Trd_Common

package
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Published: Mar 17, 2020 License: MIT Imports: 4 Imported by: 0

Documentation

Overview

Package Trd_Common is a generated protocol buffer package.

It is generated from these files:

Trd_Common.proto

It has these top-level messages:

AccCashInfo
TrdHeader
TrdAcc
Funds
Position
Order
OrderFill
MaxTrdQtys
TrdFilterConditions

Index

Constants

This section is empty.

Variables

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",
}
View Source
var CltRiskLevel_value = map[string]int32{
	"CltRiskLevel_Unknown":      -1,
	"CltRiskLevel_Safe":         0,
	"CltRiskLevel_Warning":      1,
	"CltRiskLevel_Danger":       2,
	"CltRiskLevel_AbsoluteSafe": 3,
	"CltRiskLevel_OptDanger":    4,
}
View Source
var Currency_name = map[int32]string{
	0: "Currency_Unknown",
	1: "Currency_HKD",
	2: "Currency_USD",
	3: "Currency_CNH",
}
View Source
var Currency_value = map[string]int32{
	"Currency_Unknown": 0,
	"Currency_HKD":     1,
	"Currency_USD":     2,
	"Currency_CNH":     3,
}
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",
}
View Source
var ModifyOrderOp_value = map[string]int32{
	"ModifyOrderOp_Unknown": 0,
	"ModifyOrderOp_Normal":  1,
	"ModifyOrderOp_Cancel":  2,
	"ModifyOrderOp_Disable": 3,
	"ModifyOrderOp_Enable":  4,
	"ModifyOrderOp_Delete":  5,
}
View Source
var OrderFillStatus_name = map[int32]string{
	0: "OrderFillStatus_OK",
	1: "OrderFillStatus_Cancelled",
	2: "OrderFillStatus_Changed",
}
View Source
var OrderFillStatus_value = map[string]int32{
	"OrderFillStatus_OK":        0,
	"OrderFillStatus_Cancelled": 1,
	"OrderFillStatus_Changed":   2,
}
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",
}
View Source
var 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,
}
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",
}
View Source
var 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,
}
View Source
var PositionSide_name = map[int32]string{
	0:  "PositionSide_Long",
	-1: "PositionSide_Unknown",
	1:  "PositionSide_Short",
}
View Source
var PositionSide_value = map[string]int32{
	"PositionSide_Long":    0,
	"PositionSide_Unknown": -1,
	"PositionSide_Short":   1,
}
View Source
var TrdAccType_name = map[int32]string{
	0: "TrdAccType_Unknown",
	1: "TrdAccType_Cash",
	2: "TrdAccType_Margin",
}
View Source
var TrdAccType_value = map[string]int32{
	"TrdAccType_Unknown": 0,
	"TrdAccType_Cash":    1,
	"TrdAccType_Margin":  2,
}
View Source
var TrdEnv_name = map[int32]string{
	0: "TrdEnv_Simulate",
	1: "TrdEnv_Real",
}
View Source
var TrdEnv_value = map[string]int32{
	"TrdEnv_Simulate": 0,
	"TrdEnv_Real":     1,
}
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",
}
View Source
var TrdMarket_value = map[string]int32{
	"TrdMarket_Unknown": 0,
	"TrdMarket_HK":      1,
	"TrdMarket_US":      2,
	"TrdMarket_CN":      3,
	"TrdMarket_HKCC":    4,
	"TrdMarket_Futures": 5,
}
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",
}
View Source
var TrdSecMarket_value = map[string]int32{
	"TrdSecMarket_Unknown": 0,
	"TrdSecMarket_HK":      1,
	"TrdSecMarket_US":      2,
	"TrdSecMarket_CN_SH":   31,
	"TrdSecMarket_CN_SZ":   32,
}
View Source
var TrdSide_name = map[int32]string{
	0: "TrdSide_Unknown",
	1: "TrdSide_Buy",
	2: "TrdSide_Sell",
	3: "TrdSide_SellShort",
	4: "TrdSide_BuyBack",
}
View Source
var TrdSide_value = map[string]int32{
	"TrdSide_Unknown":   0,
	"TrdSide_Buy":       1,
	"TrdSide_Sell":      2,
	"TrdSide_SellShort": 3,
	"TrdSide_BuyBack":   4,
}

Functions

This section is empty.

Types

type AccCashInfo

type AccCashInfo struct {
	Currency         *int32   `protobuf:"varint,1,opt,name=currency" json:"currency,omitempty"`
	Cash             *float64 `protobuf:"fixed64,2,opt,name=cash" json:"cash,omitempty"`
	AvailableBalance *float64 `protobuf:"fixed64,3,opt,name=availableBalance" json:"availableBalance,omitempty"`
	XXX_unrecognized []byte   `json:"-"`
}

账户现金信息,目前仅用于期货账户

func (*AccCashInfo) Descriptor

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

func (*AccCashInfo) GetAvailableBalance

func (m *AccCashInfo) GetAvailableBalance() float64

func (*AccCashInfo) GetCash

func (m *AccCashInfo) GetCash() float64

func (*AccCashInfo) GetCurrency

func (m *AccCashInfo) GetCurrency() int32

func (*AccCashInfo) ProtoMessage

func (*AccCashInfo) ProtoMessage()

func (*AccCashInfo) Reset

func (m *AccCashInfo) Reset()

func (*AccCashInfo) String

func (m *AccCashInfo) String() string

type CltRiskLevel

type CltRiskLevel int32

账户风险控制等级

const (
	CltRiskLevel_CltRiskLevel_Unknown      CltRiskLevel = -1
	CltRiskLevel_CltRiskLevel_Safe         CltRiskLevel = 0
	CltRiskLevel_CltRiskLevel_Warning      CltRiskLevel = 1
	CltRiskLevel_CltRiskLevel_Danger       CltRiskLevel = 2
	CltRiskLevel_CltRiskLevel_AbsoluteSafe CltRiskLevel = 3
	CltRiskLevel_CltRiskLevel_OptDanger    CltRiskLevel = 4
)

func (CltRiskLevel) Enum

func (x CltRiskLevel) Enum() *CltRiskLevel

func (CltRiskLevel) EnumDescriptor

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

func (CltRiskLevel) String

func (x CltRiskLevel) String() string

func (*CltRiskLevel) UnmarshalJSON

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

type Currency

type Currency int32

货币种类

const (
	Currency_Currency_Unknown Currency = 0
	Currency_Currency_HKD     Currency = 1
	Currency_Currency_USD     Currency = 2
	Currency_Currency_CNH     Currency = 3
)

func (Currency) Enum

func (x Currency) Enum() *Currency

func (Currency) EnumDescriptor

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

func (Currency) String

func (x Currency) String() string

func (*Currency) UnmarshalJSON

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

type Funds

type Funds struct {
	Power             *float64       `protobuf:"fixed64,1,req,name=power" json:"power,omitempty"`
	TotalAssets       *float64       `protobuf:"fixed64,2,req,name=totalAssets" json:"totalAssets,omitempty"`
	Cash              *float64       `protobuf:"fixed64,3,req,name=cash" json:"cash,omitempty"`
	MarketVal         *float64       `protobuf:"fixed64,4,req,name=marketVal" json:"marketVal,omitempty"`
	FrozenCash        *float64       `protobuf:"fixed64,5,req,name=frozenCash" json:"frozenCash,omitempty"`
	DebtCash          *float64       `protobuf:"fixed64,6,req,name=debtCash" json:"debtCash,omitempty"`
	AvlWithdrawalCash *float64       `protobuf:"fixed64,7,req,name=avlWithdrawalCash" json:"avlWithdrawalCash,omitempty"`
	Currency          *int32         `protobuf:"varint,8,opt,name=currency" json:"currency,omitempty"`
	AvailableFunds    *float64       `protobuf:"fixed64,9,opt,name=availableFunds" json:"availableFunds,omitempty"`
	UnrealizedPL      *float64       `protobuf:"fixed64,10,opt,name=unrealizedPL" json:"unrealizedPL,omitempty"`
	RealizedPL        *float64       `protobuf:"fixed64,11,opt,name=realizedPL" json:"realizedPL,omitempty"`
	RiskLevel         *int32         `protobuf:"varint,12,opt,name=riskLevel" json:"riskLevel,omitempty"`
	InitialMargin     *float64       `protobuf:"fixed64,13,opt,name=initialMargin" json:"initialMargin,omitempty"`
	MaintenanceMargin *float64       `protobuf:"fixed64,14,opt,name=maintenanceMargin" json:"maintenanceMargin,omitempty"`
	CashInfoList      []*AccCashInfo `protobuf:"bytes,15,rep,name=cashInfoList" json:"cashInfoList,omitempty"`
	XXX_unrecognized  []byte         `json:"-"`
}

账户资金结构

func (*Funds) Descriptor

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

func (*Funds) GetAvailableFunds

func (m *Funds) GetAvailableFunds() float64

func (*Funds) GetAvlWithdrawalCash

func (m *Funds) GetAvlWithdrawalCash() float64

func (*Funds) GetCash

func (m *Funds) GetCash() float64

func (*Funds) GetCashInfoList

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

func (*Funds) GetCurrency

func (m *Funds) GetCurrency() int32

func (*Funds) GetDebtCash

func (m *Funds) GetDebtCash() float64

func (*Funds) GetFrozenCash

func (m *Funds) GetFrozenCash() float64

func (*Funds) GetInitialMargin

func (m *Funds) GetInitialMargin() float64

func (*Funds) GetMaintenanceMargin

func (m *Funds) GetMaintenanceMargin() float64

func (*Funds) GetMarketVal

func (m *Funds) GetMarketVal() float64

func (*Funds) GetPower

func (m *Funds) GetPower() float64

func (*Funds) GetRealizedPL

func (m *Funds) GetRealizedPL() float64

func (*Funds) GetRiskLevel

func (m *Funds) GetRiskLevel() int32

func (*Funds) GetTotalAssets

func (m *Funds) GetTotalAssets() float64

func (*Funds) GetUnrealizedPL

func (m *Funds) GetUnrealizedPL() float64

func (*Funds) ProtoMessage

func (*Funds) ProtoMessage()

func (*Funds) Reset

func (m *Funds) Reset()

func (*Funds) String

func (m *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"`
	MaxCashAndMarginBuy *float64 `protobuf:"fixed64,2,opt,name=maxCashAndMarginBuy" json:"maxCashAndMarginBuy,omitempty"`
	MaxPositionSell     *float64 `protobuf:"fixed64,3,req,name=maxPositionSell" json:"maxPositionSell,omitempty"`
	MaxSellShort        *float64 `protobuf:"fixed64,4,opt,name=maxSellShort" json:"maxSellShort,omitempty"`
	MaxBuyBack          *float64 `protobuf:"fixed64,5,opt,name=maxBuyBack" json:"maxBuyBack,omitempty"`
	XXX_unrecognized    []byte   `json:"-"`
}

最大可交易数量

func (*MaxTrdQtys) Descriptor

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

func (*MaxTrdQtys) GetMaxBuyBack

func (m *MaxTrdQtys) GetMaxBuyBack() float64

func (*MaxTrdQtys) GetMaxCashAndMarginBuy

func (m *MaxTrdQtys) GetMaxCashAndMarginBuy() float64

func (*MaxTrdQtys) GetMaxCashBuy

func (m *MaxTrdQtys) GetMaxCashBuy() float64

func (*MaxTrdQtys) GetMaxPositionSell

func (m *MaxTrdQtys) GetMaxPositionSell() float64

func (*MaxTrdQtys) GetMaxSellShort

func (m *MaxTrdQtys) GetMaxSellShort() float64

func (*MaxTrdQtys) ProtoMessage

func (*MaxTrdQtys) ProtoMessage()

func (*MaxTrdQtys) Reset

func (m *MaxTrdQtys) Reset()

func (*MaxTrdQtys) String

func (m *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
	ModifyOrderOp_ModifyOrderOp_Normal  ModifyOrderOp = 1
	ModifyOrderOp_ModifyOrderOp_Cancel  ModifyOrderOp = 2
	ModifyOrderOp_ModifyOrderOp_Disable ModifyOrderOp = 3
	ModifyOrderOp_ModifyOrderOp_Enable  ModifyOrderOp = 4
	ModifyOrderOp_ModifyOrderOp_Delete  ModifyOrderOp = 5
)

func (ModifyOrderOp) Enum

func (x ModifyOrderOp) Enum() *ModifyOrderOp

func (ModifyOrderOp) EnumDescriptor

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

func (ModifyOrderOp) String

func (x ModifyOrderOp) String() string

func (*ModifyOrderOp) UnmarshalJSON

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

type Order

type Order struct {
	TrdSide          *int32   `protobuf:"varint,1,req,name=trdSide" json:"trdSide,omitempty"`
	OrderType        *int32   `protobuf:"varint,2,req,name=orderType" json:"orderType,omitempty"`
	OrderStatus      *int32   `protobuf:"varint,3,req,name=orderStatus" json:"orderStatus,omitempty"`
	OrderID          *uint64  `protobuf:"varint,4,req,name=orderID" json:"orderID,omitempty"`
	OrderIDEx        *string  `protobuf:"bytes,5,req,name=orderIDEx" json:"orderIDEx,omitempty"`
	Code             *string  `protobuf:"bytes,6,req,name=code" json:"code,omitempty"`
	Name             *string  `protobuf:"bytes,7,req,name=name" json:"name,omitempty"`
	Qty              *float64 `protobuf:"fixed64,8,req,name=qty" json:"qty,omitempty"`
	Price            *float64 `protobuf:"fixed64,9,opt,name=price" json:"price,omitempty"`
	CreateTime       *string  `protobuf:"bytes,10,req,name=createTime" json:"createTime,omitempty"`
	UpdateTime       *string  `protobuf:"bytes,11,req,name=updateTime" json:"updateTime,omitempty"`
	FillQty          *float64 `protobuf:"fixed64,12,opt,name=fillQty" json:"fillQty,omitempty"`
	FillAvgPrice     *float64 `protobuf:"fixed64,13,opt,name=fillAvgPrice" json:"fillAvgPrice,omitempty"`
	LastErrMsg       *string  `protobuf:"bytes,14,opt,name=lastErrMsg" json:"lastErrMsg,omitempty"`
	SecMarket        *int32   `protobuf:"varint,15,opt,name=secMarket" json:"secMarket,omitempty"`
	CreateTimestamp  *float64 `protobuf:"fixed64,16,opt,name=createTimestamp" json:"createTimestamp,omitempty"`
	UpdateTimestamp  *float64 `protobuf:"fixed64,17,opt,name=updateTimestamp" json:"updateTimestamp,omitempty"`
	Remark           *string  `protobuf:"bytes,18,opt,name=remark" json:"remark,omitempty"`
	XXX_unrecognized []byte   `json:"-"`
}

订单结构

func (*Order) Descriptor

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

func (*Order) GetCode

func (m *Order) GetCode() string

func (*Order) GetCreateTime

func (m *Order) GetCreateTime() string

func (*Order) GetCreateTimestamp

func (m *Order) GetCreateTimestamp() float64

func (*Order) GetFillAvgPrice

func (m *Order) GetFillAvgPrice() float64

func (*Order) GetFillQty

func (m *Order) GetFillQty() float64

func (*Order) GetLastErrMsg

func (m *Order) GetLastErrMsg() string

func (*Order) GetName

func (m *Order) GetName() string

func (*Order) GetOrderID

func (m *Order) GetOrderID() uint64

func (*Order) GetOrderIDEx

func (m *Order) GetOrderIDEx() string

func (*Order) GetOrderStatus

func (m *Order) GetOrderStatus() int32

func (*Order) GetOrderType

func (m *Order) GetOrderType() int32

func (*Order) GetPrice

func (m *Order) GetPrice() float64

func (*Order) GetQty

func (m *Order) GetQty() float64

func (*Order) GetRemark

func (m *Order) GetRemark() string

func (*Order) GetSecMarket

func (m *Order) GetSecMarket() int32

func (*Order) GetTrdSide

func (m *Order) GetTrdSide() int32

func (*Order) GetUpdateTime

func (m *Order) GetUpdateTime() string

func (*Order) GetUpdateTimestamp

func (m *Order) GetUpdateTimestamp() float64

func (*Order) ProtoMessage

func (*Order) ProtoMessage()

func (*Order) Reset

func (m *Order) Reset()

func (*Order) String

func (m *Order) String() string

type OrderFill

type OrderFill struct {
	TrdSide           *int32   `protobuf:"varint,1,req,name=trdSide" json:"trdSide,omitempty"`
	FillID            *uint64  `protobuf:"varint,2,req,name=fillID" json:"fillID,omitempty"`
	FillIDEx          *string  `protobuf:"bytes,3,req,name=fillIDEx" json:"fillIDEx,omitempty"`
	OrderID           *uint64  `protobuf:"varint,4,opt,name=orderID" json:"orderID,omitempty"`
	OrderIDEx         *string  `protobuf:"bytes,5,opt,name=orderIDEx" json:"orderIDEx,omitempty"`
	Code              *string  `protobuf:"bytes,6,req,name=code" json:"code,omitempty"`
	Name              *string  `protobuf:"bytes,7,req,name=name" json:"name,omitempty"`
	Qty               *float64 `protobuf:"fixed64,8,req,name=qty" json:"qty,omitempty"`
	Price             *float64 `protobuf:"fixed64,9,req,name=price" json:"price,omitempty"`
	CreateTime        *string  `protobuf:"bytes,10,req,name=createTime" json:"createTime,omitempty"`
	CounterBrokerID   *int32   `protobuf:"varint,11,opt,name=counterBrokerID" json:"counterBrokerID,omitempty"`
	CounterBrokerName *string  `protobuf:"bytes,12,opt,name=counterBrokerName" json:"counterBrokerName,omitempty"`
	SecMarket         *int32   `protobuf:"varint,13,opt,name=secMarket" json:"secMarket,omitempty"`
	CreateTimestamp   *float64 `protobuf:"fixed64,14,opt,name=createTimestamp" json:"createTimestamp,omitempty"`
	UpdateTimestamp   *float64 `protobuf:"fixed64,15,opt,name=updateTimestamp" json:"updateTimestamp,omitempty"`
	Status            *int32   `protobuf:"varint,16,opt,name=status" json:"status,omitempty"`
	XXX_unrecognized  []byte   `json:"-"`
}

成交结构

func (*OrderFill) Descriptor

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

func (*OrderFill) GetCode

func (m *OrderFill) GetCode() string

func (*OrderFill) GetCounterBrokerID

func (m *OrderFill) GetCounterBrokerID() int32

func (*OrderFill) GetCounterBrokerName

func (m *OrderFill) GetCounterBrokerName() string

func (*OrderFill) GetCreateTime

func (m *OrderFill) GetCreateTime() string

func (*OrderFill) GetCreateTimestamp

func (m *OrderFill) GetCreateTimestamp() float64

func (*OrderFill) GetFillID

func (m *OrderFill) GetFillID() uint64

func (*OrderFill) GetFillIDEx

func (m *OrderFill) GetFillIDEx() string

func (*OrderFill) GetName

func (m *OrderFill) GetName() string

func (*OrderFill) GetOrderID

func (m *OrderFill) GetOrderID() uint64

func (*OrderFill) GetOrderIDEx

func (m *OrderFill) GetOrderIDEx() string

func (*OrderFill) GetPrice

func (m *OrderFill) GetPrice() float64

func (*OrderFill) GetQty

func (m *OrderFill) GetQty() float64

func (*OrderFill) GetSecMarket

func (m *OrderFill) GetSecMarket() int32

func (*OrderFill) GetStatus

func (m *OrderFill) GetStatus() int32

func (*OrderFill) GetTrdSide

func (m *OrderFill) GetTrdSide() int32

func (*OrderFill) GetUpdateTimestamp

func (m *OrderFill) GetUpdateTimestamp() float64

func (*OrderFill) ProtoMessage

func (*OrderFill) ProtoMessage()

func (*OrderFill) Reset

func (m *OrderFill) Reset()

func (*OrderFill) String

func (m *OrderFill) String() string

type OrderFillStatus

type OrderFillStatus int32

一笔成交的状态

const (
	OrderFillStatus_OrderFillStatus_OK        OrderFillStatus = 0
	OrderFillStatus_OrderFillStatus_Cancelled OrderFillStatus = 1
	OrderFillStatus_OrderFillStatus_Changed   OrderFillStatus = 2
)

func (OrderFillStatus) Enum

func (x OrderFillStatus) Enum() *OrderFillStatus

func (OrderFillStatus) EnumDescriptor

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

func (OrderFillStatus) String

func (x OrderFillStatus) String() string

func (*OrderFillStatus) UnmarshalJSON

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

type OrderStatus

type OrderStatus int32

订单状态

const (
	OrderStatus_OrderStatus_Unsubmitted     OrderStatus = 0
	OrderStatus_OrderStatus_Unknown         OrderStatus = -1
	OrderStatus_OrderStatus_WaitingSubmit   OrderStatus = 1
	OrderStatus_OrderStatus_Submitting      OrderStatus = 2
	OrderStatus_OrderStatus_SubmitFailed    OrderStatus = 3
	OrderStatus_OrderStatus_TimeOut         OrderStatus = 4
	OrderStatus_OrderStatus_Submitted       OrderStatus = 5
	OrderStatus_OrderStatus_Filled_Part     OrderStatus = 10
	OrderStatus_OrderStatus_Filled_All      OrderStatus = 11
	OrderStatus_OrderStatus_Cancelling_Part OrderStatus = 12
	OrderStatus_OrderStatus_Cancelling_All  OrderStatus = 13
	OrderStatus_OrderStatus_Cancelled_Part  OrderStatus = 14
	OrderStatus_OrderStatus_Cancelled_All   OrderStatus = 15
	OrderStatus_OrderStatus_Failed          OrderStatus = 21
	OrderStatus_OrderStatus_Disabled        OrderStatus = 22
	OrderStatus_OrderStatus_Deleted         OrderStatus = 23
	OrderStatus_OrderStatus_FillCancelled   OrderStatus = 24
)

func (OrderStatus) Enum

func (x OrderStatus) Enum() *OrderStatus

func (OrderStatus) EnumDescriptor

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

func (OrderStatus) String

func (x OrderStatus) String() string

func (*OrderStatus) UnmarshalJSON

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

type OrderType

type OrderType int32

订单类型

const (
	OrderType_OrderType_Unknown          OrderType = 0
	OrderType_OrderType_Normal           OrderType = 1
	OrderType_OrderType_Market           OrderType = 2
	OrderType_OrderType_AbsoluteLimit    OrderType = 5
	OrderType_OrderType_Auction          OrderType = 6
	OrderType_OrderType_AuctionLimit     OrderType = 7
	OrderType_OrderType_SpecialLimit     OrderType = 8
	OrderType_OrderType_SpecialLimit_All OrderType = 9
)

func (OrderType) Enum

func (x OrderType) Enum() *OrderType

func (OrderType) EnumDescriptor

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

func (OrderType) String

func (x OrderType) String() string

func (*OrderType) UnmarshalJSON

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

type Position

type Position struct {
	PositionID   *uint64  `protobuf:"varint,1,req,name=positionID" json:"positionID,omitempty"`
	PositionSide *int32   `protobuf:"varint,2,req,name=positionSide" json:"positionSide,omitempty"`
	Code         *string  `protobuf:"bytes,3,req,name=code" json:"code,omitempty"`
	Name         *string  `protobuf:"bytes,4,req,name=name" json:"name,omitempty"`
	Qty          *float64 `protobuf:"fixed64,5,req,name=qty" json:"qty,omitempty"`
	CanSellQty   *float64 `protobuf:"fixed64,6,req,name=canSellQty" json:"canSellQty,omitempty"`
	Price        *float64 `protobuf:"fixed64,7,req,name=price" json:"price,omitempty"`
	CostPrice    *float64 `protobuf:"fixed64,8,opt,name=costPrice" json:"costPrice,omitempty"`
	Val          *float64 `protobuf:"fixed64,9,req,name=val" json:"val,omitempty"`
	PlVal        *float64 `protobuf:"fixed64,10,req,name=plVal" json:"plVal,omitempty"`
	PlRatio      *float64 `protobuf:"fixed64,11,opt,name=plRatio" json:"plRatio,omitempty"`
	SecMarket    *int32   `protobuf:"varint,12,opt,name=secMarket" json:"secMarket,omitempty"`
	// 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"`
	TdTrdVal         *float64 `protobuf:"fixed64,22,opt,name=td_trdVal,json=tdTrdVal" json:"td_trdVal,omitempty"`
	TdBuyVal         *float64 `protobuf:"fixed64,23,opt,name=td_buyVal,json=tdBuyVal" json:"td_buyVal,omitempty"`
	TdBuyQty         *float64 `protobuf:"fixed64,24,opt,name=td_buyQty,json=tdBuyQty" json:"td_buyQty,omitempty"`
	TdSellVal        *float64 `protobuf:"fixed64,25,opt,name=td_sellVal,json=tdSellVal" json:"td_sellVal,omitempty"`
	TdSellQty        *float64 `protobuf:"fixed64,26,opt,name=td_sellQty,json=tdSellQty" json:"td_sellQty,omitempty"`
	UnrealizedPL     *float64 `protobuf:"fixed64,28,opt,name=unrealizedPL" json:"unrealizedPL,omitempty"`
	RealizedPL       *float64 `protobuf:"fixed64,29,opt,name=realizedPL" json:"realizedPL,omitempty"`
	XXX_unrecognized []byte   `json:"-"`
}

账户持仓结构

func (*Position) Descriptor

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

func (*Position) GetCanSellQty

func (m *Position) GetCanSellQty() float64

func (*Position) GetCode

func (m *Position) GetCode() string

func (*Position) GetCostPrice

func (m *Position) GetCostPrice() float64

func (*Position) GetName

func (m *Position) GetName() string

func (*Position) GetPlRatio

func (m *Position) GetPlRatio() float64

func (*Position) GetPlVal

func (m *Position) GetPlVal() float64

func (*Position) GetPositionID

func (m *Position) GetPositionID() uint64

func (*Position) GetPositionSide

func (m *Position) GetPositionSide() int32

func (*Position) GetPrice

func (m *Position) GetPrice() float64

func (*Position) GetQty

func (m *Position) GetQty() float64

func (*Position) GetRealizedPL

func (m *Position) GetRealizedPL() float64

func (*Position) GetSecMarket

func (m *Position) GetSecMarket() int32

func (*Position) GetTdBuyQty

func (m *Position) GetTdBuyQty() float64

func (*Position) GetTdBuyVal

func (m *Position) GetTdBuyVal() float64

func (*Position) GetTdPlVal

func (m *Position) GetTdPlVal() float64

func (*Position) GetTdSellQty

func (m *Position) GetTdSellQty() float64

func (*Position) GetTdSellVal

func (m *Position) GetTdSellVal() float64

func (*Position) GetTdTrdVal

func (m *Position) GetTdTrdVal() float64

func (*Position) GetUnrealizedPL

func (m *Position) GetUnrealizedPL() float64

func (*Position) GetVal

func (m *Position) GetVal() float64

func (*Position) ProtoMessage

func (*Position) ProtoMessage()

func (*Position) Reset

func (m *Position) Reset()

func (*Position) String

func (m *Position) String() string

type PositionSide

type PositionSide int32

持仓方向类型

const (
	PositionSide_PositionSide_Long    PositionSide = 0
	PositionSide_PositionSide_Unknown PositionSide = -1
	PositionSide_PositionSide_Short   PositionSide = 1
)

func (PositionSide) Enum

func (x PositionSide) Enum() *PositionSide

func (PositionSide) EnumDescriptor

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

func (PositionSide) String

func (x PositionSide) String() string

func (*PositionSide) UnmarshalJSON

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

type TrdAcc

type TrdAcc struct {
	TrdEnv            *int32  `protobuf:"varint,1,req,name=trdEnv" json:"trdEnv,omitempty"`
	AccID             *uint64 `protobuf:"varint,2,req,name=accID" json:"accID,omitempty"`
	TrdMarketAuthList []int32 `protobuf:"varint,3,rep,name=trdMarketAuthList" json:"trdMarketAuthList,omitempty"`
	AccType           *int32  `protobuf:"varint,4,opt,name=accType" json:"accType,omitempty"`
	CardNum           *string `protobuf:"bytes,5,opt,name=cardNum" json:"cardNum,omitempty"`
	XXX_unrecognized  []byte  `json:"-"`
}

交易业务账户结构

func (*TrdAcc) Descriptor

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

func (*TrdAcc) GetAccID

func (m *TrdAcc) GetAccID() uint64

func (*TrdAcc) GetAccType

func (m *TrdAcc) GetAccType() int32

func (*TrdAcc) GetCardNum

func (m *TrdAcc) GetCardNum() string

func (*TrdAcc) GetTrdEnv

func (m *TrdAcc) GetTrdEnv() int32

func (*TrdAcc) GetTrdMarketAuthList

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

func (*TrdAcc) ProtoMessage

func (*TrdAcc) ProtoMessage()

func (*TrdAcc) Reset

func (m *TrdAcc) Reset()

func (*TrdAcc) String

func (m *TrdAcc) String() string

type TrdAccType

type TrdAccType int32

交易账户类型

const (
	TrdAccType_TrdAccType_Unknown TrdAccType = 0
	TrdAccType_TrdAccType_Cash    TrdAccType = 1
	TrdAccType_TrdAccType_Margin  TrdAccType = 2
)

func (TrdAccType) Enum

func (x TrdAccType) Enum() *TrdAccType

func (TrdAccType) EnumDescriptor

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

func (TrdAccType) String

func (x TrdAccType) String() string

func (*TrdAccType) UnmarshalJSON

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

type TrdEnv

type TrdEnv int32

交易环境

const (
	TrdEnv_TrdEnv_Simulate TrdEnv = 0
	TrdEnv_TrdEnv_Real     TrdEnv = 1
)

func (TrdEnv) Enum

func (x TrdEnv) Enum() *TrdEnv

func (TrdEnv) EnumDescriptor

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

func (TrdEnv) String

func (x TrdEnv) String() string

func (*TrdEnv) UnmarshalJSON

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

type TrdFilterConditions

type TrdFilterConditions struct {
	CodeList         []string `protobuf:"bytes,1,rep,name=codeList" json:"codeList,omitempty"`
	IdList           []uint64 `protobuf:"varint,2,rep,name=idList" json:"idList,omitempty"`
	BeginTime        *string  `protobuf:"bytes,3,opt,name=beginTime" json:"beginTime,omitempty"`
	EndTime          *string  `protobuf:"bytes,4,opt,name=endTime" json:"endTime,omitempty"`
	XXX_unrecognized []byte   `json:"-"`
}

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

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

func (*TrdFilterConditions) GetBeginTime

func (m *TrdFilterConditions) GetBeginTime() string

func (*TrdFilterConditions) GetCodeList

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

func (*TrdFilterConditions) GetEndTime

func (m *TrdFilterConditions) GetEndTime() string

func (*TrdFilterConditions) GetIdList

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

func (*TrdFilterConditions) ProtoMessage

func (*TrdFilterConditions) ProtoMessage()

func (*TrdFilterConditions) Reset

func (m *TrdFilterConditions) Reset()

func (*TrdFilterConditions) String

func (m *TrdFilterConditions) String() string

type TrdHeader

type TrdHeader struct {
	TrdEnv           *int32  `protobuf:"varint,1,req,name=trdEnv" json:"trdEnv,omitempty"`
	AccID            *uint64 `protobuf:"varint,2,req,name=accID" json:"accID,omitempty"`
	TrdMarket        *int32  `protobuf:"varint,3,req,name=trdMarket" json:"trdMarket,omitempty"`
	XXX_unrecognized []byte  `json:"-"`
}

交易协议公共参数头

func (*TrdHeader) Descriptor

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

func (*TrdHeader) GetAccID

func (m *TrdHeader) GetAccID() uint64

func (*TrdHeader) GetTrdEnv

func (m *TrdHeader) GetTrdEnv() int32

func (*TrdHeader) GetTrdMarket

func (m *TrdHeader) GetTrdMarket() int32

func (*TrdHeader) ProtoMessage

func (*TrdHeader) ProtoMessage()

func (*TrdHeader) Reset

func (m *TrdHeader) Reset()

func (*TrdHeader) String

func (m *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
	TrdMarket_TrdMarket_HK      TrdMarket = 1
	TrdMarket_TrdMarket_US      TrdMarket = 2
	TrdMarket_TrdMarket_CN      TrdMarket = 3
	TrdMarket_TrdMarket_HKCC    TrdMarket = 4
	TrdMarket_TrdMarket_Futures TrdMarket = 5
)

func (TrdMarket) Enum

func (x TrdMarket) Enum() *TrdMarket

func (TrdMarket) EnumDescriptor

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

func (TrdMarket) String

func (x TrdMarket) String() string

func (*TrdMarket) UnmarshalJSON

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

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
	TrdSecMarket_TrdSecMarket_HK      TrdSecMarket = 1
	TrdSecMarket_TrdSecMarket_US      TrdSecMarket = 2
	TrdSecMarket_TrdSecMarket_CN_SH   TrdSecMarket = 31
	TrdSecMarket_TrdSecMarket_CN_SZ   TrdSecMarket = 32
)

func (TrdSecMarket) Enum

func (x TrdSecMarket) Enum() *TrdSecMarket

func (TrdSecMarket) EnumDescriptor

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

func (TrdSecMarket) String

func (x TrdSecMarket) String() string

func (*TrdSecMarket) UnmarshalJSON

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

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
	TrdSide_TrdSide_Buy       TrdSide = 1
	TrdSide_TrdSide_Sell      TrdSide = 2
	TrdSide_TrdSide_SellShort TrdSide = 3
	TrdSide_TrdSide_BuyBack   TrdSide = 4
)

func (TrdSide) Enum

func (x TrdSide) Enum() *TrdSide

func (TrdSide) EnumDescriptor

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

func (TrdSide) String

func (x TrdSide) String() string

func (*TrdSide) UnmarshalJSON

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

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