CTP综合交易平台 下单字段分析



///输入报单
struct CThostFtdcInputOrderField
{
///经纪公司代码
TThostFtdcBrokerIDType   BrokerID;
///投资者代码
TThostFtdcInvestorIDType   InvestorID;
///合约代码
TThostFtdcInstrumentIDType   InstrumentID;
///报单引用
TThostFtdcOrderRefType   OrderRef;
///用户代码
TThostFtdcUserIDType   UserID;
///报单价格条件

TThostFtdcOrderPriceTypeType  OrderPriceType;

///市价
#define THOST_FTDC_OPT_AnyPrice '1'
///限价/条件单
#define THOST_FTDC_OPT_LimitPrice '2'
///最优价
#define THOST_FTDC_OPT_BestPrice '3'
///最新价
#define THOST_FTDC_OPT_LastPrice '4'
///最新价浮动上浮1个ticks
#define THOST_FTDC_OPT_LastPricePlusOneTicks '5'
///最新价浮动上浮2个ticks
#define THOST_FTDC_OPT_LastPricePlusTwoTicks '6'
///最新价浮动上浮3个ticks
#define THOST_FTDC_OPT_LastPricePlusThreeTicks '7'
///卖一价
#define THOST_FTDC_OPT_AskPrice1 '8'
///卖一价浮动上浮1个ticks
#define THOST_FTDC_OPT_AskPrice1PlusOneTicks '9'
///卖一价浮动上浮2个ticks
#define THOST_FTDC_OPT_AskPrice1PlusTwoTicks 'A'
///卖一价浮动上浮3个ticks
#define THOST_FTDC_OPT_AskPrice1PlusThreeTicks 'B'
///买一价
#define THOST_FTDC_OPT_BidPrice1 'C'
///买一价浮动上浮1个ticks
#define THOST_FTDC_OPT_BidPrice1PlusOneTicks 'D'
///买一价浮动上浮2个ticks
#define THOST_FTDC_OPT_BidPrice1PlusTwoTicks 'E'
///买一价浮动上浮3个ticks
#define THOST_FTDC_OPT_BidPrice1PlusThreeTicks 'F'

///买卖方向

TThostFtdcDirectionType  Direction;

///买
 #define THOST_FTDC_D_Buy '0'
///卖
#define THOST_FTDC_D_Sell '1'

///组合开平标志

TThostFtdcCombOffsetFlagType  CombOffsetFlag;

///开仓
#define THOST_FTDC_OF_Open '0'
///平仓
#define THOST_FTDC_OF_Close '1'
///强平
#define THOST_FTDC_OF_ForceClose '2'
///平今
#define THOST_FTDC_OF_CloseToday '3'
///平昨
#define THOST_FTDC_OF_CloseYesterday '4'
///强减
#define THOST_FTDC_OF_ForceOff '5'
///本地强平
#define THOST_FTDC_OF_LocalForceClose '6'

///组合投机套保标志

TThostFtdcCombHedgeFlagType  CombHedgeFlag;

///投机
#define THOST_FTDC_HF_Speculation '1'
///套利
#define THOST_FTDC_HF_Arbitrage '2'
///套保
#define THOST_FTDC_HF_Hedge '3'

///价格

TThostFtdcPriceType  LimitPrice;

//市价 0

//限价 你的价格

//条件单 你的价格

///数量

TThostFtdcVolumeType  VolumeTotalOriginal;

//你的单量

///有效期类型

TThostFtdcTimeConditionType  TimeCondition;

///立即完成,否则撤销   
#define THOST_FTDC_TC_IOC '1'   //市价
///本节有效
#define THOST_FTDC_TC_GFS '2'
///当日有效                    
#define THOST_FTDC_TC_GFD '3' //限价、条件单
///指定日期前有效
#define THOST_FTDC_TC_GTD '4'
///撤销前有效
#define THOST_FTDC_TC_GTC '5'
///集合竞价有效
#define THOST_FTDC_TC_GFA '6'

///GTD日期

TThostFtdcDateType  GTDDate;


///成交量类型

TThostFtdcVolumeConditionType  VolumeCondition;

///任何数量
#define THOST_FTDC_VC_AV '1'  //普遍用这个
///最小数量
#define THOST_FTDC_VC_MV '2'
///全部数量
#define THOST_FTDC_VC_CV '3'

///最小成交量

TThostFtdcVolumeType  MinVolume;

针对FAK指令,上表中THOST_FTDC_VC_AV代表任意数量,而THOST_FTDC_VC_MV代表最小数量。若为后者,投资者需
要指定能成交手数的最小值。该字段表示立即能成交的手数如果小于该数量,则不会参与撮合成交,全部立
即撤销。


///触发条件

TThostFtdcContingentConditionType  ContingentCondition;

///立即
#define THOST_FTDC_CC_Immediately '1'
///止损
#define THOST_FTDC_CC_Touch '2'
///止赢
#define THOST_FTDC_CC_TouchProfit '3'
///预埋单
#define THOST_FTDC_CC_ParkedOrder '4'
///最新价大于条件价
#define THOST_FTDC_CC_LastPriceGreaterThanStopPrice '5'
///最新价大于等于条件价
#define THOST_FTDC_CC_LastPriceGreaterEqualStopPrice '6'
///最新价小于条件价
#define THOST_FTDC_CC_LastPriceLesserThanStopPrice '7'
///最新价小于等于条件价
#define THOST_FTDC_CC_LastPriceLesserEqualStopPrice '8'
///卖一价大于条件价
#define THOST_FTDC_CC_AskPriceGreaterThanStopPrice '9'
///卖一价大于等于条件价
#define THOST_FTDC_CC_AskPriceGreaterEqualStopPrice 'A'
///卖一价小于条件价
#define THOST_FTDC_CC_AskPriceLesserThanStopPrice 'B'
///卖一价小于等于条件价
#define THOST_FTDC_CC_AskPriceLesserEqualStopPrice 'C'
///买一价大于条件价
#define THOST_FTDC_CC_BidPriceGreaterThanStopPrice 'D'
///买一价大于等于条件价
#define THOST_FTDC_CC_BidPriceGreaterEqualStopPrice 'E'
///买一价小于条件价
#define THOST_FTDC_CC_BidPriceLesserThanStopPrice 'F'
///买一价小于等于条件价
#define THOST_FTDC_CC_BidPriceLesserEqualStopPrice 'H'

///止损价

TThostFtdcPriceType  StopPrice;

//条件单 触发价格

///强平原因

TThostFtdcForceCloseReasonType  ForceCloseReason;

///非强平
#define THOST_FTDC_FCC_NotForceClose '0'      //正常交易选这个
///资金不足
#define THOST_FTDC_FCC_LackDeposit '1'
///客户超仓
#define THOST_FTDC_FCC_ClientOverPositionLimit '2'
///会员超仓
#define THOST_FTDC_FCC_MemberOverPositionLimit '3'
///持仓非整数倍
#define THOST_FTDC_FCC_NotMultiple '4'
///违规
#define THOST_FTDC_FCC_Violation '5'
///其它
#define THOST_FTDC_FCC_Other '6'
///自然人临近交割
#define THOST_FTDC_FCC_PersonDeliv '7'

///自动挂起标志

TThostFtdcBoolType  IsAutoSuspend;

// 0 no    一般选0

//1 yes

///业务单元

TThostFtdcBusinessUnitType  BusinessUnit;


///请求编号
TThostFtdcRequestIDType   RequestID;
///用户强评标志

TThostFtdcBoolType  UserForceClose;

// 0 no    一般选0

//1 yes


///互换单标志
TThostFtdcBoolType   IsSwapOrder;
};
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