emt_quote_struct.h

浏览该文件的文档.

#pragma once
 
#ifndef __EMT_MARKETDATA_H__
#define __EMT_MARKETDATA_H__ extern "C" _declspec(dllimport)
 
#include "emt_api_data_type.h"
#include <inttypes.h>
 
#pragma pack(1)  // 内存以1字节为单位对齐
 
#define MAX_LEVEL_NUM       10                      
#define EMT_ERR_MSG_LEN  124                        
 
typedef struct _EMTSpecificTickerStruct
{
    EMT_EXCHANGE_TYPE exchange_id;
    char ticker[EMT_TICKER_LEN];
}EMTSpecificTickerStruct;
 
typedef struct _EMTRspInfoStruct
{
    int32_t error_id; 
    char    error_msg[EMT_ERR_MSG_LEN];
}EMTRspInfoStruct;
 
typedef struct _EMTIndexDataStruct
{
    EMT_EXCHANGE_TYPE exchange_id;
    char ticker[EMT_TICKER_LEN];
    int64_t data_time;
    double pre_close_price;
    double open_price;
    double last_price;
    double high_price;
    double low_price;
    int64_t qty;
    double turnover;
 
}EMTIndexDataStruct;
 
typedef struct _EMTMarketDataFundExData
{
    double iopv;
    int32_t etf_buy_count;
    int32_t etf_sell_count;
    double etf_buy_qty;
    double etf_buy_money;
    double etf_sell_qty;
    double etf_sell_money;
    double pre_iopv;
}EMTMarketDataFundExData;
 
 
typedef struct _EMTMarketDataBondExData
{
    double ma_bond_bid_price;
    double ma_bond_ask_price;
    double yield_to_maturity;
}EMTMarketDataBondExData;
 
typedef struct _EMTMarketDataWarrantExData
{
    double total_warrant_exec_qty;
    double warrant_lower_price;
    double warrant_upper_price; 
}EMTMarketDataWarrantExData;
 
typedef struct _EMTMarketDataOptionExData
{
    double auction_price;
    int64_t auction_qty;
    int64_t last_enquiry_time;
 
    // 期权数据
    int64_t pre_total_long_positon;
    int64_t total_long_positon;
    double pre_settl_price;
    double settl_price;
}EMTMarketDataOptionExData;
 
typedef struct _EMTMarketDataStruct
{
    EMT_EXCHANGE_TYPE exchange_id;
    char ticker[EMT_TICKER_LEN];
 
    // 价格
    double last_price;
    double pre_close_price;
    double open_price;
    double high_price;
    double low_price;
    double close_price;
 
    // 涨跌停
    double upper_limit_price;
    double lower_limit_price;
    int64_t data_time;
 
    // 量额数据
    int64_t qty;
    double turnover;
    double avg_price;
 
    // 买卖盘
    double bid[10];
    double ask[10];
    int64_t bid_qty[10];
    int64_t ask_qty[10];
 
    int64_t trades_count;
    char ticker_status[8];
 
    int64_t total_bid_qty;
    int64_t total_ask_qty;
    double ma_bid_price;
    double ma_ask_price;
 
    int32_t cancel_buy_count;
    int32_t cancel_sell_count;
    double cancel_buy_qty;
    double cancel_sell_qty;
    double cancel_buy_money;
    double cancel_sell_money;
    int64_t total_buy_count;
    int64_t total_sell_count;
    int32_t duration_after_buy;
    int32_t duration_after_sell;
    int32_t num_bid_orders;
    int32_t num_ask_orders;
    union {
        EMTMarketDataBondExData bond;
        EMTMarketDataFundExData fund;
        EMTMarketDataWarrantExData warrant;
        EMTMarketDataOptionExData opt;
    };
    EMT_TICKER_TYPE data_type;
 
}EMTMarketDataStruct;
 
typedef struct _EMTTickByTickEntrust
{
    int32_t channel_no;
    char side;
    char ord_type;
    char __filler[2];
    int64_t seq;
    double price;
    int64_t qty;
}EMTTickByTickEntrust;
 
typedef struct _EMTTickByTickTrade
{
    int32_t channel_no;
    char trade_flag;
    char __filler[3];
    int64_t seq;
    int64_t bid_no;
    int64_t ask_no;
    double price;
    int64_t qty;
    double money;
 
}EMTTickByTickTrade;
 
typedef struct _EMTTickByTickStruct
{
    int64_t data_time;
    int64_t seq;
    EMT_EXCHANGE_TYPE exchange_id;
    char ticker[EMT_TICKER_LEN];
    EMT_TBT_TYPE type;
    
    union {
        EMTTickByTickEntrust entrust;
        EMTTickByTickTrade trade;
    };
 
}EMTTickByTickStruct;
 
// /// 
// /// @brief EMT_QUALIFICATION_TYPE是一个证券适当性枚举类型
// typedef enum  _EMT_QUALIFICATION_TYPE
// {
//  EMT_QUALIFICATION_PUBLIC = 0,               /// 公众投资者，合格投资者与机构投资者均可
//  EMT_QUALIFICATION_COMMON = 1,               /// 仅合格投资者与公众投资者
//  EMT_QUALIFICATION_ORGANIZATION = 2,         /// 仅限机构投资者
//  EMT_QUALIFICATION_UNKNOWN = 3               /// 未知，期权等可能为此种类型
// }EMT_QUALIFICATION_TYPE;
 
typedef struct _EMTQuoteStaticInfo {
    EMT_EXCHANGE_TYPE exchange_id;
    char ticker[EMT_TICKER_LEN];
    char ticker_name[EMT_TICKER_NAME_LEN];
    EMT_TICKER_TYPE ticker_type;
    double  pre_close_price; 
    double  upper_limit_price;
    double  lower_limit_price;
    double  price_tick;
    int32_t  buy_qty_unit;
    int32_t sell_qty_unit;
}EMTQuoteStaticInfo;
 
typedef struct _EMTQuoteFullInfo {
    EMT_EXCHANGE_TYPE exchange_id;
    char ticker[EMT_TICKER_LEN];
    char ticker_name[EMT_TICKER_NAME_LEN];
    EMT_SECURITY_TYPE security_type;
    EMT_QUALIFICATION_TYPE ticker_qualification_class;
    bool is_registration;
    bool is_VIE;
    bool is_noprofit; 
    bool is_weighted_voting_rights;
    bool is_have_price_limit;
    double upper_limit_price; 
    double lower_limit_price;
    double pre_close_price;
    double price_tick;
    int32_t bid_qty_upper_limit;
    int32_t bid_qty_lower_limit;
    int32_t bid_qty_unit;
    int32_t ask_qty_upper_limit; 
    int32_t ask_qty_lower_limit; 
    int32_t ask_qty_unit;      
    int32_t market_bid_qty_upper_limit; 
    int32_t market_bid_qty_lower_limit; 
    int32_t market_bid_qty_unit;
    int32_t market_ask_qty_upper_limit;
    int32_t market_ask_qty_lower_limit;
    int32_t market_ask_qty_unit;
    uint64_t unknown[4];
}EMTQuoteFullInfo;
 
typedef struct _EMTOrderBookStruct {
    EMT_EXCHANGE_TYPE exchange_id;
    char ticker[EMT_TICKER_LEN];
 
    double last_price;
    int64_t qty;          
    double  turnover;    
    int64_t trades_count;
 
    // 买卖盘
    double bid[10];
    double  ask[10];
    int64_t bid_qty[10];
    int64_t ask_qty[10];
    int64_t data_time;
} EMTOrderBookStruct;
 
typedef struct _EMTMinuteInfo {
    EMT_EXCHANGE_TYPE exchange_type;
    EMT_TICKER_TYPE ticker_type;
    char ticker[EMT_TICKER_LEN];
    int64_t data_time;
    double last_price;
    int64_t volume_trade;
    double value_trade;
    double avg_price;
}EMTMinuteInfo;
 
#pragma pack()          // 恢复默认内存对齐方式
 
#endif // !__EMT_MARKETDATA_H__