diff --git a/.appveyor.yml b/.appveyor.yml index 580c9b9..59f2540 100644 --- a/.appveyor.yml +++ b/.appveyor.yml @@ -36,11 +36,6 @@ environment: CMD_IN_ENV: 'cmd /E:ON /V:ON /C .\extra\appveyor\compiler.cmd' matrix: - - PYTHON_DIR: "C:\\Python39-x64" - PYTHON: "C:\\Python39-x64\\python" - PYTHON_VERSION: "3.9" - PYTHON_ARCH: "64" - - PYTHON_DIR: "C:\\Python310-x64" PYTHON: "C:\\Python310-x64\\python" PYTHON_VERSION: "3.10" @@ -61,12 +56,17 @@ environment: PYTHON_VERSION: "3.13" PYTHON_ARCH: "64" + - PYTHON_DIR: "C:\\Python314-x64" + PYTHON: "C:\\Python314-x64\\python" + PYTHON_VERSION: "3.14" + PYTHON_ARCH: "64" + - PYTHON_DIR: "C:\\pypy3" PYTHON: "C:\\pypy3\\pypy" PYTHON_ARCH: "64" PYTHON_PYPY: "pypy3" - PYTHON_VERSION: "3.10" - PYTHON_PYPY_VERSION: "7.3.19" + PYTHON_VERSION: "3.11" + PYTHON_PYPY_VERSION: "7.3.23" matrix: @@ -85,7 +85,7 @@ skip_commits: install: # https://downloads.python.org/pypy/pypy3.10-v7.3.19-win64.zip - - ps: If(($env:PYTHON).Contains("pypy3")) { (New-Object Net.WebClient).DownloadFile('https://downloads.python.org/pypy/pypy3.10-v7.3.19-win64.zip', "$env:appveyor_build_folder\pypy3.zip"); 7z x pypy3.zip | Out-Null; move pypy3.10-v7.3.19-win64 C:\pypy3; } + - ps: If(($env:PYTHON).Contains("pypy3")) { (New-Object Net.WebClient).DownloadFile('https://downloads.python.org/pypy/pypy3.11-v7.3.23-win64.zip', "$env:appveyor_build_folder\pypy3.zip"); 7z x pypy3.zip | Out-Null; move pypy3.11-v7.3.23-win64 C:\pypy3; } - "SET PATH=%PYTHON_DIR%;%PYTHON_DIR%\\bin;%PYTHON_DIR%\\Scripts;%PATH%" diff --git a/.github/workflows/build.yaml b/.github/workflows/build.yaml index c7858dd..57e7876 100644 --- a/.github/workflows/build.yaml +++ b/.github/workflows/build.yaml @@ -19,13 +19,13 @@ jobs: runs-on: ubuntu-latest strategy: matrix: - python-version: [ "3.9", "3.10", "3.11", "3.12","3.13", "pypy3.10", "pypy3.11" ] + python-version: [ "3.10", "3.11", "3.12","3.13", "3.14", "pypy3.10", "pypy3.11" ] steps: - name: checkout repo - uses: actions/checkout@v3 + uses: actions/checkout@v6 - name: Set up Python ${{ matrix.python-version }} - uses: actions/setup-python@v4 + uses: actions/setup-python@v6 with: python-version: ${{ matrix.python-version }} diff --git a/.github/workflows/deploy.yaml b/.github/workflows/deploy.yaml index b0d4c6f..ddc4b5e 100644 --- a/.github/workflows/deploy.yaml +++ b/.github/workflows/deploy.yaml @@ -16,10 +16,10 @@ jobs: - name: checkout repo uses: actions/checkout@v3 - - name: Set up Python 3.12 + - name: Set up Python 3.13 uses: actions/setup-python@v4 with: - python-version: 3.12 + python-version: 3.13 - name: Install dependencies run: | diff --git a/README.md b/README.md index 9fd588c..48a2a36 100644 --- a/README.md +++ b/README.md @@ -9,9 +9,9 @@ [![implementation](https://img.shields.io/pypi/implementation/ctpwrapper.svg)](https://pypi.python.org/pypi/ctpwrapper) [![Downloads](https://pepy.tech/badge/ctpwrapper)](https://pepy.tech/project/ctpwrapper) -[CTP Website](http://www.sfit.com.cn/5_2_DocumentDown_1.htm) +[CTP Website](https://www.simnow.com.cn/static/apiDownload.action) -Version: v6.7.9 +Version: v6.7.13 Platform: Linux 64bit, Windows 64bit diff --git a/ctp/header/DataCollect.h b/ctp/header/DataCollect.h index 1daa650..16e234e 100644 --- a/ctp/header/DataCollect.h +++ b/ctp/header/DataCollect.h @@ -14,7 +14,6 @@ #endif - ///获取AES加密和RSA加密的终端信息 pSystemInfo的空间需要调用者自己分配 至少270个字节 /// windows返回值定义 /* 返回的int值 不为0 表示采集信息有误 具体哪个采集项有问题需要做如下判断 @@ -45,13 +44,13 @@ 返回值 & （0x01 << 8） 不为0 表示 BIOS 获取失败 */ -DATA_COLLECT_API_EXPORT int CTP_GetSystemInfo(char* pSystemInfo, int& nLen); +DATA_COLLECT_API_EXPORT int CTP_GetSystemInfo(char *pSystemInfo, int &nLen); //版本号格式 //Sfit + 生产还是测试秘钥(pro/tst) + 秘钥版本 + 编译时间 + 版本(内部) -DATA_COLLECT_API_EXPORT const char * CTP_GetDataCollectApiVersion(void); +DATA_COLLECT_API_EXPORT const char *CTP_GetDataCollectApiVersion(void); #endif diff --git a/ctp/header/ThostFtdcMdApi.h b/ctp/header/ThostFtdcMdApi.h index 42da36d..287ea24 100644 --- a/ctp/header/ThostFtdcMdApi.h +++ b/ctp/header/ThostFtdcMdApi.h @@ -23,7 +23,7 @@ #define MD_API_EXPORT __declspec(dllimport) #endif #else -#define MD_API_EXPORT +#define MD_API_EXPORT #endif class CThostFtdcMdSpi { @@ -80,9 +80,10 @@ class MD_API_EXPORT CThostFtdcMdApi { public: ///创建MdApi ///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录 + ///@param bIsProductionMode true:使用生产版本的API false:使用测评版本API ///@return 创建出的UserApi ///modify for udp marketdata - static CThostFtdcMdApi *CreateFtdcMdApi(const char *pszFlowPath = "", const bool bIsUsingUdp = false, const bool bIsMulticast = false); + static CThostFtdcMdApi *CreateFtdcMdApi(const char *pszFlowPath = "", const bool bIsUsingUdp = false, const bool bIsMulticast = false, bool bIsProductionMode = true); ///获取API的版本信息 ///@retrun 获取到的版本号 @@ -153,6 +154,7 @@ class MD_API_EXPORT CThostFtdcMdApi { ///用户登录请求 virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0; + ///登出请求 virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0; diff --git a/ctp/header/ThostFtdcTraderApi.h b/ctp/header/ThostFtdcTraderApi.h index 2ac0ab4..3b808f4 100644 --- a/ctp/header/ThostFtdcTraderApi.h +++ b/ctp/header/ThostFtdcTraderApi.h @@ -23,7 +23,7 @@ #define TRADER_API_EXPORT __declspec(dllimport) #endif #else -#define TRADER_API_EXPORT +#define TRADER_API_EXPORT #endif class CThostFtdcTraderSpi { @@ -47,6 +47,9 @@ class CThostFtdcTraderSpi { ///客户端认证响应 virtual void OnRspAuthenticate(CThostFtdcRspAuthenticateField *pRspAuthenticateField, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + ///该方法在处理私有流之前被调用 + ///@param nSeqNo 即将被处理的私有流的序号 + virtual void OnRtnPrivateSeqNo(int nSeqNo) {}; ///登录请求响应 virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; @@ -144,6 +147,9 @@ class CThostFtdcTraderSpi { ///请求查询合约手续费率响应 virtual void OnRspQryInstrumentCommissionRate(CThostFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + ///请求查询用户会话响应 + virtual void OnRspQryUserSession(CThostFtdcUserSessionField *pUserSession, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + ///请求查询交易所响应 virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; @@ -524,14 +530,54 @@ class CThostFtdcTraderSpi { ///投资者对冲设置查询响应 virtual void OnRspQryOffsetSetting(CThostFtdcOffsetSettingField *pOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///申请短信验证码响应 + virtual void OnRspGenSMSCode(CThostFtdcRspGenSMSCodeField *pRspGenSMSCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///套利确认回复 + virtual void OnRspSpdApply(CThostFtdcInputSpdApplyField *pInputSpdApply, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///套利确认撤销回复 + virtual void OnRspSpdApplyAction(CThostFtdcInputSpdApplyActionField *pInputSpdApplyAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///套利确认查询回复 + virtual void OnRspQrySpdApply(CThostFtdcSpdApplyField *pSpdApply, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///套利确认通知 + virtual void OnRtnSpdApply(CThostFtdcSpdApplyField *pSpdApply) {}; + + ///套利申请录入错误回报 + virtual void OnErrRtnSpdApply(CThostFtdcInputSpdApplyField *pInputSpdApply, CThostFtdcRspInfoField *pRspInfo) {}; + + ///套利确认撤销通知 + virtual void OnErrRtnSpdApplyAction(CThostFtdcSpdApplyActionField *pSpdApplyAction, CThostFtdcRspInfoField *pRspInfo) {}; + + ///套保确认回复 + virtual void OnRspHedgeCfm(CThostFtdcInputHedgeCfmField *pInputHedgeCfm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///套保确认撤销回复 + virtual void OnRspHedgeCfmAction(CThostFtdcInputHedgeCfmActionField *pInputHedgeCfmAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///套保确认查询回复 + virtual void OnRspQryHedgeCfm(CThostFtdcHedgeCfmField *pHedgeCfm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {}; + + ///套保确认通知 + virtual void OnRtnHedgeCfm(CThostFtdcHedgeCfmField *pHedgeCfm) {}; + + ///套保额度录入错误回报 + virtual void OnErrRtnHedgeCfm(CThostFtdcInputHedgeCfmField *pInputHedgeCfm, CThostFtdcRspInfoField *pRspInfo) {}; + + ///套保确认撤销通知 + virtual void OnErrRtnHedgeCfmAction(CThostFtdcHedgeCfmActionField *pHedgeCfmAction, CThostFtdcRspInfoField *pRspInfo) {}; }; class TRADER_API_EXPORT CThostFtdcTraderApi { public: ///创建TraderApi ///@param pszFlowPath 存贮订阅信息文件的目录，默认为当前目录 + ///@param bIsProductionMode true:使用生产版本的API false:使用测评版本的API ///@return 创建出的UserApi - static CThostFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = ""); + static CThostFtdcTraderApi *CreateFtdcTraderApi(const char *pszFlowPath = "", bool bIsProductionMode = true); ///获取API的版本信息 ///@retrun 获取到的版本号 @@ -586,8 +632,10 @@ class TRADER_API_EXPORT CThostFtdcTraderApi { /// THOST_TERT_RESTART:从本交易日开始重传 /// THOST_TERT_RESUME:从上次收到的续传 /// THOST_TERT_QUICK:只传送登录后私有流的内容 + /// THOST_TERT_RESUME_FROM_SEQ_NO:从指定序号开始重传，序号从1开始 + ///@param nSeqNo 私有流序号，只在THOST_TERT_RESUME_FROM_SEQ_NO模式下有效 ///@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。 - virtual void SubscribePrivateTopic(THOST_TE_RESUME_TYPE nResumeType) = 0; + virtual void SubscribePrivateTopic(THOST_TE_RESUME_TYPE nResumeType, int nSeqNo = 1) = 0; ///订阅公共流。 ///@param nResumeType 公共流重传方式 @@ -609,6 +657,12 @@ class TRADER_API_EXPORT CThostFtdcTraderApi { ///操作员登录后，可以多次调用该接口上报客户信息 virtual int SubmitUserSystemInfo(CThostFtdcUserSystemInfoField *pUserSystemInfo) = 0; + ///注册用户终端信息，用于中继服务器多连接模式.用于微信小程序等应用上报信息. + virtual int RegisterWechatUserSystemInfo(CThostFtdcWechatUserSystemInfoField *pUserSystemInfo) = 0; + + ///上报用户终端信息，用于中继服务器操作员登录模式.用于微信小程序等应用上报信息. + virtual int SubmitWechatUserSystemInfo(CThostFtdcWechatUserSystemInfoField *pUserSystemInfo) = 0; + ///用户登录请求 virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0; @@ -714,6 +768,9 @@ class TRADER_API_EXPORT CThostFtdcTraderApi { ///请求查询合约手续费率 virtual int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) = 0; + ///请求查询用户会话 + virtual int ReqQryUserSession(CThostFtdcQryUserSessionField *pQryUserSession, int nRequestID) = 0; + ///请求查询交易所 virtual int ReqQryExchange(CThostFtdcQryExchangeField *pQryExchange, int nRequestID) = 0; @@ -957,6 +1014,27 @@ class TRADER_API_EXPORT CThostFtdcTraderApi { ///投资者对冲设置查询 virtual int ReqQryOffsetSetting(CThostFtdcQryOffsetSettingField *pQryOffsetSetting, int nRequestID) = 0; + ///申请短信验证码请求 + virtual int ReqGenSMSCode(CThostFtdcReqGenSMSCodeField *pReqGenSMSCode, int nRequestID) = 0; + + ///套利确认请求 + virtual int ReqSpdApply(CThostFtdcInputSpdApplyField *pInputSpdApply, int nRequestID) = 0; + + ///套利确认撤销请求 + virtual int ReqSpdApplyAction(CThostFtdcInputSpdApplyActionField *pInputSpdApplyAction, int nRequestID) = 0; + + ///套利确认查询请求 + virtual int ReqQrySpdApply(CThostFtdcQrySpdApplyField *pQrySpdApply, int nRequestID) = 0; + + ///套保确认请求 + virtual int ReqHedgeCfm(CThostFtdcInputHedgeCfmField *pInputHedgeCfm, int nRequestID) = 0; + + ///套保确认撤销请求 + virtual int ReqHedgeCfmAction(CThostFtdcInputHedgeCfmActionField *pInputHedgeCfmAction, int nRequestID) = 0; + + ///套保确认查询请求 + virtual int ReqQryHedgeCfm(CThostFtdcQryHedgeCfmField *pQryHedgeCfm, int nRequestID) = 0; + protected: ~CThostFtdcTraderApi() {}; }; diff --git a/ctp/header/ThostFtdcUserApiDataType.h b/ctp/header/ThostFtdcUserApiDataType.h index f32fa53..a11c9e3 100644 --- a/ctp/header/ThostFtdcUserApiDataType.h +++ b/ctp/header/ThostFtdcUserApiDataType.h @@ -14,7 +14,8 @@ enum THOST_TE_RESUME_TYPE { THOST_TERT_RESTART = 0, THOST_TERT_RESUME, THOST_TERT_QUICK, - THOST_TERT_NONE + THOST_TERT_NONE, + THOST_TERT_RESUME_FROM_SEQ_NO }; ///////////////////////////////////////////////////////////////////////// @@ -127,6 +128,11 @@ typedef char TThostFtdcExchangeFlagType[2]; ///////////////////////////////////////////////////////////////////////// typedef char TThostFtdcMacAddressType[21]; +///////////////////////////////////////////////////////////////////////// +///TFtdcDeviceTagType是一个客户端机器标识,可填MAC或UUID类型 +///////////////////////////////////////////////////////////////////////// +typedef char TThostFtdcDeviceTagType[41]; + ///////////////////////////////////////////////////////////////////////// ///TFtdcSystemIDType是一个系统编号类型 ///////////////////////////////////////////////////////////////////////// @@ -546,6 +552,8 @@ typedef char TThostFtdcFunctionCodeType; #define THOST_FTDC_BFC_FBSign 'W' ///银期签约解约 #define THOST_FTDC_BFC_FBAccount 'X' +///接收短信验证码 +#define THOST_FTDC_BFC_RcvSMSCode 'Y' typedef char TThostFtdcBrokerFunctionCodeType; @@ -1556,6 +1564,12 @@ typedef char TThostFtdcSystemParamIDType; #define THOST_FTDC_TPID_TradeChkPhase 'j' ///其他异常报单校验参数（价格和手数） #define THOST_FTDC_TPID_TradeChkPriceVol 'k' +///卖出垂直价差组合新算法 +#define THOST_FTDC_TPID_NewBESMarginAlgo 'l' +///大商所期货组合平仓冻结算法 +#define THOST_FTDC_TPID_IsDceFutCloseFrozen 'm' +///是否启用短信验证 +#define THOST_FTDC_TPID_UseSMSVerify 'n' typedef char TThostFtdcTradeParamIDType; @@ -6924,7 +6938,7 @@ typedef double TThostFtdcDeltaType; typedef int TThostFtdcSpreadIdType; ///////////////////////////////////////////////////////////////////////// -///TFtdcPortfolioType是一个新型组保算法类型 +///TFtdcPortfolioType是一个组保算法类型 ///////////////////////////////////////////////////////////////////////// ///不使用新型组保算法 #define THOST_FTDC_EPF_None '0' @@ -7176,4 +7190,74 @@ typedef char TThostFtdcSiteType[51]; ///////////////////////////////////////////////////////////////////////// typedef char TThostFtdcNetOperatorType[9]; +///////////////////////////////////////////////////////////////////////// +///TFtdcApplySrcType是一个申请来源类型 +///////////////////////////////////////////////////////////////////////// +///交易 +#define THOST_FTDC_AS_Trade '0' +///会服 +#define THOST_FTDC_AS_Member '1' + +typedef char TThostFtdcApplySrcType; + +///////////////////////////////////////////////////////////////////////// +///TFtdcReserveInfoType是一个预留信息类型 +///////////////////////////////////////////////////////////////////////// +typedef char TThostFtdcReserveInfoType[65]; + +///////////////////////////////////////////////////////////////////////// +///TFtdcApplyStatusType是一个套利套保申请状态类型 +///////////////////////////////////////////////////////////////////////// +///未知 +#define THOST_FTDC_AS2_Unknown 'a' +///已撤销 +#define THOST_FTDC_AS2_Canceled '0' +///已挂起 +#define THOST_FTDC_AS2_Suspended '1' +///申请成功 +#define THOST_FTDC_AS2_Accepted '3' + +typedef char TThostFtdcApplyStatusType; + +///////////////////////////////////////////////////////////////////////// +///TFtdcCmbTypeType是一个组合定单类型，0类型 +///////////////////////////////////////////////////////////////////////// +///SPZ +#define THOST_FTDC_ZCECT_SPZ '0' +///SPD +#define THOST_FTDC_ZCECT_SPD '1' +///IPS +#define THOST_FTDC_ZCECT_IPS '2' +///BUL +#define THOST_FTDC_ZCECT_BUL '3' +///BER +#define THOST_FTDC_ZCECT_BER '4' +///BLT +#define THOST_FTDC_ZCECT_BLT '5' +///BRT +#define THOST_FTDC_ZCECT_BRT '6' +///STD +#define THOST_FTDC_ZCECT_STD '7' +///STG +#define THOST_FTDC_ZCECT_STG '8' +///PRT +#define THOST_FTDC_ZCECT_PRT '9' + +typedef char TThostFtdcCmbTypeType; + +///////////////////////////////////////////////////////////////////////// +///TFtdcSMSCodeType是一个短信验证码类型 +///////////////////////////////////////////////////////////////////////// +typedef char TThostFtdcSMSCodeType[17]; + +///////////////////////////////////////////////////////////////////////// +///TFtdcSMSContentType是一个短信内容类型 +///////////////////////////////////////////////////////////////////////// +typedef char TThostFtdcSMSContentType[129]; + +///////////////////////////////////////////////////////////////////////// +///TFtdcSMSPhoneType是一个手机号类型 +///////////////////////////////////////////////////////////////////////// +typedef char TThostFtdcSMSPhoneType[17]; + #endif diff --git a/ctp/header/ThostFtdcUserApiStruct.h b/ctp/header/ThostFtdcUserApiStruct.h index 0089692..8878723 100644 --- a/ctp/header/ThostFtdcUserApiStruct.h +++ b/ctp/header/ThostFtdcUserApiStruct.h @@ -53,6 +53,8 @@ struct CThostFtdcReqUserLoginField { TThostFtdcIPPortType ClientIPPort; ///终端IP地址 TThostFtdcIPAddressType ClientIPAddress; + ///短信验证码 + TThostFtdcSMSCodeType SMSCode; }; ///用户登录应答 @@ -91,6 +93,10 @@ struct CThostFtdcRspUserLoginField { TThostFtdcDRIdentityIDType LoginDRIdentityID; ///用户所属中心号 TThostFtdcDRIdentityIDType UserDRIdentityID; + ///上次登陆时间 + TThostFtdcDateTimeType LastLoginTime; + ///预留信息 + TThostFtdcReserveInfoType ReserveInfo; }; ///用户登出请求 @@ -723,6 +729,8 @@ struct CThostFtdcTradingAccountField { TThostFtdcMoneyType FrozenSwap; ///剩余换汇额度 TThostFtdcMoneyType RemainSwap; + ///期权市值 + TThostFtdcMoneyType OptionValue; }; ///投资者持仓 @@ -827,6 +835,8 @@ struct CThostFtdcInvestorPositionField { TThostFtdcMoneyType TasPositionCost; ///合约代码 TThostFtdcInstrumentIDType InstrumentID; + ///期权市值 + TThostFtdcMoneyType OptionValue; }; ///合约保证金率 @@ -2233,6 +2243,8 @@ struct CThostFtdcSyncingTradingAccountField { TThostFtdcMoneyType FrozenSwap; ///剩余换汇额度 TThostFtdcMoneyType RemainSwap; + ///期权市值 + TThostFtdcMoneyType OptionValue; }; ///正在同步中的投资者持仓 @@ -5939,6 +5951,8 @@ struct CThostFtdcContractBankField { TThostFtdcBankBrchIDType BankBrchID; ///银行名称 TThostFtdcBankNameType BankName; + ///上报csrc的银行代码 + TThostFtdcBankIDType csrcBankID; }; ///投资者组合持仓明细 @@ -9723,6 +9737,8 @@ struct CThostFtdcUserSystemInfoField { TThostFtdcIPAddressType ClientPublicIP; ///客户登录备注2 TThostFtdcClientLoginRemarkType ClientLoginRemark; + ///客户终端的MAC等标识 + TThostFtdcDeviceTagType MAC; }; ///终端用户绑定信息 @@ -9811,6 +9827,8 @@ struct CThostFtdcReqUserLoginSMField { TThostFtdcIPPortType ClientIPPort; ///终端IP地址 TThostFtdcIPAddressType ClientIPAddress; + ///短信验证码 + TThostFtdcSMSCodeType SMSCode; ///经纪公司名称 TThostFtdcBrokerNameType BrokerName; ///认证码 @@ -10181,6 +10199,8 @@ struct CThostFtdcSyncDeltaTradingAccountField { TThostFtdcMoneyType FrozenSwap; ///剩余换汇额度 TThostFtdcMoneyType RemainSwap; + ///期权市值 + TThostFtdcMoneyType OptionValue; ///追平序号 TThostFtdcSequenceNoType SyncDeltaSequenceNo; }; @@ -10237,7 +10257,7 @@ struct CThostFtdcSyncDeltaDceCombInstrumentField { TThostFtdcDirectionType Direction; ///产品代码 TThostFtdcInstrumentIDType ProductID; - ///期权组合保证金比例 + ///期货/期权组合保证金比例 TThostFtdcDiscountRatioType Xparameter; ///操作标志 TThostFtdcActionDirectionType ActionDirection; @@ -10855,7 +10875,7 @@ struct CThostFtdcPortfTradeParamSettingField { TThostFtdcBrokerIDType BrokerID; ///投资者代码 TThostFtdcInvestorIDType InvestorID; - ///新型组保算法 + ///组保算法 TThostFtdcPortfolioType Portfolio; ///撤单是否验资 TThostFtdcBoolType IsActionVerify; @@ -12003,6 +12023,8 @@ struct CThostFtdcIpAddrParamField { TThostFtdcSiteType Site; ///网络运营商 TThostFtdcNetOperatorType NetOperator; + ///系统名称 + TThostFtdcAddrNameType SysName; }; ///服务地址参数查询 @@ -12041,6 +12063,8 @@ struct CThostFtdcTGIpAddrParamField { TThostFtdcSiteType Site; ///网络运营商 TThostFtdcNetOperatorType NetOperator; + ///系统名称 + TThostFtdcAddrNameType SysName; }; ///服务地址参数查询 @@ -12787,6 +12811,8 @@ struct CThostFtdcOffsetSettingField { TThostFtdcUserIDType ActiveUserID; ///经纪公司报单编号 TThostFtdcSequenceNoType BrokerOffsetSettingSeq; + ///申请来源 + TThostFtdcApplySrcType ApplySrc; }; ///撤销对冲设置 @@ -12873,6 +12899,522 @@ struct CThostFtdcQryAddrAppIDRelationField { TThostFtdcBrokerIDType BrokerID; }; +///微信小程序等用户系统信息 +struct CThostFtdcWechatUserSystemInfoField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///用户代码 + TThostFtdcUserIDType UserID; + ///微信小程序等用户端系统内部信息长度 + TThostFtdcSystemInfoLenType WechatCltSysInfoLen; + ///微信小程序等用户端系统内部信息 + TThostFtdcClientSystemInfoType WechatCltSysInfo; + ///终端IP端口 + TThostFtdcIPPortType ClientIPPort; + ///登录成功时间 + TThostFtdcTimeType ClientLoginTime; + ///App代码 + TThostFtdcAppIDType ClientAppID; + ///用户公网IP + TThostFtdcIPAddressType ClientPublicIP; + ///客户登录备注2 + TThostFtdcClientLoginRemarkType ClientLoginRemark; +}; + +///投资者预留信息 +struct CThostFtdcInvestorReserveInfoField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///用户代码 + TThostFtdcUserIDType UserID; + ///预留信息 + TThostFtdcReserveInfoType ReserveInfo; +}; + +///查询组织架构投资者对应关系 +struct CThostFtdcQryInvestorDepartmentFlatField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; +}; + +///组织架构投资者对应关系 +struct CThostFtdcInvestorDepartmentFlatField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///组织架构代码 + TThostFtdcInvestorIDType DepartmentID; +}; + +///查询操作员组织架构关系 +struct CThostFtdcQryDepartmentUserField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; +}; + +///App客户端认证码 +struct CThostFtdcAppAuthenticationCodeField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///App代码 + TThostFtdcAppIDType AppID; + ///认证码 + TThostFtdcAuthCodeType AuthCode; + ///旧认证码 + TThostFtdcAuthCodeType PreAuthCode; + ///App类型 + TThostFtdcAppTypeType AppType; +}; + +///客户中心权限豁免 +struct CThostFtdcUserDRIBypassField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///用户代码 + TThostFtdcUserIDType UserID; + ///交易中心代码 + TThostFtdcDRIdentityIDType DRIdentityID; +}; + +///申请短信验证码请求 +struct CThostFtdcReqGenSMSCodeField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///用户代码 + TThostFtdcUserIDType UserID; + ///手机号 + TThostFtdcSMSPhoneType Mobile; +}; + +///申请短信验证码响应 +struct CThostFtdcRspGenSMSCodeField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///用户代码 + TThostFtdcUserIDType UserID; + ///生成时间 + TThostFtdcTimeType GenTime; +}; + +///短信验证信息通知 +struct CThostFtdcSMSVerifyInfoFromSecField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///经纪公司简称 + TThostFtdcBrokerAbbrType BrokerAbbr; + ///用户代码 + TThostFtdcUserIDType UserID; + ///手机号 + TThostFtdcSMSPhoneType Mobile; + ///短信验证码 + TThostFtdcSMSCodeType SMSCode; + ///验证码创建日期 + TThostFtdcDateType CreateDate; + ///验证码创建时间 + TThostFtdcTimeType CreateTime; + ///验证码是否被使用过 + TThostFtdcBoolType IsUsed; + ///次席的交易中心代码 + TThostFtdcDRIdentityIDType FromSec; +}; + +///登录验证设置 +struct CThostFtdcSMSVerifyConfigField { + ///用户代码 + TThostFtdcUserIDType UserID; + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///手机号 + TThostFtdcSMSPhoneType Mobile; + ///是否启用短信验证 + TThostFtdcBoolType UseSMSVerify; +}; + +///短信验证信息通知 +struct CThostFtdcSMSVerifyInfoField { + ///验证码创建时间 + TThostFtdcTimeType CreateTime; + ///手机号 + TThostFtdcSMSPhoneType Mobile; + ///短信验证信息内容 + TThostFtdcSMSContentType SMSContent; +}; + +///套利确认输入基本信息 +struct CThostFtdcInputSpdApplyField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///用户代码 + TThostFtdcUserIDType UserID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///合约代码 + TThostFtdcInstrumentIDType FirstLegInstrumentID; + ///合约代码 + TThostFtdcInstrumentIDType SecondLegInstrumentID; + ///数量 + TThostFtdcVolumeType Volume; + ///买卖方向 + TThostFtdcDirectionType Direction; + ///组合定单类型 + TThostFtdcCmbTypeType CmbType; + ///请求编号 + TThostFtdcRequestIDType RequestID; + ///报单引用 + TThostFtdcOrderRefType OrderRef; + ///IP地址 + TThostFtdcIPAddressType IPAddress; + ///Mac地址 + TThostFtdcMacAddressType MacAddress; +}; + +///套保确认输入基本信息 +struct CThostFtdcInputHedgeCfmField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///用户代码 + TThostFtdcUserIDType UserID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///数量 + TThostFtdcVolumeType Volume; + ///买卖方向 + TThostFtdcDirectionType Direction; + ///请求编号 + TThostFtdcRequestIDType RequestID; + ///报单引用 + TThostFtdcOrderRefType OrderRef; + ///IP地址 + TThostFtdcIPAddressType IPAddress; + ///Mac地址 + TThostFtdcMacAddressType MacAddress; +}; + +///套利申请回报 +struct CThostFtdcSpdApplyField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///合约代码 + TThostFtdcInstrumentIDType FirstLegInstrumentID; + ///合约代码 + TThostFtdcInstrumentIDType SecondLegInstrumentID; + ///用户代码 + TThostFtdcUserIDType UserID; + ///数量 + TThostFtdcVolumeType Volume; + ///买卖方向 + TThostFtdcDirectionType Direction; + ///请求编号 + TThostFtdcRequestIDType RequestID; + ///前置编号 + TThostFtdcFrontIDType FrontID; + ///会话编号 + TThostFtdcSessionIDType SessionID; + ///报单引用 + TThostFtdcOrderRefType OrderRef; + ///操作用户代码 + TThostFtdcUserIDType ActiveUserID; + ///经纪公司报单编号 + TThostFtdcSequenceNoType BrokerOrderSeq; + ///报单编号 + TThostFtdcOrderSysIDType OrderSysID; + ///申请状态 + TThostFtdcApplyStatusType ApplyStatus; + ///序号 + TThostFtdcSequenceNoType SequenceNo; + ///报单日期 + TThostFtdcDateType InsertDate; + ///委托时间 + TThostFtdcTimeType InsertTime; + ///撤销时间 + TThostFtdcTimeType CancelTime; + ///本地报单编号 + TThostFtdcOrderLocalIDType OrderLocalID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///会员代码 + TThostFtdcParticipantIDType ParticipantID; + ///客户代码 + TThostFtdcClientIDType ClientID; + ///合约在交易所的代码 + TThostFtdcExchangeInstIDType ExchangeInstID; + ///交易所交易员代码 + TThostFtdcTraderIDType TraderID; + ///安装编号 + TThostFtdcInstallIDType InstallID; + ///报单提交状态 + TThostFtdcOrderSubmitStatusType OrderSubmitStatus; + ///报单提示序号 + TThostFtdcSequenceNoType NotifySequence; + ///交易日 + TThostFtdcDateType TradingDay; + ///结算编号 + TThostFtdcSettlementIDType SettlementID; + ///IP地址 + TThostFtdcIPAddressType IPAddress; + ///Mac地址 + TThostFtdcMacAddressType MacAddress; + ///组合定单类型 + TThostFtdcCmbTypeType CmbType; + ///状态信息 + TThostFtdcErrorMsgType StatusMsg; +}; + +///套保申请回报 +struct CThostFtdcHedgeCfmField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; + ///用户代码 + TThostFtdcUserIDType UserID; + ///数量 + TThostFtdcVolumeType Volume; + ///买卖方向 + TThostFtdcDirectionType Direction; + ///请求编号 + TThostFtdcRequestIDType RequestID; + ///前置编号 + TThostFtdcFrontIDType FrontID; + ///会话编号 + TThostFtdcSessionIDType SessionID; + ///报单引用 + TThostFtdcOrderRefType OrderRef; + ///操作用户代码 + TThostFtdcUserIDType ActiveUserID; + ///经纪公司报单编号 + TThostFtdcSequenceNoType BrokerOrderSeq; + ///报单编号 + TThostFtdcOrderSysIDType OrderSysID; + ///申请状态 + TThostFtdcApplyStatusType ApplyStatus; + ///序号 + TThostFtdcSequenceNoType SequenceNo; + ///成功处理数量 + TThostFtdcVolumeType DealVolume; + ///报单日期 + TThostFtdcDateType InsertDate; + ///委托时间 + TThostFtdcTimeType InsertTime; + ///撤销时间 + TThostFtdcTimeType CancelTime; + ///日期 + TThostFtdcDateType ReqDate; + ///本地报单编号 + TThostFtdcOrderLocalIDType OrderLocalID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///会员代码 + TThostFtdcParticipantIDType ParticipantID; + ///客户代码 + TThostFtdcClientIDType ClientID; + ///合约在交易所的代码 + TThostFtdcExchangeInstIDType ExchangeInstID; + ///交易所交易员代码 + TThostFtdcTraderIDType TraderID; + ///安装编号 + TThostFtdcInstallIDType InstallID; + ///报单提交状态 + TThostFtdcOrderSubmitStatusType OrderSubmitStatus; + ///报单提示序号 + TThostFtdcSequenceNoType NotifySequence; + ///交易日 + TThostFtdcDateType TradingDay; + ///结算编号 + TThostFtdcSettlementIDType SettlementID; + ///状态信息 + TThostFtdcErrorMsgType StatusMsg; + ///IP地址 + TThostFtdcIPAddressType IPAddress; + ///Mac地址 + TThostFtdcMacAddressType MacAddress; +}; + +///套利套保申请查询 +struct CThostFtdcQrySpdApplyField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///报单编号 + TThostFtdcOrderSysIDType OrderSysID; + ///第一腿合约编码 + TThostFtdcExchangeInstIDType FirstLegInstrumentID; + ///第二腿合约编码 + TThostFtdcExchangeInstIDType SecondLegInstrumentID; +}; + +///套利套保申请查询 +struct CThostFtdcQryHedgeCfmField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///报单编号 + TThostFtdcOrderSysIDType OrderSysID; + ///合约代码 + TThostFtdcInstrumentIDType InstrumentID; +}; + +///套利申请撤销 +struct CThostFtdcInputSpdApplyActionField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///用户代码 + TThostFtdcUserIDType UserID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///合同编号 + TThostFtdcOrderSysIDType OrderSysID; + ///报单引用 + TThostFtdcOrderRefType OrderRef; + ///前置编号 + TThostFtdcFrontIDType FrontID; + ///会话编号 + TThostFtdcSessionIDType SessionID; + ///请求编号 + TThostFtdcRequestIDType RequestID; + ///IP地址 + TThostFtdcIPAddressType IPAddress; + ///Mac地址 + TThostFtdcMacAddressType MacAddress; +}; + +///套保申请撤销 +struct CThostFtdcInputHedgeCfmActionField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///用户代码 + TThostFtdcUserIDType UserID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///合同编号 + TThostFtdcOrderSysIDType OrderSysID; + ///报单引用 + TThostFtdcOrderRefType OrderRef; + ///前置编号 + TThostFtdcFrontIDType FrontID; + ///会话编号 + TThostFtdcSessionIDType SessionID; + ///请求编号 + TThostFtdcRequestIDType RequestID; + ///IP地址 + TThostFtdcIPAddressType IPAddress; + ///Mac地址 + TThostFtdcMacAddressType MacAddress; +}; + +///套利申请撤销回报 +struct CThostFtdcSpdApplyActionField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///操作日期 + TThostFtdcDateType ActionDate; + ///操作时间 + TThostFtdcTimeType ActionTime; + ///交易所交易员代码 + TThostFtdcTraderIDType TraderID; + ///安装编号 + TThostFtdcInstallIDType InstallID; + ///本地报单编号 + TThostFtdcOrderLocalIDType OrderLocalID; + ///操作本地编号 + TThostFtdcOrderLocalIDType ActionLocalID; + ///会员代码 + TThostFtdcParticipantIDType ParticipantID; + ///客户代码 + TThostFtdcClientIDType ClientID; + ///报单操作状态 + TThostFtdcOrderActionStatusType OrderActionStatus; + ///用户代码 + TThostFtdcUserIDType UserID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///合同编号 + TThostFtdcOrderSysIDType OrderSysID; + ///请求编号 + TThostFtdcRequestIDType RequestID; + ///状态信息 + TThostFtdcErrorMsgType StatusMsg; + ///报单引用 + TThostFtdcOrderRefType OrderRef; + ///前置编号 + TThostFtdcFrontIDType FrontID; + ///会话编号 + TThostFtdcSessionIDType SessionID; + ///IP地址 + TThostFtdcIPAddressType IPAddress; + ///Mac地址 + TThostFtdcMacAddressType MacAddress; +}; + +///套保申请撤销回报 +struct CThostFtdcHedgeCfmActionField { + ///经纪公司代码 + TThostFtdcBrokerIDType BrokerID; + ///投资者代码 + TThostFtdcInvestorIDType InvestorID; + ///操作日期 + TThostFtdcDateType ActionDate; + ///操作时间 + TThostFtdcTimeType ActionTime; + ///交易所交易员代码 + TThostFtdcTraderIDType TraderID; + ///安装编号 + TThostFtdcInstallIDType InstallID; + ///本地报单编号 + TThostFtdcOrderLocalIDType OrderLocalID; + ///操作本地编号 + TThostFtdcOrderLocalIDType ActionLocalID; + ///会员代码 + TThostFtdcParticipantIDType ParticipantID; + ///客户代码 + TThostFtdcClientIDType ClientID; + ///报单操作状态 + TThostFtdcOrderActionStatusType OrderActionStatus; + ///用户代码 + TThostFtdcUserIDType UserID; + ///交易所代码 + TThostFtdcExchangeIDType ExchangeID; + ///合同编号 + TThostFtdcOrderSysIDType OrderSysID; + ///请求编号 + TThostFtdcRequestIDType RequestID; + ///状态信息 + TThostFtdcErrorMsgType StatusMsg; + ///报单引用 + TThostFtdcOrderRefType OrderRef; + ///前置编号 + TThostFtdcFrontIDType FrontID; + ///会话编号 + TThostFtdcSessionIDType SessionID; + ///IP地址 + TThostFtdcIPAddressType IPAddress; + ///Mac地址 + TThostFtdcMacAddressType MacAddress; +}; + ///前置信息 struct CThostFtdcFrontInfoField { diff --git a/ctp/header/error.dtd b/ctp/header/error.dtd index d384c38..7c7276c 100644 --- a/ctp/header/error.dtd +++ b/ctp/header/error.dtd @@ -1,4 +1,4 @@ - + + @@ -210,7 +211,7 @@ - + @@ -290,16 +291,42 @@ + + + + + + + + + + + + + + + + + + + + + + + + + + diff --git a/ctp/linux/libLinuxDataCollect.so b/ctp/linux/libLinuxDataCollect.so old mode 100644 new mode 100755 index 254fd53..132c3af Binary files a/ctp/linux/libLinuxDataCollect.so and b/ctp/linux/libLinuxDataCollect.so differ diff --git a/ctp/linux/libthostmduserapi_se.so b/ctp/linux/libthostmduserapi_se.so old mode 100644 new mode 100755 index bad4bac..a2516be Binary files a/ctp/linux/libthostmduserapi_se.so and b/ctp/linux/libthostmduserapi_se.so differ diff --git a/ctp/linux/libthosttraderapi_se.so b/ctp/linux/libthosttraderapi_se.so old mode 100644 new mode 100755 index d718c76..5cb627d Binary files a/ctp/linux/libthosttraderapi_se.so and b/ctp/linux/libthosttraderapi_se.so differ diff --git a/ctp/version.txt b/ctp/version.txt index d831ec2..665ff0c 100644 --- a/ctp/version.txt +++ b/ctp/version.txt @@ -1,3 +1,3 @@ -V6.7.9 +v6.7.13_20260225 windows-64x linux-64x \ No newline at end of file diff --git a/ctp/win/WinDataCollect.dll b/ctp/win/WinDataCollect.dll index 151795d..042c5e8 100644 Binary files a/ctp/win/WinDataCollect.dll and b/ctp/win/WinDataCollect.dll differ diff --git a/ctp/win/WinDataCollect.lib b/ctp/win/WinDataCollect.lib index d900590..18230d7 100644 Binary files a/ctp/win/WinDataCollect.lib and b/ctp/win/WinDataCollect.lib differ diff --git a/ctp/win/thostmduserapi_se.dll b/ctp/win/thostmduserapi_se.dll index 376826f..5f69e9d 100644 Binary files a/ctp/win/thostmduserapi_se.dll and b/ctp/win/thostmduserapi_se.dll differ diff --git a/ctp/win/thostmduserapi_se.lib b/ctp/win/thostmduserapi_se.lib index 6fd41b6..427a783 100644 Binary files a/ctp/win/thostmduserapi_se.lib and b/ctp/win/thostmduserapi_se.lib differ diff --git a/ctp/win/thosttraderapi_se.dll b/ctp/win/thosttraderapi_se.dll index ae04f3e..ac1a777 100644 Binary files a/ctp/win/thosttraderapi_se.dll and b/ctp/win/thosttraderapi_se.dll differ diff --git a/ctp/win/thosttraderapi_se.lib b/ctp/win/thosttraderapi_se.lib index 3c43c82..b9add16 100644 Binary files a/ctp/win/thosttraderapi_se.lib and b/ctp/win/thosttraderapi_se.lib differ diff --git a/ctpwrapper/ApiStructure.py b/ctpwrapper/ApiStructure.py index 3cab840..3ddf69f 100644 --- a/ctpwrapper/ApiStructure.py +++ b/ctpwrapper/ApiStructure.py @@ -32,12 +32,13 @@ class ReqUserLoginField(Base): ('LoginRemark', ctypes.c_char * 36), # 登录备注 ('ClientIPPort', ctypes.c_int), # 终端IP端口 ('ClientIPAddress', ctypes.c_char * 33), # 终端IP地址 + ('SMSCode', ctypes.c_char * 17), # 短信验证码 ] def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', Password: str = '', UserProductInfo: str = '', InterfaceProductInfo: str = '', ProtocolInfo: str = '', MacAddress: str = '', OneTimePassword: str = '', reserve1: str = '', LoginRemark: str = '', - ClientIPPort: int = 0, ClientIPAddress: str = ''): + ClientIPPort: int = 0, ClientIPAddress: str = '', SMSCode: str = ''): super(ReqUserLoginField, self).__init__() self.TradingDay = self._to_bytes(TradingDay) self.BrokerID = self._to_bytes(BrokerID) @@ -52,6 +53,7 @@ def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', P self.LoginRemark = self._to_bytes(LoginRemark) self.ClientIPPort = int(ClientIPPort) self.ClientIPAddress = self._to_bytes(ClientIPAddress) + self.SMSCode = self._to_bytes(SMSCode) class RspUserLoginField(Base): @@ -74,12 +76,15 @@ class RspUserLoginField(Base): ('GFEXTime', ctypes.c_char * 9), # 广期所时间 ('LoginDRIdentityID', ctypes.c_int), # 当前登录中心号 ('UserDRIdentityID', ctypes.c_int), # 用户所属中心号 + ('LastLoginTime', ctypes.c_char * 17), # 上次登陆时间 + ('ReserveInfo', ctypes.c_char * 65), # 预留信息 ] def __init__(self, TradingDay: str = '', LoginTime: str = '', BrokerID: str = '', UserID: str = '', SystemName: str = '', FrontID: int = 0, SessionID: int = 0, MaxOrderRef: str = '', SHFETime: str = '', DCETime: str = '', CZCETime: str = '', FFEXTime: str = '', INETime: str = '', SysVersion: str = '', - GFEXTime: str = '', LoginDRIdentityID: int = 0, UserDRIdentityID: int = 0): + GFEXTime: str = '', LoginDRIdentityID: int = 0, UserDRIdentityID: int = 0, LastLoginTime: str = '', + ReserveInfo: str = ''): super(RspUserLoginField, self).__init__() self.TradingDay = self._to_bytes(TradingDay) self.LoginTime = self._to_bytes(LoginTime) @@ -98,6 +103,8 @@ def __init__(self, TradingDay: str = '', LoginTime: str = '', BrokerID: str = '' self.GFEXTime = self._to_bytes(GFEXTime) self.LoginDRIdentityID = int(LoginDRIdentityID) self.UserDRIdentityID = int(UserDRIdentityID) + self.LastLoginTime = self._to_bytes(LastLoginTime) + self.ReserveInfo = self._to_bytes(ReserveInfo) class UserLogoutField(Base): @@ -855,6 +862,7 @@ class TradingAccountField(Base): ('BizType', ctypes.c_char), # 业务类型 ('FrozenSwap', ctypes.c_double), # 延时换汇冻结金额 ('RemainSwap', ctypes.c_double), # 剩余换汇额度 + ('OptionValue', ctypes.c_double), # 期权市值 ] def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = 0.0, PreCredit: float = 0.0, @@ -871,7 +879,7 @@ def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = SpecProductCommission: float = 0.0, SpecProductFrozenCommission: float = 0.0, SpecProductPositionProfit: float = 0.0, SpecProductCloseProfit: float = 0.0, SpecProductPositionProfitByAlg: float = 0.0, SpecProductExchangeMargin: float = 0.0, BizType: str = '', - FrozenSwap: float = 0.0, RemainSwap: float = 0.0): + FrozenSwap: float = 0.0, RemainSwap: float = 0.0, OptionValue: float = 0.0): super(TradingAccountField, self).__init__() self.BrokerID = self._to_bytes(BrokerID) self.AccountID = self._to_bytes(AccountID) @@ -922,6 +930,7 @@ def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = self.BizType = self._to_bytes(BizType) self.FrozenSwap = float(FrozenSwap) self.RemainSwap = float(RemainSwap) + self.OptionValue = float(OptionValue) class InvestorPositionField(Base): @@ -977,6 +986,7 @@ class InvestorPositionField(Base): ('TasPosition', ctypes.c_int), # tas持仓手数 ('TasPositionCost', ctypes.c_double), # tas持仓成本 ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('OptionValue', ctypes.c_double), # 期权市值 ] def __init__(self, reserve1: str = '', BrokerID: str = '', InvestorID: str = '', PosiDirection: str = '', @@ -993,7 +1003,7 @@ def __init__(self, reserve1: str = '', BrokerID: str = '', InvestorID: str = '', MarginRateByVolume: float = 0.0, StrikeFrozen: int = 0, StrikeFrozenAmount: float = 0.0, AbandonFrozen: int = 0, ExchangeID: str = '', YdStrikeFrozen: int = 0, InvestUnitID: str = '', PositionCostOffset: float = 0.0, TasPosition: int = 0, TasPositionCost: float = 0.0, - InstrumentID: str = ''): + InstrumentID: str = '', OptionValue: float = 0.0): super(InvestorPositionField, self).__init__() self.reserve1 = self._to_bytes(reserve1) self.BrokerID = self._to_bytes(BrokerID) @@ -1045,6 +1055,7 @@ def __init__(self, reserve1: str = '', BrokerID: str = '', InvestorID: str = '', self.TasPosition = int(TasPosition) self.TasPositionCost = float(TasPositionCost) self.InstrumentID = self._to_bytes(InstrumentID) + self.OptionValue = float(OptionValue) class InstrumentMarginRateField(Base): @@ -2721,6 +2732,7 @@ class SyncingTradingAccountField(Base): ('SpecProductExchangeMargin', ctypes.c_double), # 特殊产品交易所保证金 ('FrozenSwap', ctypes.c_double), # 延时换汇冻结金额 ('RemainSwap', ctypes.c_double), # 剩余换汇额度 + ('OptionValue', ctypes.c_double), # 期权市值 ] def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = 0.0, PreCredit: float = 0.0, @@ -2737,7 +2749,7 @@ def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = SpecProductCommission: float = 0.0, SpecProductFrozenCommission: float = 0.0, SpecProductPositionProfit: float = 0.0, SpecProductCloseProfit: float = 0.0, SpecProductPositionProfitByAlg: float = 0.0, SpecProductExchangeMargin: float = 0.0, - FrozenSwap: float = 0.0, RemainSwap: float = 0.0): + FrozenSwap: float = 0.0, RemainSwap: float = 0.0, OptionValue: float = 0.0): super(SyncingTradingAccountField, self).__init__() self.BrokerID = self._to_bytes(BrokerID) self.AccountID = self._to_bytes(AccountID) @@ -2787,6 +2799,7 @@ def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = self.SpecProductExchangeMargin = float(SpecProductExchangeMargin) self.FrozenSwap = float(FrozenSwap) self.RemainSwap = float(RemainSwap) + self.OptionValue = float(OptionValue) class SyncingInvestorPositionField(Base): @@ -7590,14 +7603,17 @@ class ContractBankField(Base): ('BankID', ctypes.c_char * 4), # 银行代码 ('BankBrchID', ctypes.c_char * 5), # 银行分中心代码 ('BankName', ctypes.c_char * 101), # 银行名称 + ('csrcBankID', ctypes.c_char * 4), # 上报csrc的银行代码 ] - def __init__(self, BrokerID: str = '', BankID: str = '', BankBrchID: str = '', BankName: str = ''): + def __init__(self, BrokerID: str = '', BankID: str = '', BankBrchID: str = '', BankName: str = '', + csrcBankID: str = ''): super(ContractBankField, self).__init__() self.BrokerID = self._to_bytes(BrokerID) self.BankID = self._to_bytes(BankID) self.BankBrchID = self._to_bytes(BankBrchID) self.BankName = self._to_bytes(BankName) + self.csrcBankID = self._to_bytes(csrcBankID) class InvestorPositionCombineDetailField(Base): @@ -12318,11 +12334,12 @@ class UserSystemInfoField(Base): ('ClientAppID', ctypes.c_char * 33), # App代码 ('ClientPublicIP', ctypes.c_char * 33), # 用户公网IP ('ClientLoginRemark', ctypes.c_char * 151), # 客户登录备注2 + ('MAC', ctypes.c_char * 41), # 客户终端的MAC等标识 ] def __init__(self, BrokerID: str = '', UserID: str = '', ClientSystemInfoLen: int = 0, ClientSystemInfo: str = '', reserve1: str = '', ClientIPPort: int = 0, ClientLoginTime: str = '', ClientAppID: str = '', - ClientPublicIP: str = '', ClientLoginRemark: str = ''): + ClientPublicIP: str = '', ClientLoginRemark: str = '', MAC: str = ''): super(UserSystemInfoField, self).__init__() self.BrokerID = self._to_bytes(BrokerID) self.UserID = self._to_bytes(UserID) @@ -12334,6 +12351,7 @@ def __init__(self, BrokerID: str = '', UserID: str = '', ClientSystemInfoLen: in self.ClientAppID = self._to_bytes(ClientAppID) self.ClientPublicIP = self._to_bytes(ClientPublicIP) self.ClientLoginRemark = self._to_bytes(ClientLoginRemark) + self.MAC = self._to_bytes(MAC) class AuthUserIDField(Base): @@ -12436,6 +12454,7 @@ class ReqUserLoginSMField(Base): ('LoginRemark', ctypes.c_char * 36), # 登录备注 ('ClientIPPort', ctypes.c_int), # 终端IP端口 ('ClientIPAddress', ctypes.c_char * 33), # 终端IP地址 + ('SMSCode', ctypes.c_char * 17), # 短信验证码 ('BrokerName', ctypes.c_char * 81), # 经纪公司名称 ('AuthCode', ctypes.c_char * 17), # 认证码 ('AppID', ctypes.c_char * 33), # App代码 @@ -12445,8 +12464,8 @@ class ReqUserLoginSMField(Base): def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', Password: str = '', UserProductInfo: str = '', InterfaceProductInfo: str = '', ProtocolInfo: str = '', MacAddress: str = '', OneTimePassword: str = '', reserve1: str = '', LoginRemark: str = '', - ClientIPPort: int = 0, ClientIPAddress: str = '', BrokerName: str = '', AuthCode: str = '', - AppID: str = '', PIN: str = ''): + ClientIPPort: int = 0, ClientIPAddress: str = '', SMSCode: str = '', BrokerName: str = '', + AuthCode: str = '', AppID: str = '', PIN: str = ''): super(ReqUserLoginSMField, self).__init__() self.TradingDay = self._to_bytes(TradingDay) self.BrokerID = self._to_bytes(BrokerID) @@ -12461,6 +12480,7 @@ def __init__(self, TradingDay: str = '', BrokerID: str = '', UserID: str = '', P self.LoginRemark = self._to_bytes(LoginRemark) self.ClientIPPort = int(ClientIPPort) self.ClientIPAddress = self._to_bytes(ClientIPAddress) + self.SMSCode = self._to_bytes(SMSCode) self.BrokerName = self._to_bytes(BrokerName) self.AuthCode = self._to_bytes(AuthCode) self.AppID = self._to_bytes(AppID) @@ -12848,6 +12868,7 @@ class SyncDeltaTradingAccountField(Base): ('SpecProductExchangeMargin', ctypes.c_double), # 特殊产品交易所保证金 ('FrozenSwap', ctypes.c_double), # 延时换汇冻结金额 ('RemainSwap', ctypes.c_double), # 剩余换汇额度 + ('OptionValue', ctypes.c_double), # 期权市值 ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 ] @@ -12865,7 +12886,8 @@ def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = SpecProductCommission: float = 0.0, SpecProductFrozenCommission: float = 0.0, SpecProductPositionProfit: float = 0.0, SpecProductCloseProfit: float = 0.0, SpecProductPositionProfitByAlg: float = 0.0, SpecProductExchangeMargin: float = 0.0, - FrozenSwap: float = 0.0, RemainSwap: float = 0.0, SyncDeltaSequenceNo: int = 0): + FrozenSwap: float = 0.0, RemainSwap: float = 0.0, OptionValue: float = 0.0, + SyncDeltaSequenceNo: int = 0): super(SyncDeltaTradingAccountField, self).__init__() self.BrokerID = self._to_bytes(BrokerID) self.AccountID = self._to_bytes(AccountID) @@ -12915,6 +12937,7 @@ def __init__(self, BrokerID: str = '', AccountID: str = '', PreMortgage: float = self.SpecProductExchangeMargin = float(SpecProductExchangeMargin) self.FrozenSwap = float(FrozenSwap) self.RemainSwap = float(RemainSwap) + self.OptionValue = float(OptionValue) self.SyncDeltaSequenceNo = int(SyncDeltaSequenceNo) @@ -12974,7 +12997,7 @@ class SyncDeltaDceCombInstrumentField(Base): ('CombinationType', ctypes.c_char), # 组合类型 ('Direction', ctypes.c_char), # 买卖 ('ProductID', ctypes.c_char * 81), # 产品代码 - ('Xparameter', ctypes.c_double), # 期权组合保证金比例 + ('Xparameter', ctypes.c_double), # 期货/期权组合保证金比例 ('ActionDirection', ctypes.c_char), # 操作标志 ('SyncDeltaSequenceNo', ctypes.c_int), # 追平序号 ] @@ -13798,7 +13821,7 @@ class PortfTradeParamSettingField(Base): ('ExchangeID', ctypes.c_char * 9), # 交易所代码 ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 ('InvestorID', ctypes.c_char * 13), # 投资者代码 - ('Portfolio', ctypes.c_char), # 新型组保算法 + ('Portfolio', ctypes.c_char), # 组保算法 ('IsActionVerify', ctypes.c_int), # 撤单是否验资 ('IsCloseVerify', ctypes.c_int), # 平仓是否验资 ] @@ -15332,11 +15355,12 @@ class IpAddrParamField(Base): ('Remark', ctypes.c_char * 161), # 地址补充信息 ('Site', ctypes.c_char * 51), # 站点 ('NetOperator', ctypes.c_char * 9), # 网络运营商 + ('SysName', ctypes.c_char * 65), # 系统名称 ] def __init__(self, BrokerID: str = '', Address: str = '', DRIdentityID: int = 0, DRIdentityName: str = '', AddrSrvMode: str = '', AddrVer: str = '', AddrNo: int = 0, AddrName: str = '', IsSM: int = 0, - IsLocalAddr: int = 0, Remark: str = '', Site: str = '', NetOperator: str = ''): + IsLocalAddr: int = 0, Remark: str = '', Site: str = '', NetOperator: str = '', SysName: str = ''): super(IpAddrParamField, self).__init__() self.BrokerID = self._to_bytes(BrokerID) self.Address = self._to_bytes(Address) @@ -15351,6 +15375,7 @@ def __init__(self, BrokerID: str = '', Address: str = '', DRIdentityID: int = 0, self.Remark = self._to_bytes(Remark) self.Site = self._to_bytes(Site) self.NetOperator = self._to_bytes(NetOperator) + self.SysName = self._to_bytes(SysName) class QryIpAddrParamField(Base): @@ -15381,12 +15406,13 @@ class TGIpAddrParamField(Base): ('Remark', ctypes.c_char * 161), # 地址补充信息 ('Site', ctypes.c_char * 51), # 站点 ('NetOperator', ctypes.c_char * 9), # 网络运营商 + ('SysName', ctypes.c_char * 65), # 系统名称 ] def __init__(self, BrokerID: str = '', UserID: str = '', Address: str = '', DRIdentityID: int = 0, DRIdentityName: str = '', AddrSrvMode: str = '', AddrVer: str = '', AddrNo: int = 0, AddrName: str = '', IsSM: int = 0, IsLocalAddr: int = 0, Remark: str = '', Site: str = '', - NetOperator: str = ''): + NetOperator: str = '', SysName: str = ''): super(TGIpAddrParamField, self).__init__() self.BrokerID = self._to_bytes(BrokerID) self.UserID = self._to_bytes(UserID) @@ -15402,6 +15428,7 @@ def __init__(self, BrokerID: str = '', UserID: str = '', Address: str = '', DRId self.Remark = self._to_bytes(Remark) self.Site = self._to_bytes(Site) self.NetOperator = self._to_bytes(NetOperator) + self.SysName = self._to_bytes(SysName) class QryTGIpAddrParamField(Base): @@ -16287,6 +16314,7 @@ class OffsetSettingField(Base): ('StatusMsg', ctypes.c_char * 81), # 状态信息 ('ActiveUserID', ctypes.c_char * 16), # 操作用户代码 ('BrokerOffsetSettingSeq', ctypes.c_int), # 经纪公司报单编号 + ('ApplySrc', ctypes.c_char), # 申请来源 ] def __init__(self, BrokerID: str = '', InvestorID: str = '', InstrumentID: str = '', UnderlyingInstrID: str = '', @@ -16297,7 +16325,7 @@ def __init__(self, BrokerID: str = '', InvestorID: str = '', InstrumentID: str = OrderSubmitStatus: str = '', TradingDay: str = '', SettlementID: int = 0, InsertDate: str = '', InsertTime: str = '', CancelTime: str = '', ExecResult: str = '', SequenceNo: int = 0, FrontID: int = 0, SessionID: int = 0, StatusMsg: str = '', ActiveUserID: str = '', - BrokerOffsetSettingSeq: int = 0): + BrokerOffsetSettingSeq: int = 0, ApplySrc: str = ''): super(OffsetSettingField, self).__init__() self.BrokerID = self._to_bytes(BrokerID) self.InvestorID = self._to_bytes(InvestorID) @@ -16332,6 +16360,7 @@ def __init__(self, BrokerID: str = '', InvestorID: str = '', InstrumentID: str = self.StatusMsg = self._to_bytes(StatusMsg) self.ActiveUserID = self._to_bytes(ActiveUserID) self.BrokerOffsetSettingSeq = int(BrokerOffsetSettingSeq) + self.ApplySrc = self._to_bytes(ApplySrc) class CancelOffsetSettingField(Base): @@ -16443,6 +16472,670 @@ def __init__(self, BrokerID: str = ''): self.BrokerID = self._to_bytes(BrokerID) +class WechatUserSystemInfoField(Base): + """微信小程序等用户系统信息""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('WechatCltSysInfoLen', ctypes.c_int), # 微信小程序等用户端系统内部信息长度 + ('WechatCltSysInfo', ctypes.c_char * 273), # 微信小程序等用户端系统内部信息 + ('ClientIPPort', ctypes.c_int), # 终端IP端口 + ('ClientLoginTime', ctypes.c_char * 9), # 登录成功时间 + ('ClientAppID', ctypes.c_char * 33), # App代码 + ('ClientPublicIP', ctypes.c_char * 33), # 用户公网IP + ('ClientLoginRemark', ctypes.c_char * 151), # 客户登录备注2 + ] + + def __init__(self, BrokerID: str = '', UserID: str = '', WechatCltSysInfoLen: int = 0, WechatCltSysInfo: str = '', + ClientIPPort: int = 0, ClientLoginTime: str = '', ClientAppID: str = '', ClientPublicIP: str = '', + ClientLoginRemark: str = ''): + super(WechatUserSystemInfoField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.UserID = self._to_bytes(UserID) + self.WechatCltSysInfoLen = int(WechatCltSysInfoLen) + self.WechatCltSysInfo = self._to_bytes(WechatCltSysInfo) + self.ClientIPPort = int(ClientIPPort) + self.ClientLoginTime = self._to_bytes(ClientLoginTime) + self.ClientAppID = self._to_bytes(ClientAppID) + self.ClientPublicIP = self._to_bytes(ClientPublicIP) + self.ClientLoginRemark = self._to_bytes(ClientLoginRemark) + + +class InvestorReserveInfoField(Base): + """投资者预留信息""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('ReserveInfo', ctypes.c_char * 65), # 预留信息 + ] + + def __init__(self, BrokerID: str = '', UserID: str = '', ReserveInfo: str = ''): + super(InvestorReserveInfoField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.UserID = self._to_bytes(UserID) + self.ReserveInfo = self._to_bytes(ReserveInfo) + + +class QryInvestorDepartmentFlatField(Base): + """查询组织架构投资者对应关系""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ] + + def __init__(self, BrokerID: str = ''): + super(QryInvestorDepartmentFlatField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + + +class InvestorDepartmentFlatField(Base): + """组织架构投资者对应关系""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('DepartmentID', ctypes.c_char * 13), # 组织架构代码 + ] + + def __init__(self, BrokerID: str = '', InvestorID: str = '', DepartmentID: str = ''): + super(InvestorDepartmentFlatField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.DepartmentID = self._to_bytes(DepartmentID) + + +class QryDepartmentUserField(Base): + """查询操作员组织架构关系""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ] + + def __init__(self, BrokerID: str = ''): + super(QryDepartmentUserField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + + +class AppAuthenticationCodeField(Base): + """App客户端认证码""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('AppID', ctypes.c_char * 33), # App代码 + ('AuthCode', ctypes.c_char * 17), # 认证码 + ('PreAuthCode', ctypes.c_char * 17), # 旧认证码 + ('AppType', ctypes.c_char), # App类型 + ] + + def __init__(self, BrokerID: str = '', AppID: str = '', AuthCode: str = '', PreAuthCode: str = '', + AppType: str = ''): + super(AppAuthenticationCodeField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.AppID = self._to_bytes(AppID) + self.AuthCode = self._to_bytes(AuthCode) + self.PreAuthCode = self._to_bytes(PreAuthCode) + self.AppType = self._to_bytes(AppType) + + +class UserDRIBypassField(Base): + """客户中心权限豁免""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('DRIdentityID', ctypes.c_int), # 交易中心代码 + ] + + def __init__(self, BrokerID: str = '', UserID: str = '', DRIdentityID: int = 0): + super(UserDRIBypassField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.UserID = self._to_bytes(UserID) + self.DRIdentityID = int(DRIdentityID) + + +class ReqGenSMSCodeField(Base): + """申请短信验证码请求""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('Mobile', ctypes.c_char * 17), # 手机号 + ] + + def __init__(self, BrokerID: str = '', UserID: str = '', Mobile: str = ''): + super(ReqGenSMSCodeField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.UserID = self._to_bytes(UserID) + self.Mobile = self._to_bytes(Mobile) + + +class RspGenSMSCodeField(Base): + """申请短信验证码响应""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('GenTime', ctypes.c_char * 9), # 生成时间 + ] + + def __init__(self, BrokerID: str = '', UserID: str = '', GenTime: str = ''): + super(RspGenSMSCodeField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.UserID = self._to_bytes(UserID) + self.GenTime = self._to_bytes(GenTime) + + +class SMSVerifyInfoFromSecField(Base): + """短信验证信息通知""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('BrokerAbbr', ctypes.c_char * 9), # 经纪公司简称 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('Mobile', ctypes.c_char * 17), # 手机号 + ('SMSCode', ctypes.c_char * 17), # 短信验证码 + ('CreateDate', ctypes.c_char * 9), # 验证码创建日期 + ('CreateTime', ctypes.c_char * 9), # 验证码创建时间 + ('IsUsed', ctypes.c_int), # 验证码是否被使用过 + ('FromSec', ctypes.c_int), # 次席的交易中心代码 + ] + + def __init__(self, BrokerID: str = '', BrokerAbbr: str = '', UserID: str = '', Mobile: str = '', SMSCode: str = '', + CreateDate: str = '', CreateTime: str = '', IsUsed: int = 0, FromSec: int = 0): + super(SMSVerifyInfoFromSecField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.BrokerAbbr = self._to_bytes(BrokerAbbr) + self.UserID = self._to_bytes(UserID) + self.Mobile = self._to_bytes(Mobile) + self.SMSCode = self._to_bytes(SMSCode) + self.CreateDate = self._to_bytes(CreateDate) + self.CreateTime = self._to_bytes(CreateTime) + self.IsUsed = int(IsUsed) + self.FromSec = int(FromSec) + + +class SMSVerifyConfigField(Base): + """登录验证设置""" + _fields_ = [ + ('UserID', ctypes.c_char * 16), # 用户代码 + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('Mobile', ctypes.c_char * 17), # 手机号 + ('UseSMSVerify', ctypes.c_int), # 是否启用短信验证 + ] + + def __init__(self, UserID: str = '', BrokerID: str = '', Mobile: str = '', UseSMSVerify: int = 0): + super(SMSVerifyConfigField, self).__init__() + self.UserID = self._to_bytes(UserID) + self.BrokerID = self._to_bytes(BrokerID) + self.Mobile = self._to_bytes(Mobile) + self.UseSMSVerify = int(UseSMSVerify) + + +class SMSVerifyInfoField(Base): + """短信验证信息通知""" + _fields_ = [ + ('CreateTime', ctypes.c_char * 9), # 验证码创建时间 + ('Mobile', ctypes.c_char * 17), # 手机号 + ('SMSContent', ctypes.c_char * 129), # 短信验证信息内容 + ] + + def __init__(self, CreateTime: str = '', Mobile: str = '', SMSContent: str = ''): + super(SMSVerifyInfoField, self).__init__() + self.CreateTime = self._to_bytes(CreateTime) + self.Mobile = self._to_bytes(Mobile) + self.SMSContent = self._to_bytes(SMSContent) + + +class InputSpdApplyField(Base): + """套利确认输入基本信息""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('FirstLegInstrumentID', ctypes.c_char * 81), # 合约代码 + ('SecondLegInstrumentID', ctypes.c_char * 81), # 合约代码 + ('Volume', ctypes.c_int), # 数量 + ('Direction', ctypes.c_char), # 买卖方向 + ('CmbType', ctypes.c_char), # 组合定单类型 + ('RequestID', ctypes.c_int), # 请求编号 + ('OrderRef', ctypes.c_char * 13), # 报单引用 + ('IPAddress', ctypes.c_char * 33), # IP地址 + ('MacAddress', ctypes.c_char * 21), # Mac地址 + ] + + def __init__(self, BrokerID: str = '', UserID: str = '', InvestorID: str = '', ExchangeID: str = '', + FirstLegInstrumentID: str = '', SecondLegInstrumentID: str = '', Volume: int = 0, Direction: str = '', + CmbType: str = '', RequestID: int = 0, OrderRef: str = '', IPAddress: str = '', MacAddress: str = ''): + super(InputSpdApplyField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.UserID = self._to_bytes(UserID) + self.InvestorID = self._to_bytes(InvestorID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.FirstLegInstrumentID = self._to_bytes(FirstLegInstrumentID) + self.SecondLegInstrumentID = self._to_bytes(SecondLegInstrumentID) + self.Volume = int(Volume) + self.Direction = self._to_bytes(Direction) + self.CmbType = self._to_bytes(CmbType) + self.RequestID = int(RequestID) + self.OrderRef = self._to_bytes(OrderRef) + self.IPAddress = self._to_bytes(IPAddress) + self.MacAddress = self._to_bytes(MacAddress) + + +class InputHedgeCfmField(Base): + """套保确认输入基本信息""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('Volume', ctypes.c_int), # 数量 + ('Direction', ctypes.c_char), # 买卖方向 + ('RequestID', ctypes.c_int), # 请求编号 + ('OrderRef', ctypes.c_char * 13), # 报单引用 + ('IPAddress', ctypes.c_char * 33), # IP地址 + ('MacAddress', ctypes.c_char * 21), # Mac地址 + ] + + def __init__(self, BrokerID: str = '', UserID: str = '', InvestorID: str = '', ExchangeID: str = '', + InstrumentID: str = '', Volume: int = 0, Direction: str = '', RequestID: int = 0, OrderRef: str = '', + IPAddress: str = '', MacAddress: str = ''): + super(InputHedgeCfmField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.UserID = self._to_bytes(UserID) + self.InvestorID = self._to_bytes(InvestorID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.InstrumentID = self._to_bytes(InstrumentID) + self.Volume = int(Volume) + self.Direction = self._to_bytes(Direction) + self.RequestID = int(RequestID) + self.OrderRef = self._to_bytes(OrderRef) + self.IPAddress = self._to_bytes(IPAddress) + self.MacAddress = self._to_bytes(MacAddress) + + +class SpdApplyField(Base): + """套利申请回报""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('FirstLegInstrumentID', ctypes.c_char * 81), # 合约代码 + ('SecondLegInstrumentID', ctypes.c_char * 81), # 合约代码 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('Volume', ctypes.c_int), # 数量 + ('Direction', ctypes.c_char), # 买卖方向 + ('RequestID', ctypes.c_int), # 请求编号 + ('FrontID', ctypes.c_int), # 前置编号 + ('SessionID', ctypes.c_int), # 会话编号 + ('OrderRef', ctypes.c_char * 13), # 报单引用 + ('ActiveUserID', ctypes.c_char * 16), # 操作用户代码 + ('BrokerOrderSeq', ctypes.c_int), # 经纪公司报单编号 + ('OrderSysID', ctypes.c_char * 21), # 报单编号 + ('ApplyStatus', ctypes.c_char), # 申请状态 + ('SequenceNo', ctypes.c_int), # 序号 + ('InsertDate', ctypes.c_char * 9), # 报单日期 + ('InsertTime', ctypes.c_char * 9), # 委托时间 + ('CancelTime', ctypes.c_char * 9), # 撤销时间 + ('OrderLocalID', ctypes.c_char * 13), # 本地报单编号 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('ParticipantID', ctypes.c_char * 11), # 会员代码 + ('ClientID', ctypes.c_char * 11), # 客户代码 + ('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码 + ('TraderID', ctypes.c_char * 21), # 交易所交易员代码 + ('InstallID', ctypes.c_int), # 安装编号 + ('OrderSubmitStatus', ctypes.c_char), # 报单提交状态 + ('NotifySequence', ctypes.c_int), # 报单提示序号 + ('TradingDay', ctypes.c_char * 9), # 交易日 + ('SettlementID', ctypes.c_int), # 结算编号 + ('IPAddress', ctypes.c_char * 33), # IP地址 + ('MacAddress', ctypes.c_char * 21), # Mac地址 + ('CmbType', ctypes.c_char), # 组合定单类型 + ('StatusMsg', ctypes.c_char * 81), # 状态信息 + ] + + def __init__(self, BrokerID: str = '', InvestorID: str = '', FirstLegInstrumentID: str = '', + SecondLegInstrumentID: str = '', UserID: str = '', Volume: int = 0, Direction: str = '', + RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, OrderRef: str = '', ActiveUserID: str = '', + BrokerOrderSeq: int = 0, OrderSysID: str = '', ApplyStatus: str = '', SequenceNo: int = 0, + InsertDate: str = '', InsertTime: str = '', CancelTime: str = '', OrderLocalID: str = '', + ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', ExchangeInstID: str = '', + TraderID: str = '', InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0, + TradingDay: str = '', SettlementID: int = 0, IPAddress: str = '', MacAddress: str = '', + CmbType: str = '', StatusMsg: str = ''): + super(SpdApplyField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.FirstLegInstrumentID = self._to_bytes(FirstLegInstrumentID) + self.SecondLegInstrumentID = self._to_bytes(SecondLegInstrumentID) + self.UserID = self._to_bytes(UserID) + self.Volume = int(Volume) + self.Direction = self._to_bytes(Direction) + self.RequestID = int(RequestID) + self.FrontID = int(FrontID) + self.SessionID = int(SessionID) + self.OrderRef = self._to_bytes(OrderRef) + self.ActiveUserID = self._to_bytes(ActiveUserID) + self.BrokerOrderSeq = int(BrokerOrderSeq) + self.OrderSysID = self._to_bytes(OrderSysID) + self.ApplyStatus = self._to_bytes(ApplyStatus) + self.SequenceNo = int(SequenceNo) + self.InsertDate = self._to_bytes(InsertDate) + self.InsertTime = self._to_bytes(InsertTime) + self.CancelTime = self._to_bytes(CancelTime) + self.OrderLocalID = self._to_bytes(OrderLocalID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.ParticipantID = self._to_bytes(ParticipantID) + self.ClientID = self._to_bytes(ClientID) + self.ExchangeInstID = self._to_bytes(ExchangeInstID) + self.TraderID = self._to_bytes(TraderID) + self.InstallID = int(InstallID) + self.OrderSubmitStatus = self._to_bytes(OrderSubmitStatus) + self.NotifySequence = int(NotifySequence) + self.TradingDay = self._to_bytes(TradingDay) + self.SettlementID = int(SettlementID) + self.IPAddress = self._to_bytes(IPAddress) + self.MacAddress = self._to_bytes(MacAddress) + self.CmbType = self._to_bytes(CmbType) + self.StatusMsg = self._to_bytes(StatusMsg) + + +class HedgeCfmField(Base): + """套保申请回报""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('Volume', ctypes.c_int), # 数量 + ('Direction', ctypes.c_char), # 买卖方向 + ('RequestID', ctypes.c_int), # 请求编号 + ('FrontID', ctypes.c_int), # 前置编号 + ('SessionID', ctypes.c_int), # 会话编号 + ('OrderRef', ctypes.c_char * 13), # 报单引用 + ('ActiveUserID', ctypes.c_char * 16), # 操作用户代码 + ('BrokerOrderSeq', ctypes.c_int), # 经纪公司报单编号 + ('OrderSysID', ctypes.c_char * 21), # 报单编号 + ('ApplyStatus', ctypes.c_char), # 申请状态 + ('SequenceNo', ctypes.c_int), # 序号 + ('DealVolume', ctypes.c_int), # 成功处理数量 + ('InsertDate', ctypes.c_char * 9), # 报单日期 + ('InsertTime', ctypes.c_char * 9), # 委托时间 + ('CancelTime', ctypes.c_char * 9), # 撤销时间 + ('ReqDate', ctypes.c_char * 9), # 日期 + ('OrderLocalID', ctypes.c_char * 13), # 本地报单编号 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('ParticipantID', ctypes.c_char * 11), # 会员代码 + ('ClientID', ctypes.c_char * 11), # 客户代码 + ('ExchangeInstID', ctypes.c_char * 81), # 合约在交易所的代码 + ('TraderID', ctypes.c_char * 21), # 交易所交易员代码 + ('InstallID', ctypes.c_int), # 安装编号 + ('OrderSubmitStatus', ctypes.c_char), # 报单提交状态 + ('NotifySequence', ctypes.c_int), # 报单提示序号 + ('TradingDay', ctypes.c_char * 9), # 交易日 + ('SettlementID', ctypes.c_int), # 结算编号 + ('StatusMsg', ctypes.c_char * 81), # 状态信息 + ('IPAddress', ctypes.c_char * 33), # IP地址 + ('MacAddress', ctypes.c_char * 21), # Mac地址 + ] + + def __init__(self, BrokerID: str = '', InvestorID: str = '', InstrumentID: str = '', UserID: str = '', + Volume: int = 0, Direction: str = '', RequestID: int = 0, FrontID: int = 0, SessionID: int = 0, + OrderRef: str = '', ActiveUserID: str = '', BrokerOrderSeq: int = 0, OrderSysID: str = '', + ApplyStatus: str = '', SequenceNo: int = 0, DealVolume: int = 0, InsertDate: str = '', + InsertTime: str = '', CancelTime: str = '', ReqDate: str = '', OrderLocalID: str = '', + ExchangeID: str = '', ParticipantID: str = '', ClientID: str = '', ExchangeInstID: str = '', + TraderID: str = '', InstallID: int = 0, OrderSubmitStatus: str = '', NotifySequence: int = 0, + TradingDay: str = '', SettlementID: int = 0, StatusMsg: str = '', IPAddress: str = '', + MacAddress: str = ''): + super(HedgeCfmField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.InstrumentID = self._to_bytes(InstrumentID) + self.UserID = self._to_bytes(UserID) + self.Volume = int(Volume) + self.Direction = self._to_bytes(Direction) + self.RequestID = int(RequestID) + self.FrontID = int(FrontID) + self.SessionID = int(SessionID) + self.OrderRef = self._to_bytes(OrderRef) + self.ActiveUserID = self._to_bytes(ActiveUserID) + self.BrokerOrderSeq = int(BrokerOrderSeq) + self.OrderSysID = self._to_bytes(OrderSysID) + self.ApplyStatus = self._to_bytes(ApplyStatus) + self.SequenceNo = int(SequenceNo) + self.DealVolume = int(DealVolume) + self.InsertDate = self._to_bytes(InsertDate) + self.InsertTime = self._to_bytes(InsertTime) + self.CancelTime = self._to_bytes(CancelTime) + self.ReqDate = self._to_bytes(ReqDate) + self.OrderLocalID = self._to_bytes(OrderLocalID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.ParticipantID = self._to_bytes(ParticipantID) + self.ClientID = self._to_bytes(ClientID) + self.ExchangeInstID = self._to_bytes(ExchangeInstID) + self.TraderID = self._to_bytes(TraderID) + self.InstallID = int(InstallID) + self.OrderSubmitStatus = self._to_bytes(OrderSubmitStatus) + self.NotifySequence = int(NotifySequence) + self.TradingDay = self._to_bytes(TradingDay) + self.SettlementID = int(SettlementID) + self.StatusMsg = self._to_bytes(StatusMsg) + self.IPAddress = self._to_bytes(IPAddress) + self.MacAddress = self._to_bytes(MacAddress) + + +class QrySpdApplyField(Base): + """套利套保申请查询""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('OrderSysID', ctypes.c_char * 21), # 报单编号 + ('FirstLegInstrumentID', ctypes.c_char * 81), # 第一腿合约编码 + ('SecondLegInstrumentID', ctypes.c_char * 81), # 第二腿合约编码 + ] + + def __init__(self, BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '', OrderSysID: str = '', + FirstLegInstrumentID: str = '', SecondLegInstrumentID: str = ''): + super(QrySpdApplyField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.OrderSysID = self._to_bytes(OrderSysID) + self.FirstLegInstrumentID = self._to_bytes(FirstLegInstrumentID) + self.SecondLegInstrumentID = self._to_bytes(SecondLegInstrumentID) + + +class QryHedgeCfmField(Base): + """套利套保申请查询""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('OrderSysID', ctypes.c_char * 21), # 报单编号 + ('InstrumentID', ctypes.c_char * 81), # 合约代码 + ] + + def __init__(self, BrokerID: str = '', InvestorID: str = '', ExchangeID: str = '', OrderSysID: str = '', + InstrumentID: str = ''): + super(QryHedgeCfmField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.OrderSysID = self._to_bytes(OrderSysID) + self.InstrumentID = self._to_bytes(InstrumentID) + + +class InputSpdApplyActionField(Base): + """套利申请撤销""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('OrderSysID', ctypes.c_char * 21), # 合同编号 + ('OrderRef', ctypes.c_char * 13), # 报单引用 + ('FrontID', ctypes.c_int), # 前置编号 + ('SessionID', ctypes.c_int), # 会话编号 + ('RequestID', ctypes.c_int), # 请求编号 + ('IPAddress', ctypes.c_char * 33), # IP地址 + ('MacAddress', ctypes.c_char * 21), # Mac地址 + ] + + def __init__(self, BrokerID: str = '', UserID: str = '', InvestorID: str = '', ExchangeID: str = '', + OrderSysID: str = '', OrderRef: str = '', FrontID: int = 0, SessionID: int = 0, RequestID: int = 0, + IPAddress: str = '', MacAddress: str = ''): + super(InputSpdApplyActionField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.UserID = self._to_bytes(UserID) + self.InvestorID = self._to_bytes(InvestorID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.OrderSysID = self._to_bytes(OrderSysID) + self.OrderRef = self._to_bytes(OrderRef) + self.FrontID = int(FrontID) + self.SessionID = int(SessionID) + self.RequestID = int(RequestID) + self.IPAddress = self._to_bytes(IPAddress) + self.MacAddress = self._to_bytes(MacAddress) + + +class InputHedgeCfmActionField(Base): + """套保申请撤销""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('OrderSysID', ctypes.c_char * 21), # 合同编号 + ('OrderRef', ctypes.c_char * 13), # 报单引用 + ('FrontID', ctypes.c_int), # 前置编号 + ('SessionID', ctypes.c_int), # 会话编号 + ('RequestID', ctypes.c_int), # 请求编号 + ('IPAddress', ctypes.c_char * 33), # IP地址 + ('MacAddress', ctypes.c_char * 21), # Mac地址 + ] + + def __init__(self, BrokerID: str = '', UserID: str = '', InvestorID: str = '', ExchangeID: str = '', + OrderSysID: str = '', OrderRef: str = '', FrontID: int = 0, SessionID: int = 0, RequestID: int = 0, + IPAddress: str = '', MacAddress: str = ''): + super(InputHedgeCfmActionField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.UserID = self._to_bytes(UserID) + self.InvestorID = self._to_bytes(InvestorID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.OrderSysID = self._to_bytes(OrderSysID) + self.OrderRef = self._to_bytes(OrderRef) + self.FrontID = int(FrontID) + self.SessionID = int(SessionID) + self.RequestID = int(RequestID) + self.IPAddress = self._to_bytes(IPAddress) + self.MacAddress = self._to_bytes(MacAddress) + + +class SpdApplyActionField(Base): + """套利申请撤销回报""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('ActionDate', ctypes.c_char * 9), # 操作日期 + ('ActionTime', ctypes.c_char * 9), # 操作时间 + ('TraderID', ctypes.c_char * 21), # 交易所交易员代码 + ('InstallID', ctypes.c_int), # 安装编号 + ('OrderLocalID', ctypes.c_char * 13), # 本地报单编号 + ('ActionLocalID', ctypes.c_char * 13), # 操作本地编号 + ('ParticipantID', ctypes.c_char * 11), # 会员代码 + ('ClientID', ctypes.c_char * 11), # 客户代码 + ('OrderActionStatus', ctypes.c_char), # 报单操作状态 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('OrderSysID', ctypes.c_char * 21), # 合同编号 + ('RequestID', ctypes.c_int), # 请求编号 + ('StatusMsg', ctypes.c_char * 81), # 状态信息 + ('OrderRef', ctypes.c_char * 13), # 报单引用 + ('FrontID', ctypes.c_int), # 前置编号 + ('SessionID', ctypes.c_int), # 会话编号 + ('IPAddress', ctypes.c_char * 33), # IP地址 + ('MacAddress', ctypes.c_char * 21), # Mac地址 + ] + + def __init__(self, BrokerID: str = '', InvestorID: str = '', ActionDate: str = '', ActionTime: str = '', + TraderID: str = '', InstallID: int = 0, OrderLocalID: str = '', ActionLocalID: str = '', + ParticipantID: str = '', ClientID: str = '', OrderActionStatus: str = '', UserID: str = '', + ExchangeID: str = '', OrderSysID: str = '', RequestID: int = 0, StatusMsg: str = '', + OrderRef: str = '', FrontID: int = 0, SessionID: int = 0, IPAddress: str = '', MacAddress: str = ''): + super(SpdApplyActionField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.ActionDate = self._to_bytes(ActionDate) + self.ActionTime = self._to_bytes(ActionTime) + self.TraderID = self._to_bytes(TraderID) + self.InstallID = int(InstallID) + self.OrderLocalID = self._to_bytes(OrderLocalID) + self.ActionLocalID = self._to_bytes(ActionLocalID) + self.ParticipantID = self._to_bytes(ParticipantID) + self.ClientID = self._to_bytes(ClientID) + self.OrderActionStatus = self._to_bytes(OrderActionStatus) + self.UserID = self._to_bytes(UserID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.OrderSysID = self._to_bytes(OrderSysID) + self.RequestID = int(RequestID) + self.StatusMsg = self._to_bytes(StatusMsg) + self.OrderRef = self._to_bytes(OrderRef) + self.FrontID = int(FrontID) + self.SessionID = int(SessionID) + self.IPAddress = self._to_bytes(IPAddress) + self.MacAddress = self._to_bytes(MacAddress) + + +class HedgeCfmActionField(Base): + """套保申请撤销回报""" + _fields_ = [ + ('BrokerID', ctypes.c_char * 11), # 经纪公司代码 + ('InvestorID', ctypes.c_char * 13), # 投资者代码 + ('ActionDate', ctypes.c_char * 9), # 操作日期 + ('ActionTime', ctypes.c_char * 9), # 操作时间 + ('TraderID', ctypes.c_char * 21), # 交易所交易员代码 + ('InstallID', ctypes.c_int), # 安装编号 + ('OrderLocalID', ctypes.c_char * 13), # 本地报单编号 + ('ActionLocalID', ctypes.c_char * 13), # 操作本地编号 + ('ParticipantID', ctypes.c_char * 11), # 会员代码 + ('ClientID', ctypes.c_char * 11), # 客户代码 + ('OrderActionStatus', ctypes.c_char), # 报单操作状态 + ('UserID', ctypes.c_char * 16), # 用户代码 + ('ExchangeID', ctypes.c_char * 9), # 交易所代码 + ('OrderSysID', ctypes.c_char * 21), # 合同编号 + ('RequestID', ctypes.c_int), # 请求编号 + ('StatusMsg', ctypes.c_char * 81), # 状态信息 + ('OrderRef', ctypes.c_char * 13), # 报单引用 + ('FrontID', ctypes.c_int), # 前置编号 + ('SessionID', ctypes.c_int), # 会话编号 + ('IPAddress', ctypes.c_char * 33), # IP地址 + ('MacAddress', ctypes.c_char * 21), # Mac地址 + ] + + def __init__(self, BrokerID: str = '', InvestorID: str = '', ActionDate: str = '', ActionTime: str = '', + TraderID: str = '', InstallID: int = 0, OrderLocalID: str = '', ActionLocalID: str = '', + ParticipantID: str = '', ClientID: str = '', OrderActionStatus: str = '', UserID: str = '', + ExchangeID: str = '', OrderSysID: str = '', RequestID: int = 0, StatusMsg: str = '', + OrderRef: str = '', FrontID: int = 0, SessionID: int = 0, IPAddress: str = '', MacAddress: str = ''): + super(HedgeCfmActionField, self).__init__() + self.BrokerID = self._to_bytes(BrokerID) + self.InvestorID = self._to_bytes(InvestorID) + self.ActionDate = self._to_bytes(ActionDate) + self.ActionTime = self._to_bytes(ActionTime) + self.TraderID = self._to_bytes(TraderID) + self.InstallID = int(InstallID) + self.OrderLocalID = self._to_bytes(OrderLocalID) + self.ActionLocalID = self._to_bytes(ActionLocalID) + self.ParticipantID = self._to_bytes(ParticipantID) + self.ClientID = self._to_bytes(ClientID) + self.OrderActionStatus = self._to_bytes(OrderActionStatus) + self.UserID = self._to_bytes(UserID) + self.ExchangeID = self._to_bytes(ExchangeID) + self.OrderSysID = self._to_bytes(OrderSysID) + self.RequestID = int(RequestID) + self.StatusMsg = self._to_bytes(StatusMsg) + self.OrderRef = self._to_bytes(OrderRef) + self.FrontID = int(FrontID) + self.SessionID = int(SessionID) + self.IPAddress = self._to_bytes(IPAddress) + self.MacAddress = self._to_bytes(MacAddress) + + class FrontInfoField(Base): """前置信息""" _fields_ = [ diff --git a/ctpwrapper/Md.py b/ctpwrapper/Md.py index 8c1e99e..cf5c8d2 100644 --- a/ctpwrapper/Md.py +++ b/ctpwrapper/Md.py @@ -29,14 +29,15 @@ class MdApiPy(MdApiWrapper): def Create(self, pszFlowPath: Optional[str] = "", bIsUsingUdp: Optional[bool] = False, - bIsMulticast: Optional[bool] = False) -> None: + bIsMulticast: Optional[bool] = False, + bIsProductionMode: Optional[bool] = True) -> None: """ 创建MdApi :param pszFlowPath: 存贮订阅信息文件的目录，默认为当前目录 :param bIsUsingUdp: :param bIsMulticast: """ - super(MdApiPy, self).Create(pszFlowPath.encode(), bIsUsingUdp, bIsMulticast) + super(MdApiPy, self).Create(pszFlowPath.encode(), bIsUsingUdp, bIsMulticast, bIsProductionMode) def Init(self) -> None: """ diff --git a/ctpwrapper/MdApi.pyx b/ctpwrapper/MdApi.pyx index 6d486f1..be2c30e 100644 --- a/ctpwrapper/MdApi.pyx +++ b/ctpwrapper/MdApi.pyx @@ -65,10 +65,10 @@ cdef class MdApiWrapper: self._api = NULL self._spi = NULL - def Create(self, const_char *pszFlowPath, cbool bIsUsingUdp, cbool bIsMulticast): + def Create(self, const_char *pszFlowPath, cbool bIsUsingUdp, cbool bIsMulticast, cbool bIsProductionMode): with nogil: - self._api = CreateFtdcMdApi(pszFlowPath, bIsUsingUdp, bIsMulticast) + self._api = CreateFtdcMdApi(pszFlowPath, bIsUsingUdp, bIsMulticast, bIsProductionMode) if not self._api: raise MemoryError() diff --git a/ctpwrapper/Trader.py b/ctpwrapper/Trader.py index f22c2df..07232fb 100644 --- a/ctpwrapper/Trader.py +++ b/ctpwrapper/Trader.py @@ -20,7 +20,7 @@ from typing import Optional from ctpwrapper.ApiStructure import ( - FensUserInfoField, UserSystemInfoField, + FensUserInfoField, UserSystemInfoField, WechatUserSystemInfoField, ReqAuthenticateField, ReqGenUserCaptchaField, ReqGenUserTextField, ReqQueryAccountField, ReqTransferField, QueryCFMMCTradingAccountTokenField, @@ -52,7 +52,7 @@ QryOrderField, QryTradeField, QryInvestorPositionField, QryTradingAccountField, QryInvestorField, QryTradingCodeField, - QryInstrumentCommissionRateField, + QryInstrumentCommissionRateField, QryUserSessionField, QryExchangeField, QryProductField, QryInstrumentField, QryDepthMarketDataField, QrySettlementInfoField, QryTransferBankField, @@ -74,8 +74,8 @@ class TraderApiPy(TraderApiWrapper): - def Create(self, pszFlowPath: Optional[str] = "") -> None: - super(TraderApiPy, self).Create(pszFlowPath.encode()) + def Create(self, pszFlowPath: Optional[str] = "", bIsProductionMode: bool = True) -> None: + super(TraderApiPy, self).Create(pszFlowPath.encode(), bIsProductionMode) def Release(self) -> None: super(TraderApiPy, self).Release() @@ -135,7 +135,7 @@ def RegisterFensUserInfo(self, pFensUserInfo: "FensUserInfoField") -> None: """ super(TraderApiPy, self).RegisterFensUserInfo(pFensUserInfo) - def SubscribePrivateTopic(self, nResumeType: int) -> None: + def SubscribePrivateTopic(self, nResumeType: int, nSeqNo: int) -> None: """ 订阅私有流。 :param nResumeType: 私有流重传方式 @@ -161,6 +161,18 @@ def SubmitUserSystemInfo(self, pUserSystemInfo: "UserSystemInfoField") -> None: """ super(TraderApiPy, self).SubmitUserSystemInfo(pUserSystemInfo) + def RegisterWechatUserSystemInfo(self, pUserSystemInfo: "WechatUserSystemInfoField") -> None: + """ + 注册用户终端信息，用于中继服务器多连接模式.用于微信小程序等应用上报信息. + """ + super(TraderApiPy, self).RegisterWechatUserSystemInfo(pUserSystemInfo) + + def SubmitWechatUserSystemInfo(self, pUserSystemInfo: "WechatUserSystemInfoField") -> None: + """ + 上报用户终端信息，用于中继服务器操作员登录模式.用于微信小程序等应用上报信息. + """ + super(TraderApiPy, self).SubmitWechatUserSystemInfo(pUserSystemInfo) + def SubscribePublicTopic(self, nResumeType: int) -> None: """ 订阅公共流。 @@ -391,6 +403,12 @@ def ReqQryInstrumentCommissionRate(self, pQryInstrumentCommissionRate: "QryInstr """ return super(TraderApiPy, self).ReqQryInstrumentCommissionRate(pQryInstrumentCommissionRate, nRequestID) + def ReqQryUserSession(self, pQryUserSession: "QryUserSessionField", nRequestID: int) -> int: + """ + 请求查询用户会话 + """ + return super(TraderApiPy, self).ReqQryUserSession(pQryUserSession, nRequestID) + def ReqQryExchange(self, pQryExchange: "QryExchangeField", nRequestID: int) -> int: """ 请求查询交易所 @@ -811,6 +829,34 @@ def ReqCancelOffsetSetting(self, pInputOffsetSetting: "InputOffsetSettingField", def ReqQryOffsetSetting(self, pQryOffsetSetting: "QryOffsetSettingField", nRequestID: int) -> int: return super(TraderApiPy, self).ReqQryOffsetSetting(pQryOffsetSetting, nRequestID) + # 申请短信验证码请求 + def ReqGenSMSCode(self, pReqGenSMSCode: "ReqGenSMSCodeField", nRequestID: int) -> int: + return super(TraderApiPy, self).ReqGenSMSCode(pReqGenSMSCode, nRequestID) + + # 套利确认请求 + def ReqSpdApply(self, pInputSpdApply: "InputSpdApplyField", nRequestID: int) -> int: + return super(TraderApiPy, self).ReqSpdApply(pInputSpdApply, nRequestID) + + # 套利确认撤销请求 + def ReqSpdApplyAction(self, pInputSpdApplyAction: "InputSpdApplyActionField", nRequestID: int) -> int: + return super(TraderApiPy, self).ReqSpdApplyAction(pInputSpdApplyAction, nRequestID) + + # 套利确认查询请求 + def ReqQrySpdApply(self, pQrySpdApply: "QrySpdApplyField", nRequestID: int) -> int: + return super(TraderApiPy, self).ReqQrySpdApply(pQrySpdApply, nRequestID) + + # 套保确认请求 + def ReqHedgeCfm(self, pInputHedgeCfm: "InputHedgeCfmField", nRequestID: int) -> int: + return super(TraderApiPy, self).ReqHedgeCfm(pInputHedgeCfm, nRequestID) + + # 套保确认撤销请求 + def ReqHedgeCfmAction(self, pInputHedgeCfmAction: "InputHedgeCfmActionField", nRequestID: int) -> int: + return super(TraderApiPy, self).ReqHedgeCfmAction(pInputHedgeCfmAction, nRequestID) + + # 套保确认查询请求 + def ReqQryHedgeCfm(self, pQryHedgeCfm: "QryHedgeCfmField", nRequestID: int) -> int: + return super(TraderApiPy, self).ReqQryHedgeCfm(pQryHedgeCfm, nRequestID) + def OnFrontConnected(self) -> None: pass @@ -833,6 +879,11 @@ def OnHeartBeatWarning(self, nTimeLapse) -> None: def OnRspAuthenticate(self, pRspAuthenticateField, pRspInfo, nRequestID, bIsLast) -> None: pass + # 该方法在处理私有流之前被调用 + # @param nSeqNo 即将被处理的私有流的序号 + def OnRtnPrivateSeqNo(self, nSeqNo) -> None: + pass + # 登录请求响应 def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast) -> None: pass @@ -941,6 +992,10 @@ def OnRspQryInstrumentMarginRate(self, pInstrumentMarginRate, pRspInfo, nRequest def OnRspQryInstrumentCommissionRate(self, pInstrumentCommissionRate, pRspInfo, nRequestID, bIsLast) -> None: pass + # 请求查询用户会话响应 + def OnRspQryUserSession(self, pUserSession, pRspInfo, nRequestID, bIsLast) -> None: + pass + # 请求查询交易所响应 def OnRspQryExchange(self, pExchange, pRspInfo, nRequestID, bIsLast) -> None: pass @@ -1464,3 +1519,55 @@ def OnErrRtnCancelOffsetSetting(self, pCancelOffsetSetting, pRspInfo) -> None: # 投资者对冲设置查询响应 def OnRspQryOffsetSetting(self, pOffsetSetting, pRspInfo, nRequestID, bIsLast) -> None: pass + + # 申请短信验证码响应 + def OnRspGenSMSCode(self, pRspGenSMSCode, pRspInfo, nRequestID, bIsLast) -> None: + pass + + # 套利确认回复 + def OnRspSpdApply(self, pInputSpdApply, pRspInfo, nRequestID, bIsLast) -> None: + pass + + # 套利确认撤销回复 + def OnRspSpdApplyAction(self, pInputSpdApplyAction, pRspInfo, nRequestID, bIsLast) -> None: + pass + + # 套利确认查询回复 + def OnRspQrySpdApply(self, pSpdApply, pRspInfo, nRequestID, bIsLast) -> None: + pass + + # 套利确认通知 + def OnRtnSpdApply(self, pSpdApply) -> None: + pass + + # 套利申请录入错误回报 + def OnErrRtnSpdApply(self, pInputSpdApply, pRspInfo) -> None: + pass + + # 套利确认撤销通知 + def OnErrRtnSpdApplyAction(self, pSpdApplyAction, pRspInfo) -> None: + pass + + # 套保确认回复 + def OnRspHedgeCfm(self, pInputHedgeCfm, pRspInfo, nRequestID, bIsLast) -> None: + pass + + # 套保确认撤销回复 + def OnRspHedgeCfmAction(self, pInputHedgeCfmAction, pRspInfo, nRequestID, bIsLast) -> None: + pass + + # 套保确认查询回复 + def OnRspQryHedgeCfm(self, pHedgeCfm, pRspInfo, nRequestID, bIsLast) -> None: + pass + + # 套保确认通知 + def OnRtnHedgeCfm(self, pHedgeCfm) -> None: + pass + + # 套保额度录入错误回报 + def OnErrRtnHedgeCfm(self, pInputHedgeCfm, pRspInfo) -> None: + pass + + # 套保确认撤销通知 + def OnErrRtnHedgeCfmAction(self, pHedgeCfmAction, pRspInfo) -> None: + pass diff --git a/ctpwrapper/TraderApi.pyx b/ctpwrapper/TraderApi.pyx index 9224ccd..c673a9a 100644 --- a/ctpwrapper/TraderApi.pyx +++ b/ctpwrapper/TraderApi.pyx @@ -40,9 +40,9 @@ cdef class TraderApiWrapper: def __dealloc__(self): self.Release() - def Create(self, const_char *pszFlowPath): + def Create(self, const_char *pszFlowPath, cbool bIsProductionMode): - self._api = CreateFtdcTraderApi(pszFlowPath) + self._api = CreateFtdcTraderApi(pszFlowPath, bIsProductionMode) if not self._api: raise MemoryError() @@ -111,10 +111,10 @@ cdef class TraderApiWrapper: with nogil: self._api.RegisterFensUserInfo( address) - def SubscribePrivateTopic(self, THOST_TE_RESUME_TYPE nResumeType): + def SubscribePrivateTopic(self, THOST_TE_RESUME_TYPE nResumeType, int nSeqNo=1): if self._api is not NULL: with nogil: - self._api.SubscribePrivateTopic(nResumeType) + self._api.SubscribePrivateTopic(nResumeType, nSeqNo) #订阅公共流。 #@param nResumeType 公共流重传方式 # THOST_TERT_RESTART:从本交易日开始重传 @@ -158,6 +158,26 @@ cdef class TraderApiWrapper: result = self._api.SubmitUserSystemInfo( address) return result + # 注册用户终端信息，用于中继服务器多连接模式.用于微信小程序等应用上报信息. + def RegisterWechatUserSystemInfo(self, pUserSystemInfo): + cdef int result + cdef size_t address + if self._api is not NULL: + address = ctypes.addressof(pUserSystemInfo) + with nogil: + result = self._api.RegisterWechatUserSystemInfo( address) + return result + + # 上报用户终端信息，用于中继服务器操作员登录模式.用于微信小程序等应用上报信息. + def SubmitWechatUserSystemInfo(self, pUserSystemInfo): + cdef int result + cdef size_t address + if self._api is not NULL: + address = ctypes.addressof(pUserSystemInfo) + with nogil: + result = self._api.SubmitWechatUserSystemInfo( address) + return result + # 用户登录请求 def ReqUserLogin(self, pReqUserLoginField, int nRequestID): cdef int result @@ -499,6 +519,15 @@ cdef class TraderApiWrapper: with nogil: result = self._api.ReqQryInstrumentCommissionRate( address, nRequestID) return result + # 请求查询用户会话 + def ReqQryUserSession(self, pQryUserSession, int nRequestID): + cdef int result + cdef size_t address + if self._spi is not NULL: + address = ctypes.addressof(pQryUserSession) + with nogil: + result = self._api.ReqQryUserSession( address, nRequestID) + return result # 请求查询交易所 def ReqQryExchange(self, pQryExchange, int nRequestID): cdef int result @@ -1247,6 +1276,76 @@ cdef class TraderApiWrapper: result = self._api.ReqQryOffsetSetting( address, nRequestID) return result + # 申请短信验证码请求 + def ReqGenSMSCode(self, pReqGenSMSCode, int nRequestID): + cdef int result + cdef size_t address + if self._api is not NULL: + address = ctypes.addressof(pReqGenSMSCode) + with nogil: + result = self._api.ReqGenSMSCode( address, nRequestID) + return result + + # 套利确认请求 + def ReqSpdApply(self, pInputSpdApply, int nRequestID): + cdef int result + cdef size_t address + if self._api is not NULL: + address = ctypes.addressof(pInputSpdApply) + with nogil: + result = self._api.ReqSpdApply( address, nRequestID) + return result + + # 套利确认撤销请求 + def ReqSpdApplyAction(self, pInputSpdApplyAction, int nRequestID): + cdef int result + cdef size_t address + if self._api is not NULL: + address = ctypes.addressof(pInputSpdApplyAction) + with nogil: + result = self._api.ReqSpdApplyAction( address, nRequestID) + return result + + # 套利确认查询请求 + def ReqQrySpdApply(self, pQrySpdApply, int nRequestID): + cdef int result + cdef size_t address + if self._api is not NULL: + address = ctypes.addressof(pQrySpdApply) + with nogil: + result = self._api.ReqQrySpdApply( address, nRequestID) + return result + + # 套保确认请求 + def ReqHedgeCfm(self, pInputHedgeCfm, int nRequestID): + cdef int result + cdef size_t address + if self._api is not NULL: + address = ctypes.addressof(pInputHedgeCfm) + with nogil: + result = self._api.ReqHedgeCfm( address, nRequestID) + return result + + # 套保确认撤销请求 + def ReqHedgeCfmAction(self, pInputHedgeCfmAction, int nRequestID): + cdef int result + cdef size_t address + if self._api is not NULL: + address = ctypes.addressof(pInputHedgeCfmAction) + with nogil: + result = self._api.ReqHedgeCfmAction( address, nRequestID) + return result + + # 套保确认查询请求 + def ReqQryHedgeCfm(self, pQryHedgeCfm, int nRequestID): + cdef int result + cdef size_t address + if self._api is not NULL: + address = ctypes.addressof(pQryHedgeCfm) + with nogil: + result = self._api.ReqQryHedgeCfm( address, nRequestID) + return result + cdef extern int TraderSpi_OnFrontConnected(self) except -1: self.OnFrontConnected() return 0 @@ -1272,6 +1371,10 @@ cdef extern int TraderSpi_OnRspAuthenticate(self, ) return 0 +cdef extern int TraderSpi_OnRtnPrivateSeqNo(self, int nSeqNo) except -1: + self.OnRtnPrivateSeqNo(nSeqNo) + return 0 + cdef extern int TraderSpi_OnRspUserLogin(self, CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, @@ -1610,6 +1713,19 @@ cdef extern int TraderSpi_OnRspQryInstrumentCommissionRate(self, ) return 0 +cdef extern int TraderSpi_OnRspQryUserSession(self, + CThostFtdcUserSessionField *pUserSession, + CThostFtdcRspInfoField *pRspInfo, + int nRequestID, + cbool bIsLast) except -1: + self.OnRspQryUserSession( + None if pUserSession is NULL else ApiStructure.UserSessionField.from_address( pUserSession), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + nRequestID, + bIsLast + ) + return 0 + cdef extern int TraderSpi_OnRspQryExchange(self, CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, @@ -3104,4 +3220,158 @@ cdef extern int TraderSpi_OnRspQryOffsetSetting(self, nRequestID, bIsLast ) + return 0 + +# 申请短信验证码响应 +cdef extern int TraderSpi_OnRspGenSMSCode(self, + CThostFtdcRspGenSMSCodeField *pRspGenSMSCode, + CThostFtdcRspInfoField *pRspInfo, + int nRequestID, + cbool bIsLast) except -1: + self.OnRspGenSMSCode( + None if pRspGenSMSCode is NULL else ApiStructure.RspGenSMSCodeField.from_address( pRspGenSMSCode), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + nRequestID, + bIsLast + ) + return 0 + +# 套利确认回复 +cdef extern int TraderSpi_OnRspSpdApply(self, + CThostFtdcInputSpdApplyField *pInputSpdApply, + CThostFtdcRspInfoField *pRspInfo, + int nRequestID, + cbool bIsLast) except -1: + self.OnRspSpdApply( + None if pInputSpdApply is NULL else ApiStructure.InputSpdApplyField.from_address( pInputSpdApply), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + nRequestID, + bIsLast + ) + return 0 + +# 套利确认撤销回复 +cdef extern int TraderSpi_OnRspSpdApplyAction(self, + CThostFtdcInputSpdApplyActionField *pInputSpdApplyAction, + CThostFtdcRspInfoField *pRspInfo, + int nRequestID, + cbool bIsLast) except -1: + self.OnRspSpdApplyAction( + None if pInputSpdApplyAction is NULL else ApiStructure.InputSpdApplyActionField.from_address( pInputSpdApplyAction), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + nRequestID, + bIsLast + ) + return 0 + +# 套利确认查询回复 +cdef extern int TraderSpi_OnRspQrySpdApply(self, + CThostFtdcSpdApplyField *pSpdApply, + CThostFtdcRspInfoField *pRspInfo, + int nRequestID, + cbool bIsLast) except -1: + self.OnRspQrySpdApply( + None if pSpdApply is NULL else ApiStructure.SpdApplyField.from_address( pSpdApply), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + nRequestID, + bIsLast + ) + return 0 + +# 套利确认通知 +cdef extern int TraderSpi_OnRtnSpdApply(self, + CThostFtdcSpdApplyField *pSpdApply) except -1: + self.OnRtnSpdApply( + None if pSpdApply is NULL else ApiStructure.SpdApplyField.from_address( pSpdApply) + ) + return 0 + +# 套利申请录入错误回报 +cdef extern int TraderSpi_OnErrRtnSpdApply(self, + CThostFtdcInputSpdApplyField *pInputSpdApply, + CThostFtdcRspInfoField *pRspInfo) except -1: + self.OnErrRtnSpdApply( + None if pInputSpdApply is NULL else ApiStructure.InputSpdApplyField.from_address( pInputSpdApply), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + ) + return 0 + +# 套利确认撤销通知 +cdef extern int TraderSpi_OnErrRtnSpdApplyAction(self, + CThostFtdcSpdApplyActionField *pSpdApplyAction, + CThostFtdcRspInfoField *pRspInfo) except -1: + self.OnErrRtnSpdApplyAction( + None if pSpdApplyAction is NULL else ApiStructure.SpdApplyActionField.from_address( pSpdApplyAction), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + ) + return 0 + +# 套保确认回复 +cdef extern int TraderSpi_OnRspHedgeCfm(self, + CThostFtdcInputHedgeCfmField *pInputHedgeCfm, + CThostFtdcRspInfoField *pRspInfo, + int nRequestID, + cbool bIsLast) except -1: + self.OnRspHedgeCfm( + None if pInputHedgeCfm is NULL else ApiStructure.InputHedgeCfmField.from_address( pInputHedgeCfm), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + nRequestID, + bIsLast + ) + return 0 + +# 套保确认撤销回复 +cdef extern int TraderSpi_OnRspHedgeCfmAction(self, + CThostFtdcInputHedgeCfmActionField *pInputHedgeCfmAction, + CThostFtdcRspInfoField *pRspInfo, + int nRequestID, + cbool bIsLast) except -1: + self.OnRspHedgeCfmAction( + None if pInputHedgeCfmAction is NULL else ApiStructure.InputHedgeCfmActionField.from_address( pInputHedgeCfmAction), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + nRequestID, + bIsLast + ) + return 0 + +# 套保确认查询回复 +cdef extern int TraderSpi_OnRspQryHedgeCfm(self, + CThostFtdcHedgeCfmField *pHedgeCfm, + CThostFtdcRspInfoField *pRspInfo, + int nRequestID, + cbool bIsLast) except -1: + self.OnRspQryHedgeCfm( + None if pHedgeCfm is NULL else ApiStructure.HedgeCfmField.from_address( pHedgeCfm), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + nRequestID, + bIsLast + ) + return 0 + +# 套保确认通知 +cdef extern int TraderSpi_OnRtnHedgeCfm(self, + CThostFtdcHedgeCfmField *pHedgeCfm) except -1: + self.OnRtnHedgeCfm( + None if pHedgeCfm is NULL else ApiStructure.HedgeCfmField.from_address( pHedgeCfm) + ) + return 0 + +# 套保额度录入错误回报 +cdef extern int TraderSpi_OnErrRtnHedgeCfm(self, + CThostFtdcInputHedgeCfmField *pInputHedgeCfm, + CThostFtdcRspInfoField *pRspInfo) except -1: + self.OnErrRtnHedgeCfm( + None if pInputHedgeCfm is NULL else ApiStructure.InputHedgeCfmField.from_address( pInputHedgeCfm), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + ) + return 0 + +# 套保确认撤销通知 +cdef extern int TraderSpi_OnErrRtnHedgeCfmAction(self, + CThostFtdcHedgeCfmActionField *pHedgeCfmAction, + CThostFtdcRspInfoField *pRspInfo) except -1: + self.OnErrRtnHedgeCfmAction( + None if pHedgeCfmAction is NULL else ApiStructure.HedgeCfmActionField.from_address( pHedgeCfmAction), + None if pRspInfo is NULL else ApiStructure.RspInfoField.from_address( pRspInfo), + ) return 0 \ No newline at end of file diff --git a/ctpwrapper/__init__.py b/ctpwrapper/__init__.py index d7ca207..50ec9cb 100644 --- a/ctpwrapper/__init__.py +++ b/ctpwrapper/__init__.py @@ -16,7 +16,7 @@ along with ctpwrapper. If not, see . """ -__version__ = "6.7.9" +__version__ = "6.7.13" from ctpwrapper.Md import MdApiPy from ctpwrapper.Trader import TraderApiPy diff --git a/ctpwrapper/base.py b/ctpwrapper/base.py index c4ef72b..9ed679b 100644 --- a/ctpwrapper/base.py +++ b/ctpwrapper/base.py @@ -36,7 +36,7 @@ def __getattribute__(self, item): else: return value - def _to_bytes(self, value): + def _to_bytes(self, value) -> bytes: """ :return: """ diff --git a/ctpwrapper/cppheader/CTraderAPI.h b/ctpwrapper/cppheader/CTraderAPI.h index 8545d75..0de56be 100644 --- a/ctpwrapper/cppheader/CTraderAPI.h +++ b/ctpwrapper/cppheader/CTraderAPI.h @@ -31,6 +31,8 @@ static inline int TraderSpi_OnHeartBeatWarning(PyObject *, int); static inline int TraderSpi_OnRspAuthenticate(PyObject *, CThostFtdcRspAuthenticateField *, CThostFtdcRspInfoField *, int, bool); +static inline int TraderSpi_OnRtnPrivateSeqNo(PyObject *, int); + static inline int TraderSpi_OnRspUserLogin(PyObject *, CThostFtdcRspUserLoginField *, CThostFtdcRspInfoField *, int, bool); static inline int TraderSpi_OnRspUserLogout(PyObject *, CThostFtdcUserLogoutField *, CThostFtdcRspInfoField *, int, bool); @@ -83,6 +85,8 @@ static inline int TraderSpi_OnRspQryInstrumentMarginRate(PyObject *, CThostFtdcI static inline int TraderSpi_OnRspQryInstrumentCommissionRate(PyObject *, CThostFtdcInstrumentCommissionRateField *, CThostFtdcRspInfoField *, int, bool); +static inline int TraderSpi_OnRspQryUserSession(PyObject *, CThostFtdcUserSessionField *, CThostFtdcRspInfoField *, int, bool); + static inline int TraderSpi_OnRspQryExchange(PyObject *, CThostFtdcExchangeField *, CThostFtdcRspInfoField *, int, bool); static inline int TraderSpi_OnRspQryProduct(PyObject *, CThostFtdcProductField *, CThostFtdcRspInfoField *, int, bool); @@ -387,6 +391,45 @@ static inline int TraderSpi_OnErrRtnCancelOffsetSetting(PyObject *, CThostFtdcCa ///投资者对冲设置查询响应 static inline int TraderSpi_OnRspQryOffsetSetting(PyObject *, CThostFtdcOffsetSettingField *, CThostFtdcRspInfoField *, int, bool); +///申请短信验证码响应 +static inline int TraderSpi_OnRspGenSMSCode(PyObject *, CThostFtdcRspGenSMSCodeField *, CThostFtdcRspInfoField *, int, bool); + +///套利确认回复 +static inline int TraderSpi_OnRspSpdApply(PyObject *, CThostFtdcInputSpdApplyField *, CThostFtdcRspInfoField *, int, bool); + +///套利确认撤销回复 +static inline int TraderSpi_OnRspSpdApplyAction(PyObject *, CThostFtdcInputSpdApplyActionField *, CThostFtdcRspInfoField *, int, bool); + +///套利确认查询回复 +static inline int TraderSpi_OnRspQrySpdApply(PyObject *, CThostFtdcSpdApplyField *, CThostFtdcRspInfoField *, int, bool); + +///套利确认通知 +static inline int TraderSpi_OnRtnSpdApply(PyObject *, CThostFtdcSpdApplyField *); + +///套利申请录入错误回报 +static inline int TraderSpi_OnErrRtnSpdApply(PyObject *, CThostFtdcInputSpdApplyField *, CThostFtdcRspInfoField *); + +///套利确认撤销通知 +static inline int TraderSpi_OnErrRtnSpdApplyAction(PyObject *, CThostFtdcSpdApplyActionField *, CThostFtdcRspInfoField *); + +///套保确认回复 +static inline int TraderSpi_OnRspHedgeCfm(PyObject *, CThostFtdcInputHedgeCfmField *, CThostFtdcRspInfoField *, int, bool); + +///套保确认撤销回复 +static inline int TraderSpi_OnRspHedgeCfmAction(PyObject *, CThostFtdcInputHedgeCfmActionField *, CThostFtdcRspInfoField *, int, bool); + +///套保确认查询回复 +static inline int TraderSpi_OnRspQryHedgeCfm(PyObject *, CThostFtdcHedgeCfmField *, CThostFtdcRspInfoField *, int, bool); + +///套保确认通知 +static inline int TraderSpi_OnRtnHedgeCfm(PyObject *, CThostFtdcHedgeCfmField *); + +///套保额度录入错误回报 +static inline int TraderSpi_OnErrRtnHedgeCfm(PyObject *, CThostFtdcInputHedgeCfmField *, CThostFtdcRspInfoField *); + +///套保确认撤销通知 +static inline int TraderSpi_OnErrRtnHedgeCfmAction(PyObject *, CThostFtdcHedgeCfmActionField *, CThostFtdcRspInfoField *); + #define Python_GIL(func) \ do { \ PyGILState_STATE gil_state = PyGILState_Ensure(); \ @@ -429,6 +472,11 @@ class CTraderSpi : public CThostFtdcTraderSpi { Python_GIL(TraderSpi_OnRspAuthenticate(self, pRspAuthenticateField, pRspInfo, nRequestID, bIsLast)); }; + ///该方法在处理私有流之前被调用 + ///@param nSeqNo 即将被处理的私有流的序号 + virtual void OnRtnPrivateSeqNo(int nSeqNo) { + Python_GIL(TraderSpi_OnRtnPrivateSeqNo(self, nSeqNo)); + }; ///登录请求响应 virtual void OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { @@ -575,6 +623,11 @@ class CTraderSpi : public CThostFtdcTraderSpi { Python_GIL(TraderSpi_OnRspQryInstrumentCommissionRate(self, pInstrumentCommissionRate, pRspInfo, nRequestID, bIsLast)); }; + ///请求查询用户会话响应 + virtual void OnRspQryUserSession(CThostFtdcUserSessionField *pUserSession, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { + Python_GIL(TraderSpi_OnRspQryUserSession(self, pUserSession, pRspInfo, nRequestID, bIsLast)); + }; + ///请求查询交易所响应 virtual void OnRspQryExchange(CThostFtdcExchangeField *pExchange, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { Python_GIL(TraderSpi_OnRspQryExchange(self, pExchange, pRspInfo, nRequestID, bIsLast)); @@ -1241,6 +1294,71 @@ class CTraderSpi : public CThostFtdcTraderSpi { Python_GIL(TraderSpi_OnRspQryOffsetSetting(self, pOffsetSetting, pRspInfo, nRequestID, bIsLast)); }; + ///申请短信验证码响应 + virtual void OnRspGenSMSCode(CThostFtdcRspGenSMSCodeField *pRspGenSMSCode, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { + Python_GIL(TraderSpi_OnRspGenSMSCode(self, pRspGenSMSCode, pRspInfo, nRequestID, bIsLast)); + }; + + ///套利确认回复 + virtual void OnRspSpdApply(CThostFtdcInputSpdApplyField *pInputSpdApply, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { + Python_GIL(TraderSpi_OnRspSpdApply(self, pInputSpdApply, pRspInfo, nRequestID, bIsLast)); + }; + + ///套利确认撤销回复 + virtual void OnRspSpdApplyAction(CThostFtdcInputSpdApplyActionField *pInputSpdApplyAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { + Python_GIL(TraderSpi_OnRspSpdApplyAction(self, pInputSpdApplyAction, pRspInfo, nRequestID, bIsLast)); + }; + + ///套利确认查询回复 + virtual void OnRspQrySpdApply(CThostFtdcSpdApplyField *pSpdApply, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { + Python_GIL(TraderSpi_OnRspQrySpdApply(self, pSpdApply, pRspInfo, nRequestID, bIsLast)); + }; + + ///套利确认通知 + virtual void OnRtnSpdApply(CThostFtdcSpdApplyField *pSpdApply) { + Python_GIL(TraderSpi_OnRtnSpdApply(self, pSpdApply)); + }; + + ///套利申请录入错误回报 + virtual void OnErrRtnSpdApply(CThostFtdcInputSpdApplyField *pInputSpdApply, CThostFtdcRspInfoField *pRspInfo) { + Python_GIL(TraderSpi_OnErrRtnSpdApply(self, pInputSpdApply, pRspInfo)); + }; + + ///套利确认撤销通知 + virtual void OnErrRtnSpdApplyAction(CThostFtdcSpdApplyActionField *pSpdApplyAction, CThostFtdcRspInfoField *pRspInfo) { + Python_GIL(TraderSpi_OnErrRtnSpdApplyAction(self, pSpdApplyAction, pRspInfo)); + }; + + ///套保确认回复 + virtual void OnRspHedgeCfm(CThostFtdcInputHedgeCfmField *pInputHedgeCfm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { + Python_GIL(TraderSpi_OnRspHedgeCfm(self, pInputHedgeCfm, pRspInfo, nRequestID, bIsLast)); + }; + + ///套保确认撤销回复 + virtual void OnRspHedgeCfmAction(CThostFtdcInputHedgeCfmActionField *pInputHedgeCfmAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { + Python_GIL(TraderSpi_OnRspHedgeCfmAction(self, pInputHedgeCfmAction, pRspInfo, nRequestID, bIsLast)); + }; + + ///套保确认查询回复 + virtual void OnRspQryHedgeCfm(CThostFtdcHedgeCfmField *pHedgeCfm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) { + Python_GIL(TraderSpi_OnRspQryHedgeCfm(self, pHedgeCfm, pRspInfo, nRequestID, bIsLast)); + }; + + ///套保确认通知 + virtual void OnRtnHedgeCfm(CThostFtdcHedgeCfmField *pHedgeCfm) { + Python_GIL(TraderSpi_OnRtnHedgeCfm(self, pHedgeCfm)); + }; + + ///套保额度录入错误回报 + virtual void OnErrRtnHedgeCfm(CThostFtdcInputHedgeCfmField *pInputHedgeCfm, CThostFtdcRspInfoField *pRspInfo) { + Python_GIL(TraderSpi_OnErrRtnHedgeCfm(self, pInputHedgeCfm, pRspInfo)); + }; + + ///套保确认撤销通知 + virtual void OnErrRtnHedgeCfmAction(CThostFtdcHedgeCfmActionField *pHedgeCfmAction, CThostFtdcRspInfoField *pRspInfo) { + Python_GIL(TraderSpi_OnErrRtnHedgeCfmAction(self, pHedgeCfmAction, pRspInfo)); + }; + private: PyObject *self; diff --git a/ctpwrapper/headers/ThostFtdcUserApiDataType.pxd b/ctpwrapper/headers/ThostFtdcUserApiDataType.pxd index e8e2a92..99e09bd 100644 --- a/ctpwrapper/headers/ThostFtdcUserApiDataType.pxd +++ b/ctpwrapper/headers/ThostFtdcUserApiDataType.pxd @@ -45,6 +45,7 @@ cdef extern from 'ThostFtdcUserApiDataType.h': ctypedef char TThostFtdcExchangeAbbrType[9] ctypedef char TThostFtdcExchangeFlagType[2] ctypedef char TThostFtdcMacAddressType[21] + ctypedef char TThostFtdcDeviceTagType[41] ctypedef char TThostFtdcSystemIDType[21] ctypedef char TThostFtdcClientLoginRemarkType[151] ctypedef char TThostFtdcExchangePropertyType @@ -859,3 +860,10 @@ cdef extern from 'ThostFtdcUserApiDataType.h': ctypedef char TThostFtdcOffsetTypeType ctypedef char TThostFtdcSiteType[51] ctypedef char TThostFtdcNetOperatorType[9] + ctypedef char TThostFtdcApplySrcType + ctypedef char TThostFtdcReserveInfoType[65] + ctypedef char TThostFtdcApplyStatusType + ctypedef char TThostFtdcCmbTypeType + ctypedef char TThostFtdcSMSCodeType[17] + ctypedef char TThostFtdcSMSContentType[129] + ctypedef char TThostFtdcSMSPhoneType[17] diff --git a/ctpwrapper/headers/ThostFtdcUserApiStruct.pxd b/ctpwrapper/headers/ThostFtdcUserApiStruct.pxd index 0c5f469..0b77646 100644 --- a/ctpwrapper/headers/ThostFtdcUserApiStruct.pxd +++ b/ctpwrapper/headers/ThostFtdcUserApiStruct.pxd @@ -16,7 +16,6 @@ GNU General Public License for more details. You should have received a copy of the GNU General Public License along with ctpwrapper. If not, see . """ - from .ThostFtdcUserApiDataType cimport * @@ -38,6 +37,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcLoginRemarkType LoginRemark TThostFtdcIPPortType ClientIPPort TThostFtdcIPAddressType ClientIPAddress + TThostFtdcSMSCodeType SMSCode cdef struct CThostFtdcRspUserLoginField: TThostFtdcDateType TradingDay TThostFtdcTimeType LoginTime @@ -56,6 +56,8 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcTimeType GFEXTime TThostFtdcDRIdentityIDType LoginDRIdentityID TThostFtdcDRIdentityIDType UserDRIdentityID + TThostFtdcDateTimeType LastLoginTime + TThostFtdcReserveInfoType ReserveInfo cdef struct CThostFtdcUserLogoutField: TThostFtdcBrokerIDType BrokerID TThostFtdcUserIDType UserID @@ -344,6 +346,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcBizTypeType BizType TThostFtdcMoneyType FrozenSwap TThostFtdcMoneyType RemainSwap + TThostFtdcMoneyType OptionValue cdef struct CThostFtdcInvestorPositionField: TThostFtdcOldInstrumentIDType reserve1 TThostFtdcBrokerIDType BrokerID @@ -395,6 +398,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcVolumeType TasPosition TThostFtdcMoneyType TasPositionCost TThostFtdcInstrumentIDType InstrumentID + TThostFtdcMoneyType OptionValue cdef struct CThostFtdcInstrumentMarginRateField: TThostFtdcOldInstrumentIDType reserve1 TThostFtdcInvestorRangeType InvestorRange @@ -1058,6 +1062,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcMoneyType SpecProductExchangeMargin TThostFtdcMoneyType FrozenSwap TThostFtdcMoneyType RemainSwap + TThostFtdcMoneyType OptionValue cdef struct CThostFtdcSyncingInvestorPositionField: TThostFtdcOldInstrumentIDType reserve1 TThostFtdcBrokerIDType BrokerID @@ -2748,6 +2753,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcBankIDType BankID TThostFtdcBankBrchIDType BankBrchID TThostFtdcBankNameType BankName + TThostFtdcBankIDType csrcBankID cdef struct CThostFtdcInvestorPositionCombineDetailField: TThostFtdcDateType TradingDay TThostFtdcDateType OpenDate @@ -4516,6 +4522,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcAppIDType ClientAppID TThostFtdcIPAddressType ClientPublicIP TThostFtdcClientLoginRemarkType ClientLoginRemark + TThostFtdcDeviceTagType MAC cdef struct CThostFtdcAuthUserIDField: TThostFtdcBrokerIDType BrokerID TThostFtdcAppIDType AppID @@ -4554,6 +4561,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcLoginRemarkType LoginRemark TThostFtdcIPPortType ClientIPPort TThostFtdcIPAddressType ClientIPAddress + TThostFtdcSMSCodeType SMSCode TThostFtdcBrokerNameType BrokerName TThostFtdcAuthCodeType AuthCode TThostFtdcAppIDType AppID @@ -4730,6 +4738,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcMoneyType SpecProductExchangeMargin TThostFtdcMoneyType FrozenSwap TThostFtdcMoneyType RemainSwap + TThostFtdcMoneyType OptionValue TThostFtdcSequenceNoType SyncDeltaSequenceNo cdef struct CThostFtdcSyncDeltaInitInvstMarginField: TThostFtdcBrokerIDType BrokerID @@ -5548,6 +5557,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcAddrRemarkType Remark TThostFtdcSiteType Site TThostFtdcNetOperatorType NetOperator + TThostFtdcAddrNameType SysName cdef struct CThostFtdcQryIpAddrParamField: TThostFtdcBrokerIDType BrokerID cdef struct CThostFtdcTGIpAddrParamField: @@ -5565,6 +5575,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcAddrRemarkType Remark TThostFtdcSiteType Site TThostFtdcNetOperatorType NetOperator + TThostFtdcAddrNameType SysName cdef struct CThostFtdcQryTGIpAddrParamField: TThostFtdcBrokerIDType BrokerID TThostFtdcUserIDType UserID @@ -5915,6 +5926,7 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcErrorMsgType StatusMsg TThostFtdcUserIDType ActiveUserID TThostFtdcSequenceNoType BrokerOffsetSettingSeq + TThostFtdcApplySrcType ApplySrc cdef struct CThostFtdcCancelOffsetSettingField: TThostFtdcBrokerIDType BrokerID TThostFtdcInvestorIDType InvestorID @@ -5953,6 +5965,242 @@ cdef extern from 'ThostFtdcUserApiStruct.h': TThostFtdcAppIDType AppID cdef struct CThostFtdcQryAddrAppIDRelationField: TThostFtdcBrokerIDType BrokerID + cdef struct CThostFtdcWechatUserSystemInfoField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcUserIDType UserID + TThostFtdcSystemInfoLenType WechatCltSysInfoLen + TThostFtdcClientSystemInfoType WechatCltSysInfo + TThostFtdcIPPortType ClientIPPort + TThostFtdcTimeType ClientLoginTime + TThostFtdcAppIDType ClientAppID + TThostFtdcIPAddressType ClientPublicIP + TThostFtdcClientLoginRemarkType ClientLoginRemark + cdef struct CThostFtdcInvestorReserveInfoField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcUserIDType UserID + TThostFtdcReserveInfoType ReserveInfo + cdef struct CThostFtdcQryInvestorDepartmentFlatField: + TThostFtdcBrokerIDType BrokerID + cdef struct CThostFtdcInvestorDepartmentFlatField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcInvestorIDType DepartmentID + cdef struct CThostFtdcQryDepartmentUserField: + TThostFtdcBrokerIDType BrokerID + cdef struct CThostFtdcAppAuthenticationCodeField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcAppIDType AppID + TThostFtdcAuthCodeType AuthCode + TThostFtdcAuthCodeType PreAuthCode + TThostFtdcAppTypeType AppType + cdef struct CThostFtdcUserDRIBypassField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcUserIDType UserID + TThostFtdcDRIdentityIDType DRIdentityID + cdef struct CThostFtdcReqGenSMSCodeField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcUserIDType UserID + TThostFtdcSMSPhoneType Mobile + cdef struct CThostFtdcRspGenSMSCodeField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcUserIDType UserID + TThostFtdcTimeType GenTime + cdef struct CThostFtdcSMSVerifyInfoFromSecField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcBrokerAbbrType BrokerAbbr + TThostFtdcUserIDType UserID + TThostFtdcSMSPhoneType Mobile + TThostFtdcSMSCodeType SMSCode + TThostFtdcDateType CreateDate + TThostFtdcTimeType CreateTime + TThostFtdcBoolType IsUsed + TThostFtdcDRIdentityIDType FromSec + cdef struct CThostFtdcSMSVerifyConfigField: + TThostFtdcUserIDType UserID + TThostFtdcBrokerIDType BrokerID + TThostFtdcSMSPhoneType Mobile + TThostFtdcBoolType UseSMSVerify + cdef struct CThostFtdcSMSVerifyInfoField: + TThostFtdcTimeType CreateTime + TThostFtdcSMSPhoneType Mobile + TThostFtdcSMSContentType SMSContent + cdef struct CThostFtdcInputSpdApplyField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcUserIDType UserID + TThostFtdcInvestorIDType InvestorID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcInstrumentIDType FirstLegInstrumentID + TThostFtdcInstrumentIDType SecondLegInstrumentID + TThostFtdcVolumeType Volume + TThostFtdcDirectionType Direction + TThostFtdcCmbTypeType CmbType + TThostFtdcRequestIDType RequestID + TThostFtdcOrderRefType OrderRef + TThostFtdcIPAddressType IPAddress + TThostFtdcMacAddressType MacAddress + cdef struct CThostFtdcInputHedgeCfmField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcUserIDType UserID + TThostFtdcInvestorIDType InvestorID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcVolumeType Volume + TThostFtdcDirectionType Direction + TThostFtdcRequestIDType RequestID + TThostFtdcOrderRefType OrderRef + TThostFtdcIPAddressType IPAddress + TThostFtdcMacAddressType MacAddress + cdef struct CThostFtdcSpdApplyField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcInstrumentIDType FirstLegInstrumentID + TThostFtdcInstrumentIDType SecondLegInstrumentID + TThostFtdcUserIDType UserID + TThostFtdcVolumeType Volume + TThostFtdcDirectionType Direction + TThostFtdcRequestIDType RequestID + TThostFtdcFrontIDType FrontID + TThostFtdcSessionIDType SessionID + TThostFtdcOrderRefType OrderRef + TThostFtdcUserIDType ActiveUserID + TThostFtdcSequenceNoType BrokerOrderSeq + TThostFtdcOrderSysIDType OrderSysID + TThostFtdcApplyStatusType ApplyStatus + TThostFtdcSequenceNoType SequenceNo + TThostFtdcDateType InsertDate + TThostFtdcTimeType InsertTime + TThostFtdcTimeType CancelTime + TThostFtdcOrderLocalIDType OrderLocalID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcParticipantIDType ParticipantID + TThostFtdcClientIDType ClientID + TThostFtdcExchangeInstIDType ExchangeInstID + TThostFtdcTraderIDType TraderID + TThostFtdcInstallIDType InstallID + TThostFtdcOrderSubmitStatusType OrderSubmitStatus + TThostFtdcSequenceNoType NotifySequence + TThostFtdcDateType TradingDay + TThostFtdcSettlementIDType SettlementID + TThostFtdcIPAddressType IPAddress + TThostFtdcMacAddressType MacAddress + TThostFtdcCmbTypeType CmbType + TThostFtdcErrorMsgType StatusMsg + cdef struct CThostFtdcHedgeCfmField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcInstrumentIDType InstrumentID + TThostFtdcUserIDType UserID + TThostFtdcVolumeType Volume + TThostFtdcDirectionType Direction + TThostFtdcRequestIDType RequestID + TThostFtdcFrontIDType FrontID + TThostFtdcSessionIDType SessionID + TThostFtdcOrderRefType OrderRef + TThostFtdcUserIDType ActiveUserID + TThostFtdcSequenceNoType BrokerOrderSeq + TThostFtdcOrderSysIDType OrderSysID + TThostFtdcApplyStatusType ApplyStatus + TThostFtdcSequenceNoType SequenceNo + TThostFtdcVolumeType DealVolume + TThostFtdcDateType InsertDate + TThostFtdcTimeType InsertTime + TThostFtdcTimeType CancelTime + TThostFtdcDateType ReqDate + TThostFtdcOrderLocalIDType OrderLocalID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcParticipantIDType ParticipantID + TThostFtdcClientIDType ClientID + TThostFtdcExchangeInstIDType ExchangeInstID + TThostFtdcTraderIDType TraderID + TThostFtdcInstallIDType InstallID + TThostFtdcOrderSubmitStatusType OrderSubmitStatus + TThostFtdcSequenceNoType NotifySequence + TThostFtdcDateType TradingDay + TThostFtdcSettlementIDType SettlementID + TThostFtdcErrorMsgType StatusMsg + TThostFtdcIPAddressType IPAddress + TThostFtdcMacAddressType MacAddress + cdef struct CThostFtdcQrySpdApplyField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcOrderSysIDType OrderSysID + TThostFtdcExchangeInstIDType FirstLegInstrumentID + TThostFtdcExchangeInstIDType SecondLegInstrumentID + cdef struct CThostFtdcQryHedgeCfmField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcOrderSysIDType OrderSysID + TThostFtdcInstrumentIDType InstrumentID + cdef struct CThostFtdcInputSpdApplyActionField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcUserIDType UserID + TThostFtdcInvestorIDType InvestorID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcOrderSysIDType OrderSysID + TThostFtdcOrderRefType OrderRef + TThostFtdcFrontIDType FrontID + TThostFtdcSessionIDType SessionID + TThostFtdcRequestIDType RequestID + TThostFtdcIPAddressType IPAddress + TThostFtdcMacAddressType MacAddress + cdef struct CThostFtdcInputHedgeCfmActionField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcUserIDType UserID + TThostFtdcInvestorIDType InvestorID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcOrderSysIDType OrderSysID + TThostFtdcOrderRefType OrderRef + TThostFtdcFrontIDType FrontID + TThostFtdcSessionIDType SessionID + TThostFtdcRequestIDType RequestID + TThostFtdcIPAddressType IPAddress + TThostFtdcMacAddressType MacAddress + cdef struct CThostFtdcSpdApplyActionField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcDateType ActionDate + TThostFtdcTimeType ActionTime + TThostFtdcTraderIDType TraderID + TThostFtdcInstallIDType InstallID + TThostFtdcOrderLocalIDType OrderLocalID + TThostFtdcOrderLocalIDType ActionLocalID + TThostFtdcParticipantIDType ParticipantID + TThostFtdcClientIDType ClientID + TThostFtdcOrderActionStatusType OrderActionStatus + TThostFtdcUserIDType UserID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcOrderSysIDType OrderSysID + TThostFtdcRequestIDType RequestID + TThostFtdcErrorMsgType StatusMsg + TThostFtdcOrderRefType OrderRef + TThostFtdcFrontIDType FrontID + TThostFtdcSessionIDType SessionID + TThostFtdcIPAddressType IPAddress + TThostFtdcMacAddressType MacAddress + cdef struct CThostFtdcHedgeCfmActionField: + TThostFtdcBrokerIDType BrokerID + TThostFtdcInvestorIDType InvestorID + TThostFtdcDateType ActionDate + TThostFtdcTimeType ActionTime + TThostFtdcTraderIDType TraderID + TThostFtdcInstallIDType InstallID + TThostFtdcOrderLocalIDType OrderLocalID + TThostFtdcOrderLocalIDType ActionLocalID + TThostFtdcParticipantIDType ParticipantID + TThostFtdcClientIDType ClientID + TThostFtdcOrderActionStatusType OrderActionStatus + TThostFtdcUserIDType UserID + TThostFtdcExchangeIDType ExchangeID + TThostFtdcOrderSysIDType OrderSysID + TThostFtdcRequestIDType RequestID + TThostFtdcErrorMsgType StatusMsg + TThostFtdcOrderRefType OrderRef + TThostFtdcFrontIDType FrontID + TThostFtdcSessionIDType SessionID + TThostFtdcIPAddressType IPAddress + TThostFtdcMacAddressType MacAddress cdef struct CThostFtdcFrontInfoField: TThostFtdcAddressType FrontAddr TThostFtdcQueryFreqType QryFreq diff --git a/ctpwrapper/headers/cMdAPI.pxd b/ctpwrapper/headers/cMdAPI.pxd index 161fabe..a884928 100644 --- a/ctpwrapper/headers/cMdAPI.pxd +++ b/ctpwrapper/headers/cMdAPI.pxd @@ -105,7 +105,7 @@ cdef extern from 'ThostFtdcMdApi.h': int ReqQryMulticastInstrument(CThostFtdcQryMulticastInstrumentField *pQryMulticastInstrument, int nRequestID) except + nogil cdef extern from 'ThostFtdcMdApi.h' namespace "CThostFtdcMdApi": - CMdApi *CreateFtdcMdApi(const_char *pszFlowPath, cbool bIsUsingUdp, cbool bIsMulticast) except + nogil + CMdApi *CreateFtdcMdApi(const_char *pszFlowPath, cbool bIsUsingUdp, cbool bIsMulticast, cbool bIsProductionMode) except + nogil cdef extern from 'CMdAPI.h': diff --git a/ctpwrapper/headers/cTraderApi.pxd b/ctpwrapper/headers/cTraderApi.pxd index 13a458a..17c0182 100644 --- a/ctpwrapper/headers/cTraderApi.pxd +++ b/ctpwrapper/headers/cTraderApi.pxd @@ -19,6 +19,7 @@ along with ctpwrapper. If not, see . """ from cpython cimport PyObject from libc.string cimport const_char +from libcpp cimport bool as cbool from .ThostFtdcUserApiStruct cimport * @@ -78,7 +79,7 @@ cdef extern from "ThostFtdcTraderApi.h": # THOST_TERT_RESUME:从上次收到的续传 # THOST_TERT_QUICK:只传送登录后私有流的内容 #@remark 该方法要在Init方法前调用。若不调用则不会收到私有流的数据。 - void SubscribePrivateTopic(THOST_TE_RESUME_TYPE nResumeType) except + nogil + void SubscribePrivateTopic(THOST_TE_RESUME_TYPE nResumeType,int nSeqNo) except + nogil #订阅公共流。 #@param nResumeType 公共流重传方式 @@ -99,6 +100,12 @@ cdef extern from "ThostFtdcTraderApi.h": # 操作员登录后，可以多次调用该接口上报客户信息 int SubmitUserSystemInfo(CThostFtdcUserSystemInfoField *pUserSystemInfo) except + nogil + #注册用户终端信息，用于中继服务器多连接模式.用于微信小程序等应用上报信息. + int RegisterWechatUserSystemInfo(CThostFtdcWechatUserSystemInfoField *pUserSystemInfo) except + nogil + + #上报用户终端信息，用于中继服务器操作员登录模式.用于微信小程序等应用上报信息. + int SubmitWechatUserSystemInfo(CThostFtdcWechatUserSystemInfoField *pUserSystemInfo) except + nogil + #用户登录请求 int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) except + nogil @@ -205,6 +212,9 @@ cdef extern from "ThostFtdcTraderApi.h": #请求查询合约手续费率 int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) except + nogil + #请求查询用户会话 + int ReqQryUserSession(CThostFtdcQryUserSessionField *pQryUserSession, int nRequestID) except + nogil + #请求查询交易所 int ReqQryExchange(CThostFtdcQryExchangeField *pQryExchange, int nRequestID) except + nogil @@ -448,9 +458,30 @@ cdef extern from "ThostFtdcTraderApi.h": # 投资者对冲设置查询 int ReqQryOffsetSetting(CThostFtdcQryOffsetSettingField *pQryOffsetSetting, int nRequestID) except + nogil + # 申请短信验证码请求 + int ReqGenSMSCode(CThostFtdcReqGenSMSCodeField *pReqGenSMSCode, int nRequestID) except + nogil + + # 套利确认请求 + int ReqSpdApply(CThostFtdcInputSpdApplyField *pInputSpdApply, int nRequestID) except + nogil + + # 套利确认撤销请求 + int ReqSpdApplyAction(CThostFtdcInputSpdApplyActionField *pInputSpdApplyAction, int nRequestID) except + nogil + + # 套利确认查询请求 + int ReqQrySpdApply(CThostFtdcQrySpdApplyField *pQrySpdApply, int nRequestID) except + nogil + + # 套保确认请求 + int ReqHedgeCfm(CThostFtdcInputHedgeCfmField *pInputHedgeCfm, int nRequestID) except + nogil + + # 套保确认撤销请求 + int ReqHedgeCfmAction(CThostFtdcInputHedgeCfmActionField *pInputHedgeCfmAction, int nRequestID) except + nogil + + # 套保确认查询请求 + int ReqQryHedgeCfm(CThostFtdcQryHedgeCfmField *pQryHedgeCfm, int nRequestID) except + nogil + cdef extern from "ThostFtdcTraderApi.h" namespace "CThostFtdcTraderApi": - CTraderApi *CreateFtdcTraderApi(const_char *pszFlowPath) except + nogil + CTraderApi *CreateFtdcTraderApi(const_char *pszFlowPath, cbool bIsProductionMode) except + nogil cdef extern from "CTraderAPI.h": cdef cppclass CTraderSpi: diff --git a/docker/Dockerfile b/docker/Dockerfile index 3c2ec92..fc359c4 100644 --- a/docker/Dockerfile +++ b/docker/Dockerfile @@ -1,4 +1,4 @@ -FROM python:3.10 +FROM python:3.12 RUN pip3 install cython pip setuptools --upgrade WORKDIR /code diff --git a/docker/pypy3-Dockerfile b/docker/pypy3-Dockerfile index 10b6ef4..d59b1a2 100644 --- a/docker/pypy3-Dockerfile +++ b/docker/pypy3-Dockerfile @@ -1,4 +1,4 @@ -FROM pypy:3.9 +FROM pypy:3.11 RUN pypy3 -m ensurepip RUN pip3 install cython pip setuptools --upgrade WORKDIR /code diff --git a/generate.py b/generate.py index 84f9c8f..59b01d4 100644 --- a/generate.py +++ b/generate.py @@ -22,7 +22,7 @@ def generate_structure(datatype_dict): generate_file = os.path.join(GENERATE_PATH, "ThostFtdcUserApiStruct.pxd") - data_struct_file = codecs.open(generate_file, "w", encoding="utf-8") + data_struct_file = open(generate_file, "w", encoding="utf-8") data_struct_file.write("# encoding:utf-8") data_struct_file.write("\n" * 2) @@ -31,14 +31,14 @@ def generate_structure(datatype_dict): data_struct_file.write("cdef extern from 'ThostFtdcUserApiStruct.h':\n") - for line in codecs.open(USERAPI_STRUCT_FILE, encoding="utf-8"): + for line in open(USERAPI_STRUCT_FILE, encoding="utf-8"): if line.startswith("struct"): - result = re.findall("\w+", line) + result = re.findall("\\w+", line) name = result[1] data_struct_file.write(" cdef struct {name}:\n".format(name=name)) else: - result = re.findall("\w+", line) + result = re.findall("\\w+", line) if result: type_name = result[0] @@ -56,13 +56,13 @@ def generate_datatype(): datatype_dict = OrderedDict() generate_file = os.path.join(GENERATE_PATH, "ThostFtdcUserApiDataType.pxd") - data_type_file = codecs.open(generate_file, "w", encoding="utf-8") + data_type_file = open(generate_file, "w", encoding="utf-8") data_type_file.write("# encoding:utf-8") data_type_file.write("\n" * 2) data_type_file.write("cdef extern from 'ThostFtdcUserApiDataType.h':\n") - for line in codecs.open(USERAPI_DATA_FILE, encoding="utf-8"): + for line in open(USERAPI_DATA_FILE, encoding="utf-8"): if line.startswith("enum"): # special output data data_type_file.write(""" @@ -76,7 +76,7 @@ def generate_datatype(): if line.startswith("#define"): pass elif line.startswith("typedef"): - result = re.findall("\w+", line) + result = re.findall("\\w+", line) _type = result[1] name = result[2] diff --git a/generate_structure.py b/generate_structure.py index 752bad5..52e6bcc 100644 --- a/generate_structure.py +++ b/generate_structure.py @@ -33,10 +33,10 @@ def parse_datatype(self): """ 处理 UserApiDataType file. """ - for line in codecs.open(self.type_file, encoding="utf-8"): + for line in open(self.type_file, encoding="utf-8"): if line.startswith("typedef"): - result = re.findall("\w+", line) + result = re.findall("\\w+", line) name = result[2] type_ = result[1] @@ -60,12 +60,12 @@ def parse_struct(self): """ self.parse_datatype() - for index, line in enumerate(codecs.open(self.struct_file, + for index, line in enumerate(open(self.struct_file, encoding="utf-8")): doc_line = index if line.startswith("struct"): - result = re.findall("\w+", line) + result = re.findall("\\w+", line) name = result[1] # assign the name self.struct[name] = OrderedDict() @@ -75,7 +75,7 @@ def parse_struct(self): self.struct_doc[name] = struct_doc if line.strip().startswith("TThostFtdc"): - result = re.findall("\w+", line) + result = re.findall("\\w+", line) field_type = result[0] field_name = result[1].replace(";", "") struct_dict = self.struct[name] @@ -150,7 +150,7 @@ def generate_interface(): structure = parse.struct struct_doc = parse.struct_doc # generate python - py_file = codecs.open(GENERATE_FILE, "w", encoding="utf-8") + py_file = open(GENERATE_FILE, "w", encoding="utf-8") py_file.write('# encoding=utf-8\n') py_file.write("import ctypes\n") diff --git a/pyproject.toml b/pyproject.toml new file mode 100644 index 0000000..15798df --- /dev/null +++ b/pyproject.toml @@ -0,0 +1,41 @@ +[build-system] +requires = ["setuptools>=82.0.1", "cython>=3.2.5"] +build-backend = "setuptools.build_meta" + +[project.urls] +GitHub = "https://github.com/nooperpudd/ctpwrapper" +[project] +name = "ctpwrapper" +version = "6.7.13" +authors = [ + {name = "winton", email = "365504029@qq.com"}, +] +readme = "README.md" +keywords = ["CTP", "Future", "SHFE", "Shanghai Future Exchange"] +requires-python = ">=3.10" +license = "LGPL-3.0-or-later" +dependencies = [ + "cython", + "setuptools>=82.0.1", +] +description = "CTP client v6.7.13" +classifiers = [ + "Development Status :: 5 - Production/Stable", + "Intended Audience :: Developers", + "Operating System :: POSIX", + "Operating System :: Microsoft", + "Operating System :: Microsoft :: Windows", + "Programming Language :: Python", + "Programming Language :: Python :: 3", + "Programming Language :: Python :: 3 :: Only", + "Programming Language :: Python :: 3.10", + "Programming Language :: Python :: 3.11", + "Programming Language :: Python :: 3.12", + "Programming Language :: Python :: 3.13", + "Programming Language :: Python :: 3.14", + "Programming Language :: Python :: Implementation", + "Programming Language :: Python :: Implementation :: CPython", + "Programming Language :: Python :: Implementation :: PyPy", + "Topic :: Software Development", + "Topic :: Software Development :: Libraries" +] diff --git a/setup.cfg b/setup.cfg deleted file mode 100644 index d237781..0000000 --- a/setup.cfg +++ /dev/null @@ -1,5 +0,0 @@ -[metadata] -requires_dist = cython - -[wheel] -universal = 1 \ No newline at end of file diff --git a/setup.py b/setup.py index c4881ff..b5c5c74 100755 --- a/setup.py +++ b/setup.py @@ -5,7 +5,6 @@ import re import shutil import sys -from distutils.dir_util import copy_tree from setuptools import setup from Cython.Build import cythonize, build_ext @@ -23,7 +22,7 @@ def find_version(*file_paths): extract directly from the init file """ here = os.path.abspath(os.path.dirname(__file__)) - with codecs.open(os.path.join(here, *file_paths), 'r', encoding="utf-8") as f: + with open(os.path.join(here, *file_paths), 'r', encoding="utf-8") as f: version_file = f.read() # The version line must have the form @@ -68,7 +67,7 @@ def find_version(*file_paths): shutil.copy2(header_dir + "/error.xml", project_dir + "/error.xml") if sys.platform in ["linux", "win32"]: - copy_tree(lib_dir, project_dir) + shutil.copytree(lib_dir, project_dir, dirs_exist_ok=True) common_args = { "cython_include_dirs": [cython_headers], @@ -95,21 +94,10 @@ def find_version(*file_paths): ] setup( - name="ctpwrapper", - version=find_version("ctpwrapper", "__init__.py"), - description="CTP client v6.7.9", - long_description=codecs.open("README.md", encoding="utf-8").read(), - long_description_content_type='text/markdown', - license="LGPLv3", - keywords="CTP,Future,SHFE,Shanghai Future Exchange", - author="Winton Wang", - author_email="365504029@qq.com", - url="https://github.com/nooperpudd/ctpwrapper", include_dirs=[header_dir, cpp_header_dir], platforms=["win32", "linux"], packages=["ctpwrapper"], package_data={"": package_data}, - python_requires=">=3.9", # cython: binding=True # binding = true for inspect get callargs ext_modules=cythonize(ext_modules, @@ -117,24 +105,4 @@ def find_version(*file_paths): "binding": True} ), cmdclass={'build_ext': build_ext}, - classifiers=[ - "Development Status :: 5 - Production/Stable", - "Intended Audience :: Developers", - "Operating System :: POSIX", - "Operating System :: Microsoft", - "Operating System :: Microsoft :: Windows", - "Programming Language :: Python", - "Programming Language :: Python :: 3", - "Programming Language :: Python :: 3 :: Only", - "Programming Language :: Python :: 3.9", - "Programming Language :: Python :: 3.10", - "Programming Language :: Python :: 3.11", - "Programming Language :: Python :: 3.12", - "Programming Language :: Python :: 3.13", - "Programming Language :: Python :: Implementation", - "Programming Language :: Python :: Implementation :: CPython", - "Programming Language :: Python :: Implementation :: PyPy", - "Topic :: Software Development", - "Topic :: Software Development :: Libraries" - ] )