交易定義
賬戶風控狀態
CltRiskLevel
NONE
未知
SAFE
安全
WARNING
預警
DANGER
危險
ABSOLUTE_SAFE
絕對安全
OPT_DANGER
危險
CltRiskLevel
enum CltRiskLevel
{
CltRiskLevel_Unknown = -1;
CltRiskLevel_Safe = 0;
CltRiskLevel_Warning = 1;
CltRiskLevel_Danger = 2;
CltRiskLevel_AbsoluteSafe = 3;
CltRiskLevel_OptDanger = 4;
}
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CltRiskLevel
enum CltRiskLevel
{
CltRiskLevel_Unknown = -1;
CltRiskLevel_Safe = 0;
CltRiskLevel_Warning = 1;
CltRiskLevel_Danger = 2;
CltRiskLevel_AbsoluteSafe = 3;
CltRiskLevel_OptDanger = 4;
}
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CltRiskLevel
enum CltRiskLevel
{
CltRiskLevel_Unknown = -1;
CltRiskLevel_Safe = 0;
CltRiskLevel_Warning = 1;
CltRiskLevel_Danger = 2;
CltRiskLevel_AbsoluteSafe = 3;
CltRiskLevel_OptDanger = 4;
}
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CltRiskLevel
enum CltRiskLevel
{
CltRiskLevel_Unknown = -1;
CltRiskLevel_Safe = 0;
CltRiskLevel_Warning = 1;
CltRiskLevel_Danger = 2;
CltRiskLevel_AbsoluteSafe = 3;
CltRiskLevel_OptDanger = 4;
}
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CltRiskLevel
enum CltRiskLevel
{
CltRiskLevel_Unknown = -1;
CltRiskLevel_Safe = 0;
CltRiskLevel_Warning = 1;
CltRiskLevel_Danger = 2;
CltRiskLevel_AbsoluteSafe = 3;
CltRiskLevel_OptDanger = 4;
}
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貨幣類型
Currency
NONE
未知貨幣
HKD
港元
USD
美元
CNH
離岸人民幣
JPY
日元
SGD
新元
AUD
澳元
CAD
加拿大元
MYR
馬幣
Currency
enum Currency
{
Currency_Unknown = 0;
Currency_HKD = 1;
Currency_USD = 2;
Currency_CNH = 3;
Currency_JPY = 4;
Currency_SGD = 5;
Currency_AUD = 6;
Currency_CAD = 7;
Currency_MYR = 8;
}
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Currency
enum Currency
{
Currency_Unknown = 0;
Currency_HKD = 1;
Currency_USD = 2;
Currency_CNH = 3;
Currency_JPY = 4;
Currency_SGD = 5;
Currency_AUD = 6;
Currency_CAD = 7;
Currency_MYR = 8;
}
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Currency
enum Currency
{
Currency_Unknown = 0;
Currency_HKD = 1;
Currency_USD = 2;
Currency_CNH = 3;
Currency_JPY = 4;
Currency_SGD = 5;
Currency_AUD = 6;
Currency_CAD = 7;
Currency_MYR = 8;
}
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Currency
enum Currency
{
Currency_Unknown = 0;
Currency_HKD = 1;
Currency_USD = 2;
Currency_CNH = 3;
Currency_JPY = 4;
Currency_SGD = 5;
Currency_AUD = 6;
Currency_CAD = 7;
Currency_MYR = 8;
}
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Currency
enum Currency
{
Currency_Unknown = 0;
Currency_HKD = 1;
Currency_USD = 2;
Currency_CNH = 3;
Currency_JPY = 4;
Currency_SGD = 5;
Currency_AUD = 6;
Currency_CAD = 7;
Currency_MYR = 8;
}
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追蹤類型
TrailType
NONE
未知
RATIO
比例
AMOUNT
金額
enum TrailType
{
TrailType_Unknown = 0;
TrailType_Ratio = 1;
TrailType_Amount = 2;
}
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enum TrailType
{
TrailType_Unknown = 0;
TrailType_Ratio = 1;
TrailType_Amount = 2;
}
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enum TrailType
{
TrailType_Unknown = 0;
TrailType_Ratio = 1;
TrailType_Amount = 2;
}
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enum TrailType
{
TrailType_Unknown = 0;
TrailType_Ratio = 1;
TrailType_Amount = 2;
}
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enum TrailType
{
TrailType_Unknown = 0;
TrailType_Ratio = 1;
TrailType_Amount = 2;
}
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修改訂單操作
ModifyOrderOp
NONE
未知操作
NORMAL
修改訂單
CANCEL
撤單
DISABLE
使失效
- 指讓訂單失效,對交易所來説,DISABLE 的效果等同於 CANCEL。
- 訂單「失效」後,未成交訂單將直接從交易所撮合隊列中撤出,但訂單資訊(如價格和數量)會繼續保留在富途伺服器,您隨時可以重新 ENABLE 它。
ENABLE
使生效
- 指讓處於失效狀態的訂單重新生效。對交易所來説,ENABLE 等同於下一筆新訂單。
- 訂單重新「生效」後,將按照原來的價格數量重新提交到交易所,並按照價格優先、時間優先順序重新排隊。
DELETE
刪除
ModifyOrderOp
enum ModifyOrderOp
{
ModifyOrderOp_Unknown = 0;
ModifyOrderOp_Normal = 1;
ModifyOrderOp_Cancel = 2;
ModifyOrderOp_Disable = 3;
ModifyOrderOp_Enable = 4;
ModifyOrderOp_Delete = 5;
}
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ModifyOrderOp
enum ModifyOrderOp
{
ModifyOrderOp_Unknown = 0;
ModifyOrderOp_Normal = 1;
ModifyOrderOp_Cancel = 2;
ModifyOrderOp_Disable = 3;
ModifyOrderOp_Enable = 4;
ModifyOrderOp_Delete = 5;
}
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ModifyOrderOp
enum ModifyOrderOp
{
ModifyOrderOp_Unknown = 0;
ModifyOrderOp_Normal = 1;
ModifyOrderOp_Cancel = 2;
ModifyOrderOp_Disable = 3;
ModifyOrderOp_Enable = 4;
ModifyOrderOp_Delete = 5;
}
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ModifyOrderOp
enum ModifyOrderOp
{
ModifyOrderOp_Unknown = 0;
ModifyOrderOp_Normal = 1;
ModifyOrderOp_Cancel = 2;
ModifyOrderOp_Disable = 3;
ModifyOrderOp_Enable = 4;
ModifyOrderOp_Delete = 5;
}
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ModifyOrderOp
enum ModifyOrderOp
{
ModifyOrderOp_Unknown = 0;
ModifyOrderOp_Normal = 1;
ModifyOrderOp_Cancel = 2;
ModifyOrderOp_Disable = 3;
ModifyOrderOp_Enable = 4;
ModifyOrderOp_Delete = 5;
}
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成交狀態
DealStatus
OK
正常
CANCELLED
成交被取消
CHANGED
成交被更改
OrderFillStatus
enum OrderFillStatus
{
OrderFillStatus_OK = 0;
OrderFillStatus_Cancelled = 1;
OrderFillStatus_Changed = 2;
}
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OrderFillStatus
enum OrderFillStatus
{
OrderFillStatus_OK = 0;
OrderFillStatus_Cancelled = 1;
OrderFillStatus_Changed = 2;
}
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OrderFillStatus
enum OrderFillStatus
{
OrderFillStatus_OK = 0;
OrderFillStatus_Cancelled = 1;
OrderFillStatus_Changed = 2;
}
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OrderFillStatus
enum OrderFillStatus
{
OrderFillStatus_OK = 0;
OrderFillStatus_Cancelled = 1;
OrderFillStatus_Changed = 2;
}
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OrderFillStatus
enum OrderFillStatus
{
OrderFillStatus_OK = 0;
OrderFillStatus_Cancelled = 1;
OrderFillStatus_Changed = 2;
}
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訂單狀態
OrderStatus
NONE
未知狀態
WAITING_SUBMIT
待提交
SUBMITTING
提交中
富途伺服器已將指令發送給上游交易所,上游交易所處理中
SUBMITTED
已提交,等待成交
FILLED_PART
部分成交
剩餘部分仍未撤單。您可選擇執行撤單,或者繼續等待全部成交
FILLED_ALL
全部已成交
CANCELLED_PART
部分成交,剩餘部分已撤單
CANCELLED_ALL
全部已撤單,無成交
FAILED
下單失敗,服務拒絕
DISABLED
已失效
您主動執行失效操作後的訂單狀態,失效訂單不會提交到上游交易所
DELETED
已刪除,無成交的訂單才能刪除
OrderStatus
enum OrderStatus
{
OrderStatus_Unknown = -1;
OrderStatus_WaitingSubmit = 1;
OrderStatus_Submitting = 2;
OrderStatus_Submitted = 5;
OrderStatus_Filled_Part = 10;
OrderStatus_Filled_All = 11;
OrderStatus_Cancelled_Part = 14;
OrderStatus_Cancelled_All = 15;
OrderStatus_Failed = 21;
OrderStatus_Disabled = 22;
OrderStatus_Deleted = 23;
OrderStatus_FillCancelled = 24;
};
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OrderStatus
enum OrderStatus
{
OrderStatus_Unknown = -1;
OrderStatus_WaitingSubmit = 1;
OrderStatus_Submitting = 2;
OrderStatus_Submitted = 5;
OrderStatus_Filled_Part = 10;
OrderStatus_Filled_All = 11;
OrderStatus_Cancelled_Part = 14;
OrderStatus_Cancelled_All = 15;
OrderStatus_Failed = 21;
OrderStatus_Disabled = 22;
OrderStatus_Deleted = 23;
OrderStatus_FillCancelled = 24;
};
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OrderStatus
enum OrderStatus
{
OrderStatus_Unknown = -1;
OrderStatus_WaitingSubmit = 1;
OrderStatus_Submitting = 2;
OrderStatus_Submitted = 5;
OrderStatus_Filled_Part = 10;
OrderStatus_Filled_All = 11;
OrderStatus_Cancelled_Part = 14;
OrderStatus_Cancelled_All = 15;
OrderStatus_Failed = 21;
OrderStatus_Disabled = 22;
OrderStatus_Deleted = 23;
OrderStatus_FillCancelled = 24;
};
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OrderStatus
enum OrderStatus
{
OrderStatus_Unknown = -1;
OrderStatus_WaitingSubmit = 1;
OrderStatus_Submitting = 2;
OrderStatus_Submitted = 5;
OrderStatus_Filled_Part = 10;
OrderStatus_Filled_All = 11;
OrderStatus_Cancelled_Part = 14;
OrderStatus_Cancelled_All = 15;
OrderStatus_Failed = 21;
OrderStatus_Disabled = 22;
OrderStatus_Deleted = 23;
OrderStatus_FillCancelled = 24;
};
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OrderStatus
enum OrderStatus
{
OrderStatus_Unknown = -1;
OrderStatus_WaitingSubmit = 1;
OrderStatus_Submitting = 2;
OrderStatus_Submitted = 5;
OrderStatus_Filled_Part = 10;
OrderStatus_Filled_All = 11;
OrderStatus_Cancelled_Part = 14;
OrderStatus_Cancelled_All = 15;
OrderStatus_Failed = 21;
OrderStatus_Disabled = 22;
OrderStatus_Deleted = 23;
OrderStatus_FillCancelled = 24;
};
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訂單類型
OrderType
NONE
未知類型
NORMAL
限價單
MARKET
市價單
ABSOLUTE_LIMIT
絕對限價訂單
只有價格完全匹配才成交,否則下單失敗
- 舉例:下一筆價格為 5 元的絕對限價買單,賣方的價格必須也是 5 元才能成交,賣方即使低於 5 元也不能成交,下單失敗。賣出同理
AUCTION
競價市價單
AUCTION_LIMIT
競價限價單
僅早盤競價和收盤競價有效,參與競價,且要求滿足指定價格才會成交
SPECIAL_LIMIT
特別限價單
成交規則同增強限價訂單,且部分成交後,交易所自動撤銷訂單
SPECIAL_LIMIT_ALL
特別限價且要求全部成交訂單
STOP
止損市價單
STOP_LIMIT
止損限價單
MARKET_IF_TOUCHED
觸及市價單(止盈)
LIMIT_IF_TOUCHED
觸及限價單(止盈)
TRAILING_STOP
追蹤止損市價單
TRAILING_STOP_LIMIT
追蹤止損限價單
TWAP_LIMIT
時間加權限價算法單(港股和美股)
TWAP
時間加權市價算法單(僅美股)
VWAP_LIMIT
成交量加權限價算法單(港股和美股)
VWAP
成交量加權市價算法單(僅美股)
OrderType
enum OrderType
{
OrderType_Unknown = 0;
OrderType_Normal = 1;
OrderType_Market = 2;
OrderType_AbsoluteLimit = 5;
OrderType_Auction = 6;
OrderType_AuctionLimit = 7;
OrderType_SpecialLimit = 8;
OrderType_SpecialLimit_All = 9;
OrderType_Stop = 10;
OrderType_StopLimit = 11;
OrderType_MarketifTouched = 12;
OrderType_LimitifTouched = 13;
OrderType_TrailingStop = 14;
OrderType_TrailingStopLimit = 15;
OrderType_TWAP = 16;
OrderType_TWAP_LIMIT = 17;
OrderType_VWAP = 18;
OrderType_VWAP_LIMIT = 19;
}
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OrderType
enum OrderType
{
OrderType_Unknown = 0;
OrderType_Normal = 1;
OrderType_Market = 2;
OrderType_AbsoluteLimit = 5;
OrderType_Auction = 6;
OrderType_AuctionLimit = 7;
OrderType_SpecialLimit = 8;
OrderType_SpecialLimit_All = 9;
OrderType_Stop = 10;
OrderType_StopLimit = 11;
OrderType_MarketifTouched = 12;
OrderType_LimitifTouched = 13;
OrderType_TrailingStop = 14;
OrderType_TrailingStopLimit = 15;
OrderType_TWAP = 16;
OrderType_TWAP_LIMIT = 17;
OrderType_VWAP = 18;
OrderType_VWAP_LIMIT = 19;
}
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OrderType
enum OrderType
{
OrderType_Unknown = 0;
OrderType_Normal = 1;
OrderType_Market = 2;
OrderType_AbsoluteLimit = 5;
OrderType_Auction = 6;
OrderType_AuctionLimit = 7;
OrderType_SpecialLimit = 8;
OrderType_SpecialLimit_All = 9;
OrderType_Stop = 10;
OrderType_StopLimit = 11;
OrderType_MarketifTouched = 12;
OrderType_LimitifTouched = 13;
OrderType_TrailingStop = 14;
OrderType_TrailingStopLimit = 15;
OrderType_TWAP = 16;
OrderType_TWAP_LIMIT = 17;
OrderType_VWAP = 18;
OrderType_VWAP_LIMIT = 19;
}
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OrderType
enum OrderType
{
OrderType_Unknown = 0;
OrderType_Normal = 1;
OrderType_Market = 2;
OrderType_AbsoluteLimit = 5;
OrderType_Auction = 6;
OrderType_AuctionLimit = 7;
OrderType_SpecialLimit = 8;
OrderType_SpecialLimit_All = 9;
OrderType_Stop = 10;
OrderType_StopLimit = 11;
OrderType_MarketifTouched = 12;
OrderType_LimitifTouched = 13;
OrderType_TrailingStop = 14;
OrderType_TrailingStopLimit = 15;
OrderType_TWAP = 16;
OrderType_TWAP_LIMIT = 17;
OrderType_VWAP = 18;
OrderType_VWAP_LIMIT = 19;
}
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OrderType
enum OrderType
{
OrderType_Unknown = 0;
OrderType_Normal = 1;
OrderType_Market = 2;
OrderType_AbsoluteLimit = 5;
OrderType_Auction = 6;
OrderType_AuctionLimit = 7;
OrderType_SpecialLimit = 8;
OrderType_SpecialLimit_All = 9;
OrderType_Stop = 10;
OrderType_StopLimit = 11;
OrderType_MarketifTouched = 12;
OrderType_LimitifTouched = 13;
OrderType_TrailingStop = 14;
OrderType_TrailingStopLimit = 15;
OrderType_TWAP = 16;
OrderType_TWAP_LIMIT = 17;
OrderType_VWAP = 18;
OrderType_VWAP_LIMIT = 19;
}
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持倉方向
PositionSide
NONE
未知方向
LONG
長倉
SHORT
短倉
PositionSide
enum PositionSide
{
PositionSide_Long = 0;
PositionSide_Unknown = -1;
PositionSide_Short = 1;
};
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PositionSide
enum PositionSide
{
PositionSide_Long = 0;
PositionSide_Unknown = -1;
PositionSide_Short = 1;
};
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PositionSide
enum PositionSide
{
PositionSide_Long = 0;
PositionSide_Unknown = -1;
PositionSide_Short = 1;
};
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PositionSide
enum PositionSide
{
PositionSide_Long = 0;
PositionSide_Unknown = -1;
PositionSide_Short = 1;
};
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PositionSide
enum PositionSide
{
PositionSide_Long = 0;
PositionSide_Unknown = -1;
PositionSide_Short = 1;
};
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賬戶類型
TrdAccType
NONE
未知類型
CASH
現金賬戶
MARGIN
保證金賬戶
TFSA
加拿大免税賬戶
RRSP
加拿大註冊退休賬戶
SRRSP
加拿大配偶退休賬戶
DERIVATIVE
日本衍生品賬戶
TrdAccType
enum TrdAccType
{
TrdAccType_Unknown = 0;
TrdAccType_Cash = 1;
TrdAccType_Margin = 2;
TrdAccType_TFSA = 3;
TrdAccType_RRSP = 4;
TrdAccType_SRRSP = 5;
TrdAccType_Derivatives = 6;
};
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TrdAccType
enum TrdAccType
{
TrdAccType_Unknown = 0;
TrdAccType_Cash = 1;
TrdAccType_Margin = 2;
TrdAccType_TFSA = 3;
TrdAccType_RRSP = 4;
TrdAccType_SRRSP = 5;
TrdAccType_Derivatives = 6;
};
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TrdAccType
enum TrdAccType
{
TrdAccType_Unknown = 0;
TrdAccType_Cash = 1;
TrdAccType_Margin = 2;
TrdAccType_TFSA = 3;
TrdAccType_RRSP = 4;
TrdAccType_SRRSP = 5;
TrdAccType_Derivatives = 6;
};
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TrdAccType
enum TrdAccType
{
TrdAccType_Unknown = 0;
TrdAccType_Cash = 1;
TrdAccType_Margin = 2;
TrdAccType_TFSA = 3;
TrdAccType_RRSP = 4;
TrdAccType_SRRSP = 5;
TrdAccType_Derivatives = 6;
};
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TrdAccType
enum TrdAccType
{
TrdAccType_Unknown = 0;
TrdAccType_Cash = 1;
TrdAccType_Margin = 2;
TrdAccType_TFSA = 3;
TrdAccType_RRSP = 4;
TrdAccType_SRRSP = 5;
TrdAccType_Derivatives = 6;
};
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交易環境
TrdEnv
enum TrdEnv
{
TrdEnv_Simulate = 0;
TrdEnv_Real = 1;
}
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TrdEnv
enum TrdEnv
{
TrdEnv_Simulate = 0;
TrdEnv_Real = 1;
}
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TrdEnv
enum TrdEnv
{
TrdEnv_Simulate = 0;
TrdEnv_Real = 1;
}
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TrdEnv
enum TrdEnv
{
TrdEnv_Simulate = 0;
TrdEnv_Real = 1;
}
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TrdEnv
enum TrdEnv
{
TrdEnv_Simulate = 0;
TrdEnv_Real = 1;
}
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交易市場
TrdMarket
NONE
未知市場
HK
香港市場
US
美國市場
CN
A 股市場
HKCC
香港 A 股通市場
- A 股通市場僅支援實盤交易,不支援模擬交易
- A 股通只能交易滬股通、深股通股票,具體以港交所 A 股通名單 為準
FUTURES
期貨市場
FUTURES_SIMULATE_US
美國期貨模擬市場
FUTURES_SIMULATE_HK
香港期貨模擬市場
FUTURES_SIMULATE_SG
新加坡期貨模擬市場
FUTURES_SIMULATE_JP
日本期貨模擬市場
HKFUND
香港基金市場
USFUND
美國基金市場
SG
新加坡市場
JP
日本市場
AU
澳大利亞市場
MY
馬來西亞市場
CA
加拿大市場
TrdMarket
enum TrdMarket
{
TrdMarket_Unknown = 0;
TrdMarket_HK = 1;
TrdMarket_US = 2;
TrdMarket_CN = 3;
TrdMarket_HKCC = 4;
TrdMarket_Futures = 5;
TrdMarket_SG = 6;
TrdMarket_AU = 8;
TrdMarket_Futures_Simulate_HK = 10;
TrdMarket_Futures_Simulate_US = 11;
TrdMarket_Futures_Simulate_SG = 12;
TrdMarket_Futures_Simulate_JP = 13;
TrdMarket_JP = 15;
TrdMarket_MY = 111;
TrdMarket_CA = 112;
TrdMarket_HK_Fund = 113;
TrdMarket_US_Fund = 123;
}
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TrdMarket
enum TrdMarket
{
TrdMarket_Unknown = 0;
TrdMarket_HK = 1;
TrdMarket_US = 2;
TrdMarket_CN = 3;
TrdMarket_HKCC = 4;
TrdMarket_Futures = 5;
TrdMarket_SG = 6;
TrdMarket_AU = 8;
TrdMarket_Futures_Simulate_HK = 10;
TrdMarket_Futures_Simulate_US = 11;
TrdMarket_Futures_Simulate_SG = 12;
TrdMarket_Futures_Simulate_JP = 13;
TrdMarket_JP = 15;
TrdMarket_MY = 111;
TrdMarket_CA = 112;
TrdMarket_HK_Fund = 113;
TrdMarket_US_Fund = 123;
}
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20
TrdMarket
enum TrdMarket
{
TrdMarket_Unknown = 0;
TrdMarket_HK = 1;
TrdMarket_US = 2;
TrdMarket_CN = 3;
TrdMarket_HKCC = 4;
TrdMarket_Futures = 5;
TrdMarket_SG = 6;
TrdMarket_AU = 8;
TrdMarket_Futures_Simulate_HK = 10;
TrdMarket_Futures_Simulate_US = 11;
TrdMarket_Futures_Simulate_SG = 12;
TrdMarket_Futures_Simulate_JP = 13;
TrdMarket_JP = 15;
TrdMarket_MY = 111;
TrdMarket_CA = 112;
TrdMarket_HK_Fund = 113;
TrdMarket_US_Fund = 123;
}
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20
TrdMarket
enum TrdMarket
{
TrdMarket_Unknown = 0;
TrdMarket_HK = 1;
TrdMarket_US = 2;
TrdMarket_CN = 3;
TrdMarket_HKCC = 4;
TrdMarket_Futures = 5;
TrdMarket_SG = 6;
TrdMarket_AU = 8;
TrdMarket_Futures_Simulate_HK = 10;
TrdMarket_Futures_Simulate_US = 11;
TrdMarket_Futures_Simulate_SG = 12;
TrdMarket_Futures_Simulate_JP = 13;
TrdMarket_JP = 15;
TrdMarket_MY = 111;
TrdMarket_CA = 112;
TrdMarket_HK_Fund = 113;
TrdMarket_US_Fund = 123;
}
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20
TrdMarket
enum TrdMarket
{
TrdMarket_Unknown = 0;
TrdMarket_HK = 1;
TrdMarket_US = 2;
TrdMarket_CN = 3;
TrdMarket_HKCC = 4;
TrdMarket_Futures = 5;
TrdMarket_SG = 6;
TrdMarket_AU = 8;
TrdMarket_Futures_Simulate_HK = 10;
TrdMarket_Futures_Simulate_US = 11;
TrdMarket_Futures_Simulate_SG = 12;
TrdMarket_Futures_Simulate_JP = 13;
TrdMarket_JP = 15;
TrdMarket_MY = 111;
TrdMarket_CA = 112;
TrdMarket_HK_Fund = 113;
TrdMarket_US_Fund = 123;
}
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20
賬戶狀態
TrdAccStatus
ACTIVE
生效賬戶
DISABLED
失效賬戶
TrdAccStatus
enum TrdAccStatus
{
TrdAccStatus_Active = 0;
TrdAccStatus_Disabled = 1;
}
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5
TrdAccStatus
enum TrdAccStatus
{
TrdAccStatus_Active = 0;
TrdAccStatus_Disabled = 1;
}
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5
TrdAccStatus
enum TrdAccStatus
{
TrdAccStatus_Active = 0;
TrdAccStatus_Disabled = 1;
}
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5
TrdAccStatus
enum TrdAccStatus
{
TrdAccStatus_Active = 0;
TrdAccStatus_Disabled = 1;
}
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5
TrdAccStatus
enum TrdAccStatus
{
TrdAccStatus_Active = 0;
TrdAccStatus_Disabled = 1;
}
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賬戶結構
TrdAccRole
NONE
未知
MASTER
主賬戶
NORMAL
普通賬戶
IPO
馬來西亞IPO賬戶
TrdAccRole
enum TrdAccRole
{
TrdAccRole_Unknown = 0;
TrdAccRole_Normal = 1;
TrdAccRole_Master = 2;
TrdAccRole_IPO = 3;
}
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7
TrdAccRole
enum TrdAccRole
{
TrdAccRole_Unknown = 0;
TrdAccRole_Normal = 1;
TrdAccRole_Master = 2;
TrdAccRole_IPO = 3;
}
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7
TrdAccRole
enum TrdAccRole
{
TrdAccRole_Unknown = 0;
TrdAccRole_Normal = 1;
TrdAccRole_Master = 2;
TrdAccRole_IPO = 3;
}
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7
TrdAccRole
enum TrdAccRole
{
TrdAccRole_Unknown = 0;
TrdAccRole_Normal = 1;
TrdAccRole_Master = 2;
TrdAccRole_IPO = 3;
}
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7
TrdAccRole
enum TrdAccRole
{
TrdAccRole_Unknown = 0;
TrdAccRole_Normal = 1;
TrdAccRole_Master = 2;
TrdAccRole_IPO = 3;
}
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交易證券市場
TrdSecMarket
enum TrdSecMarket
{
TrdSecMarket_Unknown = 0;
TrdSecMarket_HK = 1;
TrdSecMarket_US = 2;
TrdSecMarket_CN_SH = 31;
TrdSecMarket_CN_SZ = 32;
TrdSecMarket_SG = 41;
TrdSecMarket_JP = 51;
TrdSecMarket_AU = 61;
TrdSecMarket_MY = 71;
TrdSecMarket_CA = 81;
TrdSecMarket_FX = 91;
}
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TrdSecMarket
enum TrdSecMarket
{
TrdSecMarket_Unknown = 0;
TrdSecMarket_HK = 1;
TrdSecMarket_US = 2;
TrdSecMarket_CN_SH = 31;
TrdSecMarket_CN_SZ = 32;
TrdSecMarket_SG = 41;
TrdSecMarket_JP = 51;
TrdSecMarket_AU = 61;
TrdSecMarket_MY = 71;
TrdSecMarket_CA = 81;
TrdSecMarket_FX = 91;
}
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TrdSecMarket
enum TrdSecMarket
{
TrdSecMarket_Unknown = 0;
TrdSecMarket_HK = 1;
TrdSecMarket_US = 2;
TrdSecMarket_CN_SH = 31;
TrdSecMarket_CN_SZ = 32;
TrdSecMarket_SG = 41;
TrdSecMarket_JP = 51;
TrdSecMarket_AU = 61;
TrdSecMarket_MY = 71;
TrdSecMarket_CA = 81;
TrdSecMarket_FX = 91;
}
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TrdSecMarket
enum TrdSecMarket
{
TrdSecMarket_Unknown = 0;
TrdSecMarket_HK = 1;
TrdSecMarket_US = 2;
TrdSecMarket_CN_SH = 31;
TrdSecMarket_CN_SZ = 32;
TrdSecMarket_SG = 41;
TrdSecMarket_JP = 51;
TrdSecMarket_AU = 61;
TrdSecMarket_MY = 71;
TrdSecMarket_CA = 81;
TrdSecMarket_FX = 91;
}
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TrdSecMarket
enum TrdSecMarket
{
TrdSecMarket_Unknown = 0;
TrdSecMarket_HK = 1;
TrdSecMarket_US = 2;
TrdSecMarket_CN_SH = 31;
TrdSecMarket_CN_SZ = 32;
TrdSecMarket_SG = 41;
TrdSecMarket_JP = 51;
TrdSecMarket_AU = 61;
TrdSecMarket_MY = 71;
TrdSecMarket_CA = 81;
TrdSecMarket_FX = 91;
}
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交易方向
TrdSide
NONE
未知方向
BUY
買入
SELL
賣出
SELL_SHORT
賣空
- 日本券商適用
- 其他券商僅用於訂單列表展示,不建議作為下單的方向
BUY_BACK
買回
- 日本券商適用
- 其他券商僅用於訂單列表展示,不建議作為下單的方向
TrdSide
enum TrdSide
{
TrdSide_Unknown = 0;
TrdSide_Buy = 1;
TrdSide_Sell = 2;
TrdSide_SellShort = 3;
TrdSide_BuyBack = 4;
}
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9
TrdSide
enum TrdSide
{
TrdSide_Unknown = 0;
TrdSide_Buy = 1;
TrdSide_Sell = 2;
TrdSide_SellShort = 3;
TrdSide_BuyBack = 4;
}
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9
TrdSide
enum TrdSide
{
TrdSide_Unknown = 0;
TrdSide_Buy = 1;
TrdSide_Sell = 2;
TrdSide_SellShort = 3;
TrdSide_BuyBack = 4;
}
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9
TrdSide
enum TrdSide
{
TrdSide_Unknown = 0;
TrdSide_Buy = 1;
TrdSide_Sell = 2;
TrdSide_SellShort = 3;
TrdSide_BuyBack = 4;
}
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9
TrdSide
enum TrdSide
{
TrdSide_Unknown = 0;
TrdSide_Buy = 1;
TrdSide_Sell = 2;
TrdSide_SellShort = 3;
TrdSide_BuyBack = 4;
}
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9
提示
下單 接口的交易方向 ,建議僅使用 買入 和 賣出 兩個方向作為入參。
賣空 和 買回 僅適用於日本券商,其他券商僅用於 查詢今日訂單 ,查詢歷史訂單 ,響應訂單推送回調 ,查詢當日成交 ,查詢歷史成交 ,響應成交推送回調 接口的返回欄位展示。
訂單有效期
TimeInForce
enum TimeInForce
{
TimeInForce_DAY = 0;
TimeInForce_GTC = 1;
}
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5
TimeInForce
enum TimeInForce
{
TimeInForce_DAY = 0;
TimeInForce_GTC = 1;
}
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5
TimeInForce
enum TimeInForce
{
TimeInForce_DAY = 0;
TimeInForce_GTC = 1;
}
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TimeInForce
enum TimeInForce
{
TimeInForce_DAY = 0;
TimeInForce_GTC = 1;
}
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5
TimeInForce
enum TimeInForce
{
TimeInForce_DAY = 0;
TimeInForce_GTC = 1;
}
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賬戶所屬券商
SecurityFirm
NONE
未知
FUTUSECURITIES
富途證券(香港)
FUTUINC
moomoo證券(美國)
FUTUSG
moomoo證券(新加坡)
FUTUAU
moomoo證券(澳大利亞)
FUTUCA
moomoo證券(加拿大)
FUTUMY
moomoo證券(馬來西亞)
FUTUJP
moomoo證券(日本)
SecurityFirm
enum SecurityFirm
{
SecurityFirm_Unknown = 0;
SecurityFirm_FutuSecurities = 1;
SecurityFirm_FutuInc = 2;
SecurityFirm_FutuSG = 3;
SecurityFirm_FutuAU = 4;
SecurityFirm_FutuCA = 5;
SecurityFirm_FutuMY = 6;
SecurityFirm_FutuJP = 7;
}
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SecurityFirm
enum SecurityFirm
{
SecurityFirm_Unknown = 0;
SecurityFirm_FutuSecurities = 1;
SecurityFirm_FutuInc = 2;
SecurityFirm_FutuSG = 3;
SecurityFirm_FutuAU = 4;
SecurityFirm_FutuCA = 5;
SecurityFirm_FutuMY = 6;
SecurityFirm_FutuJP = 7;
}
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SecurityFirm
enum SecurityFirm
{
SecurityFirm_Unknown = 0;
SecurityFirm_FutuSecurities = 1;
SecurityFirm_FutuInc = 2;
SecurityFirm_FutuSG = 3;
SecurityFirm_FutuAU = 4;
SecurityFirm_FutuCA = 5;
SecurityFirm_FutuMY = 6;
SecurityFirm_FutuJP = 7;
}
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SecurityFirm
enum SecurityFirm
{
SecurityFirm_Unknown = 0;
SecurityFirm_FutuSecurities = 1;
SecurityFirm_FutuInc = 2;
SecurityFirm_FutuSG = 3;
SecurityFirm_FutuAU = 4;
SecurityFirm_FutuCA = 5;
SecurityFirm_FutuMY = 6;
SecurityFirm_FutuJP = 7;
}
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SecurityFirm
enum SecurityFirm
{
SecurityFirm_Unknown = 0;
SecurityFirm_FutuSecurities = 1;
SecurityFirm_FutuInc = 2;
SecurityFirm_FutuSG = 3;
SecurityFirm_FutuAU = 4;
SecurityFirm_FutuCA = 5;
SecurityFirm_FutuMY = 6;
SecurityFirm_FutuJP = 7;
}
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模擬交易賬戶類型
SimAccType
NONE
未知
STOCK
股票模擬賬戶
OPTION
期權模擬賬戶
FUTURES
期貨模擬賬戶
SimAccType
enum SimAccType
{
SimAccType_Unknown = 0;
SimAccType_Stock = 1;
SimAccType_Option = 2;
SimAccType_Futures = 3;
}
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3
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7
SimAccType
enum SimAccType
{
SimAccType_Unknown = 0;
SimAccType_Stock = 1;
SimAccType_Option = 2;
SimAccType_Futures = 3;
}
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SimAccType
enum SimAccType
{
SimAccType_Unknown = 0;
SimAccType_Stock = 1;
SimAccType_Option = 2;
SimAccType_Futures = 3;
}
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7
SimAccType
enum SimAccType
{
SimAccType_Unknown = 0;
SimAccType_Stock = 1;
SimAccType_Option = 2;
SimAccType_Futures = 3;
}
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3
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5
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7
SimAccType
enum SimAccType
{
SimAccType_Unknown = 0;
SimAccType_Stock = 1;
SimAccType_Option = 2;
SimAccType_Futures = 3;
}
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3
4
5
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7
風險狀態
CltRiskStatus
NONE
未知
LEVEL1
非常安全
LEVEL2
安全
LEVEL3
較安全
LEVEL4
較低風險
LEVEL5
中等風險
LEVEL6
偏高風險
LEVEL7
預警
LEVEL8
危險
LEVEL9
危險
CltRiskStatus
enum CltRiskStatus
{
CltRiskStatus_Level1 = 0;
CltRiskStatus_Level2 = 1;
CltRiskStatus_Level3 = 2;
CltRiskStatus_Level4 = 3;
CltRiskStatus_Level5 = 4;
CltRiskStatus_Level6 = 5;
CltRiskStatus_Level7 = 6;
CltRiskStatus_Level8 = 7;
CltRiskStatus_Level9 = 8;
}
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2
3
4
5
6
7
8
9
10
11
12
CltRiskStatus
enum CltRiskStatus
{
CltRiskStatus_Level1 = 0;
CltRiskStatus_Level2 = 1;
CltRiskStatus_Level3 = 2;
CltRiskStatus_Level4 = 3;
CltRiskStatus_Level5 = 4;
CltRiskStatus_Level6 = 5;
CltRiskStatus_Level7 = 6;
CltRiskStatus_Level8 = 7;
CltRiskStatus_Level9 = 8;
}
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3
4
5
6
7
8
9
10
11
12
CltRiskStatus
enum CltRiskStatus
{
CltRiskStatus_Level1 = 0;
CltRiskStatus_Level2 = 1;
CltRiskStatus_Level3 = 2;
CltRiskStatus_Level4 = 3;
CltRiskStatus_Level5 = 4;
CltRiskStatus_Level6 = 5;
CltRiskStatus_Level7 = 6;
CltRiskStatus_Level8 = 7;
CltRiskStatus_Level9 = 8;
}
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2
3
4
5
6
7
8
9
10
11
12
CltRiskStatus
enum CltRiskStatus
{
CltRiskStatus_Level1 = 0;
CltRiskStatus_Level2 = 1;
CltRiskStatus_Level3 = 2;
CltRiskStatus_Level4 = 3;
CltRiskStatus_Level5 = 4;
CltRiskStatus_Level6 = 5;
CltRiskStatus_Level7 = 6;
CltRiskStatus_Level8 = 7;
CltRiskStatus_Level9 = 8;
}
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2
3
4
5
6
7
8
9
10
11
12
CltRiskStatus
enum CltRiskStatus
{
CltRiskStatus_Level1 = 0;
CltRiskStatus_Level2 = 1;
CltRiskStatus_Level3 = 2;
CltRiskStatus_Level4 = 3;
CltRiskStatus_Level5 = 4;
CltRiskStatus_Level6 = 5;
CltRiskStatus_Level7 = 6;
CltRiskStatus_Level8 = 7;
CltRiskStatus_Level9 = 8;
}
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3
4
5
6
7
8
9
10
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12
日內交易限制情況
DtStatus
NONE
未知
Unlimited
無限次
當前可以無限次日內交易,注意留意剩餘日內交易購買力
EM_Call
EM-Call
當前狀態不能新建倉位,需要補充資產淨值至$25000以上,否則會被禁止新建倉位90天
DT_Call
DT-Call
當前狀態有未補平的日內交易追繳金額(DT Call),需要在5個交易日內足額入金來補平 DT Call,否則會被禁止新建倉位,直到足額存入資金才會解禁
DTStatus
enum DTStatus
{
DTStatus_Unknown = 0;
DTStatus_Unlimited = 1;
DTStatus_EMCall = 2;
DTStatus_DTCall = 3;
}
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3
4
5
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7
DTStatus
enum DTStatus
{
DTStatus_Unknown = 0;
DTStatus_Unlimited = 1;
DTStatus_EMCall = 2;
DTStatus_DTCall = 3;
}
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3
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5
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7
DTStatus
enum DTStatus
{
DTStatus_Unknown = 0;
DTStatus_Unlimited = 1;
DTStatus_EMCall = 2;
DTStatus_DTCall = 3;
}
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2
3
4
5
6
7
DTStatus
enum DTStatus
{
DTStatus_Unknown = 0;
DTStatus_Unlimited = 1;
DTStatus_EMCall = 2;
DTStatus_DTCall = 3;
}
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2
3
4
5
6
7
DTStatus
enum DTStatus
{
DTStatus_Unknown = 0;
DTStatus_Unlimited = 1;
DTStatus_EMCall = 2;
DTStatus_DTCall = 3;
}
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3
4
5
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7
現金流方向
TrdCashFlowDirection
enum TrdCashFlowDirection
{
TrdCashFlowDirection_Unknown = 0;
TrdCashFlowDirection_In = 1;
TrdCashFlowDirection_Out = 2;
}
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2
3
4
5
6
TrdCashFlowDirection
enum TrdCashFlowDirection
{
TrdCashFlowDirection_Unknown = 0;
TrdCashFlowDirection_In = 1;
TrdCashFlowDirection_Out = 2;
}
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2
3
4
5
6
TrdCashFlowDirection
enum TrdCashFlowDirection
{
TrdCashFlowDirection_Unknown = 0;
TrdCashFlowDirection_In = 1;
TrdCashFlowDirection_Out = 2;
}
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2
3
4
5
6
TrdCashFlowDirection
enum TrdCashFlowDirection
{
TrdCashFlowDirection_Unknown = 0;
TrdCashFlowDirection_In = 1;
TrdCashFlowDirection_Out = 2;
}
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2
3
4
5
6
TrdCashFlowDirection
enum TrdCashFlowDirection
{
TrdCashFlowDirection_Unknown = 0;
TrdCashFlowDirection_In = 1;
TrdCashFlowDirection_Out = 2;
}
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3
4
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6
日本子賬戶類型
SubAccType
NONE
未知
JP_GENERAL
一般-Long
JP_TOKUTEI
特定-Long
JP_NISA_GENERAL
一般NISA
JP_NISA_TSUMITATE
累計NISA
JP_GENERAL_SHORT
一般-short
JP_TOKUTEI_SHORT
特定-short
JP_HONPO_GENERAL
本國信用交易抵押品-一般
JP_GAIKOKU_GENERAL
外國信用交易抵押品-一般
JP_HONPO_TOKUTEI
本國信用交易抵押品-特定
JP_GAIKOKU_TOKUTEI
外國信用交易抵押品-特定
JP_DERIVATIVE_LONG
衍生品子賬戶-Long
JP_DERIVATIVE_SHORT
衍生品子賬戶-Short
JP_HONPO_DERIVATIVE_GENERAL
本國衍生品證據金子賬戶-一般
JP_GAIKOKU_DERIVATIVE_GENERAL
外國衍生品證據金子賬戶-一般
JP_HONPO_DERIVATIVE_TOKUTEI
本國衍生品證據金子賬戶-特定
JP_GAIKOKU_DERIVATIVE_TOKUTEI
外國衍生品證據金子賬戶-特定
TrdSubAccType
enum TrdSubAccType
{
TrdSubAccType_None = 0;
TrdSubAccType_JP_GENERAL = 1;
TrdSubAccType_JP_TOKUTEI = 2;
TrdSubAccType_JP_NISA_GENERAL = 3;
TrdSubAccType_JP_NISA_TSUMITATE = 4;
TrdSubAccType_JP_GENERAL_SHORT = 5;
TrdSubAccType_JP_TOKUTEI_SHORT = 6;
TrdSubAccType_JP_HONPO_GENERAL = 7;
TrdSubAccType_JP_GAIKOKU_GENERAL = 8;
TrdSubAccType_JP_HONPO_TOKUTEI = 9;
TrdSubAccType_JP_GAIKOKU_TOKUTEI = 10;
TrdSubAccType_JP_DERIVATIVE_LONG = 11;
TrdSubAccType_JP_DERIVATIVE_SHORT = 12;
TrdSubAccType_JP_HONPO_DERIVATIVE_GENERAL = 13;
TrdSubAccType_JP_GAIKOKU_DERIVATIVE_GENERAL = 14;
TrdSubAccType_JP_HONPO_DERIVATIVE_TOKUTEI = 15;
TrdSubAccType_JP_GAIKOKU_DERIVATIVE_TOKUTEI = 16;
}
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TrdSubAccType
enum TrdSubAccType
{
TrdSubAccType_None = 0;
TrdSubAccType_JP_GENERAL = 1;
TrdSubAccType_JP_TOKUTEI = 2;
TrdSubAccType_JP_NISA_GENERAL = 3;
TrdSubAccType_JP_NISA_TSUMITATE = 4;
TrdSubAccType_JP_GENERAL_SHORT = 5;
TrdSubAccType_JP_TOKUTEI_SHORT = 6;
TrdSubAccType_JP_HONPO_GENERAL = 7;
TrdSubAccType_JP_GAIKOKU_GENERAL = 8;
TrdSubAccType_JP_HONPO_TOKUTEI = 9;
TrdSubAccType_JP_GAIKOKU_TOKUTEI = 10;
TrdSubAccType_JP_DERIVATIVE_LONG = 11;
TrdSubAccType_JP_DERIVATIVE_SHORT = 12;
TrdSubAccType_JP_HONPO_DERIVATIVE_GENERAL = 13;
TrdSubAccType_JP_GAIKOKU_DERIVATIVE_GENERAL = 14;
TrdSubAccType_JP_HONPO_DERIVATIVE_TOKUTEI = 15;
TrdSubAccType_JP_GAIKOKU_DERIVATIVE_TOKUTEI = 16;
}
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TrdSubAccType
enum TrdSubAccType
{
TrdSubAccType_None = 0;
TrdSubAccType_JP_GENERAL = 1;
TrdSubAccType_JP_TOKUTEI = 2;
TrdSubAccType_JP_NISA_GENERAL = 3;
TrdSubAccType_JP_NISA_TSUMITATE = 4;
TrdSubAccType_JP_GENERAL_SHORT = 5;
TrdSubAccType_JP_TOKUTEI_SHORT = 6;
TrdSubAccType_JP_HONPO_GENERAL = 7;
TrdSubAccType_JP_GAIKOKU_GENERAL = 8;
TrdSubAccType_JP_HONPO_TOKUTEI = 9;
TrdSubAccType_JP_GAIKOKU_TOKUTEI = 10;
TrdSubAccType_JP_DERIVATIVE_LONG = 11;
TrdSubAccType_JP_DERIVATIVE_SHORT = 12;
TrdSubAccType_JP_HONPO_DERIVATIVE_GENERAL = 13;
TrdSubAccType_JP_GAIKOKU_DERIVATIVE_GENERAL = 14;
TrdSubAccType_JP_HONPO_DERIVATIVE_TOKUTEI = 15;
TrdSubAccType_JP_GAIKOKU_DERIVATIVE_TOKUTEI = 16;
}
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TrdCashFlowDirection
TrdSubAccType
enum TrdSubAccType
{
TrdSubAccType_None = 0;
TrdSubAccType_JP_GENERAL = 1;
TrdSubAccType_JP_TOKUTEI = 2;
TrdSubAccType_JP_NISA_GENERAL = 3;
TrdSubAccType_JP_NISA_TSUMITATE = 4;
TrdSubAccType_JP_GENERAL_SHORT = 5;
TrdSubAccType_JP_TOKUTEI_SHORT = 6;
TrdSubAccType_JP_HONPO_GENERAL = 7;
TrdSubAccType_JP_GAIKOKU_GENERAL = 8;
TrdSubAccType_JP_HONPO_TOKUTEI = 9;
TrdSubAccType_JP_GAIKOKU_TOKUTEI = 10;
TrdSubAccType_JP_DERIVATIVE_LONG = 11;
TrdSubAccType_JP_DERIVATIVE_SHORT = 12;
TrdSubAccType_JP_HONPO_DERIVATIVE_GENERAL = 13;
TrdSubAccType_JP_GAIKOKU_DERIVATIVE_GENERAL = 14;
TrdSubAccType_JP_HONPO_DERIVATIVE_TOKUTEI = 15;
TrdSubAccType_JP_GAIKOKU_DERIVATIVE_TOKUTEI = 16;
}
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TrdSubAccType
enum TrdSubAccType
{
TrdSubAccType_None = 0;
TrdSubAccType_JP_GENERAL = 1;
TrdSubAccType_JP_TOKUTEI = 2;
TrdSubAccType_JP_NISA_GENERAL = 3;
TrdSubAccType_JP_NISA_TSUMITATE = 4;
TrdSubAccType_JP_GENERAL_SHORT = 5;
TrdSubAccType_JP_TOKUTEI_SHORT = 6;
TrdSubAccType_JP_HONPO_GENERAL = 7;
TrdSubAccType_JP_GAIKOKU_GENERAL = 8;
TrdSubAccType_JP_HONPO_TOKUTEI = 9;
TrdSubAccType_JP_GAIKOKU_TOKUTEI = 10;
TrdSubAccType_JP_DERIVATIVE_LONG = 11;
TrdSubAccType_JP_DERIVATIVE_SHORT = 12;
TrdSubAccType_JP_HONPO_DERIVATIVE_GENERAL = 13;
TrdSubAccType_JP_GAIKOKU_DERIVATIVE_GENERAL = 14;
TrdSubAccType_JP_HONPO_DERIVATIVE_TOKUTEI = 15;
TrdSubAccType_JP_GAIKOKU_DERIVATIVE_TOKUTEI = 16;
}
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資產類別
TrdAssetCategory
enum TrdAssetCategory
{
TrdAssetCategory_Unknown = 0;
TrdAssetCategory_JP = 1;
TrdAssetCategory_US = 2;
}
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TrdAssetCategory
enum TrdAssetCategory
{
TrdAssetCategory_Unknown = 0;
TrdAssetCategory_JP = 1;
TrdAssetCategory_US = 2;
}
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TrdAssetCategory
enum TrdAssetCategory
{
TrdAssetCategory_Unknown = 0;
TrdAssetCategory_JP = 1;
TrdAssetCategory_US = 2;
}
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TrdAssetCategory
enum TrdAssetCategory
{
TrdAssetCategory_Unknown = 0;
TrdAssetCategory_JP = 1;
TrdAssetCategory_US = 2;
}
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TrdAssetCategory
enum TrdAssetCategory
{
TrdAssetCategory_Unknown = 0;
TrdAssetCategory_JP = 1;
TrdAssetCategory_US = 2;
}
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交易品類
TrdCategory
enum TrdCategory
{
TrdCategory_Unknown = 0;
TrdCategory_Security = 1;
TrdCategory_Future = 2;
}
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賬戶現金資訊
AccCashInfo
message AccCashInfo
{
optional int32 currency = 1;
optional double cash = 2;
optional double availableBalance = 3;
optional double netCashPower = 4;
}
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分市場資產資訊
AccMarketInfo
message AccCashInfo
{
optional int32 trdMarket = 1;
optional double assets = 2;
}
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交易協議公共參數頭
TrdHeader
message TrdHeader
{
required int32 trdEnv = 1;
required uint64 accID = 2;
required int32 trdMarket = 3;
optional int32 jpAccType = 4;
}
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交易業務賬戶
TrdAcc
message TrdAcc
{
required int32 trdEnv = 1;
required uint64 accID = 2;
repeated int32 trdMarketAuthList = 3;
optional int32 accType = 4;
optional string cardNum = 5;
optional int32 securityFirm = 6;
optional int32 simAccType = 7;
optional string uniCardNum = 8;
optional int32 accStatus = 9;
optional int32 accRole = 10;
repeated int32 jpAccType = 11;
}
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賬戶資金
Funds
message Funds
{
required double power = 1;
required double totalAssets = 2;
required double cash = 3;
required double marketVal = 4;
required double frozenCash = 5;
required double debtCash = 6;
required double avlWithdrawalCash = 7;
optional int32 currency = 8;
optional double availableFunds = 9;
optional double unrealizedPL = 10;
optional double realizedPL = 11;
optional int32 riskLevel = 12;
optional double initialMargin = 13;
optional double maintenanceMargin = 14;
repeated AccCashInfo cashInfoList = 15;
optional double maxPowerShort = 16;
optional double netCashPower = 17;
optional double longMv = 18;
optional double shortMv = 19;
optional double pendingAsset = 20;
optional double maxWithdrawal = 21;
optional int32 riskStatus = 22;
optional double marginCallMargin = 23;
optional bool isPdt = 24;
optional string pdtSeq = 25;
optional double beginningDTBP = 26;
optional double remainingDTBP = 27;
optional double dtCallAmount = 28;
optional int32 dtStatus = 29;
optional double securitiesAssets = 30;
optional double fundAssets = 31;
optional double bondAssets = 32;
repeated AccMarketInfo marketInfoList = 33;
}
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賬戶持倉
Position
message Position
{
required uint64 positionID = 1;
required int32 positionSide = 2;
required string code = 3;
required string name = 4;
required double qty = 5;
required double canSellQty = 6;
required double price = 7;
optional double costPrice = 8;
required double val = 9;
required double plVal = 10;
optional double plRatio = 11;
optional int32 secMarket = 12;
optional double td_plVal = 21;
optional double td_trdVal = 22;
optional double td_buyVal = 23;
optional double td_buyQty = 24;
optional double td_sellVal = 25;
optional double td_sellQty = 26;
optional double unrealizedPL = 28;
optional double realizedPL = 29;
optional int32 currency = 30;
optional int32 trdMarket = 31;
optional double dilutedCostPrice = 32;
optional double averageCostPrice = 33;
optional double averagePlRatio = 34;
}
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訂單
Order
message Order
{
required int32 trdSide = 1;
required int32 orderType = 2;
required int32 orderStatus = 3;
required uint64 orderID = 4;
required string orderIDEx = 5;
required string code = 6;
required string name = 7;
required double qty = 8;
optional double price = 9;
required string createTime = 10;
required string updateTime = 11;
optional double fillQty = 12;
optional double fillAvgPrice = 13;
optional string lastErrMsg = 14;
optional int32 secMarket = 15;
optional double createTimestamp = 16;
optional double updateTimestamp = 17;
optional string remark = 18;
optional double auxPrice = 21;
optional int32 trailType = 22;
optional double trailValue = 23;
optional double trailSpread = 24;
optional int32 currency = 25;
optional int32 trdMarket = 26;
optional int32 session = 27;
optional int32 jpAccType = 28;
}
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訂單費用條目
OrderFeeItem
message OrderFeeItem
{
optional string title = 1;
optional double value = 2;
}
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訂單費用
OrderFee
message OrderFee
{
required string orderIDEx = 1;
optional double feeAmount = 2;
repeated OrderFeeItem feeList = 3;
}
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成交
OrderFill
message OrderFill
{
required int32 trdSide = 1;
required uint64 fillID = 2;
required string fillIDEx = 3;
optional uint64 orderID = 4;
optional string orderIDEx = 5;
required string code = 6;
required string name = 7;
required double qty = 8;
required double price = 9;
required string createTime = 10;
optional int32 counterBrokerID = 11;
optional string counterBrokerName = 12;
optional int32 secMarket = 13;
optional double createTimestamp = 14;
optional double updateTimestamp = 15;
optional int32 status = 16;
optional int32 trdMarket = 17;
optional int32 jpAccType = 18;
}
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最大可交易數量
MaxTrdQtys
message MaxTrdQtys
{
required double maxCashBuy = 1;
optional double maxCashAndMarginBuy = 2;
required double maxPositionSell = 3;
optional double maxSellShort = 4;
optional double maxBuyBack = 5;
optional double longRequiredIM = 6;
optional double shortRequiredIM = 7;
}
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現金流水數據
FlowSummaryInfo
message FlowSummaryInfo
{
optional string clearingDate = 1;
optional string settlementDate = 2;
optional int32 currency = 3;
optional string cashFlowType = 4;
optional int32 cashFlowDirection = 5;
optional double cashFlowAmount = 6;
optional string cashFlowRemark = 7;
optional uint64 cashFlowID = 8;
}
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過濾條件
TrdFilterConditions
message TrdFilterConditions
{
repeated string codeList = 1;
repeated uint64 idList = 2;
optional string beginTime = 3;
optional string endTime = 4;
repeated string orderIDExList = 5;
optional int32 filterMarket = 6;
}
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