交易 参数与回复

下单参数

"Param":
{    
  "BrokerID":"xxxxx",
  "Account":"xxxxx",
  "Symbol":"TC.F.xxx.xxx.201710",
  "Price":"xxxxx",
  "StopPrice":"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",
       ...}
   ]   
}

部位及组合部位帐务回复

{
  "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",
       ...}
   ]   
}

持仓监控

{
    "Reply": "POSITIONTRACKER", 
    "Success": "OK", 
    "Data": [
        {
            "BrokerID": "", 
            "Account": "", 
            "Symbol": "TC.S.SSE.510050", 
            "SubKey": "Total", 
            "$Delta": "1332.56", 
            "$Gamma": "14140.88",  
            "$Theta": "-6", 
            "$Vega": "9", 
            "$Rho": "-0.02", 
            "$Charm": "-46351.79", 
            "$Vanna": "815600", 
            "$Vomma": "15637", 
            "$Speed": "125329", 
            "$Zomma": "56353", 
            "TimeValue": "32", ...           
        },       
        {
            "BrokerID": "MVT_SIM2", 
            "Account": "1999_2-0033361", 
            "Symbol": "TC.S.SSE.510050", 
            "SubKey": "Total", 
            "$Delta": "1332.56",  
            "$Gamma": "14140.88",  
            "$Theta": "-6",  
            "$Vega": "9",  
            "$Rho": "-0.02", 
            "$Charm": "-46351.79", 
            "$Vanna": "815600",  
            "$Vomma": "15637",  
            "$Speed": "125329", 
            "$Zomma": "56353", 
            "TimeValue": "32", ...
        }       
    ]
}

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"
}

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"
}

回报主推

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

成交主推

{
	"DataType":"FILLEDREPORT",
  "Report":
  {
    "ReportID":"123456",
    "Account":"XXX",
    "BrokerID":"XXX",
         "Symbol":"XXX",
         "Side":"n",
     ...
  }
}
Previous行情 参数与回复NextPython API2.0使用范例

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