交易参数与回复

下单参数

"Param":
{    
  "BrokerID":"xxxxx",
  "Account":"xxxxx",
  "Symbol":"TC.F.xxx.xxx.201710",
  "Price":"xxxxx",
  "StopPrie":"xxxxx",
  "Side":"n",
  ...
}

改单参数

{
		"ReportID":"123456",
		"ReplaceExecType":"n",
		"OrderQty":"n",
		"Price":"xxxxx",
		"StopPrice":"xxxxx",
}

交易帐号资料回复

{
	"DataType":"ACCOUNTS",
  "Success":"OK",

  "Accounts":
  [
    {

      "BrokerID":"123456",
      "Account":"XXX",
      "UserName":"XXX",
      "AccountName":"XXX",
       ...
    },
    {

      "BrokerID":"123456",
      "Account":"XXX",
      "UserName":"XXX",
      "AccountName":"XXX",
       ...
    }
  ]
}

委托回补资料

"Report":
{
  "ReportID":"123456",
  "Account":"XXX",
  "BrokerID":"XXX",
  "Symbol":"XXX",
  "Side":"n",
  ...
}

委托回报回补资料回复

{
	"Reply":"RESTOREREPORT",
  "Success":"OK",
  "Orders":
    [
      {"ReportID":"123456",
       "Account":"XXX",
       "BrokerID":"XXX",
               "Symbol":"XXX",
               "Side":"n",
		"QryIndex":"n",
       …},
      {"ReportID":"123456",
       "Account":"XXX",
       "BrokerID":"XXX",
               "Symbol":"XXX",
               "Side":"n",
		"QryIndex":"n",
       …}
   ]
}

成交回补资料

"Report":
{
"ReportID":"123456",
"Account":"XXX",
"BrokerID":"XXX",
"Symbol":"XXX",
"Side":"n",
...
}

成交回报回补资料回复

{
"Reply":"RESTOREFILLREPORT",
"Success":"OK",
"Orders":
[
  {"ReportID":"123456",
   "Account":"XXX",
   "BrokerID":"XXX",
   "Symbol":"XXX",
   "Side":"n",
   "QryIndex":"n",
    …},
{"ReportID":"123456",
 "Account":"XXX",
 "BrokerID":"XXX",
 "Symbol":"XXX",
 "Side":"n",
 "QryIndex":"n",
       …}
 ]
}

资金帐务回复

{
  "Reply":"MARGINS",
  "Success":"OK",
  "Margins":
    [
      {"BrokerID":"XXX",
    	"Account":"XXX",
       "TransactDate":"n",
       "TransactTime":"n",
       "BeginningBalance":"XXX",
       "Commissions":"XXX",
       ...},
      {"BrokerID":"XXX",
       "Account":"XXX",
       "TransactDate":"n",
       "TransactTime":"n",
       "BeginningBalance":"XXX",
       "Commissions":"XXX",
       ...}
   ]   
}

部位帐务回复

{
  "Reply":"POSITIONS",
  "Success":"OK",
  "Positions":
    [
      {"BrokerID":"XXX",
    	"Account":"XXX",
      "TransactDate":"n",
      "TransactTime":"n",
      "Quantity":"n",
      "SumLongQty":"n",
      "SumShortQty":"n",
	  	"QryIndex":"n",
       ...},
      {"BrokerID":"XXX",
       "Account":"XXX",
       "TransactDate":"n",
       "TransactTime":"n",
       "Quantity":"n",
       "SumLongQty":"n",
       "SumShortQty":"n",
	     "QryIndex":"n",
       ...}
   ]   
}

组合指令参数

{
"Symbol":"TC.O.SSE.510050A.202103.C.3.746&TC.O.SSE.510050A.202103.C.3.844",
"BrokerID":arrInfo[0]['BrokerID'],
"Account":arrInfo[0]['Account'],
"CombDirection":"2",
"Side":"1",
"CombinationType":"1",
"Volume":"1"
}

///symbol
组合合约:中间加入&
EX:TC.O.SSE.510050A.202103.C.3.746&TC.O.SSE.510050A.202103.C.3.844

///CombinationType
0 未定义，UI显示 "-"
1 认购牛市价差
2 认沽熊市价差
3 认沽牛市价差
4 认购熊市价差
5 跨式空头 or 期权跨式(大商所)
6 宽跨式空头 or 期权宽跨式(大商所)
7 认购期权保证金转备兑
8 认购期权备兑转保证金
9 期货同合约对锁(大商所)
10 期货跨期套利(大商所)
11 期货跨品种(大商所)
12 卖出期货期权(大商所)
13 买入期货期权(大商所)
14 期权同品种对锁(大商所)
15 日历日价差(大商所)

组合回报

{
    "Account": "XXXX",
    "BrokerID": "XXXX",
    "OrderID": "XXX",
    "FilledID": "XXX",
    "Symbol": "TC.O.SSE.510050A.202103.C.3.746&TC.O.SSE.510050A.202103.C.3.844",
    "Quantity": "1",
    "OptCombCode": "1",
    "Side": "1",
    "CombSide": "1",
    "ExecType": "1",
    "QryIndex": "1"
}

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Last updated 2 years ago