枚举常量
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更新 2022-12-05 15:14:46
OrderStatus - 委托状态
enum OrderStatus{ OrderStatus_Unknown = 0, OrderStatus_New = 1, //已报 OrderStatus_PartiallyFilled = 2, //部成 OrderStatus_Filled = 3, //已成 OrderStatus_Canceled = 5, //已撤 OrderStatus_PendingCancel = 6, //待撤 OrderStatus_Rejected = 8, //已拒绝 OrderStatus_Suspended = 9, //挂起 OrderStatus_PendingNew = 10, //待报 OrderStatus_Expired = 12, //已过期};
OrderSide - 委托方向
enum OrderSide{ OrderSide_Unknown = 0, OrderSide_Buy = 1, //买入 OrderSide_Sell = 2, //卖出};
OrderType - 委托类型
enum OrderType{ OrderType_Unknown = 0, OrderType_Limit = 1, //限价委托 OrderType_Market = 2, //市价委托 OrderType_Stop = 3, //止损止盈委托};
OrderDuration - 委托时间属性
enum OrderDuration{ OrderDuration_Unknown = 0, OrderDuration_FAK = 1, //即时成交剩余撤销(fill and kill) OrderDuration_FOK = 2, //即时全额成交或撤销(fill or kill) OrderDuration_GFD = 3, //当日有效(good for day) OrderDuration_GFS = 4, //本节有效(good for section) OrderDuration_GTD = 5, //指定日期前有效(goodl till date) OrderDuration_GTC = 6, //撤销前有效(good till cancel) OrderDuration_GFA = 7, //集合竞价前有效(good for auction)};
OrderQualifier - 委托成交属性
enum OrderQualifier{ OrderQualifier_Unknown = 0, OrderQualifier_BOC = 1, //对方最优价格(best of counterparty) OrderQualifier_BOP = 2, //己方最优价格(best of party) OrderQualifier_B5TC = 3, //最优五档剩余撤销(best 5 then cancel) OrderQualifier_B5TL = 4, //最优五档剩余转限价(best 5 then limit)};
ExecType - 执行回报类型
enum ExecType{ ExecType_Unknown = 0, ExecType_New = 1, //已报 ExecType_Canceled = 5, //已撤销 ExecType_PendingCancel = 6, //待撤销 ExecType_Rejected = 8, //已拒绝 ExecType_Suspended = 9, //挂起 ExecType_PendingNew = 10, //待报 ExecType_Expired = 12, //过期 ExecType_Trade = 15, //成交 ExecType_OrderStatus = 18, //委托状态 ExecType_CancelRejected = 19, //撤单被拒绝};
PositionEffect - 开平仓类型
enum PositionEffect{ PositionEffect_Unknown = 0, PositionEffect_Open = 1, //开仓 PositionEffect_Close = 2, //平仓,具体语义取决于对应的交易所 PositionEffect_CloseToday = 3, //平今仓 PositionEffect_CloseYesterday = 4, //平昨仓};
PositionSide - 持仓方向
enum PositionSide{ PositionSide_Unknown = 0, PositionSide_Long = 1, //多方向 PositionSide_Short = 2, //空方向};
OrderRejectReason - 订单拒绝原因
enum OrderRejectReason{ OrderRejectReason_Unknown = 0, //未知原因 OrderRejectReason_RiskRuleCheckFailed = 1, //不符合风控规则 OrderRejectReason_NoEnoughCash = 2, //资金不足 OrderRejectReason_NoEnoughPosition = 3, //仓位不足 OrderRejectReason_IllegalAccountId = 4, //非法账户ID OrderRejectReason_IllegalStrategyId = 5, //非法策略ID OrderRejectReason_IllegalSymbol = 6, //非法交易代码 OrderRejectReason_IllegalVolume = 7, //非法委托量 OrderRejectReason_IllegalPrice = 8, //非法委托价 OrderRejectReason_AccountDisabled = 10, //交易账号被禁止交易 OrderRejectReason_AccountDisconnected = 11, //交易账号未连接 OrderRejectReason_AccountLoggedout = 12, //交易账号未登录 OrderRejectReason_NotInTradingSession = 13, //非交易时段 OrderRejectReason_OrderTypeNotSupported = 14, //委托类型不支持 OrderRejectReason_Throttle = 15, //流控限制 OrderRejectReason_SymbolSusppended = 16, //交易代码停牌 OrderRejectReason_Internal = 999, //内部错误 CancelOrderRejectReason_OrderFinalized = 101, //委托已完成 CancelOrderRejectReason_UnknownOrder = 102, //未知委托 CancelOrderRejectReason_BrokerOption = 103, //柜台设置 CancelOrderRejectReason_AlreadyInPendingCancel = 104, //委托撤销中};
CashPositionChangeReason - 仓位变更原因
enum CashPositionChangeReason{ CashPositionChangeReason_Unknown = 0, CashPositionChangeReason_Trade = 1, //交易 CashPositionChangeReason_Inout = 2, //出入金/出入持仓 CashPositionChangeReason_Dividend = 3, //分红送股};
AccountState - 交易账户状态
enum AccountState{ State_UNKNOWN = 0, //未知 State_CONNECTING = 1, //连接中 State_CONNECTED = 2, //已连接 State_LOGGEDIN = 3, //已登录 State_DISCONNECTING = 4, //断开中 State_DISCONNECTED = 5, //已断开 State_ERROR = 6 //错误};
AlgoOrderStatus - 算法单状态,暂停/恢复算法单时有效
enum AlgoOrderStatus { AlgoOrderStatus_Unknown = 0, AlgoOrderStatus_Resume = 1, //恢复母单 AlgoOrderStatus_Pause = 2, //暂停母单 AlgoOrderStatus_PauseAndCancelSubOrders = 3 //暂算母单并撤子单};
PositionSrc - 头寸来源(仅适用融券融券)
enum PositionSrc{ PositionSrc_Unknown = 0, PositionSrc_L1 = 1, //普通池 PositionSrc_L2 = 2 //专项池};
SecurityType - 证券类型
enum SecurityType{ SecurityType_Unknown = 0, SecurityType_Stock = 1, //股票 SecurityType_Fund = 2, //基金 SecurityType_Index = 3, //指数 SecurityType_Future = 4, //期货 SecurityType_Option = 5, //期权 SecurityType_Credit = 6, //两融 SecurityType_Bond = 7, //债券 SecurityType_Bond_Convertible = 8 //可债券};
OrderBusiness - 业务类型
enum OrderBusiness{ OrderBusiness_NORMAL = 0, //普通交易 OrderBusiness_IPO_BUY = 100, //新股申购 OrderBusiness_CREDIT_BOM = 200, //融资买入(buying on margin) OrderBusiness_CREDIT_SS = 201, //融券卖出(short selling) OrderBusiness_CREDIT_RSBBS = 202, //买券还券(repay share by buying share) OrderBusiness_CREDIT_RCBSS = 203, //卖券还款(repay cash by selling share) OrderBusiness_CREDIT_DRS = 204, //直接还券(directly repay share) OrderBusiness_CREDIT_DRC = 211, //直接还款(directly repay cash) OrderBusiness_CREDIT_CPOM = 205, //融资平仓(close position on margin) OrderBusiness_CREDIT_CPOSS = 206, //融券平仓(close position on short selling) OrderBusiness_CREDIT_BOC = 207, //担保品买入(buying on collateral) OrderBusiness_CREDIT_SOC = 208, //担保品卖出(selling on collateral) OrderBusiness_CREDIT_CI = 209, //担保品转入(collateral in) OrderBusiness_CREDIT_CO = 210, //担保品转出(collateral out) OrderBusiness_ETF_BUY = 301, //ETF申购(purchase) OrderBusiness_ETF_RED = 302, //ETF赎回(redemption) OrderBusiness_FUND_SUB = 303, //基金认购(subscribing) OrderBusiness_FUND_BUY = 304, //基金申购(purchase) OrderBusiness_FUND_RED = 305, //基金赎回(redemption) OrderBusiness_FUND_CONVERT = 306, //基金转换(convert) OrderBusiness_FUND_SPLIT = 307, //基金分拆(split) OrderBusiness_FUND_MERGE = 308, //基金合并(merge) OrderBusiness_BOND_RRP = 400, //债券逆回购(reverse repurchase agreement (RRP) or reverse repo) OrderBusiness_BOND_CONVERTIBLE_BUY = 401, //可转债申购(purchase) OrderBusiness_BOND_CONVERTIBLE_CALL = 402, //可转债转股 OrderBusiness_BOND_CONVERTIBLE_PUT = 403, //可转债回售 OrderBusiness_BOND_CONVERTIBLE_PUT_CANCEL = 404 //可转债回售撤销 };
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