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OrderStatus - 委托状态

  1. enum OrderStatus
  2. {
  3. OrderStatus_Unknown = 0,
  4. OrderStatus_New = 1, //已报
  5. OrderStatus_PartiallyFilled = 2, //部成
  6. OrderStatus_Filled = 3, //已成
  7. OrderStatus_Canceled = 5, //已撤
  8. OrderStatus_PendingCancel = 6, //待撤
  9. OrderStatus_Rejected = 8, //已拒绝
  10. OrderStatus_Suspended = 9, //挂起
  11. OrderStatus_PendingNew = 10, //待报
  12. OrderStatus_Expired = 12, //已过期
  13. };

OrderSide - 委托方向

  1. enum OrderSide
  2. {
  3. OrderSide_Unknown = 0,
  4. OrderSide_Buy = 1, //买入
  5. OrderSide_Sell = 2, //卖出
  6. };

OrderType - 委托类型

  1. enum OrderType
  2. {
  3. OrderType_Unknown = 0,
  4. OrderType_Limit = 1, //限价委托
  5. OrderType_Market = 2, //市价委托
  6. OrderType_Stop = 3, //止损止盈委托
  7. };

ExecType - 执行回报类型

  1. enum ExecType
  2. {
  3. ExecType_Unknown = 0,
  4. ExecType_New = 1, //已报
  5. ExecType_Canceled = 5, //已撤销
  6. ExecType_PendingCancel = 6, //待撤销
  7. ExecType_Rejected = 8, //已拒绝
  8. ExecType_Suspended = 9, //挂起
  9. ExecType_PendingNew = 10, //待报
  10. ExecType_Expired = 12, //过期
  11. ExecType_Trade = 15, //成交
  12. ExecType_OrderStatus = 18, //委托状态
  13. ExecType_CancelRejected = 19, //撤单被拒绝
  14. };

PositionEffect - 开平仓类型

  1. enum PositionEffect
  2. {
  3. PositionEffect_Unknown = 0,
  4. PositionEffect_Open = 1, //开仓
  5. PositionEffect_Close = 2, //平仓,具体语义取决于对应的交易所
  6. PositionEffect_CloseToday = 3, //平今仓
  7. PositionEffect_CloseYesterday = 4, //平昨仓
  8. };

PositionSide - 持仓方向

  1. enum PositionSide
  2. {
  3. PositionSide_Unknown = 0,
  4. PositionSide_Long = 1, //多方向
  5. PositionSide_Short = 2, //空方向
  6. };

OrderRejectReason - 订单拒绝原因

  1. enum OrderRejectReason
  2. {
  3. OrderRejectReason_Unknown = 0, //未知原因
  4. OrderRejectReason_RiskRuleCheckFailed = 1, //不符合风控规则
  5. OrderRejectReason_NoEnoughCash = 2, //资金不足
  6. OrderRejectReason_NoEnoughPosition = 3, //仓位不足
  7. OrderRejectReason_IllegalAccountId = 4, //非法账户ID
  8. OrderRejectReason_IllegalStrategyId = 5, //非法策略ID
  9. OrderRejectReason_IllegalSymbol = 6, //非法交易代码
  10. OrderRejectReason_IllegalVolume = 7, //非法委托量
  11. OrderRejectReason_IllegalPrice = 8, //非法委托价
  12. OrderRejectReason_AccountDisabled = 10, //交易账号被禁止交易
  13. OrderRejectReason_AccountDisconnected = 11, //交易账号未连接
  14. OrderRejectReason_AccountLoggedout = 12, //交易账号未登录
  15. OrderRejectReason_NotInTradingSession = 13, //非交易时段
  16. OrderRejectReason_OrderTypeNotSupported = 14, //委托类型不支持
  17. OrderRejectReason_Throttle = 15, //流控限制
  18. OrderRejectReason_SymbolSusppended = 16, //交易代码停牌
  19. OrderRejectReason_Internal = 999, //内部错误
  20. CancelOrderRejectReason_OrderFinalized = 101, //委托已完成
  21. CancelOrderRejectReason_UnknownOrder = 102, //未知委托
  22. CancelOrderRejectReason_BrokerOption = 103, //柜台设置
  23. CancelOrderRejectReason_AlreadyInPendingCancel = 104, //委托撤销中
  24. };

CashPositionChangeReason - 仓位变更原因

  1. enum CashPositionChangeReason
  2. {
  3. CashPositionChangeReason_Unknown = 0,
  4. CashPositionChangeReason_Trade = 1, //交易
  5. CashPositionChangeReason_Inout = 2, //出入金/出入持仓
  6. CashPositionChangeReason_Dividend = 3, //分红送股
  7. };

AccountState - 交易账户状态

  1. enum AccountState
  2. {
  3. State_UNKNOWN = 0, //未知
  4. State_CONNECTING = 1, //连接中
  5. State_CONNECTED = 2, //已连接
  6. State_LOGGEDIN = 3, //已登录
  7. State_DISCONNECTING = 4, //断开中
  8. State_DISCONNECTED = 5, //已断开
  9. State_ERROR = 6 //错误
  10. };
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