchangeInstrumentRtnField["instrumentPrefix"] = "string" DFITCExchangeInstrumentRtnField["instrumentExpiration"] = "string" DFITCExchangeInstrumentRtnField["underlying"] = "string" DFITCExchangeInstrumentRtnField["optionType"] = "int" DFITCExchangeInstrumentRtnField["strikePrice"] = "float" DFITCExchangeInstrumentRtnField["exchangeRiskDegree"] = "float" DFITCExchangeInstrumentRtnField["minMargin"] = "float" DFITCExchangeInstrumentRtnField["tradeSize"] = "long" structDict['DFITCExchangeInstrumentRtnField'] = DFITCExchangeInstrumentRtnField #委托查询数据结构 DFITCOrderField = {} DFITCOrderField["lRequestID"] = "long" DFITCOrderField["accountID"] = "string" DFITCOrderField["instrumentType"] = "int" DFITCOrderField["customCategory"] = "string" DFITCOrderField["orderStatus"] = "short" DFITCOrderField["orderType"] = "int" DFITCOrderField["spdOrderID"] = "long" DFITCOrderField["localOrderID"] = "long" DFITCOrderField["instrumentID"] = "string" structDict['DFITCOrderField'] = DFITCOrderField #成交查询数据结构 DFITCMatchField = {} DFITCMatchField["lRequestID"] = "long" DFITCMatchField["accountID"] = "string" DFITCMatchField["instrumentType"] = "int" DFITCMatchField["customCategory"] = "string" DFITCMatchField["orderType"] = "int" DFITCMatchField["spdOrderID"] = "long" DFITCMatchField["instrumentID"] = "string" structDict['DFITCMatchField'] = DFITCMatchField #委托查询响应数据结构 DFITCOrderCommRtnField = {} DFITCOrderCommRtnField["lRequestID"] = "long" DFITCOrderCommRtnField["spdOrderID"] = "long" DFITCOrderCommRtnField["orderStatus"] = "short" DFITCOrderCommRtnField["instrumentID"] = "string" DFITCOrderCommRtnField["buySellType"] = "short" DFITCOrderCommRtnField["openClose"] = "int" DFITCOrderCommRtnField["insertPrice"] = "float" DFITCOrderCommRtnField["orderAmount"] = "long" DFITCOrderCommRtnField["matchedPrice"] = "float" DFITCOrderCommRtnField["matchedAmount"] = "long" DFITCOrderCommRtnField["cancelAmount"] = "long" DFITCOrderCommRtnField["insertType"] = "int" DFITCOrderCommRtnField["speculator"] = "int" DFITCOrderCommRtnField["commTime"] = "string" DFITCOrderCommRtnField["submitTime"] = "string" DFITCOrderCommRtnField["clientID"] = "string" DFITCOrderCommRtnField["exchangeID"] = "string" DFITCOrderCommRtnField["operStation"] = "string" DFITCOrderCommRtnField["accountID"] = "string" DFITCOrderCommRtnField["instrumentType"] = "int" DFITCOrderCommRtnField["sessionId"] = "long" DFITCOrderCommRtnField["reservedType2"] = "int" DFITCOrderCommRtnField["OrderSysID"] = "string" DFITCOrderCommRtnField["customCategory"] = "string" DFITCOrderCommRtnField["margin"] = "float" DFITCOrderCommRtnField["fee"] = "float" DFITCOrderCommRtnField["localOrderID"] = "long" DFITCOrderCommRtnField["profitLossPrice"] = "float" DFITCOrderCommRtnField["orderType"] = "int" DFITCOrderCommRtnField["orderProperty"] = "char" structDict['DFITCOrderCommRtnField'] = DFITCOrderCommRtnField #成交查询数据响应 DFITCMatchedRtnField = {} DFITCMatchedRtnField["lRequestID"] = "long" DFITCMatchedRtnField["spdOrderID"] = "long" DFITCMatchedRtnField["accountID"] = "string" DFITCMatchedRtnField["exchangeID"] = "string" DFITCMatchedRtnField["instrumentID"] = "string" DFITCMatchedRtnField["buySellType"] = "short" DFITCMatchedRtnField["openClose"] = "int" DFITCMatchedRtnField["matchedPrice"] = "float" DFITCMatchedRtnField["matchedAmount"] = "long" DFITCMatchedRtnField["matchedMort"] = "float" DFITCMatchedRtnField["speculator"] = "int" DFITCMatchedRtnField["matchedTime"] = "string" DFITCMatchedRtnField["matchedID"] = "string" DFITCMatchedRtnField["localOrderID"] = "long" DFITCMatchedRtnField["clientID"] = "string" DFITCMatchedRtnField["matchType"] = "long" DFITCMatchedRtnField["instrumentType"] = "int" DFITCMatchedRtnField["sessionId"] = "long" DFITCMatchedRtnField["reservedType2"] = "int" DFITCMatchedRtnField["customCategory"] = "string" DFITCMatchedRtnField["fee"] = "float" DFITCMatchedRtnField["orderType"] = "int" DFITCMatchedRtnField["OrderSysID"] = "string" structDict['DFITCMatchedRtnField'] = DFITCMatchedRtnField #返回合约信息数据结构 DFITCInstrumentRtnField = {} DFITCInstrumentRtnField["lRequestID"] = "long" DFITCInstrumentRtnField["instrumentID"] = "string" DFITCInstrumentRtnField["longMarginRatio"] = "float" DFITCInstrumentRtnField["shortMarginRatio"] = "float" DFITCInstrumentRtnField["longMarginRatioByVolume"] = "float" DFITCInstrumentRtnField["shortMarginRatioByVolume"] = "float" DFITCInstrumentRtnField["openFeeVolRatio"] = "float" DFITCInstrumentRtnField["closeFeeVolRatio"] = "float" DFITCInstrumentRtnField["closeTodayFeeVolRatio"] = "float" DFITCInstrumentRtnField["openFeeAmtRatio"] = "float" DFITCInstrumentRtnField["closeFeeAmtRatio"] = "float" DFITCInstrumentRtnField["closeTodayFeeAmtRatio"] = "float" DFITCInstrumentRtnField["orderTopLimit"] = "long" DFITCInstrumentRtnField["contractMultiplier"] = "float" DFITCInstrumentRtnField["minimumPriceChange"] = "float" DFITCInstrumentRtnField["instrumentType"] = "int" DFITCInstrumentRtnField["instrumentMaturity"] = "string" DFITCInstrumentRtnField["computeMode"] = "int" DFITCInstrumentRtnField["atMoneyNorm"] = "float" DFITCInstrumentRtnField["upperLimitPrice"] = "float" DFITCInstrumentRtnField["lowerLimitPrice"] = "float" DFITCInstrumentRtnField["preClosePrice"] = "float" DFITCInstrumentRtnField["preSettlementPrice"] = "float" DFITCInstrumentRtnField["settlementPrice"] = "float" DFITCInstrumentRtnField["preOpenInterest"] = "long" DFITCInstrumentRtnField["optExecRatio"] = "float" DFITCInstrumentRtnField["optExecRatioPerVol"] = "float" structDict['DFITCInstrumentRtnField'] = DFITCInstrumentRtnField #深度行情 DFITCDepthMarketDataField = {} DFITCDepthMarketDataField["tradingDay"] = "string" DFITCDepthMarketDataField["instrumentID"] = "string" DFITCDepthMarketDataField["exchangeID"] = "string" DFITCDepthMarketDataField["exchangeInstID"] = "string" DFITCDepthMarketDataField["lastPrice"] = "float" DFITCDepthMarketDataField["preSettlementPrice"] = "float" DFITCDepthMarketDataField["preClosePrice"] = "float" DFITCDepthMarketDataField["preOpenInterest"] = "long" DFITCDepthMarketDataField["openPrice"] = "float" DFITCDepthMarketDataField["highestPrice"] = "float" DFITCDepthMarketDataField["lowestPrice"] = "float" DFITCDepthMarketDataField["Volume"] = "long" DFITCDepthMarketDataField["turnover"] = "float" DFITCDepthMarketDataField["openInterest"] = "long" DFITCDepthMarketDataField["closePrice"] = "float" DFITCDepthMarketDataField["settlementPrice"] = "float" DFITCDepthMarketDataField["upperLimitPrice"] = "float" DFITCDepthMarketDataField["lowerLimitPrice"] = "float" DFITCDepthMarketDataField["preDelta"] = "float" DFITCDepthMarketDataField["currDelta"] = "float" DFITCDepthMarketDataField["UpdateTime"] = "string" DFITCDepthMarketDataField["UpdateMillisec"] = "int" DFITCDepthMarketDataField["BidPrice1"] = "float" DFITCDepthMarketDataField["BidVolume1"] = "int" DFITCDepthMarketDataField["AskPrice1"] = "float" DFITCDepthMarketDataField["AskVolume1"] = "int" DFITCDepthMarketDataField["BidPrice2"] = "float" DFITCDepthMarketDataField["BidVolume2"] = "int" DFITCDepthMarketDataField["AskPrice2"] = "float" DFITCDepthMarketDataField["AskVolume2"] = "int" DFITCDepthMarketDataField["BidPrice3"] = "float" DFITCDepthMarketDataField["BidVolume3"] = "int" DFITCDepthMarketDataField["AskPrice3"] = "float" DFITCDepthMarketDataField["AskVolume3"] = "int" DFITCDepthMarketDataField["BidPrice4"] = "float" DFITCDepthMarketDataField["BidVolume4"] = "int" DFITCDepthMarketDataField["AskPrice4"] = "float" DFITCDepthMarketDataField["AskVolume4"] = "int" DFITCDepthMarketDataField["BidPrice5"] = "float" DFITCDepthMarketDataField["BidVolume5"] = "int" DFITCDepthMarketDataField["AskPrice5"] = "float" DFITCDepthMarketDataField["AskVolume5"] = "int" DFITCDepthMarketDataField["AveragePrice"] = "float" DFITCDepthMarketDataField["XSpeedTime"] = "string" structDict['DFITCDepthMarketDataField'] = DFITCDepthMarketDataField #********************************期权扩展行情************************************ DFITCMarketDataFieldEx = {} DFITCMarketDataFieldEx["FunctionID"] = "string" DFITCMarketDataFieldEx["tradingDay"] = "string" DFITCMarketDataFieldEx["UpdateTime"] = "string" DFITCMarketDataFieldEx["UpdateMillisec"] = "int" DFITCMarketDataFieldEx["instrumentID"] = "string" DFITCMarketDataFieldEx["ExtMarketData"] = "string" structDict['DFITCMarketDataFieldEx'] = DFITCMarketDataFieldEx #******************************************************************************** DFITCCustomMarketDataField = {} DFITCCustomMarketDataField["instrumentID"] = "string" DFITCCustomMarketDataField["exchangeID"] = "string" DFITCCustomMarketDataField["bidVolume1"] = "int" DFITCCustomMarketDataField["bidPrice1"] = "float" DFITCCustomMarketDataField["askVolume1"] = "int" DFITCCustomMarketDataField["askPrice1"] = "float" DFITCCustomMarketDataField["lastPrice"] = "float" structDict['DFITCCustomMarketDataField'] = DFITCCustomMarketDataField #查询持仓明细 DFITCPositionDetailField = {} DFITCPositionDetailField["lRequestID"] = "long" DFITCPositionDetailField["accountID"] = "string" DFITCPositionDetailField["instrumentID"] = "string" DFITCPositionDetailField["instrumentType"] = "int" structDict['DFITCPositionDetailField'] = DFITCPositionDetailField #查询持仓明细响应 DFITCPositionDetailRtnField = {} DFITCPositionDetailRtnField["lRequestID"] = "long" DFITCPositionDetailRtnField["accountID"] = "string" DFITCPositionDetailRtnField["exchangeID"] = "string" DFITCPositionDetailRtnField["instrumentID"] = "string" DFITCPositionDetailRtnField["buySellType"] = "short" DFITCPositionDetailRtnField["openPrice"] = "float" DFITCPositionDetailRtnField["volume"] = "long" DFITCPositionDetailRtnField["matchID"] = "string" DFITCPositionDetailRtnField["matchedDate"] = "string" DFITCPositionDetailRtnField["datePositionProfitLoss"] = "float" DFITCPositionDetailRtnField["dateCloseProfitLoss"] = "float" DFITCPositionDetailRtnField["floatProfitLoss"] = "float" DFITCPositionDetailRtnField["dMargin"] = "float" DFITCPositionDetailRtnField["speculator"] = "int" DFITCPositionDetailRtnField["clientID"] = "string" DFITCPositionDetailRtnField["preSettlementPrice"] = "float" DFITCPositionDetailRtnField["instrumentType"] = "int" DFITCPositionDetailRtnField["spdOrderID"] = "long" DFITCPositionDetailRtnField["customCategory"] = "string" DFITCPositionDetailRtnField["closeOrderVol"] = "long" DFITCPositionDetailRtnField["closeMatchVol"] = "long" DFITCPositionDetailRtnField["positionDateType"] = "int" structDict['DFITCPositionDetailRtnField'] = DFITCPositionDetailRtnField #用户事件通知信息 DFITCTradingNoticeInfoField = {} DFITCTradingNoticeInfoField["accountID"] = "string" DFITCTradingNoticeInfoField["SendTime"] = "string" DFITCTradingNoticeInfoField["FieldContent"] = "string" DFITCTradingNoticeInfoField["noticeType"] = "short" structDict['DFITCTradingNoticeInfoField'] = DFITCTradingNoticeInfoField #合约交易状态通知信息 DFITCInstrumentStatusField = {} DFITCInstrumentStatusField["ExchangeID"] = "string" DFITCInstrumentStatusField["InstrumentID"] = "string" DFITCInstrumentStatusField["InstrumentStatus"] = "int" DFITCInstrumentStatusField["TradingSegmentSN"] = "int" DFITCInstrumentStatusField["EnterTime"] = "string" DFITCInstrumentStatusField["EnterReason"] = "short" structDict['DFITCInstrumentStatusField'] = DFITCInstrumentStatusField #用户密码修改 DFITCResetPwdField = {} DFITCResetPwdField["lRequestID"] = "long" DFITCResetPwdField["accountID"] = "string" DFITCResetPwdField["oldpasswd"] = "string" DFITCResetPwdField["newpasswd"] = "string" structDict['DFITCResetPwdField'] = DFITCResetPwdField #用户密码修改返回信息 DFITCResetPwdRspField = {} DFITCResetPwdRspField["lRequestID"] = "long" DFITCResetPwdRspField["accountID"] = "string" DFITCResetPwdRspField["execState"] = "int" structDict['DFITCResetPwdRspField'] = DFITCResetPwdRspField #账单确认 DFITCBillConfirmField = {} DFITCBillConfirmField["lRequestID"] = "long" DFITCBillConfirmField["accountID"] = "string" DFITCBillConfirmField["date"] = "string" DFITCBillConfirmField["confirmFlag"] = "int" structDict['DFITCBillConfirmField'] = DFITCBillConfirmField #账单确认响应 DFITCBillConfirmRspField = {} DFITCBillConfirmRspField["lRequestID"] = "long" DFITCBillConfirmRspField["accountID"] = "string" DFITCBillConfirmRspField["execState"] = "int" structDict['DFITCBillConfirmRspField'] = DFITCBillConfirmRspField #交易编码查询 DFITCQryTradeCodeField = {} DFITCQryTradeCodeField["lRequestID"] = "long" DFITCQryTradeCodeField["accountID"] = "string" structDict['DFITCQryTradeCodeField'] = DFITCQryTradeCodeField #交易编码查询响应 DFITCQryTradeCodeRtnField = {} DFITCQryTradeCodeRtnField["lRequestID"] = "long" DFITCQryTradeCodeRtnField["accountID"] = "string" DFITCQryTradeCodeRtnField["exchangeCode"] = "string" DFITCQryTradeCodeRtnField["clientID"] = "string" DFITCQryTradeCodeRtnField["clientStatus"] = "int" DFITCQryTradeCodeRtnField["clientIDType"] = "int" structDict['DFITCQryTradeCodeRtnField'] = DFITCQryTradeCodeRtnField #浮盈浮亏是否计算到权益中 DFITCEquityComputModeRtnField = {} DFITCEquityComputModeRtnField["capConMode"] = "long" DFITCEquityComputModeRtnField["priceNote"] = "int" structDict['DFITCEquityComputModeRtnField'] = DFITCEquityComputModeRtnField #查询账单 DFITCQryBillField = {} DFITCQryBillField["lRequestID"] = "long" DFITCQryBillField["accountID"] = "string" DFITCQryBillField["date"] = "string" structDict['DFITCQryBillField'] = DFITCQryBillField #查询账单响应 DFITCQryBillRtnField = {} DFITCQryBillRtnField["lRequestID"] = "long" DFITCQryBillRtnField["accountID"] = "string" DFITCQryBillRtnField["message"] = "string" structDict['DFITCQryBillRtnField'] = DFITCQryBillRtnField #厂商ID确认请求 DFITCProductField = {} DFITCProductField["productID"] = "string" DFITCProductField["vendorID"] = "string" structDict['DFITCProductField'] = DFITCProductField #厂商ID确认响应 DFITCProductRtnField = {} DFITCProductRtnField["productID"] = "string" DFITCProductRtnField["vendorID"] = "string" DFITCProductRtnField["productOnlineCount"] = "long" DFITCProductRtnField["brokerInfoName"] = "string" DFITCProductRtnField["frontID"] = "int" structDict['DFITCProductRtnField'] = DFITCProductRtnField #查询交易日请求 DFITCTradingDayField = {} DFITCTradingDayField["lRequestID"] = "long" structDict['DFITCTradingDayField'] = DFITCTradingDayField #交易日请求响应 DFITCTradingDayRtnField = {} DFITCTradingDayRtnField["lRequestID"] = "long" DFITCTradingDayRtnField["date"] = "string" structDict['DFITCTradingDayRtnField'] = DFITCTradingDayRtnField #询价通知订阅请求 DFITCQuoteSubscribeField = {} DFITCQuoteSubscribeField["lRequestID"] = "long" DFITCQuoteSubscribeField["accountID"] = "string" DFITCQuoteSubscribeField["exchangeID"] = "string" structDict['DFITCQuoteSubscribeField'] = DFITCQuoteSubscribeField #询价通知订阅响应 DFITCQuoteSubscribeRspField = {} DFITCQuoteSubscribeRspField["lRequestID"] = "long" DFITCQuoteSubscribeRspField["subscribeFlag"] = "int" DFITCQuoteSubscribeRspField["exchangeID"] = "string" structDict['DFITCQuoteSubscribeRspField'] = DFITCQuoteSubscribeRspField #询价通知退订请求 DFITCQuoteUnSubscribeField = {} DFITCQuoteUnSubscribeField["lRequestID"] = "long" DFITCQuoteUnSubscribeField["accountID"] = "string" DFITCQuoteUnSubscribeField["exchangeID"] = "string" structDict['DFITCQuoteUnSubscribeField'] = DFITCQuoteUnSubscribeField #询价通知退订响应 DFITCQuoteUnSubscribeRspField = {} DFITCQuoteUnSubscribeRspField["lRequestID"] = "long" DFITCQuoteUnSubscribeRspField["subscribeFlag"] = "int" DFITCQuoteUnSubscribeRspField["exchangeID"] = "string" structDict['DFITCQuoteUnSubscribeRspField'] = DFITCQuoteUnSubscribeRspField #询价通知订阅回报 DFITCQuoteSubscribeRtnField = {} DFITCQuoteSubscribeRtnField["quoteID"] = "string" DFITCQuoteSubscribeRtnField["exchangeID"] = "string" DFITCQuoteSubscribeRtnField["instrumentID"] = "string" DFITCQuoteSubscribeRtnField["source"] = "short" DFITCQuoteSubscribeRtnField["quoteTime"] = "string" structDict['DFITCQuoteSubscribeRtnField'] = DFITCQuoteSubscribeRtnField #询价通知查询请求 DFITCQryQuoteNoticeField = {} DFITCQryQuoteNoticeField["accountID"] = "string" DFITCQryQuoteNoticeField["lRequestID"] = "long" DFITCQryQuoteNoticeField["exchangeID"] = "string" DFITCQryQuoteNoticeField["instrumentID"] = "string" structDict['DFITCQryQuoteNoticeField'] = DFITCQryQuoteNoticeField #询价通知查询响应 DFITCQryQuoteNoticeRtnField = {} DFITCQryQuoteNoticeRtnField["lRequestID"] = "long" DFITCQryQuoteNoticeRtnField["quoteID"] = "string" DFITCQryQuoteNoticeRtnField["exchangeID"] = "string" DFITCQryQuoteNoticeRtnField["instrumentID"] = "string" DFITCQryQuoteNoticeRtnField["source"] = "short" DFITCQryQuoteNoticeRtnField["quoteTime"] = "string" structDict['DFITCQryQuoteNoticeRtnField'] = DFITCQryQuoteNoticeRtnField #做市商报单请求 DFITCQuoteInsertField = {} DFITCQuoteInsertField["accountID"] = "string" DFITCQuoteInsertField["lRequestID"] = "long" DFITCQuoteInsertField["localOrderID"] = "long" DFITCQuoteInsertField["insertType"] = "int" DFITCQuoteInsertField["instrumentID"] = "string" DFITCQuoteInsertField["quoteID"] = "string" DFITCQuoteInsertField["instrumentType"] = "int" DFITCQuoteInsertField["bOrderAmount"] = "long" DFITCQuoteInsertField["sOrderAmount"] = "long" DFITCQuoteInsertField["bInsertPrice"] = "float" DFITCQuoteInsertField["sInsertPrice"] = "float" DFITCQuoteInsertField["bOpenCloseType"] = "int" DFITCQuoteInsertField["sOpenCloseType"] = "int" DFITCQuoteInsertField["bSpeculator"] = "int" DFITCQuoteInsertField["sSpeculator"] = "int" DFITCQuoteInsertField["stayTime"] = "int" DFITCQuoteInsertField["customCategory"] = "string" structDict['DFITCQuoteInsertField'] = DFITCQuoteInsertField #做市商报单响应 DFITCQuoteRspField = {} DFITCQuoteRspField["localOrderID"] = "long" DFITCQuoteRspField["spdOrderID"] = "long" DFITCQuoteRspField["lRequestID"] = "long" DFITCQuoteRspField["fee"] = "float" DFITCQuoteRspField["margin"] = "float" DFITCQuoteRspField["orderTime"] = "string" DFITCQuoteRspField["orderStatus"] = "short" DFITCQuoteRspField["customCategory"] = "string" DFITCQuoteRspField["instrumentID"] = "string" DFITCQuoteRspField["accountID"] = "string" DFITCQuoteRspField["quoteID"] = "string" DFITCQuoteRspField["sessionID"] = "long" DFITCQuoteRspField["clientID"] = "string" structDict['DFITCQuoteRspField'] = DFITCQuoteRspField #做市商报单回报 DFITCQuoteRtnField = {} DFITCQuoteRtnField["exchangeID"] = "string" DFITCQuoteRtnField["clientID"] = "string" DFITCQuoteRtnField["orderSysID"] = "string" DFITCQuoteRtnField["instrumentID"] = "string" DFITCQuoteRtnField["localOrderID"] = "long" DFITCQuoteRtnField["seatCode"] = "string" DFITCQuoteRtnField["bOpenCloseType"] = "int" DFITCQuoteRtnField["sOpenCloseType"] = "int" DFITCQuoteRtnField["speculator"] = "int" DFITCQuoteRtnField["bOrderAmount"] = "long" DFITCQuoteRtnField["sOrderAmount"] = "long" DFITCQuoteRtnField["bInsertPrice"] = "float" DFITCQuoteRtnField["sInsertPrice"] = "float" DFITCQuoteRtnField["spdOrderID"] = "long" DFITCQuoteRtnField["accountID"] = "string" DFITCQuoteRtnField["instrumentType"] = "int" DFITCQuoteRtnField["suspendTime"] = "string" DFITCQuoteRtnField["entrusTeller"] = "string" DFITCQuoteRtnField["orderStatus"] = "short" DFITCQuoteRtnField["sessionID"] = "long" DFITCQuoteRtnField["quoteID"] = "string" DFITCQuoteRtnField["errorMsg"] = "string" DFITCQuoteRtnField["customCategory"] = "string" structDict['DFITCQuoteRtnField'] = DFITCQuoteRtnField #做市商撤单回报 DFITCQuoteCanceledRtnField = {} DFITCQuoteCanceledRtnField["exchangeID"] = "string" DFITCQuoteCanceledRtnField["clientID"] = "string" DFITCQuoteCanceledRtnField["orderSysID"] = "string" DFITCQuoteCanceledRtnField["instrumentID"] = "string" DFITCQuoteCanceledRtnField["localOrderID"] = "long" DFITCQuoteCanceledRtnField["seatCode"] = "string" DFITCQuoteCanceledRtnField["bOpenCloseType"] = "int" DFITCQuoteCanceledRtnField["sOpenCloseType"] = "int" DFITCQuoteCanceledRtnField["speculator"] = "int" DFITCQuoteCanceledRtnField["spdOrderID"] = "long" DFITCQuoteCanceledRtnField["accountID"] = "string" DFITCQuoteCanceledRtnField["entrusTeller"] = "string" DFITCQuoteCanceledRtnField["orderStatus"] = "short" DFITCQuoteCanceledRtnField["cancelAmount"] = "long" DFITCQuoteCanceledRtnField["fee"] = "float" DFITCQuoteCanceledRtnField["margin"] = "float" DFITCQuoteCanceledRtnField["sessionID"] = "long" DFITCQuoteCanceledRtnField["buySellType"] = "short" DFITCQuoteCanceledRtnField["quoteID"] = "string" DFITCQuoteCanceledRtnField["canceledTime"] = "string" DFITCQuoteCanceledRtnField["customCategory"] = "string" structDict['DFITCQuoteCanceledRtnField'] = DFITCQuoteCanceledRtnField #做市商成交回报 DFITCQuoteMatchRtnField = {} DFITCQuoteMatchRtnField["exchangeID"] = "string" DFITCQuoteMatchRtnField["clientID"] = "string" DFITCQuoteMatchRtnField["instrumentID"] = "string" DFITCQuoteMatchRtnField["seatCode"] = "string" DFITCQuoteMatchRtnField["localOrderID"] = "long" DFITCQuoteMatchRtnField["openCloseType"] = "int" DFITCQuoteMatchRtnField["speculator"] = "int" DFITCQuoteMatchRtnField["spdOrderID"] = "long" DFITCQuoteMatchRtnField["OrderSysID"] = "string" DFITCQuoteMatchRtnField["matchID"] = "string" DFITCQuoteMatchRtnField["matchedAmount"] = "long" DFITCQuoteMatchRtnField["matchedPrice"] = "float" DFITCQuoteMatchRtnField["accountID"] = "string" DFITCQuoteMatchRtnField["turnover"] = "float" DFITCQuoteMatchRtnField["entrusTeller"] = "string" DFITCQuoteMatchRtnField["matchedTime"] = "string" DFITCQuoteMatchRtnField["fee"] = "float" DFITCQuoteMatchRtnField["insertPrice"] = "float" DFITCQuoteMatchRtnField["orderAmount"] = "long" DFITCQuoteMatchRtnField["orderStatus"] = "short" DFITCQuoteMatchRtnField["margin"] = "float" DFITCQuoteMatchRtnField["buySellType"] = "short" DFITCQuoteMatchRtnField["closeTodayAmount"] = "long" DFITCQuoteMatchRtnField["closePrice"] = "float" DFITCQuoteMatchRtnField["closeTodayPrice"] = "float" DFITCQuoteMatchRtnField["adjustmentInfo"] = "string" DFITCQuoteMatchRtnField["frozenCapita"] = "float" DFITCQuoteMatchRtnField["dateCloseProfitLoss"] = "float" DFITCQuoteMatchRtnField["instrumentType"] = "int" DFITCQuoteMatchRtnField["sessionID"] = "long" DFITCQuoteMatchRtnField["largeMarginDirect"] = "string" DFITCQuoteMatchRtnField["quoteID"] = "string" DFITCQuoteMatchRtnField["customCategory"] = "string" structDict['DFITCQuoteMatchRtnField'] = DFITCQuoteMatchRtnField #批量撤单请求 DFITCCancelAllOrderField = {} DFITCCancelAllOrderField["lRequestID"] = "long" DFITCCancelAllOrderField["accountID"] = "string" DFITCCancelAllOrderField["exchangeID"] = "string" structDict['DFITCCancelAllOrderField'] = DFITCCancelAllOrderField #批量撤单响应 DFITCCancelAllOrderRspField = {} DFITCCancelAllOrderRspField["lRequestID"] = "long" DFITCCancelAllOrderRspField["accountID"] = "string" DFITCCancelAllOrderRspField["orderStatus"] = "short" structDict['DFITCCancelAllOrderRspField'] = DFITCCancelAllOrderRspField #询价请求 DFITCForQuoteField = {} DFITCForQuoteField["lRequestID"] = "long" DFITCForQuoteField["accountID"] = "string" DFITCForQuoteField["instrumentID"] = "string" structDict['DFITCForQuoteField'] = DFITCForQuoteField #询价请求响应 DFITCForQuoteRspField = {} DFITCForQuoteRspField["lRequestID"] = "long" DFITCForQuoteRspField["spdOrderID"] = "long" DFITCForQuoteRspField["commTime"] = "string" structDict['DFITCForQuoteRspField'] = DFITCForQuoteRspField #询价回报 DFITCForQuoteRtnField = {} DFITCForQuoteRtnField["spdOrderID"] = "long" DFITCForQuoteRtnField["sessionID"] = "long" DFITCForQuoteRtnField["instrumentID"] = "string" DFITCForQuoteRtnField["exchangeID"] = "string" DFITCForQuoteRtnField["accountID"] = "string" DFITCForQuoteRtnField["orderStatus"] = "short" structDict['DFITCForQuoteRtnField'] = DFITCForQuoteRtnField #做市商报价委托查询 DFITCQuoteOrderField = {} DFITCQuoteOrderField["lRequestID"] = "long" DFITCQuoteOrderField["exchangeID"] = "string" DFITCQuoteOrderField["accountID"] = "string" DFITCQuoteOrderField["instrumentID"] = "string" DFITCQuoteOrderField["localOrderID"] = "long" DFITCQuoteOrderField["spdOrderID"] = "long" DFITCQuoteOrderField["orderStatus"] = "short" structDict['DFITCQuoteOrderField'] = DFITCQuoteOrderField #做市商报价查询响应 DFITCQuoteOrderRtnField = {} DFITCQuoteOrderRtnField["lRequestID"] = "long" DFITCQuoteOrderRtnField["spdOrderID"] = "long" DFITCQuoteOrderRtnField["orderStatus"] = "short" DFITCQuoteOrderRtnField["instrumentID"] = "string" DFITCQuoteOrderRtnField["margin"] = "float" DFITCQuoteOrderRtnField["fee"] = "float" DFITCQuoteOrderRtnField["localOrderID"] = "long" DFITCQuoteOrderRtnField["accountID"] = "string" DFITCQuoteOrderRtnField["commTime"] = "string" DFITCQuoteOrderRtnField["submitTime"] = "string" DFITCQuoteOrderRtnField["exchangeID"] = "string" DFITCQuoteOrderRtnField["bOrderAmount"] = "long" DFITCQuoteOrderRtnField["bMatchedAmount"] = "long" DFITCQuoteOrderRtnField["bCancelAmount"] = "long" DFITCQuoteOrderRtnField["bInsertPrice"] = "float" DFITCQuoteOrderRtnField["bMatchedPrice"] = "float" DFITCQuoteOrderRtnField["bOpenCloseType"] = "int" DFITCQuoteOrderRtnField["sOrderAmount"] = "long" DFITCQuoteOrderRtnField["sMatchedAmount"] = "long" DFITCQuoteOrderRtnField["sCancelAmount"] = "long" DFITCQuoteOrderRtnField["sInsertPrice"] = "float" DFITCQuoteOrderRtnField["sMatchedPrice"] = "float" DFITCQuoteOrderRtnField["sOpenCloseType"] = "int" DFITCQuoteOrderRtnField["operStation"] = "string" DFITCQuoteOrderRtnField["sessionID"] = "long" DFITCQuoteOrderRtnField["quoteID"] = "string" DFITCQuoteOrderRtnField["customCategory"] = "string" structDict['DFITCQuoteOrderRtnField'] = DFITCQuoteOrderRtnField #查询转账银行 DFITCQryTransferBankField = {} DFITCQryTransferBankField["accountID"] = "string" DFITCQryTransferBankField["bankID"] = "string" DFITCQryTransferBankField["lRequestID"] = "long" structDict['DFITCQryTransferBankField'] = DFITCQryTransferBankField #转帐银行响应 DFITCTransferBankRspField = {} DFITCTransferBankRspField["accountID"] = "string" DFITCTransferBankRspField["bankID"] = "string" DFITCTransferBankRspField["bankAccount"] = "string" DFITCTransferBankRspField["currency"] = "string" DFITCTransferBankRspField["registDate"] = "string" DFITCTransferBankRspField["lRequestID"] = "long" structDict['DFITCTransferBankRspField'] = DFITCTransferBankRspField #查询转账流水 DFITCQryTransferSerialField = {} DFITCQryTransferSerialField["accountID"] = "string" DFITCQryTransferSerialField["bankID"] = "string" DFITCQryTransferSerialField["bankAccount"] = "string" DFITCQryTransferSerialField["lRequestID"] = "long" structDict['DFITCQryTransferSerialField'] = DFITCQryTransferSerialField #转账流水响应 DFITCTransferSerialRspField = {} DFITCTransferSerialRspField["accountID"] = "string" DFITCTransferSerialRspField["bankID"] = "string" DFITCTransferSerialRspField["bankAccount"] = "string" DFITCTransferSerialRspField["currency"] = "string" DFITCTransferSerialRspField["applyNum"] = "int" DFITCTransferSerialRspField["type"] = "int" DFITCTransferSerialRspField["tradeAmount"] = "float" DFITCTransferSerialRspField["curFutAccountFund"] = "float" DFITCTransferSerialRspField["bankSerialNum"] = "int" DFITCTransferSerialRspField["reqTransferTime"] = "string" DFITCTransferSerialRspField["dealTransferTime"] = "string" DFITCTransferSerialRspField["procResult"] = "int" DFITCTransferSerialRspField["lRequestID"] = "long" structDict['DFITCTransferSerialRspField'] = DFITCTransferSerialRspField #资金转账请求信息 DFITCReqTransferField = {} DFITCReqTransferField["bankID"] = "string" DFITCReqTransferField["bankAccount"] = "string" DFITCReqTransferField["bankPassword"] = "string" DFITCReqTransferField["accountID"] = "string" DFITCReqTransferField["password"] = "string" DFITCReqTransferField["currency"] = "string" DFITCReqTransferField["tradeAmount"] = "float" DFITCReqTransferField["lRequestID"] = "long" structDict['DFITCReqTransferField'] = DFITCReqTransferField #资金转账响应信息 DFITCTransferRspField = {} DFITCTransferRspField["bankID"] = "string" DFITCTransferRspField["bankAccount"] = "string" DFITCTransferRspField["accountID"] = "string" DFITCTransferRspField["tradeAmount"] = "float" DFITCTransferRspField["applyNumber"] = "int" DFITCTransferRspField["lRequestID"] = "long" structDict['DFITCTransferRspField'] = DFITCTransferRspField #资金转账通知信息 DFITCTransferRtnField = {} DFITCTransferRtnField["accountID"] = "string" DFITCTransferRtnField["bankID"] = "string" DFITCTransferRtnField["bankAccount"] = "string" DFITCTransferRtnField["type"] = "int" DFITCTransferRtnField["tradeAmount"] = "float" DFITCTransferRtnField["bankSerialNum"] = "int" DFITCTransferRtnField["applyNumber"] = "int" DFITCTransferRtnField["sessionID"] = "long" structDict['DFITCTransferRtnField'] = DFITCTransferRtnField #银行或主席发起出金冲正通知 DFITCRepealRtnField = {} DFITCRepealRtnField["accountID"] = "string" DFITCRepealRtnField["bankID"] = "string" DFITCRepealRtnField["bankAccount"] = "string" DFITCRepealRtnField["type"] = "int" DFITCRepealRtnField["tradeAmount"] = "float" DFITCRepealRtnField["bankSerialNum"] = "int" DFITCRepealRtnField["repealSerial"] = "int" structDict['DFITCRepealRtnField'] = DFITCRepealRtnField #交易状态查询请求 DFITCQryExchangeStatusField = {} DFITCQryExchangeStatusField["lRequestID"] = "long" DFITCQryExchangeStatusField["exchangeID"] = "string" structDict['DFITCQryExchangeStatusField'] = DFITCQryExchangeStatusField #交易所状态查询响应 DFITCExchangeStatusRspField = {} DFITCExchangeStatusRspField["lRequestID"] = "long" DFITCExchangeStatusRspField["exchangeStatus"] = "int" DFITCExchangeStatusRspField["exchangeID"] = "string" structDict['DFITCExchangeStatusRspField'] = DFITCExchangeStatusRspField #交易所状态通知 DFITCExchangeStatusRtnField = {} DFITCExchangeStatusRtnField["exchangeID"] = "string" DFITCExchangeStatusRtnField["instrumentID"] = "string" DFITCExchangeStatusRtnField["exchangeStatus"] = "int" structDict['DFITCExchangeStatusRtnField'] = DFITCExchangeStatusRtnField #行情查询请求 DFITCQryDepthMarketDataField = {} DFITCQryDepthMarketDataField["lRequestID"] = "long" DFITCQryDepthMarketDataField["instrumentID"] = "string" DFITCQryDepthMarketDataField["exchangeID"] = "string" structDict['DFITCQryDepthMarketDataField'] = DFITCQryDepthMarketDataField #查询询价请求 DFITCQryForQuoteField = {} DFITCQryForQuoteField["lRequestID"] = "long" DFITCQryForQuoteField["accountID"] = "string" DFITCQryForQuoteField["instrumentID"] = "string" DFITCQryForQuoteField["exchangeID"] = "string" structDict['DFITCQryForQuoteField'] = DFITCQryForQuoteField #查询询价响应 DFITCQryForQuoteRtnField = {} DFITCQryForQuoteRtnField["lRequestID"] = "long" DFITCQryForQuoteRtnField["accountID"] = "string" DFITCQryForQuoteRtnField["spdOrderID"] = "long" DFITCQryForQuoteRtnField["instrumentID"] = "string" DFITCQryForQuoteRtnField["exchangeID"] = "string" DFITCQryForQuoteRtnField["SuspendTime"] = "string" DFITCQryForQuoteRtnField["orderStatus"] = "short" structDict['DFITCQryForQuoteRtnField'] = DFITCQryForQuoteRtnField