Question

委托状态OrderStatus

enum OrderStatus
{
	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_Suspended = 9,             //挂起
	OrderStatus_PendingNew = 10,           //待报
	OrderStatus_Expired = 12,              //已过期

};

委托方向OrderSide

enum OrderSide
{
	OrderSide_Unknown = 0,
	OrderSide_Buy = 1,    	 //买入
	OrderSide_Sell = 2,    	//卖出
};

标的类别SecType

enum SecType
{
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
}

委托类型OrderType

enum OrderType
{
	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(暂未实现)
};

执行回报类型ExecType

enum ExecType
{
	ExecType_Trade = 15,                   //成交
	ExecType_CancelRejected = 19,          //撤单被拒绝
};

开平仓类型PositionEffect

enum PositionEffect
{
	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
};

持仓方向PositionSide

enum PositionSide
{
	PositionSide_Unknown = 0,
	PositionSide_Long = 1,    //多方向
	PositionSide_Short = 2,   //空方向
};

订单拒绝原因OrderRejectReason

enum OrderRejectReason
{
	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,                     //非法交易代码
	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
	OrderRejectReason_SymbolSusppended = 16,                 //交易代码停牌
	OrderRejectReason_Internal = 999,                        //内部错误

	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
};

仓位变更原因CashPositionChangeReason

enum CashPositionChangeReason
{
	CashPositionChangeReason_Unknown = 0,
	CashPositionChangeReason_Trade = 1,  	//交易
	CashPositionChangeReason_Inout = 2,  	//出入金/出入持仓
	CashPositionChangeReason_Dividend = 3,   //分红送股
};

委托时间属性OrderDuration

enum OrderDuration
{
	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(goodl till date)
	OrderDuration_GTC = 6,  //撤销前有效(good till cancel)
	OrderDuration_GFA = 7,  //集合竞价前有效(good for auction)
};

委托成交属性OrderQualifier

enum OrderQualifier
{
	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)
};

交易账户状态AccountState

enum AccountState
{
	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
};

策略模式StrategyMode

public enum StrategyMode
{
    MODE_UNDEF = 0,          //未定义， 策略不会运行
    MODE_LIVE = 1,           //实盘与仿真模式
    MODE_BACKTEST = 2        //回测模式
};

复权方式Adjust

public enum Adjust
{
    ADJUST_NONE = 0,		//(不复权)
    ADJUST_PREV = 1,		//(前复权)
    ADJUST_POST = 2 		//(后复权)
}