diff --git a/.travis.yml b/.travis.yml index 5549b9e..861744e 100644 --- a/.travis.yml +++ b/.travis.yml @@ -5,8 +5,8 @@ dist: focal jobs: include: # others still work and don't install python3.7 - - python: 'pypy3.6-7.3.2' - - python: 'pypy3.7-7.3.2' + - python: 'pypy3.6' + - python: 'pypy3.7' - python: 3.6 - python: 3.7 - python: 3.8 diff --git a/ctp/header/ThostFtdcMdApi.h b/ctp/header/ThostFtdcMdApi.h index 60571b6..f5a39b9 100644 --- a/ctp/header/ThostFtdcMdApi.h +++ b/ctp/header/ThostFtdcMdApi.h @@ -1,4 +1,4 @@ -///////////////////////////////////////////////////////////////////////// +///////////////////////////////////////////////////////////////////////// ///@system 新一代交易所系统 ///@company 上海期货信息技术有限公司 ///@file ThostFtdcMdApi.h diff --git a/ctp/header/ThostFtdcTraderApi.h b/ctp/header/ThostFtdcTraderApi.h index 30eff73..d514c24 100644 --- a/ctp/header/ThostFtdcTraderApi.h +++ b/ctp/header/ThostFtdcTraderApi.h @@ -1,4 +1,4 @@ -///////////////////////////////////////////////////////////////////////// +///////////////////////////////////////////////////////////////////////// ///@system 新一代交易所系统 ///@company 上海期货信息技术有限公司 ///@file ThostFtdcTraderApi.h @@ -416,6 +416,12 @@ class CThostFtdcTraderSpi { ///请求组合优惠比例响应 virtual void OnRspQryCombPromotionParam(CThostFtdcCombPromotionParamField *pCombPromotionParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///投资者风险结算持仓查询响应 + virtual void OnRspQryRiskSettleInvstPosition(CThostFtdcRiskSettleInvstPositionField *pRiskSettleInvstPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///风险结算产品查询响应 + virtual void OnRspQryRiskSettleProductStatus(CThostFtdcRiskSettleProductStatusField *pRiskSettleProductStatus, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; }; class TRADER_API_EXPORT CThostFtdcTraderApi { @@ -744,6 +750,12 @@ class TRADER_API_EXPORT CThostFtdcTraderApi { ///请求组合优惠比例 virtual int ReqQryCombPromotionParam(CThostFtdcQryCombPromotionParamField *pQryCombPromotionParam, int nRequestID) = 0; + ///投资者风险结算持仓查询 + virtual int ReqQryRiskSettleInvstPosition(CThostFtdcQryRiskSettleInvstPositionField *pQryRiskSettleInvstPosition, int nRequestID) = 0; + + ///风险结算产品查询 + virtual int ReqQryRiskSettleProductStatus(CThostFtdcQryRiskSettleProductStatusField *pQryRiskSettleProductStatus, int nRequestID) = 0; + protected: ~CThostFtdcTraderApi() {}; }; diff --git a/ctp/header/ThostFtdcUserApiDataType.h b/ctp/header/ThostFtdcUserApiDataType.h index 9a9fce7..ec7273e 100644 --- a/ctp/header/ThostFtdcUserApiDataType.h +++ b/ctp/header/ThostFtdcUserApiDataType.h @@ -1,4 +1,4 @@ -///////////////////////////////////////////////////////////////////////// +///////////////////////////////////////////////////////////////////////// ///@system 新一代交易所系统 ///@company 上海期货信息技术有限公司 ///@file ThostFtdcUserApiDataType.h @@ -132,6 +132,11 @@ typedef char TThostFtdcMacAddressType[21]; ///////////////////////////////////////////////////////////////////////// typedef char TThostFtdcSystemIDType[21]; +///////////////////////////////////////////////////////////////////////// +///TFtdcClientLoginRemarkType是一个客户登录备注2类型 +///////////////////////////////////////////////////////////////////////// +typedef char TThostFtdcClientLoginRemarkType[151]; + ///////////////////////////////////////////////////////////////////////// ///TFtdcExchangePropertyType是一个交易所属性类型 ///////////////////////////////////////////////////////////////////////// @@ -6770,4 +6775,45 @@ typedef char TThostFtdcClassTypeType; typedef char TThostFtdcTradingTypeType; +///////////////////////////////////////////////////////////////////////// +///TFtdcProductStatusType是一个产品状态类型 +///////////////////////////////////////////////////////////////////////// +///可交易 +#define THOST_FTDC_PS_tradeable '1' +///不可交易 +#define THOST_FTDC_PS_untradeable '2' + +typedef char TThostFtdcProductStatusType; + +///////////////////////////////////////////////////////////////////////// +///TFtdcSyncDeltaStatusType是一个追平状态类型 +///////////////////////////////////////////////////////////////////////// +///交易可读 +#define THOST_FTDC_SDS_Readable '1' +///交易在读 +#define THOST_FTDC_SDS_Reading '2' +///交易读取完成 +#define THOST_FTDC_SDS_Readend '3' +///追平失败 交易本地状态结算不存在 +#define THOST_FTDC_SDS_OptErr 'e' + +typedef char TThostFtdcSyncDeltaStatusType; + +///////////////////////////////////////////////////////////////////////// +///TFtdcActionDirectionType是一个操作标志类型 +///////////////////////////////////////////////////////////////////////// +///增加 +#define THOST_FTDC_ACD_Add '1' +///删除 +#define THOST_FTDC_ACD_Del '2' +///更新 +#define THOST_FTDC_ACD_Upd '3' + +typedef char TThostFtdcActionDirectionType; + +///////////////////////////////////////////////////////////////////////// +///TFtdcSyncDescriptionType是一个追平描述类型 +///////////////////////////////////////////////////////////////////////// +typedef char TThostFtdcSyncDescriptionType[257]; + #endif diff --git a/ctp/header/ThostFtdcUserApiStruct.h b/ctp/header/ThostFtdcUserApiStruct.h index c1d6e63..94ab27c 100644 --- a/ctp/header/ThostFtdcUserApiStruct.h +++ b/ctp/header/ThostFtdcUserApiStruct.h @@ -1,4 +1,4 @@ -///////////////////////////////////////////////////////////////////////// +///////////////////////////////////////////////////////////////////////// ///@system 新一代交易所系统 ///@company 上海期货信息技术有限公司 ///@file ThostFtdcUserApiStruct.h @@ -963,6 +963,10 @@ struct CThostFtdcDepthMarketDataField { TThostFtdcInstrumentIDType InstrumentID; ///合约在交易所的代码 TThostFtdcExchangeInstIDType ExchangeInstID; + ///上带价 + TThostFtdcPriceType BandingUpperPrice; + ///下带价 + TThostFtdcPriceType BandingLowerPrice; }; ///投资者合约交易权限 @@ -2001,6 +2005,10 @@ struct CThostFtdcSyncDepositField { TThostFtdcBoolType IsForce; ///币种代码 TThostFtdcCurrencyIDType CurrencyID; + ///是否是个股期权内转 + TThostFtdcBoolType IsFromSopt; + ///资金密码 + TThostFtdcPasswordType TradingPassword; }; ///货币质押同步 @@ -3693,6 +3701,8 @@ struct CThostFtdcInputQuoteField { TThostFtdcInstrumentIDType InstrumentID; ///IP地址 TThostFtdcIPAddressType IPAddress; + ///被顶单编号 + TThostFtdcOrderSysIDType ReplaceSysID; }; ///输入报价操作 @@ -3843,6 +3853,8 @@ struct CThostFtdcQuoteField { TThostFtdcExchangeInstIDType ExchangeInstID; ///IP地址 TThostFtdcIPAddressType IPAddress; + ///被顶单编号 + TThostFtdcOrderSysIDType ReplaceSysID; }; ///报价操作 @@ -4631,6 +4643,10 @@ struct CThostFtdcInstrumentOrderCommRateField { TThostFtdcInvestUnitIDType InvestUnitID; ///合约代码 TThostFtdcInstrumentIDType InstrumentID; + ///报单手续费 + TThostFtdcRatioType OrderCommByTrade; + ///撤单手续费 + TThostFtdcRatioType OrderActionCommByTrade; }; ///报单手续费率查询 @@ -5353,6 +5369,14 @@ struct CThostFtdcMarketDataUpdateTimeField { TThostFtdcInstrumentIDType InstrumentID; }; +///行情上下带价 +struct CThostFtdcMarketDataBandingPriceField { + ///上带价 + TThostFtdcPriceType BandingUpperPrice; + ///下带价 + TThostFtdcPriceType BandingLowerPrice; +}; + ///行情交易所代码属性 struct CThostFtdcMarketDataExchangeField { ///交易所代码 @@ -9565,16 +9589,12 @@ struct CThostFtdcQueryFreqField { ///禁止认证IP struct CThostFtdcAuthForbiddenIPField { - ///保留的无效字段 - TThostFtdcOldIPAddressType reserve1; ///IP地址 TThostFtdcIPAddressType IPAddress; }; ///查询禁止认证IP struct CThostFtdcQryAuthForbiddenIPField { - ///保留的无效字段 - TThostFtdcOldIPAddressType reserve1; ///IP地址 TThostFtdcIPAddressType IPAddress; }; @@ -9615,6 +9635,8 @@ struct CThostFtdcUserSystemInfoField { TThostFtdcAppIDType ClientAppID; ///用户公网IP TThostFtdcIPAddressType ClientPublicIP; + ///客户登录备注2 + TThostFtdcClientLoginRemarkType ClientLoginRemark; }; ///终端用户绑定信息 @@ -9675,5 +9697,779 @@ struct CThostFtdcCombPromotionParamField { TThostFtdcDiscountRatioType Xparameter; }; +///投资者风险结算持仓查询 +struct CThostFtdcQryRiskSettleInvstPositionField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; +}; + +///风险结算产品查询 +struct CThostFtdcQryRiskSettleProductStatusField { + ///产品代码 + TThostFtdcInstrumentIDType ProductID; +}; + +///投资者风险结算持仓 +struct CThostFtdcRiskSettleInvstPositionField { + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///持仓多空方向 + TThostFtdcPosiDirectionType PosiDirection; + ///投机套保标志 + TThostFtdcHedgeFlagType HedgeFlag; + ///持仓日期 + TThostFtdcPositionDateType PositionDate; + ///上日持仓 + TThostFtdcVolumeType YdPosition; + ///今日持仓 + TThostFtdcVolumeType Position; + ///多头冻结 + TThostFtdcVolumeType LongFrozen; + ///空头冻结 + TThostFtdcVolumeType ShortFrozen; + ///开仓冻结金额 + TThostFtdcMoneyType LongFrozenAmount; + ///开仓冻结金额 + TThostFtdcMoneyType ShortFrozenAmount; + ///开仓量 + TThostFtdcVolumeType OpenVolume; + ///平仓量 + TThostFtdcVolumeType CloseVolume; + ///开仓金额 + TThostFtdcMoneyType OpenAmount; + ///平仓金额 + TThostFtdcMoneyType CloseAmount; + ///持仓成本 + TThostFtdcMoneyType PositionCost; + ///上次占用的保证金 + TThostFtdcMoneyType PreMargin; + ///占用的保证金 + TThostFtdcMoneyType UseMargin; + ///冻结的保证金 + TThostFtdcMoneyType FrozenMargin; + ///冻结的资金 + TThostFtdcMoneyType FrozenCash; + ///冻结的手续费 + TThostFtdcMoneyType FrozenCommission; + ///资金差额 + TThostFtdcMoneyType CashIn; + ///手续费 + TThostFtdcMoneyType Commission; + ///平仓盈亏 + TThostFtdcMoneyType CloseProfit; + ///持仓盈亏 + TThostFtdcMoneyType PositionProfit; + ///上次结算价 + TThostFtdcPriceType PreSettlementPrice; + ///本次结算价 + TThostFtdcPriceType SettlementPrice; + ///交易日 + TThostFtdcDateType TradingDay; + ///结算编号 + TThostFtdcSettlementIDType SettlementID; + ///开仓成本 + TThostFtdcMoneyType OpenCost; + ///交易所保证金 + TThostFtdcMoneyType ExchangeMargin; + ///组合成交形成的持仓 + TThostFtdcVolumeType CombPosition; + ///组合多头冻结 + TThostFtdcVolumeType CombLongFrozen; + ///组合空头冻结 + TThostFtdcVolumeType CombShortFrozen; + ///逐日盯市平仓盈亏 + TThostFtdcMoneyType CloseProfitByDate; + ///逐笔对冲平仓盈亏 + TThostFtdcMoneyType CloseProfitByTrade; + ///今日持仓 + TThostFtdcVolumeType TodayPosition; + ///保证金率 + TThostFtdcRatioType MarginRateByMoney; + ///保证金率(按手数) + TThostFtdcRatioType MarginRateByVolume; + ///执行冻结 + TThostFtdcVolumeType StrikeFrozen; + ///执行冻结金额 + TThostFtdcMoneyType StrikeFrozenAmount; + ///放弃执行冻结 + TThostFtdcVolumeType AbandonFrozen; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///执行冻结的昨仓 + TThostFtdcVolumeType YdStrikeFrozen; + ///投资单元代码 + TThostFtdcInvestUnitIDType InvestUnitID; + ///大商所持仓成本差值，只有大商所使用 + TThostFtdcMoneyType PositionCostOffset; + ///tas持仓手数 + TThostFtdcVolumeType TasPosition; + ///tas持仓成本 + TThostFtdcMoneyType TasPositionCost; +}; + +///风险品种 +struct CThostFtdcRiskSettleProductStatusField { + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///产品编号 + TThostFtdcInstrumentIDType ProductID; + ///产品结算状态 + TThostFtdcProductStatusType ProductStatus; +}; + +///风险结算追平信息 +struct CThostFtdcSyncDeltaInfoField { + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; + ///追平状态 + TThostFtdcSyncDeltaStatusType SyncDeltaStatus; + ///追平描述 + TThostFtdcSyncDescriptionType SyncDescription; + ///是否只有资金追平 + TThostFtdcBoolType IsOnlyTrdDelta; +}; + +///风险结算追平产品信息 +struct CThostFtdcSyncDeltaProductStatusField { + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///产品代码 + TThostFtdcInstrumentIDType ProductID; + ///是否允许交易 + TThostFtdcProductStatusType ProductStatus; +}; + +///风险结算追平持仓明细 +struct CThostFtdcSyncDeltaInvstPosDtlField { + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///投机套保标志 + TThostFtdcHedgeFlagType HedgeFlag; + ///买卖 + TThostFtdcDirectionType Direction; + ///开仓日期 + TThostFtdcDateType OpenDate; + ///成交编号 + TThostFtdcTradeIDType TradeID; + ///数量 + TThostFtdcVolumeType Volume; + ///开仓价 + TThostFtdcPriceType OpenPrice; + ///交易日 + TThostFtdcDateType TradingDay; + ///结算编号 + TThostFtdcSettlementIDType SettlementID; + ///成交类型 + TThostFtdcTradeTypeType TradeType; + ///组合合约代码 + TThostFtdcInstrumentIDType CombInstrumentID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///逐日盯市平仓盈亏 + TThostFtdcMoneyType CloseProfitByDate; + ///逐笔对冲平仓盈亏 + TThostFtdcMoneyType CloseProfitByTrade; + ///逐日盯市持仓盈亏 + TThostFtdcMoneyType PositionProfitByDate; + ///逐笔对冲持仓盈亏 + TThostFtdcMoneyType PositionProfitByTrade; + ///投资者保证金 + TThostFtdcMoneyType Margin; + ///交易所保证金 + TThostFtdcMoneyType ExchMargin; + ///保证金率 + TThostFtdcRatioType MarginRateByMoney; + ///保证金率(按手数) + TThostFtdcRatioType MarginRateByVolume; + ///昨结算价 + TThostFtdcPriceType LastSettlementPrice; + ///结算价 + TThostFtdcPriceType SettlementPrice; + ///平仓量 + TThostFtdcVolumeType CloseVolume; + ///平仓金额 + TThostFtdcMoneyType CloseAmount; + ///先开先平剩余数量（DCE） + TThostFtdcVolumeType TimeFirstVolume; + ///特殊持仓标志 + TThostFtdcSpecPosiTypeType SpecPosiType; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平组合持仓明细 +struct CThostFtdcSyncDeltaInvstPosCombDtlField { + ///交易日 + TThostFtdcDateType TradingDay; + ///开仓日期 + TThostFtdcDateType OpenDate; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///结算编号 + TThostFtdcSettlementIDType SettlementID; + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///组合编号 + TThostFtdcTradeIDType ComTradeID; + ///撮合编号 + TThostFtdcTradeIDType TradeID; + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///投机套保标志 + TThostFtdcHedgeFlagType HedgeFlag; + ///买卖 + TThostFtdcDirectionType Direction; + ///持仓量 + TThostFtdcVolumeType TotalAmt; + ///投资者保证金 + TThostFtdcMoneyType Margin; + ///交易所保证金 + TThostFtdcMoneyType ExchMargin; + ///保证金率 + TThostFtdcRatioType MarginRateByMoney; + ///保证金率(按手数) + TThostFtdcRatioType MarginRateByVolume; + ///单腿编号 + TThostFtdcLegIDType LegID; + ///单腿乘数 + TThostFtdcLegMultipleType LegMultiple; + ///成交组号 + TThostFtdcTradeGroupIDType TradeGroupID; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平资金 +struct CThostFtdcSyncDeltaTradingAccountField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者帐号 + TThostFtdcAccountIDType AccountID; + ///上次质押金额 + TThostFtdcMoneyType PreMortgage; + ///上次信用额度 + TThostFtdcMoneyType PreCredit; + ///上次存款额 + TThostFtdcMoneyType PreDeposit; + ///上次结算准备金 + TThostFtdcMoneyType PreBalance; + ///上次占用的保证金 + TThostFtdcMoneyType PreMargin; + ///利息基数 + TThostFtdcMoneyType InterestBase; + ///利息收入 + TThostFtdcMoneyType Interest; + ///入金金额 + TThostFtdcMoneyType Deposit; + ///出金金额 + TThostFtdcMoneyType Withdraw; + ///冻结的保证金 + TThostFtdcMoneyType FrozenMargin; + ///冻结的资金 + TThostFtdcMoneyType FrozenCash; + ///冻结的手续费 + TThostFtdcMoneyType FrozenCommission; + ///当前保证金总额 + TThostFtdcMoneyType CurrMargin; + ///资金差额 + TThostFtdcMoneyType CashIn; + ///手续费 + TThostFtdcMoneyType Commission; + ///平仓盈亏 + TThostFtdcMoneyType CloseProfit; + ///持仓盈亏 + TThostFtdcMoneyType PositionProfit; + ///期货结算准备金 + TThostFtdcMoneyType Balance; + ///可用资金 + TThostFtdcMoneyType Available; + ///可取资金 + TThostFtdcMoneyType WithdrawQuota; + ///基本准备金 + TThostFtdcMoneyType Reserve; + ///交易日 + TThostFtdcDateType TradingDay; + ///结算编号 + TThostFtdcSettlementIDType SettlementID; + ///信用额度 + TThostFtdcMoneyType Credit; + ///质押金额 + TThostFtdcMoneyType Mortgage; + ///交易所保证金 + TThostFtdcMoneyType ExchangeMargin; + ///投资者交割保证金 + TThostFtdcMoneyType DeliveryMargin; + ///交易所交割保证金 + TThostFtdcMoneyType ExchangeDeliveryMargin; + ///保底期货结算准备金 + TThostFtdcMoneyType ReserveBalance; + ///币种代码 + TThostFtdcCurrencyIDType CurrencyID; + ///上次货币质入金额 + TThostFtdcMoneyType PreFundMortgageIn; + ///上次货币质出金额 + TThostFtdcMoneyType PreFundMortgageOut; + ///货币质入金额 + TThostFtdcMoneyType FundMortgageIn; + ///货币质出金额 + TThostFtdcMoneyType FundMortgageOut; + ///货币质押余额 + TThostFtdcMoneyType FundMortgageAvailable; + ///可质押货币金额 + TThostFtdcMoneyType MortgageableFund; + ///特殊产品占用保证金 + TThostFtdcMoneyType SpecProductMargin; + ///特殊产品冻结保证金 + TThostFtdcMoneyType SpecProductFrozenMargin; + ///特殊产品手续费 + TThostFtdcMoneyType SpecProductCommission; + ///特殊产品冻结手续费 + TThostFtdcMoneyType SpecProductFrozenCommission; + ///特殊产品持仓盈亏 + TThostFtdcMoneyType SpecProductPositionProfit; + ///特殊产品平仓盈亏 + TThostFtdcMoneyType SpecProductCloseProfit; + ///根据持仓盈亏算法计算的特殊产品持仓盈亏 + TThostFtdcMoneyType SpecProductPositionProfitByAlg; + ///特殊产品交易所保证金 + TThostFtdcMoneyType SpecProductExchangeMargin; + ///延时换汇冻结金额 + TThostFtdcMoneyType FrozenSwap; + ///剩余换汇额度 + TThostFtdcMoneyType RemainSwap; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///投资者风险结算总保证金 +struct CThostFtdcSyncDeltaInitInvstMarginField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///追平前总风险保证金 + TThostFtdcMoneyType LastRiskTotalInvstMargin; + ///追平前交易所总风险保证金 + TThostFtdcMoneyType LastRiskTotalExchMargin; + ///本次追平品种总保证金 + TThostFtdcMoneyType ThisSyncInvstMargin; + ///本次追平品种交易所总保证金 + TThostFtdcMoneyType ThisSyncExchMargin; + ///本次未追平品种总保证金 + TThostFtdcMoneyType RemainRiskInvstMargin; + ///本次未追平品种交易所总保证金 + TThostFtdcMoneyType RemainRiskExchMargin; + ///追平前总特殊产品风险保证金 + TThostFtdcMoneyType LastRiskSpecTotalInvstMargin; + ///追平前总特殊产品交易所风险保证金 + TThostFtdcMoneyType LastRiskSpecTotalExchMargin; + ///本次追平品种特殊产品总保证金 + TThostFtdcMoneyType ThisSyncSpecInvstMargin; + ///本次追平品种特殊产品交易所总保证金 + TThostFtdcMoneyType ThisSyncSpecExchMargin; + ///本次未追平品种特殊产品总保证金 + TThostFtdcMoneyType RemainRiskSpecInvstMargin; + ///本次未追平品种特殊产品交易所总保证金 + TThostFtdcMoneyType RemainRiskSpecExchMargin; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平组合优先级 +struct CThostFtdcSyncDeltaDceCombInstrumentField { + ///合约代码 + TThostFtdcInstrumentIDType CombInstrumentID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///合约在交易所的代码 + TThostFtdcExchangeInstIDType ExchangeInstID; + ///成交组号 + TThostFtdcTradeGroupIDType TradeGroupID; + ///投机套保标志 + TThostFtdcHedgeFlagType CombHedgeFlag; + ///组合类型 + TThostFtdcDceCombinationTypeType CombinationType; + ///买卖 + TThostFtdcDirectionType Direction; + ///产品代码 + TThostFtdcInstrumentIDType ProductID; + ///期权组合保证金比例 + TThostFtdcDiscountRatioType Xparameter; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平投资者期货保证金率 +struct CThostFtdcSyncDeltaInvstMarginRateField { + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///投资者范围 + TThostFtdcInvestorRangeType InvestorRange; + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///投机套保标志 + TThostFtdcHedgeFlagType HedgeFlag; + ///多头保证金率 + TThostFtdcRatioType LongMarginRatioByMoney; + ///多头保证金费 + TThostFtdcMoneyType LongMarginRatioByVolume; + ///空头保证金率 + TThostFtdcRatioType ShortMarginRatioByMoney; + ///空头保证金费 + TThostFtdcMoneyType ShortMarginRatioByVolume; + ///是否相对交易所收取 + TThostFtdcBoolType IsRelative; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平交易所期货保证金率 +struct CThostFtdcSyncDeltaExchMarginRateField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///投机套保标志 + TThostFtdcHedgeFlagType HedgeFlag; + ///多头保证金率 + TThostFtdcRatioType LongMarginRatioByMoney; + ///多头保证金费 + TThostFtdcMoneyType LongMarginRatioByVolume; + ///空头保证金率 + TThostFtdcRatioType ShortMarginRatioByMoney; + ///空头保证金费 + TThostFtdcMoneyType ShortMarginRatioByVolume; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平中金现货期权交易所保证金率 +struct CThostFtdcSyncDeltaOptExchMarginField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///投机空头保证金调整系数 + TThostFtdcRatioType SShortMarginRatioByMoney; + ///投机空头保证金调整系数 + TThostFtdcMoneyType SShortMarginRatioByVolume; + ///保值空头保证金调整系数 + TThostFtdcRatioType HShortMarginRatioByMoney; + ///保值空头保证金调整系数 + TThostFtdcMoneyType HShortMarginRatioByVolume; + ///套利空头保证金调整系数 + TThostFtdcRatioType AShortMarginRatioByMoney; + ///套利空头保证金调整系数 + TThostFtdcMoneyType AShortMarginRatioByVolume; + ///做市商空头保证金调整系数 + TThostFtdcRatioType MShortMarginRatioByMoney; + ///做市商空头保证金调整系数 + TThostFtdcMoneyType MShortMarginRatioByVolume; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平中金现货期权投资者保证金率 +struct CThostFtdcSyncDeltaOptInvstMarginField { + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///投资者范围 + TThostFtdcInvestorRangeType InvestorRange; + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///投机空头保证金调整系数 + TThostFtdcRatioType SShortMarginRatioByMoney; + ///投机空头保证金调整系数 + TThostFtdcMoneyType SShortMarginRatioByVolume; + ///保值空头保证金调整系数 + TThostFtdcRatioType HShortMarginRatioByMoney; + ///保值空头保证金调整系数 + TThostFtdcMoneyType HShortMarginRatioByVolume; + ///套利空头保证金调整系数 + TThostFtdcRatioType AShortMarginRatioByMoney; + ///套利空头保证金调整系数 + TThostFtdcMoneyType AShortMarginRatioByVolume; + ///是否跟随交易所收取 + TThostFtdcBoolType IsRelative; + ///做市商空头保证金调整系数 + TThostFtdcRatioType MShortMarginRatioByMoney; + ///做市商空头保证金调整系数 + TThostFtdcMoneyType MShortMarginRatioByVolume; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平期权标的调整保证金率 +struct CThostFtdcSyncDeltaInvstMarginRateULField { + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///投资者范围 + TThostFtdcInvestorRangeType InvestorRange; + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///投机套保标志 + TThostFtdcHedgeFlagType HedgeFlag; + ///多头保证金率 + TThostFtdcRatioType LongMarginRatioByMoney; + ///多头保证金费 + TThostFtdcMoneyType LongMarginRatioByVolume; + ///空头保证金率 + TThostFtdcRatioType ShortMarginRatioByMoney; + ///空头保证金费 + TThostFtdcMoneyType ShortMarginRatioByVolume; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平期权手续费率 +struct CThostFtdcSyncDeltaOptInvstCommRateField { + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///投资者范围 + TThostFtdcInvestorRangeType InvestorRange; + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///开仓手续费率 + TThostFtdcRatioType OpenRatioByMoney; + ///开仓手续费 + TThostFtdcRatioType OpenRatioByVolume; + ///平仓手续费率 + TThostFtdcRatioType CloseRatioByMoney; + ///平仓手续费 + TThostFtdcRatioType CloseRatioByVolume; + ///平今手续费率 + TThostFtdcRatioType CloseTodayRatioByMoney; + ///平今手续费 + TThostFtdcRatioType CloseTodayRatioByVolume; + ///执行手续费率 + TThostFtdcRatioType StrikeRatioByMoney; + ///执行手续费 + TThostFtdcRatioType StrikeRatioByVolume; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平期货手续费率 +struct CThostFtdcSyncDeltaInvstCommRateField { + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///投资者范围 + TThostFtdcInvestorRangeType InvestorRange; + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///开仓手续费率 + TThostFtdcRatioType OpenRatioByMoney; + ///开仓手续费 + TThostFtdcRatioType OpenRatioByVolume; + ///平仓手续费率 + TThostFtdcRatioType CloseRatioByMoney; + ///平仓手续费 + TThostFtdcRatioType CloseRatioByVolume; + ///平今手续费率 + TThostFtdcRatioType CloseTodayRatioByMoney; + ///平今手续费 + TThostFtdcRatioType CloseTodayRatioByVolume; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平交叉汇率 +struct CThostFtdcSyncDeltaProductExchRateField { + ///产品代码 + TThostFtdcInstrumentIDType ProductID; + ///报价币种类型 + TThostFtdcCurrencyIDType QuoteCurrencyID; + ///汇率 + TThostFtdcExchangeRateType ExchangeRate; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平行情 +struct CThostFtdcSyncDeltaDepthMarketDataField { + ///交易日 + TThostFtdcDateType TradingDay; + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///合约在交易所的代码 + TThostFtdcExchangeInstIDType ExchangeInstID; + ///最新价 + TThostFtdcPriceType LastPrice; + ///上次结算价 + TThostFtdcPriceType PreSettlementPrice; + ///昨收盘 + TThostFtdcPriceType PreClosePrice; + ///昨持仓量 + TThostFtdcLargeVolumeType PreOpenInterest; + ///今开盘 + TThostFtdcPriceType OpenPrice; + ///最高价 + TThostFtdcPriceType HighestPrice; + ///最低价 + TThostFtdcPriceType LowestPrice; + ///数量 + TThostFtdcVolumeType Volume; + ///成交金额 + TThostFtdcMoneyType Turnover; + ///持仓量 + TThostFtdcLargeVolumeType OpenInterest; + ///今收盘 + TThostFtdcPriceType ClosePrice; + ///本次结算价 + TThostFtdcPriceType SettlementPrice; + ///涨停板价 + TThostFtdcPriceType UpperLimitPrice; + ///跌停板价 + TThostFtdcPriceType LowerLimitPrice; + ///昨虚实度 + TThostFtdcRatioType PreDelta; + ///今虚实度 + TThostFtdcRatioType CurrDelta; + ///最后修改时间 + TThostFtdcTimeType UpdateTime; + ///最后修改毫秒 + TThostFtdcMillisecType UpdateMillisec; + ///申买价一 + TThostFtdcPriceType BidPrice1; + ///申买量一 + TThostFtdcVolumeType BidVolume1; + ///申卖价一 + TThostFtdcPriceType AskPrice1; + ///申卖量一 + TThostFtdcVolumeType AskVolume1; + ///申买价二 + TThostFtdcPriceType BidPrice2; + ///申买量二 + TThostFtdcVolumeType BidVolume2; + ///申卖价二 + TThostFtdcPriceType AskPrice2; + ///申卖量二 + TThostFtdcVolumeType AskVolume2; + ///申买价三 + TThostFtdcPriceType BidPrice3; + ///申买量三 + TThostFtdcVolumeType BidVolume3; + ///申卖价三 + TThostFtdcPriceType AskPrice3; + ///申卖量三 + TThostFtdcVolumeType AskVolume3; + ///申买价四 + TThostFtdcPriceType BidPrice4; + ///申买量四 + TThostFtdcVolumeType BidVolume4; + ///申卖价四 + TThostFtdcPriceType AskPrice4; + ///申卖量四 + TThostFtdcVolumeType AskVolume4; + ///申买价五 + TThostFtdcPriceType BidPrice5; + ///申买量五 + TThostFtdcVolumeType BidVolume5; + ///申卖价五 + TThostFtdcPriceType AskPrice5; + ///申卖量五 + TThostFtdcVolumeType AskVolume5; + ///当日均价 + TThostFtdcPriceType AveragePrice; + ///业务日期 + TThostFtdcDateType ActionDay; + ///上带价 + TThostFtdcPriceType BandingUpperPrice; + ///下带价 + TThostFtdcPriceType BandingLowerPrice; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平现货指数 +struct CThostFtdcSyncDeltaIndexPriceField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///指数现货收盘价 + TThostFtdcPriceType ClosePrice; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + +///风险结算追平仓单折抵 +struct CThostFtdcSyncDeltaEWarrantOffsetField { + ///交易日期 + TThostFtdcTradeDateType TradingDay; + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///买卖方向 + TThostFtdcDirectionType Direction; + ///投机套保标志 + TThostFtdcHedgeFlagType HedgeFlag; + ///数量 + TThostFtdcVolumeType Volume; + ///操作标志 + TThostFtdcActionDirectionType ActionDirection; + ///追平序号 + TThostFtdcSequenceNoType SyncDeltaSequenceNo; +}; + #endif diff --git a/ctp/header/error.dtd b/ctp/header/error.dtd index bba07c1..2a067f8 100644 --- a/ctp/header/error.dtd +++ b/ctp/header/error.dtd @@ -1,4 +1,4 @@ - + + @@ -112,7 +112,7 @@ - + @@ -207,6 +207,7 @@ + @@ -247,5 +248,12 @@ + + + + + + + diff --git a/ctp/linux/libthostmduserapi_se.so b/ctp/linux/libthostmduserapi_se.so index 3129b3d..f4556ff 100755 Binary files a/ctp/linux/libthostmduserapi_se.so and b/ctp/linux/libthostmduserapi_se.so differ diff --git a/ctp/linux/libthosttraderapi_se.so b/ctp/linux/libthosttraderapi_se.so index af3f02f..aae178f 100755 Binary files a/ctp/linux/libthosttraderapi_se.so and b/ctp/linux/libthosttraderapi_se.so differ diff --git a/ctp/version.txt b/ctp/version.txt index 503ca51..3eb9cde 100644 --- a/ctp/version.txt +++ b/ctp/version.txt @@ -1,3 +1,3 @@ -6.5.1_20200908 +6.6.1_20210406 windows-64x linux-64x \ No newline at end of file diff --git a/ctp/win/thostmduserapi_se.dll b/ctp/win/thostmduserapi_se.dll index a8245eb..f3117a5 100644 Binary files a/ctp/win/thostmduserapi_se.dll and b/ctp/win/thostmduserapi_se.dll differ diff --git a/ctp/win/thostmduserapi_se.lib b/ctp/win/thostmduserapi_se.lib index 8d48793..4737b7d 100644 Binary files a/ctp/win/thostmduserapi_se.lib and b/ctp/win/thostmduserapi_se.lib differ diff --git a/ctp/win/thosttraderapi_se.dll b/ctp/win/thosttraderapi_se.dll index f8f4350..031d70d 100644 Binary files a/ctp/win/thosttraderapi_se.dll and b/ctp/win/thosttraderapi_se.dll differ diff --git a/ctp/win/thosttraderapi_se.lib b/ctp/win/thosttraderapi_se.lib index 8b2a345..33df539 100644 Binary files a/ctp/win/thosttraderapi_se.lib and b/ctp/win/thosttraderapi_se.lib differ diff --git a/ctpwrapper/ApiStructure.py b/ctpwrapper/ApiStructure.py index 5027c6f..d909705 100644 --- a/ctpwrapper/ApiStructure.py +++ b/ctpwrapper/ApiStructure.py @@ -1095,13 +1095,15 @@ class DepthMarketDataField(Base): ('ActionDay', ctypes.c_char * 9), # 业务日期 ('InstrumentID', ctypes.c_char * 81), # 合约代码 ('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码 + ('BandingUpperPrice', ctypes.c_double), # 上带价 + ('BandingLowerPrice', ctypes.c_double), # 下带价 ] def __init__(self, TradingDay='', reserve1='', ExchangeID='', reserve2='', LastPrice=0.0, PreSettlementPrice=0.0, PreClosePrice=0.0, PreOpenInterest=0.0, OpenPrice=0.0, HighestPrice=0.0, LowestPrice=0.0, Volume=0, Turnover=0.0, OpenInterest=0.0, ClosePrice=0.0, SettlementPrice=0.0, UpperLimitPrice=0.0, LowerLimitPrice=0.0, PreDelta=0.0, CurrDelta=0.0, UpdateTime='', UpdateMillisec=0, BidPrice1=0.0, BidVolume1=0, AskPrice1=0.0, AskVolume1=0, BidPrice2=0.0, BidVolume2=0, AskPrice2=0.0, AskVolume2=0, BidPrice3=0.0, BidVolume3=0, AskPrice3=0.0, AskVolume3=0, BidPrice4=0.0, BidVolume4=0, AskPrice4=0.0, AskVolume4=0, BidPrice5=0.0, BidVolume5=0, AskPrice5=0.0, AskVolume5=0, AveragePrice=0.0, ActionDay='', InstrumentID='', - ExchangeInstID=''): + ExchangeInstID='', BandingUpperPrice=0.0, BandingLowerPrice=0.0): super(DepthMarketDataField, self).__init__() self.TradingDay = self._to_bytes(TradingDay) self.reserve1 = self._to_bytes(reserve1) @@ -1149,6 +1151,8 @@ def __init__(self, TradingDay='', reserve1='', ExchangeID='', reserve2='', LastP self.ActionDay = self._to_bytes(ActionDay) self.InstrumentID = self._to_bytes(InstrumentID) self.ExchangeInstID = self._to_bytes(ExchangeInstID) + self.BandingUpperPrice = float(BandingUpperPrice) + self.BandingLowerPrice = float(BandingLowerPrice) class InstrumentTradingRightField(Base): @@ -2359,9 +2363,11 @@ class SyncDepositField(Base): ('Deposit', ctypes.c_double), # 入金金额 ('IsForce', ctypes.c_int), # 是否强制进行 ('CurrencyID', ctypes.c_char * 4), # 币种代码 + ('IsFromSopt', ctypes.c_int), # 是否是个股期权内转 + ('TradingPassword', ctypes.c_char * 41), # 资金密码 ] - def __init__(self, DepositSeqNo='', BrokerID='', InvestorID='', Deposit=0.0, IsForce=0, CurrencyID=''): + def __init__(self, DepositSeqNo='', BrokerID='', InvestorID='', Deposit=0.0, IsForce=0, CurrencyID='', IsFromSopt=0, TradingPassword=''): super(SyncDepositField, self).__init__() self.DepositSeqNo = self._to_bytes(DepositSeqNo) self.BrokerID = self._to_bytes(BrokerID) @@ -2369,6 +2375,8 @@ def __init__(self, DepositSeqNo='', BrokerID='', InvestorID='', Deposit=0.0, IsF self.Deposit = float(Deposit) self.IsForce = int(IsForce) self.CurrencyID = self._to_bytes(CurrencyID) + self.IsFromSopt = int(IsFromSopt) + self.TradingPassword = self._to_bytes(TradingPassword) class SyncFundMortgageField(Base): @@ -4431,11 +4439,12 @@ class InputQuoteField(Base): ('MacAddress', ctypes.c_char * 21), # Mac地址 ('InstrumentID', ctypes.c_char * 81), # 合约代码 ('IPAddress', ctypes.c_char * 33), # IP地址 + ('ReplaceSysID', ctypes.c_char * 21), # 被顶单编号 ] def __init__(self, BrokerID='', InvestorID='', reserve1='', QuoteRef='', UserID='', AskPrice=0.0, BidPrice=0.0, AskVolume=0, BidVolume=0, RequestID=0, BusinessUnit='', AskOffsetFlag='', BidOffsetFlag='', AskHedgeFlag='', BidHedgeFlag='', AskOrderRef='', BidOrderRef='', ForQuoteSysID='', ExchangeID='', InvestUnitID='', ClientID='', reserve2='', MacAddress='', - InstrumentID='', IPAddress=''): + InstrumentID='', IPAddress='', ReplaceSysID=''): super(InputQuoteField, self).__init__() self.BrokerID = self._to_bytes(BrokerID) self.InvestorID = self._to_bytes(InvestorID) @@ -4462,6 +4471,7 @@ def __init__(self, BrokerID='', InvestorID='', reserve1='', QuoteRef='', UserID= self.MacAddress = self._to_bytes(MacAddress) self.InstrumentID = self._to_bytes(InstrumentID) self.IPAddress = self._to_bytes(IPAddress) + self.ReplaceSysID = self._to_bytes(ReplaceSysID) class InputQuoteActionField(Base): @@ -4566,13 +4576,14 @@ class QuoteField(Base): ('InstrumentID', ctypes.c_char * 81), # 合约代码 ('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码 ('IPAddress', ctypes.c_char * 33), # IP地址 + ('ReplaceSysID', ctypes.c_char * 21), # 被顶单编号 ] def __init__(self, BrokerID='', InvestorID='', reserve1='', QuoteRef='', UserID='', AskPrice=0.0, BidPrice=0.0, AskVolume=0, BidVolume=0, RequestID=0, BusinessUnit='', AskOffsetFlag='', BidOffsetFlag='', AskHedgeFlag='', BidHedgeFlag='', QuoteLocalID='', ExchangeID='', ParticipantID='', ClientID='', reserve2='', TraderID='', InstallID=0, NotifySequence=0, OrderSubmitStatus='', TradingDay='', SettlementID=0, QuoteSysID='', InsertDate='', InsertTime='', CancelTime='', QuoteStatus='', ClearingPartID='', SequenceNo=0, AskOrderSysID='', BidOrderSysID='', FrontID=0, SessionID=0, UserProductInfo='', StatusMsg='', ActiveUserID='', BrokerQuoteSeq=0, AskOrderRef='', BidOrderRef='', ForQuoteSysID='', BranchID='', - InvestUnitID='', AccountID='', CurrencyID='', reserve3='', MacAddress='', InstrumentID='', ExchangeInstID='', IPAddress=''): + InvestUnitID='', AccountID='', CurrencyID='', reserve3='', MacAddress='', InstrumentID='', ExchangeInstID='', IPAddress='', ReplaceSysID=''): super(QuoteField, self).__init__() self.BrokerID = self._to_bytes(BrokerID) self.InvestorID = self._to_bytes(InvestorID) @@ -4627,6 +4638,7 @@ def __init__(self, BrokerID='', InvestorID='', reserve1='', QuoteRef='', UserID= self.InstrumentID = self._to_bytes(InstrumentID) self.ExchangeInstID = self._to_bytes(ExchangeInstID) self.IPAddress = self._to_bytes(IPAddress) + self.ReplaceSysID = self._to_bytes(ReplaceSysID) class QuoteActionField(Base): @@ -5570,9 +5582,12 @@ class InstrumentOrderCommRateField(Base): ('ExchangeID', ctypes.c_char * 9), # 交易所代码 ('InvestUnitID', ctypes.c_char * 17), # 投资单元代码 ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('OrderCommByTrade', ctypes.c_double), # 报单手续费 + ('OrderActionCommByTrade', ctypes.c_double), # 撤单手续费 ] - def __init__(self, reserve1='', InvestorRange='', BrokerID='', InvestorID='', HedgeFlag='', OrderCommByVolume=0.0, OrderActionCommByVolume=0.0, ExchangeID='', InvestUnitID='', InstrumentID=''): + def __init__(self, reserve1='', InvestorRange='', BrokerID='', InvestorID='', HedgeFlag='', OrderCommByVolume=0.0, OrderActionCommByVolume=0.0, ExchangeID='', InvestUnitID='', InstrumentID='', + OrderCommByTrade=0.0, OrderActionCommByTrade=0.0): super(InstrumentOrderCommRateField, self).__init__() self.reserve1 = self._to_bytes(reserve1) self.InvestorRange = self._to_bytes(InvestorRange) @@ -5584,6 +5599,8 @@ def __init__(self, reserve1='', InvestorRange='', BrokerID='', InvestorID='', He self.ExchangeID = self._to_bytes(ExchangeID) self.InvestUnitID = self._to_bytes(InvestUnitID) self.InstrumentID = self._to_bytes(InstrumentID) + self.OrderCommByTrade = float(OrderCommByTrade) + self.OrderActionCommByTrade = float(OrderActionCommByTrade) class QryInstrumentOrderCommRateField(Base): @@ -6470,6 +6487,19 @@ def __init__(self, reserve1='', UpdateTime='', UpdateMillisec=0, ActionDay='', I self.InstrumentID = self._to_bytes(InstrumentID) +class MarketDataBandingPriceField(Base): + """行情上下带价""" + _fields_ = [ + ('BandingUpperPrice', ctypes.c_double), # 上带价 + ('BandingLowerPrice', ctypes.c_double), # 下带价 + ] + + def __init__(self, BandingUpperPrice=0.0, BandingLowerPrice=0.0): + super(MarketDataBandingPriceField, self).__init__() + self.BandingUpperPrice = float(BandingUpperPrice) + self.BandingLowerPrice = float(BandingLowerPrice) + + class MarketDataExchangeField(Base): """行情交易所代码属性""" _fields_ = [ @@ -11538,26 +11568,22 @@ def __init__(self, QueryFreq=0): class AuthForbiddenIPField(Base): """禁止认证IP""" _fields_ = [ - ('reserve1', ctypes.c_char * 16), # 保留的无效字段 ('IPAddress', ctypes.c_char * 33), # IP地址 ] - def __init__(self, reserve1='', IPAddress=''): + def __init__(self, IPAddress=''): super(AuthForbiddenIPField, self).__init__() - self.reserve1 = self._to_bytes(reserve1) self.IPAddress = self._to_bytes(IPAddress) class QryAuthForbiddenIPField(Base): """查询禁止认证IP""" _fields_ = [ - ('reserve1', ctypes.c_char * 16), # 保留的无效字段 ('IPAddress', ctypes.c_char * 33), # IP地址 ] - def __init__(self, reserve1='', IPAddress=''): + def __init__(self, IPAddress=''): super(QryAuthForbiddenIPField, self).__init__() - self.reserve1 = self._to_bytes(reserve1) self.IPAddress = self._to_bytes(IPAddress) @@ -11594,9 +11620,10 @@ class UserSystemInfoField(Base): ('ClientLoginTime', ctypes.c_char * 9), # 登录成功时间 ('ClientAppID', ctypes.c_char * 33), # App代码 ('ClientPublicIP', ctypes.c_char * 33), # 用户公网IP + ('ClientLoginRemark', ctypes.c_char * 151), # 客户登录备注2 ] - def __init__(self, BrokerID='', UserID='', ClientSystemInfoLen=0, ClientSystemInfo='', reserve1='', ClientIPPort=0, ClientLoginTime='', ClientAppID='', ClientPublicIP=''): + def __init__(self, BrokerID='', UserID='', ClientSystemInfoLen=0, ClientSystemInfo='', reserve1='', ClientIPPort=0, ClientLoginTime='', ClientAppID='', ClientPublicIP='', ClientLoginRemark=''): super(UserSystemInfoField, self).__init__() self.BrokerID = self._to_bytes(BrokerID) self.UserID = self._to_bytes(UserID) @@ -11607,6 +11634,7 @@ def __init__(self, BrokerID='', UserID='', ClientSystemInfoLen=0, ClientSystemIn self.ClientLoginTime = self._to_bytes(ClientLoginTime) self.ClientAppID = self._to_bytes(ClientAppID) self.ClientPublicIP = self._to_bytes(ClientPublicIP) + self.ClientLoginRemark = self._to_bytes(ClientLoginRemark) class AuthUserIDField(Base): @@ -11690,3 +11718,915 @@ def __init__(self, ExchangeID='', InstrumentID='', CombHedgeFlag='', Xparameter= self.InstrumentID = self._to_bytes(InstrumentID) self.CombHedgeFlag = self._to_bytes(CombHedgeFlag) self.Xparameter = float(Xparameter) + + +class QryRiskSettleInvstPositionField(Base): + """投资者风险结算持仓查询""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ] + + def __init__(self, BrokerID='', InvestorID='', InstrumentID=''): + super(QryRiskSettleInvstPositionField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.InstrumentID = self._to_bytes(InstrumentID) + + +class QryRiskSettleProductStatusField(Base): + """风险结算产品查询""" + _fields_ = [ + ('ProductID', ctypes.c_char * 81), # 产品代码 + ] + + def __init__(self, ProductID=''): + super(QryRiskSettleProductStatusField, self).__init__() + self.ProductID = self._to_bytes(ProductID) + + +class RiskSettleInvstPositionField(Base): + """投资者风险结算持仓""" + _fields_ = [ + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('PosiDirection', ctypes.c_char), # 持仓多空方向 + ('HedgeFlag', ctypes.c_char), # 投机套保标志 + ('PositionDate', ctypes.c_char), # 持仓日期 + ('YdPosition', ctypes.c_int), # 上日持仓 + ('Position', ctypes.c_int), # 今日持仓 + ('LongFrozen', ctypes.c_int), # 多头冻结 + ('ShortFrozen', ctypes.c_int), # 空头冻结 + ('LongFrozenAmount', ctypes.c_double), # 开仓冻结金额 + ('ShortFrozenAmount', ctypes.c_double), # 开仓冻结金额 + ('OpenVolume', ctypes.c_int), # 开仓量 + ('CloseVolume', ctypes.c_int), # 平仓量 + ('OpenAmount', ctypes.c_double), # 开仓金额 + ('CloseAmount', ctypes.c_double), # 平仓金额 + ('PositionCost', ctypes.c_double), # 持仓成本 + ('PreMargin', ctypes.c_double), # 上次占用的保证金 + ('UseMargin', ctypes.c_double), # 占用的保证金 + ('FrozenMargin', ctypes.c_double), # 冻结的保证金 + ('FrozenCash', ctypes.c_double), # 冻结的资金 + ('FrozenCommission', ctypes.c_double), # 冻结的手续费 + ('CashIn', ctypes.c_double), # 资金差额 + ('Commission', ctypes.c_double), # 手续费 + ('CloseProfit', ctypes.c_double), # 平仓盈亏 + ('PositionProfit', ctypes.c_double), # 持仓盈亏 + ('PreSettlementPrice', ctypes.c_double), # 上次结算价 + ('SettlementPrice', ctypes.c_double), # 本次结算价 + ('TradingDay', ctypes.c_char * 9), # 交易日 + ('SettlementID', ctypes.c_int), # 结算编号 + ('OpenCost', ctypes.c_double), # 开仓成本 + ('ExchangeMargin', ctypes.c_double), # 交易所保证金 + ('CombPosition', ctypes.c_int), # 组合成交形成的持仓 + ('CombLongFrozen', ctypes.c_int), # 组合多头冻结 + ('CombShortFrozen', ctypes.c_int), # 组合空头冻结 + ('CloseProfitByDate', ctypes.c_double), # 逐日盯市平仓盈亏 + ('CloseProfitByTrade', ctypes.c_double), # 逐笔对冲平仓盈亏 + ('TodayPosition', ctypes.c_int), # 今日持仓 + ('MarginRateByMoney', ctypes.c_double), # 保证金率 + ('MarginRateByVolume', ctypes.c_double), # 保证金率(按手数) + ('StrikeFrozen', ctypes.c_int), # 执行冻结 + ('StrikeFrozenAmount', ctypes.c_double), # 执行冻结金额 + ('AbandonFrozen', ctypes.c_int), # 放弃执行冻结 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('YdStrikeFrozen', ctypes.c_int), # 执行冻结的昨仓 + ('InvestUnitID', ctypes.c_char * 17), # 投资单元代码 + ('PositionCostOffset', ctypes.c_double), # 大商所持仓成本差值，只有大商所使用 + ('TasPosition', ctypes.c_int), # tas持仓手数 + ('TasPositionCost', ctypes.c_double), # tas持仓成本 + ] + + def __init__(self, InstrumentID='', BrokerID='', InvestorID='', PosiDirection='', HedgeFlag='', PositionDate='', YdPosition=0, Position=0, LongFrozen=0, ShortFrozen=0, LongFrozenAmount=0.0, + ShortFrozenAmount=0.0, OpenVolume=0, CloseVolume=0, OpenAmount=0.0, CloseAmount=0.0, PositionCost=0.0, PreMargin=0.0, UseMargin=0.0, FrozenMargin=0.0, FrozenCash=0.0, + FrozenCommission=0.0, CashIn=0.0, Commission=0.0, CloseProfit=0.0, PositionProfit=0.0, PreSettlementPrice=0.0, SettlementPrice=0.0, TradingDay='', SettlementID=0, OpenCost=0.0, + ExchangeMargin=0.0, CombPosition=0, CombLongFrozen=0, CombShortFrozen=0, CloseProfitByDate=0.0, CloseProfitByTrade=0.0, TodayPosition=0, MarginRateByMoney=0.0, MarginRateByVolume=0.0, + StrikeFrozen=0, StrikeFrozenAmount=0.0, AbandonFrozen=0, ExchangeID='', YdStrikeFrozen=0, InvestUnitID='', PositionCostOffset=0.0, TasPosition=0, TasPositionCost=0.0): + super(RiskSettleInvstPositionField, self).__init__() + self.InstrumentID = self._to_bytes(InstrumentID) + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.PosiDirection = self._to_bytes(PosiDirection) + self.HedgeFlag = self._to_bytes(HedgeFlag) + self.PositionDate = self._to_bytes(PositionDate) + self.YdPosition = int(YdPosition) + self.Position = int(Position) + self.LongFrozen = int(LongFrozen) + self.ShortFrozen = int(ShortFrozen) + self.LongFrozenAmount = float(LongFrozenAmount) + self.ShortFrozenAmount = float(ShortFrozenAmount) + self.OpenVolume = int(OpenVolume) + self.CloseVolume = int(CloseVolume) + self.OpenAmount = float(OpenAmount) + self.CloseAmount = float(CloseAmount) + self.PositionCost = float(PositionCost) + self.PreMargin = float(PreMargin) + self.UseMargin = float(UseMargin) + self.FrozenMargin = float(FrozenMargin) + self.FrozenCash = float(FrozenCash) + self.FrozenCommission = float(FrozenCommission) + self.CashIn = float(CashIn) + self.Commission = float(Commission) + self.CloseProfit = float(CloseProfit) + self.PositionProfit = float(PositionProfit) + self.PreSettlementPrice = float(PreSettlementPrice) + self.SettlementPrice = float(SettlementPrice) + self.TradingDay = self._to_bytes(TradingDay) + self.SettlementID = int(SettlementID) + self.OpenCost = float(OpenCost) + self.ExchangeMargin = float(ExchangeMargin) + self.CombPosition = int(CombPosition) + self.CombLongFrozen = int(CombLongFrozen) + self.CombShortFrozen = int(CombShortFrozen) + self.CloseProfitByDate = float(CloseProfitByDate) + self.CloseProfitByTrade = float(CloseProfitByTrade) + self.TodayPosition = int(TodayPosition) + self.MarginRateByMoney = float(MarginRateByMoney) + self.MarginRateByVolume = float(MarginRateByVolume) + self.StrikeFrozen = int(StrikeFrozen) + self.StrikeFrozenAmount = float(StrikeFrozenAmount) + self.AbandonFrozen = int(AbandonFrozen) + self.ExchangeID = self._to_bytes(ExchangeID) + self.YdStrikeFrozen = int(YdStrikeFrozen) + self.InvestUnitID = self._to_bytes(InvestUnitID) + self.PositionCostOffset = float(PositionCostOffset) + self.TasPosition = int(TasPosition) + self.TasPositionCost = float(TasPositionCost) + + +class RiskSettleProductStatusField(Base): + """风险品种""" + _fields_ = [ + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('ProductID', ctypes.c_char * 81), # 产品编号 + ('ProductStatus', ctypes.c_char), # 产品结算状态 + ] + + def __init__(self, ExchangeID='', ProductID='', ProductStatus=''): + super(RiskSettleProductStatusField, self).__init__() + self.ExchangeID = self._to_bytes(ExchangeID) + self.ProductID = self._to_bytes(ProductID) + self.ProductStatus = self._to_bytes(ProductStatus) + + +class SyncDeltaInfoField(Base): + """风险结算追平信息""" + _fields_ = [ + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ('SyncDeltaStatus', ctypes.c_char), # 追平状态 + ('SyncDescription', ctypes.c_char * 257), # 追平描述 + ('IsOnlyTrdDelta', ctypes.c_int), # 是否只有资金追平 + ] + + def __init__(self, SyncDeltaSequenceNo=0, SyncDeltaStatus='', SyncDescription='', IsOnlyTrdDelta=0): + super(SyncDeltaInfoField, self).__init__() + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + self.SyncDeltaStatus = self._to_bytes(SyncDeltaStatus) + self.SyncDescription = self._to_bytes(SyncDescription) + self.IsOnlyTrdDelta = int(IsOnlyTrdDelta) + + +class SyncDeltaProductStatusField(Base): + """风险结算追平产品信息""" + _fields_ = [ + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('ProductID', ctypes.c_char * 81), # 产品代码 + ('ProductStatus', ctypes.c_char), # 是否允许交易 + ] + + def __init__(self, SyncDeltaSequenceNo=0, ExchangeID='', ProductID='', ProductStatus=''): + super(SyncDeltaProductStatusField, self).__init__() + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + self.ExchangeID = self._to_bytes(ExchangeID) + self.ProductID = self._to_bytes(ProductID) + self.ProductStatus = self._to_bytes(ProductStatus) + + +class SyncDeltaInvstPosDtlField(Base): + """风险结算追平持仓明细""" + _fields_ = [ + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('HedgeFlag', ctypes.c_char), # 投机套保标志 + ('Direction', ctypes.c_char), # 买卖 + ('OpenDate', ctypes.c_char * 9), # 开仓日期 + ('TradeID', ctypes.c_char * 21), # 成交编号 + ('Volume', ctypes.c_int), # 数量 + ('OpenPrice', ctypes.c_double), # 开仓价 + ('TradingDay', ctypes.c_char * 9), # 交易日 + ('SettlementID', ctypes.c_int), # 结算编号 + ('TradeType', ctypes.c_char), # 成交类型 + ('CombInstrumentID', ctypes.c_char * 81), # 组合合约代码 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('CloseProfitByDate', ctypes.c_double), # 逐日盯市平仓盈亏 + ('CloseProfitByTrade', ctypes.c_double), # 逐笔对冲平仓盈亏 + ('PositionProfitByDate', ctypes.c_double), # 逐日盯市持仓盈亏 + ('PositionProfitByTrade', ctypes.c_double), # 逐笔对冲持仓盈亏 + ('Margin', ctypes.c_double), # 投资者保证金 + ('ExchMargin', ctypes.c_double), # 交易所保证金 + ('MarginRateByMoney', ctypes.c_double), # 保证金率 + ('MarginRateByVolume', ctypes.c_double), # 保证金率(按手数) + ('LastSettlementPrice', ctypes.c_double), # 昨结算价 + ('SettlementPrice', ctypes.c_double), # 结算价 + ('CloseVolume', ctypes.c_int), # 平仓量 + ('CloseAmount', ctypes.c_double), # 平仓金额 + ('TimeFirstVolume', ctypes.c_int), # 先开先平剩余数量（DCE） + ('SpecPosiType', ctypes.c_char), # 特殊持仓标志 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, InstrumentID='', BrokerID='', InvestorID='', HedgeFlag='', Direction='', OpenDate='', TradeID='', Volume=0, OpenPrice=0.0, TradingDay='', SettlementID=0, TradeType='', + CombInstrumentID='', ExchangeID='', CloseProfitByDate=0.0, CloseProfitByTrade=0.0, PositionProfitByDate=0.0, PositionProfitByTrade=0.0, Margin=0.0, ExchMargin=0.0, + MarginRateByMoney=0.0, MarginRateByVolume=0.0, LastSettlementPrice=0.0, SettlementPrice=0.0, CloseVolume=0, CloseAmount=0.0, TimeFirstVolume=0, SpecPosiType='', ActionDirection='', + SyncDeltaSequenceNo=0): + super(SyncDeltaInvstPosDtlField, self).__init__() + self.InstrumentID = self._to_bytes(InstrumentID) + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.HedgeFlag = self._to_bytes(HedgeFlag) + self.Direction = self._to_bytes(Direction) + self.OpenDate = self._to_bytes(OpenDate) + self.TradeID = self._to_bytes(TradeID) + self.Volume = int(Volume) + self.OpenPrice = float(OpenPrice) + self.TradingDay = self._to_bytes(TradingDay) + self.SettlementID = int(SettlementID) + self.TradeType = self._to_bytes(TradeType) + self.CombInstrumentID = self._to_bytes(CombInstrumentID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.CloseProfitByDate = float(CloseProfitByDate) + self.CloseProfitByTrade = float(CloseProfitByTrade) + self.PositionProfitByDate = float(PositionProfitByDate) + self.PositionProfitByTrade = float(PositionProfitByTrade) + self.Margin = float(Margin) + self.ExchMargin = float(ExchMargin) + self.MarginRateByMoney = float(MarginRateByMoney) + self.MarginRateByVolume = float(MarginRateByVolume) + self.LastSettlementPrice = float(LastSettlementPrice) + self.SettlementPrice = float(SettlementPrice) + self.CloseVolume = int(CloseVolume) + self.CloseAmount = float(CloseAmount) + self.TimeFirstVolume = int(TimeFirstVolume) + self.SpecPosiType = self._to_bytes(SpecPosiType) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaInvstPosCombDtlField(Base): + """风险结算追平组合持仓明细""" + _fields_ = [ + ('TradingDay', ctypes.c_char * 9), # 交易日 + ('OpenDate', ctypes.c_char * 9), # 开仓日期 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('SettlementID', ctypes.c_int), # 结算编号 + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('ComTradeID', ctypes.c_char * 21), # 组合编号 + ('TradeID', ctypes.c_char * 21), # 撮合编号 + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('HedgeFlag', ctypes.c_char), # 投机套保标志 + ('Direction', ctypes.c_char), # 买卖 + ('TotalAmt', ctypes.c_int), # 持仓量 + ('Margin', ctypes.c_double), # 投资者保证金 + ('ExchMargin', ctypes.c_double), # 交易所保证金 + ('MarginRateByMoney', ctypes.c_double), # 保证金率 + ('MarginRateByVolume', ctypes.c_double), # 保证金率(按手数) + ('LegID', ctypes.c_int), # 单腿编号 + ('LegMultiple', ctypes.c_int), # 单腿乘数 + ('TradeGroupID', ctypes.c_int), # 成交组号 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, TradingDay='', OpenDate='', ExchangeID='', SettlementID=0, BrokerID='', InvestorID='', ComTradeID='', TradeID='', InstrumentID='', HedgeFlag='', Direction='', TotalAmt=0, + Margin=0.0, ExchMargin=0.0, MarginRateByMoney=0.0, MarginRateByVolume=0.0, LegID=0, LegMultiple=0, TradeGroupID=0, ActionDirection='', SyncDeltaSequenceNo=0): + super(SyncDeltaInvstPosCombDtlField, self).__init__() + self.TradingDay = self._to_bytes(TradingDay) + self.OpenDate = self._to_bytes(OpenDate) + self.ExchangeID = self._to_bytes(ExchangeID) + self.SettlementID = int(SettlementID) + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.ComTradeID = self._to_bytes(ComTradeID) + self.TradeID = self._to_bytes(TradeID) + self.InstrumentID = self._to_bytes(InstrumentID) + self.HedgeFlag = self._to_bytes(HedgeFlag) + self.Direction = self._to_bytes(Direction) + self.TotalAmt = int(TotalAmt) + self.Margin = float(Margin) + self.ExchMargin = float(ExchMargin) + self.MarginRateByMoney = float(MarginRateByMoney) + self.MarginRateByVolume = float(MarginRateByVolume) + self.LegID = int(LegID) + self.LegMultiple = int(LegMultiple) + self.TradeGroupID = int(TradeGroupID) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaTradingAccountField(Base): + """风险结算追平资金""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('AccountID', ctypes.c_char * 13), # 投资者帐号 + ('PreMortgage', ctypes.c_double), # 上次质押金额 + ('PreCredit', ctypes.c_double), # 上次信用额度 + ('PreDeposit', ctypes.c_double), # 上次存款额 + ('PreBalance', ctypes.c_double), # 上次结算准备金 + ('PreMargin', ctypes.c_double), # 上次占用的保证金 + ('InterestBase', ctypes.c_double), # 利息基数 + ('Interest', ctypes.c_double), # 利息收入 + ('Deposit', ctypes.c_double), # 入金金额 + ('Withdraw', ctypes.c_double), # 出金金额 + ('FrozenMargin', ctypes.c_double), # 冻结的保证金 + ('FrozenCash', ctypes.c_double), # 冻结的资金 + ('FrozenCommission', ctypes.c_double), # 冻结的手续费 + ('CurrMargin', ctypes.c_double), # 当前保证金总额 + ('CashIn', ctypes.c_double), # 资金差额 + ('Commission', ctypes.c_double), # 手续费 + ('CloseProfit', ctypes.c_double), # 平仓盈亏 + ('PositionProfit', ctypes.c_double), # 持仓盈亏 + ('Balance', ctypes.c_double), # 期货结算准备金 + ('Available', ctypes.c_double), # 可用资金 + ('WithdrawQuota', ctypes.c_double), # 可取资金 + ('Reserve', ctypes.c_double), # 基本准备金 + ('TradingDay', ctypes.c_char * 9), # 交易日 + ('SettlementID', ctypes.c_int), # 结算编号 + ('Credit', ctypes.c_double), # 信用额度 + ('Mortgage', ctypes.c_double), # 质押金额 + ('ExchangeMargin', ctypes.c_double), # 交易所保证金 + ('DeliveryMargin', ctypes.c_double), # 投资者交割保证金 + ('ExchangeDeliveryMargin', ctypes.c_double), # 交易所交割保证金 + ('ReserveBalance', ctypes.c_double), # 保底期货结算准备金 + ('CurrencyID', ctypes.c_char * 4), # 币种代码 + ('PreFundMortgageIn', ctypes.c_double), # 上次货币质入金额 + ('PreFundMortgageOut', ctypes.c_double), # 上次货币质出金额 + ('FundMortgageIn', ctypes.c_double), # 货币质入金额 + ('FundMortgageOut', ctypes.c_double), # 货币质出金额 + ('FundMortgageAvailable', ctypes.c_double), # 货币质押余额 + ('MortgageableFund', ctypes.c_double), # 可质押货币金额 + ('SpecProductMargin', ctypes.c_double), # 特殊产品占用保证金 + ('SpecProductFrozenMargin', ctypes.c_double), # 特殊产品冻结保证金 + ('SpecProductCommission', ctypes.c_double), # 特殊产品手续费 + ('SpecProductFrozenCommission', ctypes.c_double), # 特殊产品冻结手续费 + ('SpecProductPositionProfit', ctypes.c_double), # 特殊产品持仓盈亏 + ('SpecProductCloseProfit', ctypes.c_double), # 特殊产品平仓盈亏 + ('SpecProductPositionProfitByAlg', ctypes.c_double), # 根据持仓盈亏算法计算的特殊产品持仓盈亏 + ('SpecProductExchangeMargin', ctypes.c_double), # 特殊产品交易所保证金 + ('FrozenSwap', ctypes.c_double), # 延时换汇冻结金额 + ('RemainSwap', ctypes.c_double), # 剩余换汇额度 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, BrokerID='', AccountID='', PreMortgage=0.0, PreCredit=0.0, PreDeposit=0.0, PreBalance=0.0, PreMargin=0.0, InterestBase=0.0, Interest=0.0, Deposit=0.0, Withdraw=0.0, + FrozenMargin=0.0, FrozenCash=0.0, FrozenCommission=0.0, CurrMargin=0.0, CashIn=0.0, Commission=0.0, CloseProfit=0.0, PositionProfit=0.0, Balance=0.0, Available=0.0, WithdrawQuota=0.0, + Reserve=0.0, TradingDay='', SettlementID=0, Credit=0.0, Mortgage=0.0, ExchangeMargin=0.0, DeliveryMargin=0.0, ExchangeDeliveryMargin=0.0, ReserveBalance=0.0, CurrencyID='', + PreFundMortgageIn=0.0, PreFundMortgageOut=0.0, FundMortgageIn=0.0, FundMortgageOut=0.0, FundMortgageAvailable=0.0, MortgageableFund=0.0, SpecProductMargin=0.0, + SpecProductFrozenMargin=0.0, SpecProductCommission=0.0, SpecProductFrozenCommission=0.0, SpecProductPositionProfit=0.0, SpecProductCloseProfit=0.0, SpecProductPositionProfitByAlg=0.0, + SpecProductExchangeMargin=0.0, FrozenSwap=0.0, RemainSwap=0.0, SyncDeltaSequenceNo=0): + super(SyncDeltaTradingAccountField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.AccountID = self._to_bytes(AccountID) + self.PreMortgage = float(PreMortgage) + self.PreCredit = float(PreCredit) + self.PreDeposit = float(PreDeposit) + self.PreBalance = float(PreBalance) + self.PreMargin = float(PreMargin) + self.InterestBase = float(InterestBase) + self.Interest = float(Interest) + self.Deposit = float(Deposit) + self.Withdraw = float(Withdraw) + self.FrozenMargin = float(FrozenMargin) + self.FrozenCash = float(FrozenCash) + self.FrozenCommission = float(FrozenCommission) + self.CurrMargin = float(CurrMargin) + self.CashIn = float(CashIn) + self.Commission = float(Commission) + self.CloseProfit = float(CloseProfit) + self.PositionProfit = float(PositionProfit) + self.Balance = float(Balance) + self.Available = float(Available) + self.WithdrawQuota = float(WithdrawQuota) + self.Reserve = float(Reserve) + self.TradingDay = self._to_bytes(TradingDay) + self.SettlementID = int(SettlementID) + self.Credit = float(Credit) + self.Mortgage = float(Mortgage) + self.ExchangeMargin = float(ExchangeMargin) + self.DeliveryMargin = float(DeliveryMargin) + self.ExchangeDeliveryMargin = float(ExchangeDeliveryMargin) + self.ReserveBalance = float(ReserveBalance) + self.CurrencyID = self._to_bytes(CurrencyID) + self.PreFundMortgageIn = float(PreFundMortgageIn) + self.PreFundMortgageOut = float(PreFundMortgageOut) + self.FundMortgageIn = float(FundMortgageIn) + self.FundMortgageOut = float(FundMortgageOut) + self.FundMortgageAvailable = float(FundMortgageAvailable) + self.MortgageableFund = float(MortgageableFund) + self.SpecProductMargin = float(SpecProductMargin) + self.SpecProductFrozenMargin = float(SpecProductFrozenMargin) + self.SpecProductCommission = float(SpecProductCommission) + self.SpecProductFrozenCommission = float(SpecProductFrozenCommission) + self.SpecProductPositionProfit = float(SpecProductPositionProfit) + self.SpecProductCloseProfit = float(SpecProductCloseProfit) + self.SpecProductPositionProfitByAlg = float(SpecProductPositionProfitByAlg) + self.SpecProductExchangeMargin = float(SpecProductExchangeMargin) + self.FrozenSwap = float(FrozenSwap) + self.RemainSwap = float(RemainSwap) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaInitInvstMarginField(Base): + """投资者风险结算总保证金""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('LastRiskTotalInvstMargin', ctypes.c_double), # 追平前总风险保证金 + ('LastRiskTotalExchMargin', ctypes.c_double), # 追平前交易所总风险保证金 + ('ThisSyncInvstMargin', ctypes.c_double), # 本次追平品种总保证金 + ('ThisSyncExchMargin', ctypes.c_double), # 本次追平品种交易所总保证金 + ('RemainRiskInvstMargin', ctypes.c_double), # 本次未追平品种总保证金 + ('RemainRiskExchMargin', ctypes.c_double), # 本次未追平品种交易所总保证金 + ('LastRiskSpecTotalInvstMargin', ctypes.c_double), # 追平前总特殊产品风险保证金 + ('LastRiskSpecTotalExchMargin', ctypes.c_double), # 追平前总特殊产品交易所风险保证金 + ('ThisSyncSpecInvstMargin', ctypes.c_double), # 本次追平品种特殊产品总保证金 + ('ThisSyncSpecExchMargin', ctypes.c_double), # 本次追平品种特殊产品交易所总保证金 + ('RemainRiskSpecInvstMargin', ctypes.c_double), # 本次未追平品种特殊产品总保证金 + ('RemainRiskSpecExchMargin', ctypes.c_double), # 本次未追平品种特殊产品交易所总保证金 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, BrokerID='', InvestorID='', LastRiskTotalInvstMargin=0.0, LastRiskTotalExchMargin=0.0, ThisSyncInvstMargin=0.0, ThisSyncExchMargin=0.0, RemainRiskInvstMargin=0.0, + RemainRiskExchMargin=0.0, LastRiskSpecTotalInvstMargin=0.0, LastRiskSpecTotalExchMargin=0.0, ThisSyncSpecInvstMargin=0.0, ThisSyncSpecExchMargin=0.0, RemainRiskSpecInvstMargin=0.0, + RemainRiskSpecExchMargin=0.0, SyncDeltaSequenceNo=0): + super(SyncDeltaInitInvstMarginField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.LastRiskTotalInvstMargin = float(LastRiskTotalInvstMargin) + self.LastRiskTotalExchMargin = float(LastRiskTotalExchMargin) + self.ThisSyncInvstMargin = float(ThisSyncInvstMargin) + self.ThisSyncExchMargin = float(ThisSyncExchMargin) + self.RemainRiskInvstMargin = float(RemainRiskInvstMargin) + self.RemainRiskExchMargin = float(RemainRiskExchMargin) + self.LastRiskSpecTotalInvstMargin = float(LastRiskSpecTotalInvstMargin) + self.LastRiskSpecTotalExchMargin = float(LastRiskSpecTotalExchMargin) + self.ThisSyncSpecInvstMargin = float(ThisSyncSpecInvstMargin) + self.ThisSyncSpecExchMargin = float(ThisSyncSpecExchMargin) + self.RemainRiskSpecInvstMargin = float(RemainRiskSpecInvstMargin) + self.RemainRiskSpecExchMargin = float(RemainRiskSpecExchMargin) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaDceCombInstrumentField(Base): + """风险结算追平组合优先级""" + _fields_ = [ + ('CombInstrumentID', ctypes.c_char * 81), # 合约代码 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码 + ('TradeGroupID', ctypes.c_int), # 成交组号 + ('CombHedgeFlag', ctypes.c_char), # 投机套保标志 + ('CombinationType', ctypes.c_char), # 组合类型 + ('Direction', ctypes.c_char), # 买卖 + ('ProductID', ctypes.c_char * 81), # 产品代码 + ('Xparameter', ctypes.c_double), # 期权组合保证金比例 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, CombInstrumentID='', ExchangeID='', ExchangeInstID='', TradeGroupID=0, CombHedgeFlag='', CombinationType='', Direction='', ProductID='', Xparameter=0.0, ActionDirection='', + SyncDeltaSequenceNo=0): + super(SyncDeltaDceCombInstrumentField, self).__init__() + self.CombInstrumentID = self._to_bytes(CombInstrumentID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.ExchangeInstID = self._to_bytes(ExchangeInstID) + self.TradeGroupID = int(TradeGroupID) + self.CombHedgeFlag = self._to_bytes(CombHedgeFlag) + self.CombinationType = self._to_bytes(CombinationType) + self.Direction = self._to_bytes(Direction) + self.ProductID = self._to_bytes(ProductID) + self.Xparameter = float(Xparameter) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaInvstMarginRateField(Base): + """风险结算追平投资者期货保证金率""" + _fields_ = [ + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('InvestorRange', ctypes.c_char), # 投资者范围 + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('HedgeFlag', ctypes.c_char), # 投机套保标志 + ('LongMarginRatioByMoney', ctypes.c_double), # 多头保证金率 + ('LongMarginRatioByVolume', ctypes.c_double), # 多头保证金费 + ('ShortMarginRatioByMoney', ctypes.c_double), # 空头保证金率 + ('ShortMarginRatioByVolume', ctypes.c_double), # 空头保证金费 + ('IsRelative', ctypes.c_int), # 是否相对交易所收取 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, InstrumentID='', InvestorRange='', BrokerID='', InvestorID='', HedgeFlag='', LongMarginRatioByMoney=0.0, LongMarginRatioByVolume=0.0, ShortMarginRatioByMoney=0.0, + ShortMarginRatioByVolume=0.0, IsRelative=0, ActionDirection='', SyncDeltaSequenceNo=0): + super(SyncDeltaInvstMarginRateField, self).__init__() + self.InstrumentID = self._to_bytes(InstrumentID) + self.InvestorRange = self._to_bytes(InvestorRange) + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.HedgeFlag = self._to_bytes(HedgeFlag) + self.LongMarginRatioByMoney = float(LongMarginRatioByMoney) + self.LongMarginRatioByVolume = float(LongMarginRatioByVolume) + self.ShortMarginRatioByMoney = float(ShortMarginRatioByMoney) + self.ShortMarginRatioByVolume = float(ShortMarginRatioByVolume) + self.IsRelative = int(IsRelative) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaExchMarginRateField(Base): + """风险结算追平交易所期货保证金率""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('HedgeFlag', ctypes.c_char), # 投机套保标志 + ('LongMarginRatioByMoney', ctypes.c_double), # 多头保证金率 + ('LongMarginRatioByVolume', ctypes.c_double), # 多头保证金费 + ('ShortMarginRatioByMoney', ctypes.c_double), # 空头保证金率 + ('ShortMarginRatioByVolume', ctypes.c_double), # 空头保证金费 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, BrokerID='', InstrumentID='', HedgeFlag='', LongMarginRatioByMoney=0.0, LongMarginRatioByVolume=0.0, ShortMarginRatioByMoney=0.0, ShortMarginRatioByVolume=0.0, + ActionDirection='', SyncDeltaSequenceNo=0): + super(SyncDeltaExchMarginRateField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.InstrumentID = self._to_bytes(InstrumentID) + self.HedgeFlag = self._to_bytes(HedgeFlag) + self.LongMarginRatioByMoney = float(LongMarginRatioByMoney) + self.LongMarginRatioByVolume = float(LongMarginRatioByVolume) + self.ShortMarginRatioByMoney = float(ShortMarginRatioByMoney) + self.ShortMarginRatioByVolume = float(ShortMarginRatioByVolume) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaOptExchMarginField(Base): + """风险结算追平中金现货期权交易所保证金率""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('SShortMarginRatioByMoney', ctypes.c_double), # 投机空头保证金调整系数 + ('SShortMarginRatioByVolume', ctypes.c_double), # 投机空头保证金调整系数 + ('HShortMarginRatioByMoney', ctypes.c_double), # 保值空头保证金调整系数 + ('HShortMarginRatioByVolume', ctypes.c_double), # 保值空头保证金调整系数 + ('AShortMarginRatioByMoney', ctypes.c_double), # 套利空头保证金调整系数 + ('AShortMarginRatioByVolume', ctypes.c_double), # 套利空头保证金调整系数 + ('MShortMarginRatioByMoney', ctypes.c_double), # 做市商空头保证金调整系数 + ('MShortMarginRatioByVolume', ctypes.c_double), # 做市商空头保证金调整系数 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, BrokerID='', InstrumentID='', SShortMarginRatioByMoney=0.0, SShortMarginRatioByVolume=0.0, HShortMarginRatioByMoney=0.0, HShortMarginRatioByVolume=0.0, + AShortMarginRatioByMoney=0.0, AShortMarginRatioByVolume=0.0, MShortMarginRatioByMoney=0.0, MShortMarginRatioByVolume=0.0, ActionDirection='', SyncDeltaSequenceNo=0): + super(SyncDeltaOptExchMarginField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.InstrumentID = self._to_bytes(InstrumentID) + self.SShortMarginRatioByMoney = float(SShortMarginRatioByMoney) + self.SShortMarginRatioByVolume = float(SShortMarginRatioByVolume) + self.HShortMarginRatioByMoney = float(HShortMarginRatioByMoney) + self.HShortMarginRatioByVolume = float(HShortMarginRatioByVolume) + self.AShortMarginRatioByMoney = float(AShortMarginRatioByMoney) + self.AShortMarginRatioByVolume = float(AShortMarginRatioByVolume) + self.MShortMarginRatioByMoney = float(MShortMarginRatioByMoney) + self.MShortMarginRatioByVolume = float(MShortMarginRatioByVolume) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaOptInvstMarginField(Base): + """风险结算追平中金现货期权投资者保证金率""" + _fields_ = [ + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('InvestorRange', ctypes.c_char), # 投资者范围 + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('SShortMarginRatioByMoney', ctypes.c_double), # 投机空头保证金调整系数 + ('SShortMarginRatioByVolume', ctypes.c_double), # 投机空头保证金调整系数 + ('HShortMarginRatioByMoney', ctypes.c_double), # 保值空头保证金调整系数 + ('HShortMarginRatioByVolume', ctypes.c_double), # 保值空头保证金调整系数 + ('AShortMarginRatioByMoney', ctypes.c_double), # 套利空头保证金调整系数 + ('AShortMarginRatioByVolume', ctypes.c_double), # 套利空头保证金调整系数 + ('IsRelative', ctypes.c_int), # 是否跟随交易所收取 + ('MShortMarginRatioByMoney', ctypes.c_double), # 做市商空头保证金调整系数 + ('MShortMarginRatioByVolume', ctypes.c_double), # 做市商空头保证金调整系数 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, InstrumentID='', InvestorRange='', BrokerID='', InvestorID='', SShortMarginRatioByMoney=0.0, SShortMarginRatioByVolume=0.0, HShortMarginRatioByMoney=0.0, + HShortMarginRatioByVolume=0.0, AShortMarginRatioByMoney=0.0, AShortMarginRatioByVolume=0.0, IsRelative=0, MShortMarginRatioByMoney=0.0, MShortMarginRatioByVolume=0.0, + ActionDirection='', SyncDeltaSequenceNo=0): + super(SyncDeltaOptInvstMarginField, self).__init__() + self.InstrumentID = self._to_bytes(InstrumentID) + self.InvestorRange = self._to_bytes(InvestorRange) + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.SShortMarginRatioByMoney = float(SShortMarginRatioByMoney) + self.SShortMarginRatioByVolume = float(SShortMarginRatioByVolume) + self.HShortMarginRatioByMoney = float(HShortMarginRatioByMoney) + self.HShortMarginRatioByVolume = float(HShortMarginRatioByVolume) + self.AShortMarginRatioByMoney = float(AShortMarginRatioByMoney) + self.AShortMarginRatioByVolume = float(AShortMarginRatioByVolume) + self.IsRelative = int(IsRelative) + self.MShortMarginRatioByMoney = float(MShortMarginRatioByMoney) + self.MShortMarginRatioByVolume = float(MShortMarginRatioByVolume) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaInvstMarginRateULField(Base): + """风险结算追平期权标的调整保证金率""" + _fields_ = [ + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('InvestorRange', ctypes.c_char), # 投资者范围 + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('HedgeFlag', ctypes.c_char), # 投机套保标志 + ('LongMarginRatioByMoney', ctypes.c_double), # 多头保证金率 + ('LongMarginRatioByVolume', ctypes.c_double), # 多头保证金费 + ('ShortMarginRatioByMoney', ctypes.c_double), # 空头保证金率 + ('ShortMarginRatioByVolume', ctypes.c_double), # 空头保证金费 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, InstrumentID='', InvestorRange='', BrokerID='', InvestorID='', HedgeFlag='', LongMarginRatioByMoney=0.0, LongMarginRatioByVolume=0.0, ShortMarginRatioByMoney=0.0, + ShortMarginRatioByVolume=0.0, ActionDirection='', SyncDeltaSequenceNo=0): + super(SyncDeltaInvstMarginRateULField, self).__init__() + self.InstrumentID = self._to_bytes(InstrumentID) + self.InvestorRange = self._to_bytes(InvestorRange) + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.HedgeFlag = self._to_bytes(HedgeFlag) + self.LongMarginRatioByMoney = float(LongMarginRatioByMoney) + self.LongMarginRatioByVolume = float(LongMarginRatioByVolume) + self.ShortMarginRatioByMoney = float(ShortMarginRatioByMoney) + self.ShortMarginRatioByVolume = float(ShortMarginRatioByVolume) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaOptInvstCommRateField(Base): + """风险结算追平期权手续费率""" + _fields_ = [ + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('InvestorRange', ctypes.c_char), # 投资者范围 + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('OpenRatioByMoney', ctypes.c_double), # 开仓手续费率 + ('OpenRatioByVolume', ctypes.c_double), # 开仓手续费 + ('CloseRatioByMoney', ctypes.c_double), # 平仓手续费率 + ('CloseRatioByVolume', ctypes.c_double), # 平仓手续费 + ('CloseTodayRatioByMoney', ctypes.c_double), # 平今手续费率 + ('CloseTodayRatioByVolume', ctypes.c_double), # 平今手续费 + ('StrikeRatioByMoney', ctypes.c_double), # 执行手续费率 + ('StrikeRatioByVolume', ctypes.c_double), # 执行手续费 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, InstrumentID='', InvestorRange='', BrokerID='', InvestorID='', OpenRatioByMoney=0.0, OpenRatioByVolume=0.0, CloseRatioByMoney=0.0, CloseRatioByVolume=0.0, + CloseTodayRatioByMoney=0.0, CloseTodayRatioByVolume=0.0, StrikeRatioByMoney=0.0, StrikeRatioByVolume=0.0, ActionDirection='', SyncDeltaSequenceNo=0): + super(SyncDeltaOptInvstCommRateField, self).__init__() + self.InstrumentID = self._to_bytes(InstrumentID) + self.InvestorRange = self._to_bytes(InvestorRange) + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.OpenRatioByMoney = float(OpenRatioByMoney) + self.OpenRatioByVolume = float(OpenRatioByVolume) + self.CloseRatioByMoney = float(CloseRatioByMoney) + self.CloseRatioByVolume = float(CloseRatioByVolume) + self.CloseTodayRatioByMoney = float(CloseTodayRatioByMoney) + self.CloseTodayRatioByVolume = float(CloseTodayRatioByVolume) + self.StrikeRatioByMoney = float(StrikeRatioByMoney) + self.StrikeRatioByVolume = float(StrikeRatioByVolume) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaInvstCommRateField(Base): + """风险结算追平期货手续费率""" + _fields_ = [ + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('InvestorRange', ctypes.c_char), # 投资者范围 + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('OpenRatioByMoney', ctypes.c_double), # 开仓手续费率 + ('OpenRatioByVolume', ctypes.c_double), # 开仓手续费 + ('CloseRatioByMoney', ctypes.c_double), # 平仓手续费率 + ('CloseRatioByVolume', ctypes.c_double), # 平仓手续费 + ('CloseTodayRatioByMoney', ctypes.c_double), # 平今手续费率 + ('CloseTodayRatioByVolume', ctypes.c_double), # 平今手续费 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, InstrumentID='', InvestorRange='', BrokerID='', InvestorID='', OpenRatioByMoney=0.0, OpenRatioByVolume=0.0, CloseRatioByMoney=0.0, CloseRatioByVolume=0.0, + CloseTodayRatioByMoney=0.0, CloseTodayRatioByVolume=0.0, ActionDirection='', SyncDeltaSequenceNo=0): + super(SyncDeltaInvstCommRateField, self).__init__() + self.InstrumentID = self._to_bytes(InstrumentID) + self.InvestorRange = self._to_bytes(InvestorRange) + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.OpenRatioByMoney = float(OpenRatioByMoney) + self.OpenRatioByVolume = float(OpenRatioByVolume) + self.CloseRatioByMoney = float(CloseRatioByMoney) + self.CloseRatioByVolume = float(CloseRatioByVolume) + self.CloseTodayRatioByMoney = float(CloseTodayRatioByMoney) + self.CloseTodayRatioByVolume = float(CloseTodayRatioByVolume) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaProductExchRateField(Base): + """风险结算追平交叉汇率""" + _fields_ = [ + ('ProductID', ctypes.c_char * 81), # 产品代码 + ('QuoteCurrencyID', ctypes.c_char * 4), # 报价币种类型 + ('ExchangeRate', ctypes.c_double), # 汇率 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, ProductID='', QuoteCurrencyID='', ExchangeRate=0.0, ActionDirection='', SyncDeltaSequenceNo=0): + super(SyncDeltaProductExchRateField, self).__init__() + self.ProductID = self._to_bytes(ProductID) + self.QuoteCurrencyID = self._to_bytes(QuoteCurrencyID) + self.ExchangeRate = float(ExchangeRate) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaDepthMarketDataField(Base): + """风险结算追平行情""" + _fields_ = [ + ('TradingDay', ctypes.c_char * 9), # 交易日 + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码 + ('LastPrice', ctypes.c_double), # 最新价 + ('PreSettlementPrice', ctypes.c_double), # 上次结算价 + ('PreClosePrice', ctypes.c_double), # 昨收盘 + ('PreOpenInterest', ctypes.c_double), # 昨持仓量 + ('OpenPrice', ctypes.c_double), # 今开盘 + ('HighestPrice', ctypes.c_double), # 最高价 + ('LowestPrice', ctypes.c_double), # 最低价 + ('Volume', ctypes.c_int), # 数量 + ('Turnover', ctypes.c_double), # 成交金额 + ('OpenInterest', ctypes.c_double), # 持仓量 + ('ClosePrice', ctypes.c_double), # 今收盘 + ('SettlementPrice', ctypes.c_double), # 本次结算价 + ('UpperLimitPrice', ctypes.c_double), # 涨停板价 + ('LowerLimitPrice', ctypes.c_double), # 跌停板价 + ('PreDelta', ctypes.c_double), # 昨虚实度 + ('CurrDelta', ctypes.c_double), # 今虚实度 + ('UpdateTime', ctypes.c_char * 9), # 最后修改时间 + ('UpdateMillisec', ctypes.c_int), # 最后修改毫秒 + ('BidPrice1', ctypes.c_double), # 申买价一 + ('BidVolume1', ctypes.c_int), # 申买量一 + ('AskPrice1', ctypes.c_double), # 申卖价一 + ('AskVolume1', ctypes.c_int), # 申卖量一 + ('BidPrice2', ctypes.c_double), # 申买价二 + ('BidVolume2', ctypes.c_int), # 申买量二 + ('AskPrice2', ctypes.c_double), # 申卖价二 + ('AskVolume2', ctypes.c_int), # 申卖量二 + ('BidPrice3', ctypes.c_double), # 申买价三 + ('BidVolume3', ctypes.c_int), # 申买量三 + ('AskPrice3', ctypes.c_double), # 申卖价三 + ('AskVolume3', ctypes.c_int), # 申卖量三 + ('BidPrice4', ctypes.c_double), # 申买价四 + ('BidVolume4', ctypes.c_int), # 申买量四 + ('AskPrice4', ctypes.c_double), # 申卖价四 + ('AskVolume4', ctypes.c_int), # 申卖量四 + ('BidPrice5', ctypes.c_double), # 申买价五 + ('BidVolume5', ctypes.c_int), # 申买量五 + ('AskPrice5', ctypes.c_double), # 申卖价五 + ('AskVolume5', ctypes.c_int), # 申卖量五 + ('AveragePrice', ctypes.c_double), # 当日均价 + ('ActionDay', ctypes.c_char * 9), # 业务日期 + ('BandingUpperPrice', ctypes.c_double), # 上带价 + ('BandingLowerPrice', ctypes.c_double), # 下带价 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, TradingDay='', InstrumentID='', ExchangeID='', ExchangeInstID='', LastPrice=0.0, PreSettlementPrice=0.0, PreClosePrice=0.0, PreOpenInterest=0.0, OpenPrice=0.0, HighestPrice=0.0, + LowestPrice=0.0, Volume=0, Turnover=0.0, OpenInterest=0.0, ClosePrice=0.0, SettlementPrice=0.0, UpperLimitPrice=0.0, LowerLimitPrice=0.0, PreDelta=0.0, CurrDelta=0.0, UpdateTime='', + UpdateMillisec=0, BidPrice1=0.0, BidVolume1=0, AskPrice1=0.0, AskVolume1=0, BidPrice2=0.0, BidVolume2=0, AskPrice2=0.0, AskVolume2=0, BidPrice3=0.0, BidVolume3=0, AskPrice3=0.0, + AskVolume3=0, BidPrice4=0.0, BidVolume4=0, AskPrice4=0.0, AskVolume4=0, BidPrice5=0.0, BidVolume5=0, AskPrice5=0.0, AskVolume5=0, AveragePrice=0.0, ActionDay='', + BandingUpperPrice=0.0, BandingLowerPrice=0.0, ActionDirection='', SyncDeltaSequenceNo=0): + super(SyncDeltaDepthMarketDataField, self).__init__() + self.TradingDay = self._to_bytes(TradingDay) + self.InstrumentID = self._to_bytes(InstrumentID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.ExchangeInstID = self._to_bytes(ExchangeInstID) + self.LastPrice = float(LastPrice) + self.PreSettlementPrice = float(PreSettlementPrice) + self.PreClosePrice = float(PreClosePrice) + self.PreOpenInterest = float(PreOpenInterest) + self.OpenPrice = float(OpenPrice) + self.HighestPrice = float(HighestPrice) + self.LowestPrice = float(LowestPrice) + self.Volume = int(Volume) + self.Turnover = float(Turnover) + self.OpenInterest = float(OpenInterest) + self.ClosePrice = float(ClosePrice) + self.SettlementPrice = float(SettlementPrice) + self.UpperLimitPrice = float(UpperLimitPrice) + self.LowerLimitPrice = float(LowerLimitPrice) + self.PreDelta = float(PreDelta) + self.CurrDelta = float(CurrDelta) + self.UpdateTime = self._to_bytes(UpdateTime) + self.UpdateMillisec = int(UpdateMillisec) + self.BidPrice1 = float(BidPrice1) + self.BidVolume1 = int(BidVolume1) + self.AskPrice1 = float(AskPrice1) + self.AskVolume1 = int(AskVolume1) + self.BidPrice2 = float(BidPrice2) + self.BidVolume2 = int(BidVolume2) + self.AskPrice2 = float(AskPrice2) + self.AskVolume2 = int(AskVolume2) + self.BidPrice3 = float(BidPrice3) + self.BidVolume3 = int(BidVolume3) + self.AskPrice3 = float(AskPrice3) + self.AskVolume3 = int(AskVolume3) + self.BidPrice4 = float(BidPrice4) + self.BidVolume4 = int(BidVolume4) + self.AskPrice4 = float(AskPrice4) + self.AskVolume4 = int(AskVolume4) + self.BidPrice5 = float(BidPrice5) + self.BidVolume5 = int(BidVolume5) + self.AskPrice5 = float(AskPrice5) + self.AskVolume5 = int(AskVolume5) + self.AveragePrice = float(AveragePrice) + self.ActionDay = self._to_bytes(ActionDay) + self.BandingUpperPrice = float(BandingUpperPrice) + self.BandingLowerPrice = float(BandingLowerPrice) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaIndexPriceField(Base): + """风险结算追平现货指数""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('ClosePrice', ctypes.c_double), # 指数现货收盘价 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, BrokerID='', InstrumentID='', ClosePrice=0.0, ActionDirection='', SyncDeltaSequenceNo=0): + super(SyncDeltaIndexPriceField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.InstrumentID = self._to_bytes(InstrumentID) + self.ClosePrice = float(ClosePrice) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) + + +class SyncDeltaEWarrantOffsetField(Base): + """风险结算追平仓单折抵""" + _fields_ = [ + ('TradingDay', ctypes.c_char * 9), # 交易日期 + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('Direction', ctypes.c_char), # 买卖方向 + ('HedgeFlag', ctypes.c_char), # 投机套保标志 + ('Volume', ctypes.c_int), # 数量 + ('ActionDirection', ctypes.c_char), # 操作标志 + ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 + ] + + def __init__(self, TradingDay='', BrokerID='', InvestorID='', ExchangeID='', InstrumentID='', Direction='', HedgeFlag='', Volume=0, ActionDirection='', SyncDeltaSequenceNo=0): + super(SyncDeltaEWarrantOffsetField, self).__init__() + self.TradingDay = self._to_bytes(TradingDay) + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.InstrumentID = self._to_bytes(InstrumentID) + self.Direction = self._to_bytes(Direction) + self.HedgeFlag = self._to_bytes(HedgeFlag) + self.Volume = int(Volume) + self.ActionDirection = self._to_bytes(ActionDirection) + self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) diff --git a/ctpwrapper/Trader.py b/ctpwrapper/Trader.py index baefe35..ca976c8 100644 --- a/ctpwrapper/Trader.py +++ b/ctpwrapper/Trader.py @@ -662,6 +662,18 @@ def ReqQryCombPromotionParam(self, pQryCombPromotionParam: "QryCombPromotionPara """ return super(TraderApiPy, self).ReqQryCombPromotionParam(pQryCombPromotionParam, nRequestID) + def ReqQryRiskSettleInvstPosition(self, pQryRiskSettleInvstPosition: "QryRiskSettleInvstPositionField", nRequestID: int) -> int: + """ + 投资者风险结算持仓查询 + """ + return super(TraderApiPy, self).ReqQryRiskSettleInvstPosition(pQryRiskSettleInvstPosition, nRequestID) + + def ReqQryRiskSettleProductStatus(self, pQryRiskSettleProductStatus: "QryRiskSettleProductStatusField", nRequestID: int) -> int: + """ + 风险结算产品查询 + """ + return super(TraderApiPy, self).ReqQryRiskSettleProductStatus(pQryRiskSettleProductStatus, nRequestID) + def OnFrontConnected(self) -> None: pass @@ -1175,3 +1187,11 @@ def OnRspQryClassifiedInstrument(self, pInstrument, pRspInfo, nRequestID, bIsLas # 请求组合优惠比例响应 def OnRspQryCombPromotionParam(self, pCombPromotionParam, pRspInfo, nRequestID, bIsLast) -> None: pass + + # 投资者风险结算持仓查询响应 + def OnRspQryRiskSettleInvstPosition(self, pRiskSettleInvstPosition, pRspInfo, nRequestID, bIsLast) -> None: + pass + + # 风险结算产品查询响应 + def OnRspQryRiskSettleProductStatus(self, pRiskSettleProductStatus, pRspInfo, nRequestID, bIsLast) -> None: + pass diff --git a/ctpwrapper/TraderApi.pyx b/ctpwrapper/TraderApi.pyx index 48c009f..87824c3 100644 --- a/ctpwrapper/TraderApi.pyx +++ b/ctpwrapper/TraderApi.pyx @@ -960,6 +960,24 @@ cdef class TraderApiWrapper: result = self._api.ReqQryCombPromotionParam( address, nRequestID) return result + # 投资者风险结算持仓查询 + def ReqQryRiskSettleInvstPosition(self, pQryRiskSettleInvstPosition, int nRequestID): + cdef size_t address + if self._spi is not NULL: + address = ctypes.addressof(pQryRiskSettleInvstPosition) + with nogil: + result = self._api.ReqQryRiskSettleInvstPosition( address, nRequestID) + return result + + # 风险结算产品查询 + def ReqQryRiskSettleProductStatus(self, pQryRiskSettleProductStatus, int nRequestID): + cdef size_t address + if self._spi is not NULL: + address = ctypes.addressof(pQryRiskSettleProductStatus) + with nogil: + result = self._api.ReqQryRiskSettleProductStatus( address, nRequestID) + return result + cdef extern int TraderSpi_OnFrontConnected(self) except -1: self.OnFrontConnected() return 0 @@ -2350,3 +2368,31 @@ cdef extern int TraderSpi_OnRspQryCombPromotionParam(self, bIsLast ) return 0 + +# 投资者风险结算持仓查询响应 +cdef extern int TraderSpi_OnRspQryRiskSettleInvstPosition(self, + CThostFtdcRiskSettleInvstPositionField *pRiskSettleInvstPosition, + CThostFtdcRspInfoField *pRspInfo, + int nRequestID, + cbool bIsLast) except -1: + self.OnRspQryRiskSettleInvstPosition( + None if pRiskSettleInvstPosition is NULL else ApiStructure.RiskSettleInvstPositionField.from_address( pRiskSettleInvstPosition), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + nRequestID, + bIsLast + ) + return 0 + +# 风险结算产品查询 +cdef extern int TraderSpi_OnRspQryRiskSettleProductStatus(self, + CThostFtdcRiskSettleProductStatusField *pRiskSettleProductStatus, + CThostFtdcRspInfoField *pRspInfo, + int nRequestID, + cbool bIsLast) except -1: + self.OnRspQryRiskSettleProductStatus( + None if pRiskSettleProductStatus is NULL else ApiStructure.RiskSettleProductStatusField.from_address( pRiskSettleProductStatus), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + nRequestID, + bIsLast + ) + return 0 diff --git a/ctpwrapper/__init__.py b/ctpwrapper/__init__.py index b02e9a1..6f7e6a4 100644 --- a/ctpwrapper/__init__.py +++ b/ctpwrapper/__init__.py @@ -16,8 +16,8 @@ along with ctpwrapper. If not, see . """ -__version__ = "6.5.1.1" -__date__ = "2020-09-08" +__version__ = "6.6.1" +__date__ = "2021-04-06" from ctpwrapper.Md import MdApiPy from ctpwrapper.Trader import TraderApiPy diff --git a/ctpwrapper/cppheader/CTraderAPI.h b/ctpwrapper/cppheader/CTraderAPI.h index 6493858..7c18ab2 100644 --- a/ctpwrapper/cppheader/CTraderAPI.h +++ b/ctpwrapper/cppheader/CTraderAPI.h @@ -281,6 +281,10 @@ static inline int TraderSpi_OnRspQryClassifiedInstrument(PyObject *, CThostFtdcI ///请求组合优惠比例响应 static inline int TraderSpi_OnRspQryCombPromotionParam(PyObject *, CThostFtdcCombPromotionParamField *, CThostFtdcRspInfoField *, int, bool); +static inline int TraderSpi_OnRspQryRiskSettleInvstPosition(PyObject *, CThostFtdcRiskSettleInvstPositionField *, CThostFtdcRspInfoField *, int, bool); + +static inline int TraderSpi_OnRspQryRiskSettleProductStatus(PyObject *, CThostFtdcRiskSettleProductStatusField *, CThostFtdcRspInfoField *, int, bool); + #define Python_GIL(func) \ do { \ PyGILState_STATE gil_state = PyGILState_Ensure(); \ @@ -953,6 +957,18 @@ class CTraderSpi : public CThostFtdcTraderSpi { Python_GIL(TraderSpi_OnRspQryCombPromotionParam(self, pCombPromotionParam, pRspInfo, nRequestID, bIsLast)); }; + ///投资者风险结算持仓查询 + virtual void OnRspQryRiskSettleInvstPosition(CThostFtdcRiskSettleInvstPositionField *pRiskSettleInvstPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { + Python_GIL(TraderSpi_OnRspQryRiskSettleInvstPosition(self, pRiskSettleInvstPosition, pRspInfo, nRequestID, bIsLast)); + }; + + + ///风险结算产品查询 + virtual void OnRspQryRiskSettleProductStatus(CThostFtdcRiskSettleProductStatusField *pRiskSettleProductStatus, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { + Python_GIL(TraderSpi_OnRspQryRiskSettleProductStatus(self, pRiskSettleProductStatus, pRspInfo, nRequestID, bIsLast)); + } + + diff --git a/ctpwrapper/headers/ThostFtdcUserApiDataType.pxd b/ctpwrapper/headers/ThostFtdcUserApiDataType.pxd index 0725c62..5cf1415 100644 --- a/ctpwrapper/headers/ThostFtdcUserApiDataType.pxd +++ b/ctpwrapper/headers/ThostFtdcUserApiDataType.pxd @@ -46,6 +46,7 @@ cdef extern from 'ThostFtdcUserApiDataType.h': ctypedef char TThostFtdcExchangeFlagType[2] ctypedef char TThostFtdcMacAddressType[21] ctypedef char TThostFtdcSystemIDType[21] + ctypedef char TThostFtdcClientLoginRemarkType[151] ctypedef char TThostFtdcExchangePropertyType ctypedef char TThostFtdcDateType[9] ctypedef char TThostFtdcTimeType[9] @@ -812,3 +813,7 @@ cdef extern from 'ThostFtdcUserApiDataType.h': ctypedef char TThostFtdcAuthTypeType ctypedef char TThostFtdcClassTypeType ctypedef char TThostFtdcTradingTypeType + ctypedef char TThostFtdcProductStatusType + ctypedef char TThostFtdcSyncDeltaStatusType + ctypedef char TThostFtdcActionDirectionType + ctypedef char TThostFtdcSyncDescriptionType[257] diff --git a/ctpwrapper/headers/ThostFtdcUserApiStruct.pxd b/ctpwrapper/headers/ThostFtdcUserApiStruct.pxd index c07078e..4b46a23 100644 --- a/ctpwrapper/headers/ThostFtdcUserApiStruct.pxd +++ b/ctpwrapper/headers/ThostFtdcUserApiStruct.pxd @@ -459,6 +459,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcDateType ActionDay TThostFtdcInstrumentIDType InstrumentID TThostFtdcExchangeInstIDType ExchangeInstID + TThostFtdcPriceType BandingUpperPrice + TThostFtdcPriceType BandingLowerPrice cdef struct CThostFtdcInstrumentTradingRightField: TThostFtdcOldInstrumentIDType reserve1 TThostFtdcInvestorRangeType InvestorRange @@ -947,6 +949,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcMoneyType Deposit TThostFtdcBoolType IsForce TThostFtdcCurrencyIDType CurrencyID + TThostFtdcBoolType IsFromSopt + TThostFtdcPasswordType TradingPassword cdef struct CThostFtdcSyncFundMortgageField: TThostFtdcDepositSeqNoType MortgageSeqNo TThostFtdcBrokerIDType BrokerID @@ -1720,6 +1724,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcMacAddressType MacAddress TThostFtdcInstrumentIDType InstrumentID TThostFtdcIPAddressType IPAddress + TThostFtdcOrderSysIDType ReplaceSysID cdef struct CThostFtdcInputQuoteActionField: TThostFtdcBrokerIDType BrokerID TThostFtdcInvestorIDType InvestorID @@ -1793,6 +1798,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcInstrumentIDType InstrumentID TThostFtdcExchangeInstIDType ExchangeInstID TThostFtdcIPAddressType IPAddress + TThostFtdcOrderSysIDType ReplaceSysID cdef struct CThostFtdcQuoteActionField: TThostFtdcBrokerIDType BrokerID TThostFtdcInvestorIDType InvestorID @@ -2156,6 +2162,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcExchangeIDType ExchangeID TThostFtdcInvestUnitIDType InvestUnitID TThostFtdcInstrumentIDType InstrumentID + TThostFtdcRatioType OrderCommByTrade + TThostFtdcRatioType OrderActionCommByTrade cdef struct CThostFtdcQryInstrumentOrderCommRateField: TThostFtdcBrokerIDType BrokerID TThostFtdcInvestorIDType InvestorID @@ -2486,6 +2494,9 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcMillisecType UpdateMillisec TThostFtdcDateType ActionDay TThostFtdcInstrumentIDType InstrumentID + cdef struct CThostFtdcMarketDataBandingPriceField: + TThostFtdcPriceType BandingUpperPrice + TThostFtdcPriceType BandingLowerPrice cdef struct CThostFtdcMarketDataExchangeField: TThostFtdcExchangeIDType ExchangeID cdef struct CThostFtdcSpecificInstrumentField: @@ -4440,10 +4451,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h': cdef struct CThostFtdcQueryFreqField: TThostFtdcQueryFreqType QueryFreq cdef struct CThostFtdcAuthForbiddenIPField: - TThostFtdcOldIPAddressType reserve1 TThostFtdcIPAddressType IPAddress cdef struct CThostFtdcQryAuthForbiddenIPField: - TThostFtdcOldIPAddressType reserve1 TThostFtdcIPAddressType IPAddress cdef struct CThostFtdcSyncDelaySwapFrozenField: TThostFtdcDepositSeqNoType DelaySwapSeqNo @@ -4462,6 +4471,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcTimeType ClientLoginTime TThostFtdcAppIDType ClientAppID TThostFtdcIPAddressType ClientPublicIP + TThostFtdcClientLoginRemarkType ClientLoginRemark cdef struct CThostFtdcAuthUserIDField: TThostFtdcBrokerIDType BrokerID TThostFtdcAppIDType AppID @@ -4486,3 +4496,368 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcInstrumentIDType InstrumentID TThostFtdcCombHedgeFlagType CombHedgeFlag TThostFtdcDiscountRatioType Xparameter + cdef struct CThostFtdcQryRiskSettleInvstPositionField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcInstrumentIDType InstrumentID + cdef struct CThostFtdcQryRiskSettleProductStatusField: + TThostFtdcInstrumentIDType ProductID + cdef struct CThostFtdcRiskSettleInvstPositionField: + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcPosiDirectionType PosiDirection + TThostFtdcHedgeFlagType HedgeFlag + TThostFtdcPositionDateType PositionDate + TThostFtdcVolumeType YdPosition + TThostFtdcVolumeType Position + TThostFtdcVolumeType LongFrozen + TThostFtdcVolumeType ShortFrozen + TThostFtdcMoneyType LongFrozenAmount + TThostFtdcMoneyType ShortFrozenAmount + TThostFtdcVolumeType OpenVolume + TThostFtdcVolumeType CloseVolume + TThostFtdcMoneyType OpenAmount + TThostFtdcMoneyType CloseAmount + TThostFtdcMoneyType PositionCost + TThostFtdcMoneyType PreMargin + TThostFtdcMoneyType UseMargin + TThostFtdcMoneyType FrozenMargin + TThostFtdcMoneyType FrozenCash + TThostFtdcMoneyType FrozenCommission + TThostFtdcMoneyType CashIn + TThostFtdcMoneyType Commission + TThostFtdcMoneyType CloseProfit + TThostFtdcMoneyType PositionProfit + TThostFtdcPriceType PreSettlementPrice + TThostFtdcPriceType SettlementPrice + TThostFtdcDateType TradingDay + TThostFtdcSettlementIDType SettlementID + TThostFtdcMoneyType OpenCost + TThostFtdcMoneyType ExchangeMargin + TThostFtdcVolumeType CombPosition + TThostFtdcVolumeType CombLongFrozen + TThostFtdcVolumeType CombShortFrozen + TThostFtdcMoneyType CloseProfitByDate + TThostFtdcMoneyType CloseProfitByTrade + TThostFtdcVolumeType TodayPosition + TThostFtdcRatioType MarginRateByMoney + TThostFtdcRatioType MarginRateByVolume + TThostFtdcVolumeType StrikeFrozen + TThostFtdcMoneyType StrikeFrozenAmount + TThostFtdcVolumeType AbandonFrozen + TThostFtdcExchangeIDType ExchangeID + TThostFtdcVolumeType YdStrikeFrozen + TThostFtdcInvestUnitIDType InvestUnitID + TThostFtdcMoneyType PositionCostOffset + TThostFtdcVolumeType TasPosition + TThostFtdcMoneyType TasPositionCost + cdef struct CThostFtdcRiskSettleProductStatusField: + TThostFtdcExchangeIDType ExchangeID + TThostFtdcInstrumentIDType ProductID + TThostFtdcProductStatusType ProductStatus + cdef struct CThostFtdcSyncDeltaInfoField: + TThostFtdcSequenceNoType SyncDeltaSequenceNo + TThostFtdcSyncDeltaStatusType SyncDeltaStatus + TThostFtdcSyncDescriptionType SyncDescription + TThostFtdcBoolType IsOnlyTrdDelta + cdef struct CThostFtdcSyncDeltaProductStatusField: + TThostFtdcSequenceNoType SyncDeltaSequenceNo + TThostFtdcExchangeIDType ExchangeID + TThostFtdcInstrumentIDType ProductID + TThostFtdcProductStatusType ProductStatus + cdef struct CThostFtdcSyncDeltaInvstPosDtlField: + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcHedgeFlagType HedgeFlag + TThostFtdcDirectionType Direction + TThostFtdcDateType OpenDate + TThostFtdcTradeIDType TradeID + TThostFtdcVolumeType Volume + TThostFtdcPriceType OpenPrice + TThostFtdcDateType TradingDay + TThostFtdcSettlementIDType SettlementID + TThostFtdcTradeTypeType TradeType + TThostFtdcInstrumentIDType CombInstrumentID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcMoneyType CloseProfitByDate + TThostFtdcMoneyType CloseProfitByTrade + TThostFtdcMoneyType PositionProfitByDate + TThostFtdcMoneyType PositionProfitByTrade + TThostFtdcMoneyType Margin + TThostFtdcMoneyType ExchMargin + TThostFtdcRatioType MarginRateByMoney + TThostFtdcRatioType MarginRateByVolume + TThostFtdcPriceType LastSettlementPrice + TThostFtdcPriceType SettlementPrice + TThostFtdcVolumeType CloseVolume + TThostFtdcMoneyType CloseAmount + TThostFtdcVolumeType TimeFirstVolume + TThostFtdcSpecPosiTypeType SpecPosiType + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaInvstPosCombDtlField: + TThostFtdcDateType TradingDay + TThostFtdcDateType OpenDate + TThostFtdcExchangeIDType ExchangeID + TThostFtdcSettlementIDType SettlementID + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcTradeIDType ComTradeID + TThostFtdcTradeIDType TradeID + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcHedgeFlagType HedgeFlag + TThostFtdcDirectionType Direction + TThostFtdcVolumeType TotalAmt + TThostFtdcMoneyType Margin + TThostFtdcMoneyType ExchMargin + TThostFtdcRatioType MarginRateByMoney + TThostFtdcRatioType MarginRateByVolume + TThostFtdcLegIDType LegID + TThostFtdcLegMultipleType LegMultiple + TThostFtdcTradeGroupIDType TradeGroupID + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaTradingAccountField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcAccountIDType AccountID + TThostFtdcMoneyType PreMortgage + TThostFtdcMoneyType PreCredit + TThostFtdcMoneyType PreDeposit + TThostFtdcMoneyType PreBalance + TThostFtdcMoneyType PreMargin + TThostFtdcMoneyType InterestBase + TThostFtdcMoneyType Interest + TThostFtdcMoneyType Deposit + TThostFtdcMoneyType Withdraw + TThostFtdcMoneyType FrozenMargin + TThostFtdcMoneyType FrozenCash + TThostFtdcMoneyType FrozenCommission + TThostFtdcMoneyType CurrMargin + TThostFtdcMoneyType CashIn + TThostFtdcMoneyType Commission + TThostFtdcMoneyType CloseProfit + TThostFtdcMoneyType PositionProfit + TThostFtdcMoneyType Balance + TThostFtdcMoneyType Available + TThostFtdcMoneyType WithdrawQuota + TThostFtdcMoneyType Reserve + TThostFtdcDateType TradingDay + TThostFtdcSettlementIDType SettlementID + TThostFtdcMoneyType Credit + TThostFtdcMoneyType Mortgage + TThostFtdcMoneyType ExchangeMargin + TThostFtdcMoneyType DeliveryMargin + TThostFtdcMoneyType ExchangeDeliveryMargin + TThostFtdcMoneyType ReserveBalance + TThostFtdcCurrencyIDType CurrencyID + TThostFtdcMoneyType PreFundMortgageIn + TThostFtdcMoneyType PreFundMortgageOut + TThostFtdcMoneyType FundMortgageIn + TThostFtdcMoneyType FundMortgageOut + TThostFtdcMoneyType FundMortgageAvailable + TThostFtdcMoneyType MortgageableFund + TThostFtdcMoneyType SpecProductMargin + TThostFtdcMoneyType SpecProductFrozenMargin + TThostFtdcMoneyType SpecProductCommission + TThostFtdcMoneyType SpecProductFrozenCommission + TThostFtdcMoneyType SpecProductPositionProfit + TThostFtdcMoneyType SpecProductCloseProfit + TThostFtdcMoneyType SpecProductPositionProfitByAlg + TThostFtdcMoneyType SpecProductExchangeMargin + TThostFtdcMoneyType FrozenSwap + TThostFtdcMoneyType RemainSwap + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaInitInvstMarginField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcMoneyType LastRiskTotalInvstMargin + TThostFtdcMoneyType LastRiskTotalExchMargin + TThostFtdcMoneyType ThisSyncInvstMargin + TThostFtdcMoneyType ThisSyncExchMargin + TThostFtdcMoneyType RemainRiskInvstMargin + TThostFtdcMoneyType RemainRiskExchMargin + TThostFtdcMoneyType LastRiskSpecTotalInvstMargin + TThostFtdcMoneyType LastRiskSpecTotalExchMargin + TThostFtdcMoneyType ThisSyncSpecInvstMargin + TThostFtdcMoneyType ThisSyncSpecExchMargin + TThostFtdcMoneyType RemainRiskSpecInvstMargin + TThostFtdcMoneyType RemainRiskSpecExchMargin + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaDceCombInstrumentField: + TThostFtdcInstrumentIDType CombInstrumentID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcExchangeInstIDType ExchangeInstID + TThostFtdcTradeGroupIDType TradeGroupID + TThostFtdcHedgeFlagType CombHedgeFlag + TThostFtdcDceCombinationTypeType CombinationType + TThostFtdcDirectionType Direction + TThostFtdcInstrumentIDType ProductID + TThostFtdcDiscountRatioType Xparameter + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaInvstMarginRateField: + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcInvestorRangeType InvestorRange + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcHedgeFlagType HedgeFlag + TThostFtdcRatioType LongMarginRatioByMoney + TThostFtdcMoneyType LongMarginRatioByVolume + TThostFtdcRatioType ShortMarginRatioByMoney + TThostFtdcMoneyType ShortMarginRatioByVolume + TThostFtdcBoolType IsRelative + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaExchMarginRateField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcHedgeFlagType HedgeFlag + TThostFtdcRatioType LongMarginRatioByMoney + TThostFtdcMoneyType LongMarginRatioByVolume + TThostFtdcRatioType ShortMarginRatioByMoney + TThostFtdcMoneyType ShortMarginRatioByVolume + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaOptExchMarginField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcRatioType SShortMarginRatioByMoney + TThostFtdcMoneyType SShortMarginRatioByVolume + TThostFtdcRatioType HShortMarginRatioByMoney + TThostFtdcMoneyType HShortMarginRatioByVolume + TThostFtdcRatioType AShortMarginRatioByMoney + TThostFtdcMoneyType AShortMarginRatioByVolume + TThostFtdcRatioType MShortMarginRatioByMoney + TThostFtdcMoneyType MShortMarginRatioByVolume + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaOptInvstMarginField: + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcInvestorRangeType InvestorRange + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcRatioType SShortMarginRatioByMoney + TThostFtdcMoneyType SShortMarginRatioByVolume + TThostFtdcRatioType HShortMarginRatioByMoney + TThostFtdcMoneyType HShortMarginRatioByVolume + TThostFtdcRatioType AShortMarginRatioByMoney + TThostFtdcMoneyType AShortMarginRatioByVolume + TThostFtdcBoolType IsRelative + TThostFtdcRatioType MShortMarginRatioByMoney + TThostFtdcMoneyType MShortMarginRatioByVolume + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaInvstMarginRateULField: + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcInvestorRangeType InvestorRange + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcHedgeFlagType HedgeFlag + TThostFtdcRatioType LongMarginRatioByMoney + TThostFtdcMoneyType LongMarginRatioByVolume + TThostFtdcRatioType ShortMarginRatioByMoney + TThostFtdcMoneyType ShortMarginRatioByVolume + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaOptInvstCommRateField: + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcInvestorRangeType InvestorRange + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcRatioType OpenRatioByMoney + TThostFtdcRatioType OpenRatioByVolume + TThostFtdcRatioType CloseRatioByMoney + TThostFtdcRatioType CloseRatioByVolume + TThostFtdcRatioType CloseTodayRatioByMoney + TThostFtdcRatioType CloseTodayRatioByVolume + TThostFtdcRatioType StrikeRatioByMoney + TThostFtdcRatioType StrikeRatioByVolume + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaInvstCommRateField: + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcInvestorRangeType InvestorRange + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcRatioType OpenRatioByMoney + TThostFtdcRatioType OpenRatioByVolume + TThostFtdcRatioType CloseRatioByMoney + TThostFtdcRatioType CloseRatioByVolume + TThostFtdcRatioType CloseTodayRatioByMoney + TThostFtdcRatioType CloseTodayRatioByVolume + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaProductExchRateField: + TThostFtdcInstrumentIDType ProductID + TThostFtdcCurrencyIDType QuoteCurrencyID + TThostFtdcExchangeRateType ExchangeRate + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaDepthMarketDataField: + TThostFtdcDateType TradingDay + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcExchangeInstIDType ExchangeInstID + TThostFtdcPriceType LastPrice + TThostFtdcPriceType PreSettlementPrice + TThostFtdcPriceType PreClosePrice + TThostFtdcLargeVolumeType PreOpenInterest + TThostFtdcPriceType OpenPrice + TThostFtdcPriceType HighestPrice + TThostFtdcPriceType LowestPrice + TThostFtdcVolumeType Volume + TThostFtdcMoneyType Turnover + TThostFtdcLargeVolumeType OpenInterest + TThostFtdcPriceType ClosePrice + TThostFtdcPriceType SettlementPrice + TThostFtdcPriceType UpperLimitPrice + TThostFtdcPriceType LowerLimitPrice + TThostFtdcRatioType PreDelta + TThostFtdcRatioType CurrDelta + TThostFtdcTimeType UpdateTime + TThostFtdcMillisecType UpdateMillisec + TThostFtdcPriceType BidPrice1 + TThostFtdcVolumeType BidVolume1 + TThostFtdcPriceType AskPrice1 + TThostFtdcVolumeType AskVolume1 + TThostFtdcPriceType BidPrice2 + TThostFtdcVolumeType BidVolume2 + TThostFtdcPriceType AskPrice2 + TThostFtdcVolumeType AskVolume2 + TThostFtdcPriceType BidPrice3 + TThostFtdcVolumeType BidVolume3 + TThostFtdcPriceType AskPrice3 + TThostFtdcVolumeType AskVolume3 + TThostFtdcPriceType BidPrice4 + TThostFtdcVolumeType BidVolume4 + TThostFtdcPriceType AskPrice4 + TThostFtdcVolumeType AskVolume4 + TThostFtdcPriceType BidPrice5 + TThostFtdcVolumeType BidVolume5 + TThostFtdcPriceType AskPrice5 + TThostFtdcVolumeType AskVolume5 + TThostFtdcPriceType AveragePrice + TThostFtdcDateType ActionDay + TThostFtdcPriceType BandingUpperPrice + TThostFtdcPriceType BandingLowerPrice + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaIndexPriceField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcPriceType ClosePrice + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo + cdef struct CThostFtdcSyncDeltaEWarrantOffsetField: + TThostFtdcTradeDateType TradingDay + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcDirectionType Direction + TThostFtdcHedgeFlagType HedgeFlag + TThostFtdcVolumeType Volume + TThostFtdcActionDirectionType ActionDirection + TThostFtdcSequenceNoType SyncDeltaSequenceNo diff --git a/ctpwrapper/headers/cTraderApi.pxd b/ctpwrapper/headers/cTraderApi.pxd index b27a5da..0ee306a 100644 --- a/ctpwrapper/headers/cTraderApi.pxd +++ b/ctpwrapper/headers/cTraderApi.pxd @@ -347,6 +347,13 @@ cdef extern from "ThostFtdcTraderApi.h": # 请求组合优惠比例 int ReqQryCombPromotionParam(CThostFtdcQryCombPromotionParamField *pQryCombPromotionParam, int nRequestID) nogil except + + # 投资者风险结算持仓查询 + int ReqQryRiskSettleInvstPosition(CThostFtdcQryRiskSettleInvstPositionField *pQryRiskSettleInvstPosition, int nRequestID) nogil except + + + # 风险结算产品查询 + int ReqQryRiskSettleProductStatus(CThostFtdcQryRiskSettleProductStatusField *pQryRiskSettleProductStatus, int nRequestID) nogil except + + + cdef extern from "ThostFtdcTraderApi.h" namespace "CThostFtdcTraderApi": CTraderApi *CreateFtdcTraderApi(const_char *pszFlowPath) nogil except + diff --git a/setup.py b/setup.py index 1d78992..6be8c95 100755 --- a/setup.py +++ b/setup.py @@ -12,7 +12,6 @@ from Cython.Distutils import Extension as Cython_Extension - # issue put in the cython library bellow will cause # error: each element of 'ext_modules' option must be an Extension instance or 2-tuple