# encoding: UTF-8 # 方向常量 DIRECTION_NONE = u'none' DIRECTION_LONG = u'long' DIRECTION_SHORT = u'short' DIRECTION_UNKNOWN = u'unknown' DIRECTION_NET = u'net' DIRECTION_SELL = u'sell' # IB接口 # 开平常量 OFFSET_NONE = u'none' OFFSET_OPEN = u'open' OFFSET_CLOSE = u'close' OFFSET_FORCECLOSE = u'force close' OFFSET_CLOSETODAY = u'close today' OFFSET_CLOSEYESTERDAY = u'close yesterday' OFFSET_FORCECOFF = u'force off' OFFSET_LOCALFORCECLOSE = u'local force close' OFFSET_UNKNOWN = u'unknown' # 状态常量 STATUS_NOTTRADED = u'pending' STATUS_PARTTRADED = u'partial filled' STATUS_ALLTRADED = u'filled' STATUS_CANCELLED = u'cancelled' STATUS_REJECTED = u'rejected' STATUS_UNKNOWN = u'unknown' # 合约类型常量 PRODUCT_EQUITY = u'equity' PRODUCT_FUTURES = u'futures' PRODUCT_OPTION = u'option' PRODUCT_INDEX = u'index' PRODUCT_COMBINATION = u'combination' PRODUCT_FOREX = u'forex' PRODUCT_UNKNOWN = u'unknown' PRODUCT_SPOT = u'spot' PRODUCT_DEFER = u'defer' PRODUCT_NONE = 'none' # 价格类型常量 PRICETYPE_LIMITPRICE = u'limit order' PRICETYPE_MARKETPRICE = u'market order' PRICETYPE_FAK = u'FAK' PRICETYPE_FOK = u'FOK' # 期权类型 OPTION_CALL = u'call' OPTION_PUT = u'put' # 交易所类型 EXCHANGE_SSE = 'SSE' # 上交所 EXCHANGE_SZSE = 'SZSE' # 深交所 EXCHANGE_CFFEX = 'CFFEX' # 中金所 EXCHANGE_SHFE = 'SHFE' # 上期所 EXCHANGE_CZCE = 'CZCE' # 郑商所 EXCHANGE_DCE = 'DCE' # 大商所 EXCHANGE_SGE = 'SGE' # 上金所 EXCHANGE_INE = 'INE' # 国际能源交易中心 EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所 EXCHANGE_NONE = '' # 空交易所 EXCHANGE_HKEX = 'HKEX' # 港交所 EXCHANGE_HKFE = 'HKFE' # 香港期货交易所 EXCHANGE_SMART = 'SMART' # IB智能路由(股票、期权) EXCHANGE_NYMEX = 'NYMEX' # IB 期货 EXCHANGE_GLOBEX = 'GLOBEX' # CME电子交易平台 EXCHANGE_IDEALPRO = 'IDEALPRO' # IB外汇ECN EXCHANGE_CME = 'CME' # CME交易所 EXCHANGE_ICE = 'ICE' # ICE交易所 EXCHANGE_OANDA = 'OANDA' # OANDA外汇做市商 EXCHANGE_OKCOIN = 'OKCOIN' # OKCOIN比特币交易所 EXCHANGE_HUOBI = 'HUOBI' # 火币比特币交易所 EXCHANGE_LHANG = 'LHANG' # 链行比特币交易所 # 货币类型 CURRENCY_USD = 'USD' # 美元 CURRENCY_CNY = 'CNY' # 人民币 CURRENCY_HKD = 'HKD' # 港币 CURRENCY_UNKNOWN = 'UNKNOWN' # 未知货币 CURRENCY_NONE = '' # 空货币 # 数据库 LOG_DB_NAME = 'VnTrader_Log_Db' # 接口类型 GATEWAYTYPE_EQUITY = 'equity' # 股票、ETF、债券 GATEWAYTYPE_FUTURES = 'futures' # 期货、期权、贵金属 GATEWAYTYPE_INTERNATIONAL = 'international' # 外盘 GATEWAYTYPE_BTC = 'btc' # 比特币 GATEWAYTYPE_DATA = 'data' # 数据(非交易)