1227 lines
68 KiB
C
1227 lines
68 KiB
C
/**
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* 版权所有(C)2012-2016, 大连飞创信息技术有限公司
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* 文件名称:DFITCApiStruct.h
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* 文件说明:定义接口所需的数据接口
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* 当前版本:1.0.14.91
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* 作者:XSpeed项目组
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* 发布日期:2015年5月6日
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*/
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#ifndef DFITCAPISTRUCT_H_
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#define DFITCAPISTRUCT_H_
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#include "DFITCApiDataType.h"
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#define APISTRUCT
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///心跳包
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struct APISTRUCT DFITCTimeOutField
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{
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DFITCRequestIDType lRequestID; //请求ID
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};
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///请求报单数据类型(基本报单)
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struct APISTRUCT DFITCInsertOrderField
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{
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DFITCAccountIDType accountID; //资金账户
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DFITCLocalOrderIDType localOrderID; //本地委托号, 由API使用者维护,在同一个会话中不能重复
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DFITCInstrumentIDType instrumentID; //合约代码, 支持目前国内4个期货交易所的所有合约,包括大商所/郑商所的套利合约
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DFITCPriceType insertPrice; //报单价格, 当报单类型为市价时,该字段不起作用
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DFITCAmountType orderAmount; //报单数量
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DFITCBuySellTypeType buySellType; //买卖标志
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DFITCOpenCloseTypeType openCloseType; //开平标志
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DFITCSpeculatorType speculator; //投保类型, 支持投机、套利、套保
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DFITCInsertType insertType; //自动单类别(默认为普通订单)
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DFITCOrderTypeType orderType; //报单类型, 支持限价 、市价;上期所合约不支持市价,均按限价进行处理
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DFITCOrderPropertyType orderProperty; //报单附加属性, 支持None、FAK、FOK
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DFITCInstrumentTypeType instrumentType; //合约类型, 可选值:期货、期权
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DFITCAmountType minMatchAmount; //最小成交量
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DFITCReservedType reservedType2; //预留字段2
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DFITCRequestIDType lRequestID; //请求ID
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DFITCCustomCategoryType customCategory; //自定义类别
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DFITCPriceType profitLossPrice; //止盈止损价格
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};
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///撤单数据类型
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struct APISTRUCT DFITCCancelOrderField
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{
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DFITCAccountIDType accountID; //资金账户ID
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DFITCSPDOrderIDType spdOrderID; //柜台委托号
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DFITCLocalOrderIDType localOrderID; //本地委托号
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DFITCInstrumentIDType instrumentID; //合约代码
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DFITCRequestIDType lRequestID; //请求ID
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};
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///委托响应类型
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struct APISTRUCT DFITCOrderRspDataRtnField
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{
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DFITCLocalOrderIDType localOrderID; //本地委托号
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DFITCSPDOrderIDType spdOrderID; //柜台委托号
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DFITCOrderAnswerStatusType orderStatus; //委托状态
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DFITCRequestIDType lRequestID; //请求ID
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DFITCPriceType fee; //手续费,该字段仅供下单时使用
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DFITCPriceType margin; //冻结保证金,该字段仅供下单时使用
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DFITCCustomCategoryType customCategory; //自定义类别
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DFITCAccountIDType accountID; //资金账户ID
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DFITCInstrumentIDType instrumentID; //合约代码
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DFITCSessionIDType sessionID; //会话ID
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DFITCExchangeIDType exchangeID; //交易所
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DFITCBuySellTypeType buySellType; //买卖
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DFITCOpenCloseTypeType openCloseType; //开平
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DFITCInstrumentTypeType instrumentType; //合约类型
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DFITCSpeculatorType speculator; //投资类别
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DFITCPriceType insertPrice; //委托价
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DFITCPriceType profitLossPrice; //止盈止损价格
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DFITCAmountType minMatchAmount; //最小成交量
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DFITCAmountType orderAmount; //委托数量
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DFITCInsertType insertType; //自动单类别
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DFITCOrderTypeType orderType; //订单类型
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DFITCOrderPropertyType orderProperty; //订单属性
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DFITCClientIDType clientID; //交易编码
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};
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///查询资金数据类型
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struct APISTRUCT DFITCCapitalField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCAccountIDType accountID; //资金账户ID
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};
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///查询持仓数据类型
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struct APISTRUCT DFITCPositionField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCAccountIDType accountID; //资金账户ID
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DFITCInstrumentIDType instrumentID; //合约代码
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DFITCInstrumentTypeType instrumentType; //合约类型
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};
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///交易所合约
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struct APISTRUCT DFITCExchangeInstrumentField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCAccountIDType accountID; //资金账户ID
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DFITCExchangeIDType exchangeID; //交易所编码
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DFITCInstrumentTypeType instrumentType; //合约类型
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};
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///用户登录数据类型
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struct APISTRUCT DFITCUserLoginField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCAccountIDType accountID; //资金账户ID
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DFITCPasswdType passwd; //密码
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DFITCCompanyIDType companyID; //厂商ID
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};
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///用户退出类型
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struct APISTRUCT DFITCUserLogoutField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCAccountIDType accountID; //资金帐号ID
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DFITCSessionIDType sessionID; //会话ID
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};
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///委托回报
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struct APISTRUCT DFITCOrderRtnField
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{
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DFITCLocalOrderIDType localOrderID; //本地委托号
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DFITCSPDOrderIDType spdOrderID; //柜台委托号
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DFITCOrderSysIDType OrderSysID; //报单编号
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DFITCOrderAnswerStatusType orderStatus; //委托状态
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DFITCSessionIDType sessionID; //会话ID
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DFITCDateType SuspendTime; //挂起时间
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DFITCInstrumentIDType instrumentID; //合约代码
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DFITCExchangeIDType exchangeID; //交易所
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DFITCBuySellTypeType buySellType; //买卖
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DFITCOpenCloseTypeType openCloseType; //开平
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DFITCInstrumentTypeType instrumentType; //合约类型
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DFITCSpeculatorType speculator; //投资类别
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DFITCPriceType insertPrice; //委托价
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DFITCPriceType profitLossPrice; //止盈止损价格
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DFITCAccountIDType accountID; //资金账号
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DFITCAmountType cancelAmount; //撤单数量
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DFITCAmountType orderAmount; //委托数量
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DFITCInsertType insertType; //自动单类别
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DFITCOrderTypeType orderType; //报单类型
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DFITCSPDOrderIDType extSpdOrderID; //算法单编号
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DFITCReservedType reservedType2; //预留字段2
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DFITCCustomCategoryType customCategory; //自定义类别
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DFITCOrderPropertyType orderProperty; //订单属性
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DFITCAmountType minMatchAmount; //最小成交量
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DFITCClientIDType clientID; //交易编码
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DFITCErrorMsgInfoType statusMsg; //状态信息
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};
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///成交回报
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struct APISTRUCT DFITCMatchRtnField
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{
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DFITCLocalOrderIDType localOrderID; //本地委托号
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DFITCOrderSysIDType OrderSysID; //报单编号(交易所报单编号)
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DFITCMatchIDType matchID; //成交编号
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DFITCInstrumentIDType instrumentID; //合约代码
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DFITCBuySellTypeType buySellType; //买卖
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DFITCOpenCloseTypeType openCloseType; //开平标志
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DFITCPriceType matchedPrice; //成交价格
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DFITCAmountType orderAmount; //委托数量
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DFITCAmountType matchedAmount; //成交数量
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DFITCDateType matchedTime; //成交时间
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DFITCPriceType insertPrice; //报价
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DFITCSPDOrderIDType spdOrderID; //柜台委托号
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DFITCMatchType matchType; //成交类型
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DFITCSpeculatorType speculator; //投保
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DFITCExchangeIDType exchangeID; //交易所ID
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DFITCFeeType fee; //手续费
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DFITCSessionIDType sessionID; //会话标识
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DFITCInstrumentTypeType instrumentType; //合约类型
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DFITCAccountIDType accountID; //资金账号
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DFITCOrderAnswerStatusType orderStatus; //申报结果
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DFITCPriceType margin; //开仓为保证金,平仓为解冻保证金
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DFITCPriceType frozenCapita; //成交解冻委托冻结的资金
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DFITCAdjustmentInfoType adjustmentInfo; //组合或对锁的保证金调整信息,格式:[合约代码,买卖标志,投资类别,调整金额;]
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DFITCCustomCategoryType customCategory; //自定义类别
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DFITCPriceType turnover; //成交金额
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DFITCOrderTypeType orderType; //报单类型
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DFITCInsertType insertType; //自动单类别
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DFITCClientIDType clientID; //交易编码
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};
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///撤单回报
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struct APISTRUCT DFITCOrderCanceledRtnField
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{
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DFITCLocalOrderIDType localOrderID; //本地委托号
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DFITCOrderSysIDType OrderSysID; //报单编号
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DFITCInstrumentIDType instrumentID; //合约代码
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DFITCPriceType insertPrice; //报单价格
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DFITCBuySellTypeType buySellType; //买卖类型
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DFITCOpenCloseTypeType openCloseType; //开平标志
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DFITCAmountType cancelAmount; //撤单数量
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DFITCSPDOrderIDType spdOrderID; //柜台委托号
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DFITCSpeculatorType speculator; //投保
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DFITCExchangeIDType exchangeID; //交易所ID
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DFITCDateType canceledTime; //撤单时间
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DFITCSessionIDType sessionID; //会话标识
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DFITCOrderAnswerStatusType orderStatus; //申报结果
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DFITCInstrumentTypeType instrumentType; //合约类型
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DFITCAccountIDType accountID; //资金账号
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DFITCAmountType orderAmount; //委托数量
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DFITCPriceType margin; //保证金
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DFITCPriceType fee; //手续费
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DFITCCustomCategoryType customCategory; //自定义类别
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DFITCPriceType profitLossPrice; //止盈止损价格
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DFITCAmountType minMatchAmount; //最小成交量
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DFITCInsertType insertType; //自动单类别
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DFITCClientIDType clientID; //交易编码
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DFITCErrorMsgInfoType statusMsg; //状态信息
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DFITCOrderPropertyType orderProperty; //报单附加属性
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};
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///错误信息
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struct APISTRUCT DFITCErrorRtnField
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{
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DFITCRequestIDType requestID; //请求ID
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DFITCSessionIDType sessionID; //会话标识
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DFITCAccountIDType accountID; //资金账号
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DFITCErrorIDType nErrorID; //错误ID
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DFITCSPDOrderIDType spdOrderID; //柜台委托号
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DFITCLocalOrderIDType localOrderID; //本地委托号
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DFITCErrorMsgInfoType errorMsg; //错误信息
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DFITCInstrumentIDType instrumentID; //合约代码
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};
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///返回资金信息
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struct APISTRUCT DFITCCapitalInfoRtnField
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{
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DFITCRequestIDType requestID; //请求ID
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DFITCAccountIDType accountID; //资金帐号
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DFITCEquityType preEquity; //上日权益
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DFITCEquityType todayEquity; //当日客户权益
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DFITCProfitLossType closeProfitLoss; //平仓盈亏
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DFITCProfitLossType positionProfitLoss; //持仓盈亏
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DFITCProfitLossType frozenMargin; //冻结资金
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DFITCProfitLossType margin; //持仓保证金
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DFITCProfitLossType fee; //当日手续费
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DFITCProfitLossType available; //可用资金
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DFITCProfitLossType withdraw; //可取资金
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DFITCRiskDegreeType riskDegree; //风险度
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DFITCPremiumType todayPremiumIncome; //本日权利金收入
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DFITCPremiumType todayPremiumPay; //本日权利金付出
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DFITCPremiumType yesterdayPremium; //昨权利金收付
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DFITCMarketValueType optMarketValue; //期权市值
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DFITCProfitLossType floatProfitLoss; //浮动盈亏
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DFITCProfitLossType totFundOut; //总出金
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DFITCProfitLossType totFundIn; //总入金
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};
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///返回持仓信息
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struct APISTRUCT DFITCPositionInfoRtnField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCAccountIDType accountID; //资金帐号ID
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DFITCExchangeIDType exchangeID; //交易所代码
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DFITCInstrumentIDType instrumentID; //合约号
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DFITCBuySellTypeType buySellType; //买卖
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DFITCPriceType openAvgPrice; //开仓均价
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DFITCPriceType positionAvgPrice; //持仓均价
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DFITCAmountType positionAmount; //持仓量
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DFITCAmountType totalAvaiAmount; //总可用
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DFITCAmountType todayAvaiAmount; //今可用
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DFITCAmountType lastAvaiAmount; //昨可用
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DFITCAmountType todayAmount; //今仓
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DFITCAmountType lastAmount; //昨仓
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DFITCAmountType tradingAmount; //平今挂单量
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DFITCProfitLossType datePositionProfitLoss; //盯市持仓盈亏
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DFITCProfitLossType dateCloseProfitLoss; //盯市平仓盈亏
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DFITCProfitLossType dPremium; //权利金
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DFITCProfitLossType floatProfitLoss; //浮动盈亏
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DFITCProfitLossType dMargin; //占用保证金
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DFITCSpeculatorType speculator; //投保类别
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DFITCClientIDType clientID; //交易编码
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DFITCPriceType preSettlementPrice; //昨结算价
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DFITCInstrumentTypeType instrumentType; //合约类型
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DFITCAmountType yesterdayTradingAmount; //平昨挂单量
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};
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///用户登录返回信息
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struct APISTRUCT DFITCUserLoginInfoRtnField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCAccountIDType accountID; //资金帐号ID
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DFITCAccountLoginResultType loginResult; //登录结果
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DFITCLocalOrderIDType initLocalOrderID; //初始本地委托号
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DFITCSessionIDType sessionID; //sessionID(会话ID)
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DFITCErrorIDType nErrorID; //错误ID
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DFITCErrorMsgInfoType errorMsg; //错误信息
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DFITCTimeType DCEtime; //大商所时间
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DFITCTimeType SHFETime; //上期所时间
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DFITCTimeType CFFEXTime; //中金所时间
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DFITCTimeType CZCETime; //郑商所时间
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DFITCTimeType INETime; //上能所时间
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};
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///用户退出返回信息
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struct APISTRUCT DFITCUserLogoutInfoRtnField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCAccountIDType accountID; //资金账户ID
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DFITCAccountLogoutResultType logoutResult; //退出结果
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DFITCErrorIDType nErrorID; //错误ID
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DFITCErrorMsgInfoType errorMsg; //错误信息
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};
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///套利合约查询
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struct APISTRUCT DFITCAbiInstrumentField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCAccountIDType accountID; //资金账户ID
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DFITCExchangeIDType exchangeID; //交易所代码
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};
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///套利合约返回信息
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struct APISTRUCT DFITCAbiInstrumentRtnField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCExchangeIDType exchangeID; //交易所编码
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DFITCInstrumentIDType InstrumentID; //合约代码
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DFITCInstrumentNameType instrumentName; //合约名称
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};
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///指定的合约
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struct APISTRUCT DFITCSpecificInstrumentField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCAccountIDType accountID; //资金账户ID
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DFITCInstrumentIDType InstrumentID; //合约代码
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DFITCExchangeIDType exchangeID; //交易所ID
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DFITCInstrumentTypeType instrumentType; //合约类型
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};
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//****************期权扩展行情合约回报定义*************************
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///指定的合约信息
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struct APISTRUCT DFITCSpecificInstrumentFieldEX
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCAccountIDType accountID; //资金账户ID
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DFITCFunctionIDType FunctionID; //功能ID
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DFITCInstrumentIDType InstrumentID; //合约代码
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DFITCExchangeIDType exchangeID; //交易所ID
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DFITCInstrumentTypeType instrumentType; //合约类型
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};
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//*****************************************
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///行情订阅返回信息
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struct APISTRUCT DFITCActiveContractField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCActiveContractType activeContract; //有效合约
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};
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///交易所合约返回信息
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struct APISTRUCT DFITCExchangeInstrumentRtnField
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{
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DFITCRequestIDType lRequestID; //请求ID
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DFITCExchangeIDType exchangeID; //交易所编码
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DFITCInstrumentIDType instrumentID; //合约代码
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DFITCVarietyNameType VarietyName; //品种名称
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DFITCInstrumentTypeType instrumentType; //合约类型
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DFITCAmountType orderTopLimit; //限价委托上限
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DFITCAmountType mktOrderTopLimit; //市价委托上限
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DFITCPriceType contractMultiplier; //合约乘数
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DFITCPriceType minPriceFluctuation; //最小变动价位
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DFITCInstrumentMaturityType instrumentMaturity; //合约最后交易日
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DFITCPriceType upperLimitPrice; //涨停板价
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DFITCPriceType lowerLimitPrice; //跌停板价
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DFITCPriceType preClosePrice; //昨收盘
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DFITCPriceType preSettlementPrice; //昨结算价
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DFITCPriceType settlementPrice; //结算价
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DFITCAmountType preOpenInterest; //昨持仓量
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DFITCInstrumentPrefixType instrumentPrefix; //合约前缀
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DFITCInstrumenExpirationDateType instrumentExpiration; //合约到期日
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DFITCInstrumentIDType underlying; //期权对应的标的合约代码
|
||
DFITCOptionTypeType optionType; //期权类型
|
||
DFITCPriceType strikePrice; //执行价格
|
||
DFITCRiskDegreeType exchangeRiskDegree; //交易所期权最低保障风险系数
|
||
DFITCPriceType minMargin; //单位(手)期权合约最小保证金
|
||
DFITCAmountType tradeSize; //期权开仓单位
|
||
};
|
||
|
||
|
||
///委托查询数据结构
|
||
struct APISTRUCT DFITCOrderField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户ID
|
||
DFITCInstrumentTypeType instrumentType; //合约类型
|
||
DFITCCustomCategoryType customCategory; //自定义类别
|
||
DFITCOrderAnswerStatusType orderStatus; //委托状态
|
||
DFITCOrderTypeType orderType; //报单类型
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCLocalOrderIDType localOrderID; //本地委托号
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
};
|
||
|
||
|
||
///成交查询数据结构
|
||
struct APISTRUCT DFITCMatchField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户ID
|
||
DFITCInstrumentTypeType instrumentType; //合约类型
|
||
DFITCCustomCategoryType customCategory; //自定义类别
|
||
DFITCOrderTypeType orderType; //报单类型
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
};
|
||
|
||
|
||
///委托查询响应数据结构
|
||
struct APISTRUCT DFITCOrderCommRtnField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCOrderAnswerStatusType orderStatus; //委托状态
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCBuySellTypeType buySellType; //买卖
|
||
DFITCOpenCloseTypeType openClose; //开平标志
|
||
DFITCPriceType insertPrice; //委托价
|
||
DFITCAmountType orderAmount; //委托数量
|
||
DFITCPriceType matchedPrice; //成交价格
|
||
DFITCAmountType matchedAmount; //成交数量
|
||
DFITCAmountType cancelAmount; //撤单数量
|
||
DFITCInsertType insertType; //自动单类别
|
||
DFITCSpeculatorType speculator; //投保
|
||
DFITCDateType commTime; //委托时间
|
||
DFITCDateType submitTime; //申报时间
|
||
DFITCClientIDType clientID; //交易编码
|
||
DFITCExchangeIDType exchangeID; //交易所ID
|
||
DFITCFrontAddrType operStation; //委托地址
|
||
DFITCAccountIDType accountID; //客户号
|
||
DFITCInstrumentTypeType instrumentType; //合约类型
|
||
DFITCSessionIDType sessionId; //会话ID
|
||
DFITCReservedType reservedType2; //预留字段2
|
||
DFITCOrderSysIDType OrderSysID; //报单编号
|
||
DFITCCustomCategoryType customCategory; //自定义类别
|
||
DFITCPriceType margin; //保证金
|
||
DFITCPriceType fee; //手续费
|
||
DFITCLocalOrderIDType localOrderID; //本地委托号
|
||
DFITCPriceType profitLossPrice; //止损止盈价
|
||
DFITCOrderTypeType orderType; //报单类别
|
||
DFITCOrderPropertyType orderProperty; //订单属性
|
||
};
|
||
|
||
|
||
///成交查询数据响应
|
||
struct APISTRUCT DFITCMatchedRtnField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCExchangeIDType exchangeID; //交易所ID
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCBuySellTypeType buySellType; //买卖
|
||
DFITCOpenCloseTypeType openClose; //开平
|
||
DFITCPriceType matchedPrice; //成交价格
|
||
DFITCAmountType matchedAmount; //成交数量
|
||
DFITCPriceType matchedMort; //成交金额
|
||
DFITCSpeculatorType speculator; //投保类别
|
||
DFITCDateType matchedTime; //成交时间
|
||
DFITCMatchIDType matchedID; //成交编号
|
||
DFITCLocalOrderIDType localOrderID; //本地委托号
|
||
DFITCClientIDType clientID; //交易编码
|
||
DFITCMatchType matchType; //成交类型
|
||
DFITCInstrumentTypeType instrumentType; //合约类型
|
||
DFITCSessionIDType sessionId; //会话ID
|
||
DFITCReservedType reservedType2; //预留字段2
|
||
DFITCCustomCategoryType customCategory; //自定义类别
|
||
DFITCPriceType fee; //手续费
|
||
DFITCOrderTypeType orderType; //报单类型
|
||
DFITCOrderSysIDType OrderSysID; //报单编号
|
||
};
|
||
|
||
|
||
///返回合约信息数据结构
|
||
struct APISTRUCT DFITCInstrumentRtnField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求编号
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCRatioType longMarginRatio; //多头保证金率
|
||
DFITCRatioType shortMarginRatio; //空头保证金率
|
||
DFITCPriceType longMarginRatioByVolume; //多头保证金费(定额)
|
||
DFITCPriceType shortMarginRatioByVolume; //空头保证金费(定额)
|
||
DFITCRatioType openFeeVolRatio; //开仓手续费 按手数计算
|
||
DFITCRatioType closeFeeVolRatio; //平仓手续费 按手数计算
|
||
DFITCRatioType closeTodayFeeVolRatio; //平今手续费 按手数计算
|
||
DFITCRatioType openFeeAmtRatio; //开仓手续费率 按金额计算
|
||
DFITCRatioType closeFeeAmtRatio; //平仓手续费率 按金额计算
|
||
DFITCRatioType closeTodayFeeAmtRatio; //平今手续费率 按金额计算
|
||
DFITCAmountType orderTopLimit; //限价委托上限
|
||
DFITCPriceType contractMultiplier; //合约乘数
|
||
DFITCPriceType minimumPriceChange; //最小变动价位
|
||
DFITCInstrumentTypeType instrumentType; //合约类型
|
||
DFITCInstrumentMaturityType instrumentMaturity; //合约最后交易日
|
||
DFITCComputeModeType computeMode; //计算方式
|
||
DFITCPriceType atMoneyNorm; //平值按定额
|
||
DFITCPriceType upperLimitPrice; //涨停板价
|
||
DFITCPriceType lowerLimitPrice; //跌停板价
|
||
DFITCPriceType preClosePrice; //昨收盘
|
||
DFITCPriceType preSettlementPrice; //昨结算价
|
||
DFITCPriceType settlementPrice; //结算价
|
||
DFITCAmountType preOpenInterest; //昨持仓量
|
||
DFITCRatioType optExecRatio; //期权:行权按比例 期货:交割按比例
|
||
DFITCRatioType optExecRatioPerVol; //期权:行权按定额 期货:交割按定额
|
||
};
|
||
|
||
|
||
///深度行情
|
||
struct APISTRUCT DFITCDepthMarketDataField
|
||
{
|
||
DFITCDateType tradingDay; //交易日
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCExchangeIDType exchangeID; //交易所代码
|
||
DFITCInstrumentIDType exchangeInstID; //合约在交易所的代码
|
||
DFITCPriceType lastPrice; //最新价
|
||
DFITCPriceType preSettlementPrice; //上次结算价
|
||
DFITCPriceType preClosePrice; //昨收盘
|
||
DFITCAmountType preOpenInterest; //昨持仓量
|
||
DFITCPriceType openPrice; //今开盘
|
||
DFITCPriceType highestPrice; //最高价
|
||
DFITCPriceType lowestPrice; //最低价
|
||
DFITCAmountType Volume; //成交数量
|
||
DFITCPriceType turnover; //成交金额
|
||
DFITCAmountType openInterest; //持仓量
|
||
DFITCPriceType closePrice; //今收盘
|
||
DFITCPriceType settlementPrice; //本次结算价
|
||
DFITCPriceType upperLimitPrice; //涨停板价
|
||
DFITCPriceType lowerLimitPrice; //跌停板价
|
||
DFITCDeltaType preDelta; //昨虚实度
|
||
DFITCDeltaType currDelta; //今虚实度
|
||
DFITCDateType UpdateTime; //最后修改时间
|
||
DFITCMilliSecType UpdateMillisec; //最后修改毫秒
|
||
DFITCPriceType BidPrice1; //申买价一
|
||
DFITCVolumeType BidVolume1; //申买量一
|
||
DFITCPriceType AskPrice1; //申卖价一
|
||
DFITCVolumeType AskVolume1; //申卖量一
|
||
DFITCPriceType BidPrice2; //申买价二
|
||
DFITCVolumeType BidVolume2; //申买量二
|
||
DFITCPriceType AskPrice2; //申卖价二
|
||
DFITCVolumeType AskVolume2; //申卖量二
|
||
DFITCPriceType BidPrice3; //申买价三
|
||
DFITCVolumeType BidVolume3; //申买量三
|
||
DFITCPriceType AskPrice3; //申卖价三
|
||
DFITCVolumeType AskVolume3; //申卖量三
|
||
DFITCPriceType BidPrice4; //申买价四
|
||
DFITCVolumeType BidVolume4; //申买量四
|
||
DFITCPriceType AskPrice4; //申卖价四
|
||
DFITCVolumeType AskVolume4; //申卖量四
|
||
DFITCPriceType BidPrice5; //申买价五
|
||
DFITCVolumeType BidVolume5; //申买量五
|
||
DFITCPriceType AskPrice5; //申卖价五
|
||
DFITCVolumeType AskVolume5; //申卖量五
|
||
DFITCPriceType AveragePrice; //当日均价
|
||
DFITCDateType XSpeedTime; //柜台系统时间
|
||
};
|
||
|
||
///********************************期权扩展行情************************************
|
||
|
||
|
||
struct APISTRUCT DFITCMarketDataFieldEx
|
||
{
|
||
DFITCFunctionIDType FunctionID; //功能号
|
||
DFITCDateType tradingDay; //日期 2014-04-01
|
||
DFITCDateType UpdateTime; //时间 11:01:29
|
||
DFITCMilliSecType UpdateMillisec; //毫秒 000
|
||
DFITCInstrumentIDType instrumentID; //期权合约编号
|
||
DFITCExtMarketDataType ExtMarketData; //扩展行情数据
|
||
};
|
||
///********************************************************************************
|
||
|
||
|
||
//自定义组合行情
|
||
struct APISTRUCT DFITCCustomMarketDataField
|
||
{
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
DFITCVolumeType bidVolume1; //买一量
|
||
DFITCPriceType bidPrice1; //买一价(挂价价差)
|
||
DFITCVolumeType askVolume1; //卖一量
|
||
DFITCPriceType askPrice1; //卖一价(对价价差)
|
||
DFITCPriceType lastPrice; //最新价价差
|
||
};
|
||
|
||
///查询持仓明细
|
||
struct APISTRUCT DFITCPositionDetailField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户ID
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCInstrumentTypeType instrumentType; //合约类型
|
||
};
|
||
|
||
|
||
///查询持仓明细响应
|
||
struct APISTRUCT DFITCPositionDetailRtnField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金帐号ID
|
||
DFITCExchangeIDType exchangeID; //交易所代码
|
||
DFITCInstrumentIDType instrumentID; //合约号
|
||
DFITCBuySellTypeType buySellType; //买卖
|
||
DFITCPriceType openPrice; //开仓价
|
||
DFITCAmountType volume; //手数
|
||
DFITCMatchIDType matchID; //成交编号
|
||
DFITCDateType matchedDate; //成交日期
|
||
DFITCProfitLossType datePositionProfitLoss; //盯市持仓盈亏
|
||
DFITCProfitLossType dateCloseProfitLoss; //盯市平仓盈亏
|
||
DFITCProfitLossType floatProfitLoss; //浮动盈亏
|
||
DFITCProfitLossType dMargin; //占用保证金
|
||
DFITCSpeculatorType speculator; //投保类别
|
||
DFITCClientIDType clientID; //交易编码
|
||
DFITCPriceType preSettlementPrice; //昨结算价
|
||
DFITCInstrumentTypeType instrumentType; //合约类型
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCCustomCategoryType customCategory; //自定义类别
|
||
DFITCAmountType closeOrderVol; //平仓委托数量
|
||
DFITCAmountType closeMatchVol; //平仓成交数量
|
||
DFITCPositionDateType positionDateType; //持仓日期类型
|
||
};
|
||
|
||
|
||
///用户事件通知信息
|
||
struct APISTRUCT DFITCTradingNoticeInfoField
|
||
{
|
||
DFITCAccountIDType accountID; //资金帐号ID
|
||
DFITCTimeType SendTime; //发送时间
|
||
DFITCContentType FieldContent; //消息正文
|
||
DFITCNoticeType noticeType; //消息类型
|
||
};
|
||
|
||
|
||
///合约交易状态通知信息
|
||
struct APISTRUCT DFITCInstrumentStatusField
|
||
{
|
||
DFITCExchangeIDType ExchangeID; //交易所代码
|
||
DFITCInstrumentIDType InstrumentID; //合约代码
|
||
DFITCInstrumentStatusType InstrumentStatus; //合约交易状态
|
||
DFITCTradingSegmentSNType TradingSegmentSN; //交易阶段编号
|
||
DFITCTimeType EnterTime; //进入本状态时间
|
||
DFITCInstStatusEnterReasonType EnterReason; //进入本状态原因
|
||
};
|
||
|
||
|
||
///用户密码修改
|
||
struct APISTRUCT DFITCResetPwdField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金帐号ID
|
||
DFITCPasswdType oldpasswd; //旧密码
|
||
DFITCPasswdType newpasswd; //新密码
|
||
};
|
||
|
||
|
||
///用户密码修改返回信息
|
||
struct APISTRUCT DFITCResetPwdRspField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户ID
|
||
DFITCExecStateType execState; //状态标志
|
||
};
|
||
|
||
|
||
///账单确认
|
||
struct APISTRUCT DFITCBillConfirmField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金帐号ID
|
||
DFITCDateType date; //确认日期 格式:yyyy.mm.dd
|
||
DFITCConfirmMarkType confirmFlag; //确认标志
|
||
};
|
||
|
||
|
||
///账单确认响应
|
||
struct APISTRUCT DFITCBillConfirmRspField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户ID
|
||
DFITCExecStateType execState; //状态标志
|
||
};
|
||
|
||
|
||
///交易编码查询
|
||
struct APISTRUCT DFITCQryTradeCodeField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户ID
|
||
};
|
||
|
||
|
||
///交易编码查询响应
|
||
struct APISTRUCT DFITCQryTradeCodeRtnField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户
|
||
DFITCExchangeIDType exchangeCode; //交易所编码
|
||
DFITCClientIDType clientID; //交易编码
|
||
DFITCClientStatusType clientStatus; //交易编码状态
|
||
DFITCSpeculatorType clientIDType; //交易编码类型
|
||
};
|
||
|
||
|
||
///浮盈浮亏是否计算到权益中
|
||
struct APISTRUCT DFITCEquityComputModeRtnField
|
||
{
|
||
DFITCCapControlModeType capConMode; //资金控制方式,该方式需要用户按位判断,可能为多种组合
|
||
DFITCPriceNoteType priceNote; //标的期货价格说明
|
||
};
|
||
|
||
|
||
///查询账单
|
||
struct APISTRUCT DFITCQryBillField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户
|
||
DFITCDateType date; //查询日期 格式:yyyy.mm.dd
|
||
};
|
||
|
||
|
||
///查询账单响应
|
||
struct APISTRUCT DFITCQryBillRtnField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户
|
||
DFITCMsgInfoType message; //返回信息
|
||
};
|
||
|
||
|
||
///厂商ID确认请求
|
||
struct APISTRUCT DFITCProductField
|
||
{
|
||
DFITCProductIDType productID; //产品编号
|
||
DFITCSoftwareVendorIDType vendorID; //软件供应商编号
|
||
};
|
||
|
||
|
||
///厂商ID确认响应
|
||
struct APISTRUCT DFITCProductRtnField
|
||
{
|
||
DFITCProductIDType productID; //产品编号
|
||
DFITCSoftwareVendorIDType vendorID; //软件供应商
|
||
DFITCProductOnlineCountType productOnlineCount; //产品在线数量
|
||
DFITCBrokerInfoType brokerInfoName; //期货公司名称
|
||
DFITCFrontIDType frontID; //前置机ID
|
||
};
|
||
|
||
///查询交易日请求
|
||
struct APISTRUCT DFITCTradingDayField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
};
|
||
|
||
|
||
///交易日请求响应
|
||
struct APISTRUCT DFITCTradingDayRtnField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCDateType date; //交易日
|
||
};
|
||
|
||
|
||
///询价通知订阅请求
|
||
struct APISTRUCT DFITCQuoteSubscribeField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
};
|
||
|
||
///询价通知订阅响应
|
||
struct APISTRUCT DFITCQuoteSubscribeRspField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCExecStateType subscribeFlag; //订阅状态
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
};
|
||
|
||
///询价通知退订请求
|
||
struct APISTRUCT DFITCQuoteUnSubscribeField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
};
|
||
|
||
///询价通知退订响应
|
||
struct APISTRUCT DFITCQuoteUnSubscribeRspField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCExecStateType subscribeFlag; //退订状态
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
};
|
||
|
||
///询价通知订阅回报
|
||
struct APISTRUCT DFITCQuoteSubscribeRtnField
|
||
{
|
||
DFITCQuoteIDType quoteID; //询价编号
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCSourceType source; //来源
|
||
DFITCDateType quoteTime; //询价时间
|
||
};
|
||
|
||
///询价通知查询请求
|
||
struct APISTRUCT DFITCQryQuoteNoticeField
|
||
{
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
};
|
||
|
||
///询价通知查询响应
|
||
struct APISTRUCT DFITCQryQuoteNoticeRtnField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCQuoteIDType quoteID; //询价编号
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCSourceType source; //来源
|
||
DFITCDateType quoteTime; //询价时间
|
||
};
|
||
|
||
///做市商报单请求
|
||
struct APISTRUCT DFITCQuoteInsertField
|
||
{
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCLocalOrderIDType localOrderID; //本地委托号
|
||
DFITCInsertType insertType; //自动单类别
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCQuoteIDType quoteID; //询价编号
|
||
DFITCInstrumentTypeType instrumentType; //合约类型
|
||
DFITCAmountType bOrderAmount; //报单数量(买)
|
||
DFITCAmountType sOrderAmount; //报单数量(卖)
|
||
DFITCPriceType bInsertPrice; //委托价格(买)
|
||
DFITCPriceType sInsertPrice; //委托价格(卖)
|
||
DFITCOpenCloseTypeType bOpenCloseType; //开平标志(买)
|
||
DFITCOpenCloseTypeType sOpenCloseType; //开平标志(卖)
|
||
DFITCSpeculatorType bSpeculator; //投资类别(买)
|
||
DFITCSpeculatorType sSpeculator; //投资类别(卖)
|
||
DFITCStayTimeType stayTime; //停留时间,仅支持郑州。其它情况可设置为0
|
||
DFITCCustomCategoryType customCategory; //自定义类别
|
||
};
|
||
|
||
|
||
|
||
///做市商报单响应
|
||
struct APISTRUCT DFITCQuoteRspField
|
||
{
|
||
DFITCLocalOrderIDType localOrderID; //本地委托号
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCPriceType fee; //手续费(仅报价使用)
|
||
DFITCPriceType margin; //保证金(仅报价使用)
|
||
DFITCDateType orderTime; //委托时间(仅报价使用)
|
||
DFITCOrderAnswerStatusType orderStatus; //委托状态
|
||
DFITCCustomCategoryType customCategory; //自定义类别
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCQuoteIDType quoteID; //询价编号
|
||
DFITCSessionIDType sessionID; //会话ID
|
||
DFITCClientIDType clientID; //交易编码
|
||
};
|
||
|
||
|
||
///做市商报单回报
|
||
struct APISTRUCT DFITCQuoteRtnField
|
||
{
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
DFITCClientIDType clientID; //交易编码
|
||
DFITCOrderSysIDType orderSysID; //报单编号
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCLocalOrderIDType localOrderID; //本地委托号
|
||
DFITCSeatCodeType seatCode; //席位代码
|
||
DFITCOpenCloseTypeType bOpenCloseType; //开平标志(买)
|
||
DFITCOpenCloseTypeType sOpenCloseType; //开平标志(卖)
|
||
DFITCSpeculatorType speculator; //投资类别
|
||
DFITCAmountType bOrderAmount; //委托数量(买)
|
||
DFITCAmountType sOrderAmount; //委托数量(卖)
|
||
DFITCPriceType bInsertPrice; //委托价 (买)
|
||
DFITCPriceType sInsertPrice; //委托价 (卖)
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCInstrumentTypeType instrumentType; //合约类型
|
||
DFITCDateType suspendTime; //挂单时间
|
||
DFITCEntrusTellerType entrusTeller; //委托柜员
|
||
DFITCOrderAnswerStatusType orderStatus; //委托状态
|
||
DFITCSessionIDType sessionID; //会话ID
|
||
DFITCQuoteIDType quoteID; //询价编号
|
||
DFITCErrorMsgInfoType errorMsg; //错误信息
|
||
DFITCCustomCategoryType customCategory; //自定义类别
|
||
};
|
||
|
||
|
||
|
||
///做市商撤单回报
|
||
struct APISTRUCT DFITCQuoteCanceledRtnField
|
||
{
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
DFITCClientIDType clientID; //交易编码
|
||
DFITCOrderSysIDType orderSysID; //报单编号
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCLocalOrderIDType localOrderID; //本地委托号
|
||
DFITCSeatCodeType seatCode; //席位代码
|
||
DFITCOpenCloseTypeType bOpenCloseType; //开平标志(买)
|
||
DFITCOpenCloseTypeType sOpenCloseType; //开平标志(卖)
|
||
DFITCSpeculatorType speculator; //投资类别
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCEntrusTellerType entrusTeller; //委托柜员
|
||
DFITCOrderAnswerStatusType orderStatus; //委托状态
|
||
DFITCAmountType cancelAmount; //撤单数量
|
||
DFITCPriceType fee; //解冻手续费
|
||
DFITCPriceType margin; //解冻保证金
|
||
DFITCSessionIDType sessionID; //会话ID
|
||
DFITCBuySellTypeType buySellType; //买卖标志
|
||
DFITCQuoteIDType quoteID; //询价编号
|
||
DFITCDateType canceledTime; //撤单时间
|
||
DFITCCustomCategoryType customCategory; //自定义类别
|
||
};
|
||
|
||
|
||
|
||
///做市商成交回报
|
||
struct APISTRUCT DFITCQuoteMatchRtnField
|
||
{
|
||
DFITCExchangeIDType exchangeID; //交易所ID
|
||
DFITCClientIDType clientID; //交易编码
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCSeatCodeType seatCode; //席位代码
|
||
DFITCLocalOrderIDType localOrderID; //本地委托号
|
||
DFITCOpenCloseTypeType openCloseType; //开平标志
|
||
DFITCSpeculatorType speculator; //投资类别
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCOrderSysIDType OrderSysID; //报单编号(交易所报单编号)
|
||
DFITCMatchIDType matchID; //成交编号
|
||
DFITCAmountType matchedAmount; //成交数量
|
||
DFITCPriceType matchedPrice; //成交价格
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCPriceType turnover; //成交金额
|
||
DFITCEntrusTellerType entrusTeller; //委托柜员
|
||
DFITCDateType matchedTime; //成交时间
|
||
DFITCFeeType fee; //手续费
|
||
DFITCPriceType insertPrice; //委托价格
|
||
DFITCAmountType orderAmount; //委托数量
|
||
DFITCOrderAnswerStatusType orderStatus; //申报结果
|
||
DFITCPriceType margin; //开仓为保证金,平仓为解冻保证金
|
||
DFITCBuySellTypeType buySellType; //买卖
|
||
DFITCAmountType closeTodayAmount; //平今数量
|
||
DFITCPriceType closePrice; //平仓金额
|
||
DFITCPriceType closeTodayPrice; //平今金额
|
||
DFITCAdjustmentInfoType adjustmentInfo; //组合或对锁的保证金调整信息,格式:[合约代码,买卖标志,投资类别,调整金额;]
|
||
DFITCPriceType frozenCapita; //成交解冻委托冻结的资金
|
||
DFITCProfitLossType dateCloseProfitLoss; //盯市平仓盈亏
|
||
DFITCInstrumentTypeType instrumentType; //合约类型
|
||
DFITCSessionIDType sessionID; //会话标识
|
||
DFITCLargeMarginDirectType largeMarginDirect; //大边保证金方向
|
||
DFITCQuoteIDType quoteID; //询价编号
|
||
DFITCCustomCategoryType customCategory; //自定义类别
|
||
};
|
||
|
||
|
||
///批量撤单请求
|
||
struct APISTRUCT DFITCCancelAllOrderField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户ID
|
||
DFITCExchangeIDType exchangeID; //交易所编码(目前只支持大商所)
|
||
};
|
||
|
||
///批量撤单响应
|
||
struct APISTRUCT DFITCCancelAllOrderRspField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户ID
|
||
DFITCOrderAnswerStatusType orderStatus; //委托状态
|
||
};
|
||
|
||
///询价请求
|
||
struct APISTRUCT DFITCForQuoteField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户ID
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
};
|
||
|
||
///询价请求响应
|
||
struct APISTRUCT DFITCForQuoteRspField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCDateType commTime; //委托时间
|
||
};
|
||
|
||
///询价回报
|
||
struct APISTRUCT DFITCForQuoteRtnField
|
||
{
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCSessionIDType sessionID; //会话ID
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCOrderAnswerStatusType orderStatus; //委托状态
|
||
};
|
||
|
||
///做市商报价委托查询
|
||
struct APISTRUCT DFITCQuoteOrderField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
DFITCAccountIDType accountID; //资金账户
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCLocalOrderIDType localOrderID; //本地委托号
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCOrderAnswerStatusType orderStatus; //委托状态
|
||
};
|
||
|
||
///做市商报价查询响应
|
||
struct APISTRUCT DFITCQuoteOrderRtnField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCOrderAnswerStatusType orderStatus; //委托状态
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCPriceType margin; //保证金
|
||
DFITCPriceType fee; //手续费
|
||
DFITCLocalOrderIDType localOrderID; //本地委托号
|
||
DFITCAccountIDType accountID; //客户号
|
||
DFITCDateType commTime; //委托时间
|
||
DFITCDateType submitTime; //申报时间
|
||
DFITCExchangeIDType exchangeID; //交易所ID
|
||
DFITCAmountType bOrderAmount; //委托数量(买)
|
||
DFITCAmountType bMatchedAmount; //成交数量(买)
|
||
DFITCAmountType bCancelAmount; //撤单数量(买)
|
||
DFITCPriceType bInsertPrice; //委托价格(买)
|
||
DFITCPriceType bMatchedPrice; //成交价格(买)
|
||
DFITCOpenCloseTypeType bOpenCloseType; //开平标志(买)
|
||
DFITCAmountType sOrderAmount; //委托数量(卖)
|
||
DFITCAmountType sMatchedAmount; //成交数量(卖)
|
||
DFITCAmountType sCancelAmount; //撤单数量(卖)
|
||
DFITCPriceType sInsertPrice; //委托价格(卖)
|
||
DFITCPriceType sMatchedPrice; //成交价格(卖)
|
||
DFITCOpenCloseTypeType sOpenCloseType; //开平标志(卖)
|
||
DFITCFrontAddrType operStation; //操作站点
|
||
DFITCSessionIDType sessionID; //会话ID
|
||
DFITCQuoteIDType quoteID; //询价编号
|
||
DFITCCustomCategoryType customCategory; //自定义类别
|
||
};
|
||
|
||
///查询转账银行
|
||
struct APISTRUCT DFITCQryTransferBankField
|
||
{
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCBankIDType bankID; //银行代码
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
};
|
||
|
||
///转帐银行响应
|
||
struct APISTRUCT DFITCTransferBankRspField
|
||
{
|
||
DFITCAccountIDType accountID; //客户号
|
||
DFITCBankIDType bankID; //银行代码
|
||
DFITCBankAccountType bankAccount; //银行账号
|
||
DFITCCurrencyType currency; //币种
|
||
DFITCDateType registDate; //登记日期
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
};
|
||
|
||
///查询转账流水
|
||
struct APISTRUCT DFITCQryTransferSerialField
|
||
{
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCBankIDType bankID; //银行代码
|
||
DFITCBankAccountType bankAccount; //银行账号
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
};
|
||
|
||
///转账流水响应
|
||
struct APISTRUCT DFITCTransferSerialRspField
|
||
{
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCBankIDType bankID; //银行代码
|
||
DFITCBankAccountType bankAccount; //银行账号
|
||
DFITCCurrencyType currency; //币种代码
|
||
DFITCApplyNumberType applyNum; //申请号
|
||
DFITCTransferType type; //转账业务类别
|
||
DFITCPriceType tradeAmount; //转账金额
|
||
DFITCPriceType curFutAccountFund; //本次资金余额
|
||
DFITCSerialType bankSerialNum; //银行流水号
|
||
DFITCTimeType reqTransferTime; //发起转账时间
|
||
DFITCTimeType dealTransferTime; //转账成功时间
|
||
DFITCProcResultType procResult; //转账处理结果
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
};
|
||
|
||
///资金转账请求信息
|
||
struct APISTRUCT DFITCReqTransferField
|
||
{
|
||
DFITCBankIDType bankID; //银行代码
|
||
DFITCBankAccountType bankAccount; //银行账号
|
||
DFITCPasswdType bankPassword; //银行密码
|
||
DFITCAccountIDType accountID; //投资者账号
|
||
DFITCPasswdType password; //期货密码
|
||
DFITCCurrencyType currency; //币种代码
|
||
DFITCPriceType tradeAmount; //转账金额
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
};
|
||
|
||
///资金转账响应信息
|
||
struct APISTRUCT DFITCTransferRspField
|
||
{
|
||
DFITCBankIDType bankID; //银行代码
|
||
DFITCBankAccountType bankAccount; //银行账号
|
||
DFITCAccountIDType accountID; //投资者账号
|
||
DFITCPriceType tradeAmount; //转账金额
|
||
DFITCApplyNumberType applyNumber; //转账申请号
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
};
|
||
|
||
///资金转账通知信息
|
||
struct APISTRUCT DFITCTransferRtnField
|
||
{
|
||
DFITCAccountIDType accountID; //投资者账号
|
||
DFITCBankIDType bankID; //银行代码
|
||
DFITCBankAccountType bankAccount; //银行账号
|
||
DFITCTransferType type; //转账类别
|
||
DFITCPriceType tradeAmount; //转账金额
|
||
DFITCSerialType bankSerialNum; //银行流水号
|
||
DFITCApplyNumberType applyNumber; //转账申请号
|
||
DFITCSessionIDType sessionID; //会话ID
|
||
};
|
||
|
||
///银行或主席发起出金冲正通知
|
||
struct APISTRUCT DFITCRepealRtnField
|
||
{
|
||
DFITCAccountIDType accountID; //投资者账号
|
||
DFITCBankIDType bankID; //银行代码
|
||
DFITCBankAccountType bankAccount; //银行账号
|
||
DFITCTransferType type; //转账类别
|
||
DFITCPriceType tradeAmount; //转账金额
|
||
DFITCSerialType bankSerialNum; //银行流水号
|
||
DFITCSerialType repealSerial; //被冲正流水号
|
||
};
|
||
|
||
///交易状态查询请求
|
||
struct APISTRUCT DFITCQryExchangeStatusField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCExchangeIDType exchangeID; //交易所编码
|
||
};
|
||
|
||
///交易所状态查询响应
|
||
struct APISTRUCT DFITCExchangeStatusRspField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCExchangeStatusType exchangeStatus; //交易所状态
|
||
DFITCExchangeIDType exchangeID; //交易所编码
|
||
};
|
||
|
||
///交易所状态通知
|
||
struct APISTRUCT DFITCExchangeStatusRtnField
|
||
{
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCExchangeStatusType exchangeStatus; //交易所状态
|
||
};
|
||
|
||
///行情查询请求
|
||
struct DFITCQryDepthMarketDataField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
};
|
||
|
||
///查询询价请求
|
||
struct APISTRUCT DFITCQryForQuoteField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账户ID
|
||
DFITCInstrumentIDType instrumentID; //合约代码
|
||
DFITCExchangeIDType exchangeID; //交易所
|
||
};
|
||
|
||
///查询询价响应
|
||
struct APISTRUCT DFITCQryForQuoteRtnField
|
||
{
|
||
DFITCRequestIDType lRequestID; //请求ID
|
||
DFITCAccountIDType accountID; //资金账号
|
||
DFITCSPDOrderIDType spdOrderID; //柜台委托号
|
||
DFITCInstrumentIDType instrumentID; //合约代码
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DFITCExchangeIDType exchangeID; //交易所
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DFITCDateType SuspendTime; //挂起时间
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DFITCOrderAnswerStatusType orderStatus; //委托状态
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};
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#endif//DFITCAPISTRUCT_H_
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