diff --git a/.appveyor.yml b/.appveyor.yml
index b5a02e5..20e972c 100644
--- a/.appveyor.yml
+++ b/.appveyor.yml
@@ -36,11 +36,6 @@ environment:
CMD_IN_ENV: 'cmd /E:ON /V:ON /C .\extra\appveyor\compiler.cmd'
matrix:
- - PYTHON_DIR: "C:\\Python38-x64"
- PYTHON: "C:\\Python38-x64\\python"
- PYTHON_VERSION: "3.8"
- PYTHON_ARCH: "64"
-
- PYTHON_DIR: "C:\\Python39-x64"
PYTHON: "C:\\Python39-x64\\python"
PYTHON_VERSION: "3.9"
@@ -56,12 +51,22 @@ environment:
PYTHON_VERSION: "3.11"
PYTHON_ARCH: "64"
+ - PYTHON_DIR: "C:\\Python312-x64"
+ PYTHON: "C:\\Python312-x64\\python"
+ PYTHON_VERSION: "3.12"
+ PYTHON_ARCH: "64"
+
+ - PYTHON_DIR: "C:\\Python313-x64"
+ PYTHON: "C:\\Python313-x64\\python"
+ PYTHON_VERSION: "3.13"
+ PYTHON_ARCH: "64"
+
- PYTHON_DIR: "C:\\pypy3"
PYTHON: "C:\\pypy3\\pypy"
PYTHON_ARCH: "64"
PYTHON_PYPY: "pypy3"
- PYTHON_VERSION: "3.9"
- PYTHON_PYPY_VERSION: "7.3.8"
+ PYTHON_VERSION: "3.10"
+ PYTHON_PYPY_VERSION: "7.3.19"
matrix:
diff --git a/.github/workflows/build.yaml b/.github/workflows/build.yaml
index d6f1321..c7858dd 100644
--- a/.github/workflows/build.yaml
+++ b/.github/workflows/build.yaml
@@ -19,7 +19,7 @@ jobs:
runs-on: ubuntu-latest
strategy:
matrix:
- python-version: [ "3.8", "3.9", "3.10", "3.11", "pypy3.9" ]
+ python-version: [ "3.9", "3.10", "3.11", "3.12","3.13", "pypy3.10", "pypy3.11" ]
steps:
- name: checkout repo
uses: actions/checkout@v3
diff --git a/.github/workflows/deploy.yaml b/.github/workflows/deploy.yaml
index 0ab5748..b0d4c6f 100644
--- a/.github/workflows/deploy.yaml
+++ b/.github/workflows/deploy.yaml
@@ -16,10 +16,10 @@ jobs:
- name: checkout repo
uses: actions/checkout@v3
- - name: Set up Python 3.11
+ - name: Set up Python 3.12
uses: actions/setup-python@v4
with:
- python-version: 3.11
+ python-version: 3.12
- name: Install dependencies
run: |
diff --git a/ctp/header/ThostFtdcMdApi.h b/ctp/header/ThostFtdcMdApi.h
index 60571b6..42da36d 100644
--- a/ctp/header/ThostFtdcMdApi.h
+++ b/ctp/header/ThostFtdcMdApi.h
@@ -153,7 +153,6 @@ class MD_API_EXPORT CThostFtdcMdApi {
///用户登录请求
virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;
-
///登出请求
virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;
diff --git a/ctp/header/ThostFtdcTraderApi.h b/ctp/header/ThostFtdcTraderApi.h
index b406a8d..2ac0ab4 100644
--- a/ctp/header/ThostFtdcTraderApi.h
+++ b/ctp/header/ThostFtdcTraderApi.h
@@ -449,6 +449,81 @@ class CThostFtdcTraderSpi {
///投资者产品SPBM明细查询响应
virtual void OnRspQryInvestorProdSPBMDetail(CThostFtdcInvestorProdSPBMDetailField *pInvestorProdSPBMDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///投资者商品组SPMM记录查询响应
+ virtual void OnRspQryInvestorCommoditySPMMMargin(CThostFtdcInvestorCommoditySPMMMarginField *pInvestorCommoditySPMMMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///投资者商品群SPMM记录查询响应
+ virtual void OnRspQryInvestorCommodityGroupSPMMMargin(CThostFtdcInvestorCommodityGroupSPMMMarginField *pInvestorCommodityGroupSPMMMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///SPMM合约参数查询响应
+ virtual void OnRspQrySPMMInstParam(CThostFtdcSPMMInstParamField *pSPMMInstParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///SPMM产品参数查询响应
+ virtual void OnRspQrySPMMProductParam(CThostFtdcSPMMProductParamField *pSPMMProductParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///SPBM附加跨品种抵扣参数查询响应
+ virtual void OnRspQrySPBMAddOnInterParameter(CThostFtdcSPBMAddOnInterParameterField *pSPBMAddOnInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///RCAMS产品组合信息查询响应
+ virtual void OnRspQryRCAMSCombProductInfo(CThostFtdcRCAMSCombProductInfoField *pRCAMSCombProductInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///RCAMS同合约风险对冲参数查询响应
+ virtual void OnRspQryRCAMSInstrParameter(CThostFtdcRCAMSInstrParameterField *pRCAMSInstrParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///RCAMS品种内风险对冲参数查询响应
+ virtual void OnRspQryRCAMSIntraParameter(CThostFtdcRCAMSIntraParameterField *pRCAMSIntraParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///RCAMS跨品种风险折抵参数查询响应
+ virtual void OnRspQryRCAMSInterParameter(CThostFtdcRCAMSInterParameterField *pRCAMSInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///RCAMS空头期权风险调整参数查询响应
+ virtual void OnRspQryRCAMSShortOptAdjustParam(CThostFtdcRCAMSShortOptAdjustParamField *pRCAMSShortOptAdjustParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///RCAMS策略组合持仓查询响应
+ virtual void OnRspQryRCAMSInvestorCombPosition(CThostFtdcRCAMSInvestorCombPositionField *pRCAMSInvestorCombPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///投资者品种RCAMS保证金查询响应
+ virtual void OnRspQryInvestorProdRCAMSMargin(CThostFtdcInvestorProdRCAMSMarginField *pInvestorProdRCAMSMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///RULE合约保证金参数查询响应
+ virtual void OnRspQryRULEInstrParameter(CThostFtdcRULEInstrParameterField *pRULEInstrParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///RULE品种内对锁仓折扣参数查询响应
+ virtual void OnRspQryRULEIntraParameter(CThostFtdcRULEIntraParameterField *pRULEIntraParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///RULE跨品种抵扣参数查询响应
+ virtual void OnRspQryRULEInterParameter(CThostFtdcRULEInterParameterField *pRULEInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///投资者产品RULE保证金查询响应
+ virtual void OnRspQryInvestorProdRULEMargin(CThostFtdcInvestorProdRULEMarginField *pInvestorProdRULEMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///投资者新型组合保证金开关查询响应
+ virtual void OnRspQryInvestorPortfSetting(CThostFtdcInvestorPortfSettingField *pInvestorPortfSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///投资者申报费阶梯收取记录查询响应
+ virtual void OnRspQryInvestorInfoCommRec(CThostFtdcInvestorInfoCommRecField *pInvestorInfoCommRec, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///组合腿信息查询响应
+ virtual void OnRspQryCombLeg(CThostFtdcCombLegField *pCombLeg, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///对冲设置请求响应
+ virtual void OnRspOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///对冲设置撤销请求响应
+ virtual void OnRspCancelOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
+
+ ///对冲设置通知
+ virtual void OnRtnOffsetSetting(CThostFtdcOffsetSettingField *pOffsetSetting) {};
+
+ ///对冲设置错误回报
+ virtual void OnErrRtnOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, CThostFtdcRspInfoField *pRspInfo) {};
+
+ ///对冲设置撤销错误回报
+ virtual void OnErrRtnCancelOffsetSetting(CThostFtdcCancelOffsetSettingField *pCancelOffsetSetting, CThostFtdcRspInfoField *pRspInfo) {};
+
+ ///投资者对冲设置查询响应
+ virtual void OnRspQryOffsetSetting(CThostFtdcOffsetSettingField *pOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
};
class TRADER_API_EXPORT CThostFtdcTraderApi {
@@ -479,6 +554,12 @@ class TRADER_API_EXPORT CThostFtdcTraderApi {
///@remark 只有登录成功后,才能得到正确的交易日
virtual const char *GetTradingDay() = 0;
+ ///获取已连接的前置的信息
+ /// @param pFrontInfo：输入输出参数，用于存储获取到的前置信息，不能为空
+ /// @remark 连接成功后，可获取正确的前置地址信息
+ /// @remark 登录成功后，可获取正确的前置流控信息
+ virtual void GetFrontInfo(CThostFtdcFrontInfoField *pFrontInfo) = 0;
+
///注册前置机网络地址
///@param pszFrontAddress：前置机网络地址。
///@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
@@ -810,6 +891,72 @@ class TRADER_API_EXPORT CThostFtdcTraderApi {
///投资者产品SPBM明细查询
virtual int ReqQryInvestorProdSPBMDetail(CThostFtdcQryInvestorProdSPBMDetailField *pQryInvestorProdSPBMDetail, int nRequestID) = 0;
+ ///投资者商品组SPMM记录查询
+ virtual int ReqQryInvestorCommoditySPMMMargin(CThostFtdcQryInvestorCommoditySPMMMarginField *pQryInvestorCommoditySPMMMargin, int nRequestID) = 0;
+
+ ///投资者商品群SPMM记录查询
+ virtual int ReqQryInvestorCommodityGroupSPMMMargin(CThostFtdcQryInvestorCommodityGroupSPMMMarginField *pQryInvestorCommodityGroupSPMMMargin, int nRequestID) = 0;
+
+ ///SPMM合约参数查询
+ virtual int ReqQrySPMMInstParam(CThostFtdcQrySPMMInstParamField *pQrySPMMInstParam, int nRequestID) = 0;
+
+ ///SPMM产品参数查询
+ virtual int ReqQrySPMMProductParam(CThostFtdcQrySPMMProductParamField *pQrySPMMProductParam, int nRequestID) = 0;
+
+ ///SPBM附加跨品种抵扣参数查询
+ virtual int ReqQrySPBMAddOnInterParameter(CThostFtdcQrySPBMAddOnInterParameterField *pQrySPBMAddOnInterParameter, int nRequestID) = 0;
+
+ ///RCAMS产品组合信息查询
+ virtual int ReqQryRCAMSCombProductInfo(CThostFtdcQryRCAMSCombProductInfoField *pQryRCAMSCombProductInfo, int nRequestID) = 0;
+
+ ///RCAMS同合约风险对冲参数查询
+ virtual int ReqQryRCAMSInstrParameter(CThostFtdcQryRCAMSInstrParameterField *pQryRCAMSInstrParameter, int nRequestID) = 0;
+
+ ///RCAMS品种内风险对冲参数查询
+ virtual int ReqQryRCAMSIntraParameter(CThostFtdcQryRCAMSIntraParameterField *pQryRCAMSIntraParameter, int nRequestID) = 0;
+
+ ///RCAMS跨品种风险折抵参数查询
+ virtual int ReqQryRCAMSInterParameter(CThostFtdcQryRCAMSInterParameterField *pQryRCAMSInterParameter, int nRequestID) = 0;
+
+ ///RCAMS空头期权风险调整参数查询
+ virtual int ReqQryRCAMSShortOptAdjustParam(CThostFtdcQryRCAMSShortOptAdjustParamField *pQryRCAMSShortOptAdjustParam, int nRequestID) = 0;
+
+ ///RCAMS策略组合持仓查询
+ virtual int ReqQryRCAMSInvestorCombPosition(CThostFtdcQryRCAMSInvestorCombPositionField *pQryRCAMSInvestorCombPosition, int nRequestID) = 0;
+
+ ///投资者品种RCAMS保证金查询
+ virtual int ReqQryInvestorProdRCAMSMargin(CThostFtdcQryInvestorProdRCAMSMarginField *pQryInvestorProdRCAMSMargin, int nRequestID) = 0;
+
+ ///RULE合约保证金参数查询
+ virtual int ReqQryRULEInstrParameter(CThostFtdcQryRULEInstrParameterField *pQryRULEInstrParameter, int nRequestID) = 0;
+
+ ///RULE品种内对锁仓折扣参数查询
+ virtual int ReqQryRULEIntraParameter(CThostFtdcQryRULEIntraParameterField *pQryRULEIntraParameter, int nRequestID) = 0;
+
+ ///RULE跨品种抵扣参数查询
+ virtual int ReqQryRULEInterParameter(CThostFtdcQryRULEInterParameterField *pQryRULEInterParameter, int nRequestID) = 0;
+
+ ///投资者产品RULE保证金查询
+ virtual int ReqQryInvestorProdRULEMargin(CThostFtdcQryInvestorProdRULEMarginField *pQryInvestorProdRULEMargin, int nRequestID) = 0;
+
+ ///投资者新型组合保证金开关查询
+ virtual int ReqQryInvestorPortfSetting(CThostFtdcQryInvestorPortfSettingField *pQryInvestorPortfSetting, int nRequestID) = 0;
+
+ ///投资者申报费阶梯收取记录查询
+ virtual int ReqQryInvestorInfoCommRec(CThostFtdcQryInvestorInfoCommRecField *pQryInvestorInfoCommRec, int nRequestID) = 0;
+
+ ///组合腿信息查询
+ virtual int ReqQryCombLeg(CThostFtdcQryCombLegField *pQryCombLeg, int nRequestID) = 0;
+
+ ///对冲设置请求
+ virtual int ReqOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, int nRequestID) = 0;
+
+ ///对冲设置撤销请求
+ virtual int ReqCancelOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, int nRequestID) = 0;
+
+ ///投资者对冲设置查询
+ virtual int ReqQryOffsetSetting(CThostFtdcQryOffsetSettingField *pQryOffsetSetting, int nRequestID) = 0;
+
protected:
~CThostFtdcTraderApi() {};
};
diff --git a/ctp/header/ThostFtdcUserApiDataType.h b/ctp/header/ThostFtdcUserApiDataType.h
index 20103ce..f32fa53 100644
--- a/ctp/header/ThostFtdcUserApiDataType.h
+++ b/ctp/header/ThostFtdcUserApiDataType.h
@@ -428,6 +428,8 @@ typedef char TThostFtdcTraderConnectStatusType;
#define THOST_FTDC_FC_SyncOTP 'E'
///删除未知单
#define THOST_FTDC_FC_DeleteOrder 'F'
+///退出紧急状态
+#define THOST_FTDC_FC_ExitEmergency 'G'
typedef char TThostFtdcFunctionCodeType;
@@ -872,8 +874,14 @@ typedef char TThostFtdcOffsetFlagType;
#define THOST_FTDC_FCC_Other '6'
///自然人临近交割
#define THOST_FTDC_FCC_PersonDeliv '7'
-///风控强平不验证资金
+///本地强平资金不足忽略敞口
#define THOST_FTDC_FCC_Notverifycapital '8'
+///本地强平资金不足
+#define THOST_FTDC_FCC_LocalLackDeposit '9'
+///本地强平违规持仓忽略敞口
+#define THOST_FTDC_FCC_LocalViolationNocheck 'a'
+///本地强平违规持仓
+#define THOST_FTDC_FCC_LocalViolation 'b'
typedef char TThostFtdcForceCloseReasonType;
@@ -1060,6 +1068,8 @@ typedef char TThostFtdcPriceSourceType;
#define THOST_FTDC_IS_AuctionMatch '5'
///收盘
#define THOST_FTDC_IS_Closed '6'
+///交易业务处理
+#define THOST_FTDC_IS_TransactionProcessing '7'
typedef char TThostFtdcInstrumentStatusType;
@@ -1538,6 +1548,14 @@ typedef char TThostFtdcSystemParamIDType;
#define THOST_FTDC_TPID_LoginFailMaxNumForIP 'U'
///密码有效期
#define THOST_FTDC_TPID_PasswordPeriod 'V'
+///历史密码重复限制次数
+#define THOST_FTDC_TPID_PwdHistoryCmp 'X'
+///转账是否验证预留银行账户
+#define THOST_FTDC_TPID_TranferChkProperty 'i'
+///非交易时间异常报单校验参数
+#define THOST_FTDC_TPID_TradeChkPhase 'j'
+///其他异常报单校验参数（价格和手数）
+#define THOST_FTDC_TPID_TradeChkPriceVol 'k'
typedef char TThostFtdcTradeParamIDType;
@@ -2585,6 +2603,8 @@ typedef char TThostFtdcClearbarchIDType[6];
#define THOST_FTDC_UET_Transfer '8'
///其他
#define THOST_FTDC_UET_Other '9'
+///修改资金密码
+#define THOST_FTDC_UET_UpdateTradingAccountPassword 'a'
typedef char TThostFtdcUserEventTypeType;
@@ -6565,6 +6585,11 @@ typedef char TThostFtdcWeakPasswordSourceType;
/////////////////////////////////////////////////////////////////////////
typedef char TThostFtdcRandomStringType[17];
+/////////////////////////////////////////////////////////////////////////
+///TFtdcOrderMemoType是一个报单回显字段类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcOrderMemoType[13];
+
/////////////////////////////////////////////////////////////////////////
///TFtdcOptSelfCloseFlagType是一个期权行权的头寸是否自对冲类型
/////////////////////////////////////////////////////////////////////////
@@ -6905,6 +6930,12 @@ typedef int TThostFtdcSpreadIdType;
#define THOST_FTDC_EPF_None '0'
///SPBM算法
#define THOST_FTDC_EPF_SPBM '1'
+///RULE算法
+#define THOST_FTDC_EPF_RULE '2'
+///SPMM算法
+#define THOST_FTDC_EPF_SPMM '3'
+///RCAMS算法
+#define THOST_FTDC_EPF_RCAMS '4'
typedef char TThostFtdcPortfolioType;
@@ -6941,4 +6972,208 @@ typedef char TThostFtdcInvstTradingRightType;
/////////////////////////////////////////////////////////////////////////
typedef int TThostFtdcThostFunctionCodeType;
+/////////////////////////////////////////////////////////////////////////
+///TFtdcSPMMDiscountRatioType是一个SPMM折扣率类型
+/////////////////////////////////////////////////////////////////////////
+typedef double TThostFtdcSPMMDiscountRatioType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcSPMMModelDescType是一个SPMM模板描述类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcSPMMModelDescType[129];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcSPMMModelIDType是一个SPMM模板ID类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcSPMMModelIDType[33];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcSPMMProductIDType是一个SPMM商品群商品组ID类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcSPMMProductIDType[41];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcInstMarginCalIDType是一个SPMM合约保证金算法类型
+/////////////////////////////////////////////////////////////////////////
+///标准算法收取双边
+#define THOST_FTDC_IMID_BothSide '1'
+///单向大边
+#define THOST_FTDC_IMID_MMSA '2'
+///新组保SPMM
+#define THOST_FTDC_IMID_SPMM '3'
+
+typedef char TThostFtdcInstMarginCalIDType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcProductIDType是一个产品ID类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcProductIDType[41];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcHedgeRateType是一个HedgeRate类型类型
+/////////////////////////////////////////////////////////////////////////
+typedef double TThostFtdcHedgeRateType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcRCAMSPriorityType是一个优先级类型
+/////////////////////////////////////////////////////////////////////////
+typedef int TThostFtdcRCAMSPriorityType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcAdjustValueType是一个空头期权风险调整标准类型类型
+/////////////////////////////////////////////////////////////////////////
+typedef double TThostFtdcAdjustValueType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcRCAMSCombinationTypeType是一个RCAMS组合类型类型
+/////////////////////////////////////////////////////////////////////////
+///牛市看涨价差组合
+#define THOST_FTDC_ERComb_BUC '0'
+///熊市看涨价差组合
+#define THOST_FTDC_ERComb_BEC '1'
+///熊市看跌价差组合
+#define THOST_FTDC_ERComb_BEP '2'
+///牛市看跌价差组合
+#define THOST_FTDC_ERComb_BUP '3'
+///日历价差组合
+#define THOST_FTDC_ERComb_CAS '4'
+
+typedef char TThostFtdcRCAMSCombinationTypeType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcRuleIdType是一个策略id类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcRuleIdType[51];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcPortfTypeType是一个新组保算法启用类型类型
+/////////////////////////////////////////////////////////////////////////
+///使用初版交易所算法
+#define THOST_FTDC_EET_None '0'
+///SPBM算法V1.1.0_附加保证金调整
+#define THOST_FTDC_EET_SPBM_AddOnHedge '1'
+
+typedef char TThostFtdcPortfTypeType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcInstrumentClassType是一个合约类型类型
+/////////////////////////////////////////////////////////////////////////
+///一般月份合约
+#define THOST_FTDC_EIC_Usual '1'
+///临近交割合约
+#define THOST_FTDC_EIC_Delivery '2'
+///非组合合约
+#define THOST_FTDC_EIC_NonComb '3'
+
+typedef char TThostFtdcInstrumentClassType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcCommodityGroupIDType是一个商品群号类型
+/////////////////////////////////////////////////////////////////////////
+typedef int TThostFtdcCommodityGroupIDType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcStdPositionType是一个标准持仓类型类型
+/////////////////////////////////////////////////////////////////////////
+typedef double TThostFtdcStdPositionType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcProdChangeFlagType是一个品种记录改变状态类型
+/////////////////////////////////////////////////////////////////////////
+///持仓量和冻结量均无变化
+#define THOST_FTDC_PCF_None '0'
+///持仓量无变化，冻结量有变化
+#define THOST_FTDC_PCF_OnlyFrozen '1'
+///持仓量有变化
+#define THOST_FTDC_PCF_PositionChange '2'
+
+typedef char TThostFtdcProdChangeFlagType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcPwdRcdSrcType是一个历史密码来源类型
+/////////////////////////////////////////////////////////////////////////
+///来源于Sync初始化数据
+#define THOST_FTDC_PRS_Init '0'
+///来源于实时上场数据
+#define THOST_FTDC_PRS_Sync '1'
+///来源于用户修改
+#define THOST_FTDC_PRS_UserUpd '2'
+///来源于超户修改，很可能来自主席同步数据
+#define THOST_FTDC_PRS_SuperUserUpd '3'
+///来源于次席同步的修改
+#define THOST_FTDC_PRS_SecUpd '4'
+
+typedef char TThostFtdcPwdRcdSrcType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcAddrSrvModeType是一个地址服务类型类型
+/////////////////////////////////////////////////////////////////////////
+///交易地址
+#define THOST_FTDC_ASM_Trade '0'
+///行情地址
+#define THOST_FTDC_ASM_MarketData '1'
+///其他
+#define THOST_FTDC_ASM_Other '2'
+
+typedef char TThostFtdcAddrSrvModeType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcAddrVerType是一个地址版本类型
+/////////////////////////////////////////////////////////////////////////
+///IPV4
+#define THOST_FTDC_ADV_V4 '0'
+///IPV6
+#define THOST_FTDC_ADV_V6 '1'
+
+typedef char TThostFtdcAddrVerType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcAddrRemarkType是一个地址备注类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcAddrRemarkType[161];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcAddrNameType是一个地址名称类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcAddrNameType[65];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcIpAddrType是一个服务地址IP类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcIpAddrType[129];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcTGSessionQryStatusType是一个TGATE会话查询状态类型
+/////////////////////////////////////////////////////////////////////////
+///查询状态空闲
+#define THOST_FTDC_TGQS_QryIdle '1'
+///查询状态频繁
+#define THOST_FTDC_TGQS_QryBusy '2'
+
+typedef char TThostFtdcTGSessionQryStatusType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcOffsetTypeType是一个对冲类型类型
+/////////////////////////////////////////////////////////////////////////
+///期权对冲
+#define THOST_FTDC_OT_OPT_OFFSET '0'
+///期货对冲
+#define THOST_FTDC_OT_FUT_OFFSET '1'
+///行权后期货对冲
+#define THOST_FTDC_OT_EXEC_OFFSET '2'
+///履约后期货对冲
+#define THOST_FTDC_OT_PERFORM_OFFSET '3'
+
+typedef char TThostFtdcOffsetTypeType;
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcSiteType是一个站点类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcSiteType[51];
+
+/////////////////////////////////////////////////////////////////////////
+///TFtdcNetOperatorType是一个网络运营商类型
+/////////////////////////////////////////////////////////////////////////
+typedef char TThostFtdcNetOperatorType[9];
+
#endif
diff --git a/ctp/header/ThostFtdcUserApiStruct.h b/ctp/header/ThostFtdcUserApiStruct.h
index f15919e..0089692 100644
--- a/ctp/header/ThostFtdcUserApiStruct.h
+++ b/ctp/header/ThostFtdcUserApiStruct.h
@@ -87,6 +87,10 @@ struct CThostFtdcRspUserLoginField {
TThostFtdcSysVersionType SysVersion;
///广期所时间
TThostFtdcTimeType GFEXTime;
+ ///当前登录中心号
+ TThostFtdcDRIdentityIDType LoginDRIdentityID;
+ ///用户所属中心号
+ TThostFtdcDRIdentityIDType UserDRIdentityID;
};
///用户登出请求
@@ -515,6 +519,10 @@ struct CThostFtdcTraderField {
TThostFtdcBrokerIDType BrokerID;
///撤单时选择席位算法
TThostFtdcOrderCancelAlgType OrderCancelAlg;
+ ///交易报盘安装数量
+ TThostFtdcInstallCountType TradeInstallCount;
+ ///行情报盘安装数量
+ TThostFtdcInstallCountType MDInstallCount;
};
///投资者
@@ -1367,7 +1375,7 @@ struct CThostFtdcInputOrderField {
TThostFtdcBusinessUnitType BusinessUnit;
///请求编号
TThostFtdcRequestIDType RequestID;
- ///用户强评标志
+ ///用户强平标志
TThostFtdcBoolType UserForceClose;
///互换单标志
TThostFtdcBoolType IsSwapOrder;
@@ -1389,6 +1397,10 @@ struct CThostFtdcInputOrderField {
TThostFtdcInstrumentIDType InstrumentID;
///IP地址
TThostFtdcIPAddressType IPAddress;
+ ///报单回显字段
+ TThostFtdcOrderMemoType OrderMemo;
+ ///session上请求计数 api自动维护
+ TThostFtdcSequenceNo12Type SessionReqSeq;
};
///报单
@@ -1495,7 +1507,7 @@ struct CThostFtdcOrderField {
TThostFtdcProductInfoType UserProductInfo;
///状态信息
TThostFtdcErrorMsgType StatusMsg;
- ///用户强评标志
+ ///用户强平标志
TThostFtdcBoolType UserForceClose;
///操作用户代码
TThostFtdcUserIDType ActiveUserID;
@@ -1525,6 +1537,10 @@ struct CThostFtdcOrderField {
TThostFtdcExchangeInstIDType ExchangeInstID;
///IP地址
TThostFtdcIPAddressType IPAddress;
+ ///报单回显字段
+ TThostFtdcOrderMemoType OrderMemo;
+ ///session上请求计数 api自动维护
+ TThostFtdcSequenceNo12Type SessionReqSeq;
};
///交易所报单
@@ -1683,6 +1699,10 @@ struct CThostFtdcInputOrderActionField {
TThostFtdcInstrumentIDType InstrumentID;
///IP地址
TThostFtdcIPAddressType IPAddress;
+ ///报单回显字段
+ TThostFtdcOrderMemoType OrderMemo;
+ ///session上请求计数 api自动维护
+ TThostFtdcSequenceNo12Type SessionReqSeq;
};
///报单操作
@@ -1749,6 +1769,10 @@ struct CThostFtdcOrderActionField {
TThostFtdcInstrumentIDType InstrumentID;
///IP地址
TThostFtdcIPAddressType IPAddress;
+ ///报单回显字段
+ TThostFtdcOrderMemoType OrderMemo;
+ ///session上请求计数 api自动维护
+ TThostFtdcSequenceNo12Type SessionReqSeq;
};
///交易所报单操作
@@ -2025,6 +2049,8 @@ struct CThostFtdcSyncDepositField {
TThostFtdcBoolType IsFromSopt;
///资金密码
TThostFtdcPasswordType TradingPassword;
+ ///是否二级代理商的内转
+ TThostFtdcBoolType IsSecAgentTranfer;
};
///货币质押同步
@@ -2669,6 +2695,8 @@ struct CThostFtdcQryDepthMarketDataField {
TThostFtdcExchangeIDType ExchangeID;
///合约代码
TThostFtdcInstrumentIDType InstrumentID;
+ ///产品类型
+ TThostFtdcProductClassType ProductClass;
};
///查询经纪公司用户
@@ -3723,6 +3751,12 @@ struct CThostFtdcInputQuoteField {
TThostFtdcIPAddressType IPAddress;
///被顶单编号
TThostFtdcOrderSysIDType ReplaceSysID;
+ ///有效期类型
+ TThostFtdcTimeConditionType TimeCondition;
+ ///报单回显字段
+ TThostFtdcOrderMemoType OrderMemo;
+ ///session上请求计数 api自动维护
+ TThostFtdcSequenceNo12Type SessionReqSeq;
};
///输入报价操作
@@ -3763,6 +3797,10 @@ struct CThostFtdcInputQuoteActionField {
TThostFtdcInstrumentIDType InstrumentID;
///IP地址
TThostFtdcIPAddressType IPAddress;
+ ///报单回显字段
+ TThostFtdcOrderMemoType OrderMemo;
+ ///session上请求计数 api自动维护
+ TThostFtdcSequenceNo12Type SessionReqSeq;
};
///报价
@@ -3875,6 +3913,12 @@ struct CThostFtdcQuoteField {
TThostFtdcIPAddressType IPAddress;
///被顶单编号
TThostFtdcOrderSysIDType ReplaceSysID;
+ ///有效期类型
+ TThostFtdcTimeConditionType TimeCondition;
+ ///报单回显字段
+ TThostFtdcOrderMemoType OrderMemo;
+ ///session上请求计数 api自动维护
+ TThostFtdcSequenceNo12Type SessionReqSeq;
};
///报价操作
@@ -3937,6 +3981,10 @@ struct CThostFtdcQuoteActionField {
TThostFtdcInstrumentIDType InstrumentID;
///IP地址
TThostFtdcIPAddressType IPAddress;
+ ///报单回显字段
+ TThostFtdcOrderMemoType OrderMemo;
+ ///session上请求计数 api自动维护
+ TThostFtdcSequenceNo12Type SessionReqSeq;
};
///报价查询
@@ -4035,6 +4083,8 @@ struct CThostFtdcExchangeQuoteField {
TThostFtdcExchangeInstIDType ExchangeInstID;
///IP地址
TThostFtdcIPAddressType IPAddress;
+ ///有效期类型
+ TThostFtdcTimeConditionType TimeCondition;
};
///交易所报价查询
@@ -5863,6 +5913,10 @@ struct CThostFtdcBrokerUserEventField {
TThostFtdcOldInstrumentIDType reserve1;
///合约代码
TThostFtdcInstrumentIDType InstrumentID;
+ ///交易中心代码
+ TThostFtdcDRIdentityIDType DRIdentityID;
+ ///交易日
+ TThostFtdcDateType TradingDay;
};
///查询签约银行请求
@@ -5981,7 +6035,7 @@ struct CThostFtdcParkedOrderField {
TThostFtdcBusinessUnitType BusinessUnit;
///请求编号
TThostFtdcRequestIDType RequestID;
- ///用户强评标志
+ ///用户强平标志
TThostFtdcBoolType UserForceClose;
///交易所代码
TThostFtdcExchangeIDType ExchangeID;
@@ -6291,7 +6345,7 @@ struct CThostFtdcErrOrderField {
TThostFtdcBusinessUnitType BusinessUnit;
///请求编号
TThostFtdcRequestIDType RequestID;
- ///用户强评标志
+ ///用户强平标志
TThostFtdcBoolType UserForceClose;
///错误代码
TThostFtdcErrorIDType ErrorID;
@@ -6317,6 +6371,10 @@ struct CThostFtdcErrOrderField {
TThostFtdcInstrumentIDType InstrumentID;
///IP地址
TThostFtdcIPAddressType IPAddress;
+ ///报单回显字段
+ TThostFtdcOrderMemoType OrderMemo;
+ ///session上请求计数 api自动维护
+ TThostFtdcSequenceNo12Type SessionReqSeq;
};
///查询错误报单操作
@@ -6423,7 +6481,7 @@ struct CThostFtdcErrorConditionalOrderField {
TThostFtdcProductInfoType UserProductInfo;
///状态信息
TThostFtdcErrorMsgType StatusMsg;
- ///用户强评标志
+ ///用户强平标志
TThostFtdcBoolType UserForceClose;
///操作用户代码
TThostFtdcUserIDType ActiveUserID;
@@ -6535,6 +6593,10 @@ struct CThostFtdcErrOrderActionField {
TThostFtdcInstrumentIDType InstrumentID;
///IP地址
TThostFtdcIPAddressType IPAddress;
+ ///报单回显字段
+ TThostFtdcOrderMemoType OrderMemo;
+ ///session上请求计数 api自动维护
+ TThostFtdcSequenceNo12Type SessionReqSeq;
};
///查询交易所状态
@@ -9607,6 +9669,8 @@ struct CThostFtdcDepartmentUserField {
struct CThostFtdcQueryFreqField {
///查询频率
TThostFtdcQueryFreqType QueryFreq;
+ ///FTD频率
+ TThostFtdcQueryFreqType FTDPkgFreq;
};
///禁止认证IP
@@ -9720,7 +9784,7 @@ struct CThostFtdcCombPromotionParamField {
};
///国密用户登录请求
-struct CThostFtdcReqUserLoginSCField {
+struct CThostFtdcReqUserLoginSMField {
///交易日
TThostFtdcDateType TradingDay;
///经纪公司代码
@@ -9739,16 +9803,22 @@ struct CThostFtdcReqUserLoginSCField {
TThostFtdcMacAddressType MacAddress;
///动态密码
TThostFtdcPasswordType OneTimePassword;
- ///终端IP地址
- TThostFtdcIPAddressType ClientIPAddress;
+ ///保留的无效字段
+ TThostFtdcOldIPAddressType reserve1;
///登录备注
TThostFtdcLoginRemarkType LoginRemark;
///终端IP端口
TThostFtdcIPPortType ClientIPPort;
+ ///终端IP地址
+ TThostFtdcIPAddressType ClientIPAddress;
+ ///经纪公司名称
+ TThostFtdcBrokerNameType BrokerName;
///认证码
TThostFtdcAuthCodeType AuthCode;
///App代码
TThostFtdcAppIDType AppID;
+ ///PIN码
+ TThostFtdcPasswordType PIN;
};
///投资者风险结算持仓查询
@@ -10547,6 +10617,8 @@ struct CThostFtdcSPBMFutureParameterField {
TThostFtdcRatioType AddOnRate;
///昨结算价
TThostFtdcPriceType PreSettlementPrice;
+ ///期货合约内部对锁仓附加费率折扣比例
+ TThostFtdcRatioType AddOnLockRateX2;
};
///SPBM期权合约保证金参数
@@ -10581,6 +10653,8 @@ struct CThostFtdcSPBMIntraParameterField {
TThostFtdcInstrumentIDType ProdFamilyCode;
///品种内合约间对锁仓费率折扣比例
TThostFtdcRatioType IntraRateY;
+ ///品种内合约间对锁仓附加费率折扣比例
+ TThostFtdcRatioType AddOnIntraRateY2;
};
///SPBM跨品种抵扣参数
@@ -10679,6 +10753,8 @@ struct CThostFtdcInvestorPortfMarginRatioField {
TThostFtdcExchangeIDType ExchangeID;
///会员对投资者收取的保证金和交易所对投资者收取的保证金的比例
TThostFtdcRatioType MarginRatio;
+ ///产品群代码
+ TThostFtdcProductIDType ProductGroupID;
};
///组合保证金套餐查询
@@ -10709,6 +10785,8 @@ struct CThostFtdcQryInvestorPortfMarginRatioField {
TThostFtdcInvestorIDType InvestorID;
///交易所代码
TThostFtdcExchangeIDType ExchangeID;
+ ///产品群代码
+ TThostFtdcProductIDType ProductGroupID;
};
///投资者产品SPBM明细
@@ -10837,5 +10915,1973 @@ struct CThostFtdcQryThostUserFunctionField {
TThostFtdcUserIDType UserID;
};
+///SPBM附加跨品种抵扣参数
+struct CThostFtdcSPBMAddOnInterParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///优先级
+ TThostFtdcSpreadIdType SpreadId;
+ ///品种间对锁仓附加费率折扣比例
+ TThostFtdcRatioType AddOnInterRateZ2;
+ ///第一腿构成品种
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode;
+ ///第二腿构成品种
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode;
+};
+
+///SPBM附加跨品种抵扣参数查询
+struct CThostFtdcQrySPBMAddOnInterParameterField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///第一腿构成品种
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode;
+ ///第二腿构成品种
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode;
+};
+
+///投资者商品组SPMM记录查询
+struct CThostFtdcQryInvestorCommoditySPMMMarginField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///商品组代码
+ TThostFtdcSPMMProductIDType CommodityID;
+};
+
+///投资者商品群SPMM记录查询
+struct CThostFtdcQryInvestorCommodityGroupSPMMMarginField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///商品群代码
+ TThostFtdcSPMMProductIDType CommodityGroupID;
+};
+
+///SPMM合约参数查询
+struct CThostFtdcQrySPMMInstParamField {
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+};
+
+///SPMM产品参数查询
+struct CThostFtdcQrySPMMProductParamField {
+ ///产品代码
+ TThostFtdcSPMMProductIDType ProductID;
+};
+
+///投资者商品组SPMM记录
+struct CThostFtdcInvestorCommoditySPMMMarginField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///商品组代码
+ TThostFtdcSPMMProductIDType CommodityID;
+ ///优惠仓位应收保证金
+ TThostFtdcMoneyType MarginBeforeDiscount;
+ ///不优惠仓位应收保证金
+ TThostFtdcMoneyType MarginNoDiscount;
+ ///多头实仓风险
+ TThostFtdcMoneyType LongPosRisk;
+ ///多头开仓冻结风险
+ TThostFtdcMoneyType LongOpenFrozenRisk;
+ ///多头被平冻结风险
+ TThostFtdcMoneyType LongCloseFrozenRisk;
+ ///空头实仓风险
+ TThostFtdcMoneyType ShortPosRisk;
+ ///空头开仓冻结风险
+ TThostFtdcMoneyType ShortOpenFrozenRisk;
+ ///空头被平冻结风险
+ TThostFtdcMoneyType ShortCloseFrozenRisk;
+ ///SPMM品种内跨期优惠系数
+ TThostFtdcSPMMDiscountRatioType IntraCommodityRate;
+ ///SPMM期权优惠系数
+ TThostFtdcSPMMDiscountRatioType OptionDiscountRate;
+ ///实仓对冲优惠金额
+ TThostFtdcMoneyType PosDiscount;
+ ///开仓报单对冲优惠金额
+ TThostFtdcMoneyType OpenFrozenDiscount;
+ ///品种风险净头
+ TThostFtdcMoneyType NetRisk;
+ ///平仓冻结保证金
+ TThostFtdcMoneyType CloseFrozenMargin;
+ ///冻结的手续费
+ TThostFtdcMoneyType FrozenCommission;
+ ///手续费
+ TThostFtdcMoneyType Commission;
+ ///冻结的资金
+ TThostFtdcMoneyType FrozenCash;
+ ///资金差额
+ TThostFtdcMoneyType CashIn;
+ ///行权冻结资金
+ TThostFtdcMoneyType StrikeFrozenMargin;
+};
+
+///投资者商品群SPMM记录
+struct CThostFtdcInvestorCommodityGroupSPMMMarginField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///商品群代码
+ TThostFtdcSPMMProductIDType CommodityGroupID;
+ ///优惠仓位应收保证金
+ TThostFtdcMoneyType MarginBeforeDiscount;
+ ///不优惠仓位应收保证金
+ TThostFtdcMoneyType MarginNoDiscount;
+ ///多头风险
+ TThostFtdcMoneyType LongRisk;
+ ///空头风险
+ TThostFtdcMoneyType ShortRisk;
+ ///商品群平仓冻结保证金
+ TThostFtdcMoneyType CloseFrozenMargin;
+ ///SPMM跨品种优惠系数
+ TThostFtdcSPMMDiscountRatioType InterCommodityRate;
+ ///商品群最小保证金比例
+ TThostFtdcSPMMDiscountRatioType MiniMarginRatio;
+ ///投资者保证金和交易所保证金的比例
+ TThostFtdcRatioType AdjustRatio;
+ ///SPMM品种内优惠汇总
+ TThostFtdcMoneyType IntraCommodityDiscount;
+ ///SPMM跨品种优惠
+ TThostFtdcMoneyType InterCommodityDiscount;
+ ///交易所保证金
+ TThostFtdcMoneyType ExchMargin;
+ ///投资者保证金
+ TThostFtdcMoneyType InvestorMargin;
+ ///冻结的手续费
+ TThostFtdcMoneyType FrozenCommission;
+ ///手续费
+ TThostFtdcMoneyType Commission;
+ ///冻结的资金
+ TThostFtdcMoneyType FrozenCash;
+ ///资金差额
+ TThostFtdcMoneyType CashIn;
+ ///行权冻结资金
+ TThostFtdcMoneyType StrikeFrozenMargin;
+};
+
+///SPMM合约参数
+struct CThostFtdcSPMMInstParamField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///SPMM合约保证金算法
+ TThostFtdcInstMarginCalIDType InstMarginCalID;
+ ///商品组代码
+ TThostFtdcSPMMProductIDType CommodityID;
+ ///商品群代码
+ TThostFtdcSPMMProductIDType CommodityGroupID;
+};
+
+///SPMM产品参数
+struct CThostFtdcSPMMProductParamField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///产品代码
+ TThostFtdcSPMMProductIDType ProductID;
+ ///商品组代码
+ TThostFtdcSPMMProductIDType CommodityID;
+ ///商品群代码
+ TThostFtdcSPMMProductIDType CommodityGroupID;
+};
+
+///席位与交易中心对应关系维护查询
+struct CThostFtdcQryTraderAssignField {
+ ///交易员代码
+ TThostFtdcTraderIDType TraderID;
+};
+
+///席位与交易中心对应关系
+struct CThostFtdcTraderAssignField {
+ ///应用单元代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///交易所交易员代码
+ TThostFtdcTraderIDType TraderID;
+ ///会员代码
+ TThostFtdcParticipantIDType ParticipantID;
+ ///交易中心代码
+ TThostFtdcDRIdentityIDType DRIdentityID;
+};
+
+///投资者申报费阶梯收取设置
+struct CThostFtdcInvestorInfoCntSettingField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///商品代码
+ TThostFtdcProductIDType ProductID;
+ ///是否收取申报费
+ TThostFtdcBoolType IsCalInfoComm;
+ ///是否限制信息量
+ TThostFtdcBoolType IsLimitInfoMax;
+ ///信息量限制笔数
+ TThostFtdcVolumeType InfoMaxLimit;
+};
+
+///RCAMS产品组合信息
+struct CThostFtdcRCAMSCombProductInfoField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///产品代码
+ TThostFtdcProductIDType ProductID;
+ ///商品组代码
+ TThostFtdcProductIDType CombProductID;
+ ///商品群代码
+ TThostFtdcProductIDType ProductGroupID;
+};
+
+///RCAMS同合约风险对冲参数
+struct CThostFtdcRCAMSInstrParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///产品代码
+ TThostFtdcProductIDType ProductID;
+ ///同合约风险对冲比率
+ TThostFtdcHedgeRateType HedgeRate;
+};
+
+///RCAMS品种内风险对冲参数
+struct CThostFtdcRCAMSIntraParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///产品组合代码
+ TThostFtdcProductIDType CombProductID;
+ ///品种内对冲比率
+ TThostFtdcHedgeRateType HedgeRate;
+};
+
+///RCAMS跨品种风险折抵参数
+struct CThostFtdcRCAMSInterParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///商品群代码
+ TThostFtdcProductIDType ProductGroupID;
+ ///优先级
+ TThostFtdcRCAMSPriorityType Priority;
+ ///折抵率
+ TThostFtdcHedgeRateType CreditRate;
+ ///产品组合代码1
+ TThostFtdcProductIDType CombProduct1;
+ ///产品组合代码2
+ TThostFtdcProductIDType CombProduct2;
+};
+
+///RCAMS空头期权风险调整参数
+struct CThostFtdcRCAMSShortOptAdjustParamField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///产品组合代码
+ TThostFtdcProductIDType CombProductID;
+ ///投套标志
+ TThostFtdcHedgeFlagType HedgeFlag;
+ ///空头期权风险调整标准
+ TThostFtdcAdjustValueType AdjustValue;
+};
+
+///RCAMS策略组合持仓
+struct CThostFtdcRCAMSInvestorCombPositionField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///投套标志
+ TThostFtdcHedgeFlagType HedgeFlag;
+ ///持仓多空方向
+ TThostFtdcPosiDirectionType PosiDirection;
+ ///组合合约代码
+ TThostFtdcInstrumentIDType CombInstrumentID;
+ ///单腿编号
+ TThostFtdcLegIDType LegID;
+ ///交易所组合合约代码
+ TThostFtdcExchangeInstIDType ExchangeInstID;
+ ///持仓量
+ TThostFtdcVolumeType TotalAmt;
+ ///交易所保证金
+ TThostFtdcMoneyType ExchMargin;
+ ///投资者保证金
+ TThostFtdcMoneyType Margin;
+};
+
+///投资者品种RCAMS保证金
+struct CThostFtdcInvestorProdRCAMSMarginField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///产品组合代码
+ TThostFtdcProductIDType CombProductID;
+ ///投套标志
+ TThostFtdcHedgeFlagType HedgeFlag;
+ ///商品群代码
+ TThostFtdcProductIDType ProductGroupID;
+ ///品种组合前风险
+ TThostFtdcMoneyType RiskBeforeDiscount;
+ ///同合约对冲风险
+ TThostFtdcMoneyType IntraInstrRisk;
+ ///品种买持仓风险
+ TThostFtdcMoneyType BPosRisk;
+ ///品种卖持仓风险
+ TThostFtdcMoneyType SPosRisk;
+ ///品种内对冲风险
+ TThostFtdcMoneyType IntraProdRisk;
+ ///品种净持仓风险
+ TThostFtdcMoneyType NetRisk;
+ ///品种间对冲风险
+ TThostFtdcMoneyType InterProdRisk;
+ ///空头期权风险调整
+ TThostFtdcMoneyType ShortOptRiskAdj;
+ ///空头期权权利金
+ TThostFtdcMoneyType OptionRoyalty;
+ ///大边组合平仓冻结保证金
+ TThostFtdcMoneyType MMSACloseFrozenMargin;
+ ///策略组合平仓/行权冻结保证金
+ TThostFtdcMoneyType CloseCombFrozenMargin;
+ ///平仓/行权冻结保证金
+ TThostFtdcMoneyType CloseFrozenMargin;
+ ///大边组合开仓冻结保证金
+ TThostFtdcMoneyType MMSAOpenFrozenMargin;
+ ///交割月期货开仓冻结保证金
+ TThostFtdcMoneyType DeliveryOpenFrozenMargin;
+ ///开仓冻结保证金
+ TThostFtdcMoneyType OpenFrozenMargin;
+ ///投资者冻结保证金
+ TThostFtdcMoneyType UseFrozenMargin;
+ ///大边组合交易所持仓保证金
+ TThostFtdcMoneyType MMSAExchMargin;
+ ///交割月期货交易所持仓保证金
+ TThostFtdcMoneyType DeliveryExchMargin;
+ ///策略组合交易所保证金
+ TThostFtdcMoneyType CombExchMargin;
+ ///交易所持仓保证金
+ TThostFtdcMoneyType ExchMargin;
+ ///投资者持仓保证金
+ TThostFtdcMoneyType UseMargin;
+};
+
+///RCAMS产品组合信息查询
+struct CThostFtdcQryRCAMSCombProductInfoField {
+ ///产品代码
+ TThostFtdcProductIDType ProductID;
+ ///商品组代码
+ TThostFtdcProductIDType CombProductID;
+ ///商品群代码
+ TThostFtdcProductIDType ProductGroupID;
+};
+
+///RCAMS同合约风险对冲参数查询
+struct CThostFtdcQryRCAMSInstrParameterField {
+ ///产品代码
+ TThostFtdcProductIDType ProductID;
+};
+
+///RCAMS品种内风险对冲参数查询
+struct CThostFtdcQryRCAMSIntraParameterField {
+ ///产品组合代码
+ TThostFtdcProductIDType CombProductID;
+};
+
+///RCAMS跨品种风险折抵参数查询
+struct CThostFtdcQryRCAMSInterParameterField {
+ ///商品群代码
+ TThostFtdcProductIDType ProductGroupID;
+ ///产品组合代码1
+ TThostFtdcProductIDType CombProduct1;
+ ///产品组合代码2
+ TThostFtdcProductIDType CombProduct2;
+};
+
+///RCAMS空头期权风险调整参数查询
+struct CThostFtdcQryRCAMSShortOptAdjustParamField {
+ ///产品组合代码
+ TThostFtdcProductIDType CombProductID;
+};
+
+///RCAMS策略组合持仓查询
+struct CThostFtdcQryRCAMSInvestorCombPositionField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///组合合约代码
+ TThostFtdcInstrumentIDType CombInstrumentID;
+};
+
+///投资者品种RCAMS保证金查询
+struct CThostFtdcQryInvestorProdRCAMSMarginField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///产品组合代码
+ TThostFtdcProductIDType CombProductID;
+ ///商品群代码
+ TThostFtdcProductIDType ProductGroupID;
+};
+
+///RULE合约保证金参数
+struct CThostFtdcRULEInstrParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///合约类型
+ TThostFtdcInstrumentClassType InstrumentClass;
+ ///标准合约
+ TThostFtdcInstrumentIDType StdInstrumentID;
+ ///投机买折算系数
+ TThostFtdcRatioType BSpecRatio;
+ ///投机卖折算系数
+ TThostFtdcRatioType SSpecRatio;
+ ///套保买折算系数
+ TThostFtdcRatioType BHedgeRatio;
+ ///套保卖折算系数
+ TThostFtdcRatioType SHedgeRatio;
+ ///买附加风险保证金
+ TThostFtdcMoneyType BAddOnMargin;
+ ///卖附加风险保证金
+ TThostFtdcMoneyType SAddOnMargin;
+ ///商品群号
+ TThostFtdcCommodityGroupIDType CommodityGroupID;
+};
+
+///RULE品种内对锁仓折扣参数
+struct CThostFtdcRULEIntraParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///品种代码
+ TThostFtdcInstrumentIDType ProdFamilyCode;
+ ///标准合约
+ TThostFtdcInstrumentIDType StdInstrumentID;
+ ///标准合约保证金
+ TThostFtdcMoneyType StdInstrMargin;
+ ///一般月份合约组合保证金系数
+ TThostFtdcRatioType UsualIntraRate;
+ ///临近交割合约组合保证金系数
+ TThostFtdcRatioType DeliveryIntraRate;
+};
+
+///RULE跨品种抵扣参数
+struct CThostFtdcRULEInterParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///优先级
+ TThostFtdcSpreadIdType SpreadId;
+ ///品种间对锁仓费率折扣比例
+ TThostFtdcRatioType InterRate;
+ ///第一腿构成品种
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode;
+ ///第二腿构成品种
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode;
+ ///腿1比例系数
+ TThostFtdcCommonIntType Leg1PropFactor;
+ ///腿2比例系数
+ TThostFtdcCommonIntType Leg2PropFactor;
+ ///商品群号
+ TThostFtdcCommodityGroupIDType CommodityGroupID;
+ ///商品群名称
+ TThostFtdcInstrumentNameType CommodityGroupName;
+};
+
+///RULE合约保证金参数查询
+struct CThostFtdcQryRULEInstrParameterField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+};
+
+///RULE品种内对锁仓折扣参数查询
+struct CThostFtdcQryRULEIntraParameterField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///品种代码
+ TThostFtdcInstrumentIDType ProdFamilyCode;
+};
+
+///RULE跨品种抵扣参数查询
+struct CThostFtdcQryRULEInterParameterField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///第一腿构成品种
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode;
+ ///第二腿构成品种
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode;
+ ///商品群号
+ TThostFtdcCommodityGroupIDType CommodityGroupID;
+};
+
+///投资者产品RULE保证金
+struct CThostFtdcInvestorProdRULEMarginField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///品种代码
+ TThostFtdcInstrumentIDType ProdFamilyCode;
+ ///合约类型
+ TThostFtdcInstrumentClassType InstrumentClass;
+ ///商品群号
+ TThostFtdcCommodityGroupIDType CommodityGroupID;
+ ///买标准持仓
+ TThostFtdcStdPositionType BStdPosition;
+ ///卖标准持仓
+ TThostFtdcStdPositionType SStdPosition;
+ ///买标准开仓冻结
+ TThostFtdcStdPositionType BStdOpenFrozen;
+ ///卖标准开仓冻结
+ TThostFtdcStdPositionType SStdOpenFrozen;
+ ///买标准平仓冻结
+ TThostFtdcStdPositionType BStdCloseFrozen;
+ ///卖标准平仓冻结
+ TThostFtdcStdPositionType SStdCloseFrozen;
+ ///品种内对冲标准持仓
+ TThostFtdcStdPositionType IntraProdStdPosition;
+ ///品种内单腿标准持仓
+ TThostFtdcStdPositionType NetStdPosition;
+ ///品种间对冲标准持仓
+ TThostFtdcStdPositionType InterProdStdPosition;
+ ///单腿标准持仓
+ TThostFtdcStdPositionType SingleStdPosition;
+ ///品种内对锁保证金
+ TThostFtdcMoneyType IntraProdMargin;
+ ///品种间对锁保证金
+ TThostFtdcMoneyType InterProdMargin;
+ ///跨品种单腿保证金
+ TThostFtdcMoneyType SingleMargin;
+ ///非组合合约保证金
+ TThostFtdcMoneyType NonCombMargin;
+ ///附加保证金
+ TThostFtdcMoneyType AddOnMargin;
+ ///交易所保证金
+ TThostFtdcMoneyType ExchMargin;
+ ///附加冻结保证金
+ TThostFtdcMoneyType AddOnFrozenMargin;
+ ///开仓冻结保证金
+ TThostFtdcMoneyType OpenFrozenMargin;
+ ///平仓冻结保证金
+ TThostFtdcMoneyType CloseFrozenMargin;
+ ///品种保证金
+ TThostFtdcMoneyType Margin;
+ ///冻结保证金
+ TThostFtdcMoneyType FrozenMargin;
+};
+
+///投资者产品RULE保证金查询
+struct CThostFtdcQryInvestorProdRULEMarginField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///品种代码
+ TThostFtdcInstrumentIDType ProdFamilyCode;
+ ///商品群号
+ TThostFtdcCommodityGroupIDType CommodityGroupID;
+};
+
+///风险结算追平SPBM组合保证金套餐
+struct CThostFtdcSyncDeltaSPBMPortfDefinitionField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///组合保证金套餐代码
+ TThostFtdcPortfolioDefIDType PortfolioDefID;
+ ///品种代码
+ TThostFtdcInstrumentIDType ProdFamilyCode;
+ ///是否启用SPBM
+ TThostFtdcBoolType IsSPBM;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平投资者SPBM套餐选择
+struct CThostFtdcSyncDeltaSPBMInvstPortfDefField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///组合保证金套餐代码
+ TThostFtdcPortfolioDefIDType PortfolioDefID;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平SPBM期货合约保证金参数
+struct CThostFtdcSyncDeltaSPBMFutureParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///品种代码
+ TThostFtdcInstrumentIDType ProdFamilyCode;
+ ///期货合约因子
+ TThostFtdcVolumeMultipleType Cvf;
+ ///阶段标识
+ TThostFtdcTimeRangeType TimeRange;
+ ///品种保证金标准
+ TThostFtdcRatioType MarginRate;
+ ///期货合约内部对锁仓费率折扣比例
+ TThostFtdcRatioType LockRateX;
+ ///提高保证金标准
+ TThostFtdcRatioType AddOnRate;
+ ///昨结算价
+ TThostFtdcPriceType PreSettlementPrice;
+ ///期货合约内部对锁仓附加费率折扣比例
+ TThostFtdcRatioType AddOnLockRateX2;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平SPBM期权合约保证金参数
+struct CThostFtdcSyncDeltaSPBMOptionParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///品种代码
+ TThostFtdcInstrumentIDType ProdFamilyCode;
+ ///期权合约因子
+ TThostFtdcVolumeMultipleType Cvf;
+ ///期权冲抵价格
+ TThostFtdcPriceType DownPrice;
+ ///Delta值
+ TThostFtdcDeltaType Delta;
+ ///卖方期权风险转换最低值
+ TThostFtdcDeltaType SlimiDelta;
+ ///昨结算价
+ TThostFtdcPriceType PreSettlementPrice;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平SPBM品种内对锁仓折扣参数
+struct CThostFtdcSyncDeltaSPBMIntraParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///品种代码
+ TThostFtdcInstrumentIDType ProdFamilyCode;
+ ///品种内合约间对锁仓费率折扣比例
+ TThostFtdcRatioType IntraRateY;
+ ///品种内合约间对锁仓附加费率折扣比例
+ TThostFtdcRatioType AddOnIntraRateY2;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平SPBM跨品种抵扣参数
+struct CThostFtdcSyncDeltaSPBMInterParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///优先级
+ TThostFtdcSpreadIdType SpreadId;
+ ///品种间对锁仓费率折扣比例
+ TThostFtdcRatioType InterRateZ;
+ ///第一腿构成品种
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode;
+ ///第二腿构成品种
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平SPBM附加跨品种抵扣参数
+struct CThostFtdcSyncDeltaSPBMAddOnInterParamField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///优先级
+ TThostFtdcSpreadIdType SpreadId;
+ ///品种间对锁仓附加费率折扣比例
+ TThostFtdcRatioType AddOnInterRateZ2;
+ ///第一腿构成品种
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode;
+ ///第二腿构成品种
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平SPMM合约参数
+struct CThostFtdcSyncDeltaSPMMInstParamField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///SPMM合约保证金算法
+ TThostFtdcInstMarginCalIDType InstMarginCalID;
+ ///商品组代码
+ TThostFtdcSPMMProductIDType CommodityID;
+ ///商品群代码
+ TThostFtdcSPMMProductIDType CommodityGroupID;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平SPMM产品相关参数
+struct CThostFtdcSyncDeltaSPMMProductParamField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///产品代码
+ TThostFtdcSPMMProductIDType ProductID;
+ ///商品组代码
+ TThostFtdcSPMMProductIDType CommodityID;
+ ///商品群代码
+ TThostFtdcSPMMProductIDType CommodityGroupID;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平投资者SPMM模板选择
+struct CThostFtdcSyncDeltaInvestorSPMMModelField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///SPMM模板ID
+ TThostFtdcSPMMModelIDType SPMMModelID;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平SPMM模板参数设置
+struct CThostFtdcSyncDeltaSPMMModelParamField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///SPMM模板ID
+ TThostFtdcSPMMModelIDType SPMMModelID;
+ ///商品群代码
+ TThostFtdcSPMMProductIDType CommodityGroupID;
+ ///SPMM品种内跨期优惠系数
+ TThostFtdcSPMMDiscountRatioType IntraCommodityRate;
+ ///SPMM品种间优惠系数
+ TThostFtdcSPMMDiscountRatioType InterCommodityRate;
+ ///SPMM期权优惠系数
+ TThostFtdcSPMMDiscountRatioType OptionDiscountRate;
+ ///商品群最小保证金比例
+ TThostFtdcSPMMDiscountRatioType MiniMarginRatio;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平RCAMS产品组合信息
+struct CThostFtdcSyncDeltaRCAMSCombProdInfoField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///产品代码
+ TThostFtdcProductIDType ProductID;
+ ///商品组代码
+ TThostFtdcProductIDType CombProductID;
+ ///商品群代码
+ TThostFtdcProductIDType ProductGroupID;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平RCAMS同合约风险对冲参数
+struct CThostFtdcSyncDeltaRCAMSInstrParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///产品代码
+ TThostFtdcProductIDType ProductID;
+ ///同合约风险对冲比率
+ TThostFtdcHedgeRateType HedgeRate;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平RCAMS品种内风险对冲参数
+struct CThostFtdcSyncDeltaRCAMSIntraParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///产品组合代码
+ TThostFtdcProductIDType CombProductID;
+ ///品种内对冲比率
+ TThostFtdcHedgeRateType HedgeRate;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平RCAMS跨品种风险折抵参数
+struct CThostFtdcSyncDeltaRCAMSInterParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///商品群代码
+ TThostFtdcProductIDType ProductGroupID;
+ ///优先级
+ TThostFtdcRCAMSPriorityType Priority;
+ ///折抵率
+ TThostFtdcHedgeRateType CreditRate;
+ ///产品组合代码1
+ TThostFtdcProductIDType CombProduct1;
+ ///产品组合代码2
+ TThostFtdcProductIDType CombProduct2;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平RCAMS空头期权风险调整参数
+struct CThostFtdcSyncDeltaRCAMSSOptAdjParamField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///产品组合代码
+ TThostFtdcProductIDType CombProductID;
+ ///投套标志
+ TThostFtdcHedgeFlagType HedgeFlag;
+ ///空头期权风险调整标准
+ TThostFtdcAdjustValueType AdjustValue;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平RCAMS策略组合规则明细
+struct CThostFtdcSyncDeltaRCAMSCombRuleDtlField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///策略产品
+ TThostFtdcProductIDType ProdGroup;
+ ///策略id
+ TThostFtdcRuleIdType RuleId;
+ ///优先级
+ TThostFtdcRCAMSPriorityType Priority;
+ ///投套标志
+ TThostFtdcHedgeFlagType HedgeFlag;
+ ///组合保证金标准
+ TThostFtdcMoneyType CombMargin;
+ ///交易所组合合约代码
+ TThostFtdcExchangeInstIDType ExchangeInstID;
+ ///单腿编号
+ TThostFtdcLegIDType LegID;
+ ///单腿合约代码
+ TThostFtdcInstrumentIDType LegInstrumentID;
+ ///买卖方向
+ TThostFtdcDirectionType Direction;
+ ///单腿乘数
+ TThostFtdcLegMultipleType LegMultiple;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平RCAMS策略组合持仓
+struct CThostFtdcSyncDeltaRCAMSInvstCombPosField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///投套标志
+ TThostFtdcHedgeFlagType HedgeFlag;
+ ///持仓多空方向
+ TThostFtdcPosiDirectionType PosiDirection;
+ ///组合合约代码
+ TThostFtdcInstrumentIDType CombInstrumentID;
+ ///单腿编号
+ TThostFtdcLegIDType LegID;
+ ///交易所组合合约代码
+ TThostFtdcExchangeInstIDType ExchangeInstID;
+ ///持仓量
+ TThostFtdcVolumeType TotalAmt;
+ ///交易所保证金
+ TThostFtdcMoneyType ExchMargin;
+ ///投资者保证金
+ TThostFtdcMoneyType Margin;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平RULE合约保证金参数
+struct CThostFtdcSyncDeltaRULEInstrParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///合约类型
+ TThostFtdcInstrumentClassType InstrumentClass;
+ ///标准合约
+ TThostFtdcInstrumentIDType StdInstrumentID;
+ ///投机买折算系数
+ TThostFtdcRatioType BSpecRatio;
+ ///投机卖折算系数
+ TThostFtdcRatioType SSpecRatio;
+ ///套保买折算系数
+ TThostFtdcRatioType BHedgeRatio;
+ ///套保卖折算系数
+ TThostFtdcRatioType SHedgeRatio;
+ ///买附加风险保证金
+ TThostFtdcMoneyType BAddOnMargin;
+ ///卖附加风险保证金
+ TThostFtdcMoneyType SAddOnMargin;
+ ///商品群号
+ TThostFtdcCommodityGroupIDType CommodityGroupID;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平RULE品种内对锁仓折扣参数
+struct CThostFtdcSyncDeltaRULEIntraParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///品种代码
+ TThostFtdcInstrumentIDType ProdFamilyCode;
+ ///标准合约
+ TThostFtdcInstrumentIDType StdInstrumentID;
+ ///标准合约保证金
+ TThostFtdcMoneyType StdInstrMargin;
+ ///一般月份合约组合保证金系数
+ TThostFtdcRatioType UsualIntraRate;
+ ///临近交割合约组合保证金系数
+ TThostFtdcRatioType DeliveryIntraRate;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///风险结算追平RULE跨品种抵扣参数
+struct CThostFtdcSyncDeltaRULEInterParameterField {
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///优先级
+ TThostFtdcSpreadIdType SpreadId;
+ ///品种间对锁仓费率折扣比例
+ TThostFtdcRatioType InterRate;
+ ///第一腿构成品种
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode;
+ ///第二腿构成品种
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode;
+ ///腿1比例系数
+ TThostFtdcCommonIntType Leg1PropFactor;
+ ///腿2比例系数
+ TThostFtdcCommonIntType Leg2PropFactor;
+ ///商品群号
+ TThostFtdcCommodityGroupIDType CommodityGroupID;
+ ///商品群名称
+ TThostFtdcInstrumentNameType CommodityGroupName;
+ ///操作标志
+ TThostFtdcActionDirectionType ActionDirection;
+ ///追平序号
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo;
+};
+
+///服务地址参数
+struct CThostFtdcIpAddrParamField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///服务地址
+ TThostFtdcIpAddrType Address;
+ ///交易中心代码
+ TThostFtdcDRIdentityIDType DRIdentityID;
+ ///交易中心名称
+ TThostFtdcDRIdentityNameType DRIdentityName;
+ ///交易地址OR行情地址
+ TThostFtdcAddrSrvModeType AddrSrvMode;
+ ///地址版本
+ TThostFtdcAddrVerType AddrVer;
+ ///服务地址编号
+ TThostFtdcCommonIntType AddrNo;
+ ///服务地址名称
+ TThostFtdcAddrNameType AddrName;
+ ///是否是国密地址
+ TThostFtdcBoolType IsSM;
+ ///是否是内网地址
+ TThostFtdcBoolType IsLocalAddr;
+ ///地址补充信息
+ TThostFtdcAddrRemarkType Remark;
+ ///站点
+ TThostFtdcSiteType Site;
+ ///网络运营商
+ TThostFtdcNetOperatorType NetOperator;
+};
+
+///服务地址参数查询
+struct CThostFtdcQryIpAddrParamField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+};
+
+///服务地址参数
+struct CThostFtdcTGIpAddrParamField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///用户代码
+ TThostFtdcUserIDType UserID;
+ ///服务地址
+ TThostFtdcIpAddrType Address;
+ ///交易中心代码
+ TThostFtdcDRIdentityIDType DRIdentityID;
+ ///交易中心名称
+ TThostFtdcDRIdentityNameType DRIdentityName;
+ ///交易地址OR行情地址
+ TThostFtdcAddrSrvModeType AddrSrvMode;
+ ///地址版本
+ TThostFtdcAddrVerType AddrVer;
+ ///服务地址编号
+ TThostFtdcCommonIntType AddrNo;
+ ///服务地址名称
+ TThostFtdcAddrNameType AddrName;
+ ///是否是国密地址
+ TThostFtdcBoolType IsSM;
+ ///是否是内网地址
+ TThostFtdcBoolType IsLocalAddr;
+ ///地址补充信息
+ TThostFtdcAddrRemarkType Remark;
+ ///站点
+ TThostFtdcSiteType Site;
+ ///网络运营商
+ TThostFtdcNetOperatorType NetOperator;
+};
+
+///服务地址参数查询
+struct CThostFtdcQryTGIpAddrParamField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///用户代码
+ TThostFtdcUserIDType UserID;
+ ///App代码
+ TThostFtdcAppIDType AppID;
+};
+
+///TGate会话查询状态
+struct CThostFtdcTGSessionQryStatusField {
+ ///最近30s的查询频率
+ TThostFtdcCommonIntType LastQryFreq;
+ ///查询状态
+ TThostFtdcTGSessionQryStatusType QryStatus;
+};
+
+///内网地址配置
+struct CThostFtdcLocalAddrConfigField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///对端地址
+ TThostFtdcIpAddrType PeerAddr;
+ ///子网掩码
+ TThostFtdcIpAddrType NetMask;
+ ///交易中心代码
+ TThostFtdcDRIdentityIDType DRIdentityID;
+ ///内网服务地址
+ TThostFtdcIpAddrType LocalAddress;
+};
+
+///内网地址配置查询
+struct CThostFtdcQryLocalAddrConfigField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+};
+
+///次席查询银行资金帐户信息请求
+struct CThostFtdcReqQueryBankAccountBySecField {
+ ///业务功能码
+ TThostFtdcTradeCodeType TradeCode;
+ ///银行代码
+ TThostFtdcBankIDType BankID;
+ ///银行分支机构代码
+ TThostFtdcBankBrchIDType BankBranchID;
+ ///期商代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///期商分支机构代码
+ TThostFtdcFutureBranchIDType BrokerBranchID;
+ ///交易日期
+ TThostFtdcTradeDateType TradeDate;
+ ///交易时间
+ TThostFtdcTradeTimeType TradeTime;
+ ///银行流水号
+ TThostFtdcBankSerialType BankSerial;
+ ///交易系统日期
+ TThostFtdcTradeDateType TradingDay;
+ ///银期平台消息流水号
+ TThostFtdcSerialType PlateSerial;
+ ///最后分片标志
+ TThostFtdcLastFragmentType LastFragment;
+ ///会话号
+ TThostFtdcSessionIDType SessionID;
+ ///客户姓名
+ TThostFtdcIndividualNameType CustomerName;
+ ///证件类型
+ TThostFtdcIdCardTypeType IdCardType;
+ ///证件号码
+ TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
+ ///客户类型
+ TThostFtdcCustTypeType CustType;
+ ///银行帐号
+ TThostFtdcBankAccountType BankAccount;
+ ///银行密码
+ TThostFtdcPasswordType BankPassWord;
+ ///投资者帐号
+ TThostFtdcAccountIDType AccountID;
+ ///期货密码
+ TThostFtdcPasswordType Password;
+ ///期货公司流水号
+ TThostFtdcFutureSerialType FutureSerial;
+ ///安装编号
+ TThostFtdcInstallIDType InstallID;
+ ///用户标识
+ TThostFtdcUserIDType UserID;
+ ///验证客户证件号码标志
+ TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
+ ///币种代码
+ TThostFtdcCurrencyIDType CurrencyID;
+ ///摘要
+ TThostFtdcDigestType Digest;
+ ///银行帐号类型
+ TThostFtdcBankAccTypeType BankAccType;
+ ///渠道标志
+ TThostFtdcDeviceIDType DeviceID;
+ ///期货单位帐号类型
+ TThostFtdcBankAccTypeType BankSecuAccType;
+ ///期货公司银行编码
+ TThostFtdcBankCodingForFutureType BrokerIDByBank;
+ ///期货单位帐号
+ TThostFtdcBankAccountType BankSecuAcc;
+ ///银行密码标志
+ TThostFtdcPwdFlagType BankPwdFlag;
+ ///期货资金密码核对标志
+ TThostFtdcPwdFlagType SecuPwdFlag;
+ ///交易柜员
+ TThostFtdcOperNoType OperNo;
+ ///请求编号
+ TThostFtdcRequestIDType RequestID;
+ ///交易ID
+ TThostFtdcTIDType TID;
+ ///长客户姓名
+ TThostFtdcLongIndividualNameType LongCustomerName;
+ ///交易中心代码
+ TThostFtdcDRIdentityIDType DRIdentityID;
+ ///次中心发起转账期货公司流水号
+ TThostFtdcFutureSerialType SecFutureSerial;
+};
+
+///次席查询银行资金帐户信息回报
+struct CThostFtdcRspQueryBankAccountBySecField {
+ ///业务功能码
+ TThostFtdcTradeCodeType TradeCode;
+ ///银行代码
+ TThostFtdcBankIDType BankID;
+ ///银行分支机构代码
+ TThostFtdcBankBrchIDType BankBranchID;
+ ///期商代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///期商分支机构代码
+ TThostFtdcFutureBranchIDType BrokerBranchID;
+ ///交易日期
+ TThostFtdcTradeDateType TradeDate;
+ ///交易时间
+ TThostFtdcTradeTimeType TradeTime;
+ ///银行流水号
+ TThostFtdcBankSerialType BankSerial;
+ ///交易系统日期
+ TThostFtdcTradeDateType TradingDay;
+ ///银期平台消息流水号
+ TThostFtdcSerialType PlateSerial;
+ ///最后分片标志
+ TThostFtdcLastFragmentType LastFragment;
+ ///会话号
+ TThostFtdcSessionIDType SessionID;
+ ///客户姓名
+ TThostFtdcIndividualNameType CustomerName;
+ ///证件类型
+ TThostFtdcIdCardTypeType IdCardType;
+ ///证件号码
+ TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
+ ///客户类型
+ TThostFtdcCustTypeType CustType;
+ ///银行帐号
+ TThostFtdcBankAccountType BankAccount;
+ ///银行密码
+ TThostFtdcPasswordType BankPassWord;
+ ///投资者帐号
+ TThostFtdcAccountIDType AccountID;
+ ///期货密码
+ TThostFtdcPasswordType Password;
+ ///期货公司流水号
+ TThostFtdcFutureSerialType FutureSerial;
+ ///安装编号
+ TThostFtdcInstallIDType InstallID;
+ ///用户标识
+ TThostFtdcUserIDType UserID;
+ ///验证客户证件号码标志
+ TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
+ ///币种代码
+ TThostFtdcCurrencyIDType CurrencyID;
+ ///摘要
+ TThostFtdcDigestType Digest;
+ ///银行帐号类型
+ TThostFtdcBankAccTypeType BankAccType;
+ ///渠道标志
+ TThostFtdcDeviceIDType DeviceID;
+ ///期货单位帐号类型
+ TThostFtdcBankAccTypeType BankSecuAccType;
+ ///期货公司银行编码
+ TThostFtdcBankCodingForFutureType BrokerIDByBank;
+ ///期货单位帐号
+ TThostFtdcBankAccountType BankSecuAcc;
+ ///银行密码标志
+ TThostFtdcPwdFlagType BankPwdFlag;
+ ///期货资金密码核对标志
+ TThostFtdcPwdFlagType SecuPwdFlag;
+ ///交易柜员
+ TThostFtdcOperNoType OperNo;
+ ///请求编号
+ TThostFtdcRequestIDType RequestID;
+ ///交易ID
+ TThostFtdcTIDType TID;
+ ///银行可用金额
+ TThostFtdcTradeAmountType BankUseAmount;
+ ///银行可取金额
+ TThostFtdcTradeAmountType BankFetchAmount;
+ ///长客户姓名
+ TThostFtdcLongIndividualNameType LongCustomerName;
+ ///交易中心代码
+ TThostFtdcDRIdentityIDType DRIdentityID;
+ ///次中心发起转账期货公司流水号
+ TThostFtdcFutureSerialType SecFutureSerial;
+};
+
+///次中心发起的转帐交易
+struct CThostFtdcReqTransferBySecField {
+ ///业务功能码
+ TThostFtdcTradeCodeType TradeCode;
+ ///银行代码
+ TThostFtdcBankIDType BankID;
+ ///银行分支机构代码
+ TThostFtdcBankBrchIDType BankBranchID;
+ ///期商代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///期商分支机构代码
+ TThostFtdcFutureBranchIDType BrokerBranchID;
+ ///交易日期
+ TThostFtdcTradeDateType TradeDate;
+ ///交易时间
+ TThostFtdcTradeTimeType TradeTime;
+ ///银行流水号
+ TThostFtdcBankSerialType BankSerial;
+ ///交易系统日期
+ TThostFtdcTradeDateType TradingDay;
+ ///银期平台消息流水号
+ TThostFtdcSerialType PlateSerial;
+ ///最后分片标志
+ TThostFtdcLastFragmentType LastFragment;
+ ///会话号
+ TThostFtdcSessionIDType SessionID;
+ ///客户姓名
+ TThostFtdcIndividualNameType CustomerName;
+ ///证件类型
+ TThostFtdcIdCardTypeType IdCardType;
+ ///证件号码
+ TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
+ ///客户类型
+ TThostFtdcCustTypeType CustType;
+ ///银行帐号
+ TThostFtdcBankAccountType BankAccount;
+ ///银行密码
+ TThostFtdcPasswordType BankPassWord;
+ ///投资者帐号
+ TThostFtdcAccountIDType AccountID;
+ ///期货密码
+ TThostFtdcPasswordType Password;
+ ///安装编号
+ TThostFtdcInstallIDType InstallID;
+ ///期货公司流水号
+ TThostFtdcFutureSerialType FutureSerial;
+ ///用户标识
+ TThostFtdcUserIDType UserID;
+ ///验证客户证件号码标志
+ TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
+ ///币种代码
+ TThostFtdcCurrencyIDType CurrencyID;
+ ///转帐金额
+ TThostFtdcTradeAmountType TradeAmount;
+ ///期货可取金额
+ TThostFtdcTradeAmountType FutureFetchAmount;
+ ///费用支付标志
+ TThostFtdcFeePayFlagType FeePayFlag;
+ ///应收客户费用
+ TThostFtdcCustFeeType CustFee;
+ ///应收期货公司费用
+ TThostFtdcFutureFeeType BrokerFee;
+ ///发送方给接收方的消息
+ TThostFtdcAddInfoType Message;
+ ///摘要
+ TThostFtdcDigestType Digest;
+ ///银行帐号类型
+ TThostFtdcBankAccTypeType BankAccType;
+ ///渠道标志
+ TThostFtdcDeviceIDType DeviceID;
+ ///期货单位帐号类型
+ TThostFtdcBankAccTypeType BankSecuAccType;
+ ///期货公司银行编码
+ TThostFtdcBankCodingForFutureType BrokerIDByBank;
+ ///期货单位帐号
+ TThostFtdcBankAccountType BankSecuAcc;
+ ///银行密码标志
+ TThostFtdcPwdFlagType BankPwdFlag;
+ ///期货资金密码核对标志
+ TThostFtdcPwdFlagType SecuPwdFlag;
+ ///交易柜员
+ TThostFtdcOperNoType OperNo;
+ ///请求编号
+ TThostFtdcRequestIDType RequestID;
+ ///交易ID
+ TThostFtdcTIDType TID;
+ ///转账交易状态
+ TThostFtdcTransferStatusType TransferStatus;
+ ///长客户姓名
+ TThostFtdcLongIndividualNameType LongCustomerName;
+ ///交易中心代码
+ TThostFtdcDRIdentityIDType DRIdentityID;
+ ///次中心发起转账期货公司流水号
+ TThostFtdcFutureSerialType SecFutureSerial;
+};
+
+///次中心发起的转帐交易回报
+struct CThostFtdcRspTransferBySecField {
+ ///业务功能码
+ TThostFtdcTradeCodeType TradeCode;
+ ///银行代码
+ TThostFtdcBankIDType BankID;
+ ///银行分支机构代码
+ TThostFtdcBankBrchIDType BankBranchID;
+ ///期商代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///期商分支机构代码
+ TThostFtdcFutureBranchIDType BrokerBranchID;
+ ///交易日期
+ TThostFtdcTradeDateType TradeDate;
+ ///交易时间
+ TThostFtdcTradeTimeType TradeTime;
+ ///银行流水号
+ TThostFtdcBankSerialType BankSerial;
+ ///交易系统日期
+ TThostFtdcTradeDateType TradingDay;
+ ///银期平台消息流水号
+ TThostFtdcSerialType PlateSerial;
+ ///最后分片标志
+ TThostFtdcLastFragmentType LastFragment;
+ ///会话号
+ TThostFtdcSessionIDType SessionID;
+ ///客户姓名
+ TThostFtdcIndividualNameType CustomerName;
+ ///证件类型
+ TThostFtdcIdCardTypeType IdCardType;
+ ///证件号码
+ TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
+ ///客户类型
+ TThostFtdcCustTypeType CustType;
+ ///银行帐号
+ TThostFtdcBankAccountType BankAccount;
+ ///银行密码
+ TThostFtdcPasswordType BankPassWord;
+ ///投资者帐号
+ TThostFtdcAccountIDType AccountID;
+ ///期货密码
+ TThostFtdcPasswordType Password;
+ ///安装编号
+ TThostFtdcInstallIDType InstallID;
+ ///期货公司流水号
+ TThostFtdcFutureSerialType FutureSerial;
+ ///用户标识
+ TThostFtdcUserIDType UserID;
+ ///验证客户证件号码标志
+ TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
+ ///币种代码
+ TThostFtdcCurrencyIDType CurrencyID;
+ ///转帐金额
+ TThostFtdcTradeAmountType TradeAmount;
+ ///期货可取金额
+ TThostFtdcTradeAmountType FutureFetchAmount;
+ ///费用支付标志
+ TThostFtdcFeePayFlagType FeePayFlag;
+ ///应收客户费用
+ TThostFtdcCustFeeType CustFee;
+ ///应收期货公司费用
+ TThostFtdcFutureFeeType BrokerFee;
+ ///发送方给接收方的消息
+ TThostFtdcAddInfoType Message;
+ ///摘要
+ TThostFtdcDigestType Digest;
+ ///银行帐号类型
+ TThostFtdcBankAccTypeType BankAccType;
+ ///渠道标志
+ TThostFtdcDeviceIDType DeviceID;
+ ///期货单位帐号类型
+ TThostFtdcBankAccTypeType BankSecuAccType;
+ ///期货公司银行编码
+ TThostFtdcBankCodingForFutureType BrokerIDByBank;
+ ///期货单位帐号
+ TThostFtdcBankAccountType BankSecuAcc;
+ ///银行密码标志
+ TThostFtdcPwdFlagType BankPwdFlag;
+ ///期货资金密码核对标志
+ TThostFtdcPwdFlagType SecuPwdFlag;
+ ///交易柜员
+ TThostFtdcOperNoType OperNo;
+ ///请求编号
+ TThostFtdcRequestIDType RequestID;
+ ///交易ID
+ TThostFtdcTIDType TID;
+ ///转账交易状态
+ TThostFtdcTransferStatusType TransferStatus;
+ ///错误代码
+ TThostFtdcErrorIDType ErrorID;
+ ///错误信息
+ TThostFtdcErrorMsgType ErrorMsg;
+ ///长客户姓名
+ TThostFtdcLongIndividualNameType LongCustomerName;
+ ///交易中心代码
+ TThostFtdcDRIdentityIDType DRIdentityID;
+ ///次中心发起转账期货公司流水号
+ TThostFtdcFutureSerialType SecFutureSerial;
+};
+
+///查询银行资金帐户信息通知 要发往次席
+struct CThostFtdcNotifyQueryFutureAccountBySecField {
+ ///业务功能码
+ TThostFtdcTradeCodeType TradeCode;
+ ///银行代码
+ TThostFtdcBankIDType BankID;
+ ///银行分支机构代码
+ TThostFtdcBankBrchIDType BankBranchID;
+ ///期商代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///期商分支机构代码
+ TThostFtdcFutureBranchIDType BrokerBranchID;
+ ///交易日期
+ TThostFtdcTradeDateType TradeDate;
+ ///交易时间
+ TThostFtdcTradeTimeType TradeTime;
+ ///银行流水号
+ TThostFtdcBankSerialType BankSerial;
+ ///交易系统日期
+ TThostFtdcTradeDateType TradingDay;
+ ///银期平台消息流水号
+ TThostFtdcSerialType PlateSerial;
+ ///最后分片标志
+ TThostFtdcLastFragmentType LastFragment;
+ ///会话号
+ TThostFtdcSessionIDType SessionID;
+ ///客户姓名
+ TThostFtdcIndividualNameType CustomerName;
+ ///证件类型
+ TThostFtdcIdCardTypeType IdCardType;
+ ///证件号码
+ TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
+ ///客户类型
+ TThostFtdcCustTypeType CustType;
+ ///银行帐号
+ TThostFtdcBankAccountType BankAccount;
+ ///银行密码
+ TThostFtdcPasswordType BankPassWord;
+ ///投资者帐号
+ TThostFtdcAccountIDType AccountID;
+ ///期货密码
+ TThostFtdcPasswordType Password;
+ ///期货公司流水号
+ TThostFtdcFutureSerialType FutureSerial;
+ ///安装编号
+ TThostFtdcInstallIDType InstallID;
+ ///用户标识
+ TThostFtdcUserIDType UserID;
+ ///验证客户证件号码标志
+ TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
+ ///币种代码
+ TThostFtdcCurrencyIDType CurrencyID;
+ ///摘要
+ TThostFtdcDigestType Digest;
+ ///银行帐号类型
+ TThostFtdcBankAccTypeType BankAccType;
+ ///渠道标志
+ TThostFtdcDeviceIDType DeviceID;
+ ///期货单位帐号类型
+ TThostFtdcBankAccTypeType BankSecuAccType;
+ ///期货公司银行编码
+ TThostFtdcBankCodingForFutureType BrokerIDByBank;
+ ///期货单位帐号
+ TThostFtdcBankAccountType BankSecuAcc;
+ ///银行密码标志
+ TThostFtdcPwdFlagType BankPwdFlag;
+ ///期货资金密码核对标志
+ TThostFtdcPwdFlagType SecuPwdFlag;
+ ///交易柜员
+ TThostFtdcOperNoType OperNo;
+ ///请求编号
+ TThostFtdcRequestIDType RequestID;
+ ///交易ID
+ TThostFtdcTIDType TID;
+ ///银行可用金额
+ TThostFtdcTradeAmountType BankUseAmount;
+ ///银行可取金额
+ TThostFtdcTradeAmountType BankFetchAmount;
+ ///错误代码
+ TThostFtdcErrorIDType ErrorID;
+ ///错误信息
+ TThostFtdcErrorMsgType ErrorMsg;
+ ///长客户姓名
+ TThostFtdcLongIndividualNameType LongCustomerName;
+ ///交易中心代码
+ TThostFtdcDRIdentityIDType DRIdentityID;
+ ///次中心发起转账期货公司流水号
+ TThostFtdcFutureSerialType SecFutureSerial;
+};
+
+///退出紧急状态参数
+struct CThostFtdcExitEmergencyField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+};
+
+///新组保保证金系数投资者模板对应关系
+struct CThostFtdcInvestorPortfMarginModelField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///保证金系数模板
+ TThostFtdcInvestorIDType MarginModelID;
+};
+
+///投资者新组保设置
+struct CThostFtdcInvestorPortfSettingField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者编号
+ TThostFtdcInvestorIDType InvestorID;
+ ///投机套保标志
+ TThostFtdcHedgeFlagType HedgeFlag;
+ ///是否开启新组保
+ TThostFtdcBoolType UsePortf;
+};
+
+///投资者新组保设置查询
+struct CThostFtdcQryInvestorPortfSettingField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者编号
+ TThostFtdcInvestorIDType InvestorID;
+};
+
+///来自次席的用户口令变更
+struct CThostFtdcUserPasswordUpdateFromSecField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///用户代码
+ TThostFtdcUserIDType UserID;
+ ///原来的口令
+ TThostFtdcPasswordType OldPassword;
+ ///新的口令
+ TThostFtdcPasswordType NewPassword;
+ ///次席的交易中心代码
+ TThostFtdcDRIdentityIDType FromSec;
+};
+
+///来自次席的结算结果确认
+struct CThostFtdcSettlementInfoConfirmFromSecField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///确认日期
+ TThostFtdcDateType ConfirmDate;
+ ///确认时间
+ TThostFtdcTimeType ConfirmTime;
+ ///次席的交易中心代码
+ TThostFtdcDRIdentityIDType FromSec;
+};
+
+///来自次席的资金账户口令变更
+struct CThostFtdcTradingAccountPasswordUpdateFromSecField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者帐号
+ TThostFtdcAccountIDType AccountID;
+ ///原来的口令
+ TThostFtdcPasswordType OldPassword;
+ ///新的口令
+ TThostFtdcPasswordType NewPassword;
+ ///币种代码
+ TThostFtdcCurrencyIDType CurrencyID;
+ ///次席的交易中心代码
+ TThostFtdcDRIdentityIDType FromSec;
+};
+
+///风控禁止的合约交易权限
+struct CThostFtdcRiskForbiddenRightField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者编号
+ TThostFtdcInvestorIDType InvestorID;
+ ///合约/产品代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///用户代码
+ TThostFtdcUserIDType UserID;
+};
+
+///投资者申报费阶梯收取记录
+struct CThostFtdcInvestorInfoCommRecField {
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///商品代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///报单总笔数
+ TThostFtdcVolumeType OrderCount;
+ ///撤单总笔数
+ TThostFtdcVolumeType OrderActionCount;
+ ///询价总次数
+ TThostFtdcVolumeType ForQuoteCnt;
+ ///申报费
+ TThostFtdcMoneyType InfoComm;
+ ///是否期权系列
+ TThostFtdcBoolType IsOptSeries;
+ ///品种代码
+ TThostFtdcProductIDType ProductID;
+ ///信息量总量
+ TThostFtdcVolumeType InfoCnt;
+};
+
+///投资者申报费阶梯收取记录查询
+struct CThostFtdcQryInvestorInfoCommRecField {
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///商品代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+};
+
+///组合腿信息
+struct CThostFtdcCombLegField {
+ ///组合合约代码
+ TThostFtdcInstrumentIDType CombInstrumentID;
+ ///单腿编号
+ TThostFtdcLegIDType LegID;
+ ///单腿合约代码
+ TThostFtdcInstrumentIDType LegInstrumentID;
+ ///买卖方向
+ TThostFtdcDirectionType Direction;
+ ///单腿乘数
+ TThostFtdcLegMultipleType LegMultiple;
+ ///派生层数
+ TThostFtdcImplyLevelType ImplyLevel;
+};
+
+///组合腿信息查询
+struct CThostFtdcQryCombLegField {
+ ///单腿合约代码
+ TThostFtdcInstrumentIDType LegInstrumentID;
+};
+
+///输入的对冲设置
+struct CThostFtdcInputOffsetSettingField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///标的期货合约代码
+ TThostFtdcInstrumentIDType UnderlyingInstrID;
+ ///产品代码
+ TThostFtdcProductIDType ProductID;
+ ///对冲类型
+ TThostFtdcOffsetTypeType OffsetType;
+ ///申请对冲的合约数量
+ TThostFtdcVolumeType Volume;
+ ///是否对冲
+ TThostFtdcBoolType IsOffset;
+ ///请求编号
+ TThostFtdcRequestIDType RequestID;
+ ///用户代码
+ TThostFtdcUserIDType UserID;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///IP地址
+ TThostFtdcIPAddressType IPAddress;
+ ///Mac地址
+ TThostFtdcMacAddressType MacAddress;
+};
+
+///对冲设置
+struct CThostFtdcOffsetSettingField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///标的期货合约代码
+ TThostFtdcInstrumentIDType UnderlyingInstrID;
+ ///产品代码
+ TThostFtdcProductIDType ProductID;
+ ///对冲类型
+ TThostFtdcOffsetTypeType OffsetType;
+ ///申请对冲的合约数量
+ TThostFtdcVolumeType Volume;
+ ///是否对冲
+ TThostFtdcBoolType IsOffset;
+ ///请求编号
+ TThostFtdcRequestIDType RequestID;
+ ///用户代码
+ TThostFtdcUserIDType UserID;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///IP地址
+ TThostFtdcIPAddressType IPAddress;
+ ///Mac地址
+ TThostFtdcMacAddressType MacAddress;
+ ///交易所合约代码
+ TThostFtdcExchangeInstIDType ExchangeInstID;
+ ///交易所期权系列号
+ TThostFtdcExchangeInstIDType ExchangeSerialNo;
+ ///交易所产品代码
+ TThostFtdcProductIDType ExchangeProductID;
+ ///会员代码
+ TThostFtdcParticipantIDType ParticipantID;
+ ///客户代码
+ TThostFtdcClientIDType ClientID;
+ ///交易所交易员代码
+ TThostFtdcTraderIDType TraderID;
+ ///安装编号
+ TThostFtdcInstallIDType InstallID;
+ ///对冲提交状态
+ TThostFtdcOrderSubmitStatusType OrderSubmitStatus;
+ ///交易日
+ TThostFtdcDateType TradingDay;
+ ///结算编号
+ TThostFtdcSettlementIDType SettlementID;
+ ///报单日期
+ TThostFtdcDateType InsertDate;
+ ///插入时间
+ TThostFtdcTimeType InsertTime;
+ ///撤销时间
+ TThostFtdcTimeType CancelTime;
+ ///对冲设置结果
+ TThostFtdcExecResultType ExecResult;
+ ///序号
+ TThostFtdcSequenceNoType SequenceNo;
+ ///前置编号
+ TThostFtdcFrontIDType FrontID;
+ ///会话编号
+ TThostFtdcSessionIDType SessionID;
+ ///状态信息
+ TThostFtdcErrorMsgType StatusMsg;
+ ///操作用户代码
+ TThostFtdcUserIDType ActiveUserID;
+ ///经纪公司报单编号
+ TThostFtdcSequenceNoType BrokerOffsetSettingSeq;
+};
+
+///撤销对冲设置
+struct CThostFtdcCancelOffsetSettingField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///合约代码
+ TThostFtdcInstrumentIDType InstrumentID;
+ ///标的期货合约代码
+ TThostFtdcInstrumentIDType UnderlyingInstrID;
+ ///产品代码
+ TThostFtdcProductIDType ProductID;
+ ///对冲类型
+ TThostFtdcOffsetTypeType OffsetType;
+ ///申请对冲的合约数量
+ TThostFtdcVolumeType Volume;
+ ///是否对冲
+ TThostFtdcBoolType IsOffset;
+ ///请求编号
+ TThostFtdcRequestIDType RequestID;
+ ///用户代码
+ TThostFtdcUserIDType UserID;
+ ///交易所代码
+ TThostFtdcExchangeIDType ExchangeID;
+ ///IP地址
+ TThostFtdcIPAddressType IPAddress;
+ ///Mac地址
+ TThostFtdcMacAddressType MacAddress;
+ ///交易所合约代码
+ TThostFtdcExchangeInstIDType ExchangeInstID;
+ ///交易所期权系列号
+ TThostFtdcExchangeInstIDType ExchangeSerialNo;
+ ///交易所产品代码
+ TThostFtdcProductIDType ExchangeProductID;
+ ///交易所交易员代码
+ TThostFtdcTraderIDType TraderID;
+ ///安装编号
+ TThostFtdcInstallIDType InstallID;
+ ///会员代码
+ TThostFtdcParticipantIDType ParticipantID;
+ ///客户代码
+ TThostFtdcClientIDType ClientID;
+ ///报单操作状态
+ TThostFtdcOrderActionStatusType OrderActionStatus;
+ ///状态信息
+ TThostFtdcErrorMsgType StatusMsg;
+ ///操作本地编号
+ TThostFtdcOrderLocalIDType ActionLocalID;
+ ///操作日期
+ TThostFtdcDateType ActionDate;
+ ///操作时间
+ TThostFtdcTimeType ActionTime;
+};
+
+///查询对冲设置
+struct CThostFtdcQryOffsetSettingField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///投资者代码
+ TThostFtdcInvestorIDType InvestorID;
+ ///产品代码
+ TThostFtdcProductIDType ProductID;
+ ///对冲类型
+ TThostFtdcOffsetTypeType OffsetType;
+};
+
+///服务地址和AppID的关系
+struct CThostFtdcAddrAppIDRelationField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+ ///服务地址
+ TThostFtdcIpAddrType Address;
+ ///交易中心代码
+ TThostFtdcDRIdentityIDType DRIdentityID;
+ ///App代码
+ TThostFtdcAppIDType AppID;
+};
+
+///服务地址和AppID的关系查询
+struct CThostFtdcQryAddrAppIDRelationField {
+ ///经纪公司代码
+ TThostFtdcBrokerIDType BrokerID;
+};
+
+
+///前置信息
+struct CThostFtdcFrontInfoField {
+ ///前置地址
+ TThostFtdcAddressType FrontAddr;
+ ///查询流控
+ TThostFtdcQueryFreqType QryFreq;
+ ///FTD流控
+ TThostFtdcQueryFreqType FTDPkgFreq;
+};
#endif
diff --git a/ctp/header/error.dtd b/ctp/header/error.dtd
index 7c7276c..d384c38 100644
--- a/ctp/header/error.dtd
+++ b/ctp/header/error.dtd
@@ -1,4 +1,4 @@
-
+
-
+
@@ -99,9 +99,12 @@
-
-
-
+
+
+
+
+
+
@@ -111,6 +114,7 @@
+
@@ -128,8 +132,17 @@
-
+
+
+
+
+
+
+
+
+
@@ -177,6 +190,7 @@
+
@@ -193,7 +207,9 @@
+
+
@@ -216,7 +232,7 @@
- ~
+
@@ -251,20 +267,39 @@
-
-
+
+
+
-
-
-
-
-
-
-
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
diff --git a/ctp/linux/libLinuxDataCollect.so b/ctp/linux/libLinuxDataCollect.so
old mode 100755
new mode 100644
index b149024..254fd53
Binary files a/ctp/linux/libLinuxDataCollect.so and b/ctp/linux/libLinuxDataCollect.so differ
diff --git a/ctp/linux/libthostmduserapi_se.so b/ctp/linux/libthostmduserapi_se.so
old mode 100755
new mode 100644
index b55a5ea..bad4bac
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
old mode 100755
new mode 100644
index a57d067..d718c76
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 29a19b2..d831ec2 100644
--- a/ctp/version.txt
+++ b/ctp/version.txt
@@ -1,3 +1,3 @@
-V6.6.9
+V6.7.9
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 626f6a2..376826f 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 e04d7c2..6fd41b6 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 2d6a5d6..ae04f3e 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 9282a46..3c43c82 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 28fa299..3cab840 100644
--- a/ctpwrapper/ApiStructure.py
+++ b/ctpwrapper/ApiStructure.py
@@ -34,8 +34,10 @@ class ReqUserLoginField(Base):
('ClientIPAddress', ctypes.c_char * 33), # 终端IP地址
]
- def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', Password: str = '', UserProductInfo: str = '', InterfaceProductInfo: str = '', ProtocolInfo: str = '',
- MacAddress: str = '', OneTimePassword: str = '', reserve1: str = '', LoginRemark: str = '', ClientIPPort: int = 0, ClientIPAddress: str = ''):
+ def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', Password: str = '',
+ UserProductInfo: str = '', InterfaceProductInfo: str = '', ProtocolInfo: str = '',
+ MacAddress: str = '', OneTimePassword: str = '', reserve1: str = '', LoginRemark: str = '',
+ ClientIPPort: int = 0, ClientIPAddress: str = ''):
super(ReqUserLoginField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.BrokerID = self._to_bytes(BrokerID)
@@ -70,10 +72,14 @@ class RspUserLoginField(Base):
('INETime', ctypes.c_char * 9), # 能源中心时间
('SysVersion', ctypes.c_char * 41), # 后台版本信息
('GFEXTime', ctypes.c_char * 9), # 广期所时间
+ ('LoginDRIdentityID', ctypes.c_int), # 当前登录中心号
+ ('UserDRIdentityID', ctypes.c_int), # 用户所属中心号
]
- def __init__(self, TradingDay: str = '', LoginTime: str = '', BrokerID: str = '', UserID: str = '', SystemName: str = '', FrontID: int = 0, SessionID: int = 0, MaxOrderRef: str = '',
- SHFETime: str = '', DCETime: str = '', CZCETime: str = '', FFEXTime: str = '', INETime: str = '', SysVersion: str = '', GFEXTime: str = ''):
+ def __init__(self, TradingDay: str = '', LoginTime: str = '', BrokerID: str = '', UserID: str = '',
+ SystemName: str = '', FrontID: int = 0, SessionID: int = 0, MaxOrderRef: str = '', SHFETime: str = '',
+ DCETime: str = '', CZCETime: str = '', FFEXTime: str = '', INETime: str = '', SysVersion: str = '',
+ GFEXTime: str = '', LoginDRIdentityID: int = 0, UserDRIdentityID: int = 0):
super(RspUserLoginField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.LoginTime = self._to_bytes(LoginTime)
@@ -90,6 +96,8 @@ def __init__(self, TradingDay: str = '', LoginTime: str = '', BrokerID: str = ''
self.INETime = self._to_bytes(INETime)
self.SysVersion = self._to_bytes(SysVersion)
self.GFEXTime = self._to_bytes(GFEXTime)
+ self.LoginDRIdentityID = int(LoginDRIdentityID)
+ self.UserDRIdentityID = int(UserDRIdentityID)
class UserLogoutField(Base):
@@ -128,7 +136,8 @@ class ReqAuthenticateField(Base):
('AppID', ctypes.c_char * 33), # App代码
]
- def __init__(self, BrokerID: str = '', UserID: str = '', UserProductInfo: str = '', AuthCode: str = '', AppID: str = ''):
+ def __init__(self, BrokerID: str = '', UserID: str = '', UserProductInfo: str = '', AuthCode: str = '',
+ AppID: str = ''):
super(ReqAuthenticateField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
@@ -147,7 +156,8 @@ class RspAuthenticateField(Base):
('AppType', ctypes.c_char), # App类型
]
- def __init__(self, BrokerID: str = '', UserID: str = '', UserProductInfo: str = '', AppID: str = '', AppType: str = ''):
+ def __init__(self, BrokerID: str = '', UserID: str = '', UserProductInfo: str = '', AppID: str = '',
+ AppType: str = ''):
super(RspAuthenticateField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
@@ -170,8 +180,8 @@ class AuthenticationInfoField(Base):
('ClientIPAddress', ctypes.c_char * 33), # 终端IP地址
]
- def __init__(self, BrokerID: str = '', UserID: str = '', UserProductInfo: str = '', AuthInfo: str = '', IsResult: int = 0, AppID: str = '', AppType: str = '', reserve1: str = '',
- ClientIPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', UserID: str = '', UserProductInfo: str = '', AuthInfo: str = '',
+ IsResult: int = 0, AppID: str = '', AppType: str = '', reserve1: str = '', ClientIPAddress: str = ''):
super(AuthenticationInfoField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
@@ -203,8 +213,9 @@ class RspUserLogin2Field(Base):
('RandomString', ctypes.c_char * 17), # 随机串
]
- def __init__(self, TradingDay: str = '', LoginTime: str = '', BrokerID: str = '', UserID: str = '', SystemName: str = '', FrontID: int = 0, SessionID: int = 0, MaxOrderRef: str = '',
- SHFETime: str = '', DCETime: str = '', CZCETime: str = '', FFEXTime: str = '', INETime: str = '', RandomString: str = ''):
+ def __init__(self, TradingDay: str = '', LoginTime: str = '', BrokerID: str = '', UserID: str = '',
+ SystemName: str = '', FrontID: int = 0, SessionID: int = 0, MaxOrderRef: str = '', SHFETime: str = '',
+ DCETime: str = '', CZCETime: str = '', FFEXTime: str = '', INETime: str = '', RandomString: str = ''):
super(RspUserLogin2Field, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.LoginTime = self._to_bytes(LoginTime)
@@ -240,8 +251,9 @@ class TransferHeaderField(Base):
('RequestID', ctypes.c_int), # 请求编号，N/A
]
- def __init__(self, Version: str = '', TradeCode: str = '', TradeDate: str = '', TradeTime: str = '', TradeSerial: str = '', FutureID: str = '', BankID: str = '', BankBrchID: str = '',
- OperNo: str = '', DeviceID: str = '', RecordNum: str = '', SessionID: int = 0, RequestID: int = 0):
+ def __init__(self, Version: str = '', TradeCode: str = '', TradeDate: str = '', TradeTime: str = '',
+ TradeSerial: str = '', FutureID: str = '', BankID: str = '', BankBrchID: str = '', OperNo: str = '',
+ DeviceID: str = '', RecordNum: str = '', SessionID: int = 0, RequestID: int = 0):
super(TransferHeaderField, self).__init__()
self.Version = self._to_bytes(Version)
self.TradeCode = self._to_bytes(TradeCode)
@@ -269,7 +281,8 @@ class TransferBankToFutureReqField(Base):
('CurrencyCode', ctypes.c_char * 4), # 币种：RMB-人民币 USD-美圆 HKD-港元
]
- def __init__(self, FutureAccount: str = '', FuturePwdFlag: str = '', FutureAccPwd: str = '', TradeAmt: float = 0.0, CustFee: float = 0.0, CurrencyCode: str = ''):
+ def __init__(self, FutureAccount: str = '', FuturePwdFlag: str = '', FutureAccPwd: str = '', TradeAmt: float = 0.0,
+ CustFee: float = 0.0, CurrencyCode: str = ''):
super(TransferBankToFutureReqField, self).__init__()
self.FutureAccount = self._to_bytes(FutureAccount)
self.FuturePwdFlag = self._to_bytes(FuturePwdFlag)
@@ -290,7 +303,8 @@ class TransferBankToFutureRspField(Base):
('CurrencyCode', ctypes.c_char * 4), # 币种
]
- def __init__(self, RetCode: str = '', RetInfo: str = '', FutureAccount: str = '', TradeAmt: float = 0.0, CustFee: float = 0.0, CurrencyCode: str = ''):
+ def __init__(self, RetCode: str = '', RetInfo: str = '', FutureAccount: str = '', TradeAmt: float = 0.0,
+ CustFee: float = 0.0, CurrencyCode: str = ''):
super(TransferBankToFutureRspField, self).__init__()
self.RetCode = self._to_bytes(RetCode)
self.RetInfo = self._to_bytes(RetInfo)
@@ -311,7 +325,8 @@ class TransferFutureToBankReqField(Base):
('CurrencyCode', ctypes.c_char * 4), # 币种：RMB-人民币 USD-美圆 HKD-港元
]
- def __init__(self, FutureAccount: str = '', FuturePwdFlag: str = '', FutureAccPwd: str = '', TradeAmt: float = 0.0, CustFee: float = 0.0, CurrencyCode: str = ''):
+ def __init__(self, FutureAccount: str = '', FuturePwdFlag: str = '', FutureAccPwd: str = '', TradeAmt: float = 0.0,
+ CustFee: float = 0.0, CurrencyCode: str = ''):
super(TransferFutureToBankReqField, self).__init__()
self.FutureAccount = self._to_bytes(FutureAccount)
self.FuturePwdFlag = self._to_bytes(FuturePwdFlag)
@@ -332,7 +347,8 @@ class TransferFutureToBankRspField(Base):
('CurrencyCode', ctypes.c_char * 4), # 币种
]
- def __init__(self, RetCode: str = '', RetInfo: str = '', FutureAccount: str = '', TradeAmt: float = 0.0, CustFee: float = 0.0, CurrencyCode: str = ''):
+ def __init__(self, RetCode: str = '', RetInfo: str = '', FutureAccount: str = '', TradeAmt: float = 0.0,
+ CustFee: float = 0.0, CurrencyCode: str = ''):
super(TransferFutureToBankRspField, self).__init__()
self.RetCode = self._to_bytes(RetCode)
self.RetInfo = self._to_bytes(RetInfo)
@@ -351,7 +367,8 @@ class TransferQryBankReqField(Base):
('CurrencyCode', ctypes.c_char * 4), # 币种：RMB-人民币 USD-美圆 HKD-港元
]
- def __init__(self, FutureAccount: str = '', FuturePwdFlag: str = '', FutureAccPwd: str = '', CurrencyCode: str = ''):
+ def __init__(self, FutureAccount: str = '', FuturePwdFlag: str = '', FutureAccPwd: str = '',
+ CurrencyCode: str = ''):
super(TransferQryBankReqField, self).__init__()
self.FutureAccount = self._to_bytes(FutureAccount)
self.FuturePwdFlag = self._to_bytes(FuturePwdFlag)
@@ -371,7 +388,8 @@ class TransferQryBankRspField(Base):
('CurrencyCode', ctypes.c_char * 4), # 币种
]
- def __init__(self, RetCode: str = '', RetInfo: str = '', FutureAccount: str = '', TradeAmt: float = 0.0, UseAmt: float = 0.0, FetchAmt: float = 0.0, CurrencyCode: str = ''):
+ def __init__(self, RetCode: str = '', RetInfo: str = '', FutureAccount: str = '', TradeAmt: float = 0.0,
+ UseAmt: float = 0.0, FetchAmt: float = 0.0, CurrencyCode: str = ''):
super(TransferQryBankRspField, self).__init__()
self.RetCode = self._to_bytes(RetCode)
self.RetInfo = self._to_bytes(RetInfo)
@@ -412,8 +430,10 @@ class TransferQryDetailRspField(Base):
('Flag', ctypes.c_char), # 有效标志
]
- def __init__(self, TradeDate: str = '', TradeTime: str = '', TradeCode: str = '', FutureSerial: int = 0, FutureID: str = '', FutureAccount: str = '', BankSerial: int = 0, BankID: str = '',
- BankBrchID: str = '', BankAccount: str = '', CertCode: str = '', CurrencyCode: str = '', TxAmount: float = 0.0, Flag: str = ''):
+ def __init__(self, TradeDate: str = '', TradeTime: str = '', TradeCode: str = '', FutureSerial: int = 0,
+ FutureID: str = '', FutureAccount: str = '', BankSerial: int = 0, BankID: str = '',
+ BankBrchID: str = '', BankAccount: str = '', CertCode: str = '', CurrencyCode: str = '',
+ TxAmount: float = 0.0, Flag: str = ''):
super(TransferQryDetailRspField, self).__init__()
self.TradeDate = self._to_bytes(TradeDate)
self.TradeTime = self._to_bytes(TradeTime)
@@ -485,10 +505,13 @@ class ProductField(Base):
('OrderFreqControlLevel', ctypes.c_char), # 报单频率控制粒度
]
- def __init__(self, reserve1: str = '', ProductName: str = '', ExchangeID: str = '', ProductClass: str = '', VolumeMultiple: int = 0, PriceTick: float = 0.0, MaxMarketOrderVolume: int = 0,
- MinMarketOrderVolume: int = 0, MaxLimitOrderVolume: int = 0, MinLimitOrderVolume: int = 0, PositionType: str = '', PositionDateType: str = '', CloseDealType: str = '',
- TradeCurrencyID: str = '', MortgageFundUseRange: str = '', reserve2: str = '', UnderlyingMultiple: float = 0.0, ProductID: str = '', ExchangeProductID: str = '',
- OpenLimitControlLevel: str = '', OrderFreqControlLevel: str = ''):
+ def __init__(self, reserve1: str = '', ProductName: str = '', ExchangeID: str = '', ProductClass: str = '',
+ VolumeMultiple: int = 0, PriceTick: float = 0.0, MaxMarketOrderVolume: int = 0,
+ MinMarketOrderVolume: int = 0, MaxLimitOrderVolume: int = 0, MinLimitOrderVolume: int = 0,
+ PositionType: str = '', PositionDateType: str = '', CloseDealType: str = '', TradeCurrencyID: str = '',
+ MortgageFundUseRange: str = '', reserve2: str = '', UnderlyingMultiple: float = 0.0,
+ ProductID: str = '', ExchangeProductID: str = '', OpenLimitControlLevel: str = '',
+ OrderFreqControlLevel: str = ''):
super(ProductField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.ProductName = self._to_bytes(ProductName)
@@ -553,11 +576,15 @@ class InstrumentField(Base):
('UnderlyingInstrID', ctypes.c_char * 81), # 基础商品代码
]
- def __init__(self, reserve1: str = '', ExchangeID: str = '', InstrumentName: str = '', reserve2: str = '', reserve3: str = '', ProductClass: str = '', DeliveryYear: int = 0,
- DeliveryMonth: int = 0, MaxMarketOrderVolume: int = 0, MinMarketOrderVolume: int = 0, MaxLimitOrderVolume: int = 0, MinLimitOrderVolume: int = 0, VolumeMultiple: int = 0,
- PriceTick: float = 0.0, CreateDate: str = '', OpenDate: str = '', ExpireDate: str = '', StartDelivDate: str = '', EndDelivDate: str = '', InstLifePhase: str = '', IsTrading: int = 0,
- PositionType: str = '', PositionDateType: str = '', LongMarginRatio: float = 0.0, ShortMarginRatio: float = 0.0, MaxMarginSideAlgorithm: str = '', reserve4: str = '',
- StrikePrice: float = 0.0, OptionsType: str = '', UnderlyingMultiple: float = 0.0, CombinationType: str = '', InstrumentID: str = '', ExchangeInstID: str = '', ProductID: str = '',
+ def __init__(self, reserve1: str = '', ExchangeID: str = '', InstrumentName: str = '', reserve2: str = '',
+ reserve3: str = '', ProductClass: str = '', DeliveryYear: int = 0, DeliveryMonth: int = 0,
+ MaxMarketOrderVolume: int = 0, MinMarketOrderVolume: int = 0, MaxLimitOrderVolume: int = 0,
+ MinLimitOrderVolume: int = 0, VolumeMultiple: int = 0, PriceTick: float = 0.0, CreateDate: str = '',
+ OpenDate: str = '', ExpireDate: str = '', StartDelivDate: str = '', EndDelivDate: str = '',
+ InstLifePhase: str = '', IsTrading: int = 0, PositionType: str = '', PositionDateType: str = '',
+ LongMarginRatio: float = 0.0, ShortMarginRatio: float = 0.0, MaxMarginSideAlgorithm: str = '',
+ reserve4: str = '', StrikePrice: float = 0.0, OptionsType: str = '', UnderlyingMultiple: float = 0.0,
+ CombinationType: str = '', InstrumentID: str = '', ExchangeInstID: str = '', ProductID: str = '',
UnderlyingInstrID: str = ''):
super(InstrumentField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
@@ -624,9 +651,13 @@ class TraderField(Base):
('InstallCount', ctypes.c_int), # 安装数量
('BrokerID', ctypes.c_char * 11), # 经纪公司代码
('OrderCancelAlg', ctypes.c_char), # 撤单时选择席位算法
+ ('TradeInstallCount', ctypes.c_int), # 交易报盘安装数量
+ ('MDInstallCount', ctypes.c_int), # 行情报盘安装数量
]
- def __init__(self, ExchangeID: str = '', TraderID: str = '', ParticipantID: str = '', Password: str = '', InstallCount: int = 0, BrokerID: str = '', OrderCancelAlg: str = ''):
+ def __init__(self, ExchangeID: str = '', TraderID: str = '', ParticipantID: str = '', Password: str = '',
+ InstallCount: int = 0, BrokerID: str = '', OrderCancelAlg: str = '', TradeInstallCount: int = 0,
+ MDInstallCount: int = 0):
super(TraderField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.TraderID = self._to_bytes(TraderID)
@@ -635,6 +666,8 @@ def __init__(self, ExchangeID: str = '', TraderID: str = '', ParticipantID: str
self.InstallCount = int(InstallCount)
self.BrokerID = self._to_bytes(BrokerID)
self.OrderCancelAlg = self._to_bytes(OrderCancelAlg)
+ self.TradeInstallCount = int(TradeInstallCount)
+ self.MDInstallCount = int(MDInstallCount)
class InvestorField(Base):
@@ -657,8 +690,10 @@ class InvestorField(Base):
('IsOpenVolLimit', ctypes.c_char), # 是否开仓限制
]
- def __init__(self, InvestorID: str = '', BrokerID: str = '', InvestorGroupID: str = '', InvestorName: str = '', IdentifiedCardType: str = '', IdentifiedCardNo: str = '', IsActive: int = 0,
- Telephone: str = '', Address: str = '', OpenDate: str = '', Mobile: str = '', CommModelID: str = '', MarginModelID: str = '', IsOrderFreq: str = '', IsOpenVolLimit: str = ''):
+ def __init__(self, InvestorID: str = '', BrokerID: str = '', InvestorGroupID: str = '', InvestorName: str = '',
+ IdentifiedCardType: str = '', IdentifiedCardNo: str = '', IsActive: int = 0, Telephone: str = '',
+ Address: str = '', OpenDate: str = '', Mobile: str = '', CommModelID: str = '',
+ MarginModelID: str = '', IsOrderFreq: str = '', IsOpenVolLimit: str = ''):
super(InvestorField, self).__init__()
self.InvestorID = self._to_bytes(InvestorID)
self.BrokerID = self._to_bytes(BrokerID)
@@ -691,7 +726,8 @@ class TradingCodeField(Base):
('InvestUnitID', ctypes.c_char * 17), # 投资单元代码
]
- def __init__(self, InvestorID: str = '', BrokerID: str = '', ExchangeID: str = '', ClientID: str = '', IsActive: int = 0, ClientIDType: str = '', BranchID: str = '', BizType: str = '',
+ def __init__(self, InvestorID: str = '', BrokerID: str = '', ExchangeID: str = '', ClientID: str = '',
+ IsActive: int = 0, ClientIDType: str = '', BranchID: str = '', BizType: str = '',
InvestUnitID: str = ''):
super(TradingCodeField, self).__init__()
self.InvestorID = self._to_bytes(InvestorID)
@@ -821,15 +857,21 @@ class TradingAccountField(Base):
('RemainSwap', ctypes.c_double), # 剩余换汇额度
]
- def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = 0.0, PreCredit: float = 0.0, PreDeposit: float = 0.0, PreBalance: float = 0.0, PreMargin: float = 0.0,
- InterestBase: float = 0.0, Interest: float = 0.0, Deposit: float = 0.0, Withdraw: float = 0.0, FrozenMargin: float = 0.0, FrozenCash: float = 0.0, FrozenCommission: float = 0.0,
- CurrMargin: float = 0.0, CashIn: float = 0.0, Commission: float = 0.0, CloseProfit: float = 0.0, PositionProfit: float = 0.0, Balance: float = 0.0, Available: float = 0.0,
- WithdrawQuota: float = 0.0, Reserve: float = 0.0, TradingDay: str = '', SettlementID: int = 0, Credit: float = 0.0, Mortgage: float = 0.0, ExchangeMargin: float = 0.0,
- DeliveryMargin: float = 0.0, ExchangeDeliveryMargin: float = 0.0, ReserveBalance: float = 0.0, CurrencyID: str = '', PreFundMortgageIn: float = 0.0, PreFundMortgageOut: float = 0.0,
- FundMortgageIn: float = 0.0, FundMortgageOut: float = 0.0, FundMortgageAvailable: float = 0.0, MortgageableFund: float = 0.0, SpecProductMargin: float = 0.0,
- SpecProductFrozenMargin: float = 0.0, SpecProductCommission: float = 0.0, SpecProductFrozenCommission: float = 0.0, SpecProductPositionProfit: float = 0.0,
- SpecProductCloseProfit: float = 0.0, SpecProductPositionProfitByAlg: float = 0.0, SpecProductExchangeMargin: float = 0.0, BizType: str = '', FrozenSwap: float = 0.0,
- RemainSwap: float = 0.0):
+ def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = 0.0, PreCredit: float = 0.0,
+ PreDeposit: float = 0.0, PreBalance: float = 0.0, PreMargin: float = 0.0, InterestBase: float = 0.0,
+ Interest: float = 0.0, Deposit: float = 0.0, Withdraw: float = 0.0, FrozenMargin: float = 0.0,
+ FrozenCash: float = 0.0, FrozenCommission: float = 0.0, CurrMargin: float = 0.0, CashIn: float = 0.0,
+ Commission: float = 0.0, CloseProfit: float = 0.0, PositionProfit: float = 0.0, Balance: float = 0.0,
+ Available: float = 0.0, WithdrawQuota: float = 0.0, Reserve: float = 0.0, TradingDay: str = '',
+ SettlementID: int = 0, Credit: float = 0.0, Mortgage: float = 0.0, ExchangeMargin: float = 0.0,
+ DeliveryMargin: float = 0.0, ExchangeDeliveryMargin: float = 0.0, ReserveBalance: float = 0.0,
+ CurrencyID: str = '', PreFundMortgageIn: float = 0.0, PreFundMortgageOut: float = 0.0,
+ FundMortgageIn: float = 0.0, FundMortgageOut: float = 0.0, FundMortgageAvailable: float = 0.0,
+ MortgageableFund: float = 0.0, SpecProductMargin: float = 0.0, SpecProductFrozenMargin: float = 0.0,
+ SpecProductCommission: float = 0.0, SpecProductFrozenCommission: float = 0.0,
+ SpecProductPositionProfit: float = 0.0, SpecProductCloseProfit: float = 0.0,
+ SpecProductPositionProfitByAlg: float = 0.0, SpecProductExchangeMargin: float = 0.0, BizType: str = '',
+ FrozenSwap: float = 0.0, RemainSwap: float = 0.0):
super(TradingAccountField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.AccountID = self._to_bytes(AccountID)
@@ -937,14 +979,21 @@ class InvestorPositionField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', BrokerID: str = '', InvestorID: str = '', PosiDirection: str = '', HedgeFlag: str = '', PositionDate: str = '', YdPosition: int = 0, Position: int = 0,
- LongFrozen: int = 0, ShortFrozen: int = 0, LongFrozenAmount: float = 0.0, ShortFrozenAmount: float = 0.0, OpenVolume: int = 0, CloseVolume: int = 0, OpenAmount: float = 0.0,
- CloseAmount: float = 0.0, PositionCost: float = 0.0, PreMargin: float = 0.0, UseMargin: float = 0.0, FrozenMargin: float = 0.0, FrozenCash: float = 0.0, FrozenCommission: float = 0.0,
- CashIn: float = 0.0, Commission: float = 0.0, CloseProfit: float = 0.0, PositionProfit: float = 0.0, PreSettlementPrice: float = 0.0, SettlementPrice: float = 0.0,
- TradingDay: str = '', SettlementID: int = 0, OpenCost: float = 0.0, ExchangeMargin: float = 0.0, CombPosition: int = 0, CombLongFrozen: int = 0, CombShortFrozen: int = 0,
- CloseProfitByDate: float = 0.0, CloseProfitByTrade: float = 0.0, TodayPosition: int = 0, MarginRateByMoney: float = 0.0, MarginRateByVolume: float = 0.0, StrikeFrozen: int = 0,
- StrikeFrozenAmount: float = 0.0, AbandonFrozen: int = 0, ExchangeID: str = '', YdStrikeFrozen: int = 0, InvestUnitID: str = '', PositionCostOffset: float = 0.0, TasPosition: int = 0,
- TasPositionCost: float = 0.0, InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', BrokerID: str = '', InvestorID: str = '', PosiDirection: str = '',
+ HedgeFlag: str = '', PositionDate: str = '', YdPosition: int = 0, Position: int = 0,
+ LongFrozen: int = 0, ShortFrozen: int = 0, LongFrozenAmount: float = 0.0,
+ ShortFrozenAmount: float = 0.0, OpenVolume: int = 0, CloseVolume: int = 0, OpenAmount: float = 0.0,
+ CloseAmount: float = 0.0, PositionCost: float = 0.0, PreMargin: float = 0.0, UseMargin: float = 0.0,
+ FrozenMargin: float = 0.0, FrozenCash: float = 0.0, FrozenCommission: float = 0.0, CashIn: float = 0.0,
+ Commission: float = 0.0, CloseProfit: float = 0.0, PositionProfit: float = 0.0,
+ PreSettlementPrice: float = 0.0, SettlementPrice: float = 0.0, TradingDay: str = '',
+ SettlementID: int = 0, OpenCost: float = 0.0, ExchangeMargin: float = 0.0, CombPosition: int = 0,
+ CombLongFrozen: int = 0, CombShortFrozen: int = 0, CloseProfitByDate: float = 0.0,
+ CloseProfitByTrade: float = 0.0, TodayPosition: int = 0, MarginRateByMoney: float = 0.0,
+ MarginRateByVolume: float = 0.0, StrikeFrozen: int = 0, StrikeFrozenAmount: float = 0.0,
+ AbandonFrozen: int = 0, ExchangeID: str = '', YdStrikeFrozen: int = 0, InvestUnitID: str = '',
+ PositionCostOffset: float = 0.0, TasPosition: int = 0, TasPositionCost: float = 0.0,
+ InstrumentID: str = ''):
super(InvestorPositionField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.BrokerID = self._to_bytes(BrokerID)
@@ -1016,9 +1065,10 @@ class InstrumentMarginRateField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0,
- LongMarginRatioByVolume: float = 0.0, ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, IsRelative: int = 0, ExchangeID: str = '', InvestUnitID: str = '',
- InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0, LongMarginRatioByVolume: float = 0.0,
+ ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, IsRelative: int = 0,
+ ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
super(InstrumentMarginRateField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -1054,9 +1104,11 @@ class InstrumentCommissionRateField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0,
- CloseRatioByMoney: float = 0.0, CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0, CloseTodayRatioByVolume: float = 0.0, ExchangeID: str = '', BizType: str = '',
- InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0, CloseRatioByMoney: float = 0.0,
+ CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0,
+ CloseTodayRatioByVolume: float = 0.0, ExchangeID: str = '', BizType: str = '', InvestUnitID: str = '',
+ InstrumentID: str = ''):
super(InstrumentCommissionRateField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -1127,12 +1179,18 @@ class DepthMarketDataField(Base):
('BandingLowerPrice', ctypes.c_double), # 下带价
]
- def __init__(self, TradingDay: str = '', reserve1: str = '', ExchangeID: str = '', reserve2: str = '', LastPrice: float = 0.0, PreSettlementPrice: float = 0.0, PreClosePrice: float = 0.0,
- PreOpenInterest: float = 0.0, OpenPrice: float = 0.0, HighestPrice: float = 0.0, LowestPrice: float = 0.0, Volume: int = 0, Turnover: float = 0.0, OpenInterest: float = 0.0,
- ClosePrice: float = 0.0, SettlementPrice: float = 0.0, UpperLimitPrice: float = 0.0, LowerLimitPrice: float = 0.0, PreDelta: float = 0.0, CurrDelta: float = 0.0, UpdateTime: str = '',
- UpdateMillisec: int = 0, BidPrice1: float = 0.0, BidVolume1: int = 0, AskPrice1: float = 0.0, AskVolume1: int = 0, BidPrice2: float = 0.0, BidVolume2: int = 0, AskPrice2: float = 0.0,
- AskVolume2: int = 0, BidPrice3: float = 0.0, BidVolume3: int = 0, AskPrice3: float = 0.0, AskVolume3: int = 0, BidPrice4: float = 0.0, BidVolume4: int = 0, AskPrice4: float = 0.0,
- AskVolume4: int = 0, BidPrice5: float = 0.0, BidVolume5: int = 0, AskPrice5: float = 0.0, AskVolume5: int = 0, AveragePrice: float = 0.0, ActionDay: str = '', InstrumentID: str = '',
+ def __init__(self, TradingDay: str = '', reserve1: str = '', ExchangeID: str = '', reserve2: str = '',
+ LastPrice: float = 0.0, PreSettlementPrice: float = 0.0, PreClosePrice: float = 0.0,
+ PreOpenInterest: float = 0.0, OpenPrice: float = 0.0, HighestPrice: float = 0.0,
+ LowestPrice: float = 0.0, Volume: int = 0, Turnover: float = 0.0, OpenInterest: float = 0.0,
+ ClosePrice: float = 0.0, SettlementPrice: float = 0.0, UpperLimitPrice: float = 0.0,
+ LowerLimitPrice: float = 0.0, PreDelta: float = 0.0, CurrDelta: float = 0.0, UpdateTime: str = '',
+ UpdateMillisec: int = 0, BidPrice1: float = 0.0, BidVolume1: int = 0, AskPrice1: float = 0.0,
+ AskVolume1: int = 0, BidPrice2: float = 0.0, BidVolume2: int = 0, AskPrice2: float = 0.0,
+ AskVolume2: int = 0, BidPrice3: float = 0.0, BidVolume3: int = 0, AskPrice3: float = 0.0,
+ AskVolume3: int = 0, BidPrice4: float = 0.0, BidVolume4: int = 0, AskPrice4: float = 0.0,
+ AskVolume4: int = 0, BidPrice5: float = 0.0, BidVolume5: int = 0, AskPrice5: float = 0.0,
+ AskVolume5: int = 0, AveragePrice: float = 0.0, ActionDay: str = '', InstrumentID: str = '',
ExchangeInstID: str = '', BandingUpperPrice: float = 0.0, BandingLowerPrice: float = 0.0):
super(DepthMarketDataField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
@@ -1196,7 +1254,8 @@ class InstrumentTradingRightField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', TradingRight: str = '', InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ TradingRight: str = '', InstrumentID: str = ''):
super(InstrumentTradingRightField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -1218,7 +1277,8 @@ class BrokerUserField(Base):
('IsAuthForce', ctypes.c_int), # 是否强制终端认证
]
- def __init__(self, BrokerID: str = '', UserID: str = '', UserName: str = '', UserType: str = '', IsActive: int = 0, IsUsingOTP: int = 0, IsAuthForce: int = 0):
+ def __init__(self, BrokerID: str = '', UserID: str = '', UserName: str = '', UserType: str = '', IsActive: int = 0,
+ IsUsingOTP: int = 0, IsAuthForce: int = 0):
super(BrokerUserField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
@@ -1241,7 +1301,8 @@ class BrokerUserPasswordField(Base):
('WeakExpireDate', ctypes.c_char * 9), # 弱密码过期时间
]
- def __init__(self, BrokerID: str = '', UserID: str = '', Password: str = '', LastUpdateTime: str = '', LastLoginTime: str = '', ExpireDate: str = '', WeakExpireDate: str = ''):
+ def __init__(self, BrokerID: str = '', UserID: str = '', Password: str = '', LastUpdateTime: str = '',
+ LastLoginTime: str = '', ExpireDate: str = '', WeakExpireDate: str = ''):
super(BrokerUserPasswordField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
@@ -1292,9 +1353,12 @@ class TraderOfferField(Base):
('OrderCancelAlg', ctypes.c_char), # 撤单时选择席位算法
]
- def __init__(self, ExchangeID: str = '', TraderID: str = '', ParticipantID: str = '', Password: str = '', InstallID: int = 0, OrderLocalID: str = '', TraderConnectStatus: str = '',
- ConnectRequestDate: str = '', ConnectRequestTime: str = '', LastReportDate: str = '', LastReportTime: str = '', ConnectDate: str = '', ConnectTime: str = '', StartDate: str = '',
- StartTime: str = '', TradingDay: str = '', BrokerID: str = '', MaxTradeID: str = '', MaxOrderMessageReference: str = '', OrderCancelAlg: str = ''):
+ def __init__(self, ExchangeID: str = '', TraderID: str = '', ParticipantID: str = '', Password: str = '',
+ InstallID: int = 0, OrderLocalID: str = '', TraderConnectStatus: str = '',
+ ConnectRequestDate: str = '', ConnectRequestTime: str = '', LastReportDate: str = '',
+ LastReportTime: str = '', ConnectDate: str = '', ConnectTime: str = '', StartDate: str = '',
+ StartTime: str = '', TradingDay: str = '', BrokerID: str = '', MaxTradeID: str = '',
+ MaxOrderMessageReference: str = '', OrderCancelAlg: str = ''):
super(TraderOfferField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.TraderID = self._to_bytes(TraderID)
@@ -1331,7 +1395,8 @@ class SettlementInfoField(Base):
('CurrencyID', ctypes.c_char * 4), # 币种代码
]
- def __init__(self, TradingDay: str = '', SettlementID: int = 0, BrokerID: str = '', InvestorID: str = '', SequenceNo: int = 0, Content: str = '', AccountID: str = '', CurrencyID: str = ''):
+ def __init__(self, TradingDay: str = '', SettlementID: int = 0, BrokerID: str = '', InvestorID: str = '',
+ SequenceNo: int = 0, Content: str = '', AccountID: str = '', CurrencyID: str = ''):
super(SettlementInfoField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.SettlementID = int(SettlementID)
@@ -1359,8 +1424,10 @@ class InstrumentMarginRateAdjustField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0,
- LongMarginRatioByVolume: float = 0.0, ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, IsRelative: int = 0, InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0, LongMarginRatioByVolume: float = 0.0,
+ ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, IsRelative: int = 0,
+ InstrumentID: str = ''):
super(InstrumentMarginRateAdjustField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -1389,7 +1456,8 @@ class ExchangeMarginRateField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', reserve1: str = '', HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0, LongMarginRatioByVolume: float = 0.0, ShortMarginRatioByMoney: float = 0.0,
+ def __init__(self, BrokerID: str = '', reserve1: str = '', HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0,
+ LongMarginRatioByVolume: float = 0.0, ShortMarginRatioByMoney: float = 0.0,
ShortMarginRatioByVolume: float = 0.0, ExchangeID: str = '', InstrumentID: str = ''):
super(ExchangeMarginRateField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
@@ -1424,9 +1492,12 @@ class ExchangeMarginRateAdjustField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', reserve1: str = '', HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0, LongMarginRatioByVolume: float = 0.0, ShortMarginRatioByMoney: float = 0.0,
- ShortMarginRatioByVolume: float = 0.0, ExchLongMarginRatioByMoney: float = 0.0, ExchLongMarginRatioByVolume: float = 0.0, ExchShortMarginRatioByMoney: float = 0.0,
- ExchShortMarginRatioByVolume: float = 0.0, NoLongMarginRatioByMoney: float = 0.0, NoLongMarginRatioByVolume: float = 0.0, NoShortMarginRatioByMoney: float = 0.0,
+ def __init__(self, BrokerID: str = '', reserve1: str = '', HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0,
+ LongMarginRatioByVolume: float = 0.0, ShortMarginRatioByMoney: float = 0.0,
+ ShortMarginRatioByVolume: float = 0.0, ExchLongMarginRatioByMoney: float = 0.0,
+ ExchLongMarginRatioByVolume: float = 0.0, ExchShortMarginRatioByMoney: float = 0.0,
+ ExchShortMarginRatioByVolume: float = 0.0, NoLongMarginRatioByMoney: float = 0.0,
+ NoLongMarginRatioByVolume: float = 0.0, NoShortMarginRatioByMoney: float = 0.0,
NoShortMarginRatioByVolume: float = 0.0, InstrumentID: str = ''):
super(ExchangeMarginRateAdjustField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
@@ -1457,7 +1528,8 @@ class ExchangeRateField(Base):
('ExchangeRate', ctypes.c_double), # 汇率
]
- def __init__(self, BrokerID: str = '', FromCurrencyID: str = '', FromCurrencyUnit: float = 0.0, ToCurrencyID: str = '', ExchangeRate: float = 0.0):
+ def __init__(self, BrokerID: str = '', FromCurrencyID: str = '', FromCurrencyUnit: float = 0.0,
+ ToCurrencyID: str = '', ExchangeRate: float = 0.0):
super(ExchangeRateField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.FromCurrencyID = self._to_bytes(FromCurrencyID)
@@ -1540,10 +1612,12 @@ class LoginInfoField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, FrontID: int = 0, SessionID: int = 0, BrokerID: str = '', UserID: str = '', LoginDate: str = '', LoginTime: str = '', reserve1: str = '', UserProductInfo: str = '',
- InterfaceProductInfo: str = '', ProtocolInfo: str = '', SystemName: str = '', PasswordDeprecated: str = '', MaxOrderRef: str = '', SHFETime: str = '', DCETime: str = '',
- CZCETime: str = '', FFEXTime: str = '', MacAddress: str = '', OneTimePassword: str = '', INETime: str = '', IsQryControl: int = 0, LoginRemark: str = '', Password: str = '',
- IPAddress: str = ''):
+ def __init__(self, FrontID: int = 0, SessionID: int = 0, BrokerID: str = '', UserID: str = '', LoginDate: str = '',
+ LoginTime: str = '', reserve1: str = '', UserProductInfo: str = '', InterfaceProductInfo: str = '',
+ ProtocolInfo: str = '', SystemName: str = '', PasswordDeprecated: str = '', MaxOrderRef: str = '',
+ SHFETime: str = '', DCETime: str = '', CZCETime: str = '', FFEXTime: str = '', MacAddress: str = '',
+ OneTimePassword: str = '', INETime: str = '', IsQryControl: int = 0, LoginRemark: str = '',
+ Password: str = '', IPAddress: str = ''):
super(LoginInfoField, self).__init__()
self.FrontID = int(FrontID)
self.SessionID = int(SessionID)
@@ -1644,7 +1718,7 @@ class InputOrderField(Base):
('IsAutoSuspend', ctypes.c_int), # 自动挂起标志
('BusinessUnit', ctypes.c_char * 21), # 业务单元
('RequestID', ctypes.c_int), # 请求编号
- ('UserForceClose', ctypes.c_int), # 用户强评标志
+ ('UserForceClose', ctypes.c_int), # 用户强平标志
('IsSwapOrder', ctypes.c_int), # 互换单标志
('ExchangeID', ctypes.c_char * 9), # 交易所代码
('InvestUnitID', ctypes.c_char * 17), # 投资单元代码
@@ -1655,13 +1729,19 @@ class InputOrderField(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
- ]
-
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OrderRef: str = '', UserID: str = '', OrderPriceType: str = '', Direction: str = '', CombOffsetFlag: str = '',
- CombHedgeFlag: str = '', LimitPrice: float = 0.0, VolumeTotalOriginal: int = 0, TimeCondition: str = '', GTDDate: str = '', VolumeCondition: str = '', MinVolume: int = 0,
- ContingentCondition: str = '', StopPrice: float = 0.0, ForceCloseReason: str = '', IsAutoSuspend: int = 0, BusinessUnit: str = '', RequestID: int = 0, UserForceClose: int = 0,
- IsSwapOrder: int = 0, ExchangeID: str = '', InvestUnitID: str = '', AccountID: str = '', CurrencyID: str = '', ClientID: str = '', reserve2: str = '', MacAddress: str = '',
- InstrumentID: str = '', IPAddress: str = ''):
+ ('OrderMemo', ctypes.c_char * 13), # 报单回显字段
+ ('SessionReqSeq', ctypes.c_int), # session上请求计数 api自动维护
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OrderRef: str = '',
+ UserID: str = '', OrderPriceType: str = '', Direction: str = '', CombOffsetFlag: str = '',
+ CombHedgeFlag: str = '', LimitPrice: float = 0.0, VolumeTotalOriginal: int = 0,
+ TimeCondition: str = '', GTDDate: str = '', VolumeCondition: str = '', MinVolume: int = 0,
+ ContingentCondition: str = '', StopPrice: float = 0.0, ForceCloseReason: str = '',
+ IsAutoSuspend: int = 0, BusinessUnit: str = '', RequestID: int = 0, UserForceClose: int = 0,
+ IsSwapOrder: int = 0, ExchangeID: str = '', InvestUnitID: str = '', AccountID: str = '',
+ CurrencyID: str = '', ClientID: str = '', reserve2: str = '', MacAddress: str = '',
+ InstrumentID: str = '', IPAddress: str = '', OrderMemo: str = '', SessionReqSeq: int = 0):
super(InputOrderField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -1695,6 +1775,8 @@ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '',
self.MacAddress = self._to_bytes(MacAddress)
self.InstrumentID = self._to_bytes(InstrumentID)
self.IPAddress = self._to_bytes(IPAddress)
+ self.OrderMemo = self._to_bytes(OrderMemo)
+ self.SessionReqSeq = int(SessionReqSeq)
class OrderField(Base):
@@ -1751,7 +1833,7 @@ class OrderField(Base):
('SessionID', ctypes.c_int), # 会话编号
('UserProductInfo', ctypes.c_char * 11), # 用户端产品信息
('StatusMsg', ctypes.c_char * 81), # 状态信息
- ('UserForceClose', ctypes.c_int), # 用户强评标志
+ ('UserForceClose', ctypes.c_int), # 用户强平标志
('ActiveUserID', ctypes.c_char * 16), # 操作用户代码
('BrokerOrderSeq', ctypes.c_int), # 经纪公司报单编号
('RelativeOrderSysID', ctypes.c_char * 21), # 相关报单
@@ -1766,17 +1848,28 @@ class OrderField(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
- ]
-
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OrderRef: str = '', UserID: str = '', OrderPriceType: str = '', Direction: str = '', CombOffsetFlag: str = '',
- CombHedgeFlag: str = '', LimitPrice: float = 0.0, VolumeTotalOriginal: int = 0, TimeCondition: str = '', GTDDate: str = '', VolumeCondition: str = '', MinVolume: int = 0,
- ContingentCondition: str = '', StopPrice: float = 0.0, ForceCloseReason: str = '', IsAutoSuspend: int = 0, BusinessUnit: str = '', RequestID: int = 0, OrderLocalID: str = '',
- ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', reserve2: str = '', TraderID: str = '', InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0,
- TradingDay: str = '', SettlementID: int = 0, OrderSysID: str = '', OrderSource: str = '', OrderStatus: str = '', OrderType: str = '', VolumeTraded: int = 0, VolumeTotal: int = 0,
- InsertDate: str = '', InsertTime: str = '', ActiveTime: str = '', SuspendTime: str = '', UpdateTime: str = '', CancelTime: str = '', ActiveTraderID: str = '',
- ClearingPartID: str = '', SequenceNo: int = 0, FrontID: int = 0, SessionID: int = 0, UserProductInfo: str = '', StatusMsg: str = '', UserForceClose: int = 0, ActiveUserID: str = '',
- BrokerOrderSeq: int = 0, RelativeOrderSysID: str = '', ZCETotalTradedVolume: int = 0, IsSwapOrder: int = 0, BranchID: str = '', InvestUnitID: str = '', AccountID: str = '',
- CurrencyID: str = '', reserve3: str = '', MacAddress: str = '', InstrumentID: str = '', ExchangeInstID: str = '', IPAddress: str = ''):
+ ('OrderMemo', ctypes.c_char * 13), # 报单回显字段
+ ('SessionReqSeq', ctypes.c_int), # session上请求计数 api自动维护
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OrderRef: str = '',
+ UserID: str = '', OrderPriceType: str = '', Direction: str = '', CombOffsetFlag: str = '',
+ CombHedgeFlag: str = '', LimitPrice: float = 0.0, VolumeTotalOriginal: int = 0,
+ TimeCondition: str = '', GTDDate: str = '', VolumeCondition: str = '', MinVolume: int = 0,
+ ContingentCondition: str = '', StopPrice: float = 0.0, ForceCloseReason: str = '',
+ IsAutoSuspend: int = 0, BusinessUnit: str = '', RequestID: int = 0, OrderLocalID: str = '',
+ ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', reserve2: str = '',
+ TraderID: str = '', InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0,
+ TradingDay: str = '', SettlementID: int = 0, OrderSysID: str = '', OrderSource: str = '',
+ OrderStatus: str = '', OrderType: str = '', VolumeTraded: int = 0, VolumeTotal: int = 0,
+ InsertDate: str = '', InsertTime: str = '', ActiveTime: str = '', SuspendTime: str = '',
+ UpdateTime: str = '', CancelTime: str = '', ActiveTraderID: str = '', ClearingPartID: str = '',
+ SequenceNo: int = 0, FrontID: int = 0, SessionID: int = 0, UserProductInfo: str = '',
+ StatusMsg: str = '', UserForceClose: int = 0, ActiveUserID: str = '', BrokerOrderSeq: int = 0,
+ RelativeOrderSysID: str = '', ZCETotalTradedVolume: int = 0, IsSwapOrder: int = 0, BranchID: str = '',
+ InvestUnitID: str = '', AccountID: str = '', CurrencyID: str = '', reserve3: str = '',
+ MacAddress: str = '', InstrumentID: str = '', ExchangeInstID: str = '', IPAddress: str = '',
+ OrderMemo: str = '', SessionReqSeq: int = 0):
super(OrderField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -1844,6 +1937,8 @@ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '',
self.InstrumentID = self._to_bytes(InstrumentID)
self.ExchangeInstID = self._to_bytes(ExchangeInstID)
self.IPAddress = self._to_bytes(IPAddress)
+ self.OrderMemo = self._to_bytes(OrderMemo)
+ self.SessionReqSeq = int(SessionReqSeq)
class ExchangeOrderField(Base):
@@ -1898,13 +1993,18 @@ class ExchangeOrderField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, OrderPriceType: str = '', Direction: str = '', CombOffsetFlag: str = '', CombHedgeFlag: str = '', LimitPrice: float = 0.0, VolumeTotalOriginal: int = 0, TimeCondition: str = '',
- GTDDate: str = '', VolumeCondition: str = '', MinVolume: int = 0, ContingentCondition: str = '', StopPrice: float = 0.0, ForceCloseReason: str = '', IsAutoSuspend: int = 0,
- BusinessUnit: str = '', RequestID: int = 0, OrderLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', reserve1: str = '', TraderID: str = '',
- InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0, TradingDay: str = '', SettlementID: int = 0, OrderSysID: str = '', OrderSource: str = '',
- OrderStatus: str = '', OrderType: str = '', VolumeTraded: int = 0, VolumeTotal: int = 0, InsertDate: str = '', InsertTime: str = '', ActiveTime: str = '', SuspendTime: str = '',
- UpdateTime: str = '', CancelTime: str = '', ActiveTraderID: str = '', ClearingPartID: str = '', SequenceNo: int = 0, BranchID: str = '', reserve2: str = '', MacAddress: str = '',
- ExchangeInstID: str = '', IPAddress: str = ''):
+ def __init__(self, OrderPriceType: str = '', Direction: str = '', CombOffsetFlag: str = '', CombHedgeFlag: str = '',
+ LimitPrice: float = 0.0, VolumeTotalOriginal: int = 0, TimeCondition: str = '', GTDDate: str = '',
+ VolumeCondition: str = '', MinVolume: int = 0, ContingentCondition: str = '', StopPrice: float = 0.0,
+ ForceCloseReason: str = '', IsAutoSuspend: int = 0, BusinessUnit: str = '', RequestID: int = 0,
+ OrderLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '',
+ reserve1: str = '', TraderID: str = '', InstallID: int = 0, OrderSubmitStatus: str = '',
+ NotifySequence: int = 0, TradingDay: str = '', SettlementID: int = 0, OrderSysID: str = '',
+ OrderSource: str = '', OrderStatus: str = '', OrderType: str = '', VolumeTraded: int = 0,
+ VolumeTotal: int = 0, InsertDate: str = '', InsertTime: str = '', ActiveTime: str = '',
+ SuspendTime: str = '', UpdateTime: str = '', CancelTime: str = '', ActiveTraderID: str = '',
+ ClearingPartID: str = '', SequenceNo: int = 0, BranchID: str = '', reserve2: str = '',
+ MacAddress: str = '', ExchangeInstID: str = '', IPAddress: str = ''):
super(ExchangeOrderField, self).__init__()
self.OrderPriceType = self._to_bytes(OrderPriceType)
self.Direction = self._to_bytes(Direction)
@@ -1967,7 +2067,8 @@ class ExchangeOrderInsertErrorField(Base):
('ErrorMsg', ctypes.c_char * 81), # 错误信息
]
- def __init__(self, ExchangeID: str = '', ParticipantID: str = '', TraderID: str = '', InstallID: int = 0, OrderLocalID: str = '', ErrorID: int = 0, ErrorMsg: str = ''):
+ def __init__(self, ExchangeID: str = '', ParticipantID: str = '', TraderID: str = '', InstallID: int = 0,
+ OrderLocalID: str = '', ErrorID: int = 0, ErrorMsg: str = ''):
super(ExchangeOrderInsertErrorField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.ParticipantID = self._to_bytes(ParticipantID)
@@ -2000,11 +2101,15 @@ class InputOrderActionField(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
+ ('OrderMemo', ctypes.c_char * 13), # 报单回显字段
+ ('SessionReqSeq', ctypes.c_int), # session上请求计数 api自动维护
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int = 0, OrderRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '',
- OrderSysID: str = '', ActionFlag: str = '', LimitPrice: float = 0.0, VolumeChange: int = 0, UserID: str = '', reserve1: str = '', InvestUnitID: str = '', reserve2: str = '',
- MacAddress: str = '', InstrumentID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int = 0, OrderRef: str = '',
+ RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '', OrderSysID: str = '',
+ ActionFlag: str = '', LimitPrice: float = 0.0, VolumeChange: int = 0, UserID: str = '',
+ reserve1: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '',
+ InstrumentID: str = '', IPAddress: str = '', OrderMemo: str = '', SessionReqSeq: int = 0):
super(InputOrderActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -2025,6 +2130,8 @@ def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int
self.MacAddress = self._to_bytes(MacAddress)
self.InstrumentID = self._to_bytes(InstrumentID)
self.IPAddress = self._to_bytes(IPAddress)
+ self.OrderMemo = self._to_bytes(OrderMemo)
+ self.SessionReqSeq = int(SessionReqSeq)
class OrderActionField(Base):
@@ -2061,12 +2168,18 @@ class OrderActionField(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
- ]
-
- def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int = 0, OrderRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '',
- OrderSysID: str = '', ActionFlag: str = '', LimitPrice: float = 0.0, VolumeChange: int = 0, ActionDate: str = '', ActionTime: str = '', TraderID: str = '', InstallID: int = 0,
- OrderLocalID: str = '', ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '',
- StatusMsg: str = '', reserve1: str = '', BranchID: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', InstrumentID: str = '', IPAddress: str = ''):
+ ('OrderMemo', ctypes.c_char * 13), # 报单回显字段
+ ('SessionReqSeq', ctypes.c_int), # session上请求计数 api自动维护
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int = 0, OrderRef: str = '',
+ RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '', OrderSysID: str = '',
+ ActionFlag: str = '', LimitPrice: float = 0.0, VolumeChange: int = 0, ActionDate: str = '',
+ ActionTime: str = '', TraderID: str = '', InstallID: int = 0, OrderLocalID: str = '',
+ ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '',
+ OrderActionStatus: str = '', UserID: str = '', StatusMsg: str = '', reserve1: str = '',
+ BranchID: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '',
+ InstrumentID: str = '', IPAddress: str = '', OrderMemo: str = '', SessionReqSeq: int = 0):
super(OrderActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -2099,6 +2212,8 @@ def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int
self.MacAddress = self._to_bytes(MacAddress)
self.InstrumentID = self._to_bytes(InstrumentID)
self.IPAddress = self._to_bytes(IPAddress)
+ self.OrderMemo = self._to_bytes(OrderMemo)
+ self.SessionReqSeq = int(SessionReqSeq)
class ExchangeOrderActionField(Base):
@@ -2126,9 +2241,11 @@ class ExchangeOrderActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, ExchangeID: str = '', OrderSysID: str = '', ActionFlag: str = '', LimitPrice: float = 0.0, VolumeChange: int = 0, ActionDate: str = '', ActionTime: str = '', TraderID: str = '',
- InstallID: int = 0, OrderLocalID: str = '', ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '',
- UserID: str = '', BranchID: str = '', reserve1: str = '', MacAddress: str = '', IPAddress: str = ''):
+ def __init__(self, ExchangeID: str = '', OrderSysID: str = '', ActionFlag: str = '', LimitPrice: float = 0.0,
+ VolumeChange: int = 0, ActionDate: str = '', ActionTime: str = '', TraderID: str = '',
+ InstallID: int = 0, OrderLocalID: str = '', ActionLocalID: str = '', ParticipantID: str = '',
+ ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '',
+ BranchID: str = '', reserve1: str = '', MacAddress: str = '', IPAddress: str = ''):
super(ExchangeOrderActionField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.OrderSysID = self._to_bytes(OrderSysID)
@@ -2165,7 +2282,8 @@ class ExchangeOrderActionErrorField(Base):
('ErrorMsg', ctypes.c_char * 81), # 错误信息
]
- def __init__(self, ExchangeID: str = '', OrderSysID: str = '', TraderID: str = '', InstallID: int = 0, OrderLocalID: str = '', ActionLocalID: str = '', ErrorID: int = 0, ErrorMsg: str = ''):
+ def __init__(self, ExchangeID: str = '', OrderSysID: str = '', TraderID: str = '', InstallID: int = 0,
+ OrderLocalID: str = '', ActionLocalID: str = '', ErrorID: int = 0, ErrorMsg: str = ''):
super(ExchangeOrderActionErrorField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.OrderSysID = self._to_bytes(OrderSysID)
@@ -2205,9 +2323,12 @@ class ExchangeTradeField(Base):
('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码
]
- def __init__(self, ExchangeID: str = '', TradeID: str = '', Direction: str = '', OrderSysID: str = '', ParticipantID: str = '', ClientID: str = '', TradingRole: str = '', reserve1: str = '',
- OffsetFlag: str = '', HedgeFlag: str = '', Price: float = 0.0, Volume: int = 0, TradeDate: str = '', TradeTime: str = '', TradeType: str = '', PriceSource: str = '',
- TraderID: str = '', OrderLocalID: str = '', ClearingPartID: str = '', BusinessUnit: str = '', SequenceNo: int = 0, TradeSource: str = '', ExchangeInstID: str = ''):
+ def __init__(self, ExchangeID: str = '', TradeID: str = '', Direction: str = '', OrderSysID: str = '',
+ ParticipantID: str = '', ClientID: str = '', TradingRole: str = '', reserve1: str = '',
+ OffsetFlag: str = '', HedgeFlag: str = '', Price: float = 0.0, Volume: int = 0, TradeDate: str = '',
+ TradeTime: str = '', TradeType: str = '', PriceSource: str = '', TraderID: str = '',
+ OrderLocalID: str = '', ClearingPartID: str = '', BusinessUnit: str = '', SequenceNo: int = 0,
+ TradeSource: str = '', ExchangeInstID: str = ''):
super(ExchangeTradeField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.TradeID = self._to_bytes(TradeID)
@@ -2272,11 +2393,14 @@ class TradeField(Base):
('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OrderRef: str = '', UserID: str = '', ExchangeID: str = '', TradeID: str = '', Direction: str = '',
- OrderSysID: str = '', ParticipantID: str = '', ClientID: str = '', TradingRole: str = '', reserve2: str = '', OffsetFlag: str = '', HedgeFlag: str = '', Price: float = 0.0,
- Volume: int = 0, TradeDate: str = '', TradeTime: str = '', TradeType: str = '', PriceSource: str = '', TraderID: str = '', OrderLocalID: str = '', ClearingPartID: str = '',
- BusinessUnit: str = '', SequenceNo: int = 0, TradingDay: str = '', SettlementID: int = 0, BrokerOrderSeq: int = 0, TradeSource: str = '', InvestUnitID: str = '',
- InstrumentID: str = '', ExchangeInstID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OrderRef: str = '',
+ UserID: str = '', ExchangeID: str = '', TradeID: str = '', Direction: str = '', OrderSysID: str = '',
+ ParticipantID: str = '', ClientID: str = '', TradingRole: str = '', reserve2: str = '',
+ OffsetFlag: str = '', HedgeFlag: str = '', Price: float = 0.0, Volume: int = 0, TradeDate: str = '',
+ TradeTime: str = '', TradeType: str = '', PriceSource: str = '', TraderID: str = '',
+ OrderLocalID: str = '', ClearingPartID: str = '', BusinessUnit: str = '', SequenceNo: int = 0,
+ TradingDay: str = '', SettlementID: int = 0, BrokerOrderSeq: int = 0, TradeSource: str = '',
+ InvestUnitID: str = '', InstrumentID: str = '', ExchangeInstID: str = ''):
super(TradeField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -2331,8 +2455,9 @@ class UserSessionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, FrontID: int = 0, SessionID: int = 0, BrokerID: str = '', UserID: str = '', LoginDate: str = '', LoginTime: str = '', reserve1: str = '', UserProductInfo: str = '',
- InterfaceProductInfo: str = '', ProtocolInfo: str = '', MacAddress: str = '', LoginRemark: str = '', IPAddress: str = ''):
+ def __init__(self, FrontID: int = 0, SessionID: int = 0, BrokerID: str = '', UserID: str = '', LoginDate: str = '',
+ LoginTime: str = '', reserve1: str = '', UserProductInfo: str = '', InterfaceProductInfo: str = '',
+ ProtocolInfo: str = '', MacAddress: str = '', LoginRemark: str = '', IPAddress: str = ''):
super(UserSessionField, self).__init__()
self.FrontID = int(FrontID)
self.SessionID = int(SessionID)
@@ -2364,7 +2489,8 @@ class QryMaxOrderVolumeField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', Direction: str = '', OffsetFlag: str = '', HedgeFlag: str = '', MaxVolume: int = 0, ExchangeID: str = '',
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', Direction: str = '',
+ OffsetFlag: str = '', HedgeFlag: str = '', MaxVolume: int = 0, ExchangeID: str = '',
InvestUnitID: str = '', InstrumentID: str = ''):
super(QryMaxOrderVolumeField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
@@ -2391,7 +2517,8 @@ class SettlementInfoConfirmField(Base):
('CurrencyID', ctypes.c_char * 4), # 币种代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', ConfirmDate: str = '', ConfirmTime: str = '', SettlementID: int = 0, AccountID: str = '', CurrencyID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', ConfirmDate: str = '', ConfirmTime: str = '',
+ SettlementID: int = 0, AccountID: str = '', CurrencyID: str = ''):
super(SettlementInfoConfirmField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -2413,9 +2540,12 @@ class SyncDepositField(Base):
('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
+ ('IsSecAgentTranfer', ctypes.c_int), # 是否二级代理商的内转
]
- def __init__(self, DepositSeqNo: str = '', BrokerID: str = '', InvestorID: str = '', Deposit: float = 0.0, IsForce: int = 0, CurrencyID: str = '', IsFromSopt: int = 0, TradingPassword: str = ''):
+ def __init__(self, DepositSeqNo: str = '', BrokerID: str = '', InvestorID: str = '', Deposit: float = 0.0,
+ IsForce: int = 0, CurrencyID: str = '', IsFromSopt: int = 0, TradingPassword: str = '',
+ IsSecAgentTranfer: int = 0):
super(SyncDepositField, self).__init__()
self.DepositSeqNo = self._to_bytes(DepositSeqNo)
self.BrokerID = self._to_bytes(BrokerID)
@@ -2425,6 +2555,7 @@ def __init__(self, DepositSeqNo: str = '', BrokerID: str = '', InvestorID: str =
self.CurrencyID = self._to_bytes(CurrencyID)
self.IsFromSopt = int(IsFromSopt)
self.TradingPassword = self._to_bytes(TradingPassword)
+ self.IsSecAgentTranfer = int(IsSecAgentTranfer)
class SyncFundMortgageField(Base):
@@ -2438,7 +2569,8 @@ class SyncFundMortgageField(Base):
('ToCurrencyID', ctypes.c_char * 4), # 目标币种
]
- def __init__(self, MortgageSeqNo: str = '', BrokerID: str = '', InvestorID: str = '', FromCurrencyID: str = '', MortgageAmount: float = 0.0, ToCurrencyID: str = ''):
+ def __init__(self, MortgageSeqNo: str = '', BrokerID: str = '', InvestorID: str = '', FromCurrencyID: str = '',
+ MortgageAmount: float = 0.0, ToCurrencyID: str = ''):
super(SyncFundMortgageField, self).__init__()
self.MortgageSeqNo = self._to_bytes(MortgageSeqNo)
self.BrokerID = self._to_bytes(BrokerID)
@@ -2479,8 +2611,10 @@ class SyncingInvestorField(Base):
('IsOpenVolLimit', ctypes.c_char), # 是否开仓限制
]
- def __init__(self, InvestorID: str = '', BrokerID: str = '', InvestorGroupID: str = '', InvestorName: str = '', IdentifiedCardType: str = '', IdentifiedCardNo: str = '', IsActive: int = 0,
- Telephone: str = '', Address: str = '', OpenDate: str = '', Mobile: str = '', CommModelID: str = '', MarginModelID: str = '', IsOrderFreq: str = '', IsOpenVolLimit: str = ''):
+ def __init__(self, InvestorID: str = '', BrokerID: str = '', InvestorGroupID: str = '', InvestorName: str = '',
+ IdentifiedCardType: str = '', IdentifiedCardNo: str = '', IsActive: int = 0, Telephone: str = '',
+ Address: str = '', OpenDate: str = '', Mobile: str = '', CommModelID: str = '',
+ MarginModelID: str = '', IsOrderFreq: str = '', IsOpenVolLimit: str = ''):
super(SyncingInvestorField, self).__init__()
self.InvestorID = self._to_bytes(InvestorID)
self.BrokerID = self._to_bytes(BrokerID)
@@ -2510,7 +2644,8 @@ class SyncingTradingCodeField(Base):
('ClientIDType', ctypes.c_char), # 交易编码类型
]
- def __init__(self, InvestorID: str = '', BrokerID: str = '', ExchangeID: str = '', ClientID: str = '', IsActive: int = 0, ClientIDType: str = ''):
+ def __init__(self, InvestorID: str = '', BrokerID: str = '', ExchangeID: str = '', ClientID: str = '',
+ IsActive: int = 0, ClientIDType: str = ''):
super(SyncingTradingCodeField, self).__init__()
self.InvestorID = self._to_bytes(InvestorID)
self.BrokerID = self._to_bytes(BrokerID)
@@ -2588,14 +2723,21 @@ class SyncingTradingAccountField(Base):
('RemainSwap', ctypes.c_double), # 剩余换汇额度
]
- def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = 0.0, PreCredit: float = 0.0, PreDeposit: float = 0.0, PreBalance: float = 0.0, PreMargin: float = 0.0,
- InterestBase: float = 0.0, Interest: float = 0.0, Deposit: float = 0.0, Withdraw: float = 0.0, FrozenMargin: float = 0.0, FrozenCash: float = 0.0, FrozenCommission: float = 0.0,
- CurrMargin: float = 0.0, CashIn: float = 0.0, Commission: float = 0.0, CloseProfit: float = 0.0, PositionProfit: float = 0.0, Balance: float = 0.0, Available: float = 0.0,
- WithdrawQuota: float = 0.0, Reserve: float = 0.0, TradingDay: str = '', SettlementID: int = 0, Credit: float = 0.0, Mortgage: float = 0.0, ExchangeMargin: float = 0.0,
- DeliveryMargin: float = 0.0, ExchangeDeliveryMargin: float = 0.0, ReserveBalance: float = 0.0, CurrencyID: str = '', PreFundMortgageIn: float = 0.0, PreFundMortgageOut: float = 0.0,
- FundMortgageIn: float = 0.0, FundMortgageOut: float = 0.0, FundMortgageAvailable: float = 0.0, MortgageableFund: float = 0.0, SpecProductMargin: float = 0.0,
- SpecProductFrozenMargin: float = 0.0, SpecProductCommission: float = 0.0, SpecProductFrozenCommission: float = 0.0, SpecProductPositionProfit: float = 0.0,
- SpecProductCloseProfit: float = 0.0, SpecProductPositionProfitByAlg: float = 0.0, SpecProductExchangeMargin: float = 0.0, FrozenSwap: float = 0.0, RemainSwap: float = 0.0):
+ def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = 0.0, PreCredit: float = 0.0,
+ PreDeposit: float = 0.0, PreBalance: float = 0.0, PreMargin: float = 0.0, InterestBase: float = 0.0,
+ Interest: float = 0.0, Deposit: float = 0.0, Withdraw: float = 0.0, FrozenMargin: float = 0.0,
+ FrozenCash: float = 0.0, FrozenCommission: float = 0.0, CurrMargin: float = 0.0, CashIn: float = 0.0,
+ Commission: float = 0.0, CloseProfit: float = 0.0, PositionProfit: float = 0.0, Balance: float = 0.0,
+ Available: float = 0.0, WithdrawQuota: float = 0.0, Reserve: float = 0.0, TradingDay: str = '',
+ SettlementID: int = 0, Credit: float = 0.0, Mortgage: float = 0.0, ExchangeMargin: float = 0.0,
+ DeliveryMargin: float = 0.0, ExchangeDeliveryMargin: float = 0.0, ReserveBalance: float = 0.0,
+ CurrencyID: str = '', PreFundMortgageIn: float = 0.0, PreFundMortgageOut: float = 0.0,
+ FundMortgageIn: float = 0.0, FundMortgageOut: float = 0.0, FundMortgageAvailable: float = 0.0,
+ MortgageableFund: float = 0.0, SpecProductMargin: float = 0.0, SpecProductFrozenMargin: float = 0.0,
+ SpecProductCommission: float = 0.0, SpecProductFrozenCommission: float = 0.0,
+ SpecProductPositionProfit: float = 0.0, SpecProductCloseProfit: float = 0.0,
+ SpecProductPositionProfitByAlg: float = 0.0, SpecProductExchangeMargin: float = 0.0,
+ FrozenSwap: float = 0.0, RemainSwap: float = 0.0):
super(SyncingTradingAccountField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.AccountID = self._to_bytes(AccountID)
@@ -2702,14 +2844,21 @@ class SyncingInvestorPositionField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', BrokerID: str = '', InvestorID: str = '', PosiDirection: str = '', HedgeFlag: str = '', PositionDate: str = '', YdPosition: int = 0, Position: int = 0,
- LongFrozen: int = 0, ShortFrozen: int = 0, LongFrozenAmount: float = 0.0, ShortFrozenAmount: float = 0.0, OpenVolume: int = 0, CloseVolume: int = 0, OpenAmount: float = 0.0,
- CloseAmount: float = 0.0, PositionCost: float = 0.0, PreMargin: float = 0.0, UseMargin: float = 0.0, FrozenMargin: float = 0.0, FrozenCash: float = 0.0, FrozenCommission: float = 0.0,
- CashIn: float = 0.0, Commission: float = 0.0, CloseProfit: float = 0.0, PositionProfit: float = 0.0, PreSettlementPrice: float = 0.0, SettlementPrice: float = 0.0,
- TradingDay: str = '', SettlementID: int = 0, OpenCost: float = 0.0, ExchangeMargin: float = 0.0, CombPosition: int = 0, CombLongFrozen: int = 0, CombShortFrozen: int = 0,
- CloseProfitByDate: float = 0.0, CloseProfitByTrade: float = 0.0, TodayPosition: int = 0, MarginRateByMoney: float = 0.0, MarginRateByVolume: float = 0.0, StrikeFrozen: int = 0,
- StrikeFrozenAmount: float = 0.0, AbandonFrozen: int = 0, ExchangeID: str = '', YdStrikeFrozen: int = 0, InvestUnitID: str = '', PositionCostOffset: float = 0.0, TasPosition: int = 0,
- TasPositionCost: float = 0.0, InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', BrokerID: str = '', InvestorID: str = '', PosiDirection: str = '',
+ HedgeFlag: str = '', PositionDate: str = '', YdPosition: int = 0, Position: int = 0,
+ LongFrozen: int = 0, ShortFrozen: int = 0, LongFrozenAmount: float = 0.0,
+ ShortFrozenAmount: float = 0.0, OpenVolume: int = 0, CloseVolume: int = 0, OpenAmount: float = 0.0,
+ CloseAmount: float = 0.0, PositionCost: float = 0.0, PreMargin: float = 0.0, UseMargin: float = 0.0,
+ FrozenMargin: float = 0.0, FrozenCash: float = 0.0, FrozenCommission: float = 0.0, CashIn: float = 0.0,
+ Commission: float = 0.0, CloseProfit: float = 0.0, PositionProfit: float = 0.0,
+ PreSettlementPrice: float = 0.0, SettlementPrice: float = 0.0, TradingDay: str = '',
+ SettlementID: int = 0, OpenCost: float = 0.0, ExchangeMargin: float = 0.0, CombPosition: int = 0,
+ CombLongFrozen: int = 0, CombShortFrozen: int = 0, CloseProfitByDate: float = 0.0,
+ CloseProfitByTrade: float = 0.0, TodayPosition: int = 0, MarginRateByMoney: float = 0.0,
+ MarginRateByVolume: float = 0.0, StrikeFrozen: int = 0, StrikeFrozenAmount: float = 0.0,
+ AbandonFrozen: int = 0, ExchangeID: str = '', YdStrikeFrozen: int = 0, InvestUnitID: str = '',
+ PositionCostOffset: float = 0.0, TasPosition: int = 0, TasPositionCost: float = 0.0,
+ InstrumentID: str = ''):
super(SyncingInvestorPositionField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.BrokerID = self._to_bytes(BrokerID)
@@ -2779,8 +2928,10 @@ class SyncingInstrumentMarginRateField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0,
- LongMarginRatioByVolume: float = 0.0, ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, IsRelative: int = 0, InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0, LongMarginRatioByVolume: float = 0.0,
+ ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, IsRelative: int = 0,
+ InstrumentID: str = ''):
super(SyncingInstrumentMarginRateField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -2811,8 +2962,10 @@ class SyncingInstrumentCommissionRateField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0,
- CloseRatioByMoney: float = 0.0, CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0, CloseTodayRatioByVolume: float = 0.0, InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0, CloseRatioByMoney: float = 0.0,
+ CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0,
+ CloseTodayRatioByVolume: float = 0.0, InstrumentID: str = ''):
super(SyncingInstrumentCommissionRateField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -2838,7 +2991,8 @@ class SyncingInstrumentTradingRightField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', TradingRight: str = '', InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ TradingRight: str = '', InstrumentID: str = ''):
super(SyncingInstrumentTradingRightField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -2862,8 +3016,9 @@ class QryOrderField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', OrderSysID: str = '', InsertTimeStart: str = '', InsertTimeEnd: str = '',
- InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ OrderSysID: str = '', InsertTimeStart: str = '', InsertTimeEnd: str = '', InvestUnitID: str = '',
+ InstrumentID: str = ''):
super(QryOrderField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -2890,7 +3045,8 @@ class QryTradeField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', TradeID: str = '', TradeTimeStart: str = '', TradeTimeEnd: str = '', InvestUnitID: str = '',
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ TradeID: str = '', TradeTimeStart: str = '', TradeTimeEnd: str = '', InvestUnitID: str = '',
InstrumentID: str = ''):
super(QryTradeField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
@@ -2915,7 +3071,8 @@ class QryInvestorPositionField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ InvestUnitID: str = '', InstrumentID: str = ''):
super(QryInvestorPositionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -2935,7 +3092,8 @@ class QryTradingAccountField(Base):
('AccountID', ctypes.c_char * 13), # 投资者帐号
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', CurrencyID: str = '', BizType: str = '', AccountID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', CurrencyID: str = '', BizType: str = '',
+ AccountID: str = ''):
super(QryTradingAccountField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -2968,7 +3126,8 @@ class QryTradingCodeField(Base):
('InvestUnitID', ctypes.c_char * 17), # 投资单元代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '', ClientID: str = '', ClientIDType: str = '', InvestUnitID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '', ClientID: str = '',
+ ClientIDType: str = '', InvestUnitID: str = ''):
super(QryTradingCodeField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -3001,7 +3160,8 @@ class QryInstrumentMarginRateField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', HedgeFlag: str = '', ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', HedgeFlag: str = '',
+ ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
super(QryInstrumentMarginRateField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -3023,7 +3183,8 @@ class QryInstrumentCommissionRateField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ InvestUnitID: str = '', InstrumentID: str = ''):
super(QryInstrumentCommissionRateField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -3141,7 +3302,8 @@ class QryExchangeOrderField(Base):
('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码
]
- def __init__(self, ParticipantID: str = '', ClientID: str = '', reserve1: str = '', ExchangeID: str = '', TraderID: str = '', ExchangeInstID: str = ''):
+ def __init__(self, ParticipantID: str = '', ClientID: str = '', reserve1: str = '', ExchangeID: str = '',
+ TraderID: str = '', ExchangeInstID: str = ''):
super(QryExchangeOrderField, self).__init__()
self.ParticipantID = self._to_bytes(ParticipantID)
self.ClientID = self._to_bytes(ClientID)
@@ -3234,7 +3396,8 @@ class QryInstrumentField(Base):
('ProductID', ctypes.c_char * 81), # 产品代码
]
- def __init__(self, reserve1: str = '', ExchangeID: str = '', reserve2: str = '', reserve3: str = '', InstrumentID: str = '', ExchangeInstID: str = '', ProductID: str = ''):
+ def __init__(self, reserve1: str = '', ExchangeID: str = '', reserve2: str = '', reserve3: str = '',
+ InstrumentID: str = '', ExchangeInstID: str = '', ProductID: str = ''):
super(QryInstrumentField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.ExchangeID = self._to_bytes(ExchangeID)
@@ -3251,13 +3414,15 @@ class QryDepthMarketDataField(Base):
('reserve1', ctypes.c_char * 31), # 保留的无效字段
('ExchangeID', ctypes.c_char * 9), # 交易所代码
('InstrumentID', ctypes.c_char * 81), # 合约代码
+ ('ProductClass', ctypes.c_char), # 产品类型
]
- def __init__(self, reserve1: str = '', ExchangeID: str = '', InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', ExchangeID: str = '', InstrumentID: str = '', ProductClass: str = ''):
super(QryDepthMarketDataField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.ExchangeID = self._to_bytes(ExchangeID)
self.InstrumentID = self._to_bytes(InstrumentID)
+ self.ProductClass = self._to_bytes(ProductClass)
class QryBrokerUserField(Base):
@@ -3324,7 +3489,8 @@ class QrySettlementInfoField(Base):
('CurrencyID', ctypes.c_char * 4), # 币种代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', TradingDay: str = '', AccountID: str = '', CurrencyID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', TradingDay: str = '', AccountID: str = '',
+ CurrencyID: str = ''):
super(QrySettlementInfoField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -3343,7 +3509,8 @@ class QryExchangeMarginRateField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', reserve1: str = '', HedgeFlag: str = '', ExchangeID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', reserve1: str = '', HedgeFlag: str = '', ExchangeID: str = '',
+ InstrumentID: str = ''):
super(QryExchangeMarginRateField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.reserve1 = self._to_bytes(reserve1)
@@ -3412,8 +3579,9 @@ class QryHisOrderField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', OrderSysID: str = '', InsertTimeStart: str = '', InsertTimeEnd: str = '',
- TradingDay: str = '', SettlementID: int = 0, InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ OrderSysID: str = '', InsertTimeStart: str = '', InsertTimeEnd: str = '', TradingDay: str = '',
+ SettlementID: int = 0, InstrumentID: str = ''):
super(QryHisOrderField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -3440,8 +3608,8 @@ class OptionInstrMiniMarginField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', MinMargin: float = 0.0, ValueMethod: str = '', IsRelative: int = 0,
- InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ MinMargin: float = 0.0, ValueMethod: str = '', IsRelative: int = 0, InstrumentID: str = ''):
super(OptionInstrMiniMarginField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -3472,8 +3640,10 @@ class OptionInstrMarginAdjustField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', SShortMarginRatioByMoney: float = 0.0, SShortMarginRatioByVolume: float = 0.0,
- HShortMarginRatioByMoney: float = 0.0, HShortMarginRatioByVolume: float = 0.0, AShortMarginRatioByMoney: float = 0.0, AShortMarginRatioByVolume: float = 0.0, IsRelative: int = 0,
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ SShortMarginRatioByMoney: float = 0.0, SShortMarginRatioByVolume: float = 0.0,
+ HShortMarginRatioByMoney: float = 0.0, HShortMarginRatioByVolume: float = 0.0,
+ AShortMarginRatioByMoney: float = 0.0, AShortMarginRatioByVolume: float = 0.0, IsRelative: int = 0,
MShortMarginRatioByMoney: float = 0.0, MShortMarginRatioByVolume: float = 0.0, InstrumentID: str = ''):
super(OptionInstrMarginAdjustField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
@@ -3512,9 +3682,12 @@ class OptionInstrCommRateField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0,
- CloseRatioByMoney: float = 0.0, CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0, CloseTodayRatioByVolume: float = 0.0, StrikeRatioByMoney: float = 0.0,
- StrikeRatioByVolume: float = 0.0, ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0, CloseRatioByMoney: float = 0.0,
+ CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0,
+ CloseTodayRatioByVolume: float = 0.0, StrikeRatioByMoney: float = 0.0,
+ StrikeRatioByVolume: float = 0.0, ExchangeID: str = '', InvestUnitID: str = '',
+ InstrumentID: str = ''):
super(OptionInstrCommRateField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -3550,8 +3723,9 @@ class OptionInstrTradeCostField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', HedgeFlag: str = '', FixedMargin: float = 0.0, MiniMargin: float = 0.0, Royalty: float = 0.0,
- ExchFixedMargin: float = 0.0, ExchMiniMargin: float = 0.0, ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', HedgeFlag: str = '',
+ FixedMargin: float = 0.0, MiniMargin: float = 0.0, Royalty: float = 0.0, ExchFixedMargin: float = 0.0,
+ ExchMiniMargin: float = 0.0, ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
super(OptionInstrTradeCostField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -3581,8 +3755,9 @@ class QryOptionInstrTradeCostField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', HedgeFlag: str = '', InputPrice: float = 0.0, UnderlyingPrice: float = 0.0, ExchangeID: str = '',
- InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', HedgeFlag: str = '',
+ InputPrice: float = 0.0, UnderlyingPrice: float = 0.0, ExchangeID: str = '', InvestUnitID: str = '',
+ InstrumentID: str = ''):
super(QryOptionInstrTradeCostField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -3606,7 +3781,8 @@ class QryOptionInstrCommRateField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ InvestUnitID: str = '', InstrumentID: str = ''):
super(QryOptionInstrCommRateField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -3661,9 +3837,12 @@ class InputExecOrderField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExecOrderRef: str = '', UserID: str = '', Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '',
- OffsetFlag: str = '', HedgeFlag: str = '', ActionType: str = '', PosiDirection: str = '', ReservePositionFlag: str = '', CloseFlag: str = '', ExchangeID: str = '',
- InvestUnitID: str = '', AccountID: str = '', CurrencyID: str = '', ClientID: str = '', reserve2: str = '', MacAddress: str = '', InstrumentID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExecOrderRef: str = '',
+ UserID: str = '', Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '', OffsetFlag: str = '',
+ HedgeFlag: str = '', ActionType: str = '', PosiDirection: str = '', ReservePositionFlag: str = '',
+ CloseFlag: str = '', ExchangeID: str = '', InvestUnitID: str = '', AccountID: str = '',
+ CurrencyID: str = '', ClientID: str = '', reserve2: str = '', MacAddress: str = '',
+ InstrumentID: str = '', IPAddress: str = ''):
super(InputExecOrderField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -3712,8 +3891,10 @@ class InputExecOrderActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', ExecOrderActionRef: int = 0, ExecOrderRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '',
- ExecOrderSysID: str = '', ActionFlag: str = '', UserID: str = '', reserve1: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', InstrumentID: str = '',
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', ExecOrderActionRef: int = 0, ExecOrderRef: str = '',
+ RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '',
+ ExecOrderSysID: str = '', ActionFlag: str = '', UserID: str = '', reserve1: str = '',
+ InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', InstrumentID: str = '',
IPAddress: str = ''):
super(InputExecOrderActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
@@ -3787,12 +3968,17 @@ class ExecOrderField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExecOrderRef: str = '', UserID: str = '', Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '',
- OffsetFlag: str = '', HedgeFlag: str = '', ActionType: str = '', PosiDirection: str = '', ReservePositionFlag: str = '', CloseFlag: str = '', ExecOrderLocalID: str = '',
- ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', reserve2: str = '', TraderID: str = '', InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0,
- TradingDay: str = '', SettlementID: int = 0, ExecOrderSysID: str = '', InsertDate: str = '', InsertTime: str = '', CancelTime: str = '', ExecResult: str = '',
- ClearingPartID: str = '', SequenceNo: int = 0, FrontID: int = 0, SessionID: int = 0, UserProductInfo: str = '', StatusMsg: str = '', ActiveUserID: str = '',
- BrokerExecOrderSeq: int = 0, BranchID: str = '', InvestUnitID: str = '', AccountID: str = '', CurrencyID: str = '', reserve3: str = '', MacAddress: str = '', InstrumentID: str = '',
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExecOrderRef: str = '',
+ UserID: str = '', Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '', OffsetFlag: str = '',
+ HedgeFlag: str = '', ActionType: str = '', PosiDirection: str = '', ReservePositionFlag: str = '',
+ CloseFlag: str = '', ExecOrderLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '',
+ ClientID: str = '', reserve2: str = '', TraderID: str = '', InstallID: int = 0,
+ OrderSubmitStatus: str = '', NotifySequence: int = 0, TradingDay: str = '', SettlementID: int = 0,
+ ExecOrderSysID: str = '', InsertDate: str = '', InsertTime: str = '', CancelTime: str = '',
+ ExecResult: str = '', ClearingPartID: str = '', SequenceNo: int = 0, FrontID: int = 0,
+ SessionID: int = 0, UserProductInfo: str = '', StatusMsg: str = '', ActiveUserID: str = '',
+ BrokerExecOrderSeq: int = 0, BranchID: str = '', InvestUnitID: str = '', AccountID: str = '',
+ CurrencyID: str = '', reserve3: str = '', MacAddress: str = '', InstrumentID: str = '',
ExchangeInstID: str = '', IPAddress: str = ''):
super(ExecOrderField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
@@ -3879,10 +4065,14 @@ class ExecOrderActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', ExecOrderActionRef: int = 0, ExecOrderRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '',
- ExecOrderSysID: str = '', ActionFlag: str = '', ActionDate: str = '', ActionTime: str = '', TraderID: str = '', InstallID: int = 0, ExecOrderLocalID: str = '',
- ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '', ActionType: str = '', StatusMsg: str = '',
- reserve1: str = '', BranchID: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', InstrumentID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', ExecOrderActionRef: int = 0, ExecOrderRef: str = '',
+ RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '',
+ ExecOrderSysID: str = '', ActionFlag: str = '', ActionDate: str = '', ActionTime: str = '',
+ TraderID: str = '', InstallID: int = 0, ExecOrderLocalID: str = '', ActionLocalID: str = '',
+ ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '',
+ UserID: str = '', ActionType: str = '', StatusMsg: str = '', reserve1: str = '', BranchID: str = '',
+ InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', InstrumentID: str = '',
+ IPAddress: str = ''):
super(ExecOrderActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -3929,8 +4119,8 @@ class QryExecOrderField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', ExecOrderSysID: str = '', InsertTimeStart: str = '', InsertTimeEnd: str = '',
- InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ ExecOrderSysID: str = '', InsertTimeStart: str = '', InsertTimeEnd: str = '', InstrumentID: str = ''):
super(QryExecOrderField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -3979,11 +4169,14 @@ class ExchangeExecOrderField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '', OffsetFlag: str = '', HedgeFlag: str = '', ActionType: str = '', PosiDirection: str = '',
- ReservePositionFlag: str = '', CloseFlag: str = '', ExecOrderLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', reserve1: str = '',
- TraderID: str = '', InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0, TradingDay: str = '', SettlementID: int = 0, ExecOrderSysID: str = '',
- InsertDate: str = '', InsertTime: str = '', CancelTime: str = '', ExecResult: str = '', ClearingPartID: str = '', SequenceNo: int = 0, BranchID: str = '', reserve2: str = '',
- MacAddress: str = '', ExchangeInstID: str = '', IPAddress: str = ''):
+ def __init__(self, Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '', OffsetFlag: str = '',
+ HedgeFlag: str = '', ActionType: str = '', PosiDirection: str = '', ReservePositionFlag: str = '',
+ CloseFlag: str = '', ExecOrderLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '',
+ ClientID: str = '', reserve1: str = '', TraderID: str = '', InstallID: int = 0,
+ OrderSubmitStatus: str = '', NotifySequence: int = 0, TradingDay: str = '', SettlementID: int = 0,
+ ExecOrderSysID: str = '', InsertDate: str = '', InsertTime: str = '', CancelTime: str = '',
+ ExecResult: str = '', ClearingPartID: str = '', SequenceNo: int = 0, BranchID: str = '',
+ reserve2: str = '', MacAddress: str = '', ExchangeInstID: str = '', IPAddress: str = ''):
super(ExchangeExecOrderField, self).__init__()
self.Volume = int(Volume)
self.RequestID = int(RequestID)
@@ -4030,7 +4223,8 @@ class QryExchangeExecOrderField(Base):
('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码
]
- def __init__(self, ParticipantID: str = '', ClientID: str = '', reserve1: str = '', ExchangeID: str = '', TraderID: str = '', ExchangeInstID: str = ''):
+ def __init__(self, ParticipantID: str = '', ClientID: str = '', reserve1: str = '', ExchangeID: str = '',
+ TraderID: str = '', ExchangeInstID: str = ''):
super(QryExchangeExecOrderField, self).__init__()
self.ParticipantID = self._to_bytes(ParticipantID)
self.ClientID = self._to_bytes(ClientID)
@@ -4082,9 +4276,12 @@ class ExchangeExecOrderActionField(Base):
('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码
]
- def __init__(self, ExchangeID: str = '', ExecOrderSysID: str = '', ActionFlag: str = '', ActionDate: str = '', ActionTime: str = '', TraderID: str = '', InstallID: int = 0,
- ExecOrderLocalID: str = '', ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '',
- ActionType: str = '', BranchID: str = '', reserve1: str = '', MacAddress: str = '', reserve2: str = '', Volume: int = 0, IPAddress: str = '', ExchangeInstID: str = ''):
+ def __init__(self, ExchangeID: str = '', ExecOrderSysID: str = '', ActionFlag: str = '', ActionDate: str = '',
+ ActionTime: str = '', TraderID: str = '', InstallID: int = 0, ExecOrderLocalID: str = '',
+ ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '',
+ OrderActionStatus: str = '', UserID: str = '', ActionType: str = '', BranchID: str = '',
+ reserve1: str = '', MacAddress: str = '', reserve2: str = '', Volume: int = 0, IPAddress: str = '',
+ ExchangeInstID: str = ''):
super(ExchangeExecOrderActionField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.ExecOrderSysID = self._to_bytes(ExecOrderSysID)
@@ -4157,10 +4354,12 @@ class ErrExecOrderField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExecOrderRef: str = '', UserID: str = '', Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '',
- OffsetFlag: str = '', HedgeFlag: str = '', ActionType: str = '', PosiDirection: str = '', ReservePositionFlag: str = '', CloseFlag: str = '', ExchangeID: str = '',
- InvestUnitID: str = '', AccountID: str = '', CurrencyID: str = '', ClientID: str = '', reserve2: str = '', MacAddress: str = '', ErrorID: int = 0, ErrorMsg: str = '',
- InstrumentID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExecOrderRef: str = '',
+ UserID: str = '', Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '', OffsetFlag: str = '',
+ HedgeFlag: str = '', ActionType: str = '', PosiDirection: str = '', ReservePositionFlag: str = '',
+ CloseFlag: str = '', ExchangeID: str = '', InvestUnitID: str = '', AccountID: str = '',
+ CurrencyID: str = '', ClientID: str = '', reserve2: str = '', MacAddress: str = '', ErrorID: int = 0,
+ ErrorMsg: str = '', InstrumentID: str = '', IPAddress: str = ''):
super(ErrExecOrderField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -4226,9 +4425,11 @@ class ErrExecOrderActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', ExecOrderActionRef: int = 0, ExecOrderRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '',
- ExecOrderSysID: str = '', ActionFlag: str = '', UserID: str = '', reserve1: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', ErrorID: int = 0,
- ErrorMsg: str = '', InstrumentID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', ExecOrderActionRef: int = 0, ExecOrderRef: str = '',
+ RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '',
+ ExecOrderSysID: str = '', ActionFlag: str = '', UserID: str = '', reserve1: str = '',
+ InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', ErrorID: int = 0, ErrorMsg: str = '',
+ InstrumentID: str = '', IPAddress: str = ''):
super(ErrExecOrderActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -4276,7 +4477,8 @@ class OptionInstrTradingRightField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', Direction: str = '', TradingRight: str = '', InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ Direction: str = '', TradingRight: str = '', InstrumentID: str = ''):
super(OptionInstrTradingRightField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -4297,7 +4499,8 @@ class QryOptionInstrTradingRightField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', Direction: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', Direction: str = '',
+ InstrumentID: str = ''):
super(QryOptionInstrTradingRightField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -4322,7 +4525,8 @@ class InputForQuoteField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ForQuoteRef: str = '', UserID: str = '', ExchangeID: str = '', InvestUnitID: str = '', reserve2: str = '',
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ForQuoteRef: str = '',
+ UserID: str = '', ExchangeID: str = '', InvestUnitID: str = '', reserve2: str = '',
MacAddress: str = '', InstrumentID: str = '', IPAddress: str = ''):
super(InputForQuoteField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
@@ -4369,10 +4573,13 @@ class ForQuoteField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ForQuoteRef: str = '', UserID: str = '', ForQuoteLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '',
- ClientID: str = '', reserve2: str = '', TraderID: str = '', InstallID: int = 0, InsertDate: str = '', InsertTime: str = '', ForQuoteStatus: str = '', FrontID: int = 0,
- SessionID: int = 0, StatusMsg: str = '', ActiveUserID: str = '', BrokerForQutoSeq: int = 0, InvestUnitID: str = '', reserve3: str = '', MacAddress: str = '', InstrumentID: str = '',
- ExchangeInstID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ForQuoteRef: str = '',
+ UserID: str = '', ForQuoteLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '',
+ ClientID: str = '', reserve2: str = '', TraderID: str = '', InstallID: int = 0, InsertDate: str = '',
+ InsertTime: str = '', ForQuoteStatus: str = '', FrontID: int = 0, SessionID: int = 0,
+ StatusMsg: str = '', ActiveUserID: str = '', BrokerForQutoSeq: int = 0, InvestUnitID: str = '',
+ reserve3: str = '', MacAddress: str = '', InstrumentID: str = '', ExchangeInstID: str = '',
+ IPAddress: str = ''):
super(ForQuoteField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -4415,8 +4622,8 @@ class QryForQuoteField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', InsertTimeStart: str = '', InsertTimeEnd: str = '', InvestUnitID: str = '',
- InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ InsertTimeStart: str = '', InsertTimeEnd: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
super(QryForQuoteField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -4447,8 +4654,10 @@ class ExchangeForQuoteField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, ForQuoteLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', reserve1: str = '', TraderID: str = '', InstallID: int = 0, InsertDate: str = '',
- InsertTime: str = '', ForQuoteStatus: str = '', reserve2: str = '', MacAddress: str = '', ExchangeInstID: str = '', IPAddress: str = ''):
+ def __init__(self, ForQuoteLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '',
+ reserve1: str = '', TraderID: str = '', InstallID: int = 0, InsertDate: str = '', InsertTime: str = '',
+ ForQuoteStatus: str = '', reserve2: str = '', MacAddress: str = '', ExchangeInstID: str = '',
+ IPAddress: str = ''):
super(ExchangeForQuoteField, self).__init__()
self.ForQuoteLocalID = self._to_bytes(ForQuoteLocalID)
self.ExchangeID = self._to_bytes(ExchangeID)
@@ -4477,7 +4686,8 @@ class QryExchangeForQuoteField(Base):
('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码
]
- def __init__(self, ParticipantID: str = '', ClientID: str = '', reserve1: str = '', ExchangeID: str = '', TraderID: str = '', ExchangeInstID: str = ''):
+ def __init__(self, ParticipantID: str = '', ClientID: str = '', reserve1: str = '', ExchangeID: str = '',
+ TraderID: str = '', ExchangeInstID: str = ''):
super(QryExchangeForQuoteField, self).__init__()
self.ParticipantID = self._to_bytes(ParticipantID)
self.ClientID = self._to_bytes(ClientID)
@@ -4516,12 +4726,18 @@ class InputQuoteField(Base):
('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
+ ('TimeCondition', ctypes.c_char), # 有效期类型
+ ('OrderMemo', ctypes.c_char * 13), # 报单回显字段
+ ('SessionReqSeq', ctypes.c_int), # session上请求计数 api自动维护
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', QuoteRef: str = '', UserID: str = '', AskPrice: float = 0.0, BidPrice: float = 0.0, AskVolume: int = 0,
- BidVolume: int = 0, RequestID: int = 0, BusinessUnit: str = '', AskOffsetFlag: str = '', BidOffsetFlag: str = '', AskHedgeFlag: str = '', BidHedgeFlag: str = '',
- AskOrderRef: str = '', BidOrderRef: str = '', ForQuoteSysID: str = '', ExchangeID: str = '', InvestUnitID: str = '', ClientID: str = '', reserve2: str = '', MacAddress: str = '',
- InstrumentID: str = '', IPAddress: str = '', ReplaceSysID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', QuoteRef: str = '',
+ UserID: str = '', AskPrice: float = 0.0, BidPrice: float = 0.0, AskVolume: int = 0, BidVolume: int = 0,
+ RequestID: int = 0, BusinessUnit: str = '', AskOffsetFlag: str = '', BidOffsetFlag: str = '',
+ AskHedgeFlag: str = '', BidHedgeFlag: str = '', AskOrderRef: str = '', BidOrderRef: str = '',
+ ForQuoteSysID: str = '', ExchangeID: str = '', InvestUnitID: str = '', ClientID: str = '',
+ reserve2: str = '', MacAddress: str = '', InstrumentID: str = '', IPAddress: str = '',
+ ReplaceSysID: str = '', TimeCondition: str = '', OrderMemo: str = '', SessionReqSeq: int = 0):
super(InputQuoteField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -4549,6 +4765,9 @@ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '',
self.InstrumentID = self._to_bytes(InstrumentID)
self.IPAddress = self._to_bytes(IPAddress)
self.ReplaceSysID = self._to_bytes(ReplaceSysID)
+ self.TimeCondition = self._to_bytes(TimeCondition)
+ self.OrderMemo = self._to_bytes(OrderMemo)
+ self.SessionReqSeq = int(SessionReqSeq)
class InputQuoteActionField(Base):
@@ -4572,11 +4791,15 @@ class InputQuoteActionField(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
+ ('OrderMemo', ctypes.c_char * 13), # 报单回显字段
+ ('SessionReqSeq', ctypes.c_int), # session上请求计数 api自动维护
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', QuoteActionRef: int = 0, QuoteRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '',
- QuoteSysID: str = '', ActionFlag: str = '', UserID: str = '', reserve1: str = '', InvestUnitID: str = '', ClientID: str = '', reserve2: str = '', MacAddress: str = '',
- InstrumentID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', QuoteActionRef: int = 0, QuoteRef: str = '',
+ RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '', QuoteSysID: str = '',
+ ActionFlag: str = '', UserID: str = '', reserve1: str = '', InvestUnitID: str = '', ClientID: str = '',
+ reserve2: str = '', MacAddress: str = '', InstrumentID: str = '', IPAddress: str = '',
+ OrderMemo: str = '', SessionReqSeq: int = 0):
super(InputQuoteActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -4596,6 +4819,8 @@ def __init__(self, BrokerID: str = '', InvestorID: str = '', QuoteActionRef: int
self.MacAddress = self._to_bytes(MacAddress)
self.InstrumentID = self._to_bytes(InstrumentID)
self.IPAddress = self._to_bytes(IPAddress)
+ self.OrderMemo = self._to_bytes(OrderMemo)
+ self.SessionReqSeq = int(SessionReqSeq)
class QuoteField(Base):
@@ -4655,16 +4880,25 @@ class QuoteField(Base):
('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: str = '', InvestorID: str = '', reserve1: str = '', QuoteRef: str = '', UserID: str = '', AskPrice: float = 0.0, BidPrice: float = 0.0, AskVolume: int = 0,
- BidVolume: int = 0, RequestID: int = 0, BusinessUnit: str = '', AskOffsetFlag: str = '', BidOffsetFlag: str = '', AskHedgeFlag: str = '', BidHedgeFlag: str = '',
- QuoteLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', reserve2: str = '', TraderID: str = '', InstallID: int = 0, NotifySequence: int = 0,
- OrderSubmitStatus: str = '', TradingDay: str = '', SettlementID: int = 0, QuoteSysID: str = '', InsertDate: str = '', InsertTime: str = '', CancelTime: str = '',
- QuoteStatus: str = '', ClearingPartID: str = '', SequenceNo: int = 0, AskOrderSysID: str = '', BidOrderSysID: str = '', FrontID: int = 0, SessionID: int = 0,
- UserProductInfo: str = '', StatusMsg: str = '', ActiveUserID: str = '', BrokerQuoteSeq: int = 0, AskOrderRef: str = '', BidOrderRef: str = '', ForQuoteSysID: str = '',
- BranchID: str = '', InvestUnitID: str = '', AccountID: str = '', CurrencyID: str = '', reserve3: str = '', MacAddress: str = '', InstrumentID: str = '', ExchangeInstID: str = '',
- IPAddress: str = '', ReplaceSysID: str = ''):
+ ('TimeCondition', ctypes.c_char), # 有效期类型
+ ('OrderMemo', ctypes.c_char * 13), # 报单回显字段
+ ('SessionReqSeq', ctypes.c_int), # session上请求计数 api自动维护
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', QuoteRef: str = '',
+ UserID: str = '', AskPrice: float = 0.0, BidPrice: float = 0.0, AskVolume: int = 0, BidVolume: int = 0,
+ RequestID: int = 0, BusinessUnit: str = '', AskOffsetFlag: str = '', BidOffsetFlag: str = '',
+ AskHedgeFlag: str = '', BidHedgeFlag: str = '', QuoteLocalID: str = '', ExchangeID: str = '',
+ ParticipantID: str = '', ClientID: str = '', reserve2: str = '', TraderID: str = '',
+ InstallID: int = 0, NotifySequence: int = 0, OrderSubmitStatus: str = '', TradingDay: str = '',
+ SettlementID: int = 0, QuoteSysID: str = '', InsertDate: str = '', InsertTime: str = '',
+ CancelTime: str = '', QuoteStatus: str = '', ClearingPartID: str = '', SequenceNo: int = 0,
+ AskOrderSysID: str = '', BidOrderSysID: str = '', FrontID: int = 0, SessionID: int = 0,
+ UserProductInfo: str = '', StatusMsg: str = '', ActiveUserID: str = '', BrokerQuoteSeq: int = 0,
+ AskOrderRef: str = '', BidOrderRef: str = '', ForQuoteSysID: str = '', BranchID: str = '',
+ InvestUnitID: str = '', AccountID: str = '', CurrencyID: str = '', reserve3: str = '',
+ MacAddress: str = '', InstrumentID: str = '', ExchangeInstID: str = '', IPAddress: str = '',
+ ReplaceSysID: str = '', TimeCondition: str = '', OrderMemo: str = '', SessionReqSeq: int = 0):
super(QuoteField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -4720,6 +4954,9 @@ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '',
self.ExchangeInstID = self._to_bytes(ExchangeInstID)
self.IPAddress = self._to_bytes(IPAddress)
self.ReplaceSysID = self._to_bytes(ReplaceSysID)
+ self.TimeCondition = self._to_bytes(TimeCondition)
+ self.OrderMemo = self._to_bytes(OrderMemo)
+ self.SessionReqSeq = int(SessionReqSeq)
class QuoteActionField(Base):
@@ -4754,12 +4991,18 @@ class QuoteActionField(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
- ]
-
- def __init__(self, BrokerID: str = '', InvestorID: str = '', QuoteActionRef: int = 0, QuoteRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '',
- QuoteSysID: str = '', ActionFlag: str = '', ActionDate: str = '', ActionTime: str = '', TraderID: str = '', InstallID: int = 0, QuoteLocalID: str = '', ActionLocalID: str = '',
- ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '', StatusMsg: str = '', reserve1: str = '', BranchID: str = '',
- InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', InstrumentID: str = '', IPAddress: str = ''):
+ ('OrderMemo', ctypes.c_char * 13), # 报单回显字段
+ ('SessionReqSeq', ctypes.c_int), # session上请求计数 api自动维护
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', QuoteActionRef: int = 0, QuoteRef: str = '',
+ RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '', QuoteSysID: str = '',
+ ActionFlag: str = '', ActionDate: str = '', ActionTime: str = '', TraderID: str = '',
+ InstallID: int = 0, QuoteLocalID: str = '', ActionLocalID: str = '', ParticipantID: str = '',
+ ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '',
+ StatusMsg: str = '', reserve1: str = '', BranchID: str = '', InvestUnitID: str = '',
+ reserve2: str = '', MacAddress: str = '', InstrumentID: str = '', IPAddress: str = '',
+ OrderMemo: str = '', SessionReqSeq: int = 0):
super(QuoteActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -4790,6 +5033,8 @@ def __init__(self, BrokerID: str = '', InvestorID: str = '', QuoteActionRef: int
self.MacAddress = self._to_bytes(MacAddress)
self.InstrumentID = self._to_bytes(InstrumentID)
self.IPAddress = self._to_bytes(IPAddress)
+ self.OrderMemo = self._to_bytes(OrderMemo)
+ self.SessionReqSeq = int(SessionReqSeq)
class QryQuoteField(Base):
@@ -4806,8 +5051,9 @@ class QryQuoteField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', QuoteSysID: str = '', InsertTimeStart: str = '', InsertTimeEnd: str = '',
- InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ QuoteSysID: str = '', InsertTimeStart: str = '', InsertTimeEnd: str = '', InvestUnitID: str = '',
+ InstrumentID: str = ''):
super(QryQuoteField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -4859,13 +5105,19 @@ class ExchangeQuoteField(Base):
('MacAddress', ctypes.c_char * 21), # Mac地址
('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码
('IPAddress', ctypes.c_char * 33), # IP地址
+ ('TimeCondition', ctypes.c_char), # 有效期类型
]
- def __init__(self, AskPrice: float = 0.0, BidPrice: float = 0.0, AskVolume: int = 0, BidVolume: int = 0, RequestID: int = 0, BusinessUnit: str = '', AskOffsetFlag: str = '',
- BidOffsetFlag: str = '', AskHedgeFlag: str = '', BidHedgeFlag: str = '', QuoteLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', reserve1: str = '',
- TraderID: str = '', InstallID: int = 0, NotifySequence: int = 0, OrderSubmitStatus: str = '', TradingDay: str = '', SettlementID: int = 0, QuoteSysID: str = '', InsertDate: str = '',
- InsertTime: str = '', CancelTime: str = '', QuoteStatus: str = '', ClearingPartID: str = '', SequenceNo: int = 0, AskOrderSysID: str = '', BidOrderSysID: str = '',
- ForQuoteSysID: str = '', BranchID: str = '', reserve2: str = '', MacAddress: str = '', ExchangeInstID: str = '', IPAddress: str = ''):
+ def __init__(self, AskPrice: float = 0.0, BidPrice: float = 0.0, AskVolume: int = 0, BidVolume: int = 0,
+ RequestID: int = 0, BusinessUnit: str = '', AskOffsetFlag: str = '', BidOffsetFlag: str = '',
+ AskHedgeFlag: str = '', BidHedgeFlag: str = '', QuoteLocalID: str = '', ExchangeID: str = '',
+ ParticipantID: str = '', ClientID: str = '', reserve1: str = '', TraderID: str = '',
+ InstallID: int = 0, NotifySequence: int = 0, OrderSubmitStatus: str = '', TradingDay: str = '',
+ SettlementID: int = 0, QuoteSysID: str = '', InsertDate: str = '', InsertTime: str = '',
+ CancelTime: str = '', QuoteStatus: str = '', ClearingPartID: str = '', SequenceNo: int = 0,
+ AskOrderSysID: str = '', BidOrderSysID: str = '', ForQuoteSysID: str = '', BranchID: str = '',
+ reserve2: str = '', MacAddress: str = '', ExchangeInstID: str = '', IPAddress: str = '',
+ TimeCondition: str = ''):
super(ExchangeQuoteField, self).__init__()
self.AskPrice = float(AskPrice)
self.BidPrice = float(BidPrice)
@@ -4903,6 +5155,7 @@ def __init__(self, AskPrice: float = 0.0, BidPrice: float = 0.0, AskVolume: int
self.MacAddress = self._to_bytes(MacAddress)
self.ExchangeInstID = self._to_bytes(ExchangeInstID)
self.IPAddress = self._to_bytes(IPAddress)
+ self.TimeCondition = self._to_bytes(TimeCondition)
class QryExchangeQuoteField(Base):
@@ -4916,7 +5169,8 @@ class QryExchangeQuoteField(Base):
('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码
]
- def __init__(self, ParticipantID: str = '', ClientID: str = '', reserve1: str = '', ExchangeID: str = '', TraderID: str = '', ExchangeInstID: str = ''):
+ def __init__(self, ParticipantID: str = '', ClientID: str = '', reserve1: str = '', ExchangeID: str = '',
+ TraderID: str = '', ExchangeInstID: str = ''):
super(QryExchangeQuoteField, self).__init__()
self.ParticipantID = self._to_bytes(ParticipantID)
self.ClientID = self._to_bytes(ClientID)
@@ -4963,8 +5217,10 @@ class ExchangeQuoteActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, ExchangeID: str = '', QuoteSysID: str = '', ActionFlag: str = '', ActionDate: str = '', ActionTime: str = '', TraderID: str = '', InstallID: int = 0, QuoteLocalID: str = '',
- ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '', reserve1: str = '', MacAddress: str = '',
+ def __init__(self, ExchangeID: str = '', QuoteSysID: str = '', ActionFlag: str = '', ActionDate: str = '',
+ ActionTime: str = '', TraderID: str = '', InstallID: int = 0, QuoteLocalID: str = '',
+ ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '',
+ OrderActionStatus: str = '', UserID: str = '', reserve1: str = '', MacAddress: str = '',
IPAddress: str = ''):
super(ExchangeQuoteActionField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
@@ -5014,7 +5270,8 @@ class OptionInstrDeltaField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', Delta: float = 0.0, InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ Delta: float = 0.0, InstrumentID: str = ''):
super(OptionInstrDeltaField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -5036,7 +5293,8 @@ class ForQuoteRspField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, TradingDay: str = '', reserve1: str = '', ForQuoteSysID: str = '', ForQuoteTime: str = '', ActionDay: str = '', ExchangeID: str = '', InstrumentID: str = ''):
+ def __init__(self, TradingDay: str = '', reserve1: str = '', ForQuoteSysID: str = '', ForQuoteTime: str = '',
+ ActionDay: str = '', ExchangeID: str = '', InstrumentID: str = ''):
super(ForQuoteRspField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.reserve1 = self._to_bytes(reserve1)
@@ -5059,7 +5317,8 @@ class StrikeOffsetField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', Offset: float = 0.0, OffsetType: str = '', InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ Offset: float = 0.0, OffsetType: str = '', InstrumentID: str = ''):
super(StrikeOffsetField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -5104,8 +5363,9 @@ class InputBatchOrderActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int = 0, RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '', UserID: str = '',
- InvestUnitID: str = '', reserve1: str = '', MacAddress: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int = 0, RequestID: int = 0,
+ FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '', UserID: str = '', InvestUnitID: str = '',
+ reserve1: str = '', MacAddress: str = '', IPAddress: str = ''):
super(InputBatchOrderActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -5148,9 +5408,12 @@ class BatchOrderActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int = 0, RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '', ActionDate: str = '',
- ActionTime: str = '', TraderID: str = '', InstallID: int = 0, ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '',
- OrderActionStatus: str = '', UserID: str = '', StatusMsg: str = '', InvestUnitID: str = '', reserve1: str = '', MacAddress: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int = 0, RequestID: int = 0,
+ FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '', ActionDate: str = '', ActionTime: str = '',
+ TraderID: str = '', InstallID: int = 0, ActionLocalID: str = '', ParticipantID: str = '',
+ ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '',
+ StatusMsg: str = '', InvestUnitID: str = '', reserve1: str = '', MacAddress: str = '',
+ IPAddress: str = ''):
super(BatchOrderActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -5195,8 +5458,10 @@ class ExchangeBatchOrderActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, ExchangeID: str = '', ActionDate: str = '', ActionTime: str = '', TraderID: str = '', InstallID: int = 0, ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '',
- BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '', reserve1: str = '', MacAddress: str = '', IPAddress: str = ''):
+ def __init__(self, ExchangeID: str = '', ActionDate: str = '', ActionTime: str = '', TraderID: str = '',
+ InstallID: int = 0, ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '',
+ BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '', reserve1: str = '',
+ MacAddress: str = '', IPAddress: str = ''):
super(ExchangeBatchOrderActionField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.ActionDate = self._to_bytes(ActionDate)
@@ -5239,7 +5504,8 @@ class CombInstrumentGuardField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', reserve1: str = '', GuarantRatio: float = 0.0, ExchangeID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', reserve1: str = '', GuarantRatio: float = 0.0, ExchangeID: str = '',
+ InstrumentID: str = ''):
super(CombInstrumentGuardField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.reserve1 = self._to_bytes(reserve1)
@@ -5287,9 +5553,10 @@ class InputCombActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', CombActionRef: str = '', UserID: str = '', Direction: str = '', Volume: int = 0, CombDirection: str = '',
- HedgeFlag: str = '', ExchangeID: str = '', reserve2: str = '', MacAddress: str = '', InvestUnitID: str = '', FrontID: int = 0, SessionID: int = 0, InstrumentID: str = '',
- IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', CombActionRef: str = '',
+ UserID: str = '', Direction: str = '', Volume: int = 0, CombDirection: str = '', HedgeFlag: str = '',
+ ExchangeID: str = '', reserve2: str = '', MacAddress: str = '', InvestUnitID: str = '',
+ FrontID: int = 0, SessionID: int = 0, InstrumentID: str = '', IPAddress: str = ''):
super(InputCombActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -5348,11 +5615,14 @@ class CombActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', CombActionRef: str = '', UserID: str = '', Direction: str = '', Volume: int = 0, CombDirection: str = '',
- HedgeFlag: str = '', ActionLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', reserve2: str = '', TraderID: str = '', InstallID: int = 0,
- ActionStatus: str = '', NotifySequence: int = 0, TradingDay: str = '', SettlementID: int = 0, SequenceNo: int = 0, FrontID: int = 0, SessionID: int = 0, UserProductInfo: str = '',
- StatusMsg: str = '', reserve3: str = '', MacAddress: str = '', ComTradeID: str = '', BranchID: str = '', InvestUnitID: str = '', InstrumentID: str = '', ExchangeInstID: str = '',
- IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', CombActionRef: str = '',
+ UserID: str = '', Direction: str = '', Volume: int = 0, CombDirection: str = '', HedgeFlag: str = '',
+ ActionLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '',
+ reserve2: str = '', TraderID: str = '', InstallID: int = 0, ActionStatus: str = '',
+ NotifySequence: int = 0, TradingDay: str = '', SettlementID: int = 0, SequenceNo: int = 0,
+ FrontID: int = 0, SessionID: int = 0, UserProductInfo: str = '', StatusMsg: str = '',
+ reserve3: str = '', MacAddress: str = '', ComTradeID: str = '', BranchID: str = '',
+ InvestUnitID: str = '', InstrumentID: str = '', ExchangeInstID: str = '', IPAddress: str = ''):
super(CombActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -5400,7 +5670,8 @@ class QryCombActionField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ InvestUnitID: str = '', InstrumentID: str = ''):
super(QryCombActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -5437,9 +5708,12 @@ class ExchangeCombActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, Direction: str = '', Volume: int = 0, CombDirection: str = '', HedgeFlag: str = '', ActionLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '',
- reserve1: str = '', TraderID: str = '', InstallID: int = 0, ActionStatus: str = '', NotifySequence: int = 0, TradingDay: str = '', SettlementID: int = 0, SequenceNo: int = 0,
- reserve2: str = '', MacAddress: str = '', ComTradeID: str = '', BranchID: str = '', ExchangeInstID: str = '', IPAddress: str = ''):
+ def __init__(self, Direction: str = '', Volume: int = 0, CombDirection: str = '', HedgeFlag: str = '',
+ ActionLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '',
+ reserve1: str = '', TraderID: str = '', InstallID: int = 0, ActionStatus: str = '',
+ NotifySequence: int = 0, TradingDay: str = '', SettlementID: int = 0, SequenceNo: int = 0,
+ reserve2: str = '', MacAddress: str = '', ComTradeID: str = '', BranchID: str = '',
+ ExchangeInstID: str = '', IPAddress: str = ''):
super(ExchangeCombActionField, self).__init__()
self.Direction = self._to_bytes(Direction)
self.Volume = int(Volume)
@@ -5476,7 +5750,8 @@ class QryExchangeCombActionField(Base):
('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码
]
- def __init__(self, ParticipantID: str = '', ClientID: str = '', reserve1: str = '', ExchangeID: str = '', TraderID: str = '', ExchangeInstID: str = ''):
+ def __init__(self, ParticipantID: str = '', ClientID: str = '', reserve1: str = '', ExchangeID: str = '',
+ TraderID: str = '', ExchangeInstID: str = ''):
super(QryExchangeCombActionField, self).__init__()
self.ParticipantID = self._to_bytes(ParticipantID)
self.ClientID = self._to_bytes(ClientID)
@@ -5496,7 +5771,8 @@ class ProductExchRateField(Base):
('ProductID', ctypes.c_char * 81), # 产品代码
]
- def __init__(self, reserve1: str = '', QuoteCurrencyID: str = '', ExchangeRate: float = 0.0, ExchangeID: str = '', ProductID: str = ''):
+ def __init__(self, reserve1: str = '', QuoteCurrencyID: str = '', ExchangeRate: float = 0.0, ExchangeID: str = '',
+ ProductID: str = ''):
super(ProductExchRateField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.QuoteCurrencyID = self._to_bytes(QuoteCurrencyID)
@@ -5548,7 +5824,8 @@ class ForQuoteParamField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', reserve1: str = '', ExchangeID: str = '', LastPrice: float = 0.0, PriceInterval: float = 0.0, InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', reserve1: str = '', ExchangeID: str = '', LastPrice: float = 0.0,
+ PriceInterval: float = 0.0, InstrumentID: str = ''):
super(ForQuoteParamField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.reserve1 = self._to_bytes(reserve1)
@@ -5576,8 +5853,10 @@ class MMOptionInstrCommRateField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0,
- CloseRatioByMoney: float = 0.0, CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0, CloseTodayRatioByVolume: float = 0.0, StrikeRatioByMoney: float = 0.0,
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0, CloseRatioByMoney: float = 0.0,
+ CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0,
+ CloseTodayRatioByVolume: float = 0.0, StrikeRatioByMoney: float = 0.0,
StrikeRatioByVolume: float = 0.0, InstrumentID: str = ''):
super(MMOptionInstrCommRateField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
@@ -5628,8 +5907,10 @@ class MMInstrumentCommissionRateField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0,
- CloseRatioByMoney: float = 0.0, CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0, CloseTodayRatioByVolume: float = 0.0, InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0, CloseRatioByMoney: float = 0.0,
+ CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0,
+ CloseTodayRatioByVolume: float = 0.0, InstrumentID: str = ''):
super(MMInstrumentCommissionRateField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -5678,8 +5959,10 @@ class InstrumentOrderCommRateField(Base):
('OrderActionCommByTrade', ctypes.c_double), # 撤单手续费
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', HedgeFlag: str = '', OrderCommByVolume: float = 0.0, OrderActionCommByVolume: float = 0.0,
- ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = '', OrderCommByTrade: float = 0.0, OrderActionCommByTrade: float = 0.0):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ HedgeFlag: str = '', OrderCommByVolume: float = 0.0, OrderActionCommByVolume: float = 0.0,
+ ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = '', OrderCommByTrade: float = 0.0,
+ OrderActionCommByTrade: float = 0.0):
super(InstrumentOrderCommRateField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -5744,8 +6027,9 @@ class InstrumentMarginRateULField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0,
- LongMarginRatioByVolume: float = 0.0, ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0, LongMarginRatioByVolume: float = 0.0,
+ ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, InstrumentID: str = ''):
super(InstrumentMarginRateULField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -5772,8 +6056,8 @@ class FutureLimitPosiParamField(Base):
('ProductID', ctypes.c_char * 81), # 产品代码
]
- def __init__(self, InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', reserve1: str = '', SpecOpenVolume: int = 0, ArbiOpenVolume: int = 0, OpenVolume: int = 0,
- ProductID: str = ''):
+ def __init__(self, InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', reserve1: str = '',
+ SpecOpenVolume: int = 0, ArbiOpenVolume: int = 0, OpenVolume: int = 0, ProductID: str = ''):
super(FutureLimitPosiParamField, self).__init__()
self.InvestorRange = self._to_bytes(InvestorRange)
self.BrokerID = self._to_bytes(BrokerID)
@@ -5837,9 +6121,11 @@ class InputOptionSelfCloseField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OptionSelfCloseRef: str = '', UserID: str = '', Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '',
- HedgeFlag: str = '', OptSelfCloseFlag: str = '', ExchangeID: str = '', InvestUnitID: str = '', AccountID: str = '', CurrencyID: str = '', ClientID: str = '', reserve2: str = '',
- MacAddress: str = '', InstrumentID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OptionSelfCloseRef: str = '',
+ UserID: str = '', Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '', HedgeFlag: str = '',
+ OptSelfCloseFlag: str = '', ExchangeID: str = '', InvestUnitID: str = '', AccountID: str = '',
+ CurrencyID: str = '', ClientID: str = '', reserve2: str = '', MacAddress: str = '',
+ InstrumentID: str = '', IPAddress: str = ''):
super(InputOptionSelfCloseField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -5884,8 +6170,10 @@ class InputOptionSelfCloseActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', OptionSelfCloseActionRef: int = 0, OptionSelfCloseRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0,
- ExchangeID: str = '', OptionSelfCloseSysID: str = '', ActionFlag: str = '', UserID: str = '', reserve1: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '',
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', OptionSelfCloseActionRef: int = 0,
+ OptionSelfCloseRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0,
+ ExchangeID: str = '', OptionSelfCloseSysID: str = '', ActionFlag: str = '', UserID: str = '',
+ reserve1: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '',
InstrumentID: str = '', IPAddress: str = ''):
super(InputOptionSelfCloseActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
@@ -5955,12 +6243,17 @@ class OptionSelfCloseField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OptionSelfCloseRef: str = '', UserID: str = '', Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '',
- HedgeFlag: str = '', OptSelfCloseFlag: str = '', OptionSelfCloseLocalID: str = '', ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', reserve2: str = '',
- TraderID: str = '', InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0, TradingDay: str = '', SettlementID: int = 0, OptionSelfCloseSysID: str = '',
- InsertDate: str = '', InsertTime: str = '', CancelTime: str = '', ExecResult: str = '', ClearingPartID: str = '', SequenceNo: int = 0, FrontID: int = 0, SessionID: int = 0,
- UserProductInfo: str = '', StatusMsg: str = '', ActiveUserID: str = '', BrokerOptionSelfCloseSeq: int = 0, BranchID: str = '', InvestUnitID: str = '', AccountID: str = '',
- CurrencyID: str = '', reserve3: str = '', MacAddress: str = '', InstrumentID: str = '', ExchangeInstID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OptionSelfCloseRef: str = '',
+ UserID: str = '', Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '', HedgeFlag: str = '',
+ OptSelfCloseFlag: str = '', OptionSelfCloseLocalID: str = '', ExchangeID: str = '',
+ ParticipantID: str = '', ClientID: str = '', reserve2: str = '', TraderID: str = '',
+ InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0, TradingDay: str = '',
+ SettlementID: int = 0, OptionSelfCloseSysID: str = '', InsertDate: str = '', InsertTime: str = '',
+ CancelTime: str = '', ExecResult: str = '', ClearingPartID: str = '', SequenceNo: int = 0,
+ FrontID: int = 0, SessionID: int = 0, UserProductInfo: str = '', StatusMsg: str = '',
+ ActiveUserID: str = '', BrokerOptionSelfCloseSeq: int = 0, BranchID: str = '', InvestUnitID: str = '',
+ AccountID: str = '', CurrencyID: str = '', reserve3: str = '', MacAddress: str = '',
+ InstrumentID: str = '', ExchangeInstID: str = '', IPAddress: str = ''):
super(OptionSelfCloseField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -6041,10 +6334,14 @@ class OptionSelfCloseActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', OptionSelfCloseActionRef: int = 0, OptionSelfCloseRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0,
- ExchangeID: str = '', OptionSelfCloseSysID: str = '', ActionFlag: str = '', ActionDate: str = '', ActionTime: str = '', TraderID: str = '', InstallID: int = 0,
- OptionSelfCloseLocalID: str = '', ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '',
- StatusMsg: str = '', reserve1: str = '', BranchID: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', InstrumentID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', OptionSelfCloseActionRef: int = 0,
+ OptionSelfCloseRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0,
+ ExchangeID: str = '', OptionSelfCloseSysID: str = '', ActionFlag: str = '', ActionDate: str = '',
+ ActionTime: str = '', TraderID: str = '', InstallID: int = 0, OptionSelfCloseLocalID: str = '',
+ ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '',
+ OrderActionStatus: str = '', UserID: str = '', StatusMsg: str = '', reserve1: str = '',
+ BranchID: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '',
+ InstrumentID: str = '', IPAddress: str = ''):
super(OptionSelfCloseActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -6090,7 +6387,8 @@ class QryOptionSelfCloseField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', OptionSelfCloseSysID: str = '', InsertTimeStart: str = '', InsertTimeEnd: str = '',
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ OptionSelfCloseSysID: str = '', InsertTimeStart: str = '', InsertTimeEnd: str = '',
InstrumentID: str = ''):
super(QryOptionSelfCloseField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
@@ -6136,10 +6434,14 @@ class ExchangeOptionSelfCloseField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '', HedgeFlag: str = '', OptSelfCloseFlag: str = '', OptionSelfCloseLocalID: str = '', ExchangeID: str = '',
- ParticipantID: str = '', ClientID: str = '', reserve1: str = '', TraderID: str = '', InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0, TradingDay: str = '',
- SettlementID: int = 0, OptionSelfCloseSysID: str = '', InsertDate: str = '', InsertTime: str = '', CancelTime: str = '', ExecResult: str = '', ClearingPartID: str = '',
- SequenceNo: int = 0, BranchID: str = '', reserve2: str = '', MacAddress: str = '', ExchangeInstID: str = '', IPAddress: str = ''):
+ def __init__(self, Volume: int = 0, RequestID: int = 0, BusinessUnit: str = '', HedgeFlag: str = '',
+ OptSelfCloseFlag: str = '', OptionSelfCloseLocalID: str = '', ExchangeID: str = '',
+ ParticipantID: str = '', ClientID: str = '', reserve1: str = '', TraderID: str = '',
+ InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0, TradingDay: str = '',
+ SettlementID: int = 0, OptionSelfCloseSysID: str = '', InsertDate: str = '', InsertTime: str = '',
+ CancelTime: str = '', ExecResult: str = '', ClearingPartID: str = '', SequenceNo: int = 0,
+ BranchID: str = '', reserve2: str = '', MacAddress: str = '', ExchangeInstID: str = '',
+ IPAddress: str = ''):
super(ExchangeOptionSelfCloseField, self).__init__()
self.Volume = int(Volume)
self.RequestID = int(RequestID)
@@ -6212,9 +6514,12 @@ class ExchangeOptionSelfCloseActionField(Base):
('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码
]
- def __init__(self, ExchangeID: str = '', OptionSelfCloseSysID: str = '', ActionFlag: str = '', ActionDate: str = '', ActionTime: str = '', TraderID: str = '', InstallID: int = 0,
- OptionSelfCloseLocalID: str = '', ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '',
- BranchID: str = '', reserve1: str = '', MacAddress: str = '', reserve2: str = '', OptSelfCloseFlag: str = '', IPAddress: str = '', ExchangeInstID: str = ''):
+ def __init__(self, ExchangeID: str = '', OptionSelfCloseSysID: str = '', ActionFlag: str = '', ActionDate: str = '',
+ ActionTime: str = '', TraderID: str = '', InstallID: int = 0, OptionSelfCloseLocalID: str = '',
+ ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '',
+ OrderActionStatus: str = '', UserID: str = '', BranchID: str = '', reserve1: str = '',
+ MacAddress: str = '', reserve2: str = '', OptSelfCloseFlag: str = '', IPAddress: str = '',
+ ExchangeInstID: str = ''):
super(ExchangeOptionSelfCloseActionField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.OptionSelfCloseSysID = self._to_bytes(OptionSelfCloseSysID)
@@ -6255,7 +6560,8 @@ class SyncDelaySwapField(Base):
('IsAllRemainSetZero', ctypes.c_int), # 是否将所有外币的剩余换汇额度设置为0
]
- def __init__(self, DelaySwapSeqNo: str = '', BrokerID: str = '', InvestorID: str = '', FromCurrencyID: str = '', FromAmount: float = 0.0, FromFrozenSwap: float = 0.0, FromRemainSwap: float = 0.0,
+ def __init__(self, DelaySwapSeqNo: str = '', BrokerID: str = '', InvestorID: str = '', FromCurrencyID: str = '',
+ FromAmount: float = 0.0, FromFrozenSwap: float = 0.0, FromRemainSwap: float = 0.0,
ToCurrencyID: str = '', ToAmount: float = 0.0, IsManualSwap: int = 0, IsAllRemainSetZero: int = 0):
super(SyncDelaySwapField, self).__init__()
self.DelaySwapSeqNo = self._to_bytes(DelaySwapSeqNo)
@@ -6298,8 +6604,9 @@ class InvestUnitField(Base):
('CurrencyID', ctypes.c_char * 4), # 币种代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', InvestUnitID: str = '', InvestorUnitName: str = '', InvestorGroupID: str = '', CommModelID: str = '', MarginModelID: str = '',
- AccountID: str = '', CurrencyID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', InvestUnitID: str = '', InvestorUnitName: str = '',
+ InvestorGroupID: str = '', CommModelID: str = '', MarginModelID: str = '', AccountID: str = '',
+ CurrencyID: str = ''):
super(InvestUnitField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -6337,7 +6644,8 @@ class SecAgentCheckModeField(Base):
('CheckSelfAccount', ctypes.c_int), # 是否需要校验自己的资金账户
]
- def __init__(self, InvestorID: str = '', BrokerID: str = '', CurrencyID: str = '', BrokerSecAgentID: str = '', CheckSelfAccount: int = 0):
+ def __init__(self, InvestorID: str = '', BrokerID: str = '', CurrencyID: str = '', BrokerSecAgentID: str = '',
+ CheckSelfAccount: int = 0):
super(SecAgentCheckModeField, self).__init__()
self.InvestorID = self._to_bytes(InvestorID)
self.BrokerID = self._to_bytes(BrokerID)
@@ -6355,7 +6663,8 @@ class SecAgentTradeInfoField(Base):
('LongCustomerName', ctypes.c_char * 161), # 二级代理商姓名
]
- def __init__(self, BrokerID: str = '', BrokerSecAgentID: str = '', InvestorID: str = '', LongCustomerName: str = ''):
+ def __init__(self, BrokerID: str = '', BrokerSecAgentID: str = '', InvestorID: str = '',
+ LongCustomerName: str = ''):
super(SecAgentTradeInfoField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.BrokerSecAgentID = self._to_bytes(BrokerSecAgentID)
@@ -6393,9 +6702,12 @@ class MarketDataField(Base):
('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码
]
- def __init__(self, TradingDay: str = '', reserve1: str = '', ExchangeID: str = '', reserve2: str = '', LastPrice: float = 0.0, PreSettlementPrice: float = 0.0, PreClosePrice: float = 0.0,
- PreOpenInterest: float = 0.0, OpenPrice: float = 0.0, HighestPrice: float = 0.0, LowestPrice: float = 0.0, Volume: int = 0, Turnover: float = 0.0, OpenInterest: float = 0.0,
- ClosePrice: float = 0.0, SettlementPrice: float = 0.0, UpperLimitPrice: float = 0.0, LowerLimitPrice: float = 0.0, PreDelta: float = 0.0, CurrDelta: float = 0.0, UpdateTime: str = '',
+ def __init__(self, TradingDay: str = '', reserve1: str = '', ExchangeID: str = '', reserve2: str = '',
+ LastPrice: float = 0.0, PreSettlementPrice: float = 0.0, PreClosePrice: float = 0.0,
+ PreOpenInterest: float = 0.0, OpenPrice: float = 0.0, HighestPrice: float = 0.0,
+ LowestPrice: float = 0.0, Volume: int = 0, Turnover: float = 0.0, OpenInterest: float = 0.0,
+ ClosePrice: float = 0.0, SettlementPrice: float = 0.0, UpperLimitPrice: float = 0.0,
+ LowerLimitPrice: float = 0.0, PreDelta: float = 0.0, CurrDelta: float = 0.0, UpdateTime: str = '',
UpdateMillisec: int = 0, ActionDay: str = '', InstrumentID: str = '', ExchangeInstID: str = ''):
super(MarketDataField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
@@ -6435,7 +6747,8 @@ class MarketDataBaseField(Base):
('PreDelta', ctypes.c_double), # 昨虚实度
]
- def __init__(self, TradingDay: str = '', PreSettlementPrice: float = 0.0, PreClosePrice: float = 0.0, PreOpenInterest: float = 0.0, PreDelta: float = 0.0):
+ def __init__(self, TradingDay: str = '', PreSettlementPrice: float = 0.0, PreClosePrice: float = 0.0,
+ PreOpenInterest: float = 0.0, PreDelta: float = 0.0):
super(MarketDataBaseField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.PreSettlementPrice = float(PreSettlementPrice)
@@ -6457,7 +6770,8 @@ class MarketDataStaticField(Base):
('CurrDelta', ctypes.c_double), # 今虚实度
]
- def __init__(self, OpenPrice: float = 0.0, HighestPrice: float = 0.0, LowestPrice: float = 0.0, ClosePrice: float = 0.0, UpperLimitPrice: float = 0.0, LowerLimitPrice: float = 0.0,
+ def __init__(self, OpenPrice: float = 0.0, HighestPrice: float = 0.0, LowestPrice: float = 0.0,
+ ClosePrice: float = 0.0, UpperLimitPrice: float = 0.0, LowerLimitPrice: float = 0.0,
SettlementPrice: float = 0.0, CurrDelta: float = 0.0):
super(MarketDataStaticField, self).__init__()
self.OpenPrice = float(OpenPrice)
@@ -6582,7 +6896,8 @@ class MarketDataUpdateTimeField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, reserve1: str = '', UpdateTime: str = '', UpdateMillisec: int = 0, ActionDay: str = '', InstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', UpdateTime: str = '', UpdateMillisec: int = 0, ActionDay: str = '',
+ InstrumentID: str = ''):
super(MarketDataUpdateTimeField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.UpdateTime = self._to_bytes(UpdateTime)
@@ -6643,8 +6958,9 @@ class InstrumentStatusField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, ExchangeID: str = '', reserve1: str = '', SettlementGroupID: str = '', reserve2: str = '', InstrumentStatus: str = '', TradingSegmentSN: int = 0, EnterTime: str = '',
- EnterReason: str = '', ExchangeInstID: str = '', InstrumentID: str = ''):
+ def __init__(self, ExchangeID: str = '', reserve1: str = '', SettlementGroupID: str = '', reserve2: str = '',
+ InstrumentStatus: str = '', TradingSegmentSN: int = 0, EnterTime: str = '', EnterReason: str = '',
+ ExchangeInstID: str = '', InstrumentID: str = ''):
super(InstrumentStatusField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.reserve1 = self._to_bytes(reserve1)
@@ -6700,7 +7016,8 @@ class PositionProfitAlgorithmField(Base):
('CurrencyID', ctypes.c_char * 4), # 币种代码
]
- def __init__(self, BrokerID: str = '', AccountID: str = '', Algorithm: str = '', Memo: str = '', CurrencyID: str = ''):
+ def __init__(self, BrokerID: str = '', AccountID: str = '', Algorithm: str = '', Memo: str = '',
+ CurrencyID: str = ''):
super(PositionProfitAlgorithmField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.AccountID = self._to_bytes(AccountID)
@@ -6767,7 +7084,8 @@ class QryInvestorPositionDetailField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ InvestUnitID: str = '', InstrumentID: str = ''):
super(QryInvestorPositionDetailField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -6813,11 +7131,15 @@ class InvestorPositionDetailField(Base):
('CombInstrumentID', ctypes.c_char * 81), # 组合合约代码
]
- def __init__(self, reserve1: str = '', BrokerID: str = '', InvestorID: str = '', HedgeFlag: str = '', Direction: str = '', OpenDate: str = '', TradeID: str = '', Volume: int = 0,
- OpenPrice: float = 0.0, TradingDay: str = '', SettlementID: int = 0, TradeType: str = '', reserve2: str = '', ExchangeID: str = '', CloseProfitByDate: float = 0.0,
- CloseProfitByTrade: float = 0.0, PositionProfitByDate: float = 0.0, PositionProfitByTrade: float = 0.0, Margin: float = 0.0, ExchMargin: float = 0.0, MarginRateByMoney: float = 0.0,
- MarginRateByVolume: float = 0.0, LastSettlementPrice: float = 0.0, SettlementPrice: float = 0.0, CloseVolume: int = 0, CloseAmount: float = 0.0, TimeFirstVolume: int = 0,
- InvestUnitID: str = '', SpecPosiType: str = '', InstrumentID: str = '', CombInstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', BrokerID: str = '', InvestorID: str = '', HedgeFlag: str = '',
+ Direction: str = '', OpenDate: str = '', TradeID: str = '', Volume: int = 0, OpenPrice: float = 0.0,
+ TradingDay: str = '', SettlementID: int = 0, TradeType: str = '', reserve2: str = '',
+ ExchangeID: str = '', CloseProfitByDate: float = 0.0, CloseProfitByTrade: float = 0.0,
+ PositionProfitByDate: float = 0.0, PositionProfitByTrade: float = 0.0, Margin: float = 0.0,
+ ExchMargin: float = 0.0, MarginRateByMoney: float = 0.0, MarginRateByVolume: float = 0.0,
+ LastSettlementPrice: float = 0.0, SettlementPrice: float = 0.0, CloseVolume: int = 0,
+ CloseAmount: float = 0.0, TimeFirstVolume: int = 0, InvestUnitID: str = '', SpecPosiType: str = '',
+ InstrumentID: str = '', CombInstrumentID: str = ''):
super(InvestorPositionDetailField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.BrokerID = self._to_bytes(BrokerID)
@@ -6894,9 +7216,12 @@ class MDTraderOfferField(Base):
('OrderCancelAlg', ctypes.c_char), # 撤单时选择席位算法
]
- def __init__(self, ExchangeID: str = '', TraderID: str = '', ParticipantID: str = '', Password: str = '', InstallID: int = 0, OrderLocalID: str = '', TraderConnectStatus: str = '',
- ConnectRequestDate: str = '', ConnectRequestTime: str = '', LastReportDate: str = '', LastReportTime: str = '', ConnectDate: str = '', ConnectTime: str = '', StartDate: str = '',
- StartTime: str = '', TradingDay: str = '', BrokerID: str = '', MaxTradeID: str = '', MaxOrderMessageReference: str = '', OrderCancelAlg: str = ''):
+ def __init__(self, ExchangeID: str = '', TraderID: str = '', ParticipantID: str = '', Password: str = '',
+ InstallID: int = 0, OrderLocalID: str = '', TraderConnectStatus: str = '',
+ ConnectRequestDate: str = '', ConnectRequestTime: str = '', LastReportDate: str = '',
+ LastReportTime: str = '', ConnectDate: str = '', ConnectTime: str = '', StartDate: str = '',
+ StartTime: str = '', TradingDay: str = '', BrokerID: str = '', MaxTradeID: str = '',
+ MaxOrderMessageReference: str = '', OrderCancelAlg: str = ''):
super(MDTraderOfferField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.TraderID = self._to_bytes(TraderID)
@@ -7021,8 +7346,10 @@ class BrokerWithdrawAlgorithmField(Base):
('BalanceAlgorithm', ctypes.c_char), # 权益算法
]
- def __init__(self, BrokerID: str = '', WithdrawAlgorithm: str = '', UsingRatio: float = 0.0, IncludeCloseProfit: str = '', AllWithoutTrade: str = '', AvailIncludeCloseProfit: str = '',
- IsBrokerUserEvent: int = 0, CurrencyID: str = '', FundMortgageRatio: float = 0.0, BalanceAlgorithm: str = ''):
+ def __init__(self, BrokerID: str = '', WithdrawAlgorithm: str = '', UsingRatio: float = 0.0,
+ IncludeCloseProfit: str = '', AllWithoutTrade: str = '', AvailIncludeCloseProfit: str = '',
+ IsBrokerUserEvent: int = 0, CurrencyID: str = '', FundMortgageRatio: float = 0.0,
+ BalanceAlgorithm: str = ''):
super(BrokerWithdrawAlgorithmField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.WithdrawAlgorithm = self._to_bytes(WithdrawAlgorithm)
@@ -7063,7 +7390,8 @@ class TradingAccountPasswordUpdateField(Base):
('CurrencyID', ctypes.c_char * 4), # 币种代码
]
- def __init__(self, BrokerID: str = '', AccountID: str = '', OldPassword: str = '', NewPassword: str = '', CurrencyID: str = ''):
+ def __init__(self, BrokerID: str = '', AccountID: str = '', OldPassword: str = '', NewPassword: str = '',
+ CurrencyID: str = ''):
super(TradingAccountPasswordUpdateField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.AccountID = self._to_bytes(AccountID)
@@ -7082,7 +7410,8 @@ class QryCombinationLegField(Base):
('LegInstrumentID', ctypes.c_char * 81), # 单腿合约代码
]
- def __init__(self, reserve1: str = '', LegID: int = 0, reserve2: str = '', CombInstrumentID: str = '', LegInstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', LegID: int = 0, reserve2: str = '', CombInstrumentID: str = '',
+ LegInstrumentID: str = ''):
super(QryCombinationLegField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.LegID = int(LegID)
@@ -7115,7 +7444,8 @@ class CombinationLegField(Base):
('LegInstrumentID', ctypes.c_char * 81), # 单腿合约代码
]
- def __init__(self, reserve1: str = '', LegID: int = 0, reserve2: str = '', Direction: str = '', LegMultiple: int = 0, ImplyLevel: int = 0, CombInstrumentID: str = '', LegInstrumentID: str = ''):
+ def __init__(self, reserve1: str = '', LegID: int = 0, reserve2: str = '', Direction: str = '',
+ LegMultiple: int = 0, ImplyLevel: int = 0, CombInstrumentID: str = '', LegInstrumentID: str = ''):
super(CombinationLegField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.LegID = int(LegID)
@@ -7170,8 +7500,9 @@ class LinkManField(Base):
('PersonFullName', ctypes.c_char * 101), # 全称
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', PersonType: str = '', IdentifiedCardType: str = '', IdentifiedCardNo: str = '', PersonName: str = '', Telephone: str = '',
- Address: str = '', ZipCode: str = '', Priority: int = 0, UOAZipCode: str = '', PersonFullName: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', PersonType: str = '', IdentifiedCardType: str = '',
+ IdentifiedCardNo: str = '', PersonName: str = '', Telephone: str = '', Address: str = '',
+ ZipCode: str = '', Priority: int = 0, UOAZipCode: str = '', PersonFullName: str = ''):
super(LinkManField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -7215,10 +7546,13 @@ class BrokerUserEventField(Base):
('InvestorID', ctypes.c_char * 13), # 投资者代码
('reserve1', ctypes.c_char * 31), # 保留的无效字段
('InstrumentID', ctypes.c_char * 81), # 合约代码
+ ('DRIdentityID', ctypes.c_int), # 交易中心代码
+ ('TradingDay', ctypes.c_char * 9), # 交易日
]
- def __init__(self, BrokerID: str = '', UserID: str = '', UserEventType: str = '', EventSequenceNo: int = 0, EventDate: str = '', EventTime: str = '', UserEventInfo: str = '', InvestorID: str = '',
- reserve1: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', UserID: str = '', UserEventType: str = '', EventSequenceNo: int = 0,
+ EventDate: str = '', EventTime: str = '', UserEventInfo: str = '', InvestorID: str = '',
+ reserve1: str = '', InstrumentID: str = '', DRIdentityID: int = 0, TradingDay: str = ''):
super(BrokerUserEventField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
@@ -7230,6 +7564,8 @@ def __init__(self, BrokerID: str = '', UserID: str = '', UserEventType: str = ''
self.InvestorID = self._to_bytes(InvestorID)
self.reserve1 = self._to_bytes(reserve1)
self.InstrumentID = self._to_bytes(InstrumentID)
+ self.DRIdentityID = int(DRIdentityID)
+ self.TradingDay = self._to_bytes(TradingDay)
class QryContractBankField(Base):
@@ -7292,10 +7628,12 @@ class InvestorPositionCombineDetailField(Base):
('CombInstrumentID', ctypes.c_char * 81), # 组合持仓合约编码
]
- def __init__(self, TradingDay: str = '', OpenDate: str = '', ExchangeID: str = '', SettlementID: int = 0, BrokerID: str = '', InvestorID: str = '', ComTradeID: str = '', TradeID: str = '',
- reserve1: str = '', HedgeFlag: str = '', Direction: str = '', TotalAmt: int = 0, Margin: float = 0.0, ExchMargin: float = 0.0, MarginRateByMoney: float = 0.0,
- MarginRateByVolume: float = 0.0, LegID: int = 0, LegMultiple: int = 0, reserve2: str = '', TradeGroupID: int = 0, InvestUnitID: str = '', InstrumentID: str = '',
- CombInstrumentID: str = ''):
+ def __init__(self, TradingDay: str = '', OpenDate: str = '', ExchangeID: str = '', SettlementID: int = 0,
+ BrokerID: str = '', InvestorID: str = '', ComTradeID: str = '', TradeID: str = '', reserve1: str = '',
+ HedgeFlag: str = '', Direction: str = '', TotalAmt: int = 0, Margin: float = 0.0,
+ ExchMargin: float = 0.0, MarginRateByMoney: float = 0.0, MarginRateByVolume: float = 0.0,
+ LegID: int = 0, LegMultiple: int = 0, reserve2: str = '', TradeGroupID: int = 0,
+ InvestUnitID: str = '', InstrumentID: str = '', CombInstrumentID: str = ''):
super(InvestorPositionCombineDetailField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.OpenDate = self._to_bytes(OpenDate)
@@ -7346,7 +7684,7 @@ class ParkedOrderField(Base):
('IsAutoSuspend', ctypes.c_int), # 自动挂起标志
('BusinessUnit', ctypes.c_char * 21), # 业务单元
('RequestID', ctypes.c_int), # 请求编号
- ('UserForceClose', ctypes.c_int), # 用户强评标志
+ ('UserForceClose', ctypes.c_int), # 用户强平标志
('ExchangeID', ctypes.c_char * 9), # 交易所代码
('ParkedOrderID', ctypes.c_char * 13), # 预埋报单编号
('UserType', ctypes.c_char), # 用户类型
@@ -7364,11 +7702,16 @@ class ParkedOrderField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OrderRef: str = '', UserID: str = '', OrderPriceType: str = '', Direction: str = '', CombOffsetFlag: str = '',
- CombHedgeFlag: str = '', LimitPrice: float = 0.0, VolumeTotalOriginal: int = 0, TimeCondition: str = '', GTDDate: str = '', VolumeCondition: str = '', MinVolume: int = 0,
- ContingentCondition: str = '', StopPrice: float = 0.0, ForceCloseReason: str = '', IsAutoSuspend: int = 0, BusinessUnit: str = '', RequestID: int = 0, UserForceClose: int = 0,
- ExchangeID: str = '', ParkedOrderID: str = '', UserType: str = '', Status: str = '', ErrorID: int = 0, ErrorMsg: str = '', IsSwapOrder: int = 0, AccountID: str = '',
- CurrencyID: str = '', ClientID: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', InstrumentID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OrderRef: str = '',
+ UserID: str = '', OrderPriceType: str = '', Direction: str = '', CombOffsetFlag: str = '',
+ CombHedgeFlag: str = '', LimitPrice: float = 0.0, VolumeTotalOriginal: int = 0,
+ TimeCondition: str = '', GTDDate: str = '', VolumeCondition: str = '', MinVolume: int = 0,
+ ContingentCondition: str = '', StopPrice: float = 0.0, ForceCloseReason: str = '',
+ IsAutoSuspend: int = 0, BusinessUnit: str = '', RequestID: int = 0, UserForceClose: int = 0,
+ ExchangeID: str = '', ParkedOrderID: str = '', UserType: str = '', Status: str = '', ErrorID: int = 0,
+ ErrorMsg: str = '', IsSwapOrder: int = 0, AccountID: str = '', CurrencyID: str = '',
+ ClientID: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '',
+ InstrumentID: str = '', IPAddress: str = ''):
super(ParkedOrderField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -7438,9 +7781,12 @@ class ParkedOrderActionField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int = 0, OrderRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '',
- OrderSysID: str = '', ActionFlag: str = '', LimitPrice: float = 0.0, VolumeChange: int = 0, UserID: str = '', reserve1: str = '', ParkedOrderActionID: str = '', UserType: str = '',
- Status: str = '', ErrorID: int = 0, ErrorMsg: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', InstrumentID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int = 0, OrderRef: str = '',
+ RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '', OrderSysID: str = '',
+ ActionFlag: str = '', LimitPrice: float = 0.0, VolumeChange: int = 0, UserID: str = '',
+ reserve1: str = '', ParkedOrderActionID: str = '', UserType: str = '', Status: str = '',
+ ErrorID: int = 0, ErrorMsg: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '',
+ InstrumentID: str = '', IPAddress: str = ''):
super(ParkedOrderActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -7479,7 +7825,8 @@ class QryParkedOrderField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ InvestUnitID: str = '', InstrumentID: str = ''):
super(QryParkedOrderField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -7500,7 +7847,8 @@ class QryParkedOrderActionField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ InvestUnitID: str = '', InstrumentID: str = ''):
super(QryParkedOrderActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -7555,7 +7903,8 @@ class InvestorWithdrawAlgorithmField(Base):
('FundMortgageRatio', ctypes.c_double), # 货币质押比率
]
- def __init__(self, BrokerID: str = '', InvestorRange: str = '', InvestorID: str = '', UsingRatio: float = 0.0, CurrencyID: str = '', FundMortgageRatio: float = 0.0):
+ def __init__(self, BrokerID: str = '', InvestorRange: str = '', InvestorID: str = '', UsingRatio: float = 0.0,
+ CurrencyID: str = '', FundMortgageRatio: float = 0.0):
super(InvestorWithdrawAlgorithmField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -7576,7 +7925,8 @@ class QryInvestorPositionCombineDetailField(Base):
('CombInstrumentID', ctypes.c_char * 81), # 组合持仓合约编码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '', InvestUnitID: str = '', CombInstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', ExchangeID: str = '',
+ InvestUnitID: str = '', CombInstrumentID: str = ''):
super(QryInvestorPositionCombineDetailField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -7624,7 +7974,8 @@ class UserIPField(Base):
('IPMask', ctypes.c_char * 33), # IP地址掩码
]
- def __init__(self, BrokerID: str = '', UserID: str = '', reserve1: str = '', reserve2: str = '', MacAddress: str = '', IPAddress: str = '', IPMask: str = ''):
+ def __init__(self, BrokerID: str = '', UserID: str = '', reserve1: str = '', reserve2: str = '',
+ MacAddress: str = '', IPAddress: str = '', IPMask: str = ''):
super(UserIPField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
@@ -7647,7 +7998,8 @@ class TradingNoticeInfoField(Base):
('InvestUnitID', ctypes.c_char * 17), # 投资单元代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', SendTime: str = '', FieldContent: str = '', SequenceSeries: int = 0, SequenceNo: int = 0, InvestUnitID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', SendTime: str = '', FieldContent: str = '',
+ SequenceSeries: int = 0, SequenceNo: int = 0, InvestUnitID: str = ''):
super(TradingNoticeInfoField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -7672,7 +8024,8 @@ class TradingNoticeField(Base):
('InvestUnitID', ctypes.c_char * 17), # 投资单元代码
]
- def __init__(self, BrokerID: str = '', InvestorRange: str = '', InvestorID: str = '', SequenceSeries: int = 0, UserID: str = '', SendTime: str = '', SequenceNo: int = 0, FieldContent: str = '',
+ def __init__(self, BrokerID: str = '', InvestorRange: str = '', InvestorID: str = '', SequenceSeries: int = 0,
+ UserID: str = '', SendTime: str = '', SequenceNo: int = 0, FieldContent: str = '',
InvestUnitID: str = ''):
super(TradingNoticeField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
@@ -7738,7 +8091,7 @@ class ErrOrderField(Base):
('IsAutoSuspend', ctypes.c_int), # 自动挂起标志
('BusinessUnit', ctypes.c_char * 21), # 业务单元
('RequestID', ctypes.c_int), # 请求编号
- ('UserForceClose', ctypes.c_int), # 用户强评标志
+ ('UserForceClose', ctypes.c_int), # 用户强平标志
('ErrorID', ctypes.c_int), # 错误代码
('ErrorMsg', ctypes.c_char * 81), # 错误信息
('IsSwapOrder', ctypes.c_int), # 互换单标志
@@ -7751,13 +8104,20 @@ class ErrOrderField(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
- ]
-
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OrderRef: str = '', UserID: str = '', OrderPriceType: str = '', Direction: str = '', CombOffsetFlag: str = '',
- CombHedgeFlag: str = '', LimitPrice: float = 0.0, VolumeTotalOriginal: int = 0, TimeCondition: str = '', GTDDate: str = '', VolumeCondition: str = '', MinVolume: int = 0,
- ContingentCondition: str = '', StopPrice: float = 0.0, ForceCloseReason: str = '', IsAutoSuspend: int = 0, BusinessUnit: str = '', RequestID: int = 0, UserForceClose: int = 0,
- ErrorID: int = 0, ErrorMsg: str = '', IsSwapOrder: int = 0, ExchangeID: str = '', InvestUnitID: str = '', AccountID: str = '', CurrencyID: str = '', ClientID: str = '',
- reserve2: str = '', MacAddress: str = '', InstrumentID: str = '', IPAddress: str = ''):
+ ('OrderMemo', ctypes.c_char * 13), # 报单回显字段
+ ('SessionReqSeq', ctypes.c_int), # session上请求计数 api自动维护
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OrderRef: str = '',
+ UserID: str = '', OrderPriceType: str = '', Direction: str = '', CombOffsetFlag: str = '',
+ CombHedgeFlag: str = '', LimitPrice: float = 0.0, VolumeTotalOriginal: int = 0,
+ TimeCondition: str = '', GTDDate: str = '', VolumeCondition: str = '', MinVolume: int = 0,
+ ContingentCondition: str = '', StopPrice: float = 0.0, ForceCloseReason: str = '',
+ IsAutoSuspend: int = 0, BusinessUnit: str = '', RequestID: int = 0, UserForceClose: int = 0,
+ ErrorID: int = 0, ErrorMsg: str = '', IsSwapOrder: int = 0, ExchangeID: str = '',
+ InvestUnitID: str = '', AccountID: str = '', CurrencyID: str = '', ClientID: str = '',
+ reserve2: str = '', MacAddress: str = '', InstrumentID: str = '', IPAddress: str = '',
+ OrderMemo: str = '', SessionReqSeq: int = 0):
super(ErrOrderField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -7793,6 +8153,8 @@ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '',
self.MacAddress = self._to_bytes(MacAddress)
self.InstrumentID = self._to_bytes(InstrumentID)
self.IPAddress = self._to_bytes(IPAddress)
+ self.OrderMemo = self._to_bytes(OrderMemo)
+ self.SessionReqSeq = int(SessionReqSeq)
class ErrorConditionalOrderField(Base):
@@ -7849,7 +8211,7 @@ class ErrorConditionalOrderField(Base):
('SessionID', ctypes.c_int), # 会话编号
('UserProductInfo', ctypes.c_char * 11), # 用户端产品信息
('StatusMsg', ctypes.c_char * 81), # 状态信息
- ('UserForceClose', ctypes.c_int), # 用户强评标志
+ ('UserForceClose', ctypes.c_int), # 用户强平标志
('ActiveUserID', ctypes.c_char * 16), # 操作用户代码
('BrokerOrderSeq', ctypes.c_int), # 经纪公司报单编号
('RelativeOrderSysID', ctypes.c_char * 21), # 相关报单
@@ -7868,15 +8230,24 @@ class ErrorConditionalOrderField(Base):
('IPAddress', ctypes.c_char * 33), # IP地址
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OrderRef: str = '', UserID: str = '', OrderPriceType: str = '', Direction: str = '', CombOffsetFlag: str = '',
- CombHedgeFlag: str = '', LimitPrice: float = 0.0, VolumeTotalOriginal: int = 0, TimeCondition: str = '', GTDDate: str = '', VolumeCondition: str = '', MinVolume: int = 0,
- ContingentCondition: str = '', StopPrice: float = 0.0, ForceCloseReason: str = '', IsAutoSuspend: int = 0, BusinessUnit: str = '', RequestID: int = 0, OrderLocalID: str = '',
- ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', reserve2: str = '', TraderID: str = '', InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0,
- TradingDay: str = '', SettlementID: int = 0, OrderSysID: str = '', OrderSource: str = '', OrderStatus: str = '', OrderType: str = '', VolumeTraded: int = 0, VolumeTotal: int = 0,
- InsertDate: str = '', InsertTime: str = '', ActiveTime: str = '', SuspendTime: str = '', UpdateTime: str = '', CancelTime: str = '', ActiveTraderID: str = '',
- ClearingPartID: str = '', SequenceNo: int = 0, FrontID: int = 0, SessionID: int = 0, UserProductInfo: str = '', StatusMsg: str = '', UserForceClose: int = 0, ActiveUserID: str = '',
- BrokerOrderSeq: int = 0, RelativeOrderSysID: str = '', ZCETotalTradedVolume: int = 0, ErrorID: int = 0, ErrorMsg: str = '', IsSwapOrder: int = 0, BranchID: str = '',
- InvestUnitID: str = '', AccountID: str = '', CurrencyID: str = '', reserve3: str = '', MacAddress: str = '', InstrumentID: str = '', ExchangeInstID: str = '', IPAddress: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', OrderRef: str = '',
+ UserID: str = '', OrderPriceType: str = '', Direction: str = '', CombOffsetFlag: str = '',
+ CombHedgeFlag: str = '', LimitPrice: float = 0.0, VolumeTotalOriginal: int = 0,
+ TimeCondition: str = '', GTDDate: str = '', VolumeCondition: str = '', MinVolume: int = 0,
+ ContingentCondition: str = '', StopPrice: float = 0.0, ForceCloseReason: str = '',
+ IsAutoSuspend: int = 0, BusinessUnit: str = '', RequestID: int = 0, OrderLocalID: str = '',
+ ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', reserve2: str = '',
+ TraderID: str = '', InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0,
+ TradingDay: str = '', SettlementID: int = 0, OrderSysID: str = '', OrderSource: str = '',
+ OrderStatus: str = '', OrderType: str = '', VolumeTraded: int = 0, VolumeTotal: int = 0,
+ InsertDate: str = '', InsertTime: str = '', ActiveTime: str = '', SuspendTime: str = '',
+ UpdateTime: str = '', CancelTime: str = '', ActiveTraderID: str = '', ClearingPartID: str = '',
+ SequenceNo: int = 0, FrontID: int = 0, SessionID: int = 0, UserProductInfo: str = '',
+ StatusMsg: str = '', UserForceClose: int = 0, ActiveUserID: str = '', BrokerOrderSeq: int = 0,
+ RelativeOrderSysID: str = '', ZCETotalTradedVolume: int = 0, ErrorID: int = 0, ErrorMsg: str = '',
+ IsSwapOrder: int = 0, BranchID: str = '', InvestUnitID: str = '', AccountID: str = '',
+ CurrencyID: str = '', reserve3: str = '', MacAddress: str = '', InstrumentID: str = '',
+ ExchangeInstID: str = '', IPAddress: str = ''):
super(ErrorConditionalOrderField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -7997,13 +8368,19 @@ class ErrOrderActionField(Base):
('ErrorMsg', ctypes.c_char * 81), # 错误信息
('InstrumentID', ctypes.c_char * 81), # 合约代码
('IPAddress', ctypes.c_char * 33), # IP地址
- ]
-
- def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int = 0, OrderRef: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '',
- OrderSysID: str = '', ActionFlag: str = '', LimitPrice: float = 0.0, VolumeChange: int = 0, ActionDate: str = '', ActionTime: str = '', TraderID: str = '', InstallID: int = 0,
- OrderLocalID: str = '', ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '', OrderActionStatus: str = '', UserID: str = '',
- StatusMsg: str = '', reserve1: str = '', BranchID: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', ErrorID: int = 0, ErrorMsg: str = '',
- InstrumentID: str = '', IPAddress: str = ''):
+ ('OrderMemo', ctypes.c_char * 13), # 报单回显字段
+ ('SessionReqSeq', ctypes.c_int), # session上请求计数 api自动维护
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int = 0, OrderRef: str = '',
+ RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, ExchangeID: str = '', OrderSysID: str = '',
+ ActionFlag: str = '', LimitPrice: float = 0.0, VolumeChange: int = 0, ActionDate: str = '',
+ ActionTime: str = '', TraderID: str = '', InstallID: int = 0, OrderLocalID: str = '',
+ ActionLocalID: str = '', ParticipantID: str = '', ClientID: str = '', BusinessUnit: str = '',
+ OrderActionStatus: str = '', UserID: str = '', StatusMsg: str = '', reserve1: str = '',
+ BranchID: str = '', InvestUnitID: str = '', reserve2: str = '', MacAddress: str = '', ErrorID: int = 0,
+ ErrorMsg: str = '', InstrumentID: str = '', IPAddress: str = '', OrderMemo: str = '',
+ SessionReqSeq: int = 0):
super(ErrOrderActionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -8038,6 +8415,8 @@ def __init__(self, BrokerID: str = '', InvestorID: str = '', OrderActionRef: int
self.ErrorMsg = self._to_bytes(ErrorMsg)
self.InstrumentID = self._to_bytes(InstrumentID)
self.IPAddress = self._to_bytes(IPAddress)
+ self.OrderMemo = self._to_bytes(OrderMemo)
+ self.SessionReqSeq = int(SessionReqSeq)
class QryExchangeSequenceField(Base):
@@ -8082,7 +8461,8 @@ class QryMaxOrderVolumeWithPriceField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', Direction: str = '', OffsetFlag: str = '', HedgeFlag: str = '', MaxVolume: int = 0, Price: float = 0.0,
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', Direction: str = '',
+ OffsetFlag: str = '', HedgeFlag: str = '', MaxVolume: int = 0, Price: float = 0.0,
ExchangeID: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
super(QryMaxOrderVolumeWithPriceField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
@@ -8128,8 +8508,9 @@ class BrokerTradingParamsField(Base):
('AccountID', ctypes.c_char * 13), # 投资者帐号
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', MarginPriceType: str = '', Algorithm: str = '', AvailIncludeCloseProfit: str = '', CurrencyID: str = '',
- OptionRoyaltyPriceType: str = '', AccountID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', MarginPriceType: str = '', Algorithm: str = '',
+ AvailIncludeCloseProfit: str = '', CurrencyID: str = '', OptionRoyaltyPriceType: str = '',
+ AccountID: str = ''):
super(BrokerTradingParamsField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -8170,8 +8551,8 @@ class BrokerTradingAlgosField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', ExchangeID: str = '', reserve1: str = '', HandlePositionAlgoID: str = '', FindMarginRateAlgoID: str = '', HandleTradingAccountAlgoID: str = '',
- InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', ExchangeID: str = '', reserve1: str = '', HandlePositionAlgoID: str = '',
+ FindMarginRateAlgoID: str = '', HandleTradingAccountAlgoID: str = '', InstrumentID: str = ''):
super(BrokerTradingAlgosField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.ExchangeID = self._to_bytes(ExchangeID)
@@ -8213,8 +8594,10 @@ class BrokerDepositField(Base):
('FrozenMargin', ctypes.c_double), # 冻结的保证金
]
- def __init__(self, TradingDay: str = '', BrokerID: str = '', ParticipantID: str = '', ExchangeID: str = '', PreBalance: float = 0.0, CurrMargin: float = 0.0, CloseProfit: float = 0.0,
- Balance: float = 0.0, Deposit: float = 0.0, Withdraw: float = 0.0, Available: float = 0.0, Reserve: float = 0.0, FrozenMargin: float = 0.0):
+ def __init__(self, TradingDay: str = '', BrokerID: str = '', ParticipantID: str = '', ExchangeID: str = '',
+ PreBalance: float = 0.0, CurrMargin: float = 0.0, CloseProfit: float = 0.0, Balance: float = 0.0,
+ Deposit: float = 0.0, Withdraw: float = 0.0, Available: float = 0.0, Reserve: float = 0.0,
+ FrozenMargin: float = 0.0):
super(BrokerDepositField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.BrokerID = self._to_bytes(BrokerID)
@@ -8254,7 +8637,8 @@ class CFMMCBrokerKeyField(Base):
('KeyKind', ctypes.c_char), # 动态密钥类型
]
- def __init__(self, BrokerID: str = '', ParticipantID: str = '', CreateDate: str = '', CreateTime: str = '', KeyID: int = 0, CurrentKey: str = '', KeyKind: str = ''):
+ def __init__(self, BrokerID: str = '', ParticipantID: str = '', CreateDate: str = '', CreateTime: str = '',
+ KeyID: int = 0, CurrentKey: str = '', KeyKind: str = ''):
super(CFMMCBrokerKeyField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.ParticipantID = self._to_bytes(ParticipantID)
@@ -8275,7 +8659,8 @@ class CFMMCTradingAccountKeyField(Base):
('CurrentKey', ctypes.c_char * 21), # 动态密钥
]
- def __init__(self, BrokerID: str = '', ParticipantID: str = '', AccountID: str = '', KeyID: int = 0, CurrentKey: str = ''):
+ def __init__(self, BrokerID: str = '', ParticipantID: str = '', AccountID: str = '', KeyID: int = 0,
+ CurrentKey: str = ''):
super(CFMMCTradingAccountKeyField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.ParticipantID = self._to_bytes(ParticipantID)
@@ -8310,7 +8695,8 @@ class BrokerUserOTPParamField(Base):
('OTPType', ctypes.c_char), # 动态令牌类型
]
- def __init__(self, BrokerID: str = '', UserID: str = '', OTPVendorsID: str = '', SerialNumber: str = '', AuthKey: str = '', LastDrift: int = 0, LastSuccess: int = 0, OTPType: str = ''):
+ def __init__(self, BrokerID: str = '', UserID: str = '', OTPVendorsID: str = '', SerialNumber: str = '',
+ AuthKey: str = '', LastDrift: int = 0, LastSuccess: int = 0, OTPType: str = ''):
super(BrokerUserOTPParamField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
@@ -8332,7 +8718,8 @@ class ManualSyncBrokerUserOTPField(Base):
('SecondOTP', ctypes.c_char * 41), # 第二个动态密码
]
- def __init__(self, BrokerID: str = '', UserID: str = '', OTPType: str = '', FirstOTP: str = '', SecondOTP: str = ''):
+ def __init__(self, BrokerID: str = '', UserID: str = '', OTPType: str = '', FirstOTP: str = '',
+ SecondOTP: str = ''):
super(ManualSyncBrokerUserOTPField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
@@ -8412,8 +8799,9 @@ class EWarrantOffsetField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, TradingDay: str = '', BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '', reserve1: str = '', Direction: str = '', HedgeFlag: str = '', Volume: int = 0,
- InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, TradingDay: str = '', BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '',
+ reserve1: str = '', Direction: str = '', HedgeFlag: str = '', Volume: int = 0, InvestUnitID: str = '',
+ InstrumentID: str = ''):
super(EWarrantOffsetField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.BrokerID = self._to_bytes(BrokerID)
@@ -8438,7 +8826,8 @@ class QryEWarrantOffsetField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '', reserve1: str = '', InvestUnitID: str = '', InstrumentID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '', reserve1: str = '',
+ InvestUnitID: str = '', InstrumentID: str = ''):
super(QryEWarrantOffsetField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -8460,7 +8849,8 @@ class QryInvestorProductGroupMarginField(Base):
('ProductGroupID', ctypes.c_char * 81), # 品种/跨品种标示
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', HedgeFlag: str = '', ExchangeID: str = '', InvestUnitID: str = '', ProductGroupID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', reserve1: str = '', HedgeFlag: str = '',
+ ExchangeID: str = '', InvestUnitID: str = '', ProductGroupID: str = ''):
super(QryInvestorProductGroupMarginField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -8506,11 +8896,15 @@ class InvestorProductGroupMarginField(Base):
('ProductGroupID', ctypes.c_char * 81), # 品种/跨品种标示
]
- def __init__(self, reserve1: str = '', BrokerID: str = '', InvestorID: str = '', TradingDay: str = '', SettlementID: int = 0, FrozenMargin: float = 0.0, LongFrozenMargin: float = 0.0,
- ShortFrozenMargin: float = 0.0, UseMargin: float = 0.0, LongUseMargin: float = 0.0, ShortUseMargin: float = 0.0, ExchMargin: float = 0.0, LongExchMargin: float = 0.0,
- ShortExchMargin: float = 0.0, CloseProfit: float = 0.0, FrozenCommission: float = 0.0, Commission: float = 0.0, FrozenCash: float = 0.0, CashIn: float = 0.0,
- PositionProfit: float = 0.0, OffsetAmount: float = 0.0, LongOffsetAmount: float = 0.0, ShortOffsetAmount: float = 0.0, ExchOffsetAmount: float = 0.0,
- LongExchOffsetAmount: float = 0.0, ShortExchOffsetAmount: float = 0.0, HedgeFlag: str = '', ExchangeID: str = '', InvestUnitID: str = '', ProductGroupID: str = ''):
+ def __init__(self, reserve1: str = '', BrokerID: str = '', InvestorID: str = '', TradingDay: str = '',
+ SettlementID: int = 0, FrozenMargin: float = 0.0, LongFrozenMargin: float = 0.0,
+ ShortFrozenMargin: float = 0.0, UseMargin: float = 0.0, LongUseMargin: float = 0.0,
+ ShortUseMargin: float = 0.0, ExchMargin: float = 0.0, LongExchMargin: float = 0.0,
+ ShortExchMargin: float = 0.0, CloseProfit: float = 0.0, FrozenCommission: float = 0.0,
+ Commission: float = 0.0, FrozenCash: float = 0.0, CashIn: float = 0.0, PositionProfit: float = 0.0,
+ OffsetAmount: float = 0.0, LongOffsetAmount: float = 0.0, ShortOffsetAmount: float = 0.0,
+ ExchOffsetAmount: float = 0.0, LongExchOffsetAmount: float = 0.0, ShortExchOffsetAmount: float = 0.0,
+ HedgeFlag: str = '', ExchangeID: str = '', InvestUnitID: str = '', ProductGroupID: str = ''):
super(InvestorProductGroupMarginField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.BrokerID = self._to_bytes(BrokerID)
@@ -8569,7 +8963,8 @@ class CFMMCTradingAccountTokenField(Base):
('Token', ctypes.c_char * 21), # 动态令牌
]
- def __init__(self, BrokerID: str = '', ParticipantID: str = '', AccountID: str = '', KeyID: int = 0, Token: str = ''):
+ def __init__(self, BrokerID: str = '', ParticipantID: str = '', AccountID: str = '', KeyID: int = 0,
+ Token: str = ''):
super(CFMMCTradingAccountTokenField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.ParticipantID = self._to_bytes(ParticipantID)
@@ -8603,7 +8998,8 @@ class ProductGroupField(Base):
('ProductGroupID', ctypes.c_char * 81), # 产品组代码
]
- def __init__(self, reserve1: str = '', ExchangeID: str = '', reserve2: str = '', ProductID: str = '', ProductGroupID: str = ''):
+ def __init__(self, reserve1: str = '', ExchangeID: str = '', reserve2: str = '', ProductID: str = '',
+ ProductGroupID: str = ''):
super(ProductGroupField, self).__init__()
self.reserve1 = self._to_bytes(reserve1)
self.ExchangeID = self._to_bytes(ExchangeID)
@@ -8629,8 +9025,9 @@ class BulletinField(Base):
('MarketID', ctypes.c_char * 31), # 市场代码
]
- def __init__(self, ExchangeID: str = '', TradingDay: str = '', BulletinID: int = 0, SequenceNo: int = 0, NewsType: str = '', NewsUrgency: str = '', SendTime: str = '', Abstract: str = '',
- ComeFrom: str = '', Content: str = '', URLLink: str = '', MarketID: str = ''):
+ def __init__(self, ExchangeID: str = '', TradingDay: str = '', BulletinID: int = 0, SequenceNo: int = 0,
+ NewsType: str = '', NewsUrgency: str = '', SendTime: str = '', Abstract: str = '', ComeFrom: str = '',
+ Content: str = '', URLLink: str = '', MarketID: str = ''):
super(BulletinField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.TradingDay = self._to_bytes(TradingDay)
@@ -8656,7 +9053,8 @@ class QryBulletinField(Base):
('NewsUrgency', ctypes.c_char), # 紧急程度
]
- def __init__(self, ExchangeID: str = '', BulletinID: int = 0, SequenceNo: int = 0, NewsType: str = '', NewsUrgency: str = ''):
+ def __init__(self, ExchangeID: str = '', BulletinID: int = 0, SequenceNo: int = 0, NewsType: str = '',
+ NewsUrgency: str = ''):
super(QryBulletinField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.BulletinID = int(BulletinID)
@@ -8677,7 +9075,8 @@ class MulticastInstrumentField(Base):
('InstrumentID', ctypes.c_char * 81), # 合约代码
]
- def __init__(self, TopicID: int = 0, reserve1: str = '', InstrumentNo: int = 0, CodePrice: float = 0.0, VolumeMultiple: int = 0, PriceTick: float = 0.0, InstrumentID: str = ''):
+ def __init__(self, TopicID: int = 0, reserve1: str = '', InstrumentNo: int = 0, CodePrice: float = 0.0,
+ VolumeMultiple: int = 0, PriceTick: float = 0.0, InstrumentID: str = ''):
super(MulticastInstrumentField, self).__init__()
self.TopicID = int(TopicID)
self.reserve1 = self._to_bytes(reserve1)
@@ -8768,12 +9167,17 @@ class ReqOpenAccountField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
- CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '', MobilePhone: str = '', Fax: str = '', EMail: str = '',
- MoneyAccountStatus: str = '', BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '', InstallID: int = 0, VerifyCertNoFlag: str = '',
- CurrencyID: str = '', CashExchangeCode: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '',
- BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '', OperNo: str = '', TID: int = 0, UserID: str = '', LongCustomerName: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
+ CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '',
+ MobilePhone: str = '', Fax: str = '', EMail: str = '', MoneyAccountStatus: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ InstallID: int = 0, VerifyCertNoFlag: str = '', CurrencyID: str = '', CashExchangeCode: str = '',
+ Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '',
+ BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '',
+ OperNo: str = '', TID: int = 0, UserID: str = '', LongCustomerName: str = ''):
super(ReqOpenAccountField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -8872,12 +9276,17 @@ class ReqCancelAccountField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
- CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '', MobilePhone: str = '', Fax: str = '', EMail: str = '',
- MoneyAccountStatus: str = '', BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '', InstallID: int = 0, VerifyCertNoFlag: str = '',
- CurrencyID: str = '', CashExchangeCode: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '',
- BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '', OperNo: str = '', TID: int = 0, UserID: str = '', LongCustomerName: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
+ CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '',
+ MobilePhone: str = '', Fax: str = '', EMail: str = '', MoneyAccountStatus: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ InstallID: int = 0, VerifyCertNoFlag: str = '', CurrencyID: str = '', CashExchangeCode: str = '',
+ Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '',
+ BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '',
+ OperNo: str = '', TID: int = 0, UserID: str = '', LongCustomerName: str = ''):
super(ReqCancelAccountField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -8972,12 +9381,16 @@ class ReqChangeAccountField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
- CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '', MobilePhone: str = '', Fax: str = '', EMail: str = '',
- MoneyAccountStatus: str = '', BankAccount: str = '', BankPassWord: str = '', NewBankAccount: str = '', NewBankPassWord: str = '', AccountID: str = '', Password: str = '',
- BankAccType: str = '', InstallID: int = 0, VerifyCertNoFlag: str = '', CurrencyID: str = '', BrokerIDByBank: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '', TID: int = 0,
- Digest: str = '', LongCustomerName: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
+ CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '',
+ MobilePhone: str = '', Fax: str = '', EMail: str = '', MoneyAccountStatus: str = '',
+ BankAccount: str = '', BankPassWord: str = '', NewBankAccount: str = '', NewBankPassWord: str = '',
+ AccountID: str = '', Password: str = '', BankAccType: str = '', InstallID: int = 0,
+ VerifyCertNoFlag: str = '', CurrencyID: str = '', BrokerIDByBank: str = '', BankPwdFlag: str = '',
+ SecuPwdFlag: str = '', TID: int = 0, Digest: str = '', LongCustomerName: str = ''):
super(ReqChangeAccountField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -9071,12 +9484,17 @@ class ReqTransferField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
- BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '', InstallID: int = 0, FutureSerial: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
- CurrencyID: str = '', TradeAmount: float = 0.0, FutureFetchAmount: float = 0.0, FeePayFlag: str = '', CustFee: float = 0.0, BrokerFee: float = 0.0, Message: str = '',
- Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '',
- OperNo: str = '', RequestID: int = 0, TID: int = 0, TransferStatus: str = '', LongCustomerName: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ InstallID: int = 0, FutureSerial: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
+ CurrencyID: str = '', TradeAmount: float = 0.0, FutureFetchAmount: float = 0.0, FeePayFlag: str = '',
+ CustFee: float = 0.0, BrokerFee: float = 0.0, Message: str = '', Digest: str = '',
+ BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '',
+ BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '', OperNo: str = '',
+ RequestID: int = 0, TID: int = 0, TransferStatus: str = '', LongCustomerName: str = ''):
super(ReqTransferField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -9175,12 +9593,18 @@ class RspTransferField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
- BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '', InstallID: int = 0, FutureSerial: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
- CurrencyID: str = '', TradeAmount: float = 0.0, FutureFetchAmount: float = 0.0, FeePayFlag: str = '', CustFee: float = 0.0, BrokerFee: float = 0.0, Message: str = '',
- Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '',
- OperNo: str = '', RequestID: int = 0, TID: int = 0, TransferStatus: str = '', ErrorID: int = 0, ErrorMsg: str = '', LongCustomerName: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ InstallID: int = 0, FutureSerial: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
+ CurrencyID: str = '', TradeAmount: float = 0.0, FutureFetchAmount: float = 0.0, FeePayFlag: str = '',
+ CustFee: float = 0.0, BrokerFee: float = 0.0, Message: str = '', Digest: str = '',
+ BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '',
+ BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '', OperNo: str = '',
+ RequestID: int = 0, TID: int = 0, TransferStatus: str = '', ErrorID: int = 0, ErrorMsg: str = '',
+ LongCustomerName: str = ''):
super(RspTransferField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -9286,13 +9710,20 @@ class ReqRepealField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, RepealTimeInterval: int = 0, RepealedTimes: int = 0, BankRepealFlag: str = '', BrokerRepealFlag: str = '', PlateRepealSerial: int = 0, BankRepealSerial: str = '',
- FutureRepealSerial: int = 0, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '',
- BankSerial: str = '', TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '',
- CustType: str = '', BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '', InstallID: int = 0, FutureSerial: int = 0, UserID: str = '',
- VerifyCertNoFlag: str = '', CurrencyID: str = '', TradeAmount: float = 0.0, FutureFetchAmount: float = 0.0, FeePayFlag: str = '', CustFee: float = 0.0, BrokerFee: float = 0.0,
- Message: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
- SecuPwdFlag: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, TransferStatus: str = '', LongCustomerName: str = ''):
+ def __init__(self, RepealTimeInterval: int = 0, RepealedTimes: int = 0, BankRepealFlag: str = '',
+ BrokerRepealFlag: str = '', PlateRepealSerial: int = 0, BankRepealSerial: str = '',
+ FutureRepealSerial: int = 0, TradeCode: str = '', BankID: str = '', BankBranchID: str = '',
+ BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '',
+ BankSerial: str = '', TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '',
+ SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '',
+ CustType: str = '', BankAccount: str = '', BankPassWord: str = '', AccountID: str = '',
+ Password: str = '', InstallID: int = 0, FutureSerial: int = 0, UserID: str = '',
+ VerifyCertNoFlag: str = '', CurrencyID: str = '', TradeAmount: float = 0.0,
+ FutureFetchAmount: float = 0.0, FeePayFlag: str = '', CustFee: float = 0.0, BrokerFee: float = 0.0,
+ Message: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '',
+ BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
+ SecuPwdFlag: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, TransferStatus: str = '',
+ LongCustomerName: str = ''):
super(ReqRepealField, self).__init__()
self.RepealTimeInterval = int(RepealTimeInterval)
self.RepealedTimes = int(RepealedTimes)
@@ -9405,13 +9836,20 @@ class RspRepealField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, RepealTimeInterval: int = 0, RepealedTimes: int = 0, BankRepealFlag: str = '', BrokerRepealFlag: str = '', PlateRepealSerial: int = 0, BankRepealSerial: str = '',
- FutureRepealSerial: int = 0, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '',
- BankSerial: str = '', TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '',
- CustType: str = '', BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '', InstallID: int = 0, FutureSerial: int = 0, UserID: str = '',
- VerifyCertNoFlag: str = '', CurrencyID: str = '', TradeAmount: float = 0.0, FutureFetchAmount: float = 0.0, FeePayFlag: str = '', CustFee: float = 0.0, BrokerFee: float = 0.0,
- Message: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
- SecuPwdFlag: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, TransferStatus: str = '', ErrorID: int = 0, ErrorMsg: str = '', LongCustomerName: str = ''):
+ def __init__(self, RepealTimeInterval: int = 0, RepealedTimes: int = 0, BankRepealFlag: str = '',
+ BrokerRepealFlag: str = '', PlateRepealSerial: int = 0, BankRepealSerial: str = '',
+ FutureRepealSerial: int = 0, TradeCode: str = '', BankID: str = '', BankBranchID: str = '',
+ BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '',
+ BankSerial: str = '', TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '',
+ SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '',
+ CustType: str = '', BankAccount: str = '', BankPassWord: str = '', AccountID: str = '',
+ Password: str = '', InstallID: int = 0, FutureSerial: int = 0, UserID: str = '',
+ VerifyCertNoFlag: str = '', CurrencyID: str = '', TradeAmount: float = 0.0,
+ FutureFetchAmount: float = 0.0, FeePayFlag: str = '', CustFee: float = 0.0, BrokerFee: float = 0.0,
+ Message: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '',
+ BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
+ SecuPwdFlag: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, TransferStatus: str = '',
+ ErrorID: int = 0, ErrorMsg: str = '', LongCustomerName: str = ''):
super(RspRepealField, self).__init__()
self.RepealTimeInterval = int(RepealTimeInterval)
self.RepealedTimes = int(RepealedTimes)
@@ -9510,10 +9948,14 @@ class ReqQueryAccountField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
- BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '', FutureSerial: int = 0, InstallID: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
- CurrencyID: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ FutureSerial: int = 0, InstallID: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
+ CurrencyID: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '',
+ BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
SecuPwdFlag: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, LongCustomerName: str = ''):
super(ReqQueryAccountField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
@@ -9599,11 +10041,16 @@ class RspQueryAccountField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
- BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '', FutureSerial: int = 0, InstallID: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
- CurrencyID: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
- SecuPwdFlag: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, BankUseAmount: float = 0.0, BankFetchAmount: float = 0.0, LongCustomerName: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ FutureSerial: int = 0, InstallID: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
+ CurrencyID: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '',
+ BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
+ SecuPwdFlag: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, BankUseAmount: float = 0.0,
+ BankFetchAmount: float = 0.0, LongCustomerName: str = ''):
super(RspQueryAccountField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -9672,9 +10119,11 @@ class FutureSignIOField(Base):
('TID', ctypes.c_int), # 交易ID
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, InstallID: int = 0, UserID: str = '', Digest: str = '', CurrencyID: str = '',
- DeviceID: str = '', BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ InstallID: int = 0, UserID: str = '', Digest: str = '', CurrencyID: str = '', DeviceID: str = '',
+ BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0):
super(FutureSignIOField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -9729,9 +10178,12 @@ class RspFutureSignInField(Base):
('MacKey', ctypes.c_char * 129), # MAC密钥
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, InstallID: int = 0, UserID: str = '', Digest: str = '', CurrencyID: str = '',
- DeviceID: str = '', BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, ErrorID: int = 0, ErrorMsg: str = '', PinKey: str = '', MacKey: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ InstallID: int = 0, UserID: str = '', Digest: str = '', CurrencyID: str = '', DeviceID: str = '',
+ BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, ErrorID: int = 0,
+ ErrorMsg: str = '', PinKey: str = '', MacKey: str = ''):
super(RspFutureSignInField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -9786,9 +10238,11 @@ class ReqFutureSignOutField(Base):
('TID', ctypes.c_int), # 交易ID
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, InstallID: int = 0, UserID: str = '', Digest: str = '', CurrencyID: str = '',
- DeviceID: str = '', BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ InstallID: int = 0, UserID: str = '', Digest: str = '', CurrencyID: str = '', DeviceID: str = '',
+ BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0):
super(ReqFutureSignOutField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -9841,9 +10295,12 @@ class RspFutureSignOutField(Base):
('ErrorMsg', ctypes.c_char * 81), # 错误信息
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, InstallID: int = 0, UserID: str = '', Digest: str = '', CurrencyID: str = '',
- DeviceID: str = '', BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, ErrorID: int = 0, ErrorMsg: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ InstallID: int = 0, UserID: str = '', Digest: str = '', CurrencyID: str = '', DeviceID: str = '',
+ BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, ErrorID: int = 0,
+ ErrorMsg: str = ''):
super(RspFutureSignOutField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -9902,10 +10359,13 @@ class ReqQueryTradeResultBySerialField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, Reference: int = 0, RefrenceIssureType: str = '', RefrenceIssure: str = '',
- CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '', BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
- CurrencyID: str = '', TradeAmount: float = 0.0, Digest: str = '', LongCustomerName: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ Reference: int = 0, RefrenceIssureType: str = '', RefrenceIssure: str = '', CustomerName: str = '',
+ IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '', BankAccount: str = '',
+ BankPassWord: str = '', AccountID: str = '', Password: str = '', CurrencyID: str = '',
+ TradeAmount: float = 0.0, Digest: str = '', LongCustomerName: str = ''):
super(ReqQueryTradeResultBySerialField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -9967,9 +10427,12 @@ class RspQueryTradeResultBySerialField(Base):
('Digest', ctypes.c_char * 36), # 摘要
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, ErrorID: int = 0, ErrorMsg: str = '', Reference: int = 0, RefrenceIssureType: str = '',
- RefrenceIssure: str = '', OriginReturnCode: str = '', OriginDescrInfoForReturnCode: str = '', BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ ErrorID: int = 0, ErrorMsg: str = '', Reference: int = 0, RefrenceIssureType: str = '',
+ RefrenceIssure: str = '', OriginReturnCode: str = '', OriginDescrInfoForReturnCode: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
CurrencyID: str = '', TradeAmount: float = 0.0, Digest: str = ''):
super(RspQueryTradeResultBySerialField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
@@ -10019,8 +10482,10 @@ class ReqDayEndFileReadyField(Base):
('Digest', ctypes.c_char * 36), # 摘要
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, FileBusinessCode: str = '', Digest: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ FileBusinessCode: str = '', Digest: str = ''):
super(ReqDayEndFileReadyField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -10075,8 +10540,10 @@ class VerifyFuturePasswordField(Base):
('CurrencyID', ctypes.c_char * 4), # 币种代码
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, AccountID: str = '', Password: str = '', BankAccount: str = '', BankPassWord: str = '',
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ AccountID: str = '', Password: str = '', BankAccount: str = '', BankPassWord: str = '',
InstallID: int = 0, TID: int = 0, CurrencyID: str = ''):
super(VerifyFuturePasswordField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
@@ -10110,7 +10577,8 @@ class VerifyCustInfoField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '', LongCustomerName: str = ''):
+ def __init__(self, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
+ LongCustomerName: str = ''):
super(VerifyCustInfoField, self).__init__()
self.CustomerName = self._to_bytes(CustomerName)
self.IdCardType = self._to_bytes(IdCardType)
@@ -10132,8 +10600,8 @@ class VerifyFuturePasswordAndCustInfoField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '', AccountID: str = '', Password: str = '', CurrencyID: str = '',
- LongCustomerName: str = ''):
+ def __init__(self, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
+ AccountID: str = '', Password: str = '', CurrencyID: str = '', LongCustomerName: str = ''):
super(VerifyFuturePasswordAndCustInfoField, self).__init__()
self.CustomerName = self._to_bytes(CustomerName)
self.IdCardType = self._to_bytes(IdCardType)
@@ -10157,7 +10625,8 @@ class DepositResultInformField(Base):
('DescrInfoForReturnCode', ctypes.c_char * 129), # 返回码描述
]
- def __init__(self, DepositSeqNo: str = '', BrokerID: str = '', InvestorID: str = '', Deposit: float = 0.0, RequestID: int = 0, ReturnCode: str = '', DescrInfoForReturnCode: str = ''):
+ def __init__(self, DepositSeqNo: str = '', BrokerID: str = '', InvestorID: str = '', Deposit: float = 0.0,
+ RequestID: int = 0, ReturnCode: str = '', DescrInfoForReturnCode: str = ''):
super(DepositResultInformField, self).__init__()
self.DepositSeqNo = self._to_bytes(DepositSeqNo)
self.BrokerID = self._to_bytes(BrokerID)
@@ -10193,9 +10662,11 @@ class ReqSyncKeyField(Base):
('TID', ctypes.c_int), # 交易ID
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, InstallID: int = 0, UserID: str = '', Message: str = '', DeviceID: str = '',
- BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ InstallID: int = 0, UserID: str = '', Message: str = '', DeviceID: str = '', BrokerIDByBank: str = '',
+ OperNo: str = '', RequestID: int = 0, TID: int = 0):
super(ReqSyncKeyField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -10246,9 +10717,11 @@ class RspSyncKeyField(Base):
('ErrorMsg', ctypes.c_char * 81), # 错误信息
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, InstallID: int = 0, UserID: str = '', Message: str = '', DeviceID: str = '',
- BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, ErrorID: int = 0, ErrorMsg: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ InstallID: int = 0, UserID: str = '', Message: str = '', DeviceID: str = '', BrokerIDByBank: str = '',
+ OperNo: str = '', RequestID: int = 0, TID: int = 0, ErrorID: int = 0, ErrorMsg: str = ''):
super(RspSyncKeyField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -10320,12 +10793,16 @@ class NotifyQueryAccountField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
- BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '', FutureSerial: int = 0, InstallID: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
- CurrencyID: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
- SecuPwdFlag: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, BankUseAmount: float = 0.0, BankFetchAmount: float = 0.0, ErrorID: int = 0, ErrorMsg: str = '',
- LongCustomerName: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ FutureSerial: int = 0, InstallID: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
+ CurrencyID: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '',
+ BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
+ SecuPwdFlag: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, BankUseAmount: float = 0.0,
+ BankFetchAmount: float = 0.0, ErrorID: int = 0, ErrorMsg: str = '', LongCustomerName: str = ''):
super(NotifyQueryAccountField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -10403,10 +10880,13 @@ class TransferSerialField(Base):
('ErrorMsg', ctypes.c_char * 81), # 错误信息
]
- def __init__(self, PlateSerial: int = 0, TradeDate: str = '', TradingDay: str = '', TradeTime: str = '', TradeCode: str = '', SessionID: int = 0, BankID: str = '', BankBranchID: str = '',
- BankAccType: str = '', BankAccount: str = '', BankSerial: str = '', BrokerID: str = '', BrokerBranchID: str = '', FutureAccType: str = '', AccountID: str = '', InvestorID: str = '',
- FutureSerial: int = 0, IdCardType: str = '', IdentifiedCardNo: str = '', CurrencyID: str = '', TradeAmount: float = 0.0, CustFee: float = 0.0, BrokerFee: float = 0.0,
- AvailabilityFlag: str = '', OperatorCode: str = '', BankNewAccount: str = '', ErrorID: int = 0, ErrorMsg: str = ''):
+ def __init__(self, PlateSerial: int = 0, TradeDate: str = '', TradingDay: str = '', TradeTime: str = '',
+ TradeCode: str = '', SessionID: int = 0, BankID: str = '', BankBranchID: str = '',
+ BankAccType: str = '', BankAccount: str = '', BankSerial: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', FutureAccType: str = '', AccountID: str = '', InvestorID: str = '',
+ FutureSerial: int = 0, IdCardType: str = '', IdentifiedCardNo: str = '', CurrencyID: str = '',
+ TradeAmount: float = 0.0, CustFee: float = 0.0, BrokerFee: float = 0.0, AvailabilityFlag: str = '',
+ OperatorCode: str = '', BankNewAccount: str = '', ErrorID: int = 0, ErrorMsg: str = ''):
super(TransferSerialField, self).__init__()
self.PlateSerial = int(PlateSerial)
self.TradeDate = self._to_bytes(TradeDate)
@@ -10485,9 +10965,12 @@ class NotifyFutureSignInField(Base):
('MacKey', ctypes.c_char * 129), # MAC密钥
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, InstallID: int = 0, UserID: str = '', Digest: str = '', CurrencyID: str = '',
- DeviceID: str = '', BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, ErrorID: int = 0, ErrorMsg: str = '', PinKey: str = '', MacKey: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ InstallID: int = 0, UserID: str = '', Digest: str = '', CurrencyID: str = '', DeviceID: str = '',
+ BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, ErrorID: int = 0,
+ ErrorMsg: str = '', PinKey: str = '', MacKey: str = ''):
super(NotifyFutureSignInField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -10544,9 +11027,12 @@ class NotifyFutureSignOutField(Base):
('ErrorMsg', ctypes.c_char * 81), # 错误信息
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, InstallID: int = 0, UserID: str = '', Digest: str = '', CurrencyID: str = '',
- DeviceID: str = '', BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, ErrorID: int = 0, ErrorMsg: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ InstallID: int = 0, UserID: str = '', Digest: str = '', CurrencyID: str = '', DeviceID: str = '',
+ BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, ErrorID: int = 0,
+ ErrorMsg: str = ''):
super(NotifyFutureSignOutField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -10600,9 +11086,11 @@ class NotifySyncKeyField(Base):
('ErrorMsg', ctypes.c_char * 81), # 错误信息
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, InstallID: int = 0, UserID: str = '', Message: str = '', DeviceID: str = '',
- BrokerIDByBank: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, ErrorID: int = 0, ErrorMsg: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ InstallID: int = 0, UserID: str = '', Message: str = '', DeviceID: str = '', BrokerIDByBank: str = '',
+ OperNo: str = '', RequestID: int = 0, TID: int = 0, ErrorID: int = 0, ErrorMsg: str = ''):
super(NotifySyncKeyField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -10638,7 +11126,8 @@ class QryAccountregisterField(Base):
('CurrencyID', ctypes.c_char * 4), # 币种代码
]
- def __init__(self, BrokerID: str = '', AccountID: str = '', BankID: str = '', BankBranchID: str = '', CurrencyID: str = ''):
+ def __init__(self, BrokerID: str = '', AccountID: str = '', BankID: str = '', BankBranchID: str = '',
+ CurrencyID: str = ''):
super(QryAccountregisterField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.AccountID = self._to_bytes(AccountID)
@@ -10670,9 +11159,11 @@ class AccountregisterField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeDay: str = '', BankID: str = '', BankBranchID: str = '', BankAccount: str = '', BrokerID: str = '', BrokerBranchID: str = '', AccountID: str = '', IdCardType: str = '',
- IdentifiedCardNo: str = '', CustomerName: str = '', CurrencyID: str = '', OpenOrDestroy: str = '', RegDate: str = '', OutDate: str = '', TID: int = 0, CustType: str = '',
- BankAccType: str = '', LongCustomerName: str = ''):
+ def __init__(self, TradeDay: str = '', BankID: str = '', BankBranchID: str = '', BankAccount: str = '',
+ BrokerID: str = '', BrokerBranchID: str = '', AccountID: str = '', IdCardType: str = '',
+ IdentifiedCardNo: str = '', CustomerName: str = '', CurrencyID: str = '', OpenOrDestroy: str = '',
+ RegDate: str = '', OutDate: str = '', TID: int = 0, CustType: str = '', BankAccType: str = '',
+ LongCustomerName: str = ''):
super(AccountregisterField, self).__init__()
self.TradeDay = self._to_bytes(TradeDay)
self.BankID = self._to_bytes(BankID)
@@ -10746,12 +11237,17 @@ class OpenAccountField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
- CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '', MobilePhone: str = '', Fax: str = '', EMail: str = '',
- MoneyAccountStatus: str = '', BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '', InstallID: int = 0, VerifyCertNoFlag: str = '',
- CurrencyID: str = '', CashExchangeCode: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '',
- BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '', OperNo: str = '', TID: int = 0, UserID: str = '', ErrorID: int = 0, ErrorMsg: str = '',
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
+ CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '',
+ MobilePhone: str = '', Fax: str = '', EMail: str = '', MoneyAccountStatus: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ InstallID: int = 0, VerifyCertNoFlag: str = '', CurrencyID: str = '', CashExchangeCode: str = '',
+ Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '',
+ BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '',
+ OperNo: str = '', TID: int = 0, UserID: str = '', ErrorID: int = 0, ErrorMsg: str = '',
LongCustomerName: str = ''):
super(OpenAccountField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
@@ -10855,12 +11351,17 @@ class CancelAccountField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
- CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '', MobilePhone: str = '', Fax: str = '', EMail: str = '',
- MoneyAccountStatus: str = '', BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '', InstallID: int = 0, VerifyCertNoFlag: str = '',
- CurrencyID: str = '', CashExchangeCode: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '',
- BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '', OperNo: str = '', TID: int = 0, UserID: str = '', ErrorID: int = 0, ErrorMsg: str = '',
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
+ CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '',
+ MobilePhone: str = '', Fax: str = '', EMail: str = '', MoneyAccountStatus: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ InstallID: int = 0, VerifyCertNoFlag: str = '', CurrencyID: str = '', CashExchangeCode: str = '',
+ Digest: str = '', BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '',
+ BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '',
+ OperNo: str = '', TID: int = 0, UserID: str = '', ErrorID: int = 0, ErrorMsg: str = '',
LongCustomerName: str = ''):
super(CancelAccountField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
@@ -10960,12 +11461,17 @@ class ChangeAccountField(Base):
('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
- CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '', MobilePhone: str = '', Fax: str = '', EMail: str = '',
- MoneyAccountStatus: str = '', BankAccount: str = '', BankPassWord: str = '', NewBankAccount: str = '', NewBankPassWord: str = '', AccountID: str = '', Password: str = '',
- BankAccType: str = '', InstallID: int = 0, VerifyCertNoFlag: str = '', CurrencyID: str = '', BrokerIDByBank: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '', TID: int = 0,
- Digest: str = '', ErrorID: int = 0, ErrorMsg: str = '', LongCustomerName: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
+ CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '',
+ MobilePhone: str = '', Fax: str = '', EMail: str = '', MoneyAccountStatus: str = '',
+ BankAccount: str = '', BankPassWord: str = '', NewBankAccount: str = '', NewBankPassWord: str = '',
+ AccountID: str = '', Password: str = '', BankAccType: str = '', InstallID: int = 0,
+ VerifyCertNoFlag: str = '', CurrencyID: str = '', BrokerIDByBank: str = '', BankPwdFlag: str = '',
+ SecuPwdFlag: str = '', TID: int = 0, Digest: str = '', ErrorID: int = 0, ErrorMsg: str = '',
+ LongCustomerName: str = ''):
super(ChangeAccountField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -11022,7 +11528,8 @@ class SecAgentACIDMapField(Base):
('BrokerSecAgentID', ctypes.c_char * 13), # 境外中介机构资金帐号
]
- def __init__(self, BrokerID: str = '', UserID: str = '', AccountID: str = '', CurrencyID: str = '', BrokerSecAgentID: str = ''):
+ def __init__(self, BrokerID: str = '', UserID: str = '', AccountID: str = '', CurrencyID: str = '',
+ BrokerSecAgentID: str = ''):
super(SecAgentACIDMapField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
@@ -11087,7 +11594,8 @@ class DRTransferField(Base):
('DestBrokerID', ctypes.c_char * 11), # 目标易用单元代码
]
- def __init__(self, OrigDRIdentityID: int = 0, DestDRIdentityID: int = 0, OrigBrokerID: str = '', DestBrokerID: str = ''):
+ def __init__(self, OrigDRIdentityID: int = 0, DestDRIdentityID: int = 0, OrigBrokerID: str = '',
+ DestBrokerID: str = ''):
super(DRTransferField, self).__init__()
self.OrigDRIdentityID = int(OrigDRIdentityID)
self.DestDRIdentityID = int(DestDRIdentityID)
@@ -11234,7 +11742,7 @@ class ReserveOpenAccountConfirmField(Base):
('MobilePhone', ctypes.c_char * 21), # 手机
('Fax', ctypes.c_char * 41), # 传真
('EMail', ctypes.c_char * 41), # 电子邮件
- ('MoneyAccountStatus', ctypes.c_char), # 资金账户状态
+ ('MoneyAccountStatus', ctypes.c_char), # 资金账户状态
('BankAccount', ctypes.c_char * 41), # 银行帐号
('BankPassWord', ctypes.c_char * 41), # 银行密码
('InstallID', ctypes.c_int), # 安装编号
@@ -11253,12 +11761,16 @@ class ReserveOpenAccountConfirmField(Base):
('ErrorMsg', ctypes.c_char * 81), # 错误信息
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
- CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '', MobilePhone: str = '', Fax: str = '', EMail: str = '',
- MoneyAccountStatus: str = '', BankAccount: str = '', BankPassWord: str = '', InstallID: int = 0, VerifyCertNoFlag: str = '', CurrencyID: str = '', Digest: str = '',
- BankAccType: str = '', BrokerIDByBank: str = '', TID: int = 0, AccountID: str = '', Password: str = '', BankReserveOpenSeq: str = '', BookDate: str = '', BookPsw: str = '',
- ErrorID: int = 0, ErrorMsg: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
+ CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '',
+ MobilePhone: str = '', Fax: str = '', EMail: str = '', MoneyAccountStatus: str = '',
+ BankAccount: str = '', BankPassWord: str = '', InstallID: int = 0, VerifyCertNoFlag: str = '',
+ CurrencyID: str = '', Digest: str = '', BankAccType: str = '', BrokerIDByBank: str = '', TID: int = 0,
+ AccountID: str = '', Password: str = '', BankReserveOpenSeq: str = '', BookDate: str = '',
+ BookPsw: str = '', ErrorID: int = 0, ErrorMsg: str = ''):
super(ReserveOpenAccountConfirmField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -11345,11 +11857,15 @@ class ReserveOpenAccountField(Base):
('ErrorMsg', ctypes.c_char * 81), # 错误信息
]
- def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '', BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
- TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0, CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
- CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '', MobilePhone: str = '', Fax: str = '', EMail: str = '',
- MoneyAccountStatus: str = '', BankAccount: str = '', BankPassWord: str = '', InstallID: int = 0, VerifyCertNoFlag: str = '', CurrencyID: str = '', Digest: str = '',
- BankAccType: str = '', BrokerIDByBank: str = '', TID: int = 0, ReserveOpenAccStas: str = '', ErrorID: int = 0, ErrorMsg: str = ''):
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', Gender: str = '',
+ CountryCode: str = '', CustType: str = '', Address: str = '', ZipCode: str = '', Telephone: str = '',
+ MobilePhone: str = '', Fax: str = '', EMail: str = '', MoneyAccountStatus: str = '',
+ BankAccount: str = '', BankPassWord: str = '', InstallID: int = 0, VerifyCertNoFlag: str = '',
+ CurrencyID: str = '', Digest: str = '', BankAccType: str = '', BrokerIDByBank: str = '', TID: int = 0,
+ ReserveOpenAccStas: str = '', ErrorID: int = 0, ErrorMsg: str = ''):
super(ReserveOpenAccountField, self).__init__()
self.TradeCode = self._to_bytes(TradeCode)
self.BankID = self._to_bytes(BankID)
@@ -11409,8 +11925,10 @@ class AccountPropertyField(Base):
('CurrencyID', ctypes.c_char * 4), # 币种代码
]
- def __init__(self, BrokerID: str = '', AccountID: str = '', BankID: str = '', BankAccount: str = '', OpenName: str = '', OpenBank: str = '', IsActive: int = 0, AccountSourceType: str = '',
- OpenDate: str = '', CancelDate: str = '', OperatorID: str = '', OperateDate: str = '', OperateTime: str = '', CurrencyID: str = ''):
+ def __init__(self, BrokerID: str = '', AccountID: str = '', BankID: str = '', BankAccount: str = '',
+ OpenName: str = '', OpenBank: str = '', IsActive: int = 0, AccountSourceType: str = '',
+ OpenDate: str = '', CancelDate: str = '', OperatorID: str = '', OperateDate: str = '',
+ OperateTime: str = '', CurrencyID: str = ''):
super(AccountPropertyField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.AccountID = self._to_bytes(AccountID)
@@ -11578,8 +12096,10 @@ class ReqUserLoginWithCaptchaField(Base):
('ClientIPAddress', ctypes.c_char * 33), # 终端IP地址
]
- def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', Password: str = '', UserProductInfo: str = '', InterfaceProductInfo: str = '', ProtocolInfo: str = '',
- MacAddress: str = '', reserve1: str = '', LoginRemark: str = '', Captcha: str = '', ClientIPPort: int = 0, ClientIPAddress: str = ''):
+ def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', Password: str = '',
+ UserProductInfo: str = '', InterfaceProductInfo: str = '', ProtocolInfo: str = '',
+ MacAddress: str = '', reserve1: str = '', LoginRemark: str = '', Captcha: str = '',
+ ClientIPPort: int = 0, ClientIPAddress: str = ''):
super(ReqUserLoginWithCaptchaField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.BrokerID = self._to_bytes(BrokerID)
@@ -11614,8 +12134,10 @@ class ReqUserLoginWithTextField(Base):
('ClientIPAddress', ctypes.c_char * 33), # 终端IP地址
]
- def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', Password: str = '', UserProductInfo: str = '', InterfaceProductInfo: str = '', ProtocolInfo: str = '',
- MacAddress: str = '', reserve1: str = '', LoginRemark: str = '', Text: str = '', ClientIPPort: int = 0, ClientIPAddress: str = ''):
+ def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', Password: str = '',
+ UserProductInfo: str = '', InterfaceProductInfo: str = '', ProtocolInfo: str = '',
+ MacAddress: str = '', reserve1: str = '', LoginRemark: str = '', Text: str = '', ClientIPPort: int = 0,
+ ClientIPAddress: str = ''):
super(ReqUserLoginWithTextField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.BrokerID = self._to_bytes(BrokerID)
@@ -11650,8 +12172,10 @@ class ReqUserLoginWithOTPField(Base):
('ClientIPAddress', ctypes.c_char * 33), # 终端IP地址
]
- def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', Password: str = '', UserProductInfo: str = '', InterfaceProductInfo: str = '', ProtocolInfo: str = '',
- MacAddress: str = '', reserve1: str = '', LoginRemark: str = '', OTPPassword: str = '', ClientIPPort: int = 0, ClientIPAddress: str = ''):
+ def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', Password: str = '',
+ UserProductInfo: str = '', InterfaceProductInfo: str = '', ProtocolInfo: str = '',
+ MacAddress: str = '', reserve1: str = '', LoginRemark: str = '', OTPPassword: str = '',
+ ClientIPPort: int = 0, ClientIPAddress: str = ''):
super(ReqUserLoginWithOTPField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.BrokerID = self._to_bytes(BrokerID)
@@ -11728,11 +12252,13 @@ class QueryFreqField(Base):
"""查询频率，每秒查询比数"""
_fields_ = [
('QueryFreq', ctypes.c_int), # 查询频率
+ ('FTDPkgFreq', ctypes.c_int), # FTD频率
]
- def __init__(self, QueryFreq: int = 0):
+ def __init__(self, QueryFreq: int = 0, FTDPkgFreq: int = 0):
super(QueryFreqField, self).__init__()
self.QueryFreq = int(QueryFreq)
+ self.FTDPkgFreq = int(FTDPkgFreq)
class AuthForbiddenIPField(Base):
@@ -11768,7 +12294,8 @@ class SyncDelaySwapFrozenField(Base):
('IsManualSwap', ctypes.c_int), # 是否手工换汇
]
- def __init__(self, DelaySwapSeqNo: str = '', BrokerID: str = '', InvestorID: str = '', FromCurrencyID: str = '', FromRemainSwap: float = 0.0, IsManualSwap: int = 0):
+ def __init__(self, DelaySwapSeqNo: str = '', BrokerID: str = '', InvestorID: str = '', FromCurrencyID: str = '',
+ FromRemainSwap: float = 0.0, IsManualSwap: int = 0):
super(SyncDelaySwapFrozenField, self).__init__()
self.DelaySwapSeqNo = self._to_bytes(DelaySwapSeqNo)
self.BrokerID = self._to_bytes(BrokerID)
@@ -11793,8 +12320,9 @@ class UserSystemInfoField(Base):
('ClientLoginRemark', ctypes.c_char * 151), # 客户登录备注2
]
- def __init__(self, BrokerID: str = '', UserID: str = '', ClientSystemInfoLen: int = 0, ClientSystemInfo: str = '', reserve1: str = '', ClientIPPort: int = 0, ClientLoginTime: str = '',
- ClientAppID: str = '', ClientPublicIP: str = '', ClientLoginRemark: str = ''):
+ def __init__(self, BrokerID: str = '', UserID: str = '', ClientSystemInfoLen: int = 0, ClientSystemInfo: str = '',
+ reserve1: str = '', ClientIPPort: int = 0, ClientLoginTime: str = '', ClientAppID: str = '',
+ ClientPublicIP: str = '', ClientLoginRemark: str = ''):
super(UserSystemInfoField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
@@ -11851,7 +12379,8 @@ class QryClassifiedInstrumentField(Base):
('ClassType', ctypes.c_char), # 合约分类类型
]
- def __init__(self, InstrumentID: str = '', ExchangeID: str = '', ExchangeInstID: str = '', ProductID: str = '', TradingType: str = '', ClassType: str = ''):
+ def __init__(self, InstrumentID: str = '', ExchangeID: str = '', ExchangeInstID: str = '', ProductID: str = '',
+ TradingType: str = '', ClassType: str = ''):
super(QryClassifiedInstrumentField, self).__init__()
self.InstrumentID = self._to_bytes(InstrumentID)
self.ExchangeID = self._to_bytes(ExchangeID)
@@ -11891,7 +12420,7 @@ def __init__(self, ExchangeID: str = '', InstrumentID: str = '', CombHedgeFlag:
self.Xparameter = float(Xparameter)
-class ReqUserLoginSCField(Base):
+class ReqUserLoginSMField(Base):
"""国密用户登录请求"""
_fields_ = [
('TradingDay', ctypes.c_char * 9), # 交易日
@@ -11903,16 +12432,22 @@ class ReqUserLoginSCField(Base):
('ProtocolInfo', ctypes.c_char * 11), # 协议信息
('MacAddress', ctypes.c_char * 21), # Mac地址
('OneTimePassword', ctypes.c_char * 41), # 动态密码
- ('ClientIPAddress', ctypes.c_char * 33), # 终端IP地址
+ ('reserve1', ctypes.c_char * 16), # 保留的无效字段
('LoginRemark', ctypes.c_char * 36), # 登录备注
('ClientIPPort', ctypes.c_int), # 终端IP端口
+ ('ClientIPAddress', ctypes.c_char * 33), # 终端IP地址
+ ('BrokerName', ctypes.c_char * 81), # 经纪公司名称
('AuthCode', ctypes.c_char * 17), # 认证码
('AppID', ctypes.c_char * 33), # App代码
+ ('PIN', ctypes.c_char * 41), # PIN码
]
- def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', Password: str = '', UserProductInfo: str = '', InterfaceProductInfo: str = '', ProtocolInfo: str = '',
- MacAddress: str = '', OneTimePassword: str = '', ClientIPAddress: str = '', LoginRemark: str = '', ClientIPPort: int = 0, AuthCode: str = '', AppID: str = ''):
- super(ReqUserLoginSCField, self).__init__()
+ def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', Password: str = '',
+ UserProductInfo: str = '', InterfaceProductInfo: str = '', ProtocolInfo: str = '',
+ MacAddress: str = '', OneTimePassword: str = '', reserve1: str = '', LoginRemark: str = '',
+ ClientIPPort: int = 0, ClientIPAddress: str = '', BrokerName: str = '', AuthCode: str = '',
+ AppID: str = '', PIN: str = ''):
+ super(ReqUserLoginSMField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
@@ -11922,11 +12457,14 @@ def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', P
self.ProtocolInfo = self._to_bytes(ProtocolInfo)
self.MacAddress = self._to_bytes(MacAddress)
self.OneTimePassword = self._to_bytes(OneTimePassword)
- self.ClientIPAddress = self._to_bytes(ClientIPAddress)
+ self.reserve1 = self._to_bytes(reserve1)
self.LoginRemark = self._to_bytes(LoginRemark)
self.ClientIPPort = int(ClientIPPort)
+ self.ClientIPAddress = self._to_bytes(ClientIPAddress)
+ self.BrokerName = self._to_bytes(BrokerName)
self.AuthCode = self._to_bytes(AuthCode)
self.AppID = self._to_bytes(AppID)
+ self.PIN = self._to_bytes(PIN)
class QryRiskSettleInvstPositionField(Base):
@@ -12009,14 +12547,20 @@ class RiskSettleInvstPositionField(Base):
('TasPositionCost', ctypes.c_double), # tas持仓成本
]
- def __init__(self, InstrumentID: str = '', BrokerID: str = '', InvestorID: str = '', PosiDirection: str = '', HedgeFlag: str = '', PositionDate: str = '', YdPosition: int = 0, Position: int = 0,
- LongFrozen: int = 0, ShortFrozen: int = 0, LongFrozenAmount: float = 0.0, ShortFrozenAmount: float = 0.0, OpenVolume: int = 0, CloseVolume: int = 0, OpenAmount: float = 0.0,
- CloseAmount: float = 0.0, PositionCost: float = 0.0, PreMargin: float = 0.0, UseMargin: float = 0.0, FrozenMargin: float = 0.0, FrozenCash: float = 0.0, FrozenCommission: float = 0.0,
- CashIn: float = 0.0, Commission: float = 0.0, CloseProfit: float = 0.0, PositionProfit: float = 0.0, PreSettlementPrice: float = 0.0, SettlementPrice: float = 0.0,
- TradingDay: str = '', SettlementID: int = 0, OpenCost: float = 0.0, ExchangeMargin: float = 0.0, CombPosition: int = 0, CombLongFrozen: int = 0, CombShortFrozen: int = 0,
- CloseProfitByDate: float = 0.0, CloseProfitByTrade: float = 0.0, TodayPosition: int = 0, MarginRateByMoney: float = 0.0, MarginRateByVolume: float = 0.0, StrikeFrozen: int = 0,
- StrikeFrozenAmount: float = 0.0, AbandonFrozen: int = 0, ExchangeID: str = '', YdStrikeFrozen: int = 0, InvestUnitID: str = '', PositionCostOffset: float = 0.0, TasPosition: int = 0,
- TasPositionCost: float = 0.0):
+ def __init__(self, InstrumentID: str = '', BrokerID: str = '', InvestorID: str = '', PosiDirection: str = '',
+ HedgeFlag: str = '', PositionDate: str = '', YdPosition: int = 0, Position: int = 0,
+ LongFrozen: int = 0, ShortFrozen: int = 0, LongFrozenAmount: float = 0.0,
+ ShortFrozenAmount: float = 0.0, OpenVolume: int = 0, CloseVolume: int = 0, OpenAmount: float = 0.0,
+ CloseAmount: float = 0.0, PositionCost: float = 0.0, PreMargin: float = 0.0, UseMargin: float = 0.0,
+ FrozenMargin: float = 0.0, FrozenCash: float = 0.0, FrozenCommission: float = 0.0, CashIn: float = 0.0,
+ Commission: float = 0.0, CloseProfit: float = 0.0, PositionProfit: float = 0.0,
+ PreSettlementPrice: float = 0.0, SettlementPrice: float = 0.0, TradingDay: str = '',
+ SettlementID: int = 0, OpenCost: float = 0.0, ExchangeMargin: float = 0.0, CombPosition: int = 0,
+ CombLongFrozen: int = 0, CombShortFrozen: int = 0, CloseProfitByDate: float = 0.0,
+ CloseProfitByTrade: float = 0.0, TodayPosition: int = 0, MarginRateByMoney: float = 0.0,
+ MarginRateByVolume: float = 0.0, StrikeFrozen: int = 0, StrikeFrozenAmount: float = 0.0,
+ AbandonFrozen: int = 0, ExchangeID: str = '', YdStrikeFrozen: int = 0, InvestUnitID: str = '',
+ PositionCostOffset: float = 0.0, TasPosition: int = 0, TasPositionCost: float = 0.0):
super(RiskSettleInvstPositionField, self).__init__()
self.InstrumentID = self._to_bytes(InstrumentID)
self.BrokerID = self._to_bytes(BrokerID)
@@ -12093,7 +12637,8 @@ class SyncDeltaInfoField(Base):
('IsOnlyTrdDelta', ctypes.c_int), # 是否只有资金追平
]
- def __init__(self, SyncDeltaSequenceNo: int = 0, SyncDeltaStatus: str = '', SyncDescription: str = '', IsOnlyTrdDelta: int = 0):
+ def __init__(self, SyncDeltaSequenceNo: int = 0, SyncDeltaStatus: str = '', SyncDescription: str = '',
+ IsOnlyTrdDelta: int = 0):
super(SyncDeltaInfoField, self).__init__()
self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
self.SyncDeltaStatus = self._to_bytes(SyncDeltaStatus)
@@ -12110,7 +12655,8 @@ class SyncDeltaProductStatusField(Base):
('ProductStatus', ctypes.c_char), # 是否允许交易
]
- def __init__(self, SyncDeltaSequenceNo: int = 0, ExchangeID: str = '', ProductID: str = '', ProductStatus: str = ''):
+ def __init__(self, SyncDeltaSequenceNo: int = 0, ExchangeID: str = '', ProductID: str = '',
+ ProductStatus: str = ''):
super(SyncDeltaProductStatusField, self).__init__()
self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
self.ExchangeID = self._to_bytes(ExchangeID)
@@ -12153,11 +12699,15 @@ class SyncDeltaInvstPosDtlField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, InstrumentID: str = '', BrokerID: str = '', InvestorID: str = '', HedgeFlag: str = '', Direction: str = '', OpenDate: str = '', TradeID: str = '', Volume: int = 0,
- OpenPrice: float = 0.0, TradingDay: str = '', SettlementID: int = 0, TradeType: str = '', CombInstrumentID: str = '', ExchangeID: str = '', CloseProfitByDate: float = 0.0,
- CloseProfitByTrade: float = 0.0, PositionProfitByDate: float = 0.0, PositionProfitByTrade: float = 0.0, Margin: float = 0.0, ExchMargin: float = 0.0, MarginRateByMoney: float = 0.0,
- MarginRateByVolume: float = 0.0, LastSettlementPrice: float = 0.0, SettlementPrice: float = 0.0, CloseVolume: int = 0, CloseAmount: float = 0.0, TimeFirstVolume: int = 0,
- SpecPosiType: str = '', ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ def __init__(self, InstrumentID: str = '', BrokerID: str = '', InvestorID: str = '', HedgeFlag: str = '',
+ Direction: str = '', OpenDate: str = '', TradeID: str = '', Volume: int = 0, OpenPrice: float = 0.0,
+ TradingDay: str = '', SettlementID: int = 0, TradeType: str = '', CombInstrumentID: str = '',
+ ExchangeID: str = '', CloseProfitByDate: float = 0.0, CloseProfitByTrade: float = 0.0,
+ PositionProfitByDate: float = 0.0, PositionProfitByTrade: float = 0.0, Margin: float = 0.0,
+ ExchMargin: float = 0.0, MarginRateByMoney: float = 0.0, MarginRateByVolume: float = 0.0,
+ LastSettlementPrice: float = 0.0, SettlementPrice: float = 0.0, CloseVolume: int = 0,
+ CloseAmount: float = 0.0, TimeFirstVolume: int = 0, SpecPosiType: str = '', ActionDirection: str = '',
+ SyncDeltaSequenceNo: int = 0):
super(SyncDeltaInvstPosDtlField, self).__init__()
self.InstrumentID = self._to_bytes(InstrumentID)
self.BrokerID = self._to_bytes(BrokerID)
@@ -12217,9 +12767,12 @@ class SyncDeltaInvstPosCombDtlField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, TradingDay: str = '', OpenDate: str = '', ExchangeID: str = '', SettlementID: int = 0, BrokerID: str = '', InvestorID: str = '', ComTradeID: str = '', TradeID: str = '',
- InstrumentID: str = '', HedgeFlag: str = '', Direction: str = '', TotalAmt: int = 0, Margin: float = 0.0, ExchMargin: float = 0.0, MarginRateByMoney: float = 0.0,
- MarginRateByVolume: float = 0.0, LegID: int = 0, LegMultiple: int = 0, TradeGroupID: int = 0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ def __init__(self, TradingDay: str = '', OpenDate: str = '', ExchangeID: str = '', SettlementID: int = 0,
+ BrokerID: str = '', InvestorID: str = '', ComTradeID: str = '', TradeID: str = '',
+ InstrumentID: str = '', HedgeFlag: str = '', Direction: str = '', TotalAmt: int = 0,
+ Margin: float = 0.0, ExchMargin: float = 0.0, MarginRateByMoney: float = 0.0,
+ MarginRateByVolume: float = 0.0, LegID: int = 0, LegMultiple: int = 0, TradeGroupID: int = 0,
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
super(SyncDeltaInvstPosCombDtlField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.OpenDate = self._to_bytes(OpenDate)
@@ -12298,15 +12851,21 @@ class SyncDeltaTradingAccountField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = 0.0, PreCredit: float = 0.0, PreDeposit: float = 0.0, PreBalance: float = 0.0, PreMargin: float = 0.0,
- InterestBase: float = 0.0, Interest: float = 0.0, Deposit: float = 0.0, Withdraw: float = 0.0, FrozenMargin: float = 0.0, FrozenCash: float = 0.0, FrozenCommission: float = 0.0,
- CurrMargin: float = 0.0, CashIn: float = 0.0, Commission: float = 0.0, CloseProfit: float = 0.0, PositionProfit: float = 0.0, Balance: float = 0.0, Available: float = 0.0,
- WithdrawQuota: float = 0.0, Reserve: float = 0.0, TradingDay: str = '', SettlementID: int = 0, Credit: float = 0.0, Mortgage: float = 0.0, ExchangeMargin: float = 0.0,
- DeliveryMargin: float = 0.0, ExchangeDeliveryMargin: float = 0.0, ReserveBalance: float = 0.0, CurrencyID: str = '', PreFundMortgageIn: float = 0.0, PreFundMortgageOut: float = 0.0,
- FundMortgageIn: float = 0.0, FundMortgageOut: float = 0.0, FundMortgageAvailable: float = 0.0, MortgageableFund: float = 0.0, SpecProductMargin: float = 0.0,
- SpecProductFrozenMargin: float = 0.0, SpecProductCommission: float = 0.0, SpecProductFrozenCommission: float = 0.0, SpecProductPositionProfit: float = 0.0,
- SpecProductCloseProfit: float = 0.0, SpecProductPositionProfitByAlg: float = 0.0, SpecProductExchangeMargin: float = 0.0, FrozenSwap: float = 0.0, RemainSwap: float = 0.0,
- SyncDeltaSequenceNo: int = 0):
+ def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = 0.0, PreCredit: float = 0.0,
+ PreDeposit: float = 0.0, PreBalance: float = 0.0, PreMargin: float = 0.0, InterestBase: float = 0.0,
+ Interest: float = 0.0, Deposit: float = 0.0, Withdraw: float = 0.0, FrozenMargin: float = 0.0,
+ FrozenCash: float = 0.0, FrozenCommission: float = 0.0, CurrMargin: float = 0.0, CashIn: float = 0.0,
+ Commission: float = 0.0, CloseProfit: float = 0.0, PositionProfit: float = 0.0, Balance: float = 0.0,
+ Available: float = 0.0, WithdrawQuota: float = 0.0, Reserve: float = 0.0, TradingDay: str = '',
+ SettlementID: int = 0, Credit: float = 0.0, Mortgage: float = 0.0, ExchangeMargin: float = 0.0,
+ DeliveryMargin: float = 0.0, ExchangeDeliveryMargin: float = 0.0, ReserveBalance: float = 0.0,
+ CurrencyID: str = '', PreFundMortgageIn: float = 0.0, PreFundMortgageOut: float = 0.0,
+ FundMortgageIn: float = 0.0, FundMortgageOut: float = 0.0, FundMortgageAvailable: float = 0.0,
+ MortgageableFund: float = 0.0, SpecProductMargin: float = 0.0, SpecProductFrozenMargin: float = 0.0,
+ SpecProductCommission: float = 0.0, SpecProductFrozenCommission: float = 0.0,
+ SpecProductPositionProfit: float = 0.0, SpecProductCloseProfit: float = 0.0,
+ SpecProductPositionProfitByAlg: float = 0.0, SpecProductExchangeMargin: float = 0.0,
+ FrozenSwap: float = 0.0, RemainSwap: float = 0.0, SyncDeltaSequenceNo: int = 0):
super(SyncDeltaTradingAccountField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.AccountID = self._to_bytes(AccountID)
@@ -12379,10 +12938,13 @@ class SyncDeltaInitInvstMarginField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', LastRiskTotalInvstMargin: float = 0.0, LastRiskTotalExchMargin: float = 0.0, ThisSyncInvstMargin: float = 0.0,
- ThisSyncExchMargin: float = 0.0, RemainRiskInvstMargin: float = 0.0, RemainRiskExchMargin: float = 0.0, LastRiskSpecTotalInvstMargin: float = 0.0,
- LastRiskSpecTotalExchMargin: float = 0.0, ThisSyncSpecInvstMargin: float = 0.0, ThisSyncSpecExchMargin: float = 0.0, RemainRiskSpecInvstMargin: float = 0.0,
- RemainRiskSpecExchMargin: float = 0.0, SyncDeltaSequenceNo: int = 0):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', LastRiskTotalInvstMargin: float = 0.0,
+ LastRiskTotalExchMargin: float = 0.0, ThisSyncInvstMargin: float = 0.0,
+ ThisSyncExchMargin: float = 0.0, RemainRiskInvstMargin: float = 0.0, RemainRiskExchMargin: float = 0.0,
+ LastRiskSpecTotalInvstMargin: float = 0.0, LastRiskSpecTotalExchMargin: float = 0.0,
+ ThisSyncSpecInvstMargin: float = 0.0, ThisSyncSpecExchMargin: float = 0.0,
+ RemainRiskSpecInvstMargin: float = 0.0, RemainRiskSpecExchMargin: float = 0.0,
+ SyncDeltaSequenceNo: int = 0):
super(SyncDeltaInitInvstMarginField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
@@ -12417,7 +12979,8 @@ class SyncDeltaDceCombInstrumentField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, CombInstrumentID: str = '', ExchangeID: str = '', ExchangeInstID: str = '', TradeGroupID: int = 0, CombHedgeFlag: str = '', CombinationType: str = '', Direction: str = '',
+ def __init__(self, CombInstrumentID: str = '', ExchangeID: str = '', ExchangeInstID: str = '',
+ TradeGroupID: int = 0, CombHedgeFlag: str = '', CombinationType: str = '', Direction: str = '',
ProductID: str = '', Xparameter: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
super(SyncDeltaDceCombInstrumentField, self).__init__()
self.CombInstrumentID = self._to_bytes(CombInstrumentID)
@@ -12450,9 +13013,10 @@ class SyncDeltaInvstMarginRateField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, InstrumentID: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0,
- LongMarginRatioByVolume: float = 0.0, ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, IsRelative: int = 0, ActionDirection: str = '',
- SyncDeltaSequenceNo: int = 0):
+ def __init__(self, InstrumentID: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0, LongMarginRatioByVolume: float = 0.0,
+ ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, IsRelative: int = 0,
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
super(SyncDeltaInvstMarginRateField, self).__init__()
self.InstrumentID = self._to_bytes(InstrumentID)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -12482,8 +13046,10 @@ class SyncDeltaExchMarginRateField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, BrokerID: str = '', InstrumentID: str = '', HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0, LongMarginRatioByVolume: float = 0.0, ShortMarginRatioByMoney: float = 0.0,
- ShortMarginRatioByVolume: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ def __init__(self, BrokerID: str = '', InstrumentID: str = '', HedgeFlag: str = '',
+ LongMarginRatioByMoney: float = 0.0, LongMarginRatioByVolume: float = 0.0,
+ ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, ActionDirection: str = '',
+ SyncDeltaSequenceNo: int = 0):
super(SyncDeltaExchMarginRateField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InstrumentID = self._to_bytes(InstrumentID)
@@ -12513,8 +13079,10 @@ class SyncDeltaOptExchMarginField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, BrokerID: str = '', InstrumentID: str = '', SShortMarginRatioByMoney: float = 0.0, SShortMarginRatioByVolume: float = 0.0, HShortMarginRatioByMoney: float = 0.0,
- HShortMarginRatioByVolume: float = 0.0, AShortMarginRatioByMoney: float = 0.0, AShortMarginRatioByVolume: float = 0.0, MShortMarginRatioByMoney: float = 0.0,
+ def __init__(self, BrokerID: str = '', InstrumentID: str = '', SShortMarginRatioByMoney: float = 0.0,
+ SShortMarginRatioByVolume: float = 0.0, HShortMarginRatioByMoney: float = 0.0,
+ HShortMarginRatioByVolume: float = 0.0, AShortMarginRatioByMoney: float = 0.0,
+ AShortMarginRatioByVolume: float = 0.0, MShortMarginRatioByMoney: float = 0.0,
MShortMarginRatioByVolume: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
super(SyncDeltaOptExchMarginField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
@@ -12551,9 +13119,12 @@ class SyncDeltaOptInvstMarginField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, InstrumentID: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', SShortMarginRatioByMoney: float = 0.0, SShortMarginRatioByVolume: float = 0.0,
- HShortMarginRatioByMoney: float = 0.0, HShortMarginRatioByVolume: float = 0.0, AShortMarginRatioByMoney: float = 0.0, AShortMarginRatioByVolume: float = 0.0, IsRelative: int = 0,
- MShortMarginRatioByMoney: float = 0.0, MShortMarginRatioByVolume: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ def __init__(self, InstrumentID: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ SShortMarginRatioByMoney: float = 0.0, SShortMarginRatioByVolume: float = 0.0,
+ HShortMarginRatioByMoney: float = 0.0, HShortMarginRatioByVolume: float = 0.0,
+ AShortMarginRatioByMoney: float = 0.0, AShortMarginRatioByVolume: float = 0.0, IsRelative: int = 0,
+ MShortMarginRatioByMoney: float = 0.0, MShortMarginRatioByVolume: float = 0.0,
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
super(SyncDeltaOptInvstMarginField, self).__init__()
self.InstrumentID = self._to_bytes(InstrumentID)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -12588,8 +13159,10 @@ class SyncDeltaInvstMarginRateULField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, InstrumentID: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0,
- LongMarginRatioByVolume: float = 0.0, ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ def __init__(self, InstrumentID: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ HedgeFlag: str = '', LongMarginRatioByMoney: float = 0.0, LongMarginRatioByVolume: float = 0.0,
+ ShortMarginRatioByMoney: float = 0.0, ShortMarginRatioByVolume: float = 0.0, ActionDirection: str = '',
+ SyncDeltaSequenceNo: int = 0):
super(SyncDeltaInvstMarginRateULField, self).__init__()
self.InstrumentID = self._to_bytes(InstrumentID)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -12623,8 +13196,10 @@ class SyncDeltaOptInvstCommRateField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, InstrumentID: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0,
- CloseRatioByMoney: float = 0.0, CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0, CloseTodayRatioByVolume: float = 0.0, StrikeRatioByMoney: float = 0.0,
+ def __init__(self, InstrumentID: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0, CloseRatioByMoney: float = 0.0,
+ CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0,
+ CloseTodayRatioByVolume: float = 0.0, StrikeRatioByMoney: float = 0.0,
StrikeRatioByVolume: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
super(SyncDeltaOptInvstCommRateField, self).__init__()
self.InstrumentID = self._to_bytes(InstrumentID)
@@ -12660,9 +13235,10 @@ class SyncDeltaInvstCommRateField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, InstrumentID: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0,
- CloseRatioByMoney: float = 0.0, CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0, CloseTodayRatioByVolume: float = 0.0, ActionDirection: str = '',
- SyncDeltaSequenceNo: int = 0):
+ def __init__(self, InstrumentID: str = '', InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '',
+ OpenRatioByMoney: float = 0.0, OpenRatioByVolume: float = 0.0, CloseRatioByMoney: float = 0.0,
+ CloseRatioByVolume: float = 0.0, CloseTodayRatioByMoney: float = 0.0,
+ CloseTodayRatioByVolume: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
super(SyncDeltaInvstCommRateField, self).__init__()
self.InstrumentID = self._to_bytes(InstrumentID)
self.InvestorRange = self._to_bytes(InvestorRange)
@@ -12688,7 +13264,8 @@ class SyncDeltaProductExchRateField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, ProductID: str = '', QuoteCurrencyID: str = '', ExchangeRate: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ def __init__(self, ProductID: str = '', QuoteCurrencyID: str = '', ExchangeRate: float = 0.0,
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
super(SyncDeltaProductExchRateField, self).__init__()
self.ProductID = self._to_bytes(ProductID)
self.QuoteCurrencyID = self._to_bytes(QuoteCurrencyID)
@@ -12750,13 +13327,19 @@ class SyncDeltaDepthMarketDataField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, TradingDay: str = '', InstrumentID: str = '', ExchangeID: str = '', ExchangeInstID: str = '', LastPrice: float = 0.0, PreSettlementPrice: float = 0.0,
- PreClosePrice: float = 0.0, PreOpenInterest: float = 0.0, OpenPrice: float = 0.0, HighestPrice: float = 0.0, LowestPrice: float = 0.0, Volume: int = 0, Turnover: float = 0.0,
- OpenInterest: float = 0.0, ClosePrice: float = 0.0, SettlementPrice: float = 0.0, UpperLimitPrice: float = 0.0, LowerLimitPrice: float = 0.0, PreDelta: float = 0.0,
- CurrDelta: float = 0.0, UpdateTime: str = '', UpdateMillisec: int = 0, BidPrice1: float = 0.0, BidVolume1: int = 0, AskPrice1: float = 0.0, AskVolume1: int = 0,
- BidPrice2: float = 0.0, BidVolume2: int = 0, AskPrice2: float = 0.0, AskVolume2: int = 0, BidPrice3: float = 0.0, BidVolume3: int = 0, AskPrice3: float = 0.0, AskVolume3: int = 0,
- BidPrice4: float = 0.0, BidVolume4: int = 0, AskPrice4: float = 0.0, AskVolume4: int = 0, BidPrice5: float = 0.0, BidVolume5: int = 0, AskPrice5: float = 0.0, AskVolume5: int = 0,
- AveragePrice: float = 0.0, ActionDay: str = '', BandingUpperPrice: float = 0.0, BandingLowerPrice: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ def __init__(self, TradingDay: str = '', InstrumentID: str = '', ExchangeID: str = '', ExchangeInstID: str = '',
+ LastPrice: float = 0.0, PreSettlementPrice: float = 0.0, PreClosePrice: float = 0.0,
+ PreOpenInterest: float = 0.0, OpenPrice: float = 0.0, HighestPrice: float = 0.0,
+ LowestPrice: float = 0.0, Volume: int = 0, Turnover: float = 0.0, OpenInterest: float = 0.0,
+ ClosePrice: float = 0.0, SettlementPrice: float = 0.0, UpperLimitPrice: float = 0.0,
+ LowerLimitPrice: float = 0.0, PreDelta: float = 0.0, CurrDelta: float = 0.0, UpdateTime: str = '',
+ UpdateMillisec: int = 0, BidPrice1: float = 0.0, BidVolume1: int = 0, AskPrice1: float = 0.0,
+ AskVolume1: int = 0, BidPrice2: float = 0.0, BidVolume2: int = 0, AskPrice2: float = 0.0,
+ AskVolume2: int = 0, BidPrice3: float = 0.0, BidVolume3: int = 0, AskPrice3: float = 0.0,
+ AskVolume3: int = 0, BidPrice4: float = 0.0, BidVolume4: int = 0, AskPrice4: float = 0.0,
+ AskVolume4: int = 0, BidPrice5: float = 0.0, BidVolume5: int = 0, AskPrice5: float = 0.0,
+ AskVolume5: int = 0, AveragePrice: float = 0.0, ActionDay: str = '', BandingUpperPrice: float = 0.0,
+ BandingLowerPrice: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
super(SyncDeltaDepthMarketDataField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.InstrumentID = self._to_bytes(InstrumentID)
@@ -12818,7 +13401,8 @@ class SyncDeltaIndexPriceField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, BrokerID: str = '', InstrumentID: str = '', ClosePrice: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ def __init__(self, BrokerID: str = '', InstrumentID: str = '', ClosePrice: float = 0.0, ActionDirection: str = '',
+ SyncDeltaSequenceNo: int = 0):
super(SyncDeltaIndexPriceField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InstrumentID = self._to_bytes(InstrumentID)
@@ -12842,7 +13426,8 @@ class SyncDeltaEWarrantOffsetField(Base):
('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
]
- def __init__(self, TradingDay: str = '', BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '', InstrumentID: str = '', Direction: str = '', HedgeFlag: str = '', Volume: int = 0,
+ def __init__(self, TradingDay: str = '', BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '',
+ InstrumentID: str = '', Direction: str = '', HedgeFlag: str = '', Volume: int = 0,
ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
super(SyncDeltaEWarrantOffsetField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
@@ -12870,10 +13455,12 @@ class SPBMFutureParameterField(Base):
('LockRateX', ctypes.c_double), # 期货合约内部对锁仓费率折扣比例
('AddOnRate', ctypes.c_double), # 提高保证金标准
('PreSettlementPrice', ctypes.c_double), # 昨结算价
+ ('AddOnLockRateX2', ctypes.c_double), # 期货合约内部对锁仓附加费率折扣比例
]
- def __init__(self, TradingDay: str = '', ExchangeID: str = '', InstrumentID: str = '', ProdFamilyCode: str = '', Cvf: int = 0, TimeRange: str = '', MarginRate: float = 0.0, LockRateX: float = 0.0,
- AddOnRate: float = 0.0, PreSettlementPrice: float = 0.0):
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', InstrumentID: str = '', ProdFamilyCode: str = '',
+ Cvf: int = 0, TimeRange: str = '', MarginRate: float = 0.0, LockRateX: float = 0.0,
+ AddOnRate: float = 0.0, PreSettlementPrice: float = 0.0, AddOnLockRateX2: float = 0.0):
super(SPBMFutureParameterField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.ExchangeID = self._to_bytes(ExchangeID)
@@ -12885,6 +13472,7 @@ def __init__(self, TradingDay: str = '', ExchangeID: str = '', InstrumentID: str
self.LockRateX = float(LockRateX)
self.AddOnRate = float(AddOnRate)
self.PreSettlementPrice = float(PreSettlementPrice)
+ self.AddOnLockRateX2 = float(AddOnLockRateX2)
class SPBMOptionParameterField(Base):
@@ -12901,7 +13489,8 @@ class SPBMOptionParameterField(Base):
('PreSettlementPrice', ctypes.c_double), # 昨结算价
]
- def __init__(self, TradingDay: str = '', ExchangeID: str = '', InstrumentID: str = '', ProdFamilyCode: str = '', Cvf: int = 0, DownPrice: float = 0.0, Delta: float = 0.0, SlimiDelta: float = 0.0,
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', InstrumentID: str = '', ProdFamilyCode: str = '',
+ Cvf: int = 0, DownPrice: float = 0.0, Delta: float = 0.0, SlimiDelta: float = 0.0,
PreSettlementPrice: float = 0.0):
super(SPBMOptionParameterField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
@@ -12922,14 +13511,17 @@ class SPBMIntraParameterField(Base):
('ExchangeID', ctypes.c_char * 9), # 交易所代码
('ProdFamilyCode', ctypes.c_char * 81), # 品种代码
('IntraRateY', ctypes.c_double), # 品种内合约间对锁仓费率折扣比例
+ ('AddOnIntraRateY2', ctypes.c_double), # 品种内合约间对锁仓附加费率折扣比例
]
- def __init__(self, TradingDay: str = '', ExchangeID: str = '', ProdFamilyCode: str = '', IntraRateY: float = 0.0):
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', ProdFamilyCode: str = '', IntraRateY: float = 0.0,
+ AddOnIntraRateY2: float = 0.0):
super(SPBMIntraParameterField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.ExchangeID = self._to_bytes(ExchangeID)
self.ProdFamilyCode = self._to_bytes(ProdFamilyCode)
self.IntraRateY = float(IntraRateY)
+ self.AddOnIntraRateY2 = float(AddOnIntraRateY2)
class SPBMInterParameterField(Base):
@@ -12943,7 +13535,8 @@ class SPBMInterParameterField(Base):
('Leg2ProdFamilyCode', ctypes.c_char * 81), # 第二腿构成品种
]
- def __init__(self, TradingDay: str = '', ExchangeID: str = '', SpreadId: int = 0, InterRateZ: float = 0.0, Leg1ProdFamilyCode: str = '', Leg2ProdFamilyCode: str = ''):
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', SpreadId: int = 0, InterRateZ: float = 0.0,
+ Leg1ProdFamilyCode: str = '', Leg2ProdFamilyCode: str = ''):
super(SPBMInterParameterField, self).__init__()
self.TradingDay = self._to_bytes(TradingDay)
self.ExchangeID = self._to_bytes(ExchangeID)
@@ -13064,15 +13657,18 @@ class InvestorPortfMarginRatioField(Base):
('InvestorID', ctypes.c_char * 13), # 投资者代码
('ExchangeID', ctypes.c_char * 9), # 交易所代码
('MarginRatio', ctypes.c_double), # 会员对投资者收取的保证金和交易所对投资者收取的保证金的比例
+ ('ProductGroupID', ctypes.c_char * 41), # 产品群代码
]
- def __init__(self, InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '', MarginRatio: float = 0.0):
+ def __init__(self, InvestorRange: str = '', BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '',
+ MarginRatio: float = 0.0, ProductGroupID: str = ''):
super(InvestorPortfMarginRatioField, self).__init__()
self.InvestorRange = self._to_bytes(InvestorRange)
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
self.ExchangeID = self._to_bytes(ExchangeID)
self.MarginRatio = float(MarginRatio)
+ self.ProductGroupID = self._to_bytes(ProductGroupID)
class QrySPBMPortfDefinitionField(Base):
@@ -13111,13 +13707,15 @@ class QryInvestorPortfMarginRatioField(Base):
('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
+ ('ProductGroupID', ctypes.c_char * 41), # 产品群代码
]
- def __init__(self, BrokerID: str = '', InvestorID: str = '', ExchangeID: str = ''):
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '', ProductGroupID: str = ''):
super(QryInvestorPortfMarginRatioField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.InvestorID = self._to_bytes(InvestorID)
self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProductGroupID = self._to_bytes(ProductGroupID)
class InvestorProdSPBMDetailField(Base):
@@ -13146,10 +13744,13 @@ class InvestorProdSPBMDetailField(Base):
('ExchMargin', ctypes.c_double), # 交易所保证金
]
- def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', ProdFamilyCode: str = '', IntraInstrMargin: float = 0.0, BCollectingMargin: float = 0.0,
- SCollectingMargin: float = 0.0, IntraProdMargin: float = 0.0, NetMargin: float = 0.0, InterProdMargin: float = 0.0, SingleMargin: float = 0.0, AddOnMargin: float = 0.0,
- DeliveryMargin: float = 0.0, CallOptionMinRisk: float = 0.0, PutOptionMinRisk: float = 0.0, OptionMinRisk: float = 0.0, OptionValueOffset: float = 0.0, OptionRoyalty: float = 0.0,
- RealOptionValueOffset: float = 0.0, Margin: float = 0.0, ExchMargin: float = 0.0):
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', ProdFamilyCode: str = '',
+ IntraInstrMargin: float = 0.0, BCollectingMargin: float = 0.0, SCollectingMargin: float = 0.0,
+ IntraProdMargin: float = 0.0, NetMargin: float = 0.0, InterProdMargin: float = 0.0,
+ SingleMargin: float = 0.0, AddOnMargin: float = 0.0, DeliveryMargin: float = 0.0,
+ CallOptionMinRisk: float = 0.0, PutOptionMinRisk: float = 0.0, OptionMinRisk: float = 0.0,
+ OptionValueOffset: float = 0.0, OptionRoyalty: float = 0.0, RealOptionValueOffset: float = 0.0,
+ Margin: float = 0.0, ExchMargin: float = 0.0):
super(InvestorProdSPBMDetailField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.BrokerID = self._to_bytes(BrokerID)
@@ -13202,7 +13803,8 @@ class PortfTradeParamSettingField(Base):
('IsCloseVerify', ctypes.c_int), # 平仓是否验资
]
- def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', Portfolio: str = '', IsActionVerify: int = 0, IsCloseVerify: int = 0):
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', Portfolio: str = '',
+ IsActionVerify: int = 0, IsCloseVerify: int = 0):
super(PortfTradeParamSettingField, self).__init__()
self.ExchangeID = self._to_bytes(ExchangeID)
self.BrokerID = self._to_bytes(BrokerID)
@@ -13236,7 +13838,8 @@ class MortgageParamField(Base):
('CheckMortgageRatio', ctypes.c_int), # 开仓是否验证质押配比
]
- def __init__(self, BrokerID: str = '', AccountID: str = '', MortgageBalance: float = 0.0, CheckMortgageRatio: int = 0):
+ def __init__(self, BrokerID: str = '', AccountID: str = '', MortgageBalance: float = 0.0,
+ CheckMortgageRatio: int = 0):
super(MortgageParamField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.AccountID = self._to_bytes(AccountID)
@@ -13253,7 +13856,8 @@ class WithDrawParamField(Base):
('WithDrawParamValue', ctypes.c_char * 41), # 参数代码值
]
- def __init__(self, BrokerID: str = '', AccountID: str = '', WithDrawParamID: str = '', WithDrawParamValue: str = ''):
+ def __init__(self, BrokerID: str = '', AccountID: str = '', WithDrawParamID: str = '',
+ WithDrawParamValue: str = ''):
super(WithDrawParamField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.AccountID = self._to_bytes(AccountID)
@@ -13287,3 +13891,2568 @@ def __init__(self, BrokerID: str = '', UserID: str = ''):
super(QryThostUserFunctionField, self).__init__()
self.BrokerID = self._to_bytes(BrokerID)
self.UserID = self._to_bytes(UserID)
+
+
+class SPBMAddOnInterParameterField(Base):
+ """SPBM附加跨品种抵扣参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('SpreadId', ctypes.c_int), # 优先级
+ ('AddOnInterRateZ2', ctypes.c_double), # 品种间对锁仓附加费率折扣比例
+ ('Leg1ProdFamilyCode', ctypes.c_char * 81), # 第一腿构成品种
+ ('Leg2ProdFamilyCode', ctypes.c_char * 81), # 第二腿构成品种
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', SpreadId: int = 0, AddOnInterRateZ2: float = 0.0,
+ Leg1ProdFamilyCode: str = '', Leg2ProdFamilyCode: str = ''):
+ super(SPBMAddOnInterParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.SpreadId = int(SpreadId)
+ self.AddOnInterRateZ2 = float(AddOnInterRateZ2)
+ self.Leg1ProdFamilyCode = self._to_bytes(Leg1ProdFamilyCode)
+ self.Leg2ProdFamilyCode = self._to_bytes(Leg2ProdFamilyCode)
+
+
+class QrySPBMAddOnInterParameterField(Base):
+ """SPBM附加跨品种抵扣参数查询"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('Leg1ProdFamilyCode', ctypes.c_char * 81), # 第一腿构成品种
+ ('Leg2ProdFamilyCode', ctypes.c_char * 81), # 第二腿构成品种
+ ]
+
+ def __init__(self, ExchangeID: str = '', Leg1ProdFamilyCode: str = '', Leg2ProdFamilyCode: str = ''):
+ super(QrySPBMAddOnInterParameterField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.Leg1ProdFamilyCode = self._to_bytes(Leg1ProdFamilyCode)
+ self.Leg2ProdFamilyCode = self._to_bytes(Leg2ProdFamilyCode)
+
+
+class QryInvestorCommoditySPMMMarginField(Base):
+ """投资者商品组SPMM记录查询"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('CommodityID', ctypes.c_char * 41), # 商品组代码
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', CommodityID: str = ''):
+ super(QryInvestorCommoditySPMMMarginField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.CommodityID = self._to_bytes(CommodityID)
+
+
+class QryInvestorCommodityGroupSPMMMarginField(Base):
+ """投资者商品群SPMM记录查询"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('CommodityGroupID', ctypes.c_char * 41), # 商品群代码
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', CommodityGroupID: str = ''):
+ super(QryInvestorCommodityGroupSPMMMarginField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.CommodityGroupID = self._to_bytes(CommodityGroupID)
+
+
+class QrySPMMInstParamField(Base):
+ """SPMM合约参数查询"""
+ _fields_ = [
+ ('InstrumentID', ctypes.c_char * 81), # 合约代码
+ ]
+
+ def __init__(self, InstrumentID: str = ''):
+ super(QrySPMMInstParamField, self).__init__()
+ self.InstrumentID = self._to_bytes(InstrumentID)
+
+
+class QrySPMMProductParamField(Base):
+ """SPMM产品参数查询"""
+ _fields_ = [
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ]
+
+ def __init__(self, ProductID: str = ''):
+ super(QrySPMMProductParamField, self).__init__()
+ self.ProductID = self._to_bytes(ProductID)
+
+
+class InvestorCommoditySPMMMarginField(Base):
+ """投资者商品组SPMM记录"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('CommodityID', ctypes.c_char * 41), # 商品组代码
+ ('MarginBeforeDiscount', ctypes.c_double), # 优惠仓位应收保证金
+ ('MarginNoDiscount', ctypes.c_double), # 不优惠仓位应收保证金
+ ('LongPosRisk', ctypes.c_double), # 多头实仓风险
+ ('LongOpenFrozenRisk', ctypes.c_double), # 多头开仓冻结风险
+ ('LongCloseFrozenRisk', ctypes.c_double), # 多头被平冻结风险
+ ('ShortPosRisk', ctypes.c_double), # 空头实仓风险
+ ('ShortOpenFrozenRisk', ctypes.c_double), # 空头开仓冻结风险
+ ('ShortCloseFrozenRisk', ctypes.c_double), # 空头被平冻结风险
+ ('IntraCommodityRate', ctypes.c_double), # SPMM品种内跨期优惠系数
+ ('OptionDiscountRate', ctypes.c_double), # SPMM期权优惠系数
+ ('PosDiscount', ctypes.c_double), # 实仓对冲优惠金额
+ ('OpenFrozenDiscount', ctypes.c_double), # 开仓报单对冲优惠金额
+ ('NetRisk', ctypes.c_double), # 品种风险净头
+ ('CloseFrozenMargin', ctypes.c_double), # 平仓冻结保证金
+ ('FrozenCommission', ctypes.c_double), # 冻结的手续费
+ ('Commission', ctypes.c_double), # 手续费
+ ('FrozenCash', ctypes.c_double), # 冻结的资金
+ ('CashIn', ctypes.c_double), # 资金差额
+ ('StrikeFrozenMargin', ctypes.c_double), # 行权冻结资金
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', CommodityID: str = '',
+ MarginBeforeDiscount: float = 0.0, MarginNoDiscount: float = 0.0, LongPosRisk: float = 0.0,
+ LongOpenFrozenRisk: float = 0.0, LongCloseFrozenRisk: float = 0.0, ShortPosRisk: float = 0.0,
+ ShortOpenFrozenRisk: float = 0.0, ShortCloseFrozenRisk: float = 0.0, IntraCommodityRate: float = 0.0,
+ OptionDiscountRate: float = 0.0, PosDiscount: float = 0.0, OpenFrozenDiscount: float = 0.0,
+ NetRisk: float = 0.0, CloseFrozenMargin: float = 0.0, FrozenCommission: float = 0.0,
+ Commission: float = 0.0, FrozenCash: float = 0.0, CashIn: float = 0.0,
+ StrikeFrozenMargin: float = 0.0):
+ super(InvestorCommoditySPMMMarginField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.CommodityID = self._to_bytes(CommodityID)
+ self.MarginBeforeDiscount = float(MarginBeforeDiscount)
+ self.MarginNoDiscount = float(MarginNoDiscount)
+ self.LongPosRisk = float(LongPosRisk)
+ self.LongOpenFrozenRisk = float(LongOpenFrozenRisk)
+ self.LongCloseFrozenRisk = float(LongCloseFrozenRisk)
+ self.ShortPosRisk = float(ShortPosRisk)
+ self.ShortOpenFrozenRisk = float(ShortOpenFrozenRisk)
+ self.ShortCloseFrozenRisk = float(ShortCloseFrozenRisk)
+ self.IntraCommodityRate = float(IntraCommodityRate)
+ self.OptionDiscountRate = float(OptionDiscountRate)
+ self.PosDiscount = float(PosDiscount)
+ self.OpenFrozenDiscount = float(OpenFrozenDiscount)
+ self.NetRisk = float(NetRisk)
+ self.CloseFrozenMargin = float(CloseFrozenMargin)
+ self.FrozenCommission = float(FrozenCommission)
+ self.Commission = float(Commission)
+ self.FrozenCash = float(FrozenCash)
+ self.CashIn = float(CashIn)
+ self.StrikeFrozenMargin = float(StrikeFrozenMargin)
+
+
+class InvestorCommodityGroupSPMMMarginField(Base):
+ """投资者商品群SPMM记录"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('CommodityGroupID', ctypes.c_char * 41), # 商品群代码
+ ('MarginBeforeDiscount', ctypes.c_double), # 优惠仓位应收保证金
+ ('MarginNoDiscount', ctypes.c_double), # 不优惠仓位应收保证金
+ ('LongRisk', ctypes.c_double), # 多头风险
+ ('ShortRisk', ctypes.c_double), # 空头风险
+ ('CloseFrozenMargin', ctypes.c_double), # 商品群平仓冻结保证金
+ ('InterCommodityRate', ctypes.c_double), # SPMM跨品种优惠系数
+ ('MiniMarginRatio', ctypes.c_double), # 商品群最小保证金比例
+ ('AdjustRatio', ctypes.c_double), # 投资者保证金和交易所保证金的比例
+ ('IntraCommodityDiscount', ctypes.c_double), # SPMM品种内优惠汇总
+ ('InterCommodityDiscount', ctypes.c_double), # SPMM跨品种优惠
+ ('ExchMargin', ctypes.c_double), # 交易所保证金
+ ('InvestorMargin', ctypes.c_double), # 投资者保证金
+ ('FrozenCommission', ctypes.c_double), # 冻结的手续费
+ ('Commission', ctypes.c_double), # 手续费
+ ('FrozenCash', ctypes.c_double), # 冻结的资金
+ ('CashIn', ctypes.c_double), # 资金差额
+ ('StrikeFrozenMargin', ctypes.c_double), # 行权冻结资金
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', CommodityGroupID: str = '',
+ MarginBeforeDiscount: float = 0.0, MarginNoDiscount: float = 0.0, LongRisk: float = 0.0,
+ ShortRisk: float = 0.0, CloseFrozenMargin: float = 0.0, InterCommodityRate: float = 0.0,
+ MiniMarginRatio: float = 0.0, AdjustRatio: float = 0.0, IntraCommodityDiscount: float = 0.0,
+ InterCommodityDiscount: float = 0.0, ExchMargin: float = 0.0, InvestorMargin: float = 0.0,
+ FrozenCommission: float = 0.0, Commission: float = 0.0, FrozenCash: float = 0.0, CashIn: float = 0.0,
+ StrikeFrozenMargin: float = 0.0):
+ super(InvestorCommodityGroupSPMMMarginField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.CommodityGroupID = self._to_bytes(CommodityGroupID)
+ self.MarginBeforeDiscount = float(MarginBeforeDiscount)
+ self.MarginNoDiscount = float(MarginNoDiscount)
+ self.LongRisk = float(LongRisk)
+ self.ShortRisk = float(ShortRisk)
+ self.CloseFrozenMargin = float(CloseFrozenMargin)
+ self.InterCommodityRate = float(InterCommodityRate)
+ self.MiniMarginRatio = float(MiniMarginRatio)
+ self.AdjustRatio = float(AdjustRatio)
+ self.IntraCommodityDiscount = float(IntraCommodityDiscount)
+ self.InterCommodityDiscount = float(InterCommodityDiscount)
+ self.ExchMargin = float(ExchMargin)
+ self.InvestorMargin = float(InvestorMargin)
+ self.FrozenCommission = float(FrozenCommission)
+ self.Commission = float(Commission)
+ self.FrozenCash = float(FrozenCash)
+ self.CashIn = float(CashIn)
+ self.StrikeFrozenMargin = float(StrikeFrozenMargin)
+
+
+class SPMMInstParamField(Base):
+ """SPMM合约参数"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('InstrumentID', ctypes.c_char * 81), # 合约代码
+ ('InstMarginCalID', ctypes.c_char), # SPMM合约保证金算法
+ ('CommodityID', ctypes.c_char * 41), # 商品组代码
+ ('CommodityGroupID', ctypes.c_char * 41), # 商品群代码
+ ]
+
+ def __init__(self, ExchangeID: str = '', InstrumentID: str = '', InstMarginCalID: str = '', CommodityID: str = '',
+ CommodityGroupID: str = ''):
+ super(SPMMInstParamField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.InstMarginCalID = self._to_bytes(InstMarginCalID)
+ self.CommodityID = self._to_bytes(CommodityID)
+ self.CommodityGroupID = self._to_bytes(CommodityGroupID)
+
+
+class SPMMProductParamField(Base):
+ """SPMM产品参数"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ('CommodityID', ctypes.c_char * 41), # 商品组代码
+ ('CommodityGroupID', ctypes.c_char * 41), # 商品群代码
+ ]
+
+ def __init__(self, ExchangeID: str = '', ProductID: str = '', CommodityID: str = '', CommodityGroupID: str = ''):
+ super(SPMMProductParamField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProductID = self._to_bytes(ProductID)
+ self.CommodityID = self._to_bytes(CommodityID)
+ self.CommodityGroupID = self._to_bytes(CommodityGroupID)
+
+
+class QryTraderAssignField(Base):
+ """席位与交易中心对应关系维护查询"""
+ _fields_ = [
+ ('TraderID', ctypes.c_char * 21), # 交易员代码
+ ]
+
+ def __init__(self, TraderID: str = ''):
+ super(QryTraderAssignField, self).__init__()
+ self.TraderID = self._to_bytes(TraderID)
+
+
+class TraderAssignField(Base):
+ """席位与交易中心对应关系"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 应用单元代码
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('TraderID', ctypes.c_char * 21), # 交易所交易员代码
+ ('ParticipantID', ctypes.c_char * 11), # 会员代码
+ ('DRIdentityID', ctypes.c_int), # 交易中心代码
+ ]
+
+ def __init__(self, BrokerID: str = '', ExchangeID: str = '', TraderID: str = '', ParticipantID: str = '',
+ DRIdentityID: int = 0):
+ super(TraderAssignField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.TraderID = self._to_bytes(TraderID)
+ self.ParticipantID = self._to_bytes(ParticipantID)
+ self.DRIdentityID = int(DRIdentityID)
+
+
+class InvestorInfoCntSettingField(Base):
+ """投资者申报费阶梯收取设置"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('ProductID', ctypes.c_char * 41), # 商品代码
+ ('IsCalInfoComm', ctypes.c_int), # 是否收取申报费
+ ('IsLimitInfoMax', ctypes.c_int), # 是否限制信息量
+ ('InfoMaxLimit', ctypes.c_int), # 信息量限制笔数
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', ProductID: str = '',
+ IsCalInfoComm: int = 0, IsLimitInfoMax: int = 0, InfoMaxLimit: int = 0):
+ super(InvestorInfoCntSettingField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.ProductID = self._to_bytes(ProductID)
+ self.IsCalInfoComm = int(IsCalInfoComm)
+ self.IsLimitInfoMax = int(IsLimitInfoMax)
+ self.InfoMaxLimit = int(InfoMaxLimit)
+
+
+class RCAMSCombProductInfoField(Base):
+ """RCAMS产品组合信息"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ('CombProductID', ctypes.c_char * 41), # 商品组代码
+ ('ProductGroupID', ctypes.c_char * 41), # 商品群代码
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', ProductID: str = '', CombProductID: str = '',
+ ProductGroupID: str = ''):
+ super(RCAMSCombProductInfoField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProductID = self._to_bytes(ProductID)
+ self.CombProductID = self._to_bytes(CombProductID)
+ self.ProductGroupID = self._to_bytes(ProductGroupID)
+
+
+class RCAMSInstrParameterField(Base):
+ """RCAMS同合约风险对冲参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ('HedgeRate', ctypes.c_double), # 同合约风险对冲比率
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', ProductID: str = '', HedgeRate: float = 0.0):
+ super(RCAMSInstrParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProductID = self._to_bytes(ProductID)
+ self.HedgeRate = float(HedgeRate)
+
+
+class RCAMSIntraParameterField(Base):
+ """RCAMS品种内风险对冲参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('CombProductID', ctypes.c_char * 41), # 产品组合代码
+ ('HedgeRate', ctypes.c_double), # 品种内对冲比率
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', CombProductID: str = '', HedgeRate: float = 0.0):
+ super(RCAMSIntraParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.CombProductID = self._to_bytes(CombProductID)
+ self.HedgeRate = float(HedgeRate)
+
+
+class RCAMSInterParameterField(Base):
+ """RCAMS跨品种风险折抵参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProductGroupID', ctypes.c_char * 41), # 商品群代码
+ ('Priority', ctypes.c_int), # 优先级
+ ('CreditRate', ctypes.c_double), # 折抵率
+ ('CombProduct1', ctypes.c_char * 41), # 产品组合代码1
+ ('CombProduct2', ctypes.c_char * 41), # 产品组合代码2
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', ProductGroupID: str = '', Priority: int = 0,
+ CreditRate: float = 0.0, CombProduct1: str = '', CombProduct2: str = ''):
+ super(RCAMSInterParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProductGroupID = self._to_bytes(ProductGroupID)
+ self.Priority = int(Priority)
+ self.CreditRate = float(CreditRate)
+ self.CombProduct1 = self._to_bytes(CombProduct1)
+ self.CombProduct2 = self._to_bytes(CombProduct2)
+
+
+class RCAMSShortOptAdjustParamField(Base):
+ """RCAMS空头期权风险调整参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('CombProductID', ctypes.c_char * 41), # 产品组合代码
+ ('HedgeFlag', ctypes.c_char), # 投套标志
+ ('AdjustValue', ctypes.c_double), # 空头期权风险调整标准
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', CombProductID: str = '', HedgeFlag: str = '',
+ AdjustValue: float = 0.0):
+ super(RCAMSShortOptAdjustParamField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.CombProductID = self._to_bytes(CombProductID)
+ self.HedgeFlag = self._to_bytes(HedgeFlag)
+ self.AdjustValue = float(AdjustValue)
+
+
+class RCAMSInvestorCombPositionField(Base):
+ """RCAMS策略组合持仓"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('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
+ ('HedgeFlag', ctypes.c_char), # 投套标志
+ ('PosiDirection', ctypes.c_char), # 持仓多空方向
+ ('CombInstrumentID', ctypes.c_char * 81), # 组合合约代码
+ ('LegID', ctypes.c_int), # 单腿编号
+ ('ExchangeInstID', ctypes.c_char * 81), # 交易所组合合约代码
+ ('TotalAmt', ctypes.c_int), # 持仓量
+ ('ExchMargin', ctypes.c_double), # 交易所保证金
+ ('Margin', ctypes.c_double), # 投资者保证金
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', InstrumentID: str = '',
+ HedgeFlag: str = '', PosiDirection: str = '', CombInstrumentID: str = '', LegID: int = 0,
+ ExchangeInstID: str = '', TotalAmt: int = 0, ExchMargin: float = 0.0, Margin: float = 0.0):
+ super(RCAMSInvestorCombPositionField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.HedgeFlag = self._to_bytes(HedgeFlag)
+ self.PosiDirection = self._to_bytes(PosiDirection)
+ self.CombInstrumentID = self._to_bytes(CombInstrumentID)
+ self.LegID = int(LegID)
+ self.ExchangeInstID = self._to_bytes(ExchangeInstID)
+ self.TotalAmt = int(TotalAmt)
+ self.ExchMargin = float(ExchMargin)
+ self.Margin = float(Margin)
+
+
+class InvestorProdRCAMSMarginField(Base):
+ """投资者品种RCAMS保证金"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('CombProductID', ctypes.c_char * 41), # 产品组合代码
+ ('HedgeFlag', ctypes.c_char), # 投套标志
+ ('ProductGroupID', ctypes.c_char * 41), # 商品群代码
+ ('RiskBeforeDiscount', ctypes.c_double), # 品种组合前风险
+ ('IntraInstrRisk', ctypes.c_double), # 同合约对冲风险
+ ('BPosRisk', ctypes.c_double), # 品种买持仓风险
+ ('SPosRisk', ctypes.c_double), # 品种卖持仓风险
+ ('IntraProdRisk', ctypes.c_double), # 品种内对冲风险
+ ('NetRisk', ctypes.c_double), # 品种净持仓风险
+ ('InterProdRisk', ctypes.c_double), # 品种间对冲风险
+ ('ShortOptRiskAdj', ctypes.c_double), # 空头期权风险调整
+ ('OptionRoyalty', ctypes.c_double), # 空头期权权利金
+ ('MMSACloseFrozenMargin', ctypes.c_double), # 大边组合平仓冻结保证金
+ ('CloseCombFrozenMargin', ctypes.c_double), # 策略组合平仓/行权冻结保证金
+ ('CloseFrozenMargin', ctypes.c_double), # 平仓/行权冻结保证金
+ ('MMSAOpenFrozenMargin', ctypes.c_double), # 大边组合开仓冻结保证金
+ ('DeliveryOpenFrozenMargin', ctypes.c_double), # 交割月期货开仓冻结保证金
+ ('OpenFrozenMargin', ctypes.c_double), # 开仓冻结保证金
+ ('UseFrozenMargin', ctypes.c_double), # 投资者冻结保证金
+ ('MMSAExchMargin', ctypes.c_double), # 大边组合交易所持仓保证金
+ ('DeliveryExchMargin', ctypes.c_double), # 交割月期货交易所持仓保证金
+ ('CombExchMargin', ctypes.c_double), # 策略组合交易所保证金
+ ('ExchMargin', ctypes.c_double), # 交易所持仓保证金
+ ('UseMargin', ctypes.c_double), # 投资者持仓保证金
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', CombProductID: str = '',
+ HedgeFlag: str = '', ProductGroupID: str = '', RiskBeforeDiscount: float = 0.0,
+ IntraInstrRisk: float = 0.0, BPosRisk: float = 0.0, SPosRisk: float = 0.0, IntraProdRisk: float = 0.0,
+ NetRisk: float = 0.0, InterProdRisk: float = 0.0, ShortOptRiskAdj: float = 0.0,
+ OptionRoyalty: float = 0.0, MMSACloseFrozenMargin: float = 0.0, CloseCombFrozenMargin: float = 0.0,
+ CloseFrozenMargin: float = 0.0, MMSAOpenFrozenMargin: float = 0.0,
+ DeliveryOpenFrozenMargin: float = 0.0, OpenFrozenMargin: float = 0.0, UseFrozenMargin: float = 0.0,
+ MMSAExchMargin: float = 0.0, DeliveryExchMargin: float = 0.0, CombExchMargin: float = 0.0,
+ ExchMargin: float = 0.0, UseMargin: float = 0.0):
+ super(InvestorProdRCAMSMarginField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.CombProductID = self._to_bytes(CombProductID)
+ self.HedgeFlag = self._to_bytes(HedgeFlag)
+ self.ProductGroupID = self._to_bytes(ProductGroupID)
+ self.RiskBeforeDiscount = float(RiskBeforeDiscount)
+ self.IntraInstrRisk = float(IntraInstrRisk)
+ self.BPosRisk = float(BPosRisk)
+ self.SPosRisk = float(SPosRisk)
+ self.IntraProdRisk = float(IntraProdRisk)
+ self.NetRisk = float(NetRisk)
+ self.InterProdRisk = float(InterProdRisk)
+ self.ShortOptRiskAdj = float(ShortOptRiskAdj)
+ self.OptionRoyalty = float(OptionRoyalty)
+ self.MMSACloseFrozenMargin = float(MMSACloseFrozenMargin)
+ self.CloseCombFrozenMargin = float(CloseCombFrozenMargin)
+ self.CloseFrozenMargin = float(CloseFrozenMargin)
+ self.MMSAOpenFrozenMargin = float(MMSAOpenFrozenMargin)
+ self.DeliveryOpenFrozenMargin = float(DeliveryOpenFrozenMargin)
+ self.OpenFrozenMargin = float(OpenFrozenMargin)
+ self.UseFrozenMargin = float(UseFrozenMargin)
+ self.MMSAExchMargin = float(MMSAExchMargin)
+ self.DeliveryExchMargin = float(DeliveryExchMargin)
+ self.CombExchMargin = float(CombExchMargin)
+ self.ExchMargin = float(ExchMargin)
+ self.UseMargin = float(UseMargin)
+
+
+class QryRCAMSCombProductInfoField(Base):
+ """RCAMS产品组合信息查询"""
+ _fields_ = [
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ('CombProductID', ctypes.c_char * 41), # 商品组代码
+ ('ProductGroupID', ctypes.c_char * 41), # 商品群代码
+ ]
+
+ def __init__(self, ProductID: str = '', CombProductID: str = '', ProductGroupID: str = ''):
+ super(QryRCAMSCombProductInfoField, self).__init__()
+ self.ProductID = self._to_bytes(ProductID)
+ self.CombProductID = self._to_bytes(CombProductID)
+ self.ProductGroupID = self._to_bytes(ProductGroupID)
+
+
+class QryRCAMSInstrParameterField(Base):
+ """RCAMS同合约风险对冲参数查询"""
+ _fields_ = [
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ]
+
+ def __init__(self, ProductID: str = ''):
+ super(QryRCAMSInstrParameterField, self).__init__()
+ self.ProductID = self._to_bytes(ProductID)
+
+
+class QryRCAMSIntraParameterField(Base):
+ """RCAMS品种内风险对冲参数查询"""
+ _fields_ = [
+ ('CombProductID', ctypes.c_char * 41), # 产品组合代码
+ ]
+
+ def __init__(self, CombProductID: str = ''):
+ super(QryRCAMSIntraParameterField, self).__init__()
+ self.CombProductID = self._to_bytes(CombProductID)
+
+
+class QryRCAMSInterParameterField(Base):
+ """RCAMS跨品种风险折抵参数查询"""
+ _fields_ = [
+ ('ProductGroupID', ctypes.c_char * 41), # 商品群代码
+ ('CombProduct1', ctypes.c_char * 41), # 产品组合代码1
+ ('CombProduct2', ctypes.c_char * 41), # 产品组合代码2
+ ]
+
+ def __init__(self, ProductGroupID: str = '', CombProduct1: str = '', CombProduct2: str = ''):
+ super(QryRCAMSInterParameterField, self).__init__()
+ self.ProductGroupID = self._to_bytes(ProductGroupID)
+ self.CombProduct1 = self._to_bytes(CombProduct1)
+ self.CombProduct2 = self._to_bytes(CombProduct2)
+
+
+class QryRCAMSShortOptAdjustParamField(Base):
+ """RCAMS空头期权风险调整参数查询"""
+ _fields_ = [
+ ('CombProductID', ctypes.c_char * 41), # 产品组合代码
+ ]
+
+ def __init__(self, CombProductID: str = ''):
+ super(QryRCAMSShortOptAdjustParamField, self).__init__()
+ self.CombProductID = self._to_bytes(CombProductID)
+
+
+class QryRCAMSInvestorCombPositionField(Base):
+ """RCAMS策略组合持仓查询"""
+ _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
+ ('CombInstrumentID', ctypes.c_char * 81), # 组合合约代码
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', InstrumentID: str = '', CombInstrumentID: str = ''):
+ super(QryRCAMSInvestorCombPositionField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.CombInstrumentID = self._to_bytes(CombInstrumentID)
+
+
+class QryInvestorProdRCAMSMarginField(Base):
+ """投资者品种RCAMS保证金查询"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('CombProductID', ctypes.c_char * 41), # 产品组合代码
+ ('ProductGroupID', ctypes.c_char * 41), # 商品群代码
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', CombProductID: str = '', ProductGroupID: str = ''):
+ super(QryInvestorProdRCAMSMarginField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.CombProductID = self._to_bytes(CombProductID)
+ self.ProductGroupID = self._to_bytes(ProductGroupID)
+
+
+class RULEInstrParameterField(Base):
+ """RULE合约保证金参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('InstrumentID', ctypes.c_char * 81), # 合约代码
+ ('InstrumentClass', ctypes.c_char), # 合约类型
+ ('StdInstrumentID', ctypes.c_char * 81), # 标准合约
+ ('BSpecRatio', ctypes.c_double), # 投机买折算系数
+ ('SSpecRatio', ctypes.c_double), # 投机卖折算系数
+ ('BHedgeRatio', ctypes.c_double), # 套保买折算系数
+ ('SHedgeRatio', ctypes.c_double), # 套保卖折算系数
+ ('BAddOnMargin', ctypes.c_double), # 买附加风险保证金
+ ('SAddOnMargin', ctypes.c_double), # 卖附加风险保证金
+ ('CommodityGroupID', ctypes.c_int), # 商品群号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', InstrumentID: str = '', InstrumentClass: str = '',
+ StdInstrumentID: str = '', BSpecRatio: float = 0.0, SSpecRatio: float = 0.0, BHedgeRatio: float = 0.0,
+ SHedgeRatio: float = 0.0, BAddOnMargin: float = 0.0, SAddOnMargin: float = 0.0,
+ CommodityGroupID: int = 0):
+ super(RULEInstrParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.InstrumentClass = self._to_bytes(InstrumentClass)
+ self.StdInstrumentID = self._to_bytes(StdInstrumentID)
+ self.BSpecRatio = float(BSpecRatio)
+ self.SSpecRatio = float(SSpecRatio)
+ self.BHedgeRatio = float(BHedgeRatio)
+ self.SHedgeRatio = float(SHedgeRatio)
+ self.BAddOnMargin = float(BAddOnMargin)
+ self.SAddOnMargin = float(SAddOnMargin)
+ self.CommodityGroupID = int(CommodityGroupID)
+
+
+class RULEIntraParameterField(Base):
+ """RULE品种内对锁仓折扣参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProdFamilyCode', ctypes.c_char * 81), # 品种代码
+ ('StdInstrumentID', ctypes.c_char * 81), # 标准合约
+ ('StdInstrMargin', ctypes.c_double), # 标准合约保证金
+ ('UsualIntraRate', ctypes.c_double), # 一般月份合约组合保证金系数
+ ('DeliveryIntraRate', ctypes.c_double), # 临近交割合约组合保证金系数
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', ProdFamilyCode: str = '', StdInstrumentID: str = '',
+ StdInstrMargin: float = 0.0, UsualIntraRate: float = 0.0, DeliveryIntraRate: float = 0.0):
+ super(RULEIntraParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProdFamilyCode = self._to_bytes(ProdFamilyCode)
+ self.StdInstrumentID = self._to_bytes(StdInstrumentID)
+ self.StdInstrMargin = float(StdInstrMargin)
+ self.UsualIntraRate = float(UsualIntraRate)
+ self.DeliveryIntraRate = float(DeliveryIntraRate)
+
+
+class RULEInterParameterField(Base):
+ """RULE跨品种抵扣参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('SpreadId', ctypes.c_int), # 优先级
+ ('InterRate', ctypes.c_double), # 品种间对锁仓费率折扣比例
+ ('Leg1ProdFamilyCode', ctypes.c_char * 81), # 第一腿构成品种
+ ('Leg2ProdFamilyCode', ctypes.c_char * 81), # 第二腿构成品种
+ ('Leg1PropFactor', ctypes.c_int), # 腿1比例系数
+ ('Leg2PropFactor', ctypes.c_int), # 腿2比例系数
+ ('CommodityGroupID', ctypes.c_int), # 商品群号
+ ('CommodityGroupName', ctypes.c_char * 21), # 商品群名称
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', SpreadId: int = 0, InterRate: float = 0.0,
+ Leg1ProdFamilyCode: str = '', Leg2ProdFamilyCode: str = '', Leg1PropFactor: int = 0,
+ Leg2PropFactor: int = 0, CommodityGroupID: int = 0, CommodityGroupName: str = ''):
+ super(RULEInterParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.SpreadId = int(SpreadId)
+ self.InterRate = float(InterRate)
+ self.Leg1ProdFamilyCode = self._to_bytes(Leg1ProdFamilyCode)
+ self.Leg2ProdFamilyCode = self._to_bytes(Leg2ProdFamilyCode)
+ self.Leg1PropFactor = int(Leg1PropFactor)
+ self.Leg2PropFactor = int(Leg2PropFactor)
+ self.CommodityGroupID = int(CommodityGroupID)
+ self.CommodityGroupName = self._to_bytes(CommodityGroupName)
+
+
+class QryRULEInstrParameterField(Base):
+ """RULE合约保证金参数查询"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('InstrumentID', ctypes.c_char * 81), # 合约代码
+ ]
+
+ def __init__(self, ExchangeID: str = '', InstrumentID: str = ''):
+ super(QryRULEInstrParameterField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+
+
+class QryRULEIntraParameterField(Base):
+ """RULE品种内对锁仓折扣参数查询"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProdFamilyCode', ctypes.c_char * 81), # 品种代码
+ ]
+
+ def __init__(self, ExchangeID: str = '', ProdFamilyCode: str = ''):
+ super(QryRULEIntraParameterField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProdFamilyCode = self._to_bytes(ProdFamilyCode)
+
+
+class QryRULEInterParameterField(Base):
+ """RULE跨品种抵扣参数查询"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('Leg1ProdFamilyCode', ctypes.c_char * 81), # 第一腿构成品种
+ ('Leg2ProdFamilyCode', ctypes.c_char * 81), # 第二腿构成品种
+ ('CommodityGroupID', ctypes.c_int), # 商品群号
+ ]
+
+ def __init__(self, ExchangeID: str = '', Leg1ProdFamilyCode: str = '', Leg2ProdFamilyCode: str = '',
+ CommodityGroupID: int = 0):
+ super(QryRULEInterParameterField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.Leg1ProdFamilyCode = self._to_bytes(Leg1ProdFamilyCode)
+ self.Leg2ProdFamilyCode = self._to_bytes(Leg2ProdFamilyCode)
+ self.CommodityGroupID = int(CommodityGroupID)
+
+
+class InvestorProdRULEMarginField(Base):
+ """投资者产品RULE保证金"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('ProdFamilyCode', ctypes.c_char * 81), # 品种代码
+ ('InstrumentClass', ctypes.c_char), # 合约类型
+ ('CommodityGroupID', ctypes.c_int), # 商品群号
+ ('BStdPosition', ctypes.c_double), # 买标准持仓
+ ('SStdPosition', ctypes.c_double), # 卖标准持仓
+ ('BStdOpenFrozen', ctypes.c_double), # 买标准开仓冻结
+ ('SStdOpenFrozen', ctypes.c_double), # 卖标准开仓冻结
+ ('BStdCloseFrozen', ctypes.c_double), # 买标准平仓冻结
+ ('SStdCloseFrozen', ctypes.c_double), # 卖标准平仓冻结
+ ('IntraProdStdPosition', ctypes.c_double), # 品种内对冲标准持仓
+ ('NetStdPosition', ctypes.c_double), # 品种内单腿标准持仓
+ ('InterProdStdPosition', ctypes.c_double), # 品种间对冲标准持仓
+ ('SingleStdPosition', ctypes.c_double), # 单腿标准持仓
+ ('IntraProdMargin', ctypes.c_double), # 品种内对锁保证金
+ ('InterProdMargin', ctypes.c_double), # 品种间对锁保证金
+ ('SingleMargin', ctypes.c_double), # 跨品种单腿保证金
+ ('NonCombMargin', ctypes.c_double), # 非组合合约保证金
+ ('AddOnMargin', ctypes.c_double), # 附加保证金
+ ('ExchMargin', ctypes.c_double), # 交易所保证金
+ ('AddOnFrozenMargin', ctypes.c_double), # 附加冻结保证金
+ ('OpenFrozenMargin', ctypes.c_double), # 开仓冻结保证金
+ ('CloseFrozenMargin', ctypes.c_double), # 平仓冻结保证金
+ ('Margin', ctypes.c_double), # 品种保证金
+ ('FrozenMargin', ctypes.c_double), # 冻结保证金
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', ProdFamilyCode: str = '',
+ InstrumentClass: str = '', CommodityGroupID: int = 0, BStdPosition: float = 0.0,
+ SStdPosition: float = 0.0, BStdOpenFrozen: float = 0.0, SStdOpenFrozen: float = 0.0,
+ BStdCloseFrozen: float = 0.0, SStdCloseFrozen: float = 0.0, IntraProdStdPosition: float = 0.0,
+ NetStdPosition: float = 0.0, InterProdStdPosition: float = 0.0, SingleStdPosition: float = 0.0,
+ IntraProdMargin: float = 0.0, InterProdMargin: float = 0.0, SingleMargin: float = 0.0,
+ NonCombMargin: float = 0.0, AddOnMargin: float = 0.0, ExchMargin: float = 0.0,
+ AddOnFrozenMargin: float = 0.0, OpenFrozenMargin: float = 0.0, CloseFrozenMargin: float = 0.0,
+ Margin: float = 0.0, FrozenMargin: float = 0.0):
+ super(InvestorProdRULEMarginField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.ProdFamilyCode = self._to_bytes(ProdFamilyCode)
+ self.InstrumentClass = self._to_bytes(InstrumentClass)
+ self.CommodityGroupID = int(CommodityGroupID)
+ self.BStdPosition = float(BStdPosition)
+ self.SStdPosition = float(SStdPosition)
+ self.BStdOpenFrozen = float(BStdOpenFrozen)
+ self.SStdOpenFrozen = float(SStdOpenFrozen)
+ self.BStdCloseFrozen = float(BStdCloseFrozen)
+ self.SStdCloseFrozen = float(SStdCloseFrozen)
+ self.IntraProdStdPosition = float(IntraProdStdPosition)
+ self.NetStdPosition = float(NetStdPosition)
+ self.InterProdStdPosition = float(InterProdStdPosition)
+ self.SingleStdPosition = float(SingleStdPosition)
+ self.IntraProdMargin = float(IntraProdMargin)
+ self.InterProdMargin = float(InterProdMargin)
+ self.SingleMargin = float(SingleMargin)
+ self.NonCombMargin = float(NonCombMargin)
+ self.AddOnMargin = float(AddOnMargin)
+ self.ExchMargin = float(ExchMargin)
+ self.AddOnFrozenMargin = float(AddOnFrozenMargin)
+ self.OpenFrozenMargin = float(OpenFrozenMargin)
+ self.CloseFrozenMargin = float(CloseFrozenMargin)
+ self.Margin = float(Margin)
+ self.FrozenMargin = float(FrozenMargin)
+
+
+class QryInvestorProdRULEMarginField(Base):
+ """投资者产品RULE保证金查询"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('ProdFamilyCode', ctypes.c_char * 81), # 品种代码
+ ('CommodityGroupID', ctypes.c_int), # 商品群号
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', ProdFamilyCode: str = '',
+ CommodityGroupID: int = 0):
+ super(QryInvestorProdRULEMarginField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.ProdFamilyCode = self._to_bytes(ProdFamilyCode)
+ self.CommodityGroupID = int(CommodityGroupID)
+
+
+class SyncDeltaSPBMPortfDefinitionField(Base):
+ """风险结算追平SPBM组合保证金套餐"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('PortfolioDefID', ctypes.c_int), # 组合保证金套餐代码
+ ('ProdFamilyCode', ctypes.c_char * 81), # 品种代码
+ ('IsSPBM', ctypes.c_int), # 是否启用SPBM
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, ExchangeID: str = '', PortfolioDefID: int = 0, ProdFamilyCode: str = '', IsSPBM: int = 0,
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaSPBMPortfDefinitionField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.PortfolioDefID = int(PortfolioDefID)
+ self.ProdFamilyCode = self._to_bytes(ProdFamilyCode)
+ self.IsSPBM = int(IsSPBM)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaSPBMInvstPortfDefField(Base):
+ """风险结算追平投资者SPBM套餐选择"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('PortfolioDefID', ctypes.c_int), # 组合保证金套餐代码
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', PortfolioDefID: int = 0,
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaSPBMInvstPortfDefField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.PortfolioDefID = int(PortfolioDefID)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaSPBMFutureParameterField(Base):
+ """风险结算追平SPBM期货合约保证金参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('InstrumentID', ctypes.c_char * 81), # 合约代码
+ ('ProdFamilyCode', ctypes.c_char * 81), # 品种代码
+ ('Cvf', ctypes.c_int), # 期货合约因子
+ ('TimeRange', ctypes.c_char), # 阶段标识
+ ('MarginRate', ctypes.c_double), # 品种保证金标准
+ ('LockRateX', ctypes.c_double), # 期货合约内部对锁仓费率折扣比例
+ ('AddOnRate', ctypes.c_double), # 提高保证金标准
+ ('PreSettlementPrice', ctypes.c_double), # 昨结算价
+ ('AddOnLockRateX2', ctypes.c_double), # 期货合约内部对锁仓附加费率折扣比例
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', InstrumentID: str = '', ProdFamilyCode: str = '',
+ Cvf: int = 0, TimeRange: str = '', MarginRate: float = 0.0, LockRateX: float = 0.0,
+ AddOnRate: float = 0.0, PreSettlementPrice: float = 0.0, AddOnLockRateX2: float = 0.0,
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaSPBMFutureParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.ProdFamilyCode = self._to_bytes(ProdFamilyCode)
+ self.Cvf = int(Cvf)
+ self.TimeRange = self._to_bytes(TimeRange)
+ self.MarginRate = float(MarginRate)
+ self.LockRateX = float(LockRateX)
+ self.AddOnRate = float(AddOnRate)
+ self.PreSettlementPrice = float(PreSettlementPrice)
+ self.AddOnLockRateX2 = float(AddOnLockRateX2)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaSPBMOptionParameterField(Base):
+ """风险结算追平SPBM期权合约保证金参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('InstrumentID', ctypes.c_char * 81), # 合约代码
+ ('ProdFamilyCode', ctypes.c_char * 81), # 品种代码
+ ('Cvf', ctypes.c_int), # 期权合约因子
+ ('DownPrice', ctypes.c_double), # 期权冲抵价格
+ ('Delta', ctypes.c_double), # Delta值
+ ('SlimiDelta', ctypes.c_double), # 卖方期权风险转换最低值
+ ('PreSettlementPrice', ctypes.c_double), # 昨结算价
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', InstrumentID: str = '', ProdFamilyCode: str = '',
+ Cvf: int = 0, DownPrice: float = 0.0, Delta: float = 0.0, SlimiDelta: float = 0.0,
+ PreSettlementPrice: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaSPBMOptionParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.ProdFamilyCode = self._to_bytes(ProdFamilyCode)
+ self.Cvf = int(Cvf)
+ self.DownPrice = float(DownPrice)
+ self.Delta = float(Delta)
+ self.SlimiDelta = float(SlimiDelta)
+ self.PreSettlementPrice = float(PreSettlementPrice)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaSPBMIntraParameterField(Base):
+ """风险结算追平SPBM品种内对锁仓折扣参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProdFamilyCode', ctypes.c_char * 81), # 品种代码
+ ('IntraRateY', ctypes.c_double), # 品种内合约间对锁仓费率折扣比例
+ ('AddOnIntraRateY2', ctypes.c_double), # 品种内合约间对锁仓附加费率折扣比例
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', ProdFamilyCode: str = '', IntraRateY: float = 0.0,
+ AddOnIntraRateY2: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaSPBMIntraParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProdFamilyCode = self._to_bytes(ProdFamilyCode)
+ self.IntraRateY = float(IntraRateY)
+ self.AddOnIntraRateY2 = float(AddOnIntraRateY2)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaSPBMInterParameterField(Base):
+ """风险结算追平SPBM跨品种抵扣参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('SpreadId', ctypes.c_int), # 优先级
+ ('InterRateZ', ctypes.c_double), # 品种间对锁仓费率折扣比例
+ ('Leg1ProdFamilyCode', ctypes.c_char * 81), # 第一腿构成品种
+ ('Leg2ProdFamilyCode', ctypes.c_char * 81), # 第二腿构成品种
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', SpreadId: int = 0, InterRateZ: float = 0.0,
+ Leg1ProdFamilyCode: str = '', Leg2ProdFamilyCode: str = '', ActionDirection: str = '',
+ SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaSPBMInterParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.SpreadId = int(SpreadId)
+ self.InterRateZ = float(InterRateZ)
+ self.Leg1ProdFamilyCode = self._to_bytes(Leg1ProdFamilyCode)
+ self.Leg2ProdFamilyCode = self._to_bytes(Leg2ProdFamilyCode)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaSPBMAddOnInterParamField(Base):
+ """风险结算追平SPBM附加跨品种抵扣参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('SpreadId', ctypes.c_int), # 优先级
+ ('AddOnInterRateZ2', ctypes.c_double), # 品种间对锁仓附加费率折扣比例
+ ('Leg1ProdFamilyCode', ctypes.c_char * 81), # 第一腿构成品种
+ ('Leg2ProdFamilyCode', ctypes.c_char * 81), # 第二腿构成品种
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', SpreadId: int = 0, AddOnInterRateZ2: float = 0.0,
+ Leg1ProdFamilyCode: str = '', Leg2ProdFamilyCode: str = '', ActionDirection: str = '',
+ SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaSPBMAddOnInterParamField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.SpreadId = int(SpreadId)
+ self.AddOnInterRateZ2 = float(AddOnInterRateZ2)
+ self.Leg1ProdFamilyCode = self._to_bytes(Leg1ProdFamilyCode)
+ self.Leg2ProdFamilyCode = self._to_bytes(Leg2ProdFamilyCode)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaSPMMInstParamField(Base):
+ """风险结算追平SPMM合约参数"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('InstrumentID', ctypes.c_char * 81), # 合约代码
+ ('InstMarginCalID', ctypes.c_char), # SPMM合约保证金算法
+ ('CommodityID', ctypes.c_char * 41), # 商品组代码
+ ('CommodityGroupID', ctypes.c_char * 41), # 商品群代码
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, ExchangeID: str = '', InstrumentID: str = '', InstMarginCalID: str = '', CommodityID: str = '',
+ CommodityGroupID: str = '', ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaSPMMInstParamField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.InstMarginCalID = self._to_bytes(InstMarginCalID)
+ self.CommodityID = self._to_bytes(CommodityID)
+ self.CommodityGroupID = self._to_bytes(CommodityGroupID)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaSPMMProductParamField(Base):
+ """风险结算追平SPMM产品相关参数"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ('CommodityID', ctypes.c_char * 41), # 商品组代码
+ ('CommodityGroupID', ctypes.c_char * 41), # 商品群代码
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, ExchangeID: str = '', ProductID: str = '', CommodityID: str = '', CommodityGroupID: str = '',
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaSPMMProductParamField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProductID = self._to_bytes(ProductID)
+ self.CommodityID = self._to_bytes(CommodityID)
+ self.CommodityGroupID = self._to_bytes(CommodityGroupID)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaInvestorSPMMModelField(Base):
+ """风险结算追平投资者SPMM模板选择"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('SPMMModelID', ctypes.c_char * 33), # SPMM模板ID
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', SPMMModelID: str = '',
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaInvestorSPMMModelField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.SPMMModelID = self._to_bytes(SPMMModelID)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaSPMMModelParamField(Base):
+ """风险结算追平SPMM模板参数设置"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('SPMMModelID', ctypes.c_char * 33), # SPMM模板ID
+ ('CommodityGroupID', ctypes.c_char * 41), # 商品群代码
+ ('IntraCommodityRate', ctypes.c_double), # SPMM品种内跨期优惠系数
+ ('InterCommodityRate', ctypes.c_double), # SPMM品种间优惠系数
+ ('OptionDiscountRate', ctypes.c_double), # SPMM期权优惠系数
+ ('MiniMarginRatio', ctypes.c_double), # 商品群最小保证金比例
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, ExchangeID: str = '', SPMMModelID: str = '', CommodityGroupID: str = '',
+ IntraCommodityRate: float = 0.0, InterCommodityRate: float = 0.0, OptionDiscountRate: float = 0.0,
+ MiniMarginRatio: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaSPMMModelParamField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.SPMMModelID = self._to_bytes(SPMMModelID)
+ self.CommodityGroupID = self._to_bytes(CommodityGroupID)
+ self.IntraCommodityRate = float(IntraCommodityRate)
+ self.InterCommodityRate = float(InterCommodityRate)
+ self.OptionDiscountRate = float(OptionDiscountRate)
+ self.MiniMarginRatio = float(MiniMarginRatio)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaRCAMSCombProdInfoField(Base):
+ """风险结算追平RCAMS产品组合信息"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ('CombProductID', ctypes.c_char * 41), # 商品组代码
+ ('ProductGroupID', ctypes.c_char * 41), # 商品群代码
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', ProductID: str = '', CombProductID: str = '',
+ ProductGroupID: str = '', ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaRCAMSCombProdInfoField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProductID = self._to_bytes(ProductID)
+ self.CombProductID = self._to_bytes(CombProductID)
+ self.ProductGroupID = self._to_bytes(ProductGroupID)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaRCAMSInstrParameterField(Base):
+ """风险结算追平RCAMS同合约风险对冲参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ('HedgeRate', ctypes.c_double), # 同合约风险对冲比率
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', ProductID: str = '', HedgeRate: float = 0.0,
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaRCAMSInstrParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProductID = self._to_bytes(ProductID)
+ self.HedgeRate = float(HedgeRate)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaRCAMSIntraParameterField(Base):
+ """风险结算追平RCAMS品种内风险对冲参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('CombProductID', ctypes.c_char * 41), # 产品组合代码
+ ('HedgeRate', ctypes.c_double), # 品种内对冲比率
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', CombProductID: str = '', HedgeRate: float = 0.0,
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaRCAMSIntraParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.CombProductID = self._to_bytes(CombProductID)
+ self.HedgeRate = float(HedgeRate)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaRCAMSInterParameterField(Base):
+ """风险结算追平RCAMS跨品种风险折抵参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProductGroupID', ctypes.c_char * 41), # 商品群代码
+ ('Priority', ctypes.c_int), # 优先级
+ ('CreditRate', ctypes.c_double), # 折抵率
+ ('CombProduct1', ctypes.c_char * 41), # 产品组合代码1
+ ('CombProduct2', ctypes.c_char * 41), # 产品组合代码2
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', ProductGroupID: str = '', Priority: int = 0,
+ CreditRate: float = 0.0, CombProduct1: str = '', CombProduct2: str = '', ActionDirection: str = '',
+ SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaRCAMSInterParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProductGroupID = self._to_bytes(ProductGroupID)
+ self.Priority = int(Priority)
+ self.CreditRate = float(CreditRate)
+ self.CombProduct1 = self._to_bytes(CombProduct1)
+ self.CombProduct2 = self._to_bytes(CombProduct2)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaRCAMSSOptAdjParamField(Base):
+ """风险结算追平RCAMS空头期权风险调整参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('CombProductID', ctypes.c_char * 41), # 产品组合代码
+ ('HedgeFlag', ctypes.c_char), # 投套标志
+ ('AdjustValue', ctypes.c_double), # 空头期权风险调整标准
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', CombProductID: str = '', HedgeFlag: str = '',
+ AdjustValue: float = 0.0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaRCAMSSOptAdjParamField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.CombProductID = self._to_bytes(CombProductID)
+ self.HedgeFlag = self._to_bytes(HedgeFlag)
+ self.AdjustValue = float(AdjustValue)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaRCAMSCombRuleDtlField(Base):
+ """风险结算追平RCAMS策略组合规则明细"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProdGroup', ctypes.c_char * 41), # 策略产品
+ ('RuleId', ctypes.c_char * 51), # 策略id
+ ('Priority', ctypes.c_int), # 优先级
+ ('HedgeFlag', ctypes.c_char), # 投套标志
+ ('CombMargin', ctypes.c_double), # 组合保证金标准
+ ('ExchangeInstID', ctypes.c_char * 81), # 交易所组合合约代码
+ ('LegID', ctypes.c_int), # 单腿编号
+ ('LegInstrumentID', ctypes.c_char * 81), # 单腿合约代码
+ ('Direction', ctypes.c_char), # 买卖方向
+ ('LegMultiple', ctypes.c_int), # 单腿乘数
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', ProdGroup: str = '', RuleId: str = '',
+ Priority: int = 0, HedgeFlag: str = '', CombMargin: float = 0.0, ExchangeInstID: str = '',
+ LegID: int = 0, LegInstrumentID: str = '', Direction: str = '', LegMultiple: int = 0,
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaRCAMSCombRuleDtlField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProdGroup = self._to_bytes(ProdGroup)
+ self.RuleId = self._to_bytes(RuleId)
+ self.Priority = int(Priority)
+ self.HedgeFlag = self._to_bytes(HedgeFlag)
+ self.CombMargin = float(CombMargin)
+ self.ExchangeInstID = self._to_bytes(ExchangeInstID)
+ self.LegID = int(LegID)
+ self.LegInstrumentID = self._to_bytes(LegInstrumentID)
+ self.Direction = self._to_bytes(Direction)
+ self.LegMultiple = int(LegMultiple)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaRCAMSInvstCombPosField(Base):
+ """风险结算追平RCAMS策略组合持仓"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('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
+ ('HedgeFlag', ctypes.c_char), # 投套标志
+ ('PosiDirection', ctypes.c_char), # 持仓多空方向
+ ('CombInstrumentID', ctypes.c_char * 81), # 组合合约代码
+ ('LegID', ctypes.c_int), # 单腿编号
+ ('ExchangeInstID', ctypes.c_char * 81), # 交易所组合合约代码
+ ('TotalAmt', ctypes.c_int), # 持仓量
+ ('ExchMargin', ctypes.c_double), # 交易所保证金
+ ('Margin', ctypes.c_double), # 投资者保证金
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', InstrumentID: str = '',
+ HedgeFlag: str = '', PosiDirection: str = '', CombInstrumentID: str = '', LegID: int = 0,
+ ExchangeInstID: str = '', TotalAmt: int = 0, ExchMargin: float = 0.0, Margin: float = 0.0,
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaRCAMSInvstCombPosField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.HedgeFlag = self._to_bytes(HedgeFlag)
+ self.PosiDirection = self._to_bytes(PosiDirection)
+ self.CombInstrumentID = self._to_bytes(CombInstrumentID)
+ self.LegID = int(LegID)
+ self.ExchangeInstID = self._to_bytes(ExchangeInstID)
+ self.TotalAmt = int(TotalAmt)
+ self.ExchMargin = float(ExchMargin)
+ self.Margin = float(Margin)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaRULEInstrParameterField(Base):
+ """风险结算追平RULE合约保证金参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('InstrumentID', ctypes.c_char * 81), # 合约代码
+ ('InstrumentClass', ctypes.c_char), # 合约类型
+ ('StdInstrumentID', ctypes.c_char * 81), # 标准合约
+ ('BSpecRatio', ctypes.c_double), # 投机买折算系数
+ ('SSpecRatio', ctypes.c_double), # 投机卖折算系数
+ ('BHedgeRatio', ctypes.c_double), # 套保买折算系数
+ ('SHedgeRatio', ctypes.c_double), # 套保卖折算系数
+ ('BAddOnMargin', ctypes.c_double), # 买附加风险保证金
+ ('SAddOnMargin', ctypes.c_double), # 卖附加风险保证金
+ ('CommodityGroupID', ctypes.c_int), # 商品群号
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', InstrumentID: str = '', InstrumentClass: str = '',
+ StdInstrumentID: str = '', BSpecRatio: float = 0.0, SSpecRatio: float = 0.0, BHedgeRatio: float = 0.0,
+ SHedgeRatio: float = 0.0, BAddOnMargin: float = 0.0, SAddOnMargin: float = 0.0,
+ CommodityGroupID: int = 0, ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaRULEInstrParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.InstrumentClass = self._to_bytes(InstrumentClass)
+ self.StdInstrumentID = self._to_bytes(StdInstrumentID)
+ self.BSpecRatio = float(BSpecRatio)
+ self.SSpecRatio = float(SSpecRatio)
+ self.BHedgeRatio = float(BHedgeRatio)
+ self.SHedgeRatio = float(SHedgeRatio)
+ self.BAddOnMargin = float(BAddOnMargin)
+ self.SAddOnMargin = float(SAddOnMargin)
+ self.CommodityGroupID = int(CommodityGroupID)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaRULEIntraParameterField(Base):
+ """风险结算追平RULE品种内对锁仓折扣参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('ProdFamilyCode', ctypes.c_char * 81), # 品种代码
+ ('StdInstrumentID', ctypes.c_char * 81), # 标准合约
+ ('StdInstrMargin', ctypes.c_double), # 标准合约保证金
+ ('UsualIntraRate', ctypes.c_double), # 一般月份合约组合保证金系数
+ ('DeliveryIntraRate', ctypes.c_double), # 临近交割合约组合保证金系数
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', ProdFamilyCode: str = '', StdInstrumentID: str = '',
+ StdInstrMargin: float = 0.0, UsualIntraRate: float = 0.0, DeliveryIntraRate: float = 0.0,
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaRULEIntraParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.ProdFamilyCode = self._to_bytes(ProdFamilyCode)
+ self.StdInstrumentID = self._to_bytes(StdInstrumentID)
+ self.StdInstrMargin = float(StdInstrMargin)
+ self.UsualIntraRate = float(UsualIntraRate)
+ self.DeliveryIntraRate = float(DeliveryIntraRate)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class SyncDeltaRULEInterParameterField(Base):
+ """风险结算追平RULE跨品种抵扣参数"""
+ _fields_ = [
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('SpreadId', ctypes.c_int), # 优先级
+ ('InterRate', ctypes.c_double), # 品种间对锁仓费率折扣比例
+ ('Leg1ProdFamilyCode', ctypes.c_char * 81), # 第一腿构成品种
+ ('Leg2ProdFamilyCode', ctypes.c_char * 81), # 第二腿构成品种
+ ('Leg1PropFactor', ctypes.c_int), # 腿1比例系数
+ ('Leg2PropFactor', ctypes.c_int), # 腿2比例系数
+ ('CommodityGroupID', ctypes.c_int), # 商品群号
+ ('CommodityGroupName', ctypes.c_char * 21), # 商品群名称
+ ('ActionDirection', ctypes.c_char), # 操作标志
+ ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号
+ ]
+
+ def __init__(self, TradingDay: str = '', ExchangeID: str = '', SpreadId: int = 0, InterRate: float = 0.0,
+ Leg1ProdFamilyCode: str = '', Leg2ProdFamilyCode: str = '', Leg1PropFactor: int = 0,
+ Leg2PropFactor: int = 0, CommodityGroupID: int = 0, CommodityGroupName: str = '',
+ ActionDirection: str = '', SyncDeltaSequenceNo: int = 0):
+ super(SyncDeltaRULEInterParameterField, self).__init__()
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.SpreadId = int(SpreadId)
+ self.InterRate = float(InterRate)
+ self.Leg1ProdFamilyCode = self._to_bytes(Leg1ProdFamilyCode)
+ self.Leg2ProdFamilyCode = self._to_bytes(Leg2ProdFamilyCode)
+ self.Leg1PropFactor = int(Leg1PropFactor)
+ self.Leg2PropFactor = int(Leg2PropFactor)
+ self.CommodityGroupID = int(CommodityGroupID)
+ self.CommodityGroupName = self._to_bytes(CommodityGroupName)
+ self.ActionDirection = self._to_bytes(ActionDirection)
+ self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo)
+
+
+class IpAddrParamField(Base):
+ """服务地址参数"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('Address', ctypes.c_char * 129), # 服务地址
+ ('DRIdentityID', ctypes.c_int), # 交易中心代码
+ ('DRIdentityName', ctypes.c_char * 65), # 交易中心名称
+ ('AddrSrvMode', ctypes.c_char), # 交易地址OR行情地址
+ ('AddrVer', ctypes.c_char), # 地址版本
+ ('AddrNo', ctypes.c_int), # 服务地址编号
+ ('AddrName', ctypes.c_char * 65), # 服务地址名称
+ ('IsSM', ctypes.c_int), # 是否是国密地址
+ ('IsLocalAddr', ctypes.c_int), # 是否是内网地址
+ ('Remark', ctypes.c_char * 161), # 地址补充信息
+ ('Site', ctypes.c_char * 51), # 站点
+ ('NetOperator', ctypes.c_char * 9), # 网络运营商
+ ]
+
+ def __init__(self, BrokerID: str = '', Address: str = '', DRIdentityID: int = 0, DRIdentityName: str = '',
+ AddrSrvMode: str = '', AddrVer: str = '', AddrNo: int = 0, AddrName: str = '', IsSM: int = 0,
+ IsLocalAddr: int = 0, Remark: str = '', Site: str = '', NetOperator: str = ''):
+ super(IpAddrParamField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.Address = self._to_bytes(Address)
+ self.DRIdentityID = int(DRIdentityID)
+ self.DRIdentityName = self._to_bytes(DRIdentityName)
+ self.AddrSrvMode = self._to_bytes(AddrSrvMode)
+ self.AddrVer = self._to_bytes(AddrVer)
+ self.AddrNo = int(AddrNo)
+ self.AddrName = self._to_bytes(AddrName)
+ self.IsSM = int(IsSM)
+ self.IsLocalAddr = int(IsLocalAddr)
+ self.Remark = self._to_bytes(Remark)
+ self.Site = self._to_bytes(Site)
+ self.NetOperator = self._to_bytes(NetOperator)
+
+
+class QryIpAddrParamField(Base):
+ """服务地址参数查询"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ]
+
+ def __init__(self, BrokerID: str = ''):
+ super(QryIpAddrParamField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+
+
+class TGIpAddrParamField(Base):
+ """服务地址参数"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('UserID', ctypes.c_char * 16), # 用户代码
+ ('Address', ctypes.c_char * 129), # 服务地址
+ ('DRIdentityID', ctypes.c_int), # 交易中心代码
+ ('DRIdentityName', ctypes.c_char * 65), # 交易中心名称
+ ('AddrSrvMode', ctypes.c_char), # 交易地址OR行情地址
+ ('AddrVer', ctypes.c_char), # 地址版本
+ ('AddrNo', ctypes.c_int), # 服务地址编号
+ ('AddrName', ctypes.c_char * 65), # 服务地址名称
+ ('IsSM', ctypes.c_int), # 是否是国密地址
+ ('IsLocalAddr', ctypes.c_int), # 是否是内网地址
+ ('Remark', ctypes.c_char * 161), # 地址补充信息
+ ('Site', ctypes.c_char * 51), # 站点
+ ('NetOperator', ctypes.c_char * 9), # 网络运营商
+ ]
+
+ def __init__(self, BrokerID: str = '', UserID: str = '', Address: str = '', DRIdentityID: int = 0,
+ DRIdentityName: str = '', AddrSrvMode: str = '', AddrVer: str = '', AddrNo: int = 0,
+ AddrName: str = '', IsSM: int = 0, IsLocalAddr: int = 0, Remark: str = '', Site: str = '',
+ NetOperator: str = ''):
+ super(TGIpAddrParamField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.UserID = self._to_bytes(UserID)
+ self.Address = self._to_bytes(Address)
+ self.DRIdentityID = int(DRIdentityID)
+ self.DRIdentityName = self._to_bytes(DRIdentityName)
+ self.AddrSrvMode = self._to_bytes(AddrSrvMode)
+ self.AddrVer = self._to_bytes(AddrVer)
+ self.AddrNo = int(AddrNo)
+ self.AddrName = self._to_bytes(AddrName)
+ self.IsSM = int(IsSM)
+ self.IsLocalAddr = int(IsLocalAddr)
+ self.Remark = self._to_bytes(Remark)
+ self.Site = self._to_bytes(Site)
+ self.NetOperator = self._to_bytes(NetOperator)
+
+
+class QryTGIpAddrParamField(Base):
+ """服务地址参数查询"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('UserID', ctypes.c_char * 16), # 用户代码
+ ('AppID', ctypes.c_char * 33), # App代码
+ ]
+
+ def __init__(self, BrokerID: str = '', UserID: str = '', AppID: str = ''):
+ super(QryTGIpAddrParamField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.UserID = self._to_bytes(UserID)
+ self.AppID = self._to_bytes(AppID)
+
+
+class TGSessionQryStatusField(Base):
+ """TGate会话查询状态"""
+ _fields_ = [
+ ('LastQryFreq', ctypes.c_int), # 最近30s的查询频率
+ ('QryStatus', ctypes.c_char), # 查询状态
+ ]
+
+ def __init__(self, LastQryFreq: int = 0, QryStatus: str = ''):
+ super(TGSessionQryStatusField, self).__init__()
+ self.LastQryFreq = int(LastQryFreq)
+ self.QryStatus = self._to_bytes(QryStatus)
+
+
+class LocalAddrConfigField(Base):
+ """内网地址配置"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('PeerAddr', ctypes.c_char * 129), # 对端地址
+ ('NetMask', ctypes.c_char * 129), # 子网掩码
+ ('DRIdentityID', ctypes.c_int), # 交易中心代码
+ ('LocalAddress', ctypes.c_char * 129), # 内网服务地址
+ ]
+
+ def __init__(self, BrokerID: str = '', PeerAddr: str = '', NetMask: str = '', DRIdentityID: int = 0,
+ LocalAddress: str = ''):
+ super(LocalAddrConfigField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.PeerAddr = self._to_bytes(PeerAddr)
+ self.NetMask = self._to_bytes(NetMask)
+ self.DRIdentityID = int(DRIdentityID)
+ self.LocalAddress = self._to_bytes(LocalAddress)
+
+
+class QryLocalAddrConfigField(Base):
+ """内网地址配置查询"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ]
+
+ def __init__(self, BrokerID: str = ''):
+ super(QryLocalAddrConfigField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+
+
+class ReqQueryBankAccountBySecField(Base):
+ """次席查询银行资金帐户信息请求"""
+ _fields_ = [
+ ('TradeCode', ctypes.c_char * 7), # 业务功能码
+ ('BankID', ctypes.c_char * 4), # 银行代码
+ ('BankBranchID', ctypes.c_char * 5), # 银行分支机构代码
+ ('BrokerID', ctypes.c_char * 11), # 期商代码
+ ('BrokerBranchID', ctypes.c_char * 31), # 期商分支机构代码
+ ('TradeDate', ctypes.c_char * 9), # 交易日期
+ ('TradeTime', ctypes.c_char * 9), # 交易时间
+ ('BankSerial', ctypes.c_char * 13), # 银行流水号
+ ('TradingDay', ctypes.c_char * 9), # 交易系统日期
+ ('PlateSerial', ctypes.c_int), # 银期平台消息流水号
+ ('LastFragment', ctypes.c_char), # 最后分片标志
+ ('SessionID', ctypes.c_int), # 会话号
+ ('CustomerName', ctypes.c_char * 51), # 客户姓名
+ ('IdCardType', ctypes.c_char), # 证件类型
+ ('IdentifiedCardNo', ctypes.c_char * 51), # 证件号码
+ ('CustType', ctypes.c_char), # 客户类型
+ ('BankAccount', ctypes.c_char * 41), # 银行帐号
+ ('BankPassWord', ctypes.c_char * 41), # 银行密码
+ ('AccountID', ctypes.c_char * 13), # 投资者帐号
+ ('Password', ctypes.c_char * 41), # 期货密码
+ ('FutureSerial', ctypes.c_int), # 期货公司流水号
+ ('InstallID', ctypes.c_int), # 安装编号
+ ('UserID', ctypes.c_char * 16), # 用户标识
+ ('VerifyCertNoFlag', ctypes.c_char), # 验证客户证件号码标志
+ ('CurrencyID', ctypes.c_char * 4), # 币种代码
+ ('Digest', ctypes.c_char * 36), # 摘要
+ ('BankAccType', ctypes.c_char), # 银行帐号类型
+ ('DeviceID', ctypes.c_char * 3), # 渠道标志
+ ('BankSecuAccType', ctypes.c_char), # 期货单位帐号类型
+ ('BrokerIDByBank', ctypes.c_char * 33), # 期货公司银行编码
+ ('BankSecuAcc', ctypes.c_char * 41), # 期货单位帐号
+ ('BankPwdFlag', ctypes.c_char), # 银行密码标志
+ ('SecuPwdFlag', ctypes.c_char), # 期货资金密码核对标志
+ ('OperNo', ctypes.c_char * 17), # 交易柜员
+ ('RequestID', ctypes.c_int), # 请求编号
+ ('TID', ctypes.c_int), # 交易ID
+ ('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
+ ('DRIdentityID', ctypes.c_int), # 交易中心代码
+ ('SecFutureSerial', ctypes.c_int), # 次中心发起转账期货公司流水号
+ ]
+
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ FutureSerial: int = 0, InstallID: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
+ CurrencyID: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '',
+ BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
+ SecuPwdFlag: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, LongCustomerName: str = '',
+ DRIdentityID: int = 0, SecFutureSerial: int = 0):
+ super(ReqQueryBankAccountBySecField, self).__init__()
+ self.TradeCode = self._to_bytes(TradeCode)
+ self.BankID = self._to_bytes(BankID)
+ self.BankBranchID = self._to_bytes(BankBranchID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.BrokerBranchID = self._to_bytes(BrokerBranchID)
+ self.TradeDate = self._to_bytes(TradeDate)
+ self.TradeTime = self._to_bytes(TradeTime)
+ self.BankSerial = self._to_bytes(BankSerial)
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.PlateSerial = int(PlateSerial)
+ self.LastFragment = self._to_bytes(LastFragment)
+ self.SessionID = int(SessionID)
+ self.CustomerName = self._to_bytes(CustomerName)
+ self.IdCardType = self._to_bytes(IdCardType)
+ self.IdentifiedCardNo = self._to_bytes(IdentifiedCardNo)
+ self.CustType = self._to_bytes(CustType)
+ self.BankAccount = self._to_bytes(BankAccount)
+ self.BankPassWord = self._to_bytes(BankPassWord)
+ self.AccountID = self._to_bytes(AccountID)
+ self.Password = self._to_bytes(Password)
+ self.FutureSerial = int(FutureSerial)
+ self.InstallID = int(InstallID)
+ self.UserID = self._to_bytes(UserID)
+ self.VerifyCertNoFlag = self._to_bytes(VerifyCertNoFlag)
+ self.CurrencyID = self._to_bytes(CurrencyID)
+ self.Digest = self._to_bytes(Digest)
+ self.BankAccType = self._to_bytes(BankAccType)
+ self.DeviceID = self._to_bytes(DeviceID)
+ self.BankSecuAccType = self._to_bytes(BankSecuAccType)
+ self.BrokerIDByBank = self._to_bytes(BrokerIDByBank)
+ self.BankSecuAcc = self._to_bytes(BankSecuAcc)
+ self.BankPwdFlag = self._to_bytes(BankPwdFlag)
+ self.SecuPwdFlag = self._to_bytes(SecuPwdFlag)
+ self.OperNo = self._to_bytes(OperNo)
+ self.RequestID = int(RequestID)
+ self.TID = int(TID)
+ self.LongCustomerName = self._to_bytes(LongCustomerName)
+ self.DRIdentityID = int(DRIdentityID)
+ self.SecFutureSerial = int(SecFutureSerial)
+
+
+class RspQueryBankAccountBySecField(Base):
+ """次席查询银行资金帐户信息回报"""
+ _fields_ = [
+ ('TradeCode', ctypes.c_char * 7), # 业务功能码
+ ('BankID', ctypes.c_char * 4), # 银行代码
+ ('BankBranchID', ctypes.c_char * 5), # 银行分支机构代码
+ ('BrokerID', ctypes.c_char * 11), # 期商代码
+ ('BrokerBranchID', ctypes.c_char * 31), # 期商分支机构代码
+ ('TradeDate', ctypes.c_char * 9), # 交易日期
+ ('TradeTime', ctypes.c_char * 9), # 交易时间
+ ('BankSerial', ctypes.c_char * 13), # 银行流水号
+ ('TradingDay', ctypes.c_char * 9), # 交易系统日期
+ ('PlateSerial', ctypes.c_int), # 银期平台消息流水号
+ ('LastFragment', ctypes.c_char), # 最后分片标志
+ ('SessionID', ctypes.c_int), # 会话号
+ ('CustomerName', ctypes.c_char * 51), # 客户姓名
+ ('IdCardType', ctypes.c_char), # 证件类型
+ ('IdentifiedCardNo', ctypes.c_char * 51), # 证件号码
+ ('CustType', ctypes.c_char), # 客户类型
+ ('BankAccount', ctypes.c_char * 41), # 银行帐号
+ ('BankPassWord', ctypes.c_char * 41), # 银行密码
+ ('AccountID', ctypes.c_char * 13), # 投资者帐号
+ ('Password', ctypes.c_char * 41), # 期货密码
+ ('FutureSerial', ctypes.c_int), # 期货公司流水号
+ ('InstallID', ctypes.c_int), # 安装编号
+ ('UserID', ctypes.c_char * 16), # 用户标识
+ ('VerifyCertNoFlag', ctypes.c_char), # 验证客户证件号码标志
+ ('CurrencyID', ctypes.c_char * 4), # 币种代码
+ ('Digest', ctypes.c_char * 36), # 摘要
+ ('BankAccType', ctypes.c_char), # 银行帐号类型
+ ('DeviceID', ctypes.c_char * 3), # 渠道标志
+ ('BankSecuAccType', ctypes.c_char), # 期货单位帐号类型
+ ('BrokerIDByBank', ctypes.c_char * 33), # 期货公司银行编码
+ ('BankSecuAcc', ctypes.c_char * 41), # 期货单位帐号
+ ('BankPwdFlag', ctypes.c_char), # 银行密码标志
+ ('SecuPwdFlag', ctypes.c_char), # 期货资金密码核对标志
+ ('OperNo', ctypes.c_char * 17), # 交易柜员
+ ('RequestID', ctypes.c_int), # 请求编号
+ ('TID', ctypes.c_int), # 交易ID
+ ('BankUseAmount', ctypes.c_double), # 银行可用金额
+ ('BankFetchAmount', ctypes.c_double), # 银行可取金额
+ ('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
+ ('DRIdentityID', ctypes.c_int), # 交易中心代码
+ ('SecFutureSerial', ctypes.c_int), # 次中心发起转账期货公司流水号
+ ]
+
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ FutureSerial: int = 0, InstallID: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
+ CurrencyID: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '',
+ BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
+ SecuPwdFlag: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, BankUseAmount: float = 0.0,
+ BankFetchAmount: float = 0.0, LongCustomerName: str = '', DRIdentityID: int = 0,
+ SecFutureSerial: int = 0):
+ super(RspQueryBankAccountBySecField, self).__init__()
+ self.TradeCode = self._to_bytes(TradeCode)
+ self.BankID = self._to_bytes(BankID)
+ self.BankBranchID = self._to_bytes(BankBranchID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.BrokerBranchID = self._to_bytes(BrokerBranchID)
+ self.TradeDate = self._to_bytes(TradeDate)
+ self.TradeTime = self._to_bytes(TradeTime)
+ self.BankSerial = self._to_bytes(BankSerial)
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.PlateSerial = int(PlateSerial)
+ self.LastFragment = self._to_bytes(LastFragment)
+ self.SessionID = int(SessionID)
+ self.CustomerName = self._to_bytes(CustomerName)
+ self.IdCardType = self._to_bytes(IdCardType)
+ self.IdentifiedCardNo = self._to_bytes(IdentifiedCardNo)
+ self.CustType = self._to_bytes(CustType)
+ self.BankAccount = self._to_bytes(BankAccount)
+ self.BankPassWord = self._to_bytes(BankPassWord)
+ self.AccountID = self._to_bytes(AccountID)
+ self.Password = self._to_bytes(Password)
+ self.FutureSerial = int(FutureSerial)
+ self.InstallID = int(InstallID)
+ self.UserID = self._to_bytes(UserID)
+ self.VerifyCertNoFlag = self._to_bytes(VerifyCertNoFlag)
+ self.CurrencyID = self._to_bytes(CurrencyID)
+ self.Digest = self._to_bytes(Digest)
+ self.BankAccType = self._to_bytes(BankAccType)
+ self.DeviceID = self._to_bytes(DeviceID)
+ self.BankSecuAccType = self._to_bytes(BankSecuAccType)
+ self.BrokerIDByBank = self._to_bytes(BrokerIDByBank)
+ self.BankSecuAcc = self._to_bytes(BankSecuAcc)
+ self.BankPwdFlag = self._to_bytes(BankPwdFlag)
+ self.SecuPwdFlag = self._to_bytes(SecuPwdFlag)
+ self.OperNo = self._to_bytes(OperNo)
+ self.RequestID = int(RequestID)
+ self.TID = int(TID)
+ self.BankUseAmount = float(BankUseAmount)
+ self.BankFetchAmount = float(BankFetchAmount)
+ self.LongCustomerName = self._to_bytes(LongCustomerName)
+ self.DRIdentityID = int(DRIdentityID)
+ self.SecFutureSerial = int(SecFutureSerial)
+
+
+class ReqTransferBySecField(Base):
+ """次中心发起的转帐交易"""
+ _fields_ = [
+ ('TradeCode', ctypes.c_char * 7), # 业务功能码
+ ('BankID', ctypes.c_char * 4), # 银行代码
+ ('BankBranchID', ctypes.c_char * 5), # 银行分支机构代码
+ ('BrokerID', ctypes.c_char * 11), # 期商代码
+ ('BrokerBranchID', ctypes.c_char * 31), # 期商分支机构代码
+ ('TradeDate', ctypes.c_char * 9), # 交易日期
+ ('TradeTime', ctypes.c_char * 9), # 交易时间
+ ('BankSerial', ctypes.c_char * 13), # 银行流水号
+ ('TradingDay', ctypes.c_char * 9), # 交易系统日期
+ ('PlateSerial', ctypes.c_int), # 银期平台消息流水号
+ ('LastFragment', ctypes.c_char), # 最后分片标志
+ ('SessionID', ctypes.c_int), # 会话号
+ ('CustomerName', ctypes.c_char * 51), # 客户姓名
+ ('IdCardType', ctypes.c_char), # 证件类型
+ ('IdentifiedCardNo', ctypes.c_char * 51), # 证件号码
+ ('CustType', ctypes.c_char), # 客户类型
+ ('BankAccount', ctypes.c_char * 41), # 银行帐号
+ ('BankPassWord', ctypes.c_char * 41), # 银行密码
+ ('AccountID', ctypes.c_char * 13), # 投资者帐号
+ ('Password', ctypes.c_char * 41), # 期货密码
+ ('InstallID', ctypes.c_int), # 安装编号
+ ('FutureSerial', ctypes.c_int), # 期货公司流水号
+ ('UserID', ctypes.c_char * 16), # 用户标识
+ ('VerifyCertNoFlag', ctypes.c_char), # 验证客户证件号码标志
+ ('CurrencyID', ctypes.c_char * 4), # 币种代码
+ ('TradeAmount', ctypes.c_double), # 转帐金额
+ ('FutureFetchAmount', ctypes.c_double), # 期货可取金额
+ ('FeePayFlag', ctypes.c_char), # 费用支付标志
+ ('CustFee', ctypes.c_double), # 应收客户费用
+ ('BrokerFee', ctypes.c_double), # 应收期货公司费用
+ ('Message', ctypes.c_char * 129), # 发送方给接收方的消息
+ ('Digest', ctypes.c_char * 36), # 摘要
+ ('BankAccType', ctypes.c_char), # 银行帐号类型
+ ('DeviceID', ctypes.c_char * 3), # 渠道标志
+ ('BankSecuAccType', ctypes.c_char), # 期货单位帐号类型
+ ('BrokerIDByBank', ctypes.c_char * 33), # 期货公司银行编码
+ ('BankSecuAcc', ctypes.c_char * 41), # 期货单位帐号
+ ('BankPwdFlag', ctypes.c_char), # 银行密码标志
+ ('SecuPwdFlag', ctypes.c_char), # 期货资金密码核对标志
+ ('OperNo', ctypes.c_char * 17), # 交易柜员
+ ('RequestID', ctypes.c_int), # 请求编号
+ ('TID', ctypes.c_int), # 交易ID
+ ('TransferStatus', ctypes.c_char), # 转账交易状态
+ ('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
+ ('DRIdentityID', ctypes.c_int), # 交易中心代码
+ ('SecFutureSerial', ctypes.c_int), # 次中心发起转账期货公司流水号
+ ]
+
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ InstallID: int = 0, FutureSerial: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
+ CurrencyID: str = '', TradeAmount: float = 0.0, FutureFetchAmount: float = 0.0, FeePayFlag: str = '',
+ CustFee: float = 0.0, BrokerFee: float = 0.0, Message: str = '', Digest: str = '',
+ BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '',
+ BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '', OperNo: str = '',
+ RequestID: int = 0, TID: int = 0, TransferStatus: str = '', LongCustomerName: str = '',
+ DRIdentityID: int = 0, SecFutureSerial: int = 0):
+ super(ReqTransferBySecField, self).__init__()
+ self.TradeCode = self._to_bytes(TradeCode)
+ self.BankID = self._to_bytes(BankID)
+ self.BankBranchID = self._to_bytes(BankBranchID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.BrokerBranchID = self._to_bytes(BrokerBranchID)
+ self.TradeDate = self._to_bytes(TradeDate)
+ self.TradeTime = self._to_bytes(TradeTime)
+ self.BankSerial = self._to_bytes(BankSerial)
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.PlateSerial = int(PlateSerial)
+ self.LastFragment = self._to_bytes(LastFragment)
+ self.SessionID = int(SessionID)
+ self.CustomerName = self._to_bytes(CustomerName)
+ self.IdCardType = self._to_bytes(IdCardType)
+ self.IdentifiedCardNo = self._to_bytes(IdentifiedCardNo)
+ self.CustType = self._to_bytes(CustType)
+ self.BankAccount = self._to_bytes(BankAccount)
+ self.BankPassWord = self._to_bytes(BankPassWord)
+ self.AccountID = self._to_bytes(AccountID)
+ self.Password = self._to_bytes(Password)
+ self.InstallID = int(InstallID)
+ self.FutureSerial = int(FutureSerial)
+ self.UserID = self._to_bytes(UserID)
+ self.VerifyCertNoFlag = self._to_bytes(VerifyCertNoFlag)
+ self.CurrencyID = self._to_bytes(CurrencyID)
+ self.TradeAmount = float(TradeAmount)
+ self.FutureFetchAmount = float(FutureFetchAmount)
+ self.FeePayFlag = self._to_bytes(FeePayFlag)
+ self.CustFee = float(CustFee)
+ self.BrokerFee = float(BrokerFee)
+ self.Message = self._to_bytes(Message)
+ self.Digest = self._to_bytes(Digest)
+ self.BankAccType = self._to_bytes(BankAccType)
+ self.DeviceID = self._to_bytes(DeviceID)
+ self.BankSecuAccType = self._to_bytes(BankSecuAccType)
+ self.BrokerIDByBank = self._to_bytes(BrokerIDByBank)
+ self.BankSecuAcc = self._to_bytes(BankSecuAcc)
+ self.BankPwdFlag = self._to_bytes(BankPwdFlag)
+ self.SecuPwdFlag = self._to_bytes(SecuPwdFlag)
+ self.OperNo = self._to_bytes(OperNo)
+ self.RequestID = int(RequestID)
+ self.TID = int(TID)
+ self.TransferStatus = self._to_bytes(TransferStatus)
+ self.LongCustomerName = self._to_bytes(LongCustomerName)
+ self.DRIdentityID = int(DRIdentityID)
+ self.SecFutureSerial = int(SecFutureSerial)
+
+
+class RspTransferBySecField(Base):
+ """次中心发起的转帐交易回报"""
+ _fields_ = [
+ ('TradeCode', ctypes.c_char * 7), # 业务功能码
+ ('BankID', ctypes.c_char * 4), # 银行代码
+ ('BankBranchID', ctypes.c_char * 5), # 银行分支机构代码
+ ('BrokerID', ctypes.c_char * 11), # 期商代码
+ ('BrokerBranchID', ctypes.c_char * 31), # 期商分支机构代码
+ ('TradeDate', ctypes.c_char * 9), # 交易日期
+ ('TradeTime', ctypes.c_char * 9), # 交易时间
+ ('BankSerial', ctypes.c_char * 13), # 银行流水号
+ ('TradingDay', ctypes.c_char * 9), # 交易系统日期
+ ('PlateSerial', ctypes.c_int), # 银期平台消息流水号
+ ('LastFragment', ctypes.c_char), # 最后分片标志
+ ('SessionID', ctypes.c_int), # 会话号
+ ('CustomerName', ctypes.c_char * 51), # 客户姓名
+ ('IdCardType', ctypes.c_char), # 证件类型
+ ('IdentifiedCardNo', ctypes.c_char * 51), # 证件号码
+ ('CustType', ctypes.c_char), # 客户类型
+ ('BankAccount', ctypes.c_char * 41), # 银行帐号
+ ('BankPassWord', ctypes.c_char * 41), # 银行密码
+ ('AccountID', ctypes.c_char * 13), # 投资者帐号
+ ('Password', ctypes.c_char * 41), # 期货密码
+ ('InstallID', ctypes.c_int), # 安装编号
+ ('FutureSerial', ctypes.c_int), # 期货公司流水号
+ ('UserID', ctypes.c_char * 16), # 用户标识
+ ('VerifyCertNoFlag', ctypes.c_char), # 验证客户证件号码标志
+ ('CurrencyID', ctypes.c_char * 4), # 币种代码
+ ('TradeAmount', ctypes.c_double), # 转帐金额
+ ('FutureFetchAmount', ctypes.c_double), # 期货可取金额
+ ('FeePayFlag', ctypes.c_char), # 费用支付标志
+ ('CustFee', ctypes.c_double), # 应收客户费用
+ ('BrokerFee', ctypes.c_double), # 应收期货公司费用
+ ('Message', ctypes.c_char * 129), # 发送方给接收方的消息
+ ('Digest', ctypes.c_char * 36), # 摘要
+ ('BankAccType', ctypes.c_char), # 银行帐号类型
+ ('DeviceID', ctypes.c_char * 3), # 渠道标志
+ ('BankSecuAccType', ctypes.c_char), # 期货单位帐号类型
+ ('BrokerIDByBank', ctypes.c_char * 33), # 期货公司银行编码
+ ('BankSecuAcc', ctypes.c_char * 41), # 期货单位帐号
+ ('BankPwdFlag', ctypes.c_char), # 银行密码标志
+ ('SecuPwdFlag', ctypes.c_char), # 期货资金密码核对标志
+ ('OperNo', ctypes.c_char * 17), # 交易柜员
+ ('RequestID', ctypes.c_int), # 请求编号
+ ('TID', ctypes.c_int), # 交易ID
+ ('TransferStatus', ctypes.c_char), # 转账交易状态
+ ('ErrorID', ctypes.c_int), # 错误代码
+ ('ErrorMsg', ctypes.c_char * 81), # 错误信息
+ ('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
+ ('DRIdentityID', ctypes.c_int), # 交易中心代码
+ ('SecFutureSerial', ctypes.c_int), # 次中心发起转账期货公司流水号
+ ]
+
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ InstallID: int = 0, FutureSerial: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
+ CurrencyID: str = '', TradeAmount: float = 0.0, FutureFetchAmount: float = 0.0, FeePayFlag: str = '',
+ CustFee: float = 0.0, BrokerFee: float = 0.0, Message: str = '', Digest: str = '',
+ BankAccType: str = '', DeviceID: str = '', BankSecuAccType: str = '', BrokerIDByBank: str = '',
+ BankSecuAcc: str = '', BankPwdFlag: str = '', SecuPwdFlag: str = '', OperNo: str = '',
+ RequestID: int = 0, TID: int = 0, TransferStatus: str = '', ErrorID: int = 0, ErrorMsg: str = '',
+ LongCustomerName: str = '', DRIdentityID: int = 0, SecFutureSerial: int = 0):
+ super(RspTransferBySecField, self).__init__()
+ self.TradeCode = self._to_bytes(TradeCode)
+ self.BankID = self._to_bytes(BankID)
+ self.BankBranchID = self._to_bytes(BankBranchID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.BrokerBranchID = self._to_bytes(BrokerBranchID)
+ self.TradeDate = self._to_bytes(TradeDate)
+ self.TradeTime = self._to_bytes(TradeTime)
+ self.BankSerial = self._to_bytes(BankSerial)
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.PlateSerial = int(PlateSerial)
+ self.LastFragment = self._to_bytes(LastFragment)
+ self.SessionID = int(SessionID)
+ self.CustomerName = self._to_bytes(CustomerName)
+ self.IdCardType = self._to_bytes(IdCardType)
+ self.IdentifiedCardNo = self._to_bytes(IdentifiedCardNo)
+ self.CustType = self._to_bytes(CustType)
+ self.BankAccount = self._to_bytes(BankAccount)
+ self.BankPassWord = self._to_bytes(BankPassWord)
+ self.AccountID = self._to_bytes(AccountID)
+ self.Password = self._to_bytes(Password)
+ self.InstallID = int(InstallID)
+ self.FutureSerial = int(FutureSerial)
+ self.UserID = self._to_bytes(UserID)
+ self.VerifyCertNoFlag = self._to_bytes(VerifyCertNoFlag)
+ self.CurrencyID = self._to_bytes(CurrencyID)
+ self.TradeAmount = float(TradeAmount)
+ self.FutureFetchAmount = float(FutureFetchAmount)
+ self.FeePayFlag = self._to_bytes(FeePayFlag)
+ self.CustFee = float(CustFee)
+ self.BrokerFee = float(BrokerFee)
+ self.Message = self._to_bytes(Message)
+ self.Digest = self._to_bytes(Digest)
+ self.BankAccType = self._to_bytes(BankAccType)
+ self.DeviceID = self._to_bytes(DeviceID)
+ self.BankSecuAccType = self._to_bytes(BankSecuAccType)
+ self.BrokerIDByBank = self._to_bytes(BrokerIDByBank)
+ self.BankSecuAcc = self._to_bytes(BankSecuAcc)
+ self.BankPwdFlag = self._to_bytes(BankPwdFlag)
+ self.SecuPwdFlag = self._to_bytes(SecuPwdFlag)
+ self.OperNo = self._to_bytes(OperNo)
+ self.RequestID = int(RequestID)
+ self.TID = int(TID)
+ self.TransferStatus = self._to_bytes(TransferStatus)
+ self.ErrorID = int(ErrorID)
+ self.ErrorMsg = self._to_bytes(ErrorMsg)
+ self.LongCustomerName = self._to_bytes(LongCustomerName)
+ self.DRIdentityID = int(DRIdentityID)
+ self.SecFutureSerial = int(SecFutureSerial)
+
+
+class NotifyQueryFutureAccountBySecField(Base):
+ """查询银行资金帐户信息通知 要发往次席"""
+ _fields_ = [
+ ('TradeCode', ctypes.c_char * 7), # 业务功能码
+ ('BankID', ctypes.c_char * 4), # 银行代码
+ ('BankBranchID', ctypes.c_char * 5), # 银行分支机构代码
+ ('BrokerID', ctypes.c_char * 11), # 期商代码
+ ('BrokerBranchID', ctypes.c_char * 31), # 期商分支机构代码
+ ('TradeDate', ctypes.c_char * 9), # 交易日期
+ ('TradeTime', ctypes.c_char * 9), # 交易时间
+ ('BankSerial', ctypes.c_char * 13), # 银行流水号
+ ('TradingDay', ctypes.c_char * 9), # 交易系统日期
+ ('PlateSerial', ctypes.c_int), # 银期平台消息流水号
+ ('LastFragment', ctypes.c_char), # 最后分片标志
+ ('SessionID', ctypes.c_int), # 会话号
+ ('CustomerName', ctypes.c_char * 51), # 客户姓名
+ ('IdCardType', ctypes.c_char), # 证件类型
+ ('IdentifiedCardNo', ctypes.c_char * 51), # 证件号码
+ ('CustType', ctypes.c_char), # 客户类型
+ ('BankAccount', ctypes.c_char * 41), # 银行帐号
+ ('BankPassWord', ctypes.c_char * 41), # 银行密码
+ ('AccountID', ctypes.c_char * 13), # 投资者帐号
+ ('Password', ctypes.c_char * 41), # 期货密码
+ ('FutureSerial', ctypes.c_int), # 期货公司流水号
+ ('InstallID', ctypes.c_int), # 安装编号
+ ('UserID', ctypes.c_char * 16), # 用户标识
+ ('VerifyCertNoFlag', ctypes.c_char), # 验证客户证件号码标志
+ ('CurrencyID', ctypes.c_char * 4), # 币种代码
+ ('Digest', ctypes.c_char * 36), # 摘要
+ ('BankAccType', ctypes.c_char), # 银行帐号类型
+ ('DeviceID', ctypes.c_char * 3), # 渠道标志
+ ('BankSecuAccType', ctypes.c_char), # 期货单位帐号类型
+ ('BrokerIDByBank', ctypes.c_char * 33), # 期货公司银行编码
+ ('BankSecuAcc', ctypes.c_char * 41), # 期货单位帐号
+ ('BankPwdFlag', ctypes.c_char), # 银行密码标志
+ ('SecuPwdFlag', ctypes.c_char), # 期货资金密码核对标志
+ ('OperNo', ctypes.c_char * 17), # 交易柜员
+ ('RequestID', ctypes.c_int), # 请求编号
+ ('TID', ctypes.c_int), # 交易ID
+ ('BankUseAmount', ctypes.c_double), # 银行可用金额
+ ('BankFetchAmount', ctypes.c_double), # 银行可取金额
+ ('ErrorID', ctypes.c_int), # 错误代码
+ ('ErrorMsg', ctypes.c_char * 81), # 错误信息
+ ('LongCustomerName', ctypes.c_char * 161), # 长客户姓名
+ ('DRIdentityID', ctypes.c_int), # 交易中心代码
+ ('SecFutureSerial', ctypes.c_int), # 次中心发起转账期货公司流水号
+ ]
+
+ def __init__(self, TradeCode: str = '', BankID: str = '', BankBranchID: str = '', BrokerID: str = '',
+ BrokerBranchID: str = '', TradeDate: str = '', TradeTime: str = '', BankSerial: str = '',
+ TradingDay: str = '', PlateSerial: int = 0, LastFragment: str = '', SessionID: int = 0,
+ CustomerName: str = '', IdCardType: str = '', IdentifiedCardNo: str = '', CustType: str = '',
+ BankAccount: str = '', BankPassWord: str = '', AccountID: str = '', Password: str = '',
+ FutureSerial: int = 0, InstallID: int = 0, UserID: str = '', VerifyCertNoFlag: str = '',
+ CurrencyID: str = '', Digest: str = '', BankAccType: str = '', DeviceID: str = '',
+ BankSecuAccType: str = '', BrokerIDByBank: str = '', BankSecuAcc: str = '', BankPwdFlag: str = '',
+ SecuPwdFlag: str = '', OperNo: str = '', RequestID: int = 0, TID: int = 0, BankUseAmount: float = 0.0,
+ BankFetchAmount: float = 0.0, ErrorID: int = 0, ErrorMsg: str = '', LongCustomerName: str = '',
+ DRIdentityID: int = 0, SecFutureSerial: int = 0):
+ super(NotifyQueryFutureAccountBySecField, self).__init__()
+ self.TradeCode = self._to_bytes(TradeCode)
+ self.BankID = self._to_bytes(BankID)
+ self.BankBranchID = self._to_bytes(BankBranchID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.BrokerBranchID = self._to_bytes(BrokerBranchID)
+ self.TradeDate = self._to_bytes(TradeDate)
+ self.TradeTime = self._to_bytes(TradeTime)
+ self.BankSerial = self._to_bytes(BankSerial)
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.PlateSerial = int(PlateSerial)
+ self.LastFragment = self._to_bytes(LastFragment)
+ self.SessionID = int(SessionID)
+ self.CustomerName = self._to_bytes(CustomerName)
+ self.IdCardType = self._to_bytes(IdCardType)
+ self.IdentifiedCardNo = self._to_bytes(IdentifiedCardNo)
+ self.CustType = self._to_bytes(CustType)
+ self.BankAccount = self._to_bytes(BankAccount)
+ self.BankPassWord = self._to_bytes(BankPassWord)
+ self.AccountID = self._to_bytes(AccountID)
+ self.Password = self._to_bytes(Password)
+ self.FutureSerial = int(FutureSerial)
+ self.InstallID = int(InstallID)
+ self.UserID = self._to_bytes(UserID)
+ self.VerifyCertNoFlag = self._to_bytes(VerifyCertNoFlag)
+ self.CurrencyID = self._to_bytes(CurrencyID)
+ self.Digest = self._to_bytes(Digest)
+ self.BankAccType = self._to_bytes(BankAccType)
+ self.DeviceID = self._to_bytes(DeviceID)
+ self.BankSecuAccType = self._to_bytes(BankSecuAccType)
+ self.BrokerIDByBank = self._to_bytes(BrokerIDByBank)
+ self.BankSecuAcc = self._to_bytes(BankSecuAcc)
+ self.BankPwdFlag = self._to_bytes(BankPwdFlag)
+ self.SecuPwdFlag = self._to_bytes(SecuPwdFlag)
+ self.OperNo = self._to_bytes(OperNo)
+ self.RequestID = int(RequestID)
+ self.TID = int(TID)
+ self.BankUseAmount = float(BankUseAmount)
+ self.BankFetchAmount = float(BankFetchAmount)
+ self.ErrorID = int(ErrorID)
+ self.ErrorMsg = self._to_bytes(ErrorMsg)
+ self.LongCustomerName = self._to_bytes(LongCustomerName)
+ self.DRIdentityID = int(DRIdentityID)
+ self.SecFutureSerial = int(SecFutureSerial)
+
+
+class ExitEmergencyField(Base):
+ """退出紧急状态参数"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ]
+
+ def __init__(self, BrokerID: str = ''):
+ super(ExitEmergencyField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+
+
+class InvestorPortfMarginModelField(Base):
+ """新组保保证金系数投资者模板对应关系"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('MarginModelID', ctypes.c_char * 13), # 保证金系数模板
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', MarginModelID: str = ''):
+ super(InvestorPortfMarginModelField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.MarginModelID = self._to_bytes(MarginModelID)
+
+
+class InvestorPortfSettingField(Base):
+ """投资者新组保设置"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者编号
+ ('HedgeFlag', ctypes.c_char), # 投机套保标志
+ ('UsePortf', ctypes.c_int), # 是否开启新组保
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', HedgeFlag: str = '',
+ UsePortf: int = 0):
+ super(InvestorPortfSettingField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.HedgeFlag = self._to_bytes(HedgeFlag)
+ self.UsePortf = int(UsePortf)
+
+
+class QryInvestorPortfSettingField(Base):
+ """投资者新组保设置查询"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者编号
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = ''):
+ super(QryInvestorPortfSettingField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+
+
+class UserPasswordUpdateFromSecField(Base):
+ """来自次席的用户口令变更"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('UserID', ctypes.c_char * 16), # 用户代码
+ ('OldPassword', ctypes.c_char * 41), # 原来的口令
+ ('NewPassword', ctypes.c_char * 41), # 新的口令
+ ('FromSec', ctypes.c_int), # 次席的交易中心代码
+ ]
+
+ def __init__(self, BrokerID: str = '', UserID: str = '', OldPassword: str = '', NewPassword: str = '',
+ FromSec: int = 0):
+ super(UserPasswordUpdateFromSecField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.UserID = self._to_bytes(UserID)
+ self.OldPassword = self._to_bytes(OldPassword)
+ self.NewPassword = self._to_bytes(NewPassword)
+ self.FromSec = int(FromSec)
+
+
+class SettlementInfoConfirmFromSecField(Base):
+ """来自次席的结算结果确认"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('ConfirmDate', ctypes.c_char * 9), # 确认日期
+ ('ConfirmTime', ctypes.c_char * 9), # 确认时间
+ ('FromSec', ctypes.c_int), # 次席的交易中心代码
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', ConfirmDate: str = '', ConfirmTime: str = '',
+ FromSec: int = 0):
+ super(SettlementInfoConfirmFromSecField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.ConfirmDate = self._to_bytes(ConfirmDate)
+ self.ConfirmTime = self._to_bytes(ConfirmTime)
+ self.FromSec = int(FromSec)
+
+
+class TradingAccountPasswordUpdateFromSecField(Base):
+ """来自次席的资金账户口令变更"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('AccountID', ctypes.c_char * 13), # 投资者帐号
+ ('OldPassword', ctypes.c_char * 41), # 原来的口令
+ ('NewPassword', ctypes.c_char * 41), # 新的口令
+ ('CurrencyID', ctypes.c_char * 4), # 币种代码
+ ('FromSec', ctypes.c_int), # 次席的交易中心代码
+ ]
+
+ def __init__(self, BrokerID: str = '', AccountID: str = '', OldPassword: str = '', NewPassword: str = '',
+ CurrencyID: str = '', FromSec: int = 0):
+ super(TradingAccountPasswordUpdateFromSecField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.AccountID = self._to_bytes(AccountID)
+ self.OldPassword = self._to_bytes(OldPassword)
+ self.NewPassword = self._to_bytes(NewPassword)
+ self.CurrencyID = self._to_bytes(CurrencyID)
+ self.FromSec = int(FromSec)
+
+
+class RiskForbiddenRightField(Base):
+ """风控禁止的合约交易权限"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者编号
+ ('InstrumentID', ctypes.c_char * 81), # 合约/产品代码
+ ('UserID', ctypes.c_char * 16), # 用户代码
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', InstrumentID: str = '', UserID: str = ''):
+ super(RiskForbiddenRightField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.UserID = self._to_bytes(UserID)
+
+
+class InvestorInfoCommRecField(Base):
+ """投资者申报费阶梯收取记录"""
+ _fields_ = [
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('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), # 商品代码
+ ('OrderCount', ctypes.c_int), # 报单总笔数
+ ('OrderActionCount', ctypes.c_int), # 撤单总笔数
+ ('ForQuoteCnt', ctypes.c_int), # 询价总次数
+ ('InfoComm', ctypes.c_double), # 申报费
+ ('IsOptSeries', ctypes.c_int), # 是否期权系列
+ ('ProductID', ctypes.c_char * 41), # 品种代码
+ ('InfoCnt', ctypes.c_int), # 信息量总量
+ ]
+
+ def __init__(self, ExchangeID: str = '', BrokerID: str = '', InvestorID: str = '', InstrumentID: str = '',
+ OrderCount: int = 0, OrderActionCount: int = 0, ForQuoteCnt: int = 0, InfoComm: float = 0.0,
+ IsOptSeries: int = 0, ProductID: str = '', InfoCnt: int = 0):
+ super(InvestorInfoCommRecField, self).__init__()
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.OrderCount = int(OrderCount)
+ self.OrderActionCount = int(OrderActionCount)
+ self.ForQuoteCnt = int(ForQuoteCnt)
+ self.InfoComm = float(InfoComm)
+ self.IsOptSeries = int(IsOptSeries)
+ self.ProductID = self._to_bytes(ProductID)
+ self.InfoCnt = int(InfoCnt)
+
+
+class QryInvestorInfoCommRecField(Base):
+ """投资者申报费阶梯收取记录查询"""
+ _fields_ = [
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('InstrumentID', ctypes.c_char * 81), # 商品代码
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ]
+
+ def __init__(self, InvestorID: str = '', InstrumentID: str = '', BrokerID: str = ''):
+ super(QryInvestorInfoCommRecField, self).__init__()
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.BrokerID = self._to_bytes(BrokerID)
+
+
+class CombLegField(Base):
+ """组合腿信息"""
+ _fields_ = [
+ ('CombInstrumentID', ctypes.c_char * 81), # 组合合约代码
+ ('LegID', ctypes.c_int), # 单腿编号
+ ('LegInstrumentID', ctypes.c_char * 81), # 单腿合约代码
+ ('Direction', ctypes.c_char), # 买卖方向
+ ('LegMultiple', ctypes.c_int), # 单腿乘数
+ ('ImplyLevel', ctypes.c_int), # 派生层数
+ ]
+
+ def __init__(self, CombInstrumentID: str = '', LegID: int = 0, LegInstrumentID: str = '', Direction: str = '',
+ LegMultiple: int = 0, ImplyLevel: int = 0):
+ super(CombLegField, self).__init__()
+ self.CombInstrumentID = self._to_bytes(CombInstrumentID)
+ self.LegID = int(LegID)
+ self.LegInstrumentID = self._to_bytes(LegInstrumentID)
+ self.Direction = self._to_bytes(Direction)
+ self.LegMultiple = int(LegMultiple)
+ self.ImplyLevel = int(ImplyLevel)
+
+
+class QryCombLegField(Base):
+ """组合腿信息查询"""
+ _fields_ = [
+ ('LegInstrumentID', ctypes.c_char * 81), # 单腿合约代码
+ ]
+
+ def __init__(self, LegInstrumentID: str = ''):
+ super(QryCombLegField, self).__init__()
+ self.LegInstrumentID = self._to_bytes(LegInstrumentID)
+
+
+class InputOffsetSettingField(Base):
+ """输入的对冲设置"""
+ _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
+ ('UnderlyingInstrID', ctypes.c_char * 81), # 标的期货合约代码
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ('OffsetType', ctypes.c_char), # 对冲类型
+ ('Volume', ctypes.c_int), # 申请对冲的合约数量
+ ('IsOffset', ctypes.c_int), # 是否对冲
+ ('RequestID', ctypes.c_int), # 请求编号
+ ('UserID', ctypes.c_char * 16), # 用户代码
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('IPAddress', ctypes.c_char * 33), # IP地址
+ ('MacAddress', ctypes.c_char * 21), # Mac地址
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', InstrumentID: str = '', UnderlyingInstrID: str = '',
+ ProductID: str = '', OffsetType: str = '', Volume: int = 0, IsOffset: int = 0, RequestID: int = 0,
+ UserID: str = '', ExchangeID: str = '', IPAddress: str = '', MacAddress: str = ''):
+ super(InputOffsetSettingField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.UnderlyingInstrID = self._to_bytes(UnderlyingInstrID)
+ self.ProductID = self._to_bytes(ProductID)
+ self.OffsetType = self._to_bytes(OffsetType)
+ self.Volume = int(Volume)
+ self.IsOffset = int(IsOffset)
+ self.RequestID = int(RequestID)
+ self.UserID = self._to_bytes(UserID)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.IPAddress = self._to_bytes(IPAddress)
+ self.MacAddress = self._to_bytes(MacAddress)
+
+
+class OffsetSettingField(Base):
+ """对冲设置"""
+ _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
+ ('UnderlyingInstrID', ctypes.c_char * 81), # 标的期货合约代码
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ('OffsetType', ctypes.c_char), # 对冲类型
+ ('Volume', ctypes.c_int), # 申请对冲的合约数量
+ ('IsOffset', ctypes.c_int), # 是否对冲
+ ('RequestID', ctypes.c_int), # 请求编号
+ ('UserID', ctypes.c_char * 16), # 用户代码
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('IPAddress', ctypes.c_char * 33), # IP地址
+ ('MacAddress', ctypes.c_char * 21), # Mac地址
+ ('ExchangeInstID', ctypes.c_char * 81), # 交易所合约代码
+ ('ExchangeSerialNo', ctypes.c_char * 81), # 交易所期权系列号
+ ('ExchangeProductID', ctypes.c_char * 41), # 交易所产品代码
+ ('ParticipantID', ctypes.c_char * 11), # 会员代码
+ ('ClientID', ctypes.c_char * 11), # 客户代码
+ ('TraderID', ctypes.c_char * 21), # 交易所交易员代码
+ ('InstallID', ctypes.c_int), # 安装编号
+ ('OrderSubmitStatus', ctypes.c_char), # 对冲提交状态
+ ('TradingDay', ctypes.c_char * 9), # 交易日
+ ('SettlementID', ctypes.c_int), # 结算编号
+ ('InsertDate', ctypes.c_char * 9), # 报单日期
+ ('InsertTime', ctypes.c_char * 9), # 插入时间
+ ('CancelTime', ctypes.c_char * 9), # 撤销时间
+ ('ExecResult', ctypes.c_char), # 对冲设置结果
+ ('SequenceNo', ctypes.c_int), # 序号
+ ('FrontID', ctypes.c_int), # 前置编号
+ ('SessionID', ctypes.c_int), # 会话编号
+ ('StatusMsg', ctypes.c_char * 81), # 状态信息
+ ('ActiveUserID', ctypes.c_char * 16), # 操作用户代码
+ ('BrokerOffsetSettingSeq', ctypes.c_int), # 经纪公司报单编号
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', InstrumentID: str = '', UnderlyingInstrID: str = '',
+ ProductID: str = '', OffsetType: str = '', Volume: int = 0, IsOffset: int = 0, RequestID: int = 0,
+ UserID: str = '', ExchangeID: str = '', IPAddress: str = '', MacAddress: str = '',
+ ExchangeInstID: str = '', ExchangeSerialNo: str = '', ExchangeProductID: str = '',
+ ParticipantID: str = '', ClientID: str = '', TraderID: str = '', InstallID: int = 0,
+ OrderSubmitStatus: str = '', TradingDay: str = '', SettlementID: int = 0, InsertDate: str = '',
+ InsertTime: str = '', CancelTime: str = '', ExecResult: str = '', SequenceNo: int = 0,
+ FrontID: int = 0, SessionID: int = 0, StatusMsg: str = '', ActiveUserID: str = '',
+ BrokerOffsetSettingSeq: int = 0):
+ super(OffsetSettingField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.UnderlyingInstrID = self._to_bytes(UnderlyingInstrID)
+ self.ProductID = self._to_bytes(ProductID)
+ self.OffsetType = self._to_bytes(OffsetType)
+ self.Volume = int(Volume)
+ self.IsOffset = int(IsOffset)
+ self.RequestID = int(RequestID)
+ self.UserID = self._to_bytes(UserID)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.IPAddress = self._to_bytes(IPAddress)
+ self.MacAddress = self._to_bytes(MacAddress)
+ self.ExchangeInstID = self._to_bytes(ExchangeInstID)
+ self.ExchangeSerialNo = self._to_bytes(ExchangeSerialNo)
+ self.ExchangeProductID = self._to_bytes(ExchangeProductID)
+ self.ParticipantID = self._to_bytes(ParticipantID)
+ self.ClientID = self._to_bytes(ClientID)
+ self.TraderID = self._to_bytes(TraderID)
+ self.InstallID = int(InstallID)
+ self.OrderSubmitStatus = self._to_bytes(OrderSubmitStatus)
+ self.TradingDay = self._to_bytes(TradingDay)
+ self.SettlementID = int(SettlementID)
+ self.InsertDate = self._to_bytes(InsertDate)
+ self.InsertTime = self._to_bytes(InsertTime)
+ self.CancelTime = self._to_bytes(CancelTime)
+ self.ExecResult = self._to_bytes(ExecResult)
+ self.SequenceNo = int(SequenceNo)
+ self.FrontID = int(FrontID)
+ self.SessionID = int(SessionID)
+ self.StatusMsg = self._to_bytes(StatusMsg)
+ self.ActiveUserID = self._to_bytes(ActiveUserID)
+ self.BrokerOffsetSettingSeq = int(BrokerOffsetSettingSeq)
+
+
+class CancelOffsetSettingField(Base):
+ """撤销对冲设置"""
+ _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
+ ('UnderlyingInstrID', ctypes.c_char * 81), # 标的期货合约代码
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ('OffsetType', ctypes.c_char), # 对冲类型
+ ('Volume', ctypes.c_int), # 申请对冲的合约数量
+ ('IsOffset', ctypes.c_int), # 是否对冲
+ ('RequestID', ctypes.c_int), # 请求编号
+ ('UserID', ctypes.c_char * 16), # 用户代码
+ ('ExchangeID', ctypes.c_char * 9), # 交易所代码
+ ('IPAddress', ctypes.c_char * 33), # IP地址
+ ('MacAddress', ctypes.c_char * 21), # Mac地址
+ ('ExchangeInstID', ctypes.c_char * 81), # 交易所合约代码
+ ('ExchangeSerialNo', ctypes.c_char * 81), # 交易所期权系列号
+ ('ExchangeProductID', ctypes.c_char * 41), # 交易所产品代码
+ ('TraderID', ctypes.c_char * 21), # 交易所交易员代码
+ ('InstallID', ctypes.c_int), # 安装编号
+ ('ParticipantID', ctypes.c_char * 11), # 会员代码
+ ('ClientID', ctypes.c_char * 11), # 客户代码
+ ('OrderActionStatus', ctypes.c_char), # 报单操作状态
+ ('StatusMsg', ctypes.c_char * 81), # 状态信息
+ ('ActionLocalID', ctypes.c_char * 13), # 操作本地编号
+ ('ActionDate', ctypes.c_char * 9), # 操作日期
+ ('ActionTime', ctypes.c_char * 9), # 操作时间
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', InstrumentID: str = '', UnderlyingInstrID: str = '',
+ ProductID: str = '', OffsetType: str = '', Volume: int = 0, IsOffset: int = 0, RequestID: int = 0,
+ UserID: str = '', ExchangeID: str = '', IPAddress: str = '', MacAddress: str = '',
+ ExchangeInstID: str = '', ExchangeSerialNo: str = '', ExchangeProductID: str = '', TraderID: str = '',
+ InstallID: int = 0, ParticipantID: str = '', ClientID: str = '', OrderActionStatus: str = '',
+ StatusMsg: str = '', ActionLocalID: str = '', ActionDate: str = '', ActionTime: str = ''):
+ super(CancelOffsetSettingField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.InstrumentID = self._to_bytes(InstrumentID)
+ self.UnderlyingInstrID = self._to_bytes(UnderlyingInstrID)
+ self.ProductID = self._to_bytes(ProductID)
+ self.OffsetType = self._to_bytes(OffsetType)
+ self.Volume = int(Volume)
+ self.IsOffset = int(IsOffset)
+ self.RequestID = int(RequestID)
+ self.UserID = self._to_bytes(UserID)
+ self.ExchangeID = self._to_bytes(ExchangeID)
+ self.IPAddress = self._to_bytes(IPAddress)
+ self.MacAddress = self._to_bytes(MacAddress)
+ self.ExchangeInstID = self._to_bytes(ExchangeInstID)
+ self.ExchangeSerialNo = self._to_bytes(ExchangeSerialNo)
+ self.ExchangeProductID = self._to_bytes(ExchangeProductID)
+ self.TraderID = self._to_bytes(TraderID)
+ self.InstallID = int(InstallID)
+ self.ParticipantID = self._to_bytes(ParticipantID)
+ self.ClientID = self._to_bytes(ClientID)
+ self.OrderActionStatus = self._to_bytes(OrderActionStatus)
+ self.StatusMsg = self._to_bytes(StatusMsg)
+ self.ActionLocalID = self._to_bytes(ActionLocalID)
+ self.ActionDate = self._to_bytes(ActionDate)
+ self.ActionTime = self._to_bytes(ActionTime)
+
+
+class QryOffsetSettingField(Base):
+ """查询对冲设置"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('InvestorID', ctypes.c_char * 13), # 投资者代码
+ ('ProductID', ctypes.c_char * 41), # 产品代码
+ ('OffsetType', ctypes.c_char), # 对冲类型
+ ]
+
+ def __init__(self, BrokerID: str = '', InvestorID: str = '', ProductID: str = '', OffsetType: str = ''):
+ super(QryOffsetSettingField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.InvestorID = self._to_bytes(InvestorID)
+ self.ProductID = self._to_bytes(ProductID)
+ self.OffsetType = self._to_bytes(OffsetType)
+
+
+class AddrAppIDRelationField(Base):
+ """服务地址和AppID的关系"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ('Address', ctypes.c_char * 129), # 服务地址
+ ('DRIdentityID', ctypes.c_int), # 交易中心代码
+ ('AppID', ctypes.c_char * 33), # App代码
+ ]
+
+ def __init__(self, BrokerID: str = '', Address: str = '', DRIdentityID: int = 0, AppID: str = ''):
+ super(AddrAppIDRelationField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+ self.Address = self._to_bytes(Address)
+ self.DRIdentityID = int(DRIdentityID)
+ self.AppID = self._to_bytes(AppID)
+
+
+class QryAddrAppIDRelationField(Base):
+ """服务地址和AppID的关系查询"""
+ _fields_ = [
+ ('BrokerID', ctypes.c_char * 11), # 经纪公司代码
+ ]
+
+ def __init__(self, BrokerID: str = ''):
+ super(QryAddrAppIDRelationField, self).__init__()
+ self.BrokerID = self._to_bytes(BrokerID)
+
+
+class FrontInfoField(Base):
+ """前置信息"""
+ _fields_ = [
+ ('FrontAddr', ctypes.c_char * 101), # 前置地址
+ ('QryFreq', ctypes.c_int), # 查询流控
+ ('FTDPkgFreq', ctypes.c_int), # FTD流控
+ ]
+
+ def __init__(self, FrontAddr: str = '', QryFreq: int = 0, FTDPkgFreq: int = 0):
+ super(FrontInfoField, self).__init__()
+ self.FrontAddr = self._to_bytes(FrontAddr)
+ self.QryFreq = int(QryFreq)
+ self.FTDPkgFreq = int(FTDPkgFreq)
diff --git a/ctpwrapper/Trader.py b/ctpwrapper/Trader.py
index 4095b23..f22c2df 100644
--- a/ctpwrapper/Trader.py
+++ b/ctpwrapper/Trader.py
@@ -96,6 +96,15 @@ def GetTradingDay(self) -> str:
day = super(TraderApiPy, self).GetTradingDay()
return day.decode()
+ def GetFrontInfo(self, pFrontInfo):
+ """
+ 获取已连接的前置的信息
+ @param pFrontInfo：输入输出参数，用于存储获取到的前置信息，不能为空
+ @remark 连接成功后，可获取正确的前置地址信息
+ @remark 登录成功后，可获取正确的前置流控信息
+ """
+ super(TraderApiPy, self).GetFrontInfo(pFrontInfo)
+
def RegisterFront(self, pszFrontAddress: str) -> None:
"""
注册前置机网络地址
@@ -714,6 +723,94 @@ def ReqQryInvestorPortfMarginRatio(self, pQryInvestorPortfMarginRatio: "QryInves
def ReqQryInvestorProdSPBMDetail(self, pQryInvestorProdSPBMDetail: "QryInvestorProdSPBMDetailField", nRequestID: int) -> int:
return super(TraderApiPy, self).ReqQryInvestorProdSPBMDetail(pQryInvestorProdSPBMDetail, nRequestID)
+ # 投资者商品组SPMM记录查询
+ def ReqQryInvestorCommoditySPMMMargin(self, pQryInvestorCommoditySPMMMargin: "QryInvestorCommoditySPMMMarginField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryInvestorCommoditySPMMMargin(pQryInvestorCommoditySPMMMargin, nRequestID)
+
+ # 投资者商品群SPMM记录查询
+ def ReqQryInvestorCommodityGroupSPMMMargin(self, pQryInvestorCommodityGroupSPMMMargin: "QryInvestorCommodityGroupSPMMMarginField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryInvestorCommodityGroupSPMMMargin(pQryInvestorCommodityGroupSPMMMargin, nRequestID)
+
+ # SPMM合约参数查询
+ def ReqQrySPMMInstParam(self, pQrySPMMInstParam: "QrySPMMInstParamField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQrySPMMInstParam(pQrySPMMInstParam, nRequestID)
+
+ # SPMM产品参数查询
+ def ReqQrySPMMProductParam(self, pQrySPMMProductParam: "QrySPMMProductParamField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQrySPMMProductParam(pQrySPMMProductParam, nRequestID)
+
+ # SPBM附加跨品种抵扣参数查询
+ def ReqQrySPBMAddOnInterParameter(self, pQrySPBMAddOnInterParameter: "QrySPBMAddOnInterParameterField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQrySPBMAddOnInterParameter(pQrySPBMAddOnInterParameter, nRequestID)
+
+ # RCAMS产品组合信息查询
+ def ReqQryRCAMSCombProductInfo(self, pQryRCAMSCombProductInfo: "QryRCAMSCombProductInfoField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryRCAMSCombProductInfo(pQryRCAMSCombProductInfo, nRequestID)
+
+ # RCAMS同合约风险对冲参数查询
+ def ReqQryRCAMSInstrParameter(self, pQryRCAMSInstrParameter: "QryRCAMSInstrParameterField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryRCAMSInstrParameter(pQryRCAMSInstrParameter, nRequestID)
+
+ # RCAMS品种内风险对冲参数查询
+ def ReqQryRCAMSIntraParameter(self, pQryRCAMSIntraParameter: "QryRCAMSIntraParameterField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryRCAMSIntraParameter(pQryRCAMSIntraParameter, nRequestID)
+
+ # RCAMS跨品种风险折抵参数查询
+ def ReqQryRCAMSInterParameter(self, pQryRCAMSInterParameter: "QryRCAMSInterParameterField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryRCAMSInterParameter(pQryRCAMSInterParameter, nRequestID)
+
+ # RCAMS空头期权风险调整参数查询
+ def ReqQryRCAMSShortOptAdjustParam(self, pQryRCAMSShortOptAdjustParam: "QryRCAMSShortOptAdjustParamField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryRCAMSShortOptAdjustParam(pQryRCAMSShortOptAdjustParam, nRequestID)
+
+ # RCAMS策略组合持仓查询
+ def ReqQryRCAMSInvestorCombPosition(self, pQryRCAMSInvestorCombPosition: "QryRCAMSInvestorCombPositionField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryRCAMSInvestorCombPosition(pQryRCAMSInvestorCombPosition, nRequestID)
+
+ # 投资者品种RCAMS保证金查询
+ def ReqQryInvestorProdRCAMSMargin(self, pQryInvestorProdRCAMSMargin: "QryInvestorProdRCAMSMarginField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryInvestorProdRCAMSMargin(pQryInvestorProdRCAMSMargin, nRequestID)
+
+ # RULE合约保证金参数查询
+ def ReqQryRULEInstrParameter(self, pQryRULEInstrParameter: "QryRULEInstrParameterField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryRULEInstrParameter(pQryRULEInstrParameter, nRequestID)
+
+ # RULE品种内对锁仓折扣参数查询
+ def ReqQryRULEIntraParameter(self, pQryRULEIntraParameter: "QryRULEIntraParameterField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryRULEIntraParameter(pQryRULEIntraParameter, nRequestID)
+
+ # RULE跨品种抵扣参数查询
+ def ReqQryRULEInterParameter(self, pQryRULEInterParameter: "QryRULEInterParameterField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryRULEInterParameter(pQryRULEInterParameter, nRequestID)
+
+ # 投资者产品RULE保证金查询
+ def ReqQryInvestorProdRULEMargin(self, pQryInvestorProdRULEMargin: "QryInvestorProdRULEMarginField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryInvestorProdRULEMargin(pQryInvestorProdRULEMargin, nRequestID)
+
+ # 投资者新型组合保证金开关查询
+ def ReqQryInvestorPortfSetting(self, pQryInvestorPortfSetting: "QryInvestorPortfSettingField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryInvestorPortfSetting(pQryInvestorPortfSetting, nRequestID)
+
+ # 投资者申报费阶梯收取记录查询
+ def ReqQryInvestorInfoCommRec(self, pQryInvestorInfoCommRec: "QryInvestorInfoCommRecField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryInvestorInfoCommRec(pQryInvestorInfoCommRec, nRequestID)
+
+ # 组合腿信息查询
+ def ReqQryCombLeg(self, pQryCombLeg: "QryCombLegField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryCombLeg(pQryCombLeg, nRequestID)
+
+ # 对冲设置请求
+ def ReqOffsetSetting(self, pInputOffsetSetting: "InputOffsetSettingField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqOffsetSetting(pInputOffsetSetting, nRequestID)
+
+ # 对冲设置撤销请求
+ def ReqCancelOffsetSetting(self, pInputOffsetSetting: "InputOffsetSettingField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqCancelOffsetSetting(pInputOffsetSetting, nRequestID)
+
+ # 投资者对冲设置查询
+ def ReqQryOffsetSetting(self, pQryOffsetSetting: "QryOffsetSettingField", nRequestID: int) -> int:
+ return super(TraderApiPy, self).ReqQryOffsetSetting(pQryOffsetSetting, nRequestID)
+
def OnFrontConnected(self) -> None:
pass
@@ -1267,3 +1364,103 @@ def OnRspQryInvestorPortfMarginRatio(self, pInvestorPortfMarginRatio, pRspInfo,
# 投资者产品SPBM明细查询响应
def OnRspQryInvestorProdSPBMDetail(self, pInvestorProdSPBMDetail, pRspInfo, nRequestID, bIsLast) -> None:
pass
+
+ # 投资者商品组SPMM记录查询响应
+ def OnRspQryInvestorCommoditySPMMMargin(self, pInvestorCommoditySPMMMargin, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # 投资者商品群SPMM记录查询响应
+ def OnRspQryInvestorCommodityGroupSPMMMargin(self, pInvestorCommodityGroupSPMMMargin, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # SPMM合约参数查询响应
+ def OnRspQrySPMMInstParam(self, pSPMMInstParam, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # SPMM产品参数查询响应
+ def OnRspQrySPMMProductParam(self, pSPMMProductParam, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # SPBM附加跨品种抵扣参数查询响应
+ def OnRspQrySPBMAddOnInterParameter(self, pSPBMAddOnInterParameter, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # RCAMS产品组合信息查询响应
+ def OnRspQryRCAMSCombProductInfo(self, pRCAMSCombProductInfo, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # RCAMS同合约风险对冲参数查询响应
+ def OnRspQryRCAMSInstrParameter(self, pRCAMSInstrParameter, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # RCAMS品种内风险对冲参数查询响应
+ def OnRspQryRCAMSIntraParameter(self, pRCAMSIntraParameter, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # RCAMS跨品种风险折抵参数查询响应
+ def OnRspQryRCAMSInterParameter(self, pRCAMSInterParameter, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # RCAMS空头期权风险调整参数查询响应
+ def OnRspQryRCAMSShortOptAdjustParam(self, pRCAMSShortOptAdjustParam, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # RCAMS策略组合持仓查询响应
+ def OnRspQryRCAMSInvestorCombPosition(self, pRCAMSInvestorCombPosition, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # 投资者品种RCAMS保证金查询响应
+ def OnRspQryInvestorProdRCAMSMargin(self, pInvestorProdRCAMSMargin, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # RULE合约保证金参数查询响应
+ def OnRspQryRULEInstrParameter(self, pRULEInstrParameter, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # RULE品种内对锁仓折扣参数查询响应
+ def OnRspQryRULEIntraParameter(self, pRULEIntraParameter, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # RULE跨品种抵扣参数查询响应
+ def OnRspQryRULEInterParameter(self, pRULEInterParameter, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # 投资者产品RULE保证金查询响应
+ def OnRspQryInvestorProdRULEMargin(self, pInvestorProdRULEMargin, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # 投资者新型组合保证金开关查询响应
+ def OnRspQryInvestorPortfSetting(self, pInvestorPortfSetting, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # 投资者申报费阶梯收取记录查询响应
+ def OnRspQryInvestorInfoCommRec(self, pInvestorInfoCommRec, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # 组合腿信息查询响应
+ def OnRspQryCombLeg(self, pCombLeg, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # 对冲设置请求响应
+ def OnRspOffsetSetting(self, pInputOffsetSetting, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # 对冲设置撤销请求响应
+ def OnRspCancelOffsetSetting(self, pInputOffsetSetting, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
+
+ # 对冲设置通知
+ def OnRtnOffsetSetting(self, pOffsetSetting) -> None:
+ pass
+
+ # 对冲设置错误回报
+ def OnErrRtnOffsetSetting(self, pInputOffsetSetting, pRspInfo) -> None:
+ pass
+
+ # 对冲设置撤销错误回报
+ def OnErrRtnCancelOffsetSetting(self, pCancelOffsetSetting, pRspInfo) -> None:
+ pass
+
+ # 投资者对冲设置查询响应
+ def OnRspQryOffsetSetting(self, pOffsetSetting, pRspInfo, nRequestID, bIsLast) -> None:
+ pass
diff --git a/ctpwrapper/TraderApi.pyx b/ctpwrapper/TraderApi.pyx
index 77a6df7..9224ccd 100644
--- a/ctpwrapper/TraderApi.pyx
+++ b/ctpwrapper/TraderApi.pyx
@@ -17,18 +17,18 @@ You should have received a copy of the GNU General Public License
along with ctpwrapper. If not, see .
"""
+# from libcpp.memory cimport shared_ptr,make_shared
+import ctypes
+
from cpython cimport PyObject
+
from libc.string cimport const_char
from libcpp cimport bool as cbool
+from ctpwrapper import ApiStructure
from ctpwrapper.headers.ThostFtdcUserApiStruct cimport *
from ctpwrapper.headers.cTraderApi cimport CTraderSpi, CTraderApi, CreateFtdcTraderApi
-# from libcpp.memory cimport shared_ptr,make_shared
-import ctypes
-
-from ctpwrapper import ApiStructure
-
cdef class TraderApiWrapper:
cdef CTraderApi *_api
cdef CTraderSpi *_spi
@@ -80,12 +80,19 @@ cdef class TraderApiWrapper:
def GetTradingDay(self):
cdef const_char *result
-
if self._spi is not NULL:
with nogil:
result = self._api.GetTradingDay()
return result
+ # 获取前置机信息
+ def GetFrontInfo(self, pFrontInfo):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pFrontInfo)
+ with nogil:
+ self._api.GetFrontInfo( address)
+
def RegisterFront(self, char *pszFrontAddress):
if self._api is not NULL:
@@ -1059,6 +1066,187 @@ cdef class TraderApiWrapper:
result = self._api.ReqQryInvestorProdSPBMDetail( address, nRequestID)
return result
+ # 投资者商品组SPMM记录查询
+ def ReqQryInvestorCommoditySPMMMargin(self, pQryInvestorCommoditySPMMMargin, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryInvestorCommoditySPMMMargin)
+ with nogil:
+ result = self._api.ReqQryInvestorCommoditySPMMMargin( address, nRequestID)
+ return result
+
+ # 投资者商品群SPMM记录查询
+ def ReqQryInvestorCommodityGroupSPMMMargin(self, pQryInvestorCommodityGroupSPMMMargin, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryInvestorCommodityGroupSPMMMargin)
+ with nogil:
+ result = self._api.ReqQryInvestorCommodityGroupSPMMMargin( address, nRequestID)
+ return result
+
+ # SPMM合约参数查询
+ def ReqQrySPMMInstParam(self, pQrySPMMInstParam, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQrySPMMInstParam)
+ with nogil:
+ result = self._api.ReqQrySPMMInstParam( address, nRequestID)
+ return result
+ # SPMM产品参数查询
+ def ReqQrySPMMProductParam(self, pQrySPMMProductParam, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQrySPMMProductParam)
+ with nogil:
+ result = self._api.ReqQrySPMMProductParam( address, nRequestID)
+ return result
+ # SPBM附加跨品种抵扣参数查询
+ def ReqQrySPBMAddOnInterParameter(self, pQrySPBMAddOnInterParameter, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQrySPBMAddOnInterParameter)
+ with nogil:
+ result = self._api.ReqQrySPBMAddOnInterParameter( address, nRequestID)
+ return result
+ # RCAMS产品组合信息查询
+ def ReqQryRCAMSCombProductInfo(self, pQryRCAMSCombProductInfo, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryRCAMSCombProductInfo)
+ with nogil:
+ result = self._api.ReqQryRCAMSCombProductInfo( address, nRequestID)
+ return result
+ # RCAMS同合约风险对冲参数查询
+ def ReqQryRCAMSInstrParameter(self, pQryRCAMSInstrParameter, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryRCAMSInstrParameter)
+ with nogil:
+ result = self._api.ReqQryRCAMSInstrParameter( address, nRequestID)
+ return result
+ # RCAMS品种内风险对冲参数查询
+ def ReqQryRCAMSIntraParameter(self, pQryRCAMSIntraParameter, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryRCAMSIntraParameter)
+ with nogil:
+ result = self._api.ReqQryRCAMSIntraParameter( address, nRequestID)
+ return result
+ # RCAMS跨品种风险折抵参数查询
+ def ReqQryRCAMSInterParameter(self, pQryRCAMSInterParameter, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryRCAMSInterParameter)
+ with nogil:
+ result = self._api.ReqQryRCAMSInterParameter( address, nRequestID)
+ return result
+ # RCAMS空头期权风险调整参数查询
+ def ReqQryRCAMSShortOptAdjustParam(self, pQryRCAMSShortOptAdjustParam, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryRCAMSShortOptAdjustParam)
+ with nogil:
+ result = self._api.ReqQryRCAMSShortOptAdjustParam( address, nRequestID)
+ return result
+ # RCAMS策略组合持仓查询
+ def ReqQryRCAMSInvestorCombPosition(self, pQryRCAMSInvestorCombPosition, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryRCAMSInvestorCombPosition)
+ with nogil:
+ result = self._api.ReqQryRCAMSInvestorCombPosition( address, nRequestID)
+ return result
+ # 投资者品种RCAMS保证金查询
+ def ReqQryInvestorProdRCAMSMargin(self, pQryInvestorProdRCAMSMargin, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryInvestorProdRCAMSMargin)
+ with nogil:
+ result = self._api.ReqQryInvestorProdRCAMSMargin( address, nRequestID)
+ return result
+ # RULE合约保证金参数查询
+ def ReqQryRULEInstrParameter(self, pQryRULEInstrParameter, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryRULEInstrParameter)
+ with nogil:
+ result = self._api.ReqQryRULEInstrParameter( address, nRequestID)
+ return result
+ # RULE品种内对锁仓折扣参数查询
+ def ReqQryRULEIntraParameter(self, pQryRULEIntraParameter, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryRULEIntraParameter)
+ with nogil:
+ result = self._api.ReqQryRULEIntraParameter( address, nRequestID)
+ return result
+ # RULE跨品种抵扣参数查询
+ def ReqQryRULEInterParameter(self, pQryRULEInterParameter, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryRULEInterParameter)
+ with nogil:
+ result = self._api.ReqQryRULEInterParameter( address, nRequestID)
+ return result
+ # 投资者产品RULE保证金查询
+ def ReqQryInvestorProdRULEMargin(self, pQryInvestorProdRULEMargin, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryInvestorProdRULEMargin)
+ with nogil:
+ result = self._api.ReqQryInvestorProdRULEMargin( address, nRequestID)
+ return result
+ # 投资者新型组合保证金开关查询
+ def ReqQryInvestorPortfSetting(self, pQryInvestorPortfSetting, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryInvestorPortfSetting)
+ with nogil:
+ result = self._api.ReqQryInvestorPortfSetting( address, nRequestID)
+ return result
+ # 投资者申报费阶梯收取记录查询
+ def ReqQryInvestorInfoCommRec(self, pQryInvestorInfoCommRec, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryInvestorInfoCommRec)
+ with nogil:
+ result = self._api.ReqQryInvestorInfoCommRec( address, nRequestID)
+ return result
+ # 组合腿信息查询
+ def ReqQryCombLeg(self, pQryCombLeg, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryCombLeg)
+ with nogil:
+ result = self._api.ReqQryCombLeg( address, nRequestID)
+ return result
+ # 对冲设置请求
+ def ReqOffsetSetting(self, pInputOffsetSetting, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pInputOffsetSetting)
+ with nogil:
+ result = self._api.ReqOffsetSetting( address, nRequestID)
+ return result
+
+ # 对冲设置撤销请求
+ def ReqCancelOffsetSetting(self, pInputOffsetSetting, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pInputOffsetSetting)
+ with nogil:
+ result = self._api.ReqCancelOffsetSetting( address, nRequestID)
+ return result
+
+ # 投资者对冲设置查询
+ def ReqQryOffsetSetting(self, pQryOffsetSetting, int nRequestID):
+ cdef size_t address
+ if self._spi is not NULL:
+ address = ctypes.addressof(pQryOffsetSetting)
+ with nogil:
+ result = self._api.ReqQryOffsetSetting( address, nRequestID)
+ return result
+
cdef extern int TraderSpi_OnFrontConnected(self) except -1:
self.OnFrontConnected()
return 0
@@ -2603,3 +2791,317 @@ cdef extern int TraderSpi_OnRspQryInvestorProdSPBMDetail(self,
bIsLast
)
return 0
+
+
+# 投资者商品组SPMM记录查询响应
+cdef extern int TraderSpi_OnRspQryInvestorCommoditySPMMMargin(self,
+ CThostFtdcInvestorCommoditySPMMMarginField *pInvestorCommoditySPMMMargin,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryInvestorCommoditySPMMMargin(
+ None if pInvestorCommoditySPMMMargin is NULL else ApiStructure.InvestorCommoditySPMMMarginField.from_address( pInvestorCommoditySPMMMargin),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+
+# 投资者商品群SPMM记录查询响应
+cdef extern int TraderSpi_OnRspQryInvestorCommodityGroupSPMMMargin(self,
+ CThostFtdcInvestorCommodityGroupSPMMMarginField *pInvestorCommodityGroupSPMMMargin,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryInvestorCommodityGroupSPMMMargin(
+ None if pInvestorCommodityGroupSPMMMargin is NULL else ApiStructure.InvestorCommodityGroupSPMMMarginField.from_address( pInvestorCommodityGroupSPMMMargin),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# SPMM合约参数查询响应
+cdef extern int TraderSpi_OnRspQrySPMMInstParam(self,
+ CThostFtdcSPMMInstParamField *pSPMMInstParam,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQrySPMMInstParam(
+ None if pSPMMInstParam is NULL else ApiStructure.SPMMInstParamField.from_address( pSPMMInstParam),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# SPMM产品参数查询响应
+cdef extern int TraderSpi_OnRspQrySPMMProductParam(self,
+ CThostFtdcSPMMProductParamField *pSPMMProductParam,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQrySPMMProductParam(
+ None if pSPMMProductParam is NULL else ApiStructure.SPMMProductParamField.from_address( pSPMMProductParam),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# SPBM附加跨品种抵扣参数查询响应
+cdef extern int TraderSpi_OnRspQrySPBMAddOnInterParameter(self,
+ CThostFtdcSPBMAddOnInterParameterField *pSPBMAddOnInterParameter,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQrySPBMAddOnInterParameter(
+ None if pSPBMAddOnInterParameter is NULL else ApiStructure.SPBMAddOnInterParameterField.from_address( pSPBMAddOnInterParameter),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# RCAMS产品组合信息查询响应
+cdef extern int TraderSpi_OnRspQryRCAMSCombProductInfo(self,
+ CThostFtdcRCAMSCombProductInfoField *pRCAMSCombProductInfo,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryRCAMSCombProductInfo(
+ None if pRCAMSCombProductInfo is NULL else ApiStructure.RCAMSCombProductInfoField.from_address( pRCAMSCombProductInfo),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# RCAMS同合约风险对冲参数查询响应
+cdef extern int TraderSpi_OnRspQryRCAMSInstrParameter(self,
+ CThostFtdcRCAMSInstrParameterField *pRCAMSInstrParameter,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryRCAMSInstrParameter(
+ None if pRCAMSInstrParameter is NULL else ApiStructure.RCAMSInstrParameterField.from_address( pRCAMSInstrParameter),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# RCAMS品种内风险对冲参数查询响应
+cdef extern int TraderSpi_OnRspQryRCAMSIntraParameter(self,
+ CThostFtdcRCAMSIntraParameterField *pRCAMSIntraParameter,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryRCAMSIntraParameter(
+ None if pRCAMSIntraParameter is NULL else ApiStructure.RCAMSIntraParameterField.from_address( pRCAMSIntraParameter),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# RCAMS跨品种风险折抵参数查询响应
+cdef extern int TraderSpi_OnRspQryRCAMSInterParameter(self,
+ CThostFtdcRCAMSInterParameterField *pRCAMSInterParameter,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryRCAMSInterParameter(
+ None if pRCAMSInterParameter is NULL else ApiStructure.RCAMSInterParameterField.from_address( pRCAMSInterParameter),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# RCAMS空头期权风险调整参数查询响应
+cdef extern int TraderSpi_OnRspQryRCAMSShortOptAdjustParam(self,
+ CThostFtdcRCAMSShortOptAdjustParamField *pRCAMSShortOptAdjustParam,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryRCAMSShortOptAdjustParam(
+ None if pRCAMSShortOptAdjustParam is NULL else ApiStructure.RCAMSShortOptAdjustParamField.from_address( pRCAMSShortOptAdjustParam),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# RCAMS策略组合持仓查询响应
+cdef extern int TraderSpi_OnRspQryRCAMSInvestorCombPosition(self,
+ CThostFtdcRCAMSInvestorCombPositionField *pRCAMSInvestorCombPosition,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryRCAMSInvestorCombPosition(
+ None if pRCAMSInvestorCombPosition is NULL else ApiStructure.RCAMSInvestorCombPositionField.from_address( pRCAMSInvestorCombPosition),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# 投资者品种RCAMS保证金查询响应
+cdef extern int TraderSpi_OnRspQryInvestorProdRCAMSMargin(self,
+ CThostFtdcInvestorProdRCAMSMarginField *pInvestorProdRCAMSMargin,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryInvestorProdRCAMSMargin(
+ None if pInvestorProdRCAMSMargin is NULL else ApiStructure.InvestorProdRCAMSMarginField.from_address( pInvestorProdRCAMSMargin),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# RULE合约保证金参数查询响应
+cdef extern int TraderSpi_OnRspQryRULEInstrParameter(self,
+ CThostFtdcRULEInstrParameterField *pRULEInstrParameter,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryRULEInstrParameter(
+ None if pRULEInstrParameter is NULL else ApiStructure.RULEInstrParameterField.from_address( pRULEInstrParameter),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# RULE品种内对锁仓折扣参数查询响应
+cdef extern int TraderSpi_OnRspQryRULEIntraParameter(self,
+ CThostFtdcRULEIntraParameterField *pRULEInstrParameter,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryRULEIntraParameter(
+ None if pRULEInstrParameter is NULL else ApiStructure.RULEIntraParameterField.from_address( pRULEInstrParameter),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# RULE跨品种抵扣参数查询响应
+cdef extern int TraderSpi_OnRspQryRULEInterParameter(self,
+ CThostFtdcRULEInterParameterField *pRULEInterParameter,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryRULEInterParameter(
+ None if pRULEInterParameter is NULL else ApiStructure.RULEInterParameterField.from_address( pRULEInterParameter),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# 投资者产品RULE保证金查询响应
+cdef extern int TraderSpi_OnRspQryInvestorProdRULEMargin(self,
+ CThostFtdcInvestorProdRULEMarginField *pInvestorProdRULEMargin,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryInvestorProdRULEMargin(
+ None if pInvestorProdRULEMargin is NULL else ApiStructure.InvestorProdRULEMarginField.from_address( pInvestorProdRULEMargin),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# 投资者新型组合保证金开关查询响应
+cdef extern int TraderSpi_OnRspQryInvestorPortfSetting(self,
+ CThostFtdcInvestorPortfSettingField *pInvestorPortfSetting,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryInvestorPortfSetting(
+ None if pInvestorPortfSetting is NULL else ApiStructure.InvestorPortfSettingField.from_address( pInvestorPortfSetting),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# 投资者申报费阶梯收取记录查询响应
+cdef extern int TraderSpi_OnRspQryInvestorInfoCommRec(self,
+ CThostFtdcInvestorInfoCommRecField *pInvestorInfoCommRec,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryInvestorInfoCommRec(
+ None if pInvestorInfoCommRec is NULL else ApiStructure.InvestorInfoCommRecField.from_address( pInvestorInfoCommRec),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# 组合腿信息查询响应
+cdef extern int TraderSpi_OnRspQryCombLeg(self,
+ CThostFtdcCombLegField *pCombLeg,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryCombLeg(
+ None if pCombLeg is NULL else ApiStructure.CombLegField.from_address( pCombLeg),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# 对冲设置请求响应
+cdef extern int TraderSpi_OnRspOffsetSetting(self,
+ CThostFtdcInputOffsetSettingField *pInputOffsetSetting,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspOffsetSetting(
+ None if pInputOffsetSetting is NULL else ApiStructure.InputOffsetSettingField.from_address( pInputOffsetSetting),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# 对冲设置撤销请求响应
+cdef extern int TraderSpi_OnRspCancelOffsetSetting(self,
+ CThostFtdcInputOffsetSettingField *pInputOffsetSetting,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspCancelOffsetSetting(
+ None if pInputOffsetSetting is NULL else ApiStructure.InputOffsetSettingField.from_address( pInputOffsetSetting),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
+# 对冲设置通知
+cdef extern int TraderSpi_OnRtnOffsetSetting(self,
+ CThostFtdcOffsetSettingField *pOffsetSetting) except -1:
+ self.OnRtnOffsetSetting(
+ None if pOffsetSetting is NULL else ApiStructure.OffsetSettingField.from_address( pOffsetSetting)
+ )
+ return 0
+# 对冲设置错误回报
+cdef extern int TraderSpi_OnErrRtnOffsetSetting(self,
+ CThostFtdcInputOffsetSettingField *pInputOffsetSetting,
+ CThostFtdcRspInfoField *pRspInfo) except -1:
+ self.OnErrRtnOffsetSetting(
+ None if pInputOffsetSetting is NULL else ApiStructure.InputOffsetSettingField.from_address( pInputOffsetSetting),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ )
+ return 0
+# 对冲设置撤销错误回报
+cdef extern int TraderSpi_OnErrRtnCancelOffsetSetting(self,
+ CThostFtdcCancelOffsetSettingField *pCancelOffsetSetting,
+ CThostFtdcRspInfoField *pRspInfo) except -1:
+ self.OnErrRtnCancelOffsetSetting(
+ None if pCancelOffsetSetting is NULL else ApiStructure.CancelOffsetSettingField.from_address( pCancelOffsetSetting),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ )
+ return 0
+# 投资者对冲设置查询响应
+cdef extern int TraderSpi_OnRspQryOffsetSetting(self,
+ CThostFtdcOffsetSettingField *pOffsetSetting,
+ CThostFtdcRspInfoField *pRspInfo,
+ int nRequestID,
+ cbool bIsLast) except -1:
+ self.OnRspQryOffsetSetting(
+ None if pOffsetSetting is NULL else ApiStructure.OffsetSettingField.from_address( pOffsetSetting),
+ None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo),
+ nRequestID,
+ bIsLast
+ )
+ return 0
\ No newline at end of file
diff --git a/ctpwrapper/__init__.py b/ctpwrapper/__init__.py
index 9b8f997..d7ca207 100644
--- a/ctpwrapper/__init__.py
+++ b/ctpwrapper/__init__.py
@@ -16,7 +16,7 @@
along with ctpwrapper. If not, see .
"""
-__version__ = "6.7.0"
+__version__ = "6.7.9"
from ctpwrapper.Md import MdApiPy
from ctpwrapper.Trader import TraderApiPy
diff --git a/ctpwrapper/cppheader/CTraderAPI.h b/ctpwrapper/cppheader/CTraderAPI.h
index fc9b199..8545d75 100644
--- a/ctpwrapper/cppheader/CTraderAPI.h
+++ b/ctpwrapper/cppheader/CTraderAPI.h
@@ -312,6 +312,80 @@ static inline int TraderSpi_OnRspQryInvestorPortfMarginRatio(PyObject *, CThostF
///投资者产品SPBM明细查询响应
static inline int TraderSpi_OnRspQryInvestorProdSPBMDetail(PyObject *, CThostFtdcInvestorProdSPBMDetailField *, CThostFtdcRspInfoField *, int, bool);
+///投资者商品组SPMM记录查询响应
+static inline int TraderSpi_OnRspQryInvestorCommoditySPMMMargin(PyObject *, CThostFtdcInvestorCommoditySPMMMarginField *, CThostFtdcRspInfoField *, int, bool);
+
+///投资者商品群SPMM记录查询响应
+static inline int TraderSpi_OnRspQryInvestorCommodityGroupSPMMMargin(PyObject *, CThostFtdcInvestorCommodityGroupSPMMMarginField *, CThostFtdcRspInfoField *, int, bool);
+
+///SPMM合约参数查询响应
+static inline int TraderSpi_OnRspQrySPMMInstParam(PyObject *, CThostFtdcSPMMInstParamField *, CThostFtdcRspInfoField *, int, bool);
+
+///SPMM产品参数查询响应
+static inline int TraderSpi_OnRspQrySPMMProductParam(PyObject *, CThostFtdcSPMMProductParamField *, CThostFtdcRspInfoField *, int, bool);
+
+///SPBM附加跨品种抵扣参数查询响应
+static inline int TraderSpi_OnRspQrySPBMAddOnInterParameter(PyObject *, CThostFtdcSPBMAddOnInterParameterField *, CThostFtdcRspInfoField *, int, bool);
+
+///RCAMS产品组合信息查询响应
+static inline int TraderSpi_OnRspQryRCAMSCombProductInfo(PyObject *, CThostFtdcRCAMSCombProductInfoField *, CThostFtdcRspInfoField *, int, bool);
+
+///RCAMS同合约风险对冲参数查询响应
+static inline int TraderSpi_OnRspQryRCAMSInstrParameter(PyObject *, CThostFtdcRCAMSInstrParameterField *, CThostFtdcRspInfoField *, int, bool);
+
+///RCAMS品种内风险对冲参数查询响应
+static inline int TraderSpi_OnRspQryRCAMSIntraParameter(PyObject *, CThostFtdcRCAMSIntraParameterField *, CThostFtdcRspInfoField *, int, bool);
+
+///RCAMS跨品种风险折抵参数查询响应
+static inline int TraderSpi_OnRspQryRCAMSInterParameter(PyObject *, CThostFtdcRCAMSInterParameterField *, CThostFtdcRspInfoField *, int, bool);
+
+///RCAMS空头期权风险调整参数查询响应
+static inline int TraderSpi_OnRspQryRCAMSShortOptAdjustParam(PyObject *, CThostFtdcRCAMSShortOptAdjustParamField *, CThostFtdcRspInfoField *, int, bool);
+
+///RCAMS策略组合持仓查询响应
+static inline int TraderSpi_OnRspQryRCAMSInvestorCombPosition(PyObject *, CThostFtdcRCAMSInvestorCombPositionField *, CThostFtdcRspInfoField *, int, bool);
+
+///投资者品种RCAMS保证金查询响应
+static inline int TraderSpi_OnRspQryInvestorProdRCAMSMargin(PyObject *, CThostFtdcInvestorProdRCAMSMarginField *, CThostFtdcRspInfoField *, int , bool);
+
+///RULE合约保证金参数查询响应
+static inline int TraderSpi_OnRspQryRULEInstrParameter(PyObject *, CThostFtdcRULEInstrParameterField *, CThostFtdcRspInfoField *, int , bool);
+
+///RULE品种内对锁仓折扣参数查询响应
+static inline int TraderSpi_OnRspQryRULEIntraParameter(PyObject *, CThostFtdcRULEIntraParameterField *, CThostFtdcRspInfoField *, int , bool);
+
+///RULE跨品种抵扣参数查询响应
+static inline int TraderSpi_OnRspQryRULEInterParameter(PyObject *, CThostFtdcRULEInterParameterField *, CThostFtdcRspInfoField *, int , bool);
+
+///投资者产品RULE保证金查询响应
+static inline int TraderSpi_OnRspQryInvestorProdRULEMargin(PyObject *, CThostFtdcInvestorProdRULEMarginField *, CThostFtdcRspInfoField *, int, bool);
+
+///投资者新型组合保证金开关查询响应
+static inline int TraderSpi_OnRspQryInvestorPortfSetting(PyObject *, CThostFtdcInvestorPortfSettingField *, CThostFtdcRspInfoField *, int, bool);
+
+///投资者申报费阶梯收取记录查询响应
+static inline int TraderSpi_OnRspQryInvestorInfoCommRec(PyObject *, CThostFtdcInvestorInfoCommRecField *, CThostFtdcRspInfoField *, int, bool);
+
+///组合腿信息查询响应
+static inline int TraderSpi_OnRspQryCombLeg(PyObject *, CThostFtdcCombLegField *, CThostFtdcRspInfoField *, int, bool);
+
+///对冲设置请求响应
+static inline int TraderSpi_OnRspOffsetSetting(PyObject *, CThostFtdcInputOffsetSettingField *, CThostFtdcRspInfoField *, int, bool);
+
+///对冲设置撤销请求响应
+static inline int TraderSpi_OnRspCancelOffsetSetting(PyObject *, CThostFtdcInputOffsetSettingField *, CThostFtdcRspInfoField *, int, bool);
+
+///对冲设置通知
+static inline int TraderSpi_OnRtnOffsetSetting(PyObject *, CThostFtdcOffsetSettingField *);
+
+///对冲设置错误回报
+static inline int TraderSpi_OnErrRtnOffsetSetting(PyObject *, CThostFtdcInputOffsetSettingField *, CThostFtdcRspInfoField *);
+
+///对冲设置撤销错误回报
+static inline int TraderSpi_OnErrRtnCancelOffsetSetting(PyObject *, CThostFtdcCancelOffsetSettingField *, CThostFtdcRspInfoField *);
+
+///投资者对冲设置查询响应
+static inline int TraderSpi_OnRspQryOffsetSetting(PyObject *, CThostFtdcOffsetSettingField *, CThostFtdcRspInfoField *, int, bool);
#define Python_GIL(func) \
do { \
@@ -1042,6 +1116,132 @@ class CTraderSpi : public CThostFtdcTraderSpi {
};
+ ///投资者商品组SPMM记录查询响应
+ virtual void OnRspQryInvestorCommoditySPMMMargin(CThostFtdcInvestorCommoditySPMMMarginField *pInvestorCommoditySPMMMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryInvestorCommoditySPMMMargin(self, pInvestorCommoditySPMMMargin, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///投资者商品群SPMM记录查询响应
+ virtual void OnRspQryInvestorCommodityGroupSPMMMargin(CThostFtdcInvestorCommodityGroupSPMMMarginField *pInvestorCommodityGroupSPMMMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryInvestorCommodityGroupSPMMMargin(self, pInvestorCommodityGroupSPMMMargin, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///SPMM合约参数查询响应
+ virtual void OnRspQrySPMMInstParam(CThostFtdcSPMMInstParamField *pSPMMInstParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQrySPMMInstParam(self, pSPMMInstParam, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///SPMM产品参数查询响应
+ virtual void OnRspQrySPMMProductParam(CThostFtdcSPMMProductParamField *pSPMMProductParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQrySPMMProductParam(self, pSPMMProductParam, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///SPBM附加跨品种抵扣参数查询响应
+ virtual void OnRspQrySPBMAddOnInterParameter(CThostFtdcSPBMAddOnInterParameterField *pSPBMAddOnInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQrySPBMAddOnInterParameter(self, pSPBMAddOnInterParameter, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///RCAMS产品组合信息查询响应
+ virtual void OnRspQryRCAMSCombProductInfo(CThostFtdcRCAMSCombProductInfoField *pRCAMSCombProductInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryRCAMSCombProductInfo(self, pRCAMSCombProductInfo, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///RCAMS同合约风险对冲参数查询响应
+ virtual void OnRspQryRCAMSInstrParameter(CThostFtdcRCAMSInstrParameterField *pRCAMSInstrParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryRCAMSInstrParameter(self, pRCAMSInstrParameter, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///RCAMS品种内风险对冲参数查询响应
+ virtual void OnRspQryRCAMSIntraParameter(CThostFtdcRCAMSIntraParameterField *pRCAMSIntraParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryRCAMSIntraParameter(self, pRCAMSIntraParameter, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///RCAMS跨品种风险折抵参数查询响应
+ virtual void OnRspQryRCAMSInterParameter(CThostFtdcRCAMSInterParameterField *pRCAMSInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryRCAMSInterParameter(self, pRCAMSInterParameter, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///RCAMS空头期权风险调整参数查询响应
+ virtual void OnRspQryRCAMSShortOptAdjustParam(CThostFtdcRCAMSShortOptAdjustParamField *pRCAMSShortOptAdjustParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryRCAMSShortOptAdjustParam(self, pRCAMSShortOptAdjustParam, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///RCAMS策略组合持仓查询响应
+ virtual void OnRspQryRCAMSInvestorCombPosition(CThostFtdcRCAMSInvestorCombPositionField *pRCAMSInvestorCombPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryRCAMSInvestorCombPosition(self, pRCAMSInvestorCombPosition, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///投资者品种RCAMS保证金查询响应
+ virtual void OnRspQryInvestorProdRCAMSMargin(CThostFtdcInvestorProdRCAMSMarginField *pInvestorProdRCAMSMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryInvestorProdRCAMSMargin(self, pInvestorProdRCAMSMargin, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///RULE合约保证金参数查询响应
+ virtual void OnRspQryRULEInstrParameter(CThostFtdcRULEInstrParameterField *pRULEInstrParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryRULEInstrParameter(self, pRULEInstrParameter, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///RULE品种内对锁仓折扣参数查询响应
+ virtual void OnRspQryRULEIntraParameter(CThostFtdcRULEIntraParameterField *pRULEIntraParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryRULEIntraParameter(self, pRULEIntraParameter, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///RULE跨品种抵扣参数查询响应
+ virtual void OnRspQryRULEInterParameter(CThostFtdcRULEInterParameterField *pRULEInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryRULEInterParameter(self, pRULEInterParameter, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///投资者产品RULE保证金查询响应
+ virtual void OnRspQryInvestorProdRULEMargin(CThostFtdcInvestorProdRULEMarginField *pInvestorProdRULEMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryInvestorProdRULEMargin(self, pInvestorProdRULEMargin, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///投资者新型组合保证金开关查询响应
+ virtual void OnRspQryInvestorPortfSetting(CThostFtdcInvestorPortfSettingField *pInvestorPortfSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryInvestorPortfSetting(self, pInvestorPortfSetting, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///投资者申报费阶梯收取记录查询响应
+ virtual void OnRspQryInvestorInfoCommRec(CThostFtdcInvestorInfoCommRecField *pInvestorInfoCommRec, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryInvestorInfoCommRec(self, pInvestorInfoCommRec, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///组合腿信息查询响应
+ virtual void OnRspQryCombLeg(CThostFtdcCombLegField *pCombLeg, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryCombLeg(self, pCombLeg, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///对冲设置请求响应
+ virtual void OnRspOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspOffsetSetting(self, pInputOffsetSetting, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///对冲设置撤销请求响应
+ virtual void OnRspCancelOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspCancelOffsetSetting(self, pInputOffsetSetting, pRspInfo, nRequestID, bIsLast));
+ };
+
+ ///对冲设置通知
+ virtual void OnRtnOffsetSetting(CThostFtdcOffsetSettingField *pOffsetSetting) {
+ Python_GIL(TraderSpi_OnRtnOffsetSetting(self, pOffsetSetting));
+ };
+
+ ///对冲设置错误回报
+ virtual void OnErrRtnOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, CThostFtdcRspInfoField *pRspInfo) {
+ Python_GIL(TraderSpi_OnErrRtnOffsetSetting(self, pInputOffsetSetting, pRspInfo));
+ };
+
+ ///对冲设置撤销错误回报
+ virtual void OnErrRtnCancelOffsetSetting(CThostFtdcCancelOffsetSettingField *pCancelOffsetSetting, CThostFtdcRspInfoField *pRspInfo) {
+ Python_GIL(TraderSpi_OnErrRtnCancelOffsetSetting(self, pCancelOffsetSetting, pRspInfo));
+ };
+
+ ///投资者对冲设置查询响应
+ virtual void OnRspQryOffsetSetting(CThostFtdcOffsetSettingField *pOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {
+ Python_GIL(TraderSpi_OnRspQryOffsetSetting(self, pOffsetSetting, pRspInfo, nRequestID, bIsLast));
+ };
+
+
private:
PyObject *self;
};
diff --git a/ctpwrapper/headers/DataCollect.pxd b/ctpwrapper/headers/DataCollect.pxd
index 262b145..99511eb 100644
--- a/ctpwrapper/headers/DataCollect.pxd
+++ b/ctpwrapper/headers/DataCollect.pxd
@@ -4,5 +4,5 @@
from libc.string cimport const_char
cdef extern from "DataCollect.h":
- int CTP_GetSystemInfo(char *pSystemInfo, int &nLen) nogil except +
- const_char *CTP_GetDataCollectApiVersion() nogil except +
+ int CTP_GetSystemInfo(char *pSystemInfo, int &nLen) except + nogil
+ const_char *CTP_GetDataCollectApiVersion() except + nogil
diff --git a/ctpwrapper/headers/ThostFtdcUserApiDataType.pxd b/ctpwrapper/headers/ThostFtdcUserApiDataType.pxd
index f177ee2..e8e2a92 100644
--- a/ctpwrapper/headers/ThostFtdcUserApiDataType.pxd
+++ b/ctpwrapper/headers/ThostFtdcUserApiDataType.pxd
@@ -782,6 +782,7 @@ cdef extern from 'ThostFtdcUserApiDataType.h':
ctypedef char TThostFtdcDateTimeType[17]
ctypedef char TThostFtdcWeakPasswordSourceType
ctypedef char TThostFtdcRandomStringType[17]
+ ctypedef char TThostFtdcOrderMemoType[13]
ctypedef char TThostFtdcOptSelfCloseFlagType
ctypedef char TThostFtdcBizTypeType
ctypedef char TThostFtdcAppTypeType
@@ -832,3 +833,29 @@ cdef extern from 'ThostFtdcUserApiDataType.h':
ctypedef char TThostFtdcWithDrawParamValueType[41]
ctypedef char TThostFtdcInvstTradingRightType
ctypedef int TThostFtdcThostFunctionCodeType
+ ctypedef double TThostFtdcSPMMDiscountRatioType
+ ctypedef char TThostFtdcSPMMModelDescType[129]
+ ctypedef char TThostFtdcSPMMModelIDType[33]
+ ctypedef char TThostFtdcSPMMProductIDType[41]
+ ctypedef char TThostFtdcInstMarginCalIDType
+ ctypedef char TThostFtdcProductIDType[41]
+ ctypedef double TThostFtdcHedgeRateType
+ ctypedef int TThostFtdcRCAMSPriorityType
+ ctypedef double TThostFtdcAdjustValueType
+ ctypedef char TThostFtdcRCAMSCombinationTypeType
+ ctypedef char TThostFtdcRuleIdType[51]
+ ctypedef char TThostFtdcPortfTypeType
+ ctypedef char TThostFtdcInstrumentClassType
+ ctypedef int TThostFtdcCommodityGroupIDType
+ ctypedef double TThostFtdcStdPositionType
+ ctypedef char TThostFtdcProdChangeFlagType
+ ctypedef char TThostFtdcPwdRcdSrcType
+ ctypedef char TThostFtdcAddrSrvModeType
+ ctypedef char TThostFtdcAddrVerType
+ ctypedef char TThostFtdcAddrRemarkType[161]
+ ctypedef char TThostFtdcAddrNameType[65]
+ ctypedef char TThostFtdcIpAddrType[129]
+ ctypedef char TThostFtdcTGSessionQryStatusType
+ ctypedef char TThostFtdcOffsetTypeType
+ ctypedef char TThostFtdcSiteType[51]
+ ctypedef char TThostFtdcNetOperatorType[9]
diff --git a/ctpwrapper/headers/ThostFtdcUserApiStruct.pxd b/ctpwrapper/headers/ThostFtdcUserApiStruct.pxd
index 24bb1a8..0c5f469 100644
--- a/ctpwrapper/headers/ThostFtdcUserApiStruct.pxd
+++ b/ctpwrapper/headers/ThostFtdcUserApiStruct.pxd
@@ -54,6 +54,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcTimeType INETime
TThostFtdcSysVersionType SysVersion
TThostFtdcTimeType GFEXTime
+ TThostFtdcDRIdentityIDType LoginDRIdentityID
+ TThostFtdcDRIdentityIDType UserDRIdentityID
cdef struct CThostFtdcUserLogoutField:
TThostFtdcBrokerIDType BrokerID
TThostFtdcUserIDType UserID
@@ -247,6 +249,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcInstallCountType InstallCount
TThostFtdcBrokerIDType BrokerID
TThostFtdcOrderCancelAlgType OrderCancelAlg
+ TThostFtdcInstallCountType TradeInstallCount
+ TThostFtdcInstallCountType MDInstallCount
cdef struct CThostFtdcInvestorField:
TThostFtdcInvestorIDType InvestorID
TThostFtdcBrokerIDType BrokerID
@@ -655,6 +659,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcMacAddressType MacAddress
TThostFtdcInstrumentIDType InstrumentID
TThostFtdcIPAddressType IPAddress
+ TThostFtdcOrderMemoType OrderMemo
+ TThostFtdcSequenceNo12Type SessionReqSeq
cdef struct CThostFtdcOrderField:
TThostFtdcBrokerIDType BrokerID
TThostFtdcInvestorIDType InvestorID
@@ -722,6 +728,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcInstrumentIDType InstrumentID
TThostFtdcExchangeInstIDType ExchangeInstID
TThostFtdcIPAddressType IPAddress
+ TThostFtdcOrderMemoType OrderMemo
+ TThostFtdcSequenceNo12Type SessionReqSeq
cdef struct CThostFtdcExchangeOrderField:
TThostFtdcOrderPriceTypeType OrderPriceType
TThostFtdcDirectionType Direction
@@ -798,6 +806,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcMacAddressType MacAddress
TThostFtdcInstrumentIDType InstrumentID
TThostFtdcIPAddressType IPAddress
+ TThostFtdcOrderMemoType OrderMemo
+ TThostFtdcSequenceNo12Type SessionReqSeq
cdef struct CThostFtdcOrderActionField:
TThostFtdcBrokerIDType BrokerID
TThostFtdcInvestorIDType InvestorID
@@ -830,6 +840,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcMacAddressType MacAddress
TThostFtdcInstrumentIDType InstrumentID
TThostFtdcIPAddressType IPAddress
+ TThostFtdcOrderMemoType OrderMemo
+ TThostFtdcSequenceNo12Type SessionReqSeq
cdef struct CThostFtdcExchangeOrderActionField:
TThostFtdcExchangeIDType ExchangeID
TThostFtdcOrderSysIDType OrderSysID
@@ -960,6 +972,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcCurrencyIDType CurrencyID
TThostFtdcBoolType IsFromSopt
TThostFtdcPasswordType TradingPassword
+ TThostFtdcBoolType IsSecAgentTranfer
cdef struct CThostFtdcSyncFundMortgageField:
TThostFtdcDepositSeqNoType MortgageSeqNo
TThostFtdcBrokerIDType BrokerID
@@ -1248,6 +1261,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcOldInstrumentIDType reserve1
TThostFtdcExchangeIDType ExchangeID
TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcProductClassType ProductClass
cdef struct CThostFtdcQryBrokerUserField:
TThostFtdcBrokerIDType BrokerID
TThostFtdcUserIDType UserID
@@ -1736,6 +1750,9 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcInstrumentIDType InstrumentID
TThostFtdcIPAddressType IPAddress
TThostFtdcOrderSysIDType ReplaceSysID
+ TThostFtdcTimeConditionType TimeCondition
+ TThostFtdcOrderMemoType OrderMemo
+ TThostFtdcSequenceNo12Type SessionReqSeq
cdef struct CThostFtdcInputQuoteActionField:
TThostFtdcBrokerIDType BrokerID
TThostFtdcInvestorIDType InvestorID
@@ -1755,6 +1772,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcMacAddressType MacAddress
TThostFtdcInstrumentIDType InstrumentID
TThostFtdcIPAddressType IPAddress
+ TThostFtdcOrderMemoType OrderMemo
+ TThostFtdcSequenceNo12Type SessionReqSeq
cdef struct CThostFtdcQuoteField:
TThostFtdcBrokerIDType BrokerID
TThostFtdcInvestorIDType InvestorID
@@ -1810,6 +1829,9 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcExchangeInstIDType ExchangeInstID
TThostFtdcIPAddressType IPAddress
TThostFtdcOrderSysIDType ReplaceSysID
+ TThostFtdcTimeConditionType TimeCondition
+ TThostFtdcOrderMemoType OrderMemo
+ TThostFtdcSequenceNo12Type SessionReqSeq
cdef struct CThostFtdcQuoteActionField:
TThostFtdcBrokerIDType BrokerID
TThostFtdcInvestorIDType InvestorID
@@ -1840,6 +1862,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcMacAddressType MacAddress
TThostFtdcInstrumentIDType InstrumentID
TThostFtdcIPAddressType IPAddress
+ TThostFtdcOrderMemoType OrderMemo
+ TThostFtdcSequenceNo12Type SessionReqSeq
cdef struct CThostFtdcQryQuoteField:
TThostFtdcBrokerIDType BrokerID
TThostFtdcInvestorIDType InvestorID
@@ -1887,6 +1911,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcMacAddressType MacAddress
TThostFtdcExchangeInstIDType ExchangeInstID
TThostFtdcIPAddressType IPAddress
+ TThostFtdcTimeConditionType TimeCondition
cdef struct CThostFtdcQryExchangeQuoteField:
TThostFtdcParticipantIDType ParticipantID
TThostFtdcClientIDType ClientID
@@ -2712,6 +2737,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcInvestorIDType InvestorID
TThostFtdcOldInstrumentIDType reserve1
TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcDRIdentityIDType DRIdentityID
+ TThostFtdcDateType TradingDay
cdef struct CThostFtdcQryContractBankField:
TThostFtdcBrokerIDType BrokerID
TThostFtdcBankIDType BankID
@@ -2920,6 +2947,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcMacAddressType MacAddress
TThostFtdcInstrumentIDType InstrumentID
TThostFtdcIPAddressType IPAddress
+ TThostFtdcOrderMemoType OrderMemo
+ TThostFtdcSequenceNo12Type SessionReqSeq
cdef struct CThostFtdcErrorConditionalOrderField:
TThostFtdcBrokerIDType BrokerID
TThostFtdcInvestorIDType InvestorID
@@ -3026,6 +3055,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcErrorMsgType ErrorMsg
TThostFtdcInstrumentIDType InstrumentID
TThostFtdcIPAddressType IPAddress
+ TThostFtdcOrderMemoType OrderMemo
+ TThostFtdcSequenceNo12Type SessionReqSeq
cdef struct CThostFtdcQryExchangeSequenceField:
TThostFtdcExchangeIDType ExchangeID
cdef struct CThostFtdcExchangeSequenceField:
@@ -4462,6 +4493,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcInvestorIDType InvestorID
cdef struct CThostFtdcQueryFreqField:
TThostFtdcQueryFreqType QueryFreq
+ TThostFtdcQueryFreqType FTDPkgFreq
cdef struct CThostFtdcAuthForbiddenIPField:
TThostFtdcIPAddressType IPAddress
cdef struct CThostFtdcQryAuthForbiddenIPField:
@@ -4508,7 +4540,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcInstrumentIDType InstrumentID
TThostFtdcCombHedgeFlagType CombHedgeFlag
TThostFtdcDiscountRatioType Xparameter
- cdef struct CThostFtdcReqUserLoginSCField:
+ cdef struct CThostFtdcReqUserLoginSMField:
TThostFtdcDateType TradingDay
TThostFtdcBrokerIDType BrokerID
TThostFtdcUserIDType UserID
@@ -4518,11 +4550,14 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcProtocolInfoType ProtocolInfo
TThostFtdcMacAddressType MacAddress
TThostFtdcPasswordType OneTimePassword
- TThostFtdcIPAddressType ClientIPAddress
+ TThostFtdcOldIPAddressType reserve1
TThostFtdcLoginRemarkType LoginRemark
TThostFtdcIPPortType ClientIPPort
+ TThostFtdcIPAddressType ClientIPAddress
+ TThostFtdcBrokerNameType BrokerName
TThostFtdcAuthCodeType AuthCode
TThostFtdcAppIDType AppID
+ TThostFtdcPasswordType PIN
cdef struct CThostFtdcQryRiskSettleInvstPositionField:
TThostFtdcBrokerIDType BrokerID
TThostFtdcInvestorIDType InvestorID
@@ -4899,6 +4934,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcRatioType LockRateX
TThostFtdcRatioType AddOnRate
TThostFtdcPriceType PreSettlementPrice
+ TThostFtdcRatioType AddOnLockRateX2
cdef struct CThostFtdcSPBMOptionParameterField:
TThostFtdcDateType TradingDay
TThostFtdcExchangeIDType ExchangeID
@@ -4914,6 +4950,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcExchangeIDType ExchangeID
TThostFtdcInstrumentIDType ProdFamilyCode
TThostFtdcRatioType IntraRateY
+ TThostFtdcRatioType AddOnIntraRateY2
cdef struct CThostFtdcSPBMInterParameterField:
TThostFtdcDateType TradingDay
TThostFtdcExchangeIDType ExchangeID
@@ -4954,6 +4991,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcInvestorIDType InvestorID
TThostFtdcExchangeIDType ExchangeID
TThostFtdcRatioType MarginRatio
+ TThostFtdcProductIDType ProductGroupID
cdef struct CThostFtdcQrySPBMPortfDefinitionField:
TThostFtdcExchangeIDType ExchangeID
TThostFtdcPortfolioDefIDType PortfolioDefID
@@ -4966,6 +5004,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
TThostFtdcBrokerIDType BrokerID
TThostFtdcInvestorIDType InvestorID
TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcProductIDType ProductGroupID
cdef struct CThostFtdcInvestorProdSPBMDetailField:
TThostFtdcExchangeIDType ExchangeID
TThostFtdcBrokerIDType BrokerID
@@ -5021,3 +5060,900 @@ cdef extern from 'ThostFtdcUserApiStruct.h':
cdef struct CThostFtdcQryThostUserFunctionField:
TThostFtdcBrokerIDType BrokerID
TThostFtdcUserIDType UserID
+ cdef struct CThostFtdcSPBMAddOnInterParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcSpreadIdType SpreadId
+ TThostFtdcRatioType AddOnInterRateZ2
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode
+ cdef struct CThostFtdcQrySPBMAddOnInterParameterField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode
+ cdef struct CThostFtdcQryInvestorCommoditySPMMMarginField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcSPMMProductIDType CommodityID
+ cdef struct CThostFtdcQryInvestorCommodityGroupSPMMMarginField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcSPMMProductIDType CommodityGroupID
+ cdef struct CThostFtdcQrySPMMInstParamField:
+ TThostFtdcInstrumentIDType InstrumentID
+ cdef struct CThostFtdcQrySPMMProductParamField:
+ TThostFtdcSPMMProductIDType ProductID
+ cdef struct CThostFtdcInvestorCommoditySPMMMarginField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcSPMMProductIDType CommodityID
+ TThostFtdcMoneyType MarginBeforeDiscount
+ TThostFtdcMoneyType MarginNoDiscount
+ TThostFtdcMoneyType LongPosRisk
+ TThostFtdcMoneyType LongOpenFrozenRisk
+ TThostFtdcMoneyType LongCloseFrozenRisk
+ TThostFtdcMoneyType ShortPosRisk
+ TThostFtdcMoneyType ShortOpenFrozenRisk
+ TThostFtdcMoneyType ShortCloseFrozenRisk
+ TThostFtdcSPMMDiscountRatioType IntraCommodityRate
+ TThostFtdcSPMMDiscountRatioType OptionDiscountRate
+ TThostFtdcMoneyType PosDiscount
+ TThostFtdcMoneyType OpenFrozenDiscount
+ TThostFtdcMoneyType NetRisk
+ TThostFtdcMoneyType CloseFrozenMargin
+ TThostFtdcMoneyType FrozenCommission
+ TThostFtdcMoneyType Commission
+ TThostFtdcMoneyType FrozenCash
+ TThostFtdcMoneyType CashIn
+ TThostFtdcMoneyType StrikeFrozenMargin
+ cdef struct CThostFtdcInvestorCommodityGroupSPMMMarginField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcSPMMProductIDType CommodityGroupID
+ TThostFtdcMoneyType MarginBeforeDiscount
+ TThostFtdcMoneyType MarginNoDiscount
+ TThostFtdcMoneyType LongRisk
+ TThostFtdcMoneyType ShortRisk
+ TThostFtdcMoneyType CloseFrozenMargin
+ TThostFtdcSPMMDiscountRatioType InterCommodityRate
+ TThostFtdcSPMMDiscountRatioType MiniMarginRatio
+ TThostFtdcRatioType AdjustRatio
+ TThostFtdcMoneyType IntraCommodityDiscount
+ TThostFtdcMoneyType InterCommodityDiscount
+ TThostFtdcMoneyType ExchMargin
+ TThostFtdcMoneyType InvestorMargin
+ TThostFtdcMoneyType FrozenCommission
+ TThostFtdcMoneyType Commission
+ TThostFtdcMoneyType FrozenCash
+ TThostFtdcMoneyType CashIn
+ TThostFtdcMoneyType StrikeFrozenMargin
+ cdef struct CThostFtdcSPMMInstParamField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcInstMarginCalIDType InstMarginCalID
+ TThostFtdcSPMMProductIDType CommodityID
+ TThostFtdcSPMMProductIDType CommodityGroupID
+ cdef struct CThostFtdcSPMMProductParamField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcSPMMProductIDType ProductID
+ TThostFtdcSPMMProductIDType CommodityID
+ TThostFtdcSPMMProductIDType CommodityGroupID
+ cdef struct CThostFtdcQryTraderAssignField:
+ TThostFtdcTraderIDType TraderID
+ cdef struct CThostFtdcTraderAssignField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcTraderIDType TraderID
+ TThostFtdcParticipantIDType ParticipantID
+ TThostFtdcDRIdentityIDType DRIdentityID
+ cdef struct CThostFtdcInvestorInfoCntSettingField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcProductIDType ProductID
+ TThostFtdcBoolType IsCalInfoComm
+ TThostFtdcBoolType IsLimitInfoMax
+ TThostFtdcVolumeType InfoMaxLimit
+ cdef struct CThostFtdcRCAMSCombProductInfoField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcProductIDType ProductID
+ TThostFtdcProductIDType CombProductID
+ TThostFtdcProductIDType ProductGroupID
+ cdef struct CThostFtdcRCAMSInstrParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcProductIDType ProductID
+ TThostFtdcHedgeRateType HedgeRate
+ cdef struct CThostFtdcRCAMSIntraParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcProductIDType CombProductID
+ TThostFtdcHedgeRateType HedgeRate
+ cdef struct CThostFtdcRCAMSInterParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcProductIDType ProductGroupID
+ TThostFtdcRCAMSPriorityType Priority
+ TThostFtdcHedgeRateType CreditRate
+ TThostFtdcProductIDType CombProduct1
+ TThostFtdcProductIDType CombProduct2
+ cdef struct CThostFtdcRCAMSShortOptAdjustParamField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcProductIDType CombProductID
+ TThostFtdcHedgeFlagType HedgeFlag
+ TThostFtdcAdjustValueType AdjustValue
+ cdef struct CThostFtdcRCAMSInvestorCombPositionField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcHedgeFlagType HedgeFlag
+ TThostFtdcPosiDirectionType PosiDirection
+ TThostFtdcInstrumentIDType CombInstrumentID
+ TThostFtdcLegIDType LegID
+ TThostFtdcExchangeInstIDType ExchangeInstID
+ TThostFtdcVolumeType TotalAmt
+ TThostFtdcMoneyType ExchMargin
+ TThostFtdcMoneyType Margin
+ cdef struct CThostFtdcInvestorProdRCAMSMarginField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcProductIDType CombProductID
+ TThostFtdcHedgeFlagType HedgeFlag
+ TThostFtdcProductIDType ProductGroupID
+ TThostFtdcMoneyType RiskBeforeDiscount
+ TThostFtdcMoneyType IntraInstrRisk
+ TThostFtdcMoneyType BPosRisk
+ TThostFtdcMoneyType SPosRisk
+ TThostFtdcMoneyType IntraProdRisk
+ TThostFtdcMoneyType NetRisk
+ TThostFtdcMoneyType InterProdRisk
+ TThostFtdcMoneyType ShortOptRiskAdj
+ TThostFtdcMoneyType OptionRoyalty
+ TThostFtdcMoneyType MMSACloseFrozenMargin
+ TThostFtdcMoneyType CloseCombFrozenMargin
+ TThostFtdcMoneyType CloseFrozenMargin
+ TThostFtdcMoneyType MMSAOpenFrozenMargin
+ TThostFtdcMoneyType DeliveryOpenFrozenMargin
+ TThostFtdcMoneyType OpenFrozenMargin
+ TThostFtdcMoneyType UseFrozenMargin
+ TThostFtdcMoneyType MMSAExchMargin
+ TThostFtdcMoneyType DeliveryExchMargin
+ TThostFtdcMoneyType CombExchMargin
+ TThostFtdcMoneyType ExchMargin
+ TThostFtdcMoneyType UseMargin
+ cdef struct CThostFtdcQryRCAMSCombProductInfoField:
+ TThostFtdcProductIDType ProductID
+ TThostFtdcProductIDType CombProductID
+ TThostFtdcProductIDType ProductGroupID
+ cdef struct CThostFtdcQryRCAMSInstrParameterField:
+ TThostFtdcProductIDType ProductID
+ cdef struct CThostFtdcQryRCAMSIntraParameterField:
+ TThostFtdcProductIDType CombProductID
+ cdef struct CThostFtdcQryRCAMSInterParameterField:
+ TThostFtdcProductIDType ProductGroupID
+ TThostFtdcProductIDType CombProduct1
+ TThostFtdcProductIDType CombProduct2
+ cdef struct CThostFtdcQryRCAMSShortOptAdjustParamField:
+ TThostFtdcProductIDType CombProductID
+ cdef struct CThostFtdcQryRCAMSInvestorCombPositionField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcInstrumentIDType CombInstrumentID
+ cdef struct CThostFtdcQryInvestorProdRCAMSMarginField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcProductIDType CombProductID
+ TThostFtdcProductIDType ProductGroupID
+ cdef struct CThostFtdcRULEInstrParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcInstrumentClassType InstrumentClass
+ TThostFtdcInstrumentIDType StdInstrumentID
+ TThostFtdcRatioType BSpecRatio
+ TThostFtdcRatioType SSpecRatio
+ TThostFtdcRatioType BHedgeRatio
+ TThostFtdcRatioType SHedgeRatio
+ TThostFtdcMoneyType BAddOnMargin
+ TThostFtdcMoneyType SAddOnMargin
+ TThostFtdcCommodityGroupIDType CommodityGroupID
+ cdef struct CThostFtdcRULEIntraParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType ProdFamilyCode
+ TThostFtdcInstrumentIDType StdInstrumentID
+ TThostFtdcMoneyType StdInstrMargin
+ TThostFtdcRatioType UsualIntraRate
+ TThostFtdcRatioType DeliveryIntraRate
+ cdef struct CThostFtdcRULEInterParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcSpreadIdType SpreadId
+ TThostFtdcRatioType InterRate
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode
+ TThostFtdcCommonIntType Leg1PropFactor
+ TThostFtdcCommonIntType Leg2PropFactor
+ TThostFtdcCommodityGroupIDType CommodityGroupID
+ TThostFtdcInstrumentNameType CommodityGroupName
+ cdef struct CThostFtdcQryRULEInstrParameterField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType InstrumentID
+ cdef struct CThostFtdcQryRULEIntraParameterField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType ProdFamilyCode
+ cdef struct CThostFtdcQryRULEInterParameterField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode
+ TThostFtdcCommodityGroupIDType CommodityGroupID
+ cdef struct CThostFtdcInvestorProdRULEMarginField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcInstrumentIDType ProdFamilyCode
+ TThostFtdcInstrumentClassType InstrumentClass
+ TThostFtdcCommodityGroupIDType CommodityGroupID
+ TThostFtdcStdPositionType BStdPosition
+ TThostFtdcStdPositionType SStdPosition
+ TThostFtdcStdPositionType BStdOpenFrozen
+ TThostFtdcStdPositionType SStdOpenFrozen
+ TThostFtdcStdPositionType BStdCloseFrozen
+ TThostFtdcStdPositionType SStdCloseFrozen
+ TThostFtdcStdPositionType IntraProdStdPosition
+ TThostFtdcStdPositionType NetStdPosition
+ TThostFtdcStdPositionType InterProdStdPosition
+ TThostFtdcStdPositionType SingleStdPosition
+ TThostFtdcMoneyType IntraProdMargin
+ TThostFtdcMoneyType InterProdMargin
+ TThostFtdcMoneyType SingleMargin
+ TThostFtdcMoneyType NonCombMargin
+ TThostFtdcMoneyType AddOnMargin
+ TThostFtdcMoneyType ExchMargin
+ TThostFtdcMoneyType AddOnFrozenMargin
+ TThostFtdcMoneyType OpenFrozenMargin
+ TThostFtdcMoneyType CloseFrozenMargin
+ TThostFtdcMoneyType Margin
+ TThostFtdcMoneyType FrozenMargin
+ cdef struct CThostFtdcQryInvestorProdRULEMarginField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcInstrumentIDType ProdFamilyCode
+ TThostFtdcCommodityGroupIDType CommodityGroupID
+ cdef struct CThostFtdcSyncDeltaSPBMPortfDefinitionField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcPortfolioDefIDType PortfolioDefID
+ TThostFtdcInstrumentIDType ProdFamilyCode
+ TThostFtdcBoolType IsSPBM
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaSPBMInvstPortfDefField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcPortfolioDefIDType PortfolioDefID
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaSPBMFutureParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcInstrumentIDType ProdFamilyCode
+ TThostFtdcVolumeMultipleType Cvf
+ TThostFtdcTimeRangeType TimeRange
+ TThostFtdcRatioType MarginRate
+ TThostFtdcRatioType LockRateX
+ TThostFtdcRatioType AddOnRate
+ TThostFtdcPriceType PreSettlementPrice
+ TThostFtdcRatioType AddOnLockRateX2
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaSPBMOptionParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcInstrumentIDType ProdFamilyCode
+ TThostFtdcVolumeMultipleType Cvf
+ TThostFtdcPriceType DownPrice
+ TThostFtdcDeltaType Delta
+ TThostFtdcDeltaType SlimiDelta
+ TThostFtdcPriceType PreSettlementPrice
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaSPBMIntraParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType ProdFamilyCode
+ TThostFtdcRatioType IntraRateY
+ TThostFtdcRatioType AddOnIntraRateY2
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaSPBMInterParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcSpreadIdType SpreadId
+ TThostFtdcRatioType InterRateZ
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaSPBMAddOnInterParamField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcSpreadIdType SpreadId
+ TThostFtdcRatioType AddOnInterRateZ2
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaSPMMInstParamField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcInstMarginCalIDType InstMarginCalID
+ TThostFtdcSPMMProductIDType CommodityID
+ TThostFtdcSPMMProductIDType CommodityGroupID
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaSPMMProductParamField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcSPMMProductIDType ProductID
+ TThostFtdcSPMMProductIDType CommodityID
+ TThostFtdcSPMMProductIDType CommodityGroupID
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaInvestorSPMMModelField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcSPMMModelIDType SPMMModelID
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaSPMMModelParamField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcSPMMModelIDType SPMMModelID
+ TThostFtdcSPMMProductIDType CommodityGroupID
+ TThostFtdcSPMMDiscountRatioType IntraCommodityRate
+ TThostFtdcSPMMDiscountRatioType InterCommodityRate
+ TThostFtdcSPMMDiscountRatioType OptionDiscountRate
+ TThostFtdcSPMMDiscountRatioType MiniMarginRatio
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaRCAMSCombProdInfoField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcProductIDType ProductID
+ TThostFtdcProductIDType CombProductID
+ TThostFtdcProductIDType ProductGroupID
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaRCAMSInstrParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcProductIDType ProductID
+ TThostFtdcHedgeRateType HedgeRate
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaRCAMSIntraParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcProductIDType CombProductID
+ TThostFtdcHedgeRateType HedgeRate
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaRCAMSInterParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcProductIDType ProductGroupID
+ TThostFtdcRCAMSPriorityType Priority
+ TThostFtdcHedgeRateType CreditRate
+ TThostFtdcProductIDType CombProduct1
+ TThostFtdcProductIDType CombProduct2
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaRCAMSSOptAdjParamField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcProductIDType CombProductID
+ TThostFtdcHedgeFlagType HedgeFlag
+ TThostFtdcAdjustValueType AdjustValue
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaRCAMSCombRuleDtlField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcProductIDType ProdGroup
+ TThostFtdcRuleIdType RuleId
+ TThostFtdcRCAMSPriorityType Priority
+ TThostFtdcHedgeFlagType HedgeFlag
+ TThostFtdcMoneyType CombMargin
+ TThostFtdcExchangeInstIDType ExchangeInstID
+ TThostFtdcLegIDType LegID
+ TThostFtdcInstrumentIDType LegInstrumentID
+ TThostFtdcDirectionType Direction
+ TThostFtdcLegMultipleType LegMultiple
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaRCAMSInvstCombPosField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcHedgeFlagType HedgeFlag
+ TThostFtdcPosiDirectionType PosiDirection
+ TThostFtdcInstrumentIDType CombInstrumentID
+ TThostFtdcLegIDType LegID
+ TThostFtdcExchangeInstIDType ExchangeInstID
+ TThostFtdcVolumeType TotalAmt
+ TThostFtdcMoneyType ExchMargin
+ TThostFtdcMoneyType Margin
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaRULEInstrParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcInstrumentClassType InstrumentClass
+ TThostFtdcInstrumentIDType StdInstrumentID
+ TThostFtdcRatioType BSpecRatio
+ TThostFtdcRatioType SSpecRatio
+ TThostFtdcRatioType BHedgeRatio
+ TThostFtdcRatioType SHedgeRatio
+ TThostFtdcMoneyType BAddOnMargin
+ TThostFtdcMoneyType SAddOnMargin
+ TThostFtdcCommodityGroupIDType CommodityGroupID
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaRULEIntraParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcInstrumentIDType ProdFamilyCode
+ TThostFtdcInstrumentIDType StdInstrumentID
+ TThostFtdcMoneyType StdInstrMargin
+ TThostFtdcRatioType UsualIntraRate
+ TThostFtdcRatioType DeliveryIntraRate
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcSyncDeltaRULEInterParameterField:
+ TThostFtdcDateType TradingDay
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcSpreadIdType SpreadId
+ TThostFtdcRatioType InterRate
+ TThostFtdcInstrumentIDType Leg1ProdFamilyCode
+ TThostFtdcInstrumentIDType Leg2ProdFamilyCode
+ TThostFtdcCommonIntType Leg1PropFactor
+ TThostFtdcCommonIntType Leg2PropFactor
+ TThostFtdcCommodityGroupIDType CommodityGroupID
+ TThostFtdcInstrumentNameType CommodityGroupName
+ TThostFtdcActionDirectionType ActionDirection
+ TThostFtdcSequenceNoType SyncDeltaSequenceNo
+ cdef struct CThostFtdcIpAddrParamField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcIpAddrType Address
+ TThostFtdcDRIdentityIDType DRIdentityID
+ TThostFtdcDRIdentityNameType DRIdentityName
+ TThostFtdcAddrSrvModeType AddrSrvMode
+ TThostFtdcAddrVerType AddrVer
+ TThostFtdcCommonIntType AddrNo
+ TThostFtdcAddrNameType AddrName
+ TThostFtdcBoolType IsSM
+ TThostFtdcBoolType IsLocalAddr
+ TThostFtdcAddrRemarkType Remark
+ TThostFtdcSiteType Site
+ TThostFtdcNetOperatorType NetOperator
+ cdef struct CThostFtdcQryIpAddrParamField:
+ TThostFtdcBrokerIDType BrokerID
+ cdef struct CThostFtdcTGIpAddrParamField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcUserIDType UserID
+ TThostFtdcIpAddrType Address
+ TThostFtdcDRIdentityIDType DRIdentityID
+ TThostFtdcDRIdentityNameType DRIdentityName
+ TThostFtdcAddrSrvModeType AddrSrvMode
+ TThostFtdcAddrVerType AddrVer
+ TThostFtdcCommonIntType AddrNo
+ TThostFtdcAddrNameType AddrName
+ TThostFtdcBoolType IsSM
+ TThostFtdcBoolType IsLocalAddr
+ TThostFtdcAddrRemarkType Remark
+ TThostFtdcSiteType Site
+ TThostFtdcNetOperatorType NetOperator
+ cdef struct CThostFtdcQryTGIpAddrParamField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcUserIDType UserID
+ TThostFtdcAppIDType AppID
+ cdef struct CThostFtdcTGSessionQryStatusField:
+ TThostFtdcCommonIntType LastQryFreq
+ TThostFtdcTGSessionQryStatusType QryStatus
+ cdef struct CThostFtdcLocalAddrConfigField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcIpAddrType PeerAddr
+ TThostFtdcIpAddrType NetMask
+ TThostFtdcDRIdentityIDType DRIdentityID
+ TThostFtdcIpAddrType LocalAddress
+ cdef struct CThostFtdcQryLocalAddrConfigField:
+ TThostFtdcBrokerIDType BrokerID
+ cdef struct CThostFtdcReqQueryBankAccountBySecField:
+ TThostFtdcTradeCodeType TradeCode
+ TThostFtdcBankIDType BankID
+ TThostFtdcBankBrchIDType BankBranchID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcFutureBranchIDType BrokerBranchID
+ TThostFtdcTradeDateType TradeDate
+ TThostFtdcTradeTimeType TradeTime
+ TThostFtdcBankSerialType BankSerial
+ TThostFtdcTradeDateType TradingDay
+ TThostFtdcSerialType PlateSerial
+ TThostFtdcLastFragmentType LastFragment
+ TThostFtdcSessionIDType SessionID
+ TThostFtdcIndividualNameType CustomerName
+ TThostFtdcIdCardTypeType IdCardType
+ TThostFtdcIdentifiedCardNoType IdentifiedCardNo
+ TThostFtdcCustTypeType CustType
+ TThostFtdcBankAccountType BankAccount
+ TThostFtdcPasswordType BankPassWord
+ TThostFtdcAccountIDType AccountID
+ TThostFtdcPasswordType Password
+ TThostFtdcFutureSerialType FutureSerial
+ TThostFtdcInstallIDType InstallID
+ TThostFtdcUserIDType UserID
+ TThostFtdcYesNoIndicatorType VerifyCertNoFlag
+ TThostFtdcCurrencyIDType CurrencyID
+ TThostFtdcDigestType Digest
+ TThostFtdcBankAccTypeType BankAccType
+ TThostFtdcDeviceIDType DeviceID
+ TThostFtdcBankAccTypeType BankSecuAccType
+ TThostFtdcBankCodingForFutureType BrokerIDByBank
+ TThostFtdcBankAccountType BankSecuAcc
+ TThostFtdcPwdFlagType BankPwdFlag
+ TThostFtdcPwdFlagType SecuPwdFlag
+ TThostFtdcOperNoType OperNo
+ TThostFtdcRequestIDType RequestID
+ TThostFtdcTIDType TID
+ TThostFtdcLongIndividualNameType LongCustomerName
+ TThostFtdcDRIdentityIDType DRIdentityID
+ TThostFtdcFutureSerialType SecFutureSerial
+ cdef struct CThostFtdcRspQueryBankAccountBySecField:
+ TThostFtdcTradeCodeType TradeCode
+ TThostFtdcBankIDType BankID
+ TThostFtdcBankBrchIDType BankBranchID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcFutureBranchIDType BrokerBranchID
+ TThostFtdcTradeDateType TradeDate
+ TThostFtdcTradeTimeType TradeTime
+ TThostFtdcBankSerialType BankSerial
+ TThostFtdcTradeDateType TradingDay
+ TThostFtdcSerialType PlateSerial
+ TThostFtdcLastFragmentType LastFragment
+ TThostFtdcSessionIDType SessionID
+ TThostFtdcIndividualNameType CustomerName
+ TThostFtdcIdCardTypeType IdCardType
+ TThostFtdcIdentifiedCardNoType IdentifiedCardNo
+ TThostFtdcCustTypeType CustType
+ TThostFtdcBankAccountType BankAccount
+ TThostFtdcPasswordType BankPassWord
+ TThostFtdcAccountIDType AccountID
+ TThostFtdcPasswordType Password
+ TThostFtdcFutureSerialType FutureSerial
+ TThostFtdcInstallIDType InstallID
+ TThostFtdcUserIDType UserID
+ TThostFtdcYesNoIndicatorType VerifyCertNoFlag
+ TThostFtdcCurrencyIDType CurrencyID
+ TThostFtdcDigestType Digest
+ TThostFtdcBankAccTypeType BankAccType
+ TThostFtdcDeviceIDType DeviceID
+ TThostFtdcBankAccTypeType BankSecuAccType
+ TThostFtdcBankCodingForFutureType BrokerIDByBank
+ TThostFtdcBankAccountType BankSecuAcc
+ TThostFtdcPwdFlagType BankPwdFlag
+ TThostFtdcPwdFlagType SecuPwdFlag
+ TThostFtdcOperNoType OperNo
+ TThostFtdcRequestIDType RequestID
+ TThostFtdcTIDType TID
+ TThostFtdcTradeAmountType BankUseAmount
+ TThostFtdcTradeAmountType BankFetchAmount
+ TThostFtdcLongIndividualNameType LongCustomerName
+ TThostFtdcDRIdentityIDType DRIdentityID
+ TThostFtdcFutureSerialType SecFutureSerial
+ cdef struct CThostFtdcReqTransferBySecField:
+ TThostFtdcTradeCodeType TradeCode
+ TThostFtdcBankIDType BankID
+ TThostFtdcBankBrchIDType BankBranchID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcFutureBranchIDType BrokerBranchID
+ TThostFtdcTradeDateType TradeDate
+ TThostFtdcTradeTimeType TradeTime
+ TThostFtdcBankSerialType BankSerial
+ TThostFtdcTradeDateType TradingDay
+ TThostFtdcSerialType PlateSerial
+ TThostFtdcLastFragmentType LastFragment
+ TThostFtdcSessionIDType SessionID
+ TThostFtdcIndividualNameType CustomerName
+ TThostFtdcIdCardTypeType IdCardType
+ TThostFtdcIdentifiedCardNoType IdentifiedCardNo
+ TThostFtdcCustTypeType CustType
+ TThostFtdcBankAccountType BankAccount
+ TThostFtdcPasswordType BankPassWord
+ TThostFtdcAccountIDType AccountID
+ TThostFtdcPasswordType Password
+ TThostFtdcInstallIDType InstallID
+ TThostFtdcFutureSerialType FutureSerial
+ TThostFtdcUserIDType UserID
+ TThostFtdcYesNoIndicatorType VerifyCertNoFlag
+ TThostFtdcCurrencyIDType CurrencyID
+ TThostFtdcTradeAmountType TradeAmount
+ TThostFtdcTradeAmountType FutureFetchAmount
+ TThostFtdcFeePayFlagType FeePayFlag
+ TThostFtdcCustFeeType CustFee
+ TThostFtdcFutureFeeType BrokerFee
+ TThostFtdcAddInfoType Message
+ TThostFtdcDigestType Digest
+ TThostFtdcBankAccTypeType BankAccType
+ TThostFtdcDeviceIDType DeviceID
+ TThostFtdcBankAccTypeType BankSecuAccType
+ TThostFtdcBankCodingForFutureType BrokerIDByBank
+ TThostFtdcBankAccountType BankSecuAcc
+ TThostFtdcPwdFlagType BankPwdFlag
+ TThostFtdcPwdFlagType SecuPwdFlag
+ TThostFtdcOperNoType OperNo
+ TThostFtdcRequestIDType RequestID
+ TThostFtdcTIDType TID
+ TThostFtdcTransferStatusType TransferStatus
+ TThostFtdcLongIndividualNameType LongCustomerName
+ TThostFtdcDRIdentityIDType DRIdentityID
+ TThostFtdcFutureSerialType SecFutureSerial
+ cdef struct CThostFtdcRspTransferBySecField:
+ TThostFtdcTradeCodeType TradeCode
+ TThostFtdcBankIDType BankID
+ TThostFtdcBankBrchIDType BankBranchID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcFutureBranchIDType BrokerBranchID
+ TThostFtdcTradeDateType TradeDate
+ TThostFtdcTradeTimeType TradeTime
+ TThostFtdcBankSerialType BankSerial
+ TThostFtdcTradeDateType TradingDay
+ TThostFtdcSerialType PlateSerial
+ TThostFtdcLastFragmentType LastFragment
+ TThostFtdcSessionIDType SessionID
+ TThostFtdcIndividualNameType CustomerName
+ TThostFtdcIdCardTypeType IdCardType
+ TThostFtdcIdentifiedCardNoType IdentifiedCardNo
+ TThostFtdcCustTypeType CustType
+ TThostFtdcBankAccountType BankAccount
+ TThostFtdcPasswordType BankPassWord
+ TThostFtdcAccountIDType AccountID
+ TThostFtdcPasswordType Password
+ TThostFtdcInstallIDType InstallID
+ TThostFtdcFutureSerialType FutureSerial
+ TThostFtdcUserIDType UserID
+ TThostFtdcYesNoIndicatorType VerifyCertNoFlag
+ TThostFtdcCurrencyIDType CurrencyID
+ TThostFtdcTradeAmountType TradeAmount
+ TThostFtdcTradeAmountType FutureFetchAmount
+ TThostFtdcFeePayFlagType FeePayFlag
+ TThostFtdcCustFeeType CustFee
+ TThostFtdcFutureFeeType BrokerFee
+ TThostFtdcAddInfoType Message
+ TThostFtdcDigestType Digest
+ TThostFtdcBankAccTypeType BankAccType
+ TThostFtdcDeviceIDType DeviceID
+ TThostFtdcBankAccTypeType BankSecuAccType
+ TThostFtdcBankCodingForFutureType BrokerIDByBank
+ TThostFtdcBankAccountType BankSecuAcc
+ TThostFtdcPwdFlagType BankPwdFlag
+ TThostFtdcPwdFlagType SecuPwdFlag
+ TThostFtdcOperNoType OperNo
+ TThostFtdcRequestIDType RequestID
+ TThostFtdcTIDType TID
+ TThostFtdcTransferStatusType TransferStatus
+ TThostFtdcErrorIDType ErrorID
+ TThostFtdcErrorMsgType ErrorMsg
+ TThostFtdcLongIndividualNameType LongCustomerName
+ TThostFtdcDRIdentityIDType DRIdentityID
+ TThostFtdcFutureSerialType SecFutureSerial
+ cdef struct CThostFtdcNotifyQueryFutureAccountBySecField:
+ TThostFtdcTradeCodeType TradeCode
+ TThostFtdcBankIDType BankID
+ TThostFtdcBankBrchIDType BankBranchID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcFutureBranchIDType BrokerBranchID
+ TThostFtdcTradeDateType TradeDate
+ TThostFtdcTradeTimeType TradeTime
+ TThostFtdcBankSerialType BankSerial
+ TThostFtdcTradeDateType TradingDay
+ TThostFtdcSerialType PlateSerial
+ TThostFtdcLastFragmentType LastFragment
+ TThostFtdcSessionIDType SessionID
+ TThostFtdcIndividualNameType CustomerName
+ TThostFtdcIdCardTypeType IdCardType
+ TThostFtdcIdentifiedCardNoType IdentifiedCardNo
+ TThostFtdcCustTypeType CustType
+ TThostFtdcBankAccountType BankAccount
+ TThostFtdcPasswordType BankPassWord
+ TThostFtdcAccountIDType AccountID
+ TThostFtdcPasswordType Password
+ TThostFtdcFutureSerialType FutureSerial
+ TThostFtdcInstallIDType InstallID
+ TThostFtdcUserIDType UserID
+ TThostFtdcYesNoIndicatorType VerifyCertNoFlag
+ TThostFtdcCurrencyIDType CurrencyID
+ TThostFtdcDigestType Digest
+ TThostFtdcBankAccTypeType BankAccType
+ TThostFtdcDeviceIDType DeviceID
+ TThostFtdcBankAccTypeType BankSecuAccType
+ TThostFtdcBankCodingForFutureType BrokerIDByBank
+ TThostFtdcBankAccountType BankSecuAcc
+ TThostFtdcPwdFlagType BankPwdFlag
+ TThostFtdcPwdFlagType SecuPwdFlag
+ TThostFtdcOperNoType OperNo
+ TThostFtdcRequestIDType RequestID
+ TThostFtdcTIDType TID
+ TThostFtdcTradeAmountType BankUseAmount
+ TThostFtdcTradeAmountType BankFetchAmount
+ TThostFtdcErrorIDType ErrorID
+ TThostFtdcErrorMsgType ErrorMsg
+ TThostFtdcLongIndividualNameType LongCustomerName
+ TThostFtdcDRIdentityIDType DRIdentityID
+ TThostFtdcFutureSerialType SecFutureSerial
+ cdef struct CThostFtdcExitEmergencyField:
+ TThostFtdcBrokerIDType BrokerID
+ cdef struct CThostFtdcInvestorPortfMarginModelField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcInvestorIDType MarginModelID
+ cdef struct CThostFtdcInvestorPortfSettingField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcHedgeFlagType HedgeFlag
+ TThostFtdcBoolType UsePortf
+ cdef struct CThostFtdcQryInvestorPortfSettingField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ cdef struct CThostFtdcUserPasswordUpdateFromSecField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcUserIDType UserID
+ TThostFtdcPasswordType OldPassword
+ TThostFtdcPasswordType NewPassword
+ TThostFtdcDRIdentityIDType FromSec
+ cdef struct CThostFtdcSettlementInfoConfirmFromSecField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcDateType ConfirmDate
+ TThostFtdcTimeType ConfirmTime
+ TThostFtdcDRIdentityIDType FromSec
+ cdef struct CThostFtdcTradingAccountPasswordUpdateFromSecField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcAccountIDType AccountID
+ TThostFtdcPasswordType OldPassword
+ TThostFtdcPasswordType NewPassword
+ TThostFtdcCurrencyIDType CurrencyID
+ TThostFtdcDRIdentityIDType FromSec
+ cdef struct CThostFtdcRiskForbiddenRightField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcUserIDType UserID
+ cdef struct CThostFtdcInvestorInfoCommRecField:
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcVolumeType OrderCount
+ TThostFtdcVolumeType OrderActionCount
+ TThostFtdcVolumeType ForQuoteCnt
+ TThostFtdcMoneyType InfoComm
+ TThostFtdcBoolType IsOptSeries
+ TThostFtdcProductIDType ProductID
+ TThostFtdcVolumeType InfoCnt
+ cdef struct CThostFtdcQryInvestorInfoCommRecField:
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcBrokerIDType BrokerID
+ cdef struct CThostFtdcCombLegField:
+ TThostFtdcInstrumentIDType CombInstrumentID
+ TThostFtdcLegIDType LegID
+ TThostFtdcInstrumentIDType LegInstrumentID
+ TThostFtdcDirectionType Direction
+ TThostFtdcLegMultipleType LegMultiple
+ TThostFtdcImplyLevelType ImplyLevel
+ cdef struct CThostFtdcQryCombLegField:
+ TThostFtdcInstrumentIDType LegInstrumentID
+ cdef struct CThostFtdcInputOffsetSettingField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcInstrumentIDType UnderlyingInstrID
+ TThostFtdcProductIDType ProductID
+ TThostFtdcOffsetTypeType OffsetType
+ TThostFtdcVolumeType Volume
+ TThostFtdcBoolType IsOffset
+ TThostFtdcRequestIDType RequestID
+ TThostFtdcUserIDType UserID
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcIPAddressType IPAddress
+ TThostFtdcMacAddressType MacAddress
+ cdef struct CThostFtdcOffsetSettingField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcInstrumentIDType UnderlyingInstrID
+ TThostFtdcProductIDType ProductID
+ TThostFtdcOffsetTypeType OffsetType
+ TThostFtdcVolumeType Volume
+ TThostFtdcBoolType IsOffset
+ TThostFtdcRequestIDType RequestID
+ TThostFtdcUserIDType UserID
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcIPAddressType IPAddress
+ TThostFtdcMacAddressType MacAddress
+ TThostFtdcExchangeInstIDType ExchangeInstID
+ TThostFtdcExchangeInstIDType ExchangeSerialNo
+ TThostFtdcProductIDType ExchangeProductID
+ TThostFtdcParticipantIDType ParticipantID
+ TThostFtdcClientIDType ClientID
+ TThostFtdcTraderIDType TraderID
+ TThostFtdcInstallIDType InstallID
+ TThostFtdcOrderSubmitStatusType OrderSubmitStatus
+ TThostFtdcDateType TradingDay
+ TThostFtdcSettlementIDType SettlementID
+ TThostFtdcDateType InsertDate
+ TThostFtdcTimeType InsertTime
+ TThostFtdcTimeType CancelTime
+ TThostFtdcExecResultType ExecResult
+ TThostFtdcSequenceNoType SequenceNo
+ TThostFtdcFrontIDType FrontID
+ TThostFtdcSessionIDType SessionID
+ TThostFtdcErrorMsgType StatusMsg
+ TThostFtdcUserIDType ActiveUserID
+ TThostFtdcSequenceNoType BrokerOffsetSettingSeq
+ cdef struct CThostFtdcCancelOffsetSettingField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcInstrumentIDType InstrumentID
+ TThostFtdcInstrumentIDType UnderlyingInstrID
+ TThostFtdcProductIDType ProductID
+ TThostFtdcOffsetTypeType OffsetType
+ TThostFtdcVolumeType Volume
+ TThostFtdcBoolType IsOffset
+ TThostFtdcRequestIDType RequestID
+ TThostFtdcUserIDType UserID
+ TThostFtdcExchangeIDType ExchangeID
+ TThostFtdcIPAddressType IPAddress
+ TThostFtdcMacAddressType MacAddress
+ TThostFtdcExchangeInstIDType ExchangeInstID
+ TThostFtdcExchangeInstIDType ExchangeSerialNo
+ TThostFtdcProductIDType ExchangeProductID
+ TThostFtdcTraderIDType TraderID
+ TThostFtdcInstallIDType InstallID
+ TThostFtdcParticipantIDType ParticipantID
+ TThostFtdcClientIDType ClientID
+ TThostFtdcOrderActionStatusType OrderActionStatus
+ TThostFtdcErrorMsgType StatusMsg
+ TThostFtdcOrderLocalIDType ActionLocalID
+ TThostFtdcDateType ActionDate
+ TThostFtdcTimeType ActionTime
+ cdef struct CThostFtdcQryOffsetSettingField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcInvestorIDType InvestorID
+ TThostFtdcProductIDType ProductID
+ TThostFtdcOffsetTypeType OffsetType
+ cdef struct CThostFtdcAddrAppIDRelationField:
+ TThostFtdcBrokerIDType BrokerID
+ TThostFtdcIpAddrType Address
+ TThostFtdcDRIdentityIDType DRIdentityID
+ TThostFtdcAppIDType AppID
+ cdef struct CThostFtdcQryAddrAppIDRelationField:
+ TThostFtdcBrokerIDType BrokerID
+ cdef struct CThostFtdcFrontInfoField:
+ TThostFtdcAddressType FrontAddr
+ TThostFtdcQueryFreqType QryFreq
+ TThostFtdcQueryFreqType FTDPkgFreq
diff --git a/ctpwrapper/headers/cMdAPI.pxd b/ctpwrapper/headers/cMdAPI.pxd
index 2dfd2cd..161fabe 100644
--- a/ctpwrapper/headers/cMdAPI.pxd
+++ b/ctpwrapper/headers/cMdAPI.pxd
@@ -39,73 +39,73 @@ cdef extern from 'ThostFtdcMdApi.h':
# 删除接口对象本身
# @remark 不再使用本接口对象时,调用该函数删除接口对象
- void Release() nogil except +
+ void Release() except + nogil
# 初始化
# @remark 初始化运行环境,只有调用后,接口才开始工作
- void Init() nogil except +
+ void Init() except + nogil
# 等待接口线程结束运行
# @return 线程退出代码
- int Join() nogil except +
+ int Join() except + nogil
# 获取当前交易日
# @retrun 获取到的交易日
# @remark 只有登录成功后,才能得到正确的交易日
- const_char *GetTradingDay() nogil except +
+ const_char *GetTradingDay() except + nogil
# 注册前置机网络地址
# @param pszFrontAddress：前置机网络地址。
# @remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
# @remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
- void RegisterFront(char *pszFrontAddress) nogil except +
+ void RegisterFront(char *pszFrontAddress) except + nogil
# 注册名字服务器网络地址
# @param pszNsAddress：名字服务器网络地址。
# @remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。
# @remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”12001”代表服务器端口号。
# @remark RegisterNameServer优先于RegisterFront
- void RegisterNameServer(char *pszNsAddress) nogil except +
+ void RegisterNameServer(char *pszNsAddress) except + nogil
# 注册名字服务器用户信息
# @param pFensUserInfo：用户信息。
- void RegisterFensUserInfo(CThostFtdcFensUserInfoField *pFensUserInfo) nogil except +
+ void RegisterFensUserInfo(CThostFtdcFensUserInfoField *pFensUserInfo) except + nogil
# 注册回调接口
# @param pSpi 派生自回调接口类的实例
- void RegisterSpi(CMdSpi *pSpi) nogil except +
+ void RegisterSpi(CMdSpi *pSpi) except + nogil
# 订阅行情。
# @param ppInstrumentID 合约ID
# @param nCount 要订阅/退订行情的合约个数
- int SubscribeMarketData(char *ppInstrumentID[], int nCount) nogil except +
+ int SubscribeMarketData(char *ppInstrumentID[], int nCount) except + nogil
# 退订行情。
# @param ppInstrumentID 合约ID
# @param nCount 要订阅/退订行情的合约个数
- int UnSubscribeMarketData(char *ppInstrumentID[], int nCount) nogil except +
+ int UnSubscribeMarketData(char *ppInstrumentID[], int nCount) except + nogil
#订阅询价。
#@param ppInstrumentID 合约ID
#@param nCount 要订阅/退订行情的合约个数
- int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) nogil except +
+ int SubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) except + nogil
#退订询价。
#@param ppInstrumentID 合约ID
#@param nCount 要订阅/退订行情的合约个数
- int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) nogil except +
+ int UnSubscribeForQuoteRsp(char *ppInstrumentID[], int nCount) except + nogil
# 用户登录请求
- int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) nogil except +
+ int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) except + nogil
# 登出请求
- int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) nogil except +
+ int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) except + nogil
# 请求查询组播合约
- int ReqQryMulticastInstrument(CThostFtdcQryMulticastInstrumentField *pQryMulticastInstrument, int nRequestID) nogil except +
+ int ReqQryMulticastInstrument(CThostFtdcQryMulticastInstrumentField *pQryMulticastInstrument, int nRequestID) except + nogil
cdef extern from 'ThostFtdcMdApi.h' namespace "CThostFtdcMdApi":
- CMdApi *CreateFtdcMdApi(const_char *pszFlowPath, cbool bIsUsingUdp, cbool bIsMulticast) nogil except +
+ CMdApi *CreateFtdcMdApi(const_char *pszFlowPath, cbool bIsUsingUdp, cbool bIsMulticast) except + nogil
cdef extern from 'CMdAPI.h':
diff --git a/ctpwrapper/headers/cTraderApi.pxd b/ctpwrapper/headers/cTraderApi.pxd
index b95d2af..13a458a 100644
--- a/ctpwrapper/headers/cTraderApi.pxd
+++ b/ctpwrapper/headers/cTraderApi.pxd
@@ -22,49 +22,55 @@ from libc.string cimport const_char
from .ThostFtdcUserApiStruct cimport *
-
cdef extern from "ThostFtdcTraderApi.h":
cdef cppclass CTraderApi "CThostFtdcTraderApi":
+
@staticmethod
const_char *GetApiVersion()
# 删除接口对象本身
#@remark 不再使用本接口对象时,调用该函数删除接口对象
- void Release() nogil except +
+ void Release() except + nogil
#初始化
#@remark 初始化运行环境,只有调用后,接口才开始工作
- void Init() nogil except +
+ void Init() except + nogil
#等待接口线程结束运行
#@return 线程退出代码
- int Join() nogil except +
+ int Join() except + nogil
#获取当前交易日
#@retrun 获取到的交易日
#@remark 只有登录成功后,才能得到正确的交易日
- const_char *GetTradingDay() nogil except +
+ const_char *GetTradingDay() except + nogil
+
+ # 获取已连接的前置的信息
+ # @param pFrontInfo：输入输出参数，用于存储获取到的前置信息，不能为空
+ # @remark 连接成功后，可获取正确的前置地址信息
+ # @remark 登录成功后，可获取正确的前置流控信息
+ void GetFrontInfo(CThostFtdcFrontInfoField *pFrontInfo) except + nogil
#注册前置机网络地址
#@param pszFrontAddress：前置机网络地址。
#@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:17001”。
#@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”17001”代表服务器端口号。
- void RegisterFront(char *pszFrontAddress) nogil except +
+ void RegisterFront(char *pszFrontAddress) except + nogil
#注册名字服务器网络地址
#@param pszNsAddress：名字服务器网络地址。
#@remark 网络地址的格式为：“protocol://ipaddress:port”，如：”tcp://127.0.0.1:12001”。
#@remark “tcp”代表传输协议，“127.0.0.1”代表服务器地址。”12001”代表服务器端口号。
#@remark RegisterNameServer优先于RegisterFront
- void RegisterNameServer(char *pszNsAddress) nogil except +
+ void RegisterNameServer(char *pszNsAddress) except + nogil
#注册名字服务器用户信息
#@param pFensUserInfo：用户信息。
- void RegisterFensUserInfo(CThostFtdcFensUserInfoField *pFensUserInfo) nogil except +
+ void RegisterFensUserInfo(CThostFtdcFensUserInfoField *pFensUserInfo) except + nogil
#注册回调接口
#@param pSpi 派生自回调接口类的实例
- void RegisterSpi(CTraderSpi *pSpi) nogil except +
+ void RegisterSpi(CTraderSpi *pSpi) except + nogil
#订阅私有流。
#@param nResumeType 私有流重传方式
@@ -72,7 +78,7 @@ cdef extern from "ThostFtdcTraderApi.h":
# THOST_TERT_RESUME:从上次收到的续传
# THOST_TERT_QUICK:只传送登录后私有流的内容
#@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。
- void SubscribePrivateTopic(THOST_TE_RESUME_TYPE nResumeType) nogil except +
+ void SubscribePrivateTopic(THOST_TE_RESUME_TYPE nResumeType) except + nogil
#订阅公共流。
#@param nResumeType 公共流重传方式
@@ -80,306 +86,371 @@ cdef extern from "ThostFtdcTraderApi.h":
# THOST_TERT_RESUME:从上次收到的续传
# THOST_TERT_QUICK:只传送登录后公共流的内容
#@remark 该方法要在Init方法前调用。若不调用则不会收到公共流的数据。
- void SubscribePublicTopic(THOST_TE_RESUME_TYPE nResumeType) nogil except +
+ void SubscribePublicTopic(THOST_TE_RESUME_TYPE nResumeType) except + nogil
#客户端认证请求
- int ReqAuthenticate(CThostFtdcReqAuthenticateField *pReqAuthenticateField, int nRequestID) nogil except +
+ int ReqAuthenticate(CThostFtdcReqAuthenticateField *pReqAuthenticateField, int nRequestID) except + nogil
#注册用户终端信息，用于中继服务器多连接模式
#需要在终端认证成功后，用户登录前调用该接口
- int RegisterUserSystemInfo(CThostFtdcUserSystemInfoField *pUserSystemInfo) nogil except +
+ int RegisterUserSystemInfo(CThostFtdcUserSystemInfoField *pUserSystemInfo) except + nogil
#上报用户终端信息，用于中继服务器操作员登录模式
# 操作员登录后，可以多次调用该接口上报客户信息
- int SubmitUserSystemInfo(CThostFtdcUserSystemInfoField *pUserSystemInfo) nogil except +
+ int SubmitUserSystemInfo(CThostFtdcUserSystemInfoField *pUserSystemInfo) except + nogil
#用户登录请求
- int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) nogil except +
+ int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) except + nogil
#登出请求
- int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) nogil except +
+ int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) except + nogil
#用户口令更新请求
- int ReqUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) nogil except +
+ int ReqUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) except + nogil
#资金账户口令更新请求
- int ReqTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) nogil except +
+ int ReqTradingAccountPasswordUpdate(CThostFtdcTradingAccountPasswordUpdateField *pTradingAccountPasswordUpdate, int nRequestID) except + nogil
# 查询用户当前支持的认证模式
- int ReqUserAuthMethod(CThostFtdcReqUserAuthMethodField *pReqUserAuthMethod, int nRequestID) nogil except +
+ int ReqUserAuthMethod(CThostFtdcReqUserAuthMethodField *pReqUserAuthMethod, int nRequestID) except + nogil
# 用户发出获取图形验证码请求
- int ReqGenUserCaptcha(CThostFtdcReqGenUserCaptchaField *pReqGenUserCaptcha, int nRequestID) nogil except +
+ int ReqGenUserCaptcha(CThostFtdcReqGenUserCaptchaField *pReqGenUserCaptcha, int nRequestID) except + nogil
# 用户发出获取短信验证码请求
- int ReqGenUserText(CThostFtdcReqGenUserTextField *pReqGenUserText, int nRequestID) nogil except +
+ int ReqGenUserText(CThostFtdcReqGenUserTextField *pReqGenUserText, int nRequestID) except + nogil
# 用户发出带有图片验证码的登陆请求
- int ReqUserLoginWithCaptcha(CThostFtdcReqUserLoginWithCaptchaField *pReqUserLoginWithCaptcha, int nRequestID) nogil except +
+ int ReqUserLoginWithCaptcha(CThostFtdcReqUserLoginWithCaptchaField *pReqUserLoginWithCaptcha, int nRequestID) except + nogil
# 用户发出带有短信验证码的登陆请求
- int ReqUserLoginWithText(CThostFtdcReqUserLoginWithTextField *pReqUserLoginWithText, int nRequestID) nogil except +
+ int ReqUserLoginWithText(CThostFtdcReqUserLoginWithTextField *pReqUserLoginWithText, int nRequestID) except + nogil
# 用户发出带有动态口令的登陆请求
- int ReqUserLoginWithOTP(CThostFtdcReqUserLoginWithOTPField *pReqUserLoginWithOTP, int nRequestID) nogil except +
+ int ReqUserLoginWithOTP(CThostFtdcReqUserLoginWithOTPField *pReqUserLoginWithOTP, int nRequestID) except + nogil
#报单录入请求
- int ReqOrderInsert(CThostFtdcInputOrderField *pInputOrder, int nRequestID) nogil except +
+ int ReqOrderInsert(CThostFtdcInputOrderField *pInputOrder, int nRequestID) except + nogil
#预埋单录入请求
- int ReqParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, int nRequestID) nogil except +
+ int ReqParkedOrderInsert(CThostFtdcParkedOrderField *pParkedOrder, int nRequestID) except + nogil
#预埋撤单录入请求
- int ReqParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, int nRequestID) nogil except +
+ int ReqParkedOrderAction(CThostFtdcParkedOrderActionField *pParkedOrderAction, int nRequestID) except + nogil
#报单操作请求
- int ReqOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, int nRequestID) nogil except +
+ int ReqOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, int nRequestID) except + nogil
#查询最大报单数量请求
- int ReqQryMaxOrderVolume(CThostFtdcQryMaxOrderVolumeField *pQryMaxOrderVolume, int nRequestID) nogil except +
+ int ReqQryMaxOrderVolume(CThostFtdcQryMaxOrderVolumeField *pQryMaxOrderVolume, int nRequestID) except + nogil
#投资者结算结果确认
- int ReqSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, int nRequestID) nogil except +
+ int ReqSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, int nRequestID) except + nogil
#请求删除预埋单
- int ReqRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, int nRequestID) nogil except +
+ int ReqRemoveParkedOrder(CThostFtdcRemoveParkedOrderField *pRemoveParkedOrder, int nRequestID) except + nogil
#请求删除预埋撤单
- int ReqRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, int nRequestID) nogil except +
+ int ReqRemoveParkedOrderAction(CThostFtdcRemoveParkedOrderActionField *pRemoveParkedOrderAction, int nRequestID) except + nogil
#执行宣告录入请求
- int ReqExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, int nRequestID) nogil except +
+ int ReqExecOrderInsert(CThostFtdcInputExecOrderField *pInputExecOrder, int nRequestID) except + nogil
#执行宣告操作请求
- int ReqExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, int nRequestID) nogil except +
+ int ReqExecOrderAction(CThostFtdcInputExecOrderActionField *pInputExecOrderAction, int nRequestID) except + nogil
#询价录入请求
- int ReqForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, int nRequestID) nogil except +
+ int ReqForQuoteInsert(CThostFtdcInputForQuoteField *pInputForQuote, int nRequestID) except + nogil
#报价录入请求
- int ReqQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, int nRequestID) nogil except +
+ int ReqQuoteInsert(CThostFtdcInputQuoteField *pInputQuote, int nRequestID) except + nogil
#报价操作请求
- int ReqQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, int nRequestID) nogil except +
+ int ReqQuoteAction(CThostFtdcInputQuoteActionField *pInputQuoteAction, int nRequestID) except + nogil
#批量报单操作请求
- int ReqBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, int nRequestID) nogil except +
+ int ReqBatchOrderAction(CThostFtdcInputBatchOrderActionField *pInputBatchOrderAction, int nRequestID) except + nogil
#期权自对冲录入请求
- int ReqOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, int nRequestID) nogil except +
+ int ReqOptionSelfCloseInsert(CThostFtdcInputOptionSelfCloseField *pInputOptionSelfClose, int nRequestID) except + nogil
#期权自对冲操作请求
- int ReqOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, int nRequestID) nogil except +
+ int ReqOptionSelfCloseAction(CThostFtdcInputOptionSelfCloseActionField *pInputOptionSelfCloseAction, int nRequestID) except + nogil
#申请组合录入请求
- int ReqCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, int nRequestID) nogil except +
+ int ReqCombActionInsert(CThostFtdcInputCombActionField *pInputCombAction, int nRequestID) except + nogil
#请求查询报单
- int ReqQryOrder(CThostFtdcQryOrderField *pQryOrder, int nRequestID) nogil except +
+ int ReqQryOrder(CThostFtdcQryOrderField *pQryOrder, int nRequestID) except + nogil
#请求查询成交
- int ReqQryTrade(CThostFtdcQryTradeField *pQryTrade, int nRequestID) nogil except +
+ int ReqQryTrade(CThostFtdcQryTradeField *pQryTrade, int nRequestID) except + nogil
#请求查询投资者持仓
- int ReqQryInvestorPosition(CThostFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) nogil except +
+ int ReqQryInvestorPosition(CThostFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) except + nogil
#请求查询资金账户
- int ReqQryTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) nogil except +
+ int ReqQryTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) except + nogil
#请求查询投资者
- int ReqQryInvestor(CThostFtdcQryInvestorField *pQryInvestor, int nRequestID) nogil except +
+ int ReqQryInvestor(CThostFtdcQryInvestorField *pQryInvestor, int nRequestID) except + nogil
#请求查询交易编码
- int ReqQryTradingCode(CThostFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) nogil except +
+ int ReqQryTradingCode(CThostFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) except + nogil
#请求查询合约保证金率
- int ReqQryInstrumentMarginRate(CThostFtdcQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID) nogil except +
+ int ReqQryInstrumentMarginRate(CThostFtdcQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID) except + nogil
#请求查询合约手续费率
- int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) nogil except +
+ int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) except + nogil
#请求查询交易所
- int ReqQryExchange(CThostFtdcQryExchangeField *pQryExchange, int nRequestID) nogil except +
+ int ReqQryExchange(CThostFtdcQryExchangeField *pQryExchange, int nRequestID) except + nogil
#请求查询产品
- int ReqQryProduct(CThostFtdcQryProductField *pQryProduct, int nRequestID) nogil except +
+ int ReqQryProduct(CThostFtdcQryProductField *pQryProduct, int nRequestID) except + nogil
#请求查询合约
- int ReqQryInstrument(CThostFtdcQryInstrumentField *pQryInstrument, int nRequestID) nogil except +
+ int ReqQryInstrument(CThostFtdcQryInstrumentField *pQryInstrument, int nRequestID) except + nogil
#请求查询行情
- int ReqQryDepthMarketData(CThostFtdcQryDepthMarketDataField *pQryDepthMarketData, int nRequestID) nogil except +
+ int ReqQryDepthMarketData(CThostFtdcQryDepthMarketDataField *pQryDepthMarketData, int nRequestID) except + nogil
# 请求查询交易员报盘机
- int ReqQryTraderOffer(CThostFtdcQryTraderOfferField *pQryTraderOffer, int nRequestID) nogil except +
+ int ReqQryTraderOffer(CThostFtdcQryTraderOfferField *pQryTraderOffer, int nRequestID) except + nogil
#请求查询投资者结算结果
- int ReqQrySettlementInfo(CThostFtdcQrySettlementInfoField *pQrySettlementInfo, int nRequestID) nogil except +
+ int ReqQrySettlementInfo(CThostFtdcQrySettlementInfoField *pQrySettlementInfo, int nRequestID) except + nogil
#请求查询转帐银行
- int ReqQryTransferBank(CThostFtdcQryTransferBankField *pQryTransferBank, int nRequestID) nogil except +
+ int ReqQryTransferBank(CThostFtdcQryTransferBankField *pQryTransferBank, int nRequestID) except + nogil
#请求查询投资者持仓明细
- int ReqQryInvestorPositionDetail(CThostFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) nogil except +
+ int ReqQryInvestorPositionDetail(CThostFtdcQryInvestorPositionDetailField *pQryInvestorPositionDetail, int nRequestID) except + nogil
#请求查询客户通知
- int ReqQryNotice(CThostFtdcQryNoticeField *pQryNotice, int nRequestID) nogil except +
+ int ReqQryNotice(CThostFtdcQryNoticeField *pQryNotice, int nRequestID) except + nogil
#请求查询结算信息确认
- int ReqQrySettlementInfoConfirm(CThostFtdcQrySettlementInfoConfirmField *pQrySettlementInfoConfirm, int nRequestID) nogil except +
+ int ReqQrySettlementInfoConfirm(CThostFtdcQrySettlementInfoConfirmField *pQrySettlementInfoConfirm, int nRequestID) except + nogil
#请求查询投资者持仓明细
- int ReqQryInvestorPositionCombineDetail(CThostFtdcQryInvestorPositionCombineDetailField *pQryInvestorPositionCombineDetail, int nRequestID) nogil except +
+ int ReqQryInvestorPositionCombineDetail(CThostFtdcQryInvestorPositionCombineDetailField *pQryInvestorPositionCombineDetail, int nRequestID) except + nogil
#请求查询保证金监管系统经纪公司资金账户密钥
- int ReqQryCFMMCTradingAccountKey(CThostFtdcQryCFMMCTradingAccountKeyField *pQryCFMMCTradingAccountKey, int nRequestID) nogil except +
+ int ReqQryCFMMCTradingAccountKey(CThostFtdcQryCFMMCTradingAccountKeyField *pQryCFMMCTradingAccountKey, int nRequestID) except + nogil
#请求查询仓单折抵信息
- int ReqQryEWarrantOffset(CThostFtdcQryEWarrantOffsetField *pQryEWarrantOffset, int nRequestID) nogil except +
+ int ReqQryEWarrantOffset(CThostFtdcQryEWarrantOffsetField *pQryEWarrantOffset, int nRequestID) except + nogil
#请求查询投资者品种/跨品种保证金
- int ReqQryInvestorProductGroupMargin(CThostFtdcQryInvestorProductGroupMarginField *pQryInvestorProductGroupMargin, int nRequestID) nogil except +
+ int ReqQryInvestorProductGroupMargin(CThostFtdcQryInvestorProductGroupMarginField *pQryInvestorProductGroupMargin, int nRequestID) except + nogil
#请求查询交易所保证金率
- int ReqQryExchangeMarginRate(CThostFtdcQryExchangeMarginRateField *pQryExchangeMarginRate, int nRequestID) nogil except +
+ int ReqQryExchangeMarginRate(CThostFtdcQryExchangeMarginRateField *pQryExchangeMarginRate, int nRequestID) except + nogil
#请求查询交易所调整保证金率
- int ReqQryExchangeMarginRateAdjust(CThostFtdcQryExchangeMarginRateAdjustField *pQryExchangeMarginRateAdjust, int nRequestID) nogil except +
+ int ReqQryExchangeMarginRateAdjust(CThostFtdcQryExchangeMarginRateAdjustField *pQryExchangeMarginRateAdjust, int nRequestID) except + nogil
#请求查询汇率
- int ReqQryExchangeRate(CThostFtdcQryExchangeRateField *pQryExchangeRate, int nRequestID) nogil except +
+ int ReqQryExchangeRate(CThostFtdcQryExchangeRateField *pQryExchangeRate, int nRequestID) except + nogil
#请求查询二级代理操作员银期权限
- int ReqQrySecAgentACIDMap(CThostFtdcQrySecAgentACIDMapField *pQrySecAgentACIDMap, int nRequestID) nogil except +
+ int ReqQrySecAgentACIDMap(CThostFtdcQrySecAgentACIDMapField *pQrySecAgentACIDMap, int nRequestID) except + nogil
#请求查询产品报价汇率
- int ReqQryProductExchRate(CThostFtdcQryProductExchRateField *pQryProductExchRate, int nRequestID) nogil except +
+ int ReqQryProductExchRate(CThostFtdcQryProductExchRateField *pQryProductExchRate, int nRequestID) except + nogil
#请求查询产品组
- int ReqQryProductGroup(CThostFtdcQryProductGroupField *pQryProductGroup, int nRequestID) nogil except +
+ int ReqQryProductGroup(CThostFtdcQryProductGroupField *pQryProductGroup, int nRequestID) except + nogil
#请求查询做市商合约手续费率
- int ReqQryMMInstrumentCommissionRate(CThostFtdcQryMMInstrumentCommissionRateField *pQryMMInstrumentCommissionRate, int nRequestID) nogil except +
+ int ReqQryMMInstrumentCommissionRate(CThostFtdcQryMMInstrumentCommissionRateField *pQryMMInstrumentCommissionRate, int nRequestID) except + nogil
#请求查询做市商期权合约手续费
- int ReqQryMMOptionInstrCommRate(CThostFtdcQryMMOptionInstrCommRateField *pQryMMOptionInstrCommRate, int nRequestID) nogil except +
+ int ReqQryMMOptionInstrCommRate(CThostFtdcQryMMOptionInstrCommRateField *pQryMMOptionInstrCommRate, int nRequestID) except + nogil
#请求查询报单手续费
- int ReqQryInstrumentOrderCommRate(CThostFtdcQryInstrumentOrderCommRateField *pQryInstrumentOrderCommRate, int nRequestID) nogil except +
+ int ReqQryInstrumentOrderCommRate(CThostFtdcQryInstrumentOrderCommRateField *pQryInstrumentOrderCommRate, int nRequestID) except + nogil
#请求查询资金账户
- int ReqQrySecAgentTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) nogil except +
+ int ReqQrySecAgentTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) except + nogil
#请求查询二级代理商资金校验模式
- int ReqQrySecAgentCheckMode(CThostFtdcQrySecAgentCheckModeField *pQrySecAgentCheckMode, int nRequestID) nogil except +
+ int ReqQrySecAgentCheckMode(CThostFtdcQrySecAgentCheckModeField *pQrySecAgentCheckMode, int nRequestID) except + nogil
#请求查询二级代理商信息
- int ReqQrySecAgentTradeInfo(CThostFtdcQrySecAgentTradeInfoField *pQrySecAgentTradeInfo, int nRequestID) nogil except +
+ int ReqQrySecAgentTradeInfo(CThostFtdcQrySecAgentTradeInfoField *pQrySecAgentTradeInfo, int nRequestID) except + nogil
#请求查询期权交易成本
- int ReqQryOptionInstrTradeCost(CThostFtdcQryOptionInstrTradeCostField *pQryOptionInstrTradeCost, int nRequestID) nogil except +
+ int ReqQryOptionInstrTradeCost(CThostFtdcQryOptionInstrTradeCostField *pQryOptionInstrTradeCost, int nRequestID) except + nogil
#请求查询期权合约手续费
- int ReqQryOptionInstrCommRate(CThostFtdcQryOptionInstrCommRateField *pQryOptionInstrCommRate, int nRequestID) nogil except +
+ int ReqQryOptionInstrCommRate(CThostFtdcQryOptionInstrCommRateField *pQryOptionInstrCommRate, int nRequestID) except + nogil
#请求查询执行宣告
- int ReqQryExecOrder(CThostFtdcQryExecOrderField *pQryExecOrder, int nRequestID) nogil except +
+ int ReqQryExecOrder(CThostFtdcQryExecOrderField *pQryExecOrder, int nRequestID) except + nogil
#请求查询询价
- int ReqQryForQuote(CThostFtdcQryForQuoteField *pQryForQuote, int nRequestID) nogil except +
+ int ReqQryForQuote(CThostFtdcQryForQuoteField *pQryForQuote, int nRequestID) except + nogil
#请求查询报价
- int ReqQryQuote(CThostFtdcQryQuoteField *pQryQuote, int nRequestID) nogil except +
+ int ReqQryQuote(CThostFtdcQryQuoteField *pQryQuote, int nRequestID) except + nogil
#请求查询期权自对冲
- int ReqQryOptionSelfClose(CThostFtdcQryOptionSelfCloseField *pQryOptionSelfClose, int nRequestID) nogil except +
+ int ReqQryOptionSelfClose(CThostFtdcQryOptionSelfCloseField *pQryOptionSelfClose, int nRequestID) except + nogil
#请求查询投资单元
- int ReqQryInvestUnit(CThostFtdcQryInvestUnitField *pQryInvestUnit, int nRequestID) nogil except +
+ int ReqQryInvestUnit(CThostFtdcQryInvestUnitField *pQryInvestUnit, int nRequestID) except + nogil
#请求查询组合合约安全系数
- int ReqQryCombInstrumentGuard(CThostFtdcQryCombInstrumentGuardField *pQryCombInstrumentGuard, int nRequestID) nogil except +
+ int ReqQryCombInstrumentGuard(CThostFtdcQryCombInstrumentGuardField *pQryCombInstrumentGuard, int nRequestID) except + nogil
#请求查询申请组合
- int ReqQryCombAction(CThostFtdcQryCombActionField *pQryCombAction, int nRequestID) nogil except +
+ int ReqQryCombAction(CThostFtdcQryCombActionField *pQryCombAction, int nRequestID) except + nogil
#请求查询转帐流水
- int ReqQryTransferSerial(CThostFtdcQryTransferSerialField *pQryTransferSerial, int nRequestID) nogil except +
+ int ReqQryTransferSerial(CThostFtdcQryTransferSerialField *pQryTransferSerial, int nRequestID) except + nogil
#请求查询银期签约关系
- int ReqQryAccountregister(CThostFtdcQryAccountregisterField *pQryAccountregister, int nRequestID) nogil except +
+ int ReqQryAccountregister(CThostFtdcQryAccountregisterField *pQryAccountregister, int nRequestID) except + nogil
#请求查询签约银行
- int ReqQryContractBank(CThostFtdcQryContractBankField *pQryContractBank, int nRequestID) nogil except +
+ int ReqQryContractBank(CThostFtdcQryContractBankField *pQryContractBank, int nRequestID) except + nogil
#请求查询预埋单
- int ReqQryParkedOrder(CThostFtdcQryParkedOrderField *pQryParkedOrder, int nRequestID) nogil except +
+ int ReqQryParkedOrder(CThostFtdcQryParkedOrderField *pQryParkedOrder, int nRequestID) except + nogil
#请求查询预埋撤单
- int ReqQryParkedOrderAction(CThostFtdcQryParkedOrderActionField *pQryParkedOrderAction, int nRequestID) nogil except +
+ int ReqQryParkedOrderAction(CThostFtdcQryParkedOrderActionField *pQryParkedOrderAction, int nRequestID) except + nogil
#请求查询交易通知
- int ReqQryTradingNotice(CThostFtdcQryTradingNoticeField *pQryTradingNotice, int nRequestID) nogil except +
+ int ReqQryTradingNotice(CThostFtdcQryTradingNoticeField *pQryTradingNotice, int nRequestID) except + nogil
#请求查询经纪公司交易参数
- int ReqQryBrokerTradingParams(CThostFtdcQryBrokerTradingParamsField *pQryBrokerTradingParams, int nRequestID) nogil except +
+ int ReqQryBrokerTradingParams(CThostFtdcQryBrokerTradingParamsField *pQryBrokerTradingParams, int nRequestID) except + nogil
#请求查询经纪公司交易算法
- int ReqQryBrokerTradingAlgos(CThostFtdcQryBrokerTradingAlgosField *pQryBrokerTradingAlgos, int nRequestID) nogil except +
+ int ReqQryBrokerTradingAlgos(CThostFtdcQryBrokerTradingAlgosField *pQryBrokerTradingAlgos, int nRequestID) except + nogil
#请求查询监控中心用户令牌
- int ReqQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, int nRequestID) nogil except +
+ int ReqQueryCFMMCTradingAccountToken(CThostFtdcQueryCFMMCTradingAccountTokenField *pQueryCFMMCTradingAccountToken, int nRequestID) except + nogil
#期货发起银行资金转期货请求
- int ReqFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) nogil except +
+ int ReqFromBankToFutureByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) except + nogil
#期货发起期货资金转银行请求
- int ReqFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) nogil except +
+ int ReqFromFutureToBankByFuture(CThostFtdcReqTransferField *pReqTransfer, int nRequestID) except + nogil
#期货发起查询银行余额请求
- int ReqQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, int nRequestID) nogil except +
+ int ReqQueryBankAccountMoneyByFuture(CThostFtdcReqQueryAccountField *pReqQueryAccount, int nRequestID) except + nogil
# 请求查询分类合约
- int ReqQryClassifiedInstrument(CThostFtdcQryClassifiedInstrumentField *pQryClassifiedInstrument, int nRequestID) nogil except +
+ int ReqQryClassifiedInstrument(CThostFtdcQryClassifiedInstrumentField *pQryClassifiedInstrument, int nRequestID) except + nogil
# 请求组合优惠比例
- int ReqQryCombPromotionParam(CThostFtdcQryCombPromotionParamField *pQryCombPromotionParam, int nRequestID) nogil except +
+ int ReqQryCombPromotionParam(CThostFtdcQryCombPromotionParamField *pQryCombPromotionParam, int nRequestID) except + nogil
# 投资者风险结算持仓查询
- int ReqQryRiskSettleInvstPosition(CThostFtdcQryRiskSettleInvstPositionField *pQryRiskSettleInvstPosition, int nRequestID) nogil except +
+ int ReqQryRiskSettleInvstPosition(CThostFtdcQryRiskSettleInvstPositionField *pQryRiskSettleInvstPosition, int nRequestID) except + nogil
# 风险结算产品查询
- int ReqQryRiskSettleProductStatus(CThostFtdcQryRiskSettleProductStatusField *pQryRiskSettleProductStatus, int nRequestID) nogil except +
+ int ReqQryRiskSettleProductStatus(CThostFtdcQryRiskSettleProductStatusField *pQryRiskSettleProductStatus, int nRequestID) except + nogil
# SPBM期货合约参数查询
- int ReqQrySPBMFutureParameter(CThostFtdcQrySPBMFutureParameterField *pQrySPBMFutureParameter, int nRequestID) nogil except +
+ int ReqQrySPBMFutureParameter(CThostFtdcQrySPBMFutureParameterField *pQrySPBMFutureParameter, int nRequestID) except + nogil
# SPBM期权合约参数查询
- int ReqQrySPBMOptionParameter(CThostFtdcQrySPBMOptionParameterField *pQrySPBMOptionParameter, int nRequestID) nogil except +
+ int ReqQrySPBMOptionParameter(CThostFtdcQrySPBMOptionParameterField *pQrySPBMOptionParameter, int nRequestID) except + nogil
# SPBM品种内对锁仓折扣参数查询
- int ReqQrySPBMIntraParameter(CThostFtdcQrySPBMIntraParameterField *pQrySPBMIntraParameter, int nRequestID) nogil except +
+ int ReqQrySPBMIntraParameter(CThostFtdcQrySPBMIntraParameterField *pQrySPBMIntraParameter, int nRequestID) except + nogil
# SPBM跨品种抵扣参数查询
- int ReqQrySPBMInterParameter(CThostFtdcQrySPBMInterParameterField *pQrySPBMInterParameter, int nRequestID) nogil except +
+ int ReqQrySPBMInterParameter(CThostFtdcQrySPBMInterParameterField *pQrySPBMInterParameter, int nRequestID) except + nogil
# SPBM组合保证金套餐查询
- int ReqQrySPBMPortfDefinition(CThostFtdcQrySPBMPortfDefinitionField *pQrySPBMPortfDefinition, int nRequestID) nogil except +
+ int ReqQrySPBMPortfDefinition(CThostFtdcQrySPBMPortfDefinitionField *pQrySPBMPortfDefinition, int nRequestID) except + nogil
# 投资者SPBM套餐选择查询
- int ReqQrySPBMInvestorPortfDef(CThostFtdcQrySPBMInvestorPortfDefField *pQrySPBMInvestorPortfDef, int nRequestID) nogil except +
+ int ReqQrySPBMInvestorPortfDef(CThostFtdcQrySPBMInvestorPortfDefField *pQrySPBMInvestorPortfDef, int nRequestID) except + nogil
# 投资者新型组合保证金系数查询
- int ReqQryInvestorPortfMarginRatio(CThostFtdcQryInvestorPortfMarginRatioField *pQryInvestorPortfMarginRatio, int nRequestID) nogil except +
+ int ReqQryInvestorPortfMarginRatio(CThostFtdcQryInvestorPortfMarginRatioField *pQryInvestorPortfMarginRatio, int nRequestID) except + nogil
# 投资者产品SPBM明细查询
- int ReqQryInvestorProdSPBMDetail(CThostFtdcQryInvestorProdSPBMDetailField *pQryInvestorProdSPBMDetail, int nRequestID) nogil except +
+ int ReqQryInvestorProdSPBMDetail(CThostFtdcQryInvestorProdSPBMDetailField *pQryInvestorProdSPBMDetail, int nRequestID) except + nogil
+
+ # 投资者商品组SPMM记录查询
+ int ReqQryInvestorCommoditySPMMMargin(CThostFtdcQryInvestorCommoditySPMMMarginField *pQryInvestorCommoditySPMMMargin, int nRequestID) except + nogil
+
+ # 投资者商品群SPMM记录查询
+ int ReqQryInvestorCommodityGroupSPMMMargin(CThostFtdcQryInvestorCommodityGroupSPMMMarginField *pQryInvestorCommodityGroupSPMMMargin, int nRequestID) except + nogil
+
+ # SPMM合约参数查询
+ int ReqQrySPMMInstParam(CThostFtdcQrySPMMInstParamField *pQrySPMMInstParam, int nRequestID) except + nogil
+
+ # SPMM产品参数查询
+ int ReqQrySPMMProductParam(CThostFtdcQrySPMMProductParamField *pQrySPMMProductParam, int nRequestID) except + nogil
+
+ # SPBM附加跨品种抵扣参数查询
+ int ReqQrySPBMAddOnInterParameter(CThostFtdcQrySPBMAddOnInterParameterField *pQrySPBMAddOnInterParameter, int nRequestID) except + nogil
+
+ # RCAMS产品组合信息查询
+ int ReqQryRCAMSCombProductInfo(CThostFtdcQryRCAMSCombProductInfoField *pQryRCAMSCombProductInfo, int nRequestID) except + nogil
+
+ # RCAMS同合约风险对冲参数查询
+ int ReqQryRCAMSInstrParameter(CThostFtdcQryRCAMSInstrParameterField *pQryRCAMSInstrParameter, int nRequestID) except + nogil
+
+ # RCAMS品种内风险对冲参数查询
+ int ReqQryRCAMSIntraParameter(CThostFtdcQryRCAMSIntraParameterField *pQryRCAMSIntraParameter, int nRequestID) except + nogil
+
+ # RCAMS跨品种风险折抵参数查询
+ int ReqQryRCAMSInterParameter(CThostFtdcQryRCAMSInterParameterField *pQryRCAMSInterParameter, int nRequestID) except + nogil
+
+ # RCAMS空头期权风险调整参数查询
+ int ReqQryRCAMSShortOptAdjustParam(CThostFtdcQryRCAMSShortOptAdjustParamField *pQryRCAMSShortOptAdjustParam, int nRequestID) except + nogil
+
+ # RCAMS策略组合持仓查询
+ int ReqQryRCAMSInvestorCombPosition(CThostFtdcQryRCAMSInvestorCombPositionField *pQryRCAMSInvestorCombPosition, int nRequestID) except + nogil
+
+ # 投资者品种RCAMS保证金查询
+ int ReqQryInvestorProdRCAMSMargin(CThostFtdcQryInvestorProdRCAMSMarginField *pQryInvestorProdRCAMSMargin, int nRequestID) except + nogil
+
+ # RULE合约保证金参数查询
+ int ReqQryRULEInstrParameter(CThostFtdcQryRULEInstrParameterField *pQryRULEInstrParameter, int nRequestID) except + nogil
+
+ # RULE品种内对锁仓折扣参数查询
+ int ReqQryRULEIntraParameter(CThostFtdcQryRULEIntraParameterField *pQryRULEIntraParameter, int nRequestID) except + nogil
+
+ # RULE跨品种抵扣参数查询
+ int ReqQryRULEInterParameter(CThostFtdcQryRULEInterParameterField *pQryRULEInterParameter, int nRequestID) except + nogil
+
+ # 投资者产品RULE保证金查询
+ int ReqQryInvestorProdRULEMargin(CThostFtdcQryInvestorProdRULEMarginField *pQryInvestorProdRULEMargin, int nRequestID) except + nogil
+
+ # 投资者新型组合保证金开关查询
+ int ReqQryInvestorPortfSetting(CThostFtdcQryInvestorPortfSettingField *pQryInvestorPortfSetting, int nRequestID) except + nogil
+
+ # 投资者申报费阶梯收取记录查询
+ int ReqQryInvestorInfoCommRec(CThostFtdcQryInvestorInfoCommRecField *pQryInvestorInfoCommRec, int nRequestID) except + nogil
+
+ # 组合腿信息查询
+ int ReqQryCombLeg(CThostFtdcQryCombLegField *pQryCombLeg, int nRequestID) except + nogil
+
+ # 对冲设置请求
+ int ReqOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, int nRequestID) except + nogil
+
+ # 对冲设置撤销请求
+ int ReqCancelOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, int nRequestID) except + nogil
+ # 投资者对冲设置查询
+ int ReqQryOffsetSetting(CThostFtdcQryOffsetSettingField *pQryOffsetSetting, int nRequestID) except + nogil
cdef extern from "ThostFtdcTraderApi.h" namespace "CThostFtdcTraderApi":
- CTraderApi *CreateFtdcTraderApi(const_char *pszFlowPath) nogil except +
+ CTraderApi *CreateFtdcTraderApi(const_char *pszFlowPath) except + nogil
cdef extern from "CTraderAPI.h":
cdef cppclass CTraderSpi:
diff --git a/setup.py b/setup.py
index 6c39ab5..c4881ff 100755
--- a/setup.py
+++ b/setup.py
@@ -97,7 +97,7 @@ def find_version(*file_paths):
setup(
name="ctpwrapper",
version=find_version("ctpwrapper", "__init__.py"),
- description="CTP client v6.6.5",
+ description="CTP client v6.7.9",
long_description=codecs.open("README.md", encoding="utf-8").read(),
long_description_content_type='text/markdown',
license="LGPLv3",
@@ -109,7 +109,7 @@ def find_version(*file_paths):
platforms=["win32", "linux"],
packages=["ctpwrapper"],
package_data={"": package_data},
- python_requires=">=3.7",
+ python_requires=">=3.9",
# cython: binding=True
# binding = true for inspect get callargs
ext_modules=cythonize(ext_modules,
@@ -120,19 +120,17 @@ def find_version(*file_paths):
classifiers=[
"Development Status :: 5 - Production/Stable",
"Intended Audience :: Developers",
- "License :: OSI Approved",
- "License :: OSI Approved :: GNU Lesser General Public License v3 (LGPLv3)",
"Operating System :: POSIX",
"Operating System :: Microsoft",
"Operating System :: Microsoft :: Windows",
"Programming Language :: Python",
"Programming Language :: Python :: 3",
"Programming Language :: Python :: 3 :: Only",
- "Programming Language :: Python :: 3.7",
- "Programming Language :: Python :: 3.8",
"Programming Language :: Python :: 3.9",
"Programming Language :: Python :: 3.10",
"Programming Language :: Python :: 3.11",
+ "Programming Language :: Python :: 3.12",
+ "Programming Language :: Python :: 3.13",
"Programming Language :: Python :: Implementation",
"Programming Language :: Python :: Implementation :: CPython",
"Programming Language :: Python :: Implementation :: PyPy",