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更新2.2.39.3版本头文件
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‎XTP_API_20231222_2.2.39.3/bin/include/algo_api_struct.h

Lines changed: 96 additions & 96 deletions
Original file line numberDiff line numberDiff line change
@@ -1,96 +1,96 @@
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/////////////////////////////////////////////////////////////////////////
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///@author 中泰证券股份有限公司
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///@file algo_api_struct.h
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///@brief 定义业务公共数据结构
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/////////////////////////////////////////////////////////////////////////
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#ifndef _XTP_ALGO_API_STRUCT_H_
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#define _XTP_ALGO_API_STRUCT_H_
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#include "algo_data_type.h"
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#include "xtp_api_struct_common.h"
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#pragma pack(8)
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///策略信息结构体
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typedef struct XTPStrategyInfoStruct
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{
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uint16_t m_strategy_type; ///< 策略类型
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XTPStrategyStateType m_strategy_state; ///< 策略状态
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uint64_t m_client_strategy_id; ///< 客户策略id
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uint64_t m_xtp_strategy_id; ///< xtp策略id
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} XTPStrategyInfoStruct;
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///策略中指定证券信息结构体
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typedef struct XTPStrategySymbolInfoStruct
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{
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XTPStrategyInfoStruct m_strategy_info; ///< 策略信息
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char m_ticker[XTP_TICKER_LEN]; ///< 证券代码
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XTP_MARKET_TYPE m_market; ///< 市场
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} XTPStrategySymbolInfo;
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///策略状态结构体
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typedef struct XTPStrategyStateReportStruct
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{
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XTPStrategyInfoStruct m_strategy_info; ///< 策略信息
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int64_t m_strategy_qty; ///< 策略总量
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int64_t m_strategy_ordered_qty; ///< 策略已委托数量
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int64_t m_strategy_cancelled_qty; ///< 策略已撤单数量
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int64_t m_strategy_execution_qty; ///< 策略已成交数量
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int64_t m_strategy_unclosed_qty; ///< 策略未平仓数量(T0卖出数量-买入数量)
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double m_strategy_asset; ///< 策略总金额
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double m_strategy_ordered_asset; ///< 策略已委托金额
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double m_strategy_execution_asset; ///< 策略已成交金额
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double m_strategy_execution_price; ///< 策略执行价格
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double m_strategy_market_price; ///< 策略市场价
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double m_strategy_price_diff; ///< 策略执行价差
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double m_strategy_asset_diff; ///< 策略执行绩效(T0资金预净收入)
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XTPRI m_error_info; ///< 错误信息
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} XTPStrategyStateReport;
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///指定策略指定证券的请求结构体
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typedef struct XTPStrategySymbolReqStruct
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{
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uint64_t m_xtp_strategy_id; ///< xtp策略id
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char m_ticker[XTP_TICKER_LEN]; ///< 证券代码
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XTP_MARKET_TYPE m_market; ///< 市场
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} XTPStrategySymbolReq;
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///策略中指定证券的算法执行状态结构体
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typedef struct XTPStrategySymbolStateReportStruct
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{
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XTPStrategyInfoStruct m_strategy_info; ///< 策略信息
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char m_ticker[XTP_TICKER_LEN]; ///< 证券代码
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XTP_MARKET_TYPE m_market; ///< 市场
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XTP_SIDE_TYPE m_side; ///< 买卖方向，=0时为T0单
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int64_t m_strategy_qty; ///< 策略总量
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int64_t m_strategy_ordered_qty; ///< 策略已委托数量
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int64_t m_strategy_cancelled_qty; ///< 策略已撤单数量
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int64_t m_strategy_execution_qty; ///< 策略已成交数量
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int64_t m_strategy_buy_qty; ///< 策略已买入数量(T0)
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int64_t m_strategy_sell_qty; ///< 策略已卖出数量(T0)
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int64_t m_strategy_unclosed_qty; ///< 策略未平仓数量(T0卖出数量-买入数量)
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double m_strategy_asset; ///< 策略总金额
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double m_strategy_ordered_asset; ///< 策略已委托金额
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double m_strategy_execution_asset; ///< 策略已成交金额
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double m_strategy_buy_asset; ///< 策略买入金额(T0)
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double m_strategy_sell_asset; ///< 策略卖出金额(TO)
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double m_strategy_unclosed_asset; ///< 策略未平仓金额(T0)
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double m_strategy_asset_diff; ///< 策略毛收益增强金额(T0)
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double m_strategy_execution_price; ///< 策略执行价格
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double m_strategy_market_price; ///< 策略市场价
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double m_strategy_price_diff; ///< 策略执行价差(T0时为毛增强收益率)
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XTPRI m_error_info; ///< 错误信息
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} XTPStrategySymbolStateReport;
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///推荐算法结构体
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typedef struct XTPStrategyRecommendationInfoStruct
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{
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uint16_t m_strategy_type; ///< 策略类型
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XTP_MARKET_TYPE m_market; ///< 交易市场
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char m_ticker[XTP_TICKER_LEN]; ///< 证券代码
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char m_reserved[64]; ///< 保留域
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} XTPStrategyRecommendationInfo;
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#pragma pack()
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#endif //_XTP_ALGO_API_STRUCT_H_
1+
/////////////////////////////////////////////////////////////////////////
2+
///@author 中泰证券股份有限公司
3+
///@file algo_api_struct.h
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///@brief 定义业务公共数据结构
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/////////////////////////////////////////////////////////////////////////
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#ifndef _XTP_ALGO_API_STRUCT_H_
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#define _XTP_ALGO_API_STRUCT_H_
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#include "algo_data_type.h"
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#include "xtp_api_struct_common.h"
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#pragma pack(8)
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///策略信息结构体
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typedef struct XTPStrategyInfoStruct
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{
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uint16_t m_strategy_type; ///< 策略类型
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XTPStrategyStateType m_strategy_state; ///< 策略状态
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uint64_t m_client_strategy_id; ///< 客户策略id
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uint64_t m_xtp_strategy_id; ///< xtp策略id
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} XTPStrategyInfoStruct;
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///策略中指定证券信息结构体
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typedef struct XTPStrategySymbolInfoStruct
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{
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XTPStrategyInfoStruct m_strategy_info; ///< 策略信息
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char m_ticker[XTP_TICKER_LEN]; ///< 证券代码
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XTP_MARKET_TYPE m_market; ///< 市场
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} XTPStrategySymbolInfo;
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///策略状态结构体
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typedef struct XTPStrategyStateReportStruct
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{
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XTPStrategyInfoStruct m_strategy_info; ///< 策略信息
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int64_t m_strategy_qty; ///< 策略总量
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int64_t m_strategy_ordered_qty; ///< 策略已委托数量
37+
int64_t m_strategy_cancelled_qty; ///< 策略已撤单数量
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int64_t m_strategy_execution_qty; ///< 策略已成交数量
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int64_t m_strategy_unclosed_qty; ///< 策略未平仓数量(T0卖出数量-买入数量)
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double m_strategy_asset; ///< 策略总金额
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double m_strategy_ordered_asset; ///< 策略已委托金额
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double m_strategy_execution_asset; ///< 策略已成交金额
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double m_strategy_execution_price; ///< 策略执行价格
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double m_strategy_market_price; ///< 策略市场价
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double m_strategy_price_diff; ///< 策略执行价差
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double m_strategy_asset_diff; ///< 策略执行绩效(T0资金预净收入)
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XTPRI m_error_info; ///< 错误信息
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} XTPStrategyStateReport;
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///指定策略指定证券的请求结构体
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typedef struct XTPStrategySymbolReqStruct
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{
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uint64_t m_xtp_strategy_id; ///< xtp策略id
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char m_ticker[XTP_TICKER_LEN]; ///< 证券代码
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XTP_MARKET_TYPE m_market; ///< 市场
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} XTPStrategySymbolReq;
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///策略中指定证券的算法执行状态结构体
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typedef struct XTPStrategySymbolStateReportStruct
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{
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XTPStrategyInfoStruct m_strategy_info; ///< 策略信息
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char m_ticker[XTP_TICKER_LEN]; ///< 证券代码
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XTP_MARKET_TYPE m_market; ///< 市场
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XTP_SIDE_TYPE m_side; ///< 买卖方向，=0时为T0单
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int64_t m_strategy_qty; ///< 策略总量
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int64_t m_strategy_ordered_qty; ///< 策略已委托数量
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int64_t m_strategy_cancelled_qty; ///< 策略已撤单数量
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int64_t m_strategy_execution_qty; ///< 策略已成交数量
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int64_t m_strategy_buy_qty; ///< 策略已买入数量(T0)
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int64_t m_strategy_sell_qty; ///< 策略已卖出数量(T0)
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int64_t m_strategy_unclosed_qty; ///< 策略未平仓数量(T0卖出数量-买入数量)
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double m_strategy_asset; ///< 策略总金额
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double m_strategy_ordered_asset; ///< 策略已委托金额
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double m_strategy_execution_asset; ///< 策略已成交金额
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double m_strategy_buy_asset; ///< 策略买入金额(T0)
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double m_strategy_sell_asset; ///< 策略卖出金额(TO)
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double m_strategy_unclosed_asset; ///< 策略未平仓金额(T0)
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double m_strategy_asset_diff; ///< 策略毛收益增强金额(T0)
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double m_strategy_execution_price; ///< 策略执行价格
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double m_strategy_market_price; ///< 策略市场价
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double m_strategy_price_diff; ///< 策略执行价差(T0时为毛增强收益率)
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XTPRI m_error_info; ///< 错误信息
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} XTPStrategySymbolStateReport;
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///推荐算法结构体
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typedef struct XTPStrategyRecommendationInfoStruct
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{
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uint16_t m_strategy_type; ///< 策略类型
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XTP_MARKET_TYPE m_market; ///< 交易市场
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char m_ticker[XTP_TICKER_LEN]; ///< 证券代码
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char m_reserved[64]; ///< 保留域
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} XTPStrategyRecommendationInfo;
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#pragma pack()
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#endif //_XTP_ALGO_API_STRUCT_H_

‎XTP_API_20231222_2.2.39.3/bin/include/algo_data_type.h

Lines changed: 31 additions & 31 deletions
Original file line numberDiff line numberDiff line change
@@ -1,31 +1,31 @@
1-
/////////////////////////////////////////////////////////////////////////
2-
///@author 中泰证券股份有限公司
3-
///@file algo_data_type.h
4-
///@brief 定义业务公共数据结构
5-
/////////////////////////////////////////////////////////////////////////
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#ifndef _XTP_ALGO_DATA_TYPE_H_
7-
#define _XTP_ALGO_DATA_TYPE_H_
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///@brief XTPStrategyStateType策略状态类型
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typedef uint8_t XTPStrategyStateType;
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///创建中
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#define XTP_STRATEGY_STATE_CREATING 0
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///已创建
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#define XTP_STRATEGY_STATE_CREATED 1
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///开始执行中
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#define XTP_STRATEGY_STATE_STARTING 2
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///已执行
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#define XTP_STRATEGY_STATE_STARTED 3
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///停止中
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#define XTP_STRATEGY_STATE_STOPPING 4
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///已停止
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#define XTP_STRATEGY_STATE_STOPPED 5
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///销毁中
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#define XTP_STRATEGY_STATE_DESTROYING 6
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///已销毁
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#define XTP_STRATEGY_STATE_DESTROYED 7
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///发生错误
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#define XTP_STRATEGY_STATE_ERROR 8
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#endif //_XTP_ALGO_DATA_TYPE_H_
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/////////////////////////////////////////////////////////////////////////
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///@author 中泰证券股份有限公司
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///@file algo_data_type.h
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///@brief 定义业务公共数据结构
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/////////////////////////////////////////////////////////////////////////
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#ifndef _XTP_ALGO_DATA_TYPE_H_
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#define _XTP_ALGO_DATA_TYPE_H_
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///@brief XTPStrategyStateType策略状态类型
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typedef uint8_t XTPStrategyStateType;
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///创建中
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#define XTP_STRATEGY_STATE_CREATING 0
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///已创建
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#define XTP_STRATEGY_STATE_CREATED 1
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///开始执行中
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#define XTP_STRATEGY_STATE_STARTING 2
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///已执行
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#define XTP_STRATEGY_STATE_STARTED 3
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///停止中
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#define XTP_STRATEGY_STATE_STOPPING 4
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///已停止
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#define XTP_STRATEGY_STATE_STOPPED 5
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///销毁中
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#define XTP_STRATEGY_STATE_DESTROYING 6
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///已销毁
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#define XTP_STRATEGY_STATE_DESTROYED 7
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///发生错误
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#define XTP_STRATEGY_STATE_ERROR 8
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#endif //_XTP_ALGO_DATA_TYPE_H_

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