Question

OrderStatus委托状态

OrderStatus_Unknown = 0
OrderStatus_New = 1                   % 已报
OrderStatus_PartiallyFilled = 2       % 部成
OrderStatus_Filled = 3                % 已成
OrderStatus_Canceled = 5              % 已撤
OrderStatus_PendingCancel = 6         % 待撤
OrderStatus_Rejected = 8              % 已拒绝
OrderStatus_PendingNew = 10           % 待报
OrderStatus_Expired = 12              % 已过期

OrderSide委托方向

OrderSide_Unknown = 0
OrderSide_Buy = 1             % 买入
OrderSide_Sell = 2            % 卖出

OrderType委托类型

OrderType_Unknown = 0
OrderType_Limit = 1            % 限价委托
OrderType_Market = 2           % 市价委托
OrderType_Stop = 3             % 止损止盈委托

OrderDuration委托时间属性

仅在实盘模式生效，具体执行模式请参考交易所给出的定义

OrderDuration_Unknown = 0
OrderDuration_FAK = 1           % 即时成交剩余撤销(fill and kill)
OrderDuration_FOK = 2           % 即时全额成交或撤销(fill or kill)
OrderDuration_GFD = 3           % 当日有效(good for day)
OrderDuration_GFS = 4           % 本节有效(good for section)
OrderDuration_GTD = 5           % 指定日期前有效(goodltilldate)
OrderDuration_GTC = 6           % 撤销前有效(goodtillcancel)
OrderDuration_GFA = 7           % 集合竞价前有效(good for auction)

OrderQualifier委托成交属性

仅在实盘模式生效，具体执行模式请参考交易所给出的定义

OrderQualifier_Unknown = 0
OrderQualifier_BOC     = 1            % 对方最优价格(best of counterparty)
OrderQualifier_BOP     = 2            % 己方最优价格(best of party)
OrderQualifier_B5TC    = 3            % 最优五档剩余撤销(best 5 then cancel)
OrderQualifier_B5TL    = 4            % 最优五档剩余转限价(best 5 then limit)

ExecType执行回报类型

ExecType_Trade = 15                   % 成交
ExecType_CancelRejected = 19          % 撤单被拒绝

PositionEffect开平仓类型

PositionEffect_Unknown = 0
PositionEffect_Open = 1                  % 开仓
PositionEffect_Close = 2                 % 平仓, 具体语义取决于对应的交易所
PositionEffect_CloseToday = 3            % 平今仓
PositionEffect_CloseYesterday = 4        % 平昨仓

PositionSide持仓方向

PositionSide_Unknown = 0
PositionSide_Long = 1            % 多方向
PositionSide_Short = 2           % 空方向

OrderRejectReason订单拒绝原因

OrderRejectReason_Unknown = 0                          % 未知原因
OrderRejectReason_RiskRuleCheckFailed = 1              % 不符合风控规则
OrderRejectReason_NoEnoughCash = 2                     % 资金不足
OrderRejectReason_NoEnoughPosition = 3                 % 仓位不足
OrderRejectReason_IllegalAccountId = 4                 % 非法账户ID
OrderRejectReason_IllegalStrategyId = 5                % 非法策略ID
OrderRejectReason_IllegalSymbol = 6                    % 非法交易标的
OrderRejectReason_IllegalVolume = 7                    % 非法委托量
OrderRejectReason_IllegalPrice = 8                     % 非法委托价
OrderRejectReason_AccountDisabled = 10                 % 交易账号被禁止交易
OrderRejectReason_AccountDisconnected = 11             % 交易账号未连接
OrderRejectReason_AccountLoggedout = 12                % 交易账号未登录
OrderRejectReason_NotInTradingSession = 13             % 非交易时段
OrderRejectReason_OrderTypeNotSupported = 14           % 委托类型不支持
OrderRejectReason_Throttle = 15                        % 流控限制

CancelOrderRejectReason取消订单拒绝原因

CancelOrderRejectReason_OrderFinalized = 101           % 委托已完成
CancelOrderRejectReason_UnknownOrder = 102             % 未知委托
CancelOrderRejectReason_BrokerOption = 103             % 柜台设置
CancelOrderRejectReason_AlreadyInPendingCancel = 104   % 委托撤销中

OrderStyle订单类型

OrderStyle_Unknown = 0
OrderStyle_Volume = 1                                  % 按指定量委托
OrderStyle_Value = 2                                   % 按指定价值委托
OrderStyle_Percent = 3                                 % 按指定比例委托
OrderStyle_TargetVolume = 4                            % 调仓到目标持仓量
OrderStyle_TargetValue = 5                             % 调仓到目标持仓额
OrderStyle_TargetPercent = 6                           % 调仓到目标持仓比例

CashPositionChangeReason仓位变更原因

CashPositionChangeReason_Unknown = 0
CashPositionChangeReason_Trade = 1            % 交易
CashPositionChangeReason_Inout = 2            % 出入金 / 出入持仓

SecType标的类别

SEC_TYPE_STOCK = 1                          % 股票
SEC_TYPE_FUND = 2                           % 基金
SEC_TYPE_INDEX = 3                          % 指数
SEC_TYPE_FUTURE = 4                         % 期货
SEC_TYPE_OPTION = 5                         % 期权
SEC_TYPE_CONFUTURE = 10                     % 期货连续合约

AccountStatus交易账户状态

State_UNKNOWN = 0                        #未知
State_CONNECTING = 1                     #连接中
State_CONNECTED = 2                      #已连接
State_LOGGEDIN = 3                       #已登录
State_DISCONNECTING = 4                  #断开中
State_DISCONNECTED = 5                   #已断开
State_ERROR = 6                          #错误