Question

OrderStatus委托状态

OrderStatus_New = 1                   # 已报
OrderStatus_PartiallyFilled = 2       # 部成
OrderStatus_Filled = 3                # 已成
OrderStatus_Canceled = 5              # 已撤
OrderStatus_Rejected = 8              # 已拒绝
OrderStatus_PendingNew = 10           # 待报
OrderStatus_Expired = 12              # 已过期

OrderSide委托方向

OrderSide_Buy = 1             # 买入
OrderSide_Sell = 2            # 卖出

OrderType委托类型

用于映射OrderDuration和OrderQualifier的参数组合，推荐下单时直接指定OrderType，可无需额外指定OrderDuration和OrderQualifier

OrderType_Limit = 1            # 限价委托 (全部交易所支持)
OrderType_Market = 2           # 市价委托 （上期所和上能所不支持，中金所远期合约不支持，可转债不支持，上交所需要填上price保护限价）

# 终端3.18.0.0以上新增，终端低于3.18.0.0的版本的请看具体[组合参数](/faq/实盘问题.html#实盘市价单和限价单)填写
# 上交所
OrderType_Limit = 1	       # 限价
OrderType_Market = 2	   # 市价(默认五档即成转限)
OrderType_Market_BOC = 20  # 市价对方最优价格(best of counterparty)
OrderType_Market_BOP = 21  # 市价己方最优价格(best of party)
OrderType_Market_B5TC = 24 # 市价最优五档剩余撤销(best 5 then cancel)
OrderType_Market_B5TL = 25 # 市价最优五档剩余转限价(best 5 then limit)

# 深交所
OrderType_Limit = 1	       # 限价
OrderType_Market = 2	   # 市价（默认对方最优价）
OrderType_Market_BOC = 20  # 市价对方最优价格(best of counterparty)
OrderType_Market_BOP = 21  # 市价己方最优价格(best of party)
OrderType_Market_FAK = 22  # 市价即时成交剩余撤销(fill and kill)
OrderType_Market_FOK = 23  # 市价即时全额成交或撤销(fill or kill)
OrderType_Market_B5TC = 24 # 市价最优五档剩余撤销(best 5 then cancel)

# 大商所
OrderType_Limit = 1	        # 限价
OrderType_Limit_FAK = 10	# 限价即时成交剩余撤销 (fill and kill)
OrderType_Limit_FOK = 11	# 限价即时全额成交或撤销 (fill or kill)
OrderType_Market = 2	    # 市价
OrderType_Market_FAK = 22	# 市价即时成交剩余撤销(fill and kill)
OrderType_Market_FOK = 23	# 市价即时全额成交或撤销(fill or kill)

# 郑商所
OrderType_Limit = 1	        # 限价
OrderType_Market = 2	    # 市价
OrderType_Market_FOK = 23	# 市价即时全额成交或撤销(fill or kill)

# 上期所和上能所
OrderType_Limit = 1	        # 限价
OrderType_Limit_FAK = 10	# 限价即时成交剩余撤销 (fill and kill)
OrderType_Limit_FOK = 11	# 限价即时全额成交或撤销 (fill or kill)

# 中金所
OrderType_Limit = 1	        # 限价
OrderType_Limit_FAK = 10	# 限价即时成交剩余撤销 (fill and kill)
OrderType_Limit_FOK = 11	# 限价即时全额成交或撤销 (fill or kill)
OrderType_Market_B5TC = 24	# 市价最优五档剩余撤销(best 5 then cancel)
OrderType_Market_B5TL = 25	# 市价最优五档剩余转限价(best 5 then limit)
OrderType_Market_BOPC = 27	# 市价最优价即时成交剩余撤销(best of price then cancel)
OrderType_Market_BOPL = 28  # 市价最优价即时成交剩余转限价(best of price then limit)

# 广期所
OrderType_Limit = 1	        # 限价
OrderType_Limit_FAK = 10	# 限价即时成交剩余撤销 (fill and kill)
OrderType_Limit_FOK = 11	# 限价即时全额成交或撤销 (fill or kill)
OrderType_Market = 2	    # 市价
OrderType_Market_FAK = 22	# 市价即时成交剩余撤销(fill and kill)
OrderType_Market_FOK = 23	# 市价即时全额成交或撤销(fill or kill)

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，请参考

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)
OrderDuration_AHT = 8           # 盘后定价交易(after hour trading)

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，请参考

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)

OrderBusiness委托业务类型

用于映射OrderSide和PositionEffect的参数组合，新增业务类型

OrderBusiness_NORMAL = 0                        # 普通交易。默认值为空，以保持向前兼容

OrderBusiness_STOCK_BUY = 1                     # 股票,基金,可转债买入（映射OrderSide_Buy和PositionEffect_Open）
OrderBusiness_STOCK_SELL = 2	                # 股票,基金,可转债卖出（映射OrderSide_Buy和PositionEffect_Close）

OrderBusiness_FUTURE_BUY_OPEN = 10              # 期货买入开仓（映射OrderSide_Buy和PositionEffect_Open）
OrderBusiness_FUTURE_SELL_CLOSE = 11	        # 期货卖出平仓（映射OrderSide_Sell和PositionEffect_Open）
OrderBusiness_FUTURE_SELL_CLOSE_TODAY = 12      # 期货卖出平仓，优先平今（映射OrderSide_Sell和PositionEffect_CloseToday）
OrderBusiness_FUTURE_SELL_CLOSE_YESTERDAY = 13	# 期货卖出平仓，优先平昨（映射OrderSide_Sell和PositionEffect_CloseYesterday）
OrderBusiness_FUTURE_SELL_OPEN = 14             # 期货卖出开仓（映射OrderSide_Sell和PositionEffect_Open）
OrderBusiness_FUTURE_BUY_CLOSE = 15 	        # 期货买入平仓（映射OrderSide_Buy和PositionEffect_Close）
OrderBusiness_FUTURE_BUY_CLOSE_TODAY = 16       # 期货买入平仓，优先平今（映射OrderSide_Buy和PositionEffect_CloseToday）
OrderBusiness_FUTURE_BUY_CLOSE_YESTERDAY = 17	# 期货买入平仓，优先平昨（映射OrderSide_Buy和PositionEffect_CloseYesterday）

OrderBusiness_IPO_BUY = 100                     # 新股申购	100

OrderBusiness_CREDIT_BOM = 200                  # 融资买入(buying on margin)
OrderBusiness_CREDIT_SS = 201                   # 融券卖出(short selling)
OrderBusiness_CREDIT_RSBBS = 202                # 买券还券(repay share by buying share)
OrderBusiness_CREDIT_RCBSS = 203                # 卖券还款(repay cash by selling share)
OrderBusiness_CREDIT_DRS = 204                  # 直接还券(directly repay share)


OrderBusiness_CREDIT_BOC = 207                  # 担保品买入(buying on collateral)
OrderBusiness_CREDIT_SOC = 208                  # 担保品卖出(selling on collateral)
OrderBusiness_CREDIT_CI = 209                   # 担保品转入(collateral in)
OrderBusiness_CREDIT_CO = 210                   # 担保品转出(collateral out)
OrderBusiness_CREDIT_DRC = 211	                # 直接还款(directly repay cash)

OrderBusiness_CREDIT_BOM_VIP = 212              # 专项融资买入(buying on margin for vip)
OrderBusiness_CREDIT_SS_VIP = 213               # 专项融券卖出(short selling for vip)
OrderBusiness_CREDIT_RSBBS_VIP = 214	        # 专项买券还券(repay share by buying share for vip)
OrderBusiness_CREDIT_RCBSS_VIP = 215	        # 专项卖券还款(repay cash by selling share for vip)
OrderBusiness_CREDIT_DRS_VIP = 216              # 专项直接还券(directly repay share for vip)
OrderBusiness_CREDIT_DRC_VIP = 217              # 专项直接还款(directly repay cash for vip)

OrderBusiness_ETF_BUY = 301                     # ETF申购(purchase)
OrderBusiness_ETF_RED = 302                     # ETF赎回(redemption)
OrderBusiness_FUND_SUB = 303	                # 基金认购(subscribing)
OrderBusiness_FUND_BUY = 304	                # 基金申购(purchase)
OrderBusiness_FUND_RED = 305	                # 基金赎回(redemption)
OrderBusiness_FUND_CONVERT = 306                # 基金转换(convert)
OrderBusiness_FUND_SPLIT = 307 	                # 基金分拆(split)
OrderBusiness_FUND_MERGE = 308	                # 基金合并(merge)

OrderBusiness_BOND_RRP = 400 	                # 债券逆回购
OrderBusiness_BOND_CONVERTIBLE_BUY = 401        # 可转债申购(purchase)
OrderBusiness_BOND_CONVERTIBLE_CALL = 402       # 可转债转股
OrderBusiness_BOND_CONVERTIBLE_PUT = 403        # 可转债回售
OrderBusiness_BOND_CONVERTIBLE_PUT_CANCEL = 404	# 可转债回售撤销

OrderBusiness_OPTION_BUY_OPEN = 500             # 期权买入开仓（映射OrderSide_Buy和PositionEffect_Open）
OrderBusiness_OPTION_SELL_CLOSE = 501	        # 期权卖出平仓（映射OrderSide_Sell和PositionEffect_Open）
OrderBusiness_OPTION_SELL_OPEN = 502	        # 期权卖出开仓（映射OrderSide_Sell和PositionEffect_Open）
OrderBusiness_OPTION_BUY_CLOSE = 503	        # 期权买入平仓（映射OrderSide_Buy和PositionEffect_Close）
OrderBusiness_OPTION_COVERED_SELL_OPEN = 504	# 期权备兑开仓(备兑卖出开仓，只适用认购合约)
OrderBusiness_OPTION_COVERED_BUY_CLOSE = 505	# 期权备兑平仓(备兑买入平仓，只适用认购合约)
OrderBusiness_OPTION_EXERCISE = 506             # 期权行权

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_Open = 1                        # 开仓
PositionEffect_Close = 2                       # 平仓, 具体语义取决于对应的交易所（实盘上期所和上海能源所不适用，上期所和上海能源所严格区分平今平昨，需要用3和4）
PositionEffect_CloseToday = 3                  # 平今仓
PositionEffect_CloseYesterday = 4              # 平昨仓(只适用于期货，不适用股票，股票用2平仓)

PositionSide持仓方向

PositionSide_Long = 1                        # 多方向
PositionSide_Short = 2                       # 空方向

OrderRejectReason订单拒绝原因

（仿真有效，实盘需要参考具体的拒绝原因）

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委托风格

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_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_CREDIT = 6                         # 信用交易
SEC_TYPE_BOND = 7                           # 债券
SEC_TYPE_BOND_CONVERTIBLE = 8               # 可转债
SEC_TYPE_CONFUTURE = 10                     # 期货连续合约

AccountStatus交易账户状态

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

PositionSrc头寸来源(仅适用融券融券)

PositionSrc_L1 = 1                      # 普通池
PositionSrc_L2 = 2                      # 专项池

AlgoOrderStatus算法单状态,暂停/恢复算法单时有效

AlgoOrderStatus_Resume = 1                   # 恢复母单
AlgoOrderStatus_Pause = 2                    # 暂停母单
AlgoOrderStatus_PauseAndCancelSubOrders = 3  # 暂停母单并撤子单