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枚举常量

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OrderStatus - 委托状态

  1. OrderStatus_Unknown = 0
  2. OrderStatus_New = 1                   # 已报
  3. OrderStatus_PartiallyFilled = 2       # 部成
  4. OrderStatus_Filled = 3                # 已成
  5. OrderStatus_Canceled = 5              # 已撤
  6. OrderStatus_PendingCancel = 6         # 待撤
  7. OrderStatus_Rejected = 8              # 已拒绝
  8. OrderStatus_Suspended = 9             # 挂起 （无效）
  9. OrderStatus_PendingNew = 10           # 待报
  10. OrderStatus_Expired = 12              # 已过期

OrderSide - 委托方向

  1. OrderSide_Unknown = 0
  2. OrderSide_Buy = 1             # 买入
  3. OrderSide_Sell = 2            # 卖出

OrderType - 委托类型

  1. OrderType_Unknown = 0
  2. OrderType_Limit = 1            # 限价委托
  3. OrderType_Market = 2           # 市价委托
  4. OrderType_Stop = 3             # 止损止盈委托  （还不支持）

OrderDuration - 委托时间属性

仅在实盘模式生效，具体执行模式请参考交易所给出的定义，请参考

  1. OrderDuration_Unknown = 0
  2. OrderDuration_FAK = 1           # 即时成交剩余撤销(fill and kill)
  3. OrderDuration_FOK = 2           # 即时全额成交或撤销(fill or kill)
  4. OrderDuration_GFD = 3           # 当日有效(good for day)
  5. OrderDuration_GFS = 4           # 本节有效(good for section)
  6. OrderDuration_GTD = 5           # 指定日期前有效(goodltilldate)
  7. OrderDuration_GTC = 6           # 撤销前有效(goodtillcancel)
  8. OrderDuration_GFA = 7           # 集合竞价前有效(good for auction)
  9. OrderDuration_AHT = 8           # 盘后定价交易(after hour trading)

OrderQualifier - 委托成交属性

仅在实盘模式生效，具体执行模式请参考交易所给出的定义，请参考

  1. OrderQualifier_Unknown = 0
  2. OrderQualifier_BOC     = 1            # 对方最优价格(best of counterparty)
  3. OrderQualifier_BOP     = 2            # 己方最优价格(best of party)
  4. OrderQualifier_B5TC    = 3            # 最优五档剩余撤销(best 5 then cancel)
  5. OrderQualifier_B5TL    = 4            # 最优五档剩余转限价(best 5 then limit)

OrderBusiness - 委托业务类型

  1. OrderBusiness_NORMAL = 0           # 普通交易。默认值为空，以保持向前兼容
  4. OrderBusiness_CREDIT_BOM = 200      # 融资买入(buying on margin)
  5. OrderBusiness_CREDIT_SS = 201       # 融券卖出(short selling)
  6. OrderBusiness_CREDIT_RSBBS = 202    # 买券还券(repay share by buying share)
  7. OrderBusiness_CREDIT_RCBSS = 203    # 卖券还款(repay cash by selling share)
  8. OrderBusiness_CREDIT_DRS = 204      # 直接还券(directly repay share)
  10. # 直接还款: 不通过委托，参考接口...
  11. OrderBusiness_CREDIT_BOC = 207      # 担保品买入(buying on collateral)
  12. OrderBusiness_CREDIT_SOC = 208      # 担保品卖出(selling on collateral)
  13. OrderBusiness_CREDIT_CI = 209       # 担保品转入(collateral in)
  14. OrderBusiness_CREDIT_CO = 210       # 担保品转出(collateral out)
  15. OrderBusiness_BOND_CONVERTIBLE_CALL = 402        #可转债转股
  16. OrderBusiness_BOND_CONVERTIBLE_PUT = 403         #可转债回售
  17. OrderBusiness_BOND_CONVERTIBLE_PUT_CANCEL = 404  #可转债回售撤销

ExecType - 执行回报类型

  1. ExecType_Unknown = 0
  2. ExecType_Trade = 15                   # 成交
  3. ExecType_CancelRejected = 19          # 撤单被拒绝

PositionEffect - 开平仓类型

  1. PositionEffect_Unknown = 0
  2. PositionEffect_Open = 1                  # 开仓
  3. PositionEffect_Close = 2                 # 平仓, 具体语义取决于对应的交易所
  4. PositionEffect_CloseToday = 3            # 平今仓
  5. PositionEffect_CloseYesterday = 4        # 平昨仓

PositionSide - 持仓方向

  1. PositionSide_Unknown = 0
  2. PositionSide_Long = 1            # 多方向
  3. PositionSide_Short = 2           # 空方向

OrderRejectReason - 订单拒绝原因

（仿真有效，实盘需要参考具体的拒绝原因）

  1. OrderRejectReason_Unknown = 0                          # 未知原因
  2. OrderRejectReason_RiskRuleCheckFailed = 1              # 不符合风控规则
  3. OrderRejectReason_NoEnoughCash = 2                     # 资金不足
  4. OrderRejectReason_NoEnoughPosition = 3                 # 仓位不足
  5. OrderRejectReason_IllegalAccountId = 4                 # 非法账户ID
  6. OrderRejectReason_IllegalStrategyId = 5                # 非法策略ID
  7. OrderRejectReason_IllegalSymbol = 6                    # 非法交易标的
  8. OrderRejectReason_IllegalVolume = 7                    # 非法委托量
  9. OrderRejectReason_IllegalPrice = 8                     # 非法委托价
  10. OrderRejectReason_AccountDisabled = 10                 # 交易账号被禁止交易
  11. OrderRejectReason_AccountDisconnected = 11             # 交易账号未连接
  12. OrderRejectReason_AccountLoggedout = 12                # 交易账号未登录
  13. OrderRejectReason_NotInTradingSession = 13             # 非交易时段
  14. OrderRejectReason_OrderTypeNotSupported = 14           # 委托类型不支持
  15. OrderRejectReason_Throttle = 15                        # 流控限制

CancelOrderRejectReason - 取消订单拒绝原因

  1. CancelOrderRejectReason_OrderFinalized = 101           # 委托已完成
  2. CancelOrderRejectReason_UnknownOrder = 102             # 未知委托
  3. CancelOrderRejectReason_BrokerOption = 103             # 柜台设置
  4. CancelOrderRejectReason_AlreadyInPendingCancel = 104   # 委托撤销中

OrderStyle - 委托风格

  1. OrderStyle_Unknown = 0
  2. OrderStyle_Volume = 1                                  # 按指定量委托
  3. OrderStyle_Value = 2                                   # 按指定价值委托
  4. OrderStyle_Percent = 3                                 # 按指定比例委托
  5. OrderStyle_TargetVolume = 4                            # 调仓到目标持仓量
  6. OrderStyle_TargetValue = 5                             # 调仓到目标持仓额
  7. OrderStyle_TargetPercent = 6                           # 调仓到目标持仓比例

CashPositionChangeReason - 仓位变更原因

  1. CashPositionChangeReason_Unknown = 0
  2. CashPositionChangeReason_Trade = 1            # 交易
  3. CashPositionChangeReason_Inout = 2            # 出入金 / 出入持仓

SecType - 标的类别

  1. SEC_TYPE_STOCK = 1                          # 股票
  2. SEC_TYPE_FUND = 2                           # 基金
  3. SEC_TYPE_INDEX = 3                          # 指数
  4. SEC_TYPE_FUTURE = 4                         # 期货
  5. SEC_TYPE_OPTION = 5                         # 期权
  6. SEC_TYPE_CREDIT = 6                         # 信用交易
  7. SEC_TYPE_BOND = 7                           # 债券
  8. SEC_TYPE_BOND_CONVERTIBLE = 8               # 可转债
  9. SEC_TYPE_CONFUTURE = 10                     # 虚拟合约

AccountStatus - 交易账户状态

  1. State_UNKNOWN = 0                        #未知
  2. State_CONNECTING = 1                     #连接中
  3. State_CONNECTED = 2                      #已连接
  4. State_LOGGEDIN = 3                       #已登录
  5. State_DISCONNECTING = 4                  #断开中
  6. State_DISCONNECTED = 5                   #已断开
  7. State_ERROR = 6                          #错误

PositionSrc - 头寸来源(仅适用融券融券)

  1. PositionSrc_Unknown = 0
  2. PositionSrc_L1 = 1                      #普通池
  3. PositionSrc_L2 = 2                      #专项池

AlgoOrderStatus 算法单状态,暂停/恢复算法单时有效

  1. AlgoOrderStatus_Unknown = 0,
  2. AlgoOrderStatus_Resume = 1,                  #恢复母单
  3. AlgoOrderStatus_Pause = 2,                   #暂停母单
  4. AlgoOrderStatus_PauseAndCancelSubOrders = 3  #暂停母单并撤子单
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