china

README

期货交易信息

手续费

金信期货手续费
东方财富期货手续费公告
东航期货手续费

保证金

方正中期期货保证金公告
东航期货保证金
创元期货保证金

涨跌停&最小变动

东方财富期货品种规则
金信期货品种最小变动

异常交易监控

金信期货各交易所异常交易监控标准和处理程序

日/夜盘交易时间

金信期货日夜盘交易时间表
方正中期期货交易时段汇总

具体品种详细信息

申银万国期货品种

Documentation

Index

• func NewExchange(Options map[string]interface{}) (banexg.BanExchange, *errs.Error)
• type China
  • func New(Options map[string]interface{}) (*China, *errs.Error)
  • func (e *China) CalcMaintMargin(symbol string, cost float64) (float64, *errs.Error)
  • func (e *China) CancelOrder(id string, symbol string, params map[string]interface{}) (*banexg.Order, *errs.Error)
  • func (e *China) Close() *errs.Error
  • func (e *China) CreateOrder(symbol, odType, side string, amount, price float64, ...) (*banexg.Order, *errs.Error)
  • func (e *China) EditOrder(symbol, orderId, side string, amount, price float64, ...) (*banexg.Order, *errs.Error)
  • func (e *China) FetchAccountPositions(symbols []string, params map[string]interface{}) ([]*banexg.Position, *errs.Error)
  • func (e *China) FetchBalance(params map[string]interface{}) (*banexg.Balances, *errs.Error)
  • func (e *China) FetchIncomeHistory(inType string, symbol string, since int64, limit int, ...) ([]*banexg.Income, *errs.Error)
  • func (e *China) FetchOHLCV(symbol, timeframe string, since int64, limit int, ...) ([]*banexg.Kline, *errs.Error)
  • func (e *China) FetchOpenOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*banexg.Order, *errs.Error)
  • func (e *China) FetchOrder(symbol, orderId string, params map[string]interface{}) (*banexg.Order, *errs.Error)
  • func (e *China) FetchOrderBook(symbol string, limit int, params map[string]interface{}) (*banexg.OrderBook, *errs.Error)
  • func (e *China) FetchOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*banexg.Order, *errs.Error)
  • func (e *China) FetchPositions(symbols []string, params map[string]interface{}) ([]*banexg.Position, *errs.Error)
  • func (e *China) FetchTicker(symbol string, params map[string]interface{}) (*banexg.Ticker, *errs.Error)
  • func (e *China) FetchTickerPrice(symbol string, params map[string]interface{}) (map[string]float64, *errs.Error)
  • func (e *China) FetchTickers(symbols []string, params map[string]interface{}) ([]*banexg.Ticker, *errs.Error)
  • func (e *China) GetLeverage(symbol string, notional float64, account string) (float64, float64)
  • func (e *China) Init() *errs.Error
  • func (e *China) LoadLeverageBrackets(reload bool, params map[string]interface{}) *errs.Error
  • func (e *China) LoadMarkets(reload bool, params map[string]interface{}) (banexg.MarketMap, *errs.Error)
  • func (e *China) MapMarket(exgSID string, year int) (*banexg.Market, *errs.Error)
  • func (e *China) SetLeverage(leverage float64, symbol string, params map[string]interface{}) (map[string]interface{}, *errs.Error)
• type CnMarkets
• type Exchange
• type Fee
  • func (f *Fee) ParseStd()
• type ItemMarket
  • func (m *ItemMarket) Resolve(bases map[string]*ItemMarket)
  • func (m *ItemMarket) ToRawSymbol(parts []*utils2.StrType) (string, *errs.Error)
  • func (m *ItemMarket) ToStdSymbol(parts []*utils2.StrType) (string, *errs.Error)

Functions

func NewExchange

func NewExchange(Options map[string]interface{}) (banexg.BanExchange, *errs.Error)

Types

type China

type China struct {
	*banexg.Exchange
}

func New

func New(Options map[string]interface{}) (*China, *errs.Error)

func (*China) CalcMaintMargin

func (e *China) CalcMaintMargin(symbol string, cost float64) (float64, *errs.Error)

func (*China) CancelOrder

func (e *China) CancelOrder(id string, symbol string, params map[string]interface{}) (*banexg.Order, *errs.Error)

func (*China) Close

func (e *China) Close() *errs.Error

func (*China) CreateOrder

func (e *China) CreateOrder(symbol, odType, side string, amount, price float64, params map[string]interface{}) (*banexg.Order, *errs.Error)

func (*China) EditOrder

func (e *China) EditOrder(symbol, orderId, side string, amount, price float64, params map[string]interface{}) (*banexg.Order, *errs.Error)

func (*China) FetchAccountPositions

func (e *China) FetchAccountPositions(symbols []string, params map[string]interface{}) ([]*banexg.Position, *errs.Error)

func (*China) FetchBalance

func (e *China) FetchBalance(params map[string]interface{}) (*banexg.Balances, *errs.Error)

func (*China) FetchIncomeHistory

func (e *China) FetchIncomeHistory(inType string, symbol string, since int64, limit int, params map[string]interface{}) ([]*banexg.Income, *errs.Error)

func (*China) FetchOHLCV

func (e *China) FetchOHLCV(symbol, timeframe string, since int64, limit int, params map[string]interface{}) ([]*banexg.Kline, *errs.Error)

func (*China) FetchOpenOrders

func (e *China) FetchOpenOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*banexg.Order, *errs.Error)

func (*China) FetchOrder

func (e *China) FetchOrder(symbol, orderId string, params map[string]interface{}) (*banexg.Order, *errs.Error)

func (*China) FetchOrderBook

func (e *China) FetchOrderBook(symbol string, limit int, params map[string]interface{}) (*banexg.OrderBook, *errs.Error)

func (*China) FetchOrders

func (e *China) FetchOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*banexg.Order, *errs.Error)

func (*China) FetchPositions

func (e *China) FetchPositions(symbols []string, params map[string]interface{}) ([]*banexg.Position, *errs.Error)

func (*China) FetchTicker

func (e *China) FetchTicker(symbol string, params map[string]interface{}) (*banexg.Ticker, *errs.Error)

func (*China) FetchTickerPrice

func (e *China) FetchTickerPrice(symbol string, params map[string]interface{}) (map[string]float64, *errs.Error)

func (*China) FetchTickers

func (e *China) FetchTickers(symbols []string, params map[string]interface{}) ([]*banexg.Ticker, *errs.Error)

func (*China) GetLeverage

func (e *China) GetLeverage(symbol string, notional float64, account string) (float64, float64)

func (*China) Init

func (e *China) Init() *errs.Error

func (*China) LoadLeverageBrackets

func (e *China) LoadLeverageBrackets(reload bool, params map[string]interface{}) *errs.Error

func (*China) LoadMarkets

func (e *China) LoadMarkets(reload bool, params map[string]interface{}) (banexg.MarketMap, *errs.Error)

func (*China) MapMarket

func (e *China) MapMarket(exgSID string, year int) (*banexg.Market, *errs.Error)

func (*China) SetLeverage

func (e *China) SetLeverage(leverage float64, symbol string, params map[string]interface{}) (map[string]interface{}, *errs.Error)

type CnMarkets

type CnMarkets struct {
	Exchanges map[string]*Exchange `yaml:"exchanges"`
	Contracts []*ItemMarket        `yaml:"contracts"`
	Stocks    []*ItemMarket        `yaml:"stocks"`
}

type Exchange

type Exchange struct {
	Code       string `yaml:"code"`
	Title      string `yaml:"title"`
	IndexUrl   string `yaml:"index"`
	Suffix     string `yaml:"suffix"`
	CaseLower  bool   `yaml:"case_lower"`  // 品种ID是否小写
	DateNum    int    `yaml:"date_num"`    // 年月显示后几位？4或3
	OptionDash bool   `yaml:"option_dash"` // 期权C/P左右两侧是否有短横线
}

type Fee

type Fee struct {
	Unit  string  `yaml:"unit"`
	Val   float64 `yaml:"val"`
	ValCT float64 `yaml:"val_ct"` // 平今
	ValTD float64 `yaml:"val_td"` // 日内
}

func (*Fee) ParseStd

func (f *Fee) ParseStd()

type ItemMarket

type ItemMarket struct {
	Code        string   `yaml:"code"`
	Title       string   `yaml:"title"`
	Market      string   `yaml:"market"`
	Exchange    string   `yaml:"exchange"`
	Extend      string   `yaml:"extend"`
	Alias       []string `yaml:"alias"`
	DayRanges   []string `yaml:"day_ranges"`
	NightRanges []string `yaml:"night_ranges"`
	Fee         *Fee     `yaml:"fee"`
	Multiplier  float64  `yaml:"multiplier"`    // 合约乘数；价格单位是吨，每手含multiplier吨
	PriceTick   float64  `yaml:"price_tick"`    // 最小价格变动，单位：吨
	LimitChgPct float64  `yaml:"limit_chg_pct"` // 涨跌停板，单位：百分比
	MarginPct   float64  `yaml:"margin_pct"`    // 保证金比率，单位：百分比
}

func (*ItemMarket) Resolve

func (m *ItemMarket) Resolve(bases map[string]*ItemMarket)

func (*ItemMarket) ToRawSymbol

func (m *ItemMarket) ToRawSymbol(parts []*utils2.StrType) (string, *errs.Error)

ToRawSymbol 转为交易所Symbol

func (*ItemMarket) ToStdSymbol

func (m *ItemMarket) ToStdSymbol(parts []*utils2.StrType) (string, *errs.Error)

ToStdSymbol 转为标准Symbol，注意期货的年月需要提前归一化为4位数字