交易类
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更新 2023-10-08 17:27:39
Account - 账户结构
public class Account{ public string accountId; //账号ID public string accountName; //账户登录名 public string intro; //账号描述 public string comment; //账号备注};
AccountStatus - 账户状态结构
public class AccountStatus{ public string accountId; //账号ID public string accountName; //账户登录名 public int state; //账户状态 public int errorCode; //错误码 public string errorMsg; //错误信息};
PlaceOrders - 下单参数结构
public struct PlaceOrderReq{ public string symbol; //交易标的 public int volume; //下单数量 public OrderSide side; //委托方向 public OrderType type; //委托类型 public PositionEffect positionEffect; //开平方向 public double price; //委托价格 public OrderDuration orderDuration; //委托时间属性 public OrderQualifier orderQualifier; //委托成交属性 public string account; //账号}
Order - 委托结构
public class Order{ public string strategyId; //策略ID public string accountId; //账号ID public string accountName; //账户登录名 public string clOrdId; //委托客户端ID public string orderId; //委托柜台ID public string exOrdId; //委托交易所ID public string symbol; //symbol public int side; //买卖方向，取值参考enum OrderSide public int positionEffect; //开平标志，取值参考enum PositionEffect public int positionSide; //持仓方向，取值参考enum PositionSide public int orderType; //委托类型，取值参考enum OrderType public int orderDuration; //委托时间属性，取值参考enum OrderDuration public int orderQualifier; //委托成交属性，取值参考enum OrderQualifier public int orderSrc; //委托来源，取值参考enum OrderSrc public int status; //委托状态，取值参考enum OrderStatus public int ordRejReason; //委托拒绝原因，取值参考enum OrderRejectReason public string ordRejReasonDetail; //委托拒绝原因描述 public double price; //委托价格 public double stopPrice; //委托止损/止盈触发价格 public int orderStyle; //委托风格，取值参考 enum OrderStyle public Int64 volume; //委托量 public double value; //委托额 public double percent; //委托百分比 public Int64 targetVolume; //委托目标量 public double targetValue; //委托目标额 public double targetPercent; //委托目标百分比 public Int64 filledVolume; //已成量 public double filledVwap; //已成均价 public double filledAmount; //已成金额 public double filledCommission; //已成手续费 public DateTime createdAt; //委托创建时间 public DateTime updatedAt; //委托更新时间 };
ExecRpt - 回报结构
public class ExecRpt{ public string strategyId; //策略ID public string accountId; //账号ID public string accountName; //账户登录名 public string clOrdId; //委托客户端ID public string orderId; //委托柜台ID public string execId; //委托回报ID public string symbol; //symbol public int positionEffect; //开平标志，取值参考enum PositionEffect public int side; //买卖方向，取值参考enum OrderSide public int ordRejReason; //委托拒绝原因，取值参考enum OrderRejectReason public string ordRejReasonDetail; //委托拒绝原因描述 public int execType; //执行回报类型, 取值参考enum ExecType public double price; //委托成交价格 public Int64 volume; //委托成交量 public double amount; //委托成交金额 public double commission; //委托成交手续费 public double cost; //委托成交成本金额 public DateTime createdAt; //回报创建时间};
Cash - 资金结构
public class Cash{ public string accountId; //账号ID public string accountName; //账户登录名 public int currency; //币种 public double nav; //净值(cum_inout + cum_pnl + fpnl - cum_commission) public double pnl; //净收益(nav-cum_inout) public double fpnl; //浮动盈亏(sum(each position fpnl)) public double frozen; //持仓占用资金 public double orderFrozen; //挂单冻结资金 public double available; //可用资金 public double balance; //资金余额 public double cumInout; //累计出入金 public double cumTrade; //累计交易额 public double cumPnl; //累计平仓收益(没扣除手续费) public double cumCommission; //累计手续费 public double lastTrade; //上一次交易额 public double lastPnl; //上一次收益 public double lastCommission; //上一次手续费 public double lastInout; //上一次出入金 public int changeReason; //资金变更原因，取值参考enum CashPositionChangeReason public string changeEventId; //触发资金变更事件的ID public DateTime createdAt; //资金初始时间 public DateTime updatedAt; //资金变更时间};
Position - 持仓结构
public class Position{ public string accountId; //账号ID public string accountName; //账户登录名 public string symbol; //symbol public int side; //持仓方向，取值参考enum PositionSide public Int64 volume; //总持仓量; 昨持仓量(volume-volume_today) public Int64 volumeToday; //今日持仓量 public double vwap; //持仓均价 public double amount; //持仓额(volume*vwap*multiplier) public double price; //当前行情价格 public double fpnl; //持仓浮动盈亏((price-vwap)*volume*multiplier) public double cost; //持仓成本(vwap*volume*multiplier*margin_ratio) public Int64 orderFrozen; //挂单冻结仓位 public Int64 orderFrozenToday; //挂单冻结今仓仓位 public Int64 available; //非挂单冻结仓位(volume-order_frozen); 可平昨仓位(available-available_today) public Int64 availableToday; //非挂单冻结今仓位(volume_today-order_frozen_today) public Int64 availableNow; //当前可平仓位 public double marketValue; //持仓市值 public double lastPrice; //上一次成交价 public Int64 lastVolume; //上一次成交量 public Int64 lastInout; //上一次出入持仓量 public int changeReason; //仓位变更原因，取值参考enum CashPositionChangeReason public string changeEventId; //触发资金变更事件的ID public int hasDividend; //持仓区间有分红配送 public DateTime createdAt; //建仓时间（实盘不支持） public DateTime updatedAt; //仓位变更时间（实盘不支持）};
Indicator - 绩效指标结构
public class Indicator{ public string accountId; //账号ID public double pnlRatio; //累计收益率(pnl/cum_inout) public double pnlRatioAnnual; //年化收益率 public double sharpRatio; //夏普比率 public double maxDrawdown; //最大回撤 public double riskRatio; //风险比率 public int openCount; //开仓次数 public int closeCount; //平仓次数 public int winCount; //盈利次数 public int loseCount; //亏损次数 public double winRatio; //胜率 public DateTime createdAt; //指标创建时间 public DateTime updatedAt; //指标变更时间};
Parameter - 动态参数结构
public class Parameter{ public string key; //参数键 public double value; //参数值 public double min; //可设置的最小值 public double max; //可设置的最大值 public string name; //参数名 public string intro; //参数说明 public string group; //组名 public bool readonlyFlag; //是否只读};
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