交易类
Account - 账户结构
public class Account
{
public string accountId; //账号ID
public string accountName; //账户登录名
public string title; //账号名称
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
};
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; //当前可用仓位
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
};