trdcommon

package
v0.1.3 Latest Latest
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Published: Mar 12, 2022 License: MIT Imports: 5 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

View Source
var (
	TrdEnv_name = map[int32]string{
		0: "TrdEnv_Simulate",
		1: "TrdEnv_Real",
	}
	TrdEnv_value = map[string]int32{
		"TrdEnv_Simulate": 0,
		"TrdEnv_Real":     1,
	}
)

Enum value maps for TrdEnv.

View Source
var (
	TrdMarket_name = map[int32]string{
		0: "TrdMarket_Unknown",
		1: "TrdMarket_HK",
		2: "TrdMarket_US",
		3: "TrdMarket_CN",
		4: "TrdMarket_HKCC",
		5: "TrdMarket_Futures",
	}
	TrdMarket_value = map[string]int32{
		"TrdMarket_Unknown": 0,
		"TrdMarket_HK":      1,
		"TrdMarket_US":      2,
		"TrdMarket_CN":      3,
		"TrdMarket_HKCC":    4,
		"TrdMarket_Futures": 5,
	}
)

Enum value maps for TrdMarket.

View Source
var (
	TrdSecMarket_name = map[int32]string{
		0:  "TrdSecMarket_Unknown",
		1:  "TrdSecMarket_HK",
		2:  "TrdSecMarket_US",
		31: "TrdSecMarket_CN_SH",
		32: "TrdSecMarket_CN_SZ",
		41: "TrdSecMarket_SG",
		51: "TrdSecMarket_JP",
	}
	TrdSecMarket_value = map[string]int32{
		"TrdSecMarket_Unknown": 0,
		"TrdSecMarket_HK":      1,
		"TrdSecMarket_US":      2,
		"TrdSecMarket_CN_SH":   31,
		"TrdSecMarket_CN_SZ":   32,
		"TrdSecMarket_SG":      41,
		"TrdSecMarket_JP":      51,
	}
)

Enum value maps for TrdSecMarket.

View Source
var (
	TrdSide_name = map[int32]string{
		0: "TrdSide_Unknown",
		1: "TrdSide_Buy",
		2: "TrdSide_Sell",
		3: "TrdSide_SellShort",
		4: "TrdSide_BuyBack",
	}
	TrdSide_value = map[string]int32{
		"TrdSide_Unknown":   0,
		"TrdSide_Buy":       1,
		"TrdSide_Sell":      2,
		"TrdSide_SellShort": 3,
		"TrdSide_BuyBack":   4,
	}
)

Enum value maps for TrdSide.

View Source
var (
	OrderType_name = map[int32]string{
		0: "OrderType_Unknown",
		1: "OrderType_Normal",
		2: "OrderType_Market",
		5: "OrderType_AbsoluteLimit",
		6: "OrderType_Auction",
		7: "OrderType_AuctionLimit",
		8: "OrderType_SpecialLimit",
		9: "OrderType_SpecialLimit_All",
	}
	OrderType_value = map[string]int32{
		"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,
	}
)

Enum value maps for OrderType.

View Source
var (
	OrderStatus_name = map[int32]string{
		0:  "OrderStatus_Unsubmitted",
		-1: "OrderStatus_Unknown",
		1:  "OrderStatus_WaitingSubmit",
		2:  "OrderStatus_Submitting",
		3:  "OrderStatus_SubmitFailed",
		4:  "OrderStatus_TimeOut",
		5:  "OrderStatus_Submitted",
		10: "OrderStatus_Filled_Part",
		11: "OrderStatus_Filled_All",
		12: "OrderStatus_Cancelling_Part",
		13: "OrderStatus_Cancelling_All",
		14: "OrderStatus_Cancelled_Part",
		15: "OrderStatus_Cancelled_All",
		21: "OrderStatus_Failed",
		22: "OrderStatus_Disabled",
		23: "OrderStatus_Deleted",
		24: "OrderStatus_FillCancelled",
	}
	OrderStatus_value = map[string]int32{
		"OrderStatus_Unsubmitted":     0,
		"OrderStatus_Unknown":         -1,
		"OrderStatus_WaitingSubmit":   1,
		"OrderStatus_Submitting":      2,
		"OrderStatus_SubmitFailed":    3,
		"OrderStatus_TimeOut":         4,
		"OrderStatus_Submitted":       5,
		"OrderStatus_Filled_Part":     10,
		"OrderStatus_Filled_All":      11,
		"OrderStatus_Cancelling_Part": 12,
		"OrderStatus_Cancelling_All":  13,
		"OrderStatus_Cancelled_Part":  14,
		"OrderStatus_Cancelled_All":   15,
		"OrderStatus_Failed":          21,
		"OrderStatus_Disabled":        22,
		"OrderStatus_Deleted":         23,
		"OrderStatus_FillCancelled":   24,
	}
)

Enum value maps for OrderStatus.

View Source
var (
	OrderFillStatus_name = map[int32]string{
		0: "OrderFillStatus_OK",
		1: "OrderFillStatus_Cancelled",
		2: "OrderFillStatus_Changed",
	}
	OrderFillStatus_value = map[string]int32{
		"OrderFillStatus_OK":        0,
		"OrderFillStatus_Cancelled": 1,
		"OrderFillStatus_Changed":   2,
	}
)

Enum value maps for OrderFillStatus.

View Source
var (
	PositionSide_name = map[int32]string{
		0:  "PositionSide_Long",
		-1: "PositionSide_Unknown",
		1:  "PositionSide_Short",
	}
	PositionSide_value = map[string]int32{
		"PositionSide_Long":    0,
		"PositionSide_Unknown": -1,
		"PositionSide_Short":   1,
	}
)

Enum value maps for PositionSide.

View Source
var (
	ModifyOrderOp_name = map[int32]string{
		0: "ModifyOrderOp_Unknown",
		1: "ModifyOrderOp_Normal",
		2: "ModifyOrderOp_Cancel",
		3: "ModifyOrderOp_Disable",
		4: "ModifyOrderOp_Enable",
		5: "ModifyOrderOp_Delete",
	}
	ModifyOrderOp_value = map[string]int32{
		"ModifyOrderOp_Unknown": 0,
		"ModifyOrderOp_Normal":  1,
		"ModifyOrderOp_Cancel":  2,
		"ModifyOrderOp_Disable": 3,
		"ModifyOrderOp_Enable":  4,
		"ModifyOrderOp_Delete":  5,
	}
)

Enum value maps for ModifyOrderOp.

View Source
var (
	TrdAccType_name = map[int32]string{
		0: "TrdAccType_Unknown",
		1: "TrdAccType_Cash",
		2: "TrdAccType_Margin",
	}
	TrdAccType_value = map[string]int32{
		"TrdAccType_Unknown": 0,
		"TrdAccType_Cash":    1,
		"TrdAccType_Margin":  2,
	}
)

Enum value maps for TrdAccType.

View Source
var (
	Currency_name = map[int32]string{
		0: "Currency_Unknown",
		1: "Currency_HKD",
		2: "Currency_USD",
		3: "Currency_CNH",
		4: "Currency_JPY",
	}
	Currency_value = map[string]int32{
		"Currency_Unknown": 0,
		"Currency_HKD":     1,
		"Currency_USD":     2,
		"Currency_CNH":     3,
		"Currency_JPY":     4,
	}
)

Enum value maps for Currency.

View Source
var (
	CltRiskLevel_name = map[int32]string{
		-1: "CltRiskLevel_Unknown",
		0:  "CltRiskLevel_Safe",
		1:  "CltRiskLevel_Warning",
		2:  "CltRiskLevel_Danger",
		3:  "CltRiskLevel_AbsoluteSafe",
		4:  "CltRiskLevel_OptDanger",
	}
	CltRiskLevel_value = map[string]int32{
		"CltRiskLevel_Unknown":      -1,
		"CltRiskLevel_Safe":         0,
		"CltRiskLevel_Warning":      1,
		"CltRiskLevel_Danger":       2,
		"CltRiskLevel_AbsoluteSafe": 3,
		"CltRiskLevel_OptDanger":    4,
	}
)

Enum value maps for CltRiskLevel.

View Source
var (
	TimeInForce_name = map[int32]string{
		0: "TimeInForce_DAY",
		1: "TimeInForce_GTC",
	}
	TimeInForce_value = map[string]int32{
		"TimeInForce_DAY": 0,
		"TimeInForce_GTC": 1,
	}
)

Enum value maps for TimeInForce.

View Source
var (
	SecurityFirm_name = map[int32]string{
		0: "SecurityFirm_Unknown",
		1: "SecurityFirm_FutuSecurities",
		2: "SecurityFirm_FutuInc",
	}
	SecurityFirm_value = map[string]int32{
		"SecurityFirm_Unknown":        0,
		"SecurityFirm_FutuSecurities": 1,
		"SecurityFirm_FutuInc":        2,
	}
)

Enum value maps for SecurityFirm.

View Source
var (
	SimAccType_name = map[int32]string{
		0: "SimAccType_Unknown",
		1: "SimAccType_Stock",
		2: "SimAccType_Option",
	}
	SimAccType_value = map[string]int32{
		"SimAccType_Unknown": 0,
		"SimAccType_Stock":   1,
		"SimAccType_Option":  2,
	}
)

Enum value maps for SimAccType.

View Source
var (
	CltRiskStatus_name = map[int32]string{
		0: "CltRiskStatus_Unknown",
		1: "CltRiskStatus_Level1",
		2: "CltRiskStatus_Level2",
		3: "CltRiskStatus_Level3",
		4: "CltRiskStatus_Level4",
		5: "CltRiskStatus_Level5",
		6: "CltRiskStatus_Level6",
		7: "CltRiskStatus_Level7",
		8: "CltRiskStatus_Level8",
		9: "CltRiskStatus_Level9",
	}
	CltRiskStatus_value = map[string]int32{
		"CltRiskStatus_Unknown": 0,
		"CltRiskStatus_Level1":  1,
		"CltRiskStatus_Level2":  2,
		"CltRiskStatus_Level3":  3,
		"CltRiskStatus_Level4":  4,
		"CltRiskStatus_Level5":  5,
		"CltRiskStatus_Level6":  6,
		"CltRiskStatus_Level7":  7,
		"CltRiskStatus_Level8":  8,
		"CltRiskStatus_Level9":  9,
	}
)

Enum value maps for CltRiskStatus.

View Source
var File_Trd_Common_proto protoreflect.FileDescriptor

Functions

This section is empty.

Types

type AccCashInfo

type AccCashInfo struct {
	Currency         *int32   `protobuf:"varint,1,opt,name=currency" json:"currency,omitempty"`                  // 货币类型,取值参考 Currency
	Cash             *float64 `protobuf:"fixed64,2,opt,name=cash" json:"cash,omitempty"`                         // 现金结余
	AvailableBalance *float64 `protobuf:"fixed64,3,opt,name=availableBalance" json:"availableBalance,omitempty"` // 现金可提金额
	// contains filtered or unexported fields
}

账户现金信息,目前仅用于期货账户

func (*AccCashInfo) Descriptor deprecated

func (*AccCashInfo) Descriptor() ([]byte, []int)

Deprecated: Use AccCashInfo.ProtoReflect.Descriptor instead.

func (*AccCashInfo) GetAvailableBalance

func (x *AccCashInfo) GetAvailableBalance() float64

func (*AccCashInfo) GetCash

func (x *AccCashInfo) GetCash() float64

func (*AccCashInfo) GetCurrency

func (x *AccCashInfo) GetCurrency() int32

func (*AccCashInfo) ProtoMessage

func (*AccCashInfo) ProtoMessage()

func (*AccCashInfo) ProtoReflect

func (x *AccCashInfo) ProtoReflect() protoreflect.Message

func (*AccCashInfo) Reset

func (x *AccCashInfo) Reset()

func (*AccCashInfo) String

func (x *AccCashInfo) String() string

type CltRiskLevel

type CltRiskLevel int32

账户风险控制等级

const (
	CltRiskLevel_CltRiskLevel_Unknown      CltRiskLevel = -1 // 未知
	CltRiskLevel_CltRiskLevel_Safe         CltRiskLevel = 0  // 安全
	CltRiskLevel_CltRiskLevel_Warning      CltRiskLevel = 1  // 预警
	CltRiskLevel_CltRiskLevel_Danger       CltRiskLevel = 2  // 危险
	CltRiskLevel_CltRiskLevel_AbsoluteSafe CltRiskLevel = 3  // 绝对安全
	CltRiskLevel_CltRiskLevel_OptDanger    CltRiskLevel = 4  // 危险, 期权相关
)

func (CltRiskLevel) Descriptor

func (CltRiskLevel) Enum

func (x CltRiskLevel) Enum() *CltRiskLevel

func (CltRiskLevel) EnumDescriptor deprecated

func (CltRiskLevel) EnumDescriptor() ([]byte, []int)

Deprecated: Use CltRiskLevel.Descriptor instead.

func (CltRiskLevel) Number

func (CltRiskLevel) String

func (x CltRiskLevel) String() string

func (CltRiskLevel) Type

func (*CltRiskLevel) UnmarshalJSON deprecated

func (x *CltRiskLevel) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type CltRiskStatus

type CltRiskStatus int32

风险状态,共分 9 个等级,LEVEL1是最安全,LEVEL9是最危险

const (
	CltRiskStatus_CltRiskStatus_Unknown CltRiskStatus = 0 //未知
	CltRiskStatus_CltRiskStatus_Level1  CltRiskStatus = 1 //非常安全
	CltRiskStatus_CltRiskStatus_Level2  CltRiskStatus = 2 //安全
	CltRiskStatus_CltRiskStatus_Level3  CltRiskStatus = 3 //较安全
	CltRiskStatus_CltRiskStatus_Level4  CltRiskStatus = 4 //较低风险
	CltRiskStatus_CltRiskStatus_Level5  CltRiskStatus = 5 //中等风险
	CltRiskStatus_CltRiskStatus_Level6  CltRiskStatus = 6 //较高风险
	CltRiskStatus_CltRiskStatus_Level7  CltRiskStatus = 7 //预警
	CltRiskStatus_CltRiskStatus_Level8  CltRiskStatus = 8 //预警
	CltRiskStatus_CltRiskStatus_Level9  CltRiskStatus = 9 //预警
)

func (CltRiskStatus) Descriptor

func (CltRiskStatus) Enum

func (x CltRiskStatus) Enum() *CltRiskStatus

func (CltRiskStatus) EnumDescriptor deprecated

func (CltRiskStatus) EnumDescriptor() ([]byte, []int)

Deprecated: Use CltRiskStatus.Descriptor instead.

func (CltRiskStatus) Number

func (CltRiskStatus) String

func (x CltRiskStatus) String() string

func (CltRiskStatus) Type

func (*CltRiskStatus) UnmarshalJSON deprecated

func (x *CltRiskStatus) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type Currency

type Currency int32

货币种类

const (
	Currency_Currency_Unknown Currency = 0 //未知货币
	Currency_Currency_HKD     Currency = 1 // 港币
	Currency_Currency_USD     Currency = 2 // 美元
	Currency_Currency_CNH     Currency = 3 // 离岸人民币
	Currency_Currency_JPY     Currency = 4 // 日元
)

func (Currency) Descriptor

func (Currency) Descriptor() protoreflect.EnumDescriptor

func (Currency) Enum

func (x Currency) Enum() *Currency

func (Currency) EnumDescriptor deprecated

func (Currency) EnumDescriptor() ([]byte, []int)

Deprecated: Use Currency.Descriptor instead.

func (Currency) Number

func (x Currency) Number() protoreflect.EnumNumber

func (Currency) String

func (x Currency) String() string

func (Currency) Type

func (*Currency) UnmarshalJSON deprecated

func (x *Currency) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type Funds

type Funds struct {
	Power             *float64       `protobuf:"fixed64,1,req,name=power" json:"power,omitempty"`                          //最大购买力(做多),3位精度,下同。
	TotalAssets       *float64       `protobuf:"fixed64,2,req,name=totalAssets" json:"totalAssets,omitempty"`              //资产净值
	Cash              *float64       `protobuf:"fixed64,3,req,name=cash" json:"cash,omitempty"`                            //现金
	MarketVal         *float64       `protobuf:"fixed64,4,req,name=marketVal" json:"marketVal,omitempty"`                  //证券市值, 仅证券账户适用
	FrozenCash        *float64       `protobuf:"fixed64,5,req,name=frozenCash" json:"frozenCash,omitempty"`                //冻结资金
	DebtCash          *float64       `protobuf:"fixed64,6,req,name=debtCash" json:"debtCash,omitempty"`                    //计息金额
	AvlWithdrawalCash *float64       `protobuf:"fixed64,7,req,name=avlWithdrawalCash" json:"avlWithdrawalCash,omitempty"`  //现金可提,仅证券账户适用
	Currency          *int32         `protobuf:"varint,8,opt,name=currency" json:"currency,omitempty"`                     //币种,本结构体资金相关的货币类型,取值参见 Currency,期货适用
	AvailableFunds    *float64       `protobuf:"fixed64,9,opt,name=availableFunds" json:"availableFunds,omitempty"`        //可用资金,期货适用
	UnrealizedPL      *float64       `protobuf:"fixed64,10,opt,name=unrealizedPL" json:"unrealizedPL,omitempty"`           //未实现盈亏,期货适用
	RealizedPL        *float64       `protobuf:"fixed64,11,opt,name=realizedPL" json:"realizedPL,omitempty"`               //已实现盈亏,期货适用
	RiskLevel         *int32         `protobuf:"varint,12,opt,name=riskLevel" json:"riskLevel,omitempty"`                  //风控状态,参见 CltRiskLevel, 期货适用
	InitialMargin     *float64       `protobuf:"fixed64,13,opt,name=initialMargin" json:"initialMargin,omitempty"`         //初始保证金
	MaintenanceMargin *float64       `protobuf:"fixed64,14,opt,name=maintenanceMargin" json:"maintenanceMargin,omitempty"` //维持保证金
	CashInfoList      []*AccCashInfo `protobuf:"bytes,15,rep,name=cashInfoList" json:"cashInfoList,omitempty"`             //分币种的现金信息,期货适用
	MaxPowerShort     *float64       `protobuf:"fixed64,16,opt,name=maxPowerShort" json:"maxPowerShort,omitempty"`         //卖空购买力
	NetCashPower      *float64       `protobuf:"fixed64,17,opt,name=netCashPower" json:"netCashPower,omitempty"`           //现金购买力
	LongMv            *float64       `protobuf:"fixed64,18,opt,name=longMv" json:"longMv,omitempty"`                       //多头市值
	ShortMv           *float64       `protobuf:"fixed64,19,opt,name=shortMv" json:"shortMv,omitempty"`                     //空头市值
	PendingAsset      *float64       `protobuf:"fixed64,20,opt,name=pendingAsset" json:"pendingAsset,omitempty"`           //在途资产
	MaxWithdrawal     *float64       `protobuf:"fixed64,21,opt,name=maxWithdrawal" json:"maxWithdrawal,omitempty"`         //融资可提,仅证券账户适用
	RiskStatus        *int32         `protobuf:"varint,22,opt,name=riskStatus" json:"riskStatus,omitempty"`                //风险状态,参见 [CltRiskStatus],证券账户适用,共分 9 个等级,LEVEL1是最安全,LEVEL9是最危险
	MarginCallMargin  *float64       `protobuf:"fixed64,23,opt,name=marginCallMargin" json:"marginCallMargin,omitempty"`   //	Margin Call 保证金
	// contains filtered or unexported fields
}

账户资金结构

func (*Funds) Descriptor deprecated

func (*Funds) Descriptor() ([]byte, []int)

Deprecated: Use Funds.ProtoReflect.Descriptor instead.

func (*Funds) GetAvailableFunds

func (x *Funds) GetAvailableFunds() float64

func (*Funds) GetAvlWithdrawalCash

func (x *Funds) GetAvlWithdrawalCash() float64

func (*Funds) GetCash

func (x *Funds) GetCash() float64

func (*Funds) GetCashInfoList

func (x *Funds) GetCashInfoList() []*AccCashInfo

func (*Funds) GetCurrency

func (x *Funds) GetCurrency() int32

func (*Funds) GetDebtCash

func (x *Funds) GetDebtCash() float64

func (*Funds) GetFrozenCash

func (x *Funds) GetFrozenCash() float64

func (*Funds) GetInitialMargin

func (x *Funds) GetInitialMargin() float64

func (*Funds) GetLongMv

func (x *Funds) GetLongMv() float64

func (*Funds) GetMaintenanceMargin

func (x *Funds) GetMaintenanceMargin() float64

func (*Funds) GetMarginCallMargin

func (x *Funds) GetMarginCallMargin() float64

func (*Funds) GetMarketVal

func (x *Funds) GetMarketVal() float64

func (*Funds) GetMaxPowerShort

func (x *Funds) GetMaxPowerShort() float64

func (*Funds) GetMaxWithdrawal

func (x *Funds) GetMaxWithdrawal() float64

func (*Funds) GetNetCashPower

func (x *Funds) GetNetCashPower() float64

func (*Funds) GetPendingAsset

func (x *Funds) GetPendingAsset() float64

func (*Funds) GetPower

func (x *Funds) GetPower() float64

func (*Funds) GetRealizedPL

func (x *Funds) GetRealizedPL() float64

func (*Funds) GetRiskLevel

func (x *Funds) GetRiskLevel() int32

func (*Funds) GetRiskStatus

func (x *Funds) GetRiskStatus() int32

func (*Funds) GetShortMv

func (x *Funds) GetShortMv() float64

func (*Funds) GetTotalAssets

func (x *Funds) GetTotalAssets() float64

func (*Funds) GetUnrealizedPL

func (x *Funds) GetUnrealizedPL() float64

func (*Funds) ProtoMessage

func (*Funds) ProtoMessage()

func (*Funds) ProtoReflect

func (x *Funds) ProtoReflect() protoreflect.Message

func (*Funds) Reset

func (x *Funds) Reset()

func (*Funds) String

func (x *Funds) String() string

type MaxTrdQtys

type MaxTrdQtys struct {

	//因目前服务器实现的问题,卖空需要先卖掉持仓才能再卖空,是分开两步卖的,买回来同样是逆向两步;而看多的买是可以现金加融资一起一步买的,请注意这个差异
	MaxCashBuy          *float64 `protobuf:"fixed64,1,req,name=maxCashBuy" json:"maxCashBuy,omitempty"`                   //不使用融资,仅自己的现金最大可买整手股数,期货此字段值为0
	MaxCashAndMarginBuy *float64 `protobuf:"fixed64,2,opt,name=maxCashAndMarginBuy" json:"maxCashAndMarginBuy,omitempty"` //使用融资,自己的现金 + 融资资金总共的最大可买整手股数,期货不适用
	MaxPositionSell     *float64 `protobuf:"fixed64,3,req,name=maxPositionSell" json:"maxPositionSell,omitempty"`         //不使用融券(卖空),仅自己的持仓最大可卖整手股数
	MaxSellShort        *float64 `protobuf:"fixed64,4,opt,name=maxSellShort" json:"maxSellShort,omitempty"`               //使用融券(卖空),最大可卖空整手股数,不包括多仓,期货不适用
	MaxBuyBack          *float64 `protobuf:"fixed64,5,opt,name=maxBuyBack" json:"maxBuyBack,omitempty"`                   //卖空后,需要买回的最大整手股数。因为卖空后,必须先买回已卖空的股数,还掉股票,才能再继续买多。期货不适用
	LongRequiredIM      *float64 `protobuf:"fixed64,6,opt,name=longRequiredIM" json:"longRequiredIM,omitempty"`           //开多仓每张合约初始保证金。当前仅期货和期权适用(最低 FutuOpenD 版本要求:5.0.1310)
	ShortRequiredIM     *float64 `protobuf:"fixed64,7,opt,name=shortRequiredIM" json:"shortRequiredIM,omitempty"`         //开空仓每张合约初始保证金。当前仅期货和期权适用(最低 FutuOpenD 版本要求:5.0.1310)
	// contains filtered or unexported fields
}

最大可交易数量

func (*MaxTrdQtys) Descriptor deprecated

func (*MaxTrdQtys) Descriptor() ([]byte, []int)

Deprecated: Use MaxTrdQtys.ProtoReflect.Descriptor instead.

func (*MaxTrdQtys) GetLongRequiredIM

func (x *MaxTrdQtys) GetLongRequiredIM() float64

func (*MaxTrdQtys) GetMaxBuyBack

func (x *MaxTrdQtys) GetMaxBuyBack() float64

func (*MaxTrdQtys) GetMaxCashAndMarginBuy

func (x *MaxTrdQtys) GetMaxCashAndMarginBuy() float64

func (*MaxTrdQtys) GetMaxCashBuy

func (x *MaxTrdQtys) GetMaxCashBuy() float64

func (*MaxTrdQtys) GetMaxPositionSell

func (x *MaxTrdQtys) GetMaxPositionSell() float64

func (*MaxTrdQtys) GetMaxSellShort

func (x *MaxTrdQtys) GetMaxSellShort() float64

func (*MaxTrdQtys) GetShortRequiredIM

func (x *MaxTrdQtys) GetShortRequiredIM() float64

func (*MaxTrdQtys) ProtoMessage

func (*MaxTrdQtys) ProtoMessage()

func (*MaxTrdQtys) ProtoReflect

func (x *MaxTrdQtys) ProtoReflect() protoreflect.Message

func (*MaxTrdQtys) Reset

func (x *MaxTrdQtys) Reset()

func (*MaxTrdQtys) String

func (x *MaxTrdQtys) String() string

type ModifyOrderOp

type ModifyOrderOp int32

修改订单的操作类型

const (
	//港股支持全部操作,美股目前仅支持ModifyOrderOp_Normal和ModifyOrderOp_Cancel
	ModifyOrderOp_ModifyOrderOp_Unknown ModifyOrderOp = 0 //未知操作
	ModifyOrderOp_ModifyOrderOp_Normal  ModifyOrderOp = 1 //修改订单的价格、数量等,即以前的改单
	ModifyOrderOp_ModifyOrderOp_Cancel  ModifyOrderOp = 2 //撤单
	ModifyOrderOp_ModifyOrderOp_Disable ModifyOrderOp = 3 //失效
	ModifyOrderOp_ModifyOrderOp_Enable  ModifyOrderOp = 4 //生效
	ModifyOrderOp_ModifyOrderOp_Delete  ModifyOrderOp = 5 //删除
)

func (ModifyOrderOp) Descriptor

func (ModifyOrderOp) Enum

func (x ModifyOrderOp) Enum() *ModifyOrderOp

func (ModifyOrderOp) EnumDescriptor deprecated

func (ModifyOrderOp) EnumDescriptor() ([]byte, []int)

Deprecated: Use ModifyOrderOp.Descriptor instead.

func (ModifyOrderOp) Number

func (ModifyOrderOp) String

func (x ModifyOrderOp) String() string

func (ModifyOrderOp) Type

func (*ModifyOrderOp) UnmarshalJSON deprecated

func (x *ModifyOrderOp) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type Order

type Order struct {
	TrdSide         *int32   `protobuf:"varint,1,req,name=trdSide" json:"trdSide,omitempty"`                   //交易方向, 参见TrdSide的枚举定义
	OrderType       *int32   `protobuf:"varint,2,req,name=orderType" json:"orderType,omitempty"`               //订单类型, 参见OrderType的枚举定义
	OrderStatus     *int32   `protobuf:"varint,3,req,name=orderStatus" json:"orderStatus,omitempty"`           //订单状态, 参见OrderStatus的枚举定义
	OrderID         *uint64  `protobuf:"varint,4,req,name=orderID" json:"orderID,omitempty"`                   //订单号
	OrderIDEx       *string  `protobuf:"bytes,5,req,name=orderIDEx" json:"orderIDEx,omitempty"`                //扩展订单号(仅查问题时备用)
	Code            *string  `protobuf:"bytes,6,req,name=code" json:"code,omitempty"`                          //代码
	Name            *string  `protobuf:"bytes,7,req,name=name" json:"name,omitempty"`                          //名称
	Qty             *float64 `protobuf:"fixed64,8,req,name=qty" json:"qty,omitempty"`                          //订单数量,2位精度,期权单位是"张"
	Price           *float64 `protobuf:"fixed64,9,opt,name=price" json:"price,omitempty"`                      //订单价格,3位精度
	CreateTime      *string  `protobuf:"bytes,10,req,name=createTime" json:"createTime,omitempty"`             //创建时间,严格按YYYY-MM-DD HH:MM:SS或YYYY-MM-DD HH:MM:SS.MS格式传
	UpdateTime      *string  `protobuf:"bytes,11,req,name=updateTime" json:"updateTime,omitempty"`             //最后更新时间,严格按YYYY-MM-DD HH:MM:SS或YYYY-MM-DD HH:MM:SS.MS格式传
	FillQty         *float64 `protobuf:"fixed64,12,opt,name=fillQty" json:"fillQty,omitempty"`                 //成交数量,2位精度,期权单位是"张"
	FillAvgPrice    *float64 `protobuf:"fixed64,13,opt,name=fillAvgPrice" json:"fillAvgPrice,omitempty"`       //成交均价,无精度限制
	LastErrMsg      *string  `protobuf:"bytes,14,opt,name=lastErrMsg" json:"lastErrMsg,omitempty"`             //最后的错误描述,如果有错误,会有此描述最后一次错误的原因,无错误为空
	SecMarket       *int32   `protobuf:"varint,15,opt,name=secMarket" json:"secMarket,omitempty"`              //证券所属市场,参见TrdSecMarket的枚举定义
	CreateTimestamp *float64 `protobuf:"fixed64,16,opt,name=createTimestamp" json:"createTimestamp,omitempty"` //创建时间戳
	UpdateTimestamp *float64 `protobuf:"fixed64,17,opt,name=updateTimestamp" json:"updateTimestamp,omitempty"` //最后更新时间戳
	Remark          *string  `protobuf:"bytes,18,opt,name=remark" json:"remark,omitempty"`                     //用户备注字符串,最大长度64字节
	TimeInForce     *int32   `protobuf:"varint,19,opt,name=timeInForce" json:"timeInForce,omitempty"`          //订单期限,参考 TimeInForce 类的定义
	FillOutsideRTH  *bool    `protobuf:"varint,20,opt,name=fillOutsideRTH" json:"fillOutsideRTH,omitempty"`    //是否允许美股订单盘前盘后成交
	// contains filtered or unexported fields
}

订单结构

func (*Order) Descriptor deprecated

func (*Order) Descriptor() ([]byte, []int)

Deprecated: Use Order.ProtoReflect.Descriptor instead.

func (*Order) GetCode

func (x *Order) GetCode() string

func (*Order) GetCreateTime

func (x *Order) GetCreateTime() string

func (*Order) GetCreateTimestamp

func (x *Order) GetCreateTimestamp() float64

func (*Order) GetFillAvgPrice

func (x *Order) GetFillAvgPrice() float64

func (*Order) GetFillOutsideRTH

func (x *Order) GetFillOutsideRTH() bool

func (*Order) GetFillQty

func (x *Order) GetFillQty() float64

func (*Order) GetLastErrMsg

func (x *Order) GetLastErrMsg() string

func (*Order) GetName

func (x *Order) GetName() string

func (*Order) GetOrderID

func (x *Order) GetOrderID() uint64

func (*Order) GetOrderIDEx

func (x *Order) GetOrderIDEx() string

func (*Order) GetOrderStatus

func (x *Order) GetOrderStatus() int32

func (*Order) GetOrderType

func (x *Order) GetOrderType() int32

func (*Order) GetPrice

func (x *Order) GetPrice() float64

func (*Order) GetQty

func (x *Order) GetQty() float64

func (*Order) GetRemark

func (x *Order) GetRemark() string

func (*Order) GetSecMarket

func (x *Order) GetSecMarket() int32

func (*Order) GetTimeInForce

func (x *Order) GetTimeInForce() int32

func (*Order) GetTrdSide

func (x *Order) GetTrdSide() int32

func (*Order) GetUpdateTime

func (x *Order) GetUpdateTime() string

func (*Order) GetUpdateTimestamp

func (x *Order) GetUpdateTimestamp() float64

func (*Order) ProtoMessage

func (*Order) ProtoMessage()

func (*Order) ProtoReflect

func (x *Order) ProtoReflect() protoreflect.Message

func (*Order) Reset

func (x *Order) Reset()

func (*Order) String

func (x *Order) String() string

type OrderFill

type OrderFill struct {
	TrdSide           *int32   `protobuf:"varint,1,req,name=trdSide" json:"trdSide,omitempty"`                     //交易方向, 参见TrdSide的枚举定义
	FillID            *uint64  `protobuf:"varint,2,req,name=fillID" json:"fillID,omitempty"`                       //成交号
	FillIDEx          *string  `protobuf:"bytes,3,req,name=fillIDEx" json:"fillIDEx,omitempty"`                    //扩展成交号(仅查问题时备用)
	OrderID           *uint64  `protobuf:"varint,4,opt,name=orderID" json:"orderID,omitempty"`                     //订单号
	OrderIDEx         *string  `protobuf:"bytes,5,opt,name=orderIDEx" json:"orderIDEx,omitempty"`                  //扩展订单号(仅查问题时备用)
	Code              *string  `protobuf:"bytes,6,req,name=code" json:"code,omitempty"`                            //代码
	Name              *string  `protobuf:"bytes,7,req,name=name" json:"name,omitempty"`                            //名称
	Qty               *float64 `protobuf:"fixed64,8,req,name=qty" json:"qty,omitempty"`                            //成交数量,2位精度,期权单位是"张"
	Price             *float64 `protobuf:"fixed64,9,req,name=price" json:"price,omitempty"`                        //成交价格,3位精度
	CreateTime        *string  `protobuf:"bytes,10,req,name=createTime" json:"createTime,omitempty"`               //创建时间(成交时间),严格按YYYY-MM-DD HH:MM:SS或YYYY-MM-DD HH:MM:SS.MS格式传
	CounterBrokerID   *int32   `protobuf:"varint,11,opt,name=counterBrokerID" json:"counterBrokerID,omitempty"`    //对手经纪号,港股有效
	CounterBrokerName *string  `protobuf:"bytes,12,opt,name=counterBrokerName" json:"counterBrokerName,omitempty"` //对手经纪名称,港股有效
	SecMarket         *int32   `protobuf:"varint,13,opt,name=secMarket" json:"secMarket,omitempty"`                //证券所属市场,参见TrdSecMarket的枚举定义
	CreateTimestamp   *float64 `protobuf:"fixed64,14,opt,name=createTimestamp" json:"createTimestamp,omitempty"`   //创建时间戳
	UpdateTimestamp   *float64 `protobuf:"fixed64,15,opt,name=updateTimestamp" json:"updateTimestamp,omitempty"`   //最后更新时间戳
	Status            *int32   `protobuf:"varint,16,opt,name=status" json:"status,omitempty"`                      //成交状态, 参见OrderFillStatus的枚举定义
	// contains filtered or unexported fields
}

成交结构

func (*OrderFill) Descriptor deprecated

func (*OrderFill) Descriptor() ([]byte, []int)

Deprecated: Use OrderFill.ProtoReflect.Descriptor instead.

func (*OrderFill) GetCode

func (x *OrderFill) GetCode() string

func (*OrderFill) GetCounterBrokerID

func (x *OrderFill) GetCounterBrokerID() int32

func (*OrderFill) GetCounterBrokerName

func (x *OrderFill) GetCounterBrokerName() string

func (*OrderFill) GetCreateTime

func (x *OrderFill) GetCreateTime() string

func (*OrderFill) GetCreateTimestamp

func (x *OrderFill) GetCreateTimestamp() float64

func (*OrderFill) GetFillID

func (x *OrderFill) GetFillID() uint64

func (*OrderFill) GetFillIDEx

func (x *OrderFill) GetFillIDEx() string

func (*OrderFill) GetName

func (x *OrderFill) GetName() string

func (*OrderFill) GetOrderID

func (x *OrderFill) GetOrderID() uint64

func (*OrderFill) GetOrderIDEx

func (x *OrderFill) GetOrderIDEx() string

func (*OrderFill) GetPrice

func (x *OrderFill) GetPrice() float64

func (*OrderFill) GetQty

func (x *OrderFill) GetQty() float64

func (*OrderFill) GetSecMarket

func (x *OrderFill) GetSecMarket() int32

func (*OrderFill) GetStatus

func (x *OrderFill) GetStatus() int32

func (*OrderFill) GetTrdSide

func (x *OrderFill) GetTrdSide() int32

func (*OrderFill) GetUpdateTimestamp

func (x *OrderFill) GetUpdateTimestamp() float64

func (*OrderFill) ProtoMessage

func (*OrderFill) ProtoMessage()

func (*OrderFill) ProtoReflect

func (x *OrderFill) ProtoReflect() protoreflect.Message

func (*OrderFill) Reset

func (x *OrderFill) Reset()

func (*OrderFill) String

func (x *OrderFill) String() string

type OrderFillStatus

type OrderFillStatus int32

一笔成交的状态

const (
	OrderFillStatus_OrderFillStatus_OK        OrderFillStatus = 0 //正常
	OrderFillStatus_OrderFillStatus_Cancelled OrderFillStatus = 1 //成交被取消
	OrderFillStatus_OrderFillStatus_Changed   OrderFillStatus = 2 //成交被更改
)

func (OrderFillStatus) Descriptor

func (OrderFillStatus) Enum

func (x OrderFillStatus) Enum() *OrderFillStatus

func (OrderFillStatus) EnumDescriptor deprecated

func (OrderFillStatus) EnumDescriptor() ([]byte, []int)

Deprecated: Use OrderFillStatus.Descriptor instead.

func (OrderFillStatus) Number

func (OrderFillStatus) String

func (x OrderFillStatus) String() string

func (OrderFillStatus) Type

func (*OrderFillStatus) UnmarshalJSON deprecated

func (x *OrderFillStatus) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type OrderStatus

type OrderStatus int32

订单状态

const (
	OrderStatus_OrderStatus_Unsubmitted     OrderStatus = 0  //未提交
	OrderStatus_OrderStatus_Unknown         OrderStatus = -1 //未知状态
	OrderStatus_OrderStatus_WaitingSubmit   OrderStatus = 1  //等待提交
	OrderStatus_OrderStatus_Submitting      OrderStatus = 2  //提交中
	OrderStatus_OrderStatus_SubmitFailed    OrderStatus = 3  //提交失败,下单失败
	OrderStatus_OrderStatus_TimeOut         OrderStatus = 4  //处理超时,结果未知
	OrderStatus_OrderStatus_Submitted       OrderStatus = 5  //已提交,等待成交
	OrderStatus_OrderStatus_Filled_Part     OrderStatus = 10 //部分成交
	OrderStatus_OrderStatus_Filled_All      OrderStatus = 11 //全部已成
	OrderStatus_OrderStatus_Cancelling_Part OrderStatus = 12 //正在撤单_部分(部分已成交,正在撤销剩余部分)
	OrderStatus_OrderStatus_Cancelling_All  OrderStatus = 13 //正在撤单_全部
	OrderStatus_OrderStatus_Cancelled_Part  OrderStatus = 14 //部分成交,剩余部分已撤单
	OrderStatus_OrderStatus_Cancelled_All   OrderStatus = 15 //全部已撤单,无成交
	OrderStatus_OrderStatus_Failed          OrderStatus = 21 //下单失败,服务拒绝
	OrderStatus_OrderStatus_Disabled        OrderStatus = 22 //已失效
	OrderStatus_OrderStatus_Deleted         OrderStatus = 23 //已删除,无成交的订单才能删除
	OrderStatus_OrderStatus_FillCancelled   OrderStatus = 24 //成交被撤销,一般遇不到,意思是已经成交的订单被回滚撤销,成交无效变为废单
)

func (OrderStatus) Descriptor

func (OrderStatus) Enum

func (x OrderStatus) Enum() *OrderStatus

func (OrderStatus) EnumDescriptor deprecated

func (OrderStatus) EnumDescriptor() ([]byte, []int)

Deprecated: Use OrderStatus.Descriptor instead.

func (OrderStatus) Number

func (x OrderStatus) Number() protoreflect.EnumNumber

func (OrderStatus) String

func (x OrderStatus) String() string

func (OrderStatus) Type

func (*OrderStatus) UnmarshalJSON deprecated

func (x *OrderStatus) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type OrderType

type OrderType int32

订单类型

const (
	OrderType_OrderType_Unknown          OrderType = 0 //未知类型
	OrderType_OrderType_Normal           OrderType = 1 //普通订单(港股的增强限价单、港股期权的限价单,A股限价委托、美股的限价单,港股期货的限价单,CME期货的限价单)。目前港股期权只能指定此订单类型。
	OrderType_OrderType_Market           OrderType = 2 //市价订单(目前支持美股、港股正股、涡轮、牛熊、界内证)
	OrderType_OrderType_AbsoluteLimit    OrderType = 5 //绝对限价订单(目前仅港股),只有价格完全匹配才成交,否则下单失败,比如你下价格为5元的买单,卖单价格必须也要是5元才能成交,低于5元也不能成交,下单失败。卖出同理
	OrderType_OrderType_Auction          OrderType = 6 //竞价订单(目前仅港股),仅港股早盘竞价和收盘竞价有效,A股的早盘竞价订单类型不变还是OrderType_Normal
	OrderType_OrderType_AuctionLimit     OrderType = 7 //竞价限价订单(目前仅港股),仅早盘竞价和收盘竞价有效,参与竞价,且要求满足指定价格才会成交
	OrderType_OrderType_SpecialLimit     OrderType = 8 //特别限价订单(目前仅港股),成交规则同增强限价订单,且部分成交后,交易所自动撤销订单
	OrderType_OrderType_SpecialLimit_All OrderType = 9 //特别限价且要求全部成交订单(目前仅港股),要么全部成交,要么自动撤单
)

func (OrderType) Descriptor

func (OrderType) Descriptor() protoreflect.EnumDescriptor

func (OrderType) Enum

func (x OrderType) Enum() *OrderType

func (OrderType) EnumDescriptor deprecated

func (OrderType) EnumDescriptor() ([]byte, []int)

Deprecated: Use OrderType.Descriptor instead.

func (OrderType) Number

func (x OrderType) Number() protoreflect.EnumNumber

func (OrderType) String

func (x OrderType) String() string

func (OrderType) Type

func (*OrderType) UnmarshalJSON deprecated

func (x *OrderType) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type Position

type Position struct {
	PositionID   *uint64  `protobuf:"varint,1,req,name=positionID" json:"positionID,omitempty"`     //持仓ID,一条持仓的唯一标识
	PositionSide *int32   `protobuf:"varint,2,req,name=positionSide" json:"positionSide,omitempty"` //持仓方向,参见PositionSide的枚举定义
	Code         *string  `protobuf:"bytes,3,req,name=code" json:"code,omitempty"`                  //代码
	Name         *string  `protobuf:"bytes,4,req,name=name" json:"name,omitempty"`                  //名称
	Qty          *float64 `protobuf:"fixed64,5,req,name=qty" json:"qty,omitempty"`                  //持有数量,2位精度,期权单位是"张",下同
	CanSellQty   *float64 `protobuf:"fixed64,6,req,name=canSellQty" json:"canSellQty,omitempty"`    //可卖数量
	Price        *float64 `protobuf:"fixed64,7,req,name=price" json:"price,omitempty"`              //市价,3位精度,期货为2位精度
	CostPrice    *float64 `protobuf:"fixed64,8,opt,name=costPrice" json:"costPrice,omitempty"`      //成本价,无精度限制,期货为2位精度,如果没传,代表此时此值无效,
	Val          *float64 `protobuf:"fixed64,9,req,name=val" json:"val,omitempty"`                  //市值,3位精度, 期货此字段值为0
	PlVal        *float64 `protobuf:"fixed64,10,req,name=plVal" json:"plVal,omitempty"`             //盈亏金额,3位精度,期货为2位精度
	PlRatio      *float64 `protobuf:"fixed64,11,opt,name=plRatio" json:"plRatio,omitempty"`         //盈亏百分比(如plRatio等于8.8代表涨8.8%),无精度限制,如果没传,代表此时此值无效
	SecMarket    *int32   `protobuf:"varint,12,opt,name=secMarket" json:"secMarket,omitempty"`      //证券所属市场,参见TrdSecMarket的枚举定义
	//以下是此持仓今日统计
	TdPlVal      *float64 `protobuf:"fixed64,21,opt,name=td_plVal,json=tdPlVal" json:"td_plVal,omitempty"`       //今日盈亏金额,3位精度,下同, 期货为2位精度
	TdTrdVal     *float64 `protobuf:"fixed64,22,opt,name=td_trdVal,json=tdTrdVal" json:"td_trdVal,omitempty"`    //今日交易额,期货不适用
	TdBuyVal     *float64 `protobuf:"fixed64,23,opt,name=td_buyVal,json=tdBuyVal" json:"td_buyVal,omitempty"`    //今日买入总额,期货不适用
	TdBuyQty     *float64 `protobuf:"fixed64,24,opt,name=td_buyQty,json=tdBuyQty" json:"td_buyQty,omitempty"`    //今日买入总量,期货不适用
	TdSellVal    *float64 `protobuf:"fixed64,25,opt,name=td_sellVal,json=tdSellVal" json:"td_sellVal,omitempty"` //今日卖出总额,期货不适用
	TdSellQty    *float64 `protobuf:"fixed64,26,opt,name=td_sellQty,json=tdSellQty" json:"td_sellQty,omitempty"` //今日卖出总量,期货不适用
	UnrealizedPL *float64 `protobuf:"fixed64,28,opt,name=unrealizedPL" json:"unrealizedPL,omitempty"`            //未实现盈亏,期货适用
	RealizedPL   *float64 `protobuf:"fixed64,29,opt,name=realizedPL" json:"realizedPL,omitempty"`                //已实现盈亏,期货适用
	// contains filtered or unexported fields
}

账户持仓结构

func (*Position) Descriptor deprecated

func (*Position) Descriptor() ([]byte, []int)

Deprecated: Use Position.ProtoReflect.Descriptor instead.

func (*Position) GetCanSellQty

func (x *Position) GetCanSellQty() float64

func (*Position) GetCode

func (x *Position) GetCode() string

func (*Position) GetCostPrice

func (x *Position) GetCostPrice() float64

func (*Position) GetName

func (x *Position) GetName() string

func (*Position) GetPlRatio

func (x *Position) GetPlRatio() float64

func (*Position) GetPlVal

func (x *Position) GetPlVal() float64

func (*Position) GetPositionID

func (x *Position) GetPositionID() uint64

func (*Position) GetPositionSide

func (x *Position) GetPositionSide() int32

func (*Position) GetPrice

func (x *Position) GetPrice() float64

func (*Position) GetQty

func (x *Position) GetQty() float64

func (*Position) GetRealizedPL

func (x *Position) GetRealizedPL() float64

func (*Position) GetSecMarket

func (x *Position) GetSecMarket() int32

func (*Position) GetTdBuyQty

func (x *Position) GetTdBuyQty() float64

func (*Position) GetTdBuyVal

func (x *Position) GetTdBuyVal() float64

func (*Position) GetTdPlVal

func (x *Position) GetTdPlVal() float64

func (*Position) GetTdSellQty

func (x *Position) GetTdSellQty() float64

func (*Position) GetTdSellVal

func (x *Position) GetTdSellVal() float64

func (*Position) GetTdTrdVal

func (x *Position) GetTdTrdVal() float64

func (*Position) GetUnrealizedPL

func (x *Position) GetUnrealizedPL() float64

func (*Position) GetVal

func (x *Position) GetVal() float64

func (*Position) ProtoMessage

func (*Position) ProtoMessage()

func (*Position) ProtoReflect

func (x *Position) ProtoReflect() protoreflect.Message

func (*Position) Reset

func (x *Position) Reset()

func (*Position) String

func (x *Position) String() string

type PositionSide

type PositionSide int32

持仓方向类型

const (
	PositionSide_PositionSide_Long    PositionSide = 0  //多仓,默认情况是多仓
	PositionSide_PositionSide_Unknown PositionSide = -1 //未知方向
	PositionSide_PositionSide_Short   PositionSide = 1  //空仓
)

func (PositionSide) Descriptor

func (PositionSide) Enum

func (x PositionSide) Enum() *PositionSide

func (PositionSide) EnumDescriptor deprecated

func (PositionSide) EnumDescriptor() ([]byte, []int)

Deprecated: Use PositionSide.Descriptor instead.

func (PositionSide) Number

func (PositionSide) String

func (x PositionSide) String() string

func (PositionSide) Type

func (*PositionSide) UnmarshalJSON deprecated

func (x *PositionSide) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type SecurityFirm

type SecurityFirm int32

券商

const (
	SecurityFirm_SecurityFirm_Unknown        SecurityFirm = 0 //未知
	SecurityFirm_SecurityFirm_FutuSecurities SecurityFirm = 1 //富途证券
	SecurityFirm_SecurityFirm_FutuInc        SecurityFirm = 2 //富途Inc
)

func (SecurityFirm) Descriptor

func (SecurityFirm) Enum

func (x SecurityFirm) Enum() *SecurityFirm

func (SecurityFirm) EnumDescriptor deprecated

func (SecurityFirm) EnumDescriptor() ([]byte, []int)

Deprecated: Use SecurityFirm.Descriptor instead.

func (SecurityFirm) Number

func (SecurityFirm) String

func (x SecurityFirm) String() string

func (SecurityFirm) Type

func (*SecurityFirm) UnmarshalJSON deprecated

func (x *SecurityFirm) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type SimAccType

type SimAccType int32

模拟交易账户类型

const (
	SimAccType_SimAccType_Unknown SimAccType = 0 //未知
	SimAccType_SimAccType_Stock   SimAccType = 1 //股票模拟账户(仅用于交易证券类产品,不支持交易期权)
	SimAccType_SimAccType_Option  SimAccType = 2 //期权模拟账户(仅用于交易期权,不支持交易股票证券类产品)
)

func (SimAccType) Descriptor

func (SimAccType) Descriptor() protoreflect.EnumDescriptor

func (SimAccType) Enum

func (x SimAccType) Enum() *SimAccType

func (SimAccType) EnumDescriptor deprecated

func (SimAccType) EnumDescriptor() ([]byte, []int)

Deprecated: Use SimAccType.Descriptor instead.

func (SimAccType) Number

func (x SimAccType) Number() protoreflect.EnumNumber

func (SimAccType) String

func (x SimAccType) String() string

func (SimAccType) Type

func (*SimAccType) UnmarshalJSON deprecated

func (x *SimAccType) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type TimeInForce

type TimeInForce int32

订单有效期

const (
	TimeInForce_TimeInForce_DAY TimeInForce = 0 // 当日有效
	TimeInForce_TimeInForce_GTC TimeInForce = 1 // 撤单前有效,最多持续90自然日。
)

func (TimeInForce) Descriptor

func (TimeInForce) Enum

func (x TimeInForce) Enum() *TimeInForce

func (TimeInForce) EnumDescriptor deprecated

func (TimeInForce) EnumDescriptor() ([]byte, []int)

Deprecated: Use TimeInForce.Descriptor instead.

func (TimeInForce) Number

func (x TimeInForce) Number() protoreflect.EnumNumber

func (TimeInForce) String

func (x TimeInForce) String() string

func (TimeInForce) Type

func (*TimeInForce) UnmarshalJSON deprecated

func (x *TimeInForce) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type TrdAcc

type TrdAcc struct {
	TrdEnv            *int32  `protobuf:"varint,1,req,name=trdEnv" json:"trdEnv,omitempty"`                       //交易环境,参见TrdEnv的枚举定义
	AccID             *uint64 `protobuf:"varint,2,req,name=accID" json:"accID,omitempty"`                         //业务账号
	TrdMarketAuthList []int32 `protobuf:"varint,3,rep,name=trdMarketAuthList" json:"trdMarketAuthList,omitempty"` //业务账户支持的交易市场权限,即此账户能交易那些市场, 可拥有多个交易市场权限,目前仅单个,取值参见TrdMarket的枚举定义
	AccType           *int32  `protobuf:"varint,4,opt,name=accType" json:"accType,omitempty"`                     //账户类型,取值见TrdAccType
	CardNum           *string `protobuf:"bytes,5,opt,name=cardNum" json:"cardNum,omitempty"`                      //卡号
	SecurityFirm      *int32  `protobuf:"varint,6,opt,name=securityFirm" json:"securityFirm,omitempty"`           //所属券商,取值见SecurityFirm
	SimAccType        *int32  `protobuf:"varint,7,opt,name=simAccType" json:"simAccType,omitempty"`               //模拟交易账号类型,取值见SimAccType
	// contains filtered or unexported fields
}

交易业务账户结构

func (*TrdAcc) Descriptor deprecated

func (*TrdAcc) Descriptor() ([]byte, []int)

Deprecated: Use TrdAcc.ProtoReflect.Descriptor instead.

func (*TrdAcc) GetAccID

func (x *TrdAcc) GetAccID() uint64

func (*TrdAcc) GetAccType

func (x *TrdAcc) GetAccType() int32

func (*TrdAcc) GetCardNum

func (x *TrdAcc) GetCardNum() string

func (*TrdAcc) GetSecurityFirm

func (x *TrdAcc) GetSecurityFirm() int32

func (*TrdAcc) GetSimAccType

func (x *TrdAcc) GetSimAccType() int32

func (*TrdAcc) GetTrdEnv

func (x *TrdAcc) GetTrdEnv() int32

func (*TrdAcc) GetTrdMarketAuthList

func (x *TrdAcc) GetTrdMarketAuthList() []int32

func (*TrdAcc) ProtoMessage

func (*TrdAcc) ProtoMessage()

func (*TrdAcc) ProtoReflect

func (x *TrdAcc) ProtoReflect() protoreflect.Message

func (*TrdAcc) Reset

func (x *TrdAcc) Reset()

func (*TrdAcc) String

func (x *TrdAcc) String() string

type TrdAccType

type TrdAccType int32

交易账户类型

const (
	TrdAccType_TrdAccType_Unknown TrdAccType = 0 //未知类型
	TrdAccType_TrdAccType_Cash    TrdAccType = 1 //现金账户
	TrdAccType_TrdAccType_Margin  TrdAccType = 2 //保证金账户
)

func (TrdAccType) Descriptor

func (TrdAccType) Descriptor() protoreflect.EnumDescriptor

func (TrdAccType) Enum

func (x TrdAccType) Enum() *TrdAccType

func (TrdAccType) EnumDescriptor deprecated

func (TrdAccType) EnumDescriptor() ([]byte, []int)

Deprecated: Use TrdAccType.Descriptor instead.

func (TrdAccType) Number

func (x TrdAccType) Number() protoreflect.EnumNumber

func (TrdAccType) String

func (x TrdAccType) String() string

func (TrdAccType) Type

func (*TrdAccType) UnmarshalJSON deprecated

func (x *TrdAccType) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type TrdEnv

type TrdEnv int32

交易环境

const (
	TrdEnv_TrdEnv_Simulate TrdEnv = 0 //仿真环境(模拟环境)
	TrdEnv_TrdEnv_Real     TrdEnv = 1 //真实环境
)

func (TrdEnv) Descriptor

func (TrdEnv) Descriptor() protoreflect.EnumDescriptor

func (TrdEnv) Enum

func (x TrdEnv) Enum() *TrdEnv

func (TrdEnv) EnumDescriptor deprecated

func (TrdEnv) EnumDescriptor() ([]byte, []int)

Deprecated: Use TrdEnv.Descriptor instead.

func (TrdEnv) Number

func (x TrdEnv) Number() protoreflect.EnumNumber

func (TrdEnv) String

func (x TrdEnv) String() string

func (TrdEnv) Type

func (TrdEnv) Type() protoreflect.EnumType

func (*TrdEnv) UnmarshalJSON deprecated

func (x *TrdEnv) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type TrdFilterConditions

type TrdFilterConditions struct {
	CodeList  []string `protobuf:"bytes,1,rep,name=codeList" json:"codeList,omitempty"`   //代码过滤,只返回包含这些代码的数据,没传不过滤
	IdList    []uint64 `protobuf:"varint,2,rep,name=idList" json:"idList,omitempty"`      //ID主键过滤,只返回包含这些ID的数据,没传不过滤,订单是orderID、成交是fillID、持仓是positionID
	BeginTime *string  `protobuf:"bytes,3,opt,name=beginTime" json:"beginTime,omitempty"` //开始时间,严格按YYYY-MM-DD HH:MM:SS或YYYY-MM-DD HH:MM:SS.MS格式传,对持仓无效,拉历史数据必须填
	EndTime   *string  `protobuf:"bytes,4,opt,name=endTime" json:"endTime,omitempty"`     //结束时间,严格按YYYY-MM-DD HH:MM:SS或YYYY-MM-DD HH:MM:SS.MS格式传,对持仓无效,拉历史数据必须填
	// contains filtered or unexported fields
}

过滤条件,条件组合是"与"不是"或",用于获取订单、成交、持仓等时二次过滤

func (*TrdFilterConditions) Descriptor deprecated

func (*TrdFilterConditions) Descriptor() ([]byte, []int)

Deprecated: Use TrdFilterConditions.ProtoReflect.Descriptor instead.

func (*TrdFilterConditions) GetBeginTime

func (x *TrdFilterConditions) GetBeginTime() string

func (*TrdFilterConditions) GetCodeList

func (x *TrdFilterConditions) GetCodeList() []string

func (*TrdFilterConditions) GetEndTime

func (x *TrdFilterConditions) GetEndTime() string

func (*TrdFilterConditions) GetIdList

func (x *TrdFilterConditions) GetIdList() []uint64

func (*TrdFilterConditions) ProtoMessage

func (*TrdFilterConditions) ProtoMessage()

func (*TrdFilterConditions) ProtoReflect

func (x *TrdFilterConditions) ProtoReflect() protoreflect.Message

func (*TrdFilterConditions) Reset

func (x *TrdFilterConditions) Reset()

func (*TrdFilterConditions) String

func (x *TrdFilterConditions) String() string

type TrdHeader

type TrdHeader struct {
	TrdEnv    *int32  `protobuf:"varint,1,req,name=trdEnv" json:"trdEnv,omitempty"`       //交易环境, 参见TrdEnv的枚举定义
	AccID     *uint64 `protobuf:"varint,2,req,name=accID" json:"accID,omitempty"`         //业务账号, 业务账号与交易环境、市场权限需要匹配,否则会返回错误
	TrdMarket *int32  `protobuf:"varint,3,req,name=trdMarket" json:"trdMarket,omitempty"` //交易市场, 参见TrdMarket的枚举定义
	// contains filtered or unexported fields
}

交易协议公共参数头

func (*TrdHeader) Descriptor deprecated

func (*TrdHeader) Descriptor() ([]byte, []int)

Deprecated: Use TrdHeader.ProtoReflect.Descriptor instead.

func (*TrdHeader) GetAccID

func (x *TrdHeader) GetAccID() uint64

func (*TrdHeader) GetTrdEnv

func (x *TrdHeader) GetTrdEnv() int32

func (*TrdHeader) GetTrdMarket

func (x *TrdHeader) GetTrdMarket() int32

func (*TrdHeader) ProtoMessage

func (*TrdHeader) ProtoMessage()

func (*TrdHeader) ProtoReflect

func (x *TrdHeader) ProtoReflect() protoreflect.Message

func (*TrdHeader) Reset

func (x *TrdHeader) Reset()

func (*TrdHeader) String

func (x *TrdHeader) String() string

type TrdMarket

type TrdMarket int32

交易市场,是大的市场,不是具体品种

const (
	TrdMarket_TrdMarket_Unknown TrdMarket = 0 //未知市场
	TrdMarket_TrdMarket_HK      TrdMarket = 1 //香港市场
	TrdMarket_TrdMarket_US      TrdMarket = 2 //美国市场
	TrdMarket_TrdMarket_CN      TrdMarket = 3 //大陆市场
	TrdMarket_TrdMarket_HKCC    TrdMarket = 4 //香港A股通市场
	TrdMarket_TrdMarket_Futures TrdMarket = 5 //期货市场
)

func (TrdMarket) Descriptor

func (TrdMarket) Descriptor() protoreflect.EnumDescriptor

func (TrdMarket) Enum

func (x TrdMarket) Enum() *TrdMarket

func (TrdMarket) EnumDescriptor deprecated

func (TrdMarket) EnumDescriptor() ([]byte, []int)

Deprecated: Use TrdMarket.Descriptor instead.

func (TrdMarket) Number

func (x TrdMarket) Number() protoreflect.EnumNumber

func (TrdMarket) String

func (x TrdMarket) String() string

func (TrdMarket) Type

func (*TrdMarket) UnmarshalJSON deprecated

func (x *TrdMarket) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type TrdSecMarket

type TrdSecMarket int32

可交易证券所属市场,目前主要是区分A股的沪市和深市,香港和美国暂不需要细分

const (
	TrdSecMarket_TrdSecMarket_Unknown TrdSecMarket = 0  //未知市场
	TrdSecMarket_TrdSecMarket_HK      TrdSecMarket = 1  //香港市场(股票、窝轮、牛熊、期权、期货等)
	TrdSecMarket_TrdSecMarket_US      TrdSecMarket = 2  //美国市场(股票、期权、期货等)
	TrdSecMarket_TrdSecMarket_CN_SH   TrdSecMarket = 31 //沪股市场(股票)
	TrdSecMarket_TrdSecMarket_CN_SZ   TrdSecMarket = 32 //深股市场(股票)
	TrdSecMarket_TrdSecMarket_SG      TrdSecMarket = 41 //新加坡市场(期货)
	TrdSecMarket_TrdSecMarket_JP      TrdSecMarket = 51 //日本市场(期货)
)

func (TrdSecMarket) Descriptor

func (TrdSecMarket) Enum

func (x TrdSecMarket) Enum() *TrdSecMarket

func (TrdSecMarket) EnumDescriptor deprecated

func (TrdSecMarket) EnumDescriptor() ([]byte, []int)

Deprecated: Use TrdSecMarket.Descriptor instead.

func (TrdSecMarket) Number

func (TrdSecMarket) String

func (x TrdSecMarket) String() string

func (TrdSecMarket) Type

func (*TrdSecMarket) UnmarshalJSON deprecated

func (x *TrdSecMarket) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

type TrdSide

type TrdSide int32

交易方向

const (
	//客户端下单只传Buy或Sell即可,SellShort是美股订单时服务器返回有此方向,BuyBack目前不存在,但也不排除服务器会传
	TrdSide_TrdSide_Unknown   TrdSide = 0 //未知方向
	TrdSide_TrdSide_Buy       TrdSide = 1 //买入
	TrdSide_TrdSide_Sell      TrdSide = 2 //卖出
	TrdSide_TrdSide_SellShort TrdSide = 3 //卖空
	TrdSide_TrdSide_BuyBack   TrdSide = 4 //买回
)

func (TrdSide) Descriptor

func (TrdSide) Descriptor() protoreflect.EnumDescriptor

func (TrdSide) Enum

func (x TrdSide) Enum() *TrdSide

func (TrdSide) EnumDescriptor deprecated

func (TrdSide) EnumDescriptor() ([]byte, []int)

Deprecated: Use TrdSide.Descriptor instead.

func (TrdSide) Number

func (x TrdSide) Number() protoreflect.EnumNumber

func (TrdSide) String

func (x TrdSide) String() string

func (TrdSide) Type

func (TrdSide) Type() protoreflect.EnumType

func (*TrdSide) UnmarshalJSON deprecated

func (x *TrdSide) UnmarshalJSON(b []byte) error

Deprecated: Do not use.

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