348 lines
13 KiB
Python
348 lines
13 KiB
Python
# 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
|
|
|
|
|
|
|