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Objects.g.h
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Objects.g.h
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#pragma once
#include "Enums.g.h"
using namespace System;
using namespace System::Runtime::InteropServices;
namespace Ctp
{
namespace Net
{
/// <summary>用户登录请求</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class ReqUserLoginField
{
public:
/// <summary>交易日</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ TradingDay;
/// <summary>经纪公司代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ BrokerID;
/// <summary>用户代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 16)]
String^ UserID;
/// <summary>密码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 41)]
String^ Password;
/// <summary>用户端产品信息</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ UserProductInfo;
/// <summary>接口端产品信息</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ InterfaceProductInfo;
/// <summary>协议信息</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ ProtocolInfo;
/// <summary>Mac地址</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 21)]
String^ MacAddress;
/// <summary>动态密码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 41)]
String^ OneTimePassword;
/// <summary>终端IP地址</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 16)]
String^ ClientIPAddress;
/// <summary>登录备注</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 36)]
String^ LoginRemark;
/// <summary>终端IP端口</summary>
int ClientIPPort;
};
/// <summary>用户登录应答</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class RspUserLoginField
{
public:
/// <summary>交易日</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ TradingDay;
/// <summary>登录成功时间</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ LoginTime;
/// <summary>经纪公司代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ BrokerID;
/// <summary>用户代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 16)]
String^ UserID;
/// <summary>交易系统名称</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 41)]
String^ SystemName;
/// <summary>前置编号</summary>
int FrontID;
/// <summary>会话编号</summary>
int SessionID;
/// <summary>最大报单引用</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 13)]
String^ MaxOrderRef;
/// <summary>上期所时间</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ SHFETime;
/// <summary>大商所时间</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ DCETime;
/// <summary>郑商所时间</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ CZCETime;
/// <summary>中金所时间</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ FFEXTime;
/// <summary>能源中心时间</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ INETime;
};
/// <summary>用户登出请求</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class UserLogoutField
{
public:
/// <summary>经纪公司代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ BrokerID;
/// <summary>用户代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 16)]
String^ UserID;
};
/// <summary>客户端认证请求</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class ReqAuthenticateField
{
public:
/// <summary>经纪公司代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ BrokerID;
/// <summary>用户代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 16)]
String^ UserID;
/// <summary>用户端产品信息</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ UserProductInfo;
/// <summary>认证码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 17)]
String^ AuthCode;
/// <summary>App代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 33)]
String^ AppID;
};
/// <summary>客户端认证响应</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class RspAuthenticateField
{
public:
/// <summary>经纪公司代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ BrokerID;
/// <summary>用户代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 16)]
String^ UserID;
/// <summary>用户端产品信息</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ UserProductInfo;
/// <summary>App代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 33)]
String^ AppID;
/// <summary>App类型</summary>
AppTypeType AppType;
};
/// <summary>响应信息</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class RspInfoField
{
public:
/// <summary>错误代码</summary>
int ErrorID;
/// <summary>错误信息</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 81)]
String^ ErrorMsg;
};
/// <summary>交易所</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class ExchangeField
{
public:
/// <summary>交易所代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ ExchangeID;
/// <summary>交易所名称</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 61)]
String^ ExchangeName;
/// <summary>交易所属性</summary>
ExchangePropertyType ExchangeProperty;
};
/// <summary>产品</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class ProductField
{
public:
/// <summary>产品代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 31)]
String^ ProductID;
/// <summary>产品名称</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 21)]
String^ ProductName;
/// <summary>交易所代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ ExchangeID;
/// <summary>产品类型</summary>
ProductClassType ProductClass;
/// <summary>合约数量乘数</summary>
int VolumeMultiple;
/// <summary>最小变动价位</summary>
double PriceTick;
/// <summary>市价单最大下单量</summary>
int MaxMarketOrderVolume;
/// <summary>市价单最小下单量</summary>
int MinMarketOrderVolume;
/// <summary>限价单最大下单量</summary>
int MaxLimitOrderVolume;
/// <summary>限价单最小下单量</summary>
int MinLimitOrderVolume;
/// <summary>持仓类型</summary>
PositionTypeType PositionType;
/// <summary>持仓日期类型</summary>
PositionDateTypeType PositionDateType;
/// <summary>平仓处理类型</summary>
CloseDealTypeType CloseDealType;
/// <summary>交易币种类型</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 4)]
String^ TradeCurrencyID;
/// <summary>质押资金可用范围</summary>
MortgageFundUseRangeType MortgageFundUseRange;
/// <summary>交易所产品代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 31)]
String^ ExchangeProductID;
/// <summary>合约基础商品乘数</summary>
double UnderlyingMultiple;
};
/// <summary>合约</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class InstrumentField
{
public:
/// <summary>合约代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 31)]
String^ InstrumentID;
/// <summary>交易所代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ ExchangeID;
/// <summary>合约名称</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 21)]
String^ InstrumentName;
/// <summary>合约在交易所的代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 31)]
String^ ExchangeInstID;
/// <summary>产品代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 31)]
String^ ProductID;
/// <summary>产品类型</summary>
ProductClassType ProductClass;
/// <summary>交割年份</summary>
int DeliveryYear;
/// <summary>交割月</summary>
int DeliveryMonth;
/// <summary>市价单最大下单量</summary>
int MaxMarketOrderVolume;
/// <summary>市价单最小下单量</summary>
int MinMarketOrderVolume;
/// <summary>限价单最大下单量</summary>
int MaxLimitOrderVolume;
/// <summary>限价单最小下单量</summary>
int MinLimitOrderVolume;
/// <summary>合约数量乘数</summary>
int VolumeMultiple;
/// <summary>最小变动价位</summary>
double PriceTick;
/// <summary>创建日</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ CreateDate;
/// <summary>上市日</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ OpenDate;
/// <summary>到期日</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ ExpireDate;
/// <summary>开始交割日</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ StartDelivDate;
/// <summary>结束交割日</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ EndDelivDate;
/// <summary>合约生命周期状态</summary>
InstLifePhaseType InstLifePhase;
/// <summary>当前是否交易</summary>
int IsTrading;
/// <summary>持仓类型</summary>
PositionTypeType PositionType;
/// <summary>持仓日期类型</summary>
PositionDateTypeType PositionDateType;
/// <summary>多头保证金率</summary>
double LongMarginRatio;
/// <summary>空头保证金率</summary>
double ShortMarginRatio;
/// <summary>是否使用大额单边保证金算法</summary>
MaxMarginSideAlgorithmType MaxMarginSideAlgorithm;
/// <summary>基础商品代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 31)]
String^ UnderlyingInstrID;
/// <summary>执行价</summary>
double StrikePrice;
/// <summary>期权类型</summary>
OptionsTypeType OptionsType;
/// <summary>合约基础商品乘数</summary>
double UnderlyingMultiple;
/// <summary>组合类型</summary>
CombinationTypeType CombinationType;
};
/// <summary>投资者</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class InvestorField
{
public:
/// <summary>投资者代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 13)]
String^ InvestorID;
/// <summary>经纪公司代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ BrokerID;
/// <summary>投资者分组代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 13)]
String^ InvestorGroupID;
/// <summary>投资者名称</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 81)]
String^ InvestorName;
/// <summary>证件类型</summary>
IdCardTypeType IdentifiedCardType;
/// <summary>证件号码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 51)]
String^ IdentifiedCardNo;
/// <summary>是否活跃</summary>
int IsActive;
/// <summary>联系电话</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 41)]
String^ Telephone;
/// <summary>通讯地址</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 101)]
String^ Address;
/// <summary>开户日期</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ OpenDate;
/// <summary>手机</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 41)]
String^ Mobile;
/// <summary>手续费率模板代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 13)]
String^ CommModelID;
/// <summary>保证金率模板代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 13)]
String^ MarginModelID;
};
/// <summary>交易编码</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class TradingCodeField
{
public:
/// <summary>投资者代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 13)]
String^ InvestorID;
/// <summary>经纪公司代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ BrokerID;
/// <summary>交易所代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ ExchangeID;
/// <summary>客户代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ ClientID;
/// <summary>是否活跃</summary>
int IsActive;
/// <summary>交易编码类型</summary>
ClientIDTypeType ClientIDType;
/// <summary>营业部编号</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ BranchID;
/// <summary>业务类型</summary>
BizTypeType BizType;
/// <summary>投资单元代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 17)]
String^ InvestUnitID;
};
/// <summary>资金账户</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class TradingAccountField
{
public:
/// <summary>经纪公司代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ BrokerID;
/// <summary>投资者帐号</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 13)]
String^ AccountID;
/// <summary>上次质押金额</summary>
double PreMortgage;
/// <summary>上次信用额度</summary>
double PreCredit;
/// <summary>上次存款额</summary>
double PreDeposit;
/// <summary>上次结算准备金</summary>
double PreBalance;
/// <summary>上次占用的保证金</summary>
double PreMargin;
/// <summary>利息基数</summary>
double InterestBase;
/// <summary>利息收入</summary>
double Interest;
/// <summary>入金金额</summary>
double Deposit;
/// <summary>出金金额</summary>
double Withdraw;
/// <summary>冻结的保证金</summary>
double FrozenMargin;
/// <summary>冻结的资金</summary>
double FrozenCash;
/// <summary>冻结的手续费</summary>
double FrozenCommission;
/// <summary>当前保证金总额</summary>
double CurrMargin;
/// <summary>资金差额</summary>
double CashIn;
/// <summary>手续费</summary>
double Commission;
/// <summary>平仓盈亏</summary>
double CloseProfit;
/// <summary>持仓盈亏</summary>
double PositionProfit;
/// <summary>期货结算准备金</summary>
double Balance;
/// <summary>可用资金</summary>
double Available;
/// <summary>可取资金</summary>
double WithdrawQuota;
/// <summary>基本准备金</summary>
double Reserve;
/// <summary>交易日</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ TradingDay;
/// <summary>结算编号</summary>
int SettlementID;
/// <summary>信用额度</summary>
double Credit;
/// <summary>质押金额</summary>
double Mortgage;
/// <summary>交易所保证金</summary>
double ExchangeMargin;
/// <summary>投资者交割保证金</summary>
double DeliveryMargin;
/// <summary>交易所交割保证金</summary>
double ExchangeDeliveryMargin;
/// <summary>保底期货结算准备金</summary>
double ReserveBalance;
/// <summary>币种代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 4)]
String^ CurrencyID;
/// <summary>上次货币质入金额</summary>
double PreFundMortgageIn;
/// <summary>上次货币质出金额</summary>
double PreFundMortgageOut;
/// <summary>货币质入金额</summary>
double FundMortgageIn;
/// <summary>货币质出金额</summary>
double FundMortgageOut;
/// <summary>货币质押余额</summary>
double FundMortgageAvailable;
/// <summary>可质押货币金额</summary>
double MortgageableFund;
/// <summary>特殊产品占用保证金</summary>
double SpecProductMargin;
/// <summary>特殊产品冻结保证金</summary>
double SpecProductFrozenMargin;
/// <summary>特殊产品手续费</summary>
double SpecProductCommission;
/// <summary>特殊产品冻结手续费</summary>
double SpecProductFrozenCommission;
/// <summary>特殊产品持仓盈亏</summary>
double SpecProductPositionProfit;
/// <summary>特殊产品平仓盈亏</summary>
double SpecProductCloseProfit;
/// <summary>根据持仓盈亏算法计算的特殊产品持仓盈亏</summary>
double SpecProductPositionProfitByAlg;
/// <summary>特殊产品交易所保证金</summary>
double SpecProductExchangeMargin;
/// <summary>业务类型</summary>
BizTypeType BizType;
/// <summary>延时换汇冻结金额</summary>
double FrozenSwap;
/// <summary>剩余换汇额度</summary>
double RemainSwap;
};
/// <summary>投资者持仓</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class InvestorPositionField
{
public:
/// <summary>合约代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 31)]
String^ InstrumentID;
/// <summary>经纪公司代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ BrokerID;
/// <summary>投资者代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 13)]
String^ InvestorID;
/// <summary>持仓多空方向</summary>
PosiDirectionType PosiDirection;
/// <summary>投机套保标志</summary>
HedgeFlagType HedgeFlag;
/// <summary>持仓日期</summary>
PositionDateType PositionDate;
/// <summary>上日持仓</summary>
int YdPosition;
/// <summary>今日持仓</summary>
int Position;
/// <summary>多头冻结</summary>
int LongFrozen;
/// <summary>空头冻结</summary>
int ShortFrozen;
/// <summary>开仓冻结金额</summary>
double LongFrozenAmount;
/// <summary>开仓冻结金额</summary>
double ShortFrozenAmount;
/// <summary>开仓量</summary>
int OpenVolume;
/// <summary>平仓量</summary>
int CloseVolume;
/// <summary>开仓金额</summary>
double OpenAmount;
/// <summary>平仓金额</summary>
double CloseAmount;
/// <summary>持仓成本</summary>
double PositionCost;
/// <summary>上次占用的保证金</summary>
double PreMargin;
/// <summary>占用的保证金</summary>
double UseMargin;
/// <summary>冻结的保证金</summary>
double FrozenMargin;
/// <summary>冻结的资金</summary>
double FrozenCash;
/// <summary>冻结的手续费</summary>
double FrozenCommission;
/// <summary>资金差额</summary>
double CashIn;
/// <summary>手续费</summary>
double Commission;
/// <summary>平仓盈亏</summary>
double CloseProfit;
/// <summary>持仓盈亏</summary>
double PositionProfit;
/// <summary>上次结算价</summary>
double PreSettlementPrice;
/// <summary>本次结算价</summary>
double SettlementPrice;
/// <summary>交易日</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ TradingDay;
/// <summary>结算编号</summary>
int SettlementID;
/// <summary>开仓成本</summary>
double OpenCost;
/// <summary>交易所保证金</summary>
double ExchangeMargin;
/// <summary>组合成交形成的持仓</summary>
int CombPosition;
/// <summary>组合多头冻结</summary>
int CombLongFrozen;
/// <summary>组合空头冻结</summary>
int CombShortFrozen;
/// <summary>逐日盯市平仓盈亏</summary>
double CloseProfitByDate;
/// <summary>逐笔对冲平仓盈亏</summary>
double CloseProfitByTrade;
/// <summary>今日持仓</summary>
int TodayPosition;
/// <summary>保证金率</summary>
double MarginRateByMoney;
/// <summary>保证金率(按手数)</summary>
double MarginRateByVolume;
/// <summary>执行冻结</summary>
int StrikeFrozen;
/// <summary>执行冻结金额</summary>
double StrikeFrozenAmount;
/// <summary>放弃执行冻结</summary>
int AbandonFrozen;
/// <summary>交易所代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ ExchangeID;
/// <summary>执行冻结的昨仓</summary>
int YdStrikeFrozen;
/// <summary>投资单元代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 17)]
String^ InvestUnitID;
/// <summary>大商所持仓成本差值,只有大商所使用</summary>
double PositionCostOffset;
/// <summary>tas持仓手数</summary>
int TasPosition;
/// <summary>tas持仓成本</summary>
double TasPositionCost;
};
/// <summary>合约保证金率</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class InstrumentMarginRateField
{
public:
/// <summary>合约代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 31)]
String^ InstrumentID;
/// <summary>投资者范围</summary>
InvestorRangeType InvestorRange;
/// <summary>经纪公司代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ BrokerID;
/// <summary>投资者代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 13)]
String^ InvestorID;
/// <summary>投机套保标志</summary>
HedgeFlagType HedgeFlag;
/// <summary>多头保证金率</summary>
double LongMarginRatioByMoney;
/// <summary>多头保证金费</summary>
double LongMarginRatioByVolume;
/// <summary>空头保证金率</summary>
double ShortMarginRatioByMoney;
/// <summary>空头保证金费</summary>
double ShortMarginRatioByVolume;
/// <summary>是否相对交易所收取</summary>
int IsRelative;
/// <summary>交易所代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ ExchangeID;
/// <summary>投资单元代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 17)]
String^ InvestUnitID;
};
/// <summary>合约手续费率</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class InstrumentCommissionRateField
{
public:
/// <summary>合约代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 31)]
String^ InstrumentID;
/// <summary>投资者范围</summary>
InvestorRangeType InvestorRange;
/// <summary>经纪公司代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 11)]
String^ BrokerID;
/// <summary>投资者代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 13)]
String^ InvestorID;
/// <summary>开仓手续费率</summary>
double OpenRatioByMoney;
/// <summary>开仓手续费</summary>
double OpenRatioByVolume;
/// <summary>平仓手续费率</summary>
double CloseRatioByMoney;
/// <summary>平仓手续费</summary>
double CloseRatioByVolume;
/// <summary>平今手续费率</summary>
double CloseTodayRatioByMoney;
/// <summary>平今手续费</summary>
double CloseTodayRatioByVolume;
/// <summary>交易所代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ ExchangeID;
/// <summary>业务类型</summary>
BizTypeType BizType;
/// <summary>投资单元代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 17)]
String^ InvestUnitID;
};
/// <summary>深度行情</summary>
[StructLayout(LayoutKind::Sequential)]
public ref class DepthMarketDataField
{
public:
/// <summary>交易日</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ TradingDay;
/// <summary>合约代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 31)]
String^ InstrumentID;
/// <summary>交易所代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ ExchangeID;
/// <summary>合约在交易所的代码</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 31)]
String^ ExchangeInstID;
/// <summary>最新价</summary>
double LastPrice;
/// <summary>上次结算价</summary>
double PreSettlementPrice;
/// <summary>昨收盘</summary>
double PreClosePrice;
/// <summary>昨持仓量</summary>
double PreOpenInterest;
/// <summary>今开盘</summary>
double OpenPrice;
/// <summary>最高价</summary>
double HighestPrice;
/// <summary>最低价</summary>
double LowestPrice;
/// <summary>数量</summary>
int Volume;
/// <summary>成交金额</summary>
double Turnover;
/// <summary>持仓量</summary>
double OpenInterest;
/// <summary>今收盘</summary>
double ClosePrice;
/// <summary>本次结算价</summary>
double SettlementPrice;
/// <summary>涨停板价</summary>
double UpperLimitPrice;
/// <summary>跌停板价</summary>
double LowerLimitPrice;
/// <summary>昨虚实度</summary>
double PreDelta;
/// <summary>今虚实度</summary>
double CurrDelta;
/// <summary>最后修改时间</summary>
[MarshalAs(UnmanagedType::ByValTStr, SizeConst = 9)]
String^ UpdateTime;
/// <summary>最后修改毫秒</summary>
int UpdateMillisec;
/// <summary>申买价一</summary>
double BidPrice1;
/// <summary>申买量一</summary>
int BidVolume1;
/// <summary>申卖价一</summary>
double AskPrice1;
/// <summary>申卖量一</summary>
int AskVolume1;
/// <summary>申买价二</summary>
double BidPrice2;
/// <summary>申买量二</summary>
int BidVolume2;
/// <summary>申卖价二</summary>
double AskPrice2;
/// <summary>申卖量二</summary>
int AskVolume2;
/// <summary>申买价三</summary>
double BidPrice3;
/// <summary>申买量三</summary>
int BidVolume3;