goctp

package module
v0.6.5-20220626 Latest Latest
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 Go to latest Published: Jun 25, 2022 License: MIT Imports: 13 Imported by: 3

README

goctp

介绍

CTP 封装之 golang 版,支持 Windows Linux x64. 采用二次封装，将 C++封装成 C，并 export. win lnx 封装逻辑相同: trade.go quote.go

运行

环境变量
"tradeFront": "tcp://180.168.146.187:10130",
"quoteFront": "tcp://180.168.146.187:10131",
"loginInfo": "9999/008107/1/simnow_client_test/0000000000000000"
看穿式评测
# lnx
cp CTPv6.3.19_20200423_cp/*.so lnx/
# win
cp ctp_6.6.1_20210406_cp/*.dll win/
GOOS=windows GOARCH=amd64 go build -o ctp_auth.exe demo/main.go
tar -czf ctp_auth.tgz ctp_auth.exe ./win/*.dll
# 解压后,复制win下dll到 ctp_auth.exe 目录下
set tradeFront=tcp://180.168.146.187:10130
set quoteFront=tcp://180.168.146.187:10131
set loginInfo=9999/008106/jie123465/simnow_client_test/0000000000000000
ctp_auth.exe
示例

main.go

版本切换

复制 6.5.1 版本以上官方库文件覆盖到 lnx win 下同名文件即可。

QA

operator delete(void*, unsigned long)@CXXABI_1.3.9’未定义的引用

不同系统，不同版本的底层依赖不同 重新编译即可

cd lnx && g++ -shared -fPIC -Wl,-rpath . -o ./libctp_quote.so ../generate/quote.cpp  thostmduserapi_se.so && cd ..
cd lnx && g++ -shared -fPIC -Wl,-rpath . -o ./libctp_trade.so ../generate/trade.cpp  thosttraderapi_se.so && cd ..

Documentation

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func Bytes2String 

func Bytes2String(t []byte) string

func CheckErr 

func CheckErr(err error)

func Contain 

func Contain(obj interface{}, target interface{}) (bool, error)

判断obj是否在target中，target支持的类型 arrary, slice, map

func TemplateMap 

func TemplateMap(templateString string, mapContent map[string]string) string

Types

type AccountField 

type AccountField struct {
	// 交易帐号
	InvestorID string
	// 上次质押金额
	PreMortgage float64
	// 上次存款额
	PreDeposit float64
	// 上次结算准备金
	PreBalance float64
	// 上次占用的保证金
	PreMargin float64
	// 利息基数
	InterestBase float64
	// 利息收入
	Interest float64
	// 入金金额
	Deposit float64
	// 出金金额
	Withdraw float64
	// 冻结的保证金
	FrozenMargin float64
	// 冻结的资金
	FrozenCash float64
	// 冻结的手续费
	FrozenCommission float64
	// 当前保证金总额
	CurrMargin float64
	// 资金差额
	CashIn float64
	// 手续费
	Commission float64
	// 平仓盈亏
	CloseProfit float64
	// 持仓盈亏
	PositionProfit float64
	// 期货结算准备金
	Balance float64
	// 可用资金
	Available float64
	// 可取资金
	WithdrawQuota float64
	// 基本准备金
	Reserve float64
	// 信用额度
	Credit float64
	// 质押金额
	Mortgage float64
	// 交易所保证金
	ExchangeMargin float64
	// 投资者交割保证金
	DeliveryMargin float64
	// 交易所交割保证金
	ExchangeDeliveryMargin float64
	// 保底期货结算准备金
	ReserveBalance float64
	// 币种代码
	CurrencyID string
	// 上次货币质入金额
	PreFundMortgageIn float64
	// 上次货币质出金额
	PreFundMortgageOut float64
	// 货币质入金额
	FundMortgageIn float64
	// 货币质出金额
	FundMortgageOut float64
	// 货币质押余额
	FundMortgageAvailable float64
	// 可质押货币金额
	MortgageableFund float64
}

资金账户

type CombinationTypeType 

type CombinationTypeType byte

组合类型 

const (
	// 期货组合
	CombinationTypeFuture CombinationTypeType = '0'
	// 垂直价差BUL
	CombinationTypeBUL CombinationTypeType = '1'
	// 垂直价差BER
	CombinationTypeBER CombinationTypeType = '2'
	// 跨式组合
	CombinationTypeSTD CombinationTypeType = '3'
	// 宽跨式组合
	CombinationTypeSTG CombinationTypeType = '4'
	// 备兑组合
	CombinationTypePRT CombinationTypeType = '5'
	// 时间价差组合
	CombinationTypeCLD CombinationTypeType = '6'
)

type DirectionType 

type DirectionType byte

买卖方向类型 

const (
	// 买
	DirectionBuy DirectionType = '0'
	// 卖
	DirectionSell DirectionType = '1'
)

type GetVersionType added in v1.0.1 

type GetVersionType func() string

type HFQuote added in v1.0.1 

type HFQuote struct {
	InvestorID string
	BrokerID   string

	ReqConnect   ReqConnectType
	Release      ReleaseAPIType
	ReqUserLogin ReqUserLoginType
	ReqSubscript ReqSubscriptType
	// contains filtered or unexported fields
}

HFQuote 行情接口

func (*HFQuote) FrontConnected added in v1.0.1 

func (q *HFQuote) FrontConnected()

func (*HFQuote) FrontDisConnected added in v1.0.1 

func (q *HFQuote) FrontDisConnected(reason int)

func (*HFQuote) Init added in v1.0.1 

func (q *HFQuote) Init()

func (*HFQuote) RegOnFrontConnected added in v1.0.1 

func (q *HFQuote) RegOnFrontConnected(on OnFrontConnectedType)

RegOnFrontConnected 注册前置响应

func (*HFQuote) RegOnFrontDisConnected added in v1.0.1 

func (q *HFQuote) RegOnFrontDisConnected(on OnFrontDisConnectedType)

RegOnFrontDisConnected 注册连接响应

func (*HFQuote) RegOnRspUserLogin added in v1.0.1 

func (q *HFQuote) RegOnRspUserLogin(on OnRspUserLoginType)

RegOnRspUserLogin 注册登录响应

func (*HFQuote) RegOnTick added in v1.0.1 

func (q *HFQuote) RegOnTick(on OnTickType)

RegOnTick 注册行情响应

func (*HFQuote) ReqLogin added in v1.0.1 

func (q *HFQuote) ReqLogin(investor, pwd, broker string)

ReqLogin 登录

func (*HFQuote) RspUserLogin added in v1.0.1 

func (q *HFQuote) RspUserLogin(loginField *ctpdefine.CThostFtdcRspUserLoginField, infoField *ctpdefine.CThostFtdcRspInfoField)

func (*HFQuote) RtnDepthMarketData added in v1.0.1 

func (q *HFQuote) RtnDepthMarketData(dataField *ctpdefine.CThostFtdcDepthMarketDataField)

type HFTrade added in v1.0.1 

type HFTrade struct {
	UserID     string   // 交易员
	InvestorID string   // 帐号
	Investors  []string // 多个帐号(交易员)
	BrokerID   string   // 经纪商
	TradingDay string   // 交易日

	SessionID int // 判断是否自己的委托用

	Instruments       sync.Map // 合约列表 (key: InstrumentID, value: *InstrumentField)
	InstrumentStatuss sync.Map // 合约状态 (key: InstrumentID, value: *InstrumentStatus)

	Positions sync.Map // 合成后的持仓 (key: instrument_long/short value: *ctp.CThostFtdcInvestorPositionField)
	Orders    sync.Map // 委托 (key: sessionID_OrderRef, value: *OrderField)
	Trades    sync.Map // 成交 (key: TradeID_buy/sell, value: &TradeField)

	Account       *AccountField            // 帐户权益
	UserAccounts  map[string]*AccountField // 交易员:多帐户权益 string->*AccountField
	UserPositions map[string]*sync.Map     // 交易员:多帐户持仓

	IsLogin bool   // 登录成功
	Version string // 版本号,如 v6.5.1_20200908 10:25:08

	// 继承类要实现的函数
	ReqConnect                  ReqConnectType
	ReleaseAPI                  ReleaseAPIType
	ReqUserLogin                ReqUserLoginType
	ReqAuthenticate             ReqAuthenticateType
	ReqSettlementInfoConfirm    ReqSettlementInfoConfirmType
	ReqQryInstrument            ReqQryInstrumentType
	ReqQryClassifiedInstrument  ReqQryClassifiedInstrumentType
	ReqQryTradingAccount        ReqQryTradingAccountType
	ReqQryInvestorPosition      ReqQryInvestorPositionType
	ReqOrder                    ReqOrderInsertType
	ReqAction                   ReqOrderActionType
	ReqFromBankToFutureByFuture ReqTransferType
	ReqFromFutureToBankByFuture ReqTransferType
	GetVersion                  GetVersionType
	ReqQryInvestor              ReqQryInvestorType
	// contains filtered or unexported fields
}

HFTrade 交易接口

func (*HFTrade) ErrRtnOrderAction added in v1.0.1 

func (t *HFTrade) ErrRtnOrderAction(field *ctp.CThostFtdcOrderActionField, info *ctp.CThostFtdcRspInfoField)

ErrRtnOrderAction 撤单错误

func (*HFTrade) ErrRtnOrderInsert added in v1.0.1 

func (t *HFTrade) ErrRtnOrderInsert(field *ctp.CThostFtdcInputOrderField, info *ctp.CThostFtdcRspInfoField)

ErrRtnOrderInsert 委托错误O

func (*HFTrade) FrontConnected added in v1.0.1 

func (t *HFTrade) FrontConnected()

FrontConnected 连接

func (*HFTrade) FrontDisConnected added in v1.0.1 

func (t *HFTrade) FrontDisConnected(reason int)

FrontDisConnected 断开响应

func (*HFTrade) Init added in v1.0.1 

func (t *HFTrade) Init()

func (*HFTrade) RegOnErrAction added in v1.0.1 

func (t *HFTrade) RegOnErrAction(on OnRtnErrActionType)

RegOnErrAction 注册撤单响应

func (*HFTrade) RegOnErrRtnOrder added in v1.0.1 

func (t *HFTrade) RegOnErrRtnOrder(on OnRtnErrOrderType)

RegOnErrRtnOrder 注册委托响应

func (*HFTrade) RegOnFrontConnected added in v1.0.1 

func (t *HFTrade) RegOnFrontConnected(on OnFrontConnectedType)

RegOnFrontConnected 注册连接响应

func (*HFTrade) RegOnFrontDisConnected added in v1.0.1 

func (t *HFTrade) RegOnFrontDisConnected(on OnFrontDisConnectedType)

RegOnFrontDisConnected 注册连接响应

func (*HFTrade) RegOnRspUserLogin added in v1.0.1 

func (t *HFTrade) RegOnRspUserLogin(on OnRspUserLoginType)

RegOnRspUserLogin 注册登陆响应

func (*HFTrade) RegOnRtnCancel added in v1.0.1 

func (t *HFTrade) RegOnRtnCancel(on OnRtnOrderType)

RegOnRtnCancel 注册撤单响应

func (*HFTrade) RegOnRtnFromBankToFuture added in v1.0.1 

func (t *HFTrade) RegOnRtnFromBankToFuture(on OnRtnFromBankToFutureByFuture)

RegOnRtnFromBankToFuture 注册银行转期货

func (*HFTrade) RegOnRtnFromFutureToBank added in v1.0.1 

func (t *HFTrade) RegOnRtnFromFutureToBank(on OnRtnFromFutureToBankByFuture)

RegOnRtnFromFutureToBank 注册期货转银行

func (*HFTrade) RegOnRtnInstrumentStatus added in v1.0.1 

func (t *HFTrade) RegOnRtnInstrumentStatus(on OnRtnInstrumentStatusType)

RegOnRtnInstrumentStatus 注册合约状态变化

func (*HFTrade) RegOnRtnOrder added in v1.0.1 

func (t *HFTrade) RegOnRtnOrder(on OnRtnOrderType)

RegOnRtnOrder 注册委托响应

func (*HFTrade) RegOnRtnTrade added in v1.0.1 

func (t *HFTrade) RegOnRtnTrade(on OnRtnTradeType)

RegOnRtnTrade 注册成交响应

func (*HFTrade) Release added in v1.0.1 

func (t *HFTrade) Release()

func (*HFTrade) ReqBankToFuture added in v1.0.1 

func (t *HFTrade) ReqBankToFuture(bankID, bankAccount, bankPwd string, amount float64)

ReqBankToFuture 银行转期货

func (*HFTrade) ReqFutureToBank added in v1.0.1 

func (t *HFTrade) ReqFutureToBank(bankID, bankAccount string, amount float64)

ReqFutureToBank 期货转银行

func (*HFTrade) ReqLogin added in v1.0.1 

func (t *HFTrade) ReqLogin(user, pwd, broker, appID, authCode string)

ReqLogin 登录

func (*HFTrade) ReqOrderAction added in v1.0.1 

func (t *HFTrade) ReqOrderAction(orderID string) int

ReqOrderAction 撤单

func (*HFTrade) ReqOrderInsert added in v1.0.1 

func (t *HFTrade) ReqOrderInsert(instrument string, buySell DirectionType, openClose OffsetFlagType, price float64, volume int) string

ReqOrderInsert 限价委托

func (*HFTrade) ReqOrderInsertByUser added in v1.0.1 

func (t *HFTrade) ReqOrderInsertByUser(investor, instrument string, buySell DirectionType, openClose OffsetFlagType, price float64, volume int) string

------------------- 函数封装 ---------------------- ReqOrderInsert 限价委托

func (*HFTrade) ReqOrderInsertFAK added in v1.0.1 

func (t *HFTrade) ReqOrderInsertFAK(instrument string, buySell DirectionType, openClose OffsetFlagType, price float64, volume int) string

ReqOrderInsertFAK FAK委托[全成or撤单]

func (*HFTrade) ReqOrderInsertFOK added in v1.0.1 

func (t *HFTrade) ReqOrderInsertFOK(instrument string, buySell DirectionType, openClose OffsetFlagType, price float64, volume int) string

ReqOrderInsertFOK FOK委托[部成撤单]

func (*HFTrade) ReqOrderInsertMarket added in v1.0.1 

func (t *HFTrade) ReqOrderInsertMarket(instrument string, buySell DirectionType, openClose OffsetFlagType, volume int) string

ReqOrderInsertMarket 市价委托

func (*HFTrade) RspAuthenticate added in v1.0.1 

func (t *HFTrade) RspAuthenticate(info *ctp.CThostFtdcRspInfoField)

RspAuthenticate 认证

func (*HFTrade) RspQryInstrument added in v1.0.1 

func (t *HFTrade) RspQryInstrument(field *ctp.CThostFtdcInstrumentField, b bool)

RspQryInstrument 合约

func (*HFTrade) RspQryInvestor added in v1.0.1 

func (t *HFTrade) RspQryInvestor(field *ctp.CThostFtdcInvestorField, b bool)

func (*HFTrade) RspQryInvestorPosition added in v1.0.1 

func (t *HFTrade) RspQryInvestorPosition(field *ctp.CThostFtdcInvestorPositionField, b bool)

RspQryInvestorPosition 持仓

func (*HFTrade) RspQryTradingAccount added in v1.0.1 

func (t *HFTrade) RspQryTradingAccount(field *ctp.CThostFtdcTradingAccountField)

RspQryTradingAccount 权益

func (*HFTrade) RspSettlementInfoConfirm added in v1.0.1 

func (t *HFTrade) RspSettlementInfoConfirm()

RspSettlementInfoConfirm 确认结算

func (*HFTrade) RspUserLogin added in v1.0.1 

func (t *HFTrade) RspUserLogin(loginField *ctp.CThostFtdcRspUserLoginField, infoField *ctp.CThostFtdcRspInfoField)

RspUserLogin 登录

func (*HFTrade) RtnFromBankToFutureByFuture added in v1.0.1 

func (t *HFTrade) RtnFromBankToFutureByFuture(field *ctp.CThostFtdcRspTransferField)

RtnFromBankToFutureByFuture 银行转期货-期货端

func (*HFTrade) RtnFromFutureToBankByFuture added in v1.0.1 

func (t *HFTrade) RtnFromFutureToBankByFuture(field *ctp.CThostFtdcRspTransferField)

RtnFromFutureToBankByFuture // 期货转银行-期货端

func (*HFTrade) RtnInstrumentStatus added in v1.0.1 

func (t *HFTrade) RtnInstrumentStatus(field *ctp.CThostFtdcInstrumentStatusField)

RtnInstrumentStatus 合约/品种/交易所 状态响应

func (*HFTrade) RtnOrder added in v1.0.1 

func (t *HFTrade) RtnOrder(field *ctp.CThostFtdcOrderField)

RtnOrder 委托响应

func (*HFTrade) RtnTrade added in v1.0.1 

func (t *HFTrade) RtnTrade(field *ctp.CThostFtdcTradeField)

RtnTrade 成交响应

type HedgeFlagType 

type HedgeFlagType byte

投机套保标志类型 

const (
	// 投机
	HedgeFlagSpeculation HedgeFlagType = '1'
	// 套利
	HedgeFlagArbitrage HedgeFlagType = '2'
	// 套保
	HedgeFlagHedge HedgeFlagType = '3'
	// 做市商
	HedgeFlagMarketMaker HedgeFlagType = '5'
	// 第一腿投机第二腿套保 大商所专用
	HedgeFlagSpecHedge HedgeFlagType = '6'
	// 第一腿套保第二腿投机  大商所专用
	HedgeFlagHedgeSpec HedgeFlagType = '7'
)

type InstrumentField 

type InstrumentField struct {
	// 合约代码
	InstrumentID string
	// 交易所代码
	ExchangeID string
	// 产品代码
	ProductID string
	// 产品类型
	ProductClass ProductClassType
	// 市价单最大下单量
	MaxMarketOrderVolume int
	// 市价单最小下单量
	MinMarketOrderVolume int
	// 限价单最大下单量
	MaxLimitOrderVolume int
	// 限价单最小下单量
	MinLimitOrderVolume int
	// 合约数量乘数
	VolumeMultiple int
	// 最小变动价位
	PriceTick float64
	// 持仓类型
	PositionType PositionTypeType
	// 是否使用大额单边保证金算法
	UseMaxMarginSideAlgorithm bool
	// 基础商品代码
	UnderlyingInstrID string
	// 执行价
	StrikePrice float64
	// 期权类型
	OptionsType OptionsTypeType
	// 合约基础商品乘数
	UnderlyingMultiple float64
	// 组合类型
	CombinationType CombinationTypeType
	// 到期日
	ExpireDate string
	// 开始交割日
	StartDelivDate string
	// 结束交割日
	EndDelivDate string
}

合约

type InstrumentStatus added in v0.1.8 

type InstrumentStatus struct {
	// 交易所代码
	ExchangeID string
	// 合约代码
	InstrumentID string
	// 合约交易状态
	InstrumentStatus InstrumentStatusType
	// 进入本状态时间
	EnterTime string
}

InstrumentStatus 合约状态

type InstrumentStatusType 

type InstrumentStatusType byte

合约交易状态类型 

const (
	// 开盘前
	InstrumentStatusBeforeTrading InstrumentStatusType = '0'
	// 非交易
	InstrumentStatusNoTrading InstrumentStatusType = '1'
	// 连续交易
	InstrumentStatusContinous InstrumentStatusType = '2'
	// 集合竞价报单
	InstrumentStatusAuctionOrdering InstrumentStatusType = '3'
	// 集合竞价价格平衡
	InstrumentStatusAuctionBalance InstrumentStatusType = '4'
	// 集合竞价撮合
	InstrumentStatusAuctionMatch InstrumentStatusType = '5'
	// 收盘
	InstrumentStatusClosed InstrumentStatusType = '6'
)

type OffsetFlagType 

type OffsetFlagType byte

开平标志类型 

const (
	// 开仓
	OffsetFlagOpen OffsetFlagType = '0'
	// 平仓
	OffsetFlagClose OffsetFlagType = '1'
	// 强平
	OffsetFlagForceClose OffsetFlagType = '2'
	// 平今
	OffsetFlagCloseToday OffsetFlagType = '3'
	// 平昨
	OffsetFlagCloseYesterday OffsetFlagType = '4'
	// 强减
	OffsetFlagForceOff OffsetFlagType = '5'
	// 本地强平
	OffsetFlagLocalForceClose OffsetFlagType = '6'
)

type OnFrontConnectedType 

type OnFrontConnectedType func()

公共-连接

type OnFrontDisConnectedType added in v0.1.8 

type OnFrontDisConnectedType func(reason int)

公共-断开

type OnRspUserLoginType 

type OnRspUserLoginType func(loginField *RspUserLoginField, info *RspInfoField)

公共-登录

type OnRtnErrActionType 

type OnRtnErrActionType func(orderID string, info *RspInfoField)

交易-错误撤单

type OnRtnErrOrderType 

type OnRtnErrOrderType func(field *OrderField, info *RspInfoField)

交易-错误委托

type OnRtnFromBankToFutureByFuture added in v0.2.4 

type OnRtnFromBankToFutureByFuture func(field *TransferField)

银转-银行->期货

type OnRtnFromFutureToBankByFuture added in v0.2.4 

type OnRtnFromFutureToBankByFuture func(field *TransferField)

银转-期货->银行

type OnRtnInstrumentStatusType added in v0.1.8 

type OnRtnInstrumentStatusType func(field *InstrumentStatus)

交易-合约状态响应

type OnRtnOrderType 

type OnRtnOrderType func(field *OrderField)

交易-委托响应

type OnRtnTradeType 

type OnRtnTradeType func(field *TradeField)

交易-成交响应

type OnTickType 

type OnTickType func(tick *TickField)

行情

type OptionsTypeType 

type OptionsTypeType byte

期权类型 

const (
	// 看涨
	OptionsTypeCallOptions OptionsTypeType = '1'
	// 看跌
	OptionsTypePutOptions OptionsTypeType = '2'
)

type OrderField 

type OrderField struct {
	// 交易帐号
	InvestorID string
	// 合约代码
	InstrumentID string
	// 报单引用
	OrderRef string
	// 买卖方向
	Direction DirectionType
	// 组合开平标志
	OffsetFlag OffsetFlagType
	// 组合投机套保标志
	HedgeFlag HedgeFlagType
	// 价格
	LimitPrice float64
	// 数量
	VolumeTotalOriginal int
	// 交易所代码
	ExchangeID string
	// 报单编号
	OrderSysID string
	// 报单状态
	OrderStatus OrderStatusType
	// 今成交数量
	VolumeTraded int
	// 剩余数量
	VolumeLeft int
	// 报单日期
	InsertDate string
	// 委托时间
	InsertTime string
	// 撤销时间
	CancelTime string
	// 前置编号
	FrontID int
	// 会话编号
	SessionID int
	// 状态信息
	StatusMsg string
	// 是否本次登录后的委托
	IsLocal bool
	// 成交时间(有OnTrade更新)
	LastTradeTime string
	// 成交均价
	TradePrice float64
}

报单

type OrderStatusType 

type OrderStatusType byte

报单状态类型 

const (
	// 全部成交
	OrderStatusAllTraded OrderStatusType = '0'
	// 部分成交还在队列中
	OrderStatusPartTradedQueueing OrderStatusType = '1'
	// 部分成交不在队列中
	OrderStatusPartTradedNotQueueing OrderStatusType = '2'
	// 未成交还在队列中
	OrderStatusNoTradeQueueing OrderStatusType = '3'
	// 未成交不在队列中
	OrderStatusNoTradeNotQueueing OrderStatusType = '4'
	// 撤单
	OrderStatusCanceled OrderStatusType = '5'
	// 未知
	OrderStatusUnknown OrderStatusType = 'a'
	// 尚未触发
	OrderStatusNotTouched OrderStatusType = 'b'
	// 已触发
	OrderStatusTouched OrderStatusType = 'c'
)

type PosiDirectionType 

type PosiDirectionType byte

持仓多空方向类型 

const (
	// 净
	PosiDirectionNet PosiDirectionType = '1'
	// 多头
	PosiDirectionLong PosiDirectionType = '2'
	// 空头
	PosiDirectionShort PosiDirectionType = '3'
)

type PositionField 

type PositionField struct {
	// 交易帐号
	InvestorID string
	// 合约代码
	InstrumentID string
	// 持仓多空方向
	PositionDirection PosiDirectionType
	// 投机套保标志
	HedgeFlag HedgeFlagType
	// 上日持仓
	YdPosition int
	// 今日持仓
	Position int
	// 多头冻结
	LongFrozen int
	// 空头冻结
	ShortFrozen int
	// 开仓冻结金额
	LongFrozenAmount float64
	// 开仓冻结金额
	ShortFrozenAmount float64
	// 开仓量
	OpenVolume int
	// 平仓量
	CloseVolume int
	// 开仓金额
	OpenAmount float64
	// 平仓金额
	CloseAmount float64
	// 持仓成本
	PositionCost float64
	// 上次占用的保证金
	PreMargin float64
	// 占用的保证金
	UseMargin float64
	// 冻结的保证金
	FrozenMargin float64
	// 冻结的资金
	FrozenCash float64
	// 冻结的手续费
	FrozenCommission float64
	// 资金差额
	CashIn float64
	// 手续费
	Commission float64
	// 平仓盈亏
	CloseProfit float64
	// 持仓盈亏
	PositionProfit float64
	// 上次结算价
	PreSettlementPrice float64
	// 本次结算价
	SettlementPrice float64
	// 开仓成本
	OpenCost float64
	// 交易所保证金
	ExchangeMargin float64
	// 组合成交形成的持仓
	CombPosition int
	// 组合多头冻结
	CombLongFrozen int
	// 组合空头冻结
	CombShortFrozen int
	// 逐日盯市平仓盈亏
	CloseProfitByDate float64
	// 逐笔对冲平仓盈亏
	CloseProfitByTrade float64
	// 今日持仓
	TodayPosition int
	// 执行冻结
	StrikeFrozen int
	// 执行冻结金额
	StrikeFrozenAmount float64
	// 放弃执行冻结
	AbandonFrozen int
	// 交易所代码
	ExchangeID string
	// 执行冻结的昨仓
	YdStrikeFrozen int
	// 大商所持仓成本差值，只有大商所使用
	PositionCostOffset float64
}

投资者持仓

type PositionTypeType 

type PositionTypeType byte

持仓类型类型 

const (
	// 净持仓
	PositionTypeNet PositionTypeType = '1'
	// 综合持仓
	PositionTypeGross PositionTypeType = '2'
)

type ProductClassType 

type ProductClassType byte

产品类型类型 

const (
	// 期货
	ProductClassFutures ProductClassType = '1'
	// 期货期权
	ProductClassOptions ProductClassType = '2'
	// 组合
	ProductClassCombinationProductClassType = '3'
	// 即期
	ProductClassSpot ProductClassType = '4'
	// 期转现
	ProductClassEFP ProductClassType = '5'
	// 现货期权
	ProductClassSpotOption ProductClassType = '6'
)

type ReleaseAPIType added in v1.0.1 

type ReleaseAPIType func()

type ReqAuthenticateType added in v1.0.1 

type ReqAuthenticateType func(*ctp.CThostFtdcReqAuthenticateField, int)

type ReqConnectType added in v1.0.1 

type ReqConnectType = func(string)

type ReqOrderActionType added in v1.0.1 

type ReqOrderActionType = func(*ctp.CThostFtdcInputOrderActionField, int)

type ReqOrderInsertType added in v1.0.1 

type ReqOrderInsertType func(*ctp.CThostFtdcInputOrderField, int)

type ReqQryClassifiedInstrumentType added in v1.0.1 

type ReqQryClassifiedInstrumentType func(*ctp.CThostFtdcQryClassifiedInstrumentField, int)

type ReqQryInstrumentType added in v1.0.1 

type ReqQryInstrumentType func(*ctp.CThostFtdcQryInstrumentField, int)

type ReqQryInvestorPositionType added in v1.0.1 

type ReqQryInvestorPositionType func(*ctp.CThostFtdcQryInvestorPositionField, int)

type ReqQryInvestorType added in v1.0.1 

type ReqQryInvestorType = func(*ctp.CThostFtdcQryInvestorField, int)

type ReqQryTradingAccountType added in v1.0.1 

type ReqQryTradingAccountType func(*ctp.CThostFtdcQryTradingAccountField, int)

type ReqSettlementInfoConfirmType added in v1.0.1 

type ReqSettlementInfoConfirmType func(*ctp.CThostFtdcSettlementInfoConfirmField, int)

type ReqSubscriptType added in v1.0.1 

type ReqSubscriptType func(string)

type ReqTransferType added in v1.0.1 

type ReqTransferType = func(*ctp.CThostFtdcReqTransferField, int)

type ReqUserLoginType added in v1.0.1 

type ReqUserLoginType func(*ctp.CThostFtdcReqUserLoginField, int)

type RspInfoField 

type RspInfoField struct {
	// 错误代码
	ErrorID int
	// 错误信息
	ErrorMsg string
}

响应信息

type RspUserLoginField 

type RspUserLoginField struct {
	// 交易日
	TradingDay string
	// 登录成功时间
	LoginTime string
	// 经纪公司代码
	BrokerID string
	// 用户代码
	UserID string
	// 交易系统名称
	//SystemName string
	// 前置编号
	FrontID int
	// 会话编号
	SessionID int
	// 最大报单引用
	MaxOrderRef string
}

用户登录应答

type TickField 

type TickField struct {
	// 交易日
	TradingDay string
	// 合约代码
	InstrumentID string
	// 交易所代码
	ExchangeID string
	// 合约在交易所的代码
	//ExchangeInstID string
	// 最新价
	LastPrice float64
	// 上次结算价
	//PreSettlementPrice float64
	// 昨收盘
	//PreClosePrice float64
	// 昨持仓量
	//PreOpenInterest float64
	// 今开盘
	OpenPrice float64
	// 最高价
	HighestPrice float64
	// 最低价
	LowestPrice float64
	// 数量
	Volume int
	// 成交金额
	Turnover float64
	// 持仓量
	OpenInterest float64
	// 今收盘
	ClosePrice float64
	// 本次结算价
	SettlementPrice float64
	// 涨停板价
	UpperLimitPrice float64
	// 跌停板价
	LowerLimitPrice float64
	// 昨虚实度
	//PreDelta float64
	// 今虚实度
	CurrDelta float64
	// 最后修改时间
	UpdateTime string
	// 最后修改毫秒
	UpdateMillisec int
	// 申买价一
	BidPrice1 float64
	// 申买量一
	BidVolume1 int
	// 申卖价一
	AskPrice1 float64
	// 申卖量一
	AskVolume1 int
	// 申买价二
	BidPrice2 float64
	// 申买量二
	BidVolume2 int
	// 申卖价二
	AskPrice2 float64
	// 申卖量二
	AskVolume2 int
	// 申买价三
	BidPrice3 float64
	// 申买量三
	BidVolume3 int
	// 申卖价三
	AskPrice3 float64
	// 申卖量三
	AskVolume3 int
	// 申买价四
	BidPrice4 float64
	// 申买量四
	BidVolume4 int
	// 申卖价四
	AskPrice4 float64
	// 申卖量四
	AskVolume4 int
	// 申买价五
	BidPrice5 float64
	// 申买量五
	BidVolume5 int
	// 申卖价五
	AskPrice5 float64
	// 申卖量五
	AskVolume5 int
	// 当日均价
	AveragePrice float64
	// 业务日期
	ActionDay string
}

行情响应

type TradeField 

type TradeField struct {
	// 交易帐号
	InvestorID string
	// 合约代码
	InstrumentID string
	// 交易所代码
	ExchangeID string
	// 成交编号
	TradeID string
	// 买卖方向
	Direction DirectionType
	// 报单编号
	OrderSysID string
	// 开平标志
	OffsetFlag OffsetFlagType
	// 投机套保标志
	HedgeFlag HedgeFlagType
	// 价格
	Price float64
	// 数量
	Volume int
	// 成交时期
	TradeDate string
	// 成交时间
	TradeTime string
	// 交易日
	TradingDay string
}

成交

type TransferField added in v0.2.4 

type TransferField struct {
	Time       string  // 时间
	CurrencyID string  // 币种
	Amout      float64 // 金额
	ErrorID    int     // 错误码
	ErrorMsg   string  // 错误描述
}

TransferField 银转响应

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