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/**
* Created by Administrator on 2017/5/21.
*/
/////////////////////////////////////////////////////////////////////////
///TFtdcDirectionType是一个买卖方向类型
/////////////////////////////////////////////////////////////////////////
///买
//#define THOST_FTDC_D_Buy '0'
///卖
//#define THOST_FTDC_D_Sell '1'
Direction={Buy:'0',Sell:'1'};
DirectionReverse={'0':"Buy",'1':"Sell"};
/////////////////////////////////////////////////////////////////////////
///TFtdcOffsetFlagType是一个开平标志类型
/////////////////////////////////////////////////////////////////////////
///开仓
//#define THOST_FTDC_OF_Open '0'
///平仓
//#define THOST_FTDC_OF_Close '1'
///强平
//#define THOST_FTDC_OF_ForceClose '2'
///平今
//#define THOST_FTDC_OF_CloseToday '3'
///平昨
//#define THOST_FTDC_OF_CloseYesterday '4'
///强减
//#define THOST_FTDC_OF_ForceOff '5'
///本地强平
//#define THOST_FTDC_OF_LocalForceClose '6'
//客户端只有4 种开平类型
OpenCloseFlagType={Open:'0',Close:'1',CloseToday:'3',CloseYesterday:'4'};
OpenCloseFlagReverseType={'0':"Open",'1':"Close",'3':"CloseToday",'4':"CloseYesterday"};
/////////////////////////////////////////////////////////////////////////
///TFtdcHedgeFlagType是一个投机套保标志类型
/////////////////////////////////////////////////////////////////////////
///投机
//#define THOST_FTDC_HF_Speculation '1'
///套利
//#define THOST_FTDC_HF_Arbitrage '2'
///套保
//#define THOST_FTDC_HF_Hedge '3'
///做市商
//#define THOST_FTDC_HF_MarketMaker '5'
HedgeFlagType = {Speculation:'1',Arbitrage:'2',Hedge:'3',MarketMaker:'5'};
/////////////////////////////////////////////////////////////////////////
///TFtdcOrderPriceTypeType是一个报单价格条件类型
/////////////////////////////////////////////////////////////////////////
///任意价
//#define THOST_FTDC_OPT_AnyPrice '1'
///限价
//#define THOST_FTDC_OPT_LimitPrice '2'
///最优价
//#define THOST_FTDC_OPT_BestPrice '3'
///最新价
//#define THOST_FTDC_OPT_LastPrice '4'
///最新价浮动上浮1个ticks
//#define THOST_FTDC_OPT_LastPricePlusOneTicks '5'
///最新价浮动上浮2个ticks
//#define THOST_FTDC_OPT_LastPricePlusTwoTicks '6'
///最新价浮动上浮3个ticks
//#define THOST_FTDC_OPT_LastPricePlusThreeTicks '7'
///卖一价
//#define THOST_FTDC_OPT_AskPrice1 '8'
///卖一价浮动上浮1个ticks
//#define THOST_FTDC_OPT_AskPrice1PlusOneTicks '9'
///卖一价浮动上浮2个ticks
//#define THOST_FTDC_OPT_AskPrice1PlusTwoTicks 'A'
///卖一价浮动上浮3个ticks
//#define THOST_FTDC_OPT_AskPrice1PlusThreeTicks 'B'
///买一价
//#define THOST_FTDC_OPT_BidPrice1 'C'
///买一价浮动上浮1个ticks
//#define THOST_FTDC_OPT_BidPrice1PlusOneTicks 'D'
///买一价浮动上浮2个ticks
//#define THOST_FTDC_OPT_BidPrice1PlusTwoTicks 'E'
///买一价浮动上浮3个ticks
//#define THOST_FTDC_OPT_BidPrice1PlusThreeTicks 'F'
///五档价
//#define THOST_FTDC_OPT_FiveLevelPrice 'G'
OrderPriceType={
AnyPrice:'1',
LimitPrice:'2',
BestPrice:'3',
LastPrice:'4',
LastPricePlusOneTicks:'5',
LastPricePlusTwoTicks:'6',
LastPricePlusThreeTicks:'7',
AskPrice1:'8',
AskPrice1PlusOneTicks:'9',
AskPrice1PlusTwoTicks:'A',
AskPrice1PlusThreeTicks:'B',
BidPrice1:'C',
BidPrice1PlusOneTicks:'D',
BidPrice1PlusTwoTicks:'E',
BidPrice1PlusThreeTicks:'F',
FiveLevelPrice:'G'
};
/////////////////////////////////////////////////////////////////////////
///TFtdcTimeConditionType是一个有效期类型类型
/////////////////////////////////////////////////////////////////////////
///立即完成，否则撤销
//#define THOST_FTDC_TC_IOC '1'
///本节有效
//#define THOST_FTDC_TC_GFS '2'
///当日有效
//#define THOST_FTDC_TC_GFD '3'
///指定日期前有效
//#define THOST_FTDC_TC_GTD '4'
///撤销前有效
//#define THOST_FTDC_TC_GTC '5'
///集合竞价有效
//#define THOST_FTDC_TC_GFA '6'
TimeConditionType={
ImmediatelyOrCancel:'1',
GoodForSection:'2',
GoodForDay:'3',
GoodTillDate:'4',
GoodTillCancel:'5',
GoodForAuction:'6'};
/////////////////////////////////////////////////////////////////////////
///TFtdcContingentConditionType是一个触发条件类型
/////////////////////////////////////////////////////////////////////////
///立即
//#define THOST_FTDC_CC_Immediately '1'
///止损
//#define THOST_FTDC_CC_Touch '2'
///止赢
//#define THOST_FTDC_CC_TouchProfit '3'
///预埋单
//#define THOST_FTDC_CC_ParkedOrder '4'
///最新价大于条件价
//#define THOST_FTDC_CC_LastPriceGreaterThanStopPrice '5'
///最新价大于等于条件价
//#define THOST_FTDC_CC_LastPriceGreaterEqualStopPrice '6'
///最新价小于条件价
//#define THOST_FTDC_CC_LastPriceLesserThanStopPrice '7'
///最新价小于等于条件价
//#define THOST_FTDC_CC_LastPriceLesserEqualStopPrice '8'
///卖一价大于条件价
//#define THOST_FTDC_CC_AskPriceGreaterThanStopPrice '9'
///卖一价大于等于条件价
//#define THOST_FTDC_CC_AskPriceGreaterEqualStopPrice 'A'
///卖一价小于条件价
//#define THOST_FTDC_CC_AskPriceLesserThanStopPrice 'B'
///卖一价小于等于条件价
//#define THOST_FTDC_CC_AskPriceLesserEqualStopPrice 'C'
///买一价大于条件价
//#define THOST_FTDC_CC_BidPriceGreaterThanStopPrice 'D'
///买一价大于等于条件价
//#define THOST_FTDC_CC_BidPriceGreaterEqualStopPrice 'E'
///买一价小于条件价
//#define THOST_FTDC_CC_BidPriceLesserThanStopPrice 'F'
///买一价小于等于条件价
//#define THOST_FTDC_CC_BidPriceLesserEqualStopPrice 'H'
ContingentConditionType={
Immediately:'1',
Touch:'2',
TouchProfit:'3',
ParkedOrder:'4',
LastPriceGreaterThanStopPrice:'5',
LastPriceGreaterEqualStopPrice:'6',
LastPriceLesserThanStopPrice:'7',
LastPriceLesserEqualStopPrice:'8',
AskPriceGreaterThanStopPrice:'9',
AskPriceGreaterEqualStopPrice:'A',
AskPriceLesserThanStopPrice:'B',
AskPriceLesserEqualStopPrice:'C',
BidPriceGreaterThanStopPrice:'D',
BidPriceGreaterEqualStopPrice:'E',
BidPriceLesserThanStopPrice:'F',
BidPriceLesserEqualStopPrice:'H'};
ContingentConditionReverseType={
'1':"Immediately",
'2':"Touch",
'3':"TouchProfit",
'4':"ParkedOrder",
'5':"LastPriceGreaterThanStopPrice",
'6':"LastPriceGreaterEqualStopPrice",
'7':"LastPriceLesserThanStopPrice",
'8':"LastPriceLesserEqualStopPrice",
'9':"AskPriceGreaterThanStopPrice",
'A':"AskPriceGreaterEqualStopPrice",
'B':"AskPriceLesserThanStopPrice",
'C':"AskPriceLesserEqualStopPrice",
'D':"BidPriceGreaterThanStopPrice",
'E':"BidPriceGreaterEqualStopPrice",
'F':"BidPriceLesserThanStopPrice",
'H':"BidPriceLesserEqualStopPrice"
};
/////////////////////////////////////////////////////////////////////////
///TFtdcVolumeConditionType是一个成交量类型类型
/////////////////////////////////////////////////////////////////////////
///任何数量
//#define THOST_FTDC_VC_AV '1'
///最小数量
//#define THOST_FTDC_VC_MV '2'
///全部数量
//#define THOST_FTDC_VC_CV '3'
VolumeConditionType={AnyVolume:'1',MinVolume:'2',CompleteVolume:'3'};
/////////////////////////////////////////////////////////////////////////
///TFtdcForceCloseReasonType是一个强平原因类型
/////////////////////////////////////////////////////////////////////////
///非强平
//#define THOST_FTDC_FCC_NotForceClose '0'
///资金不足
//#define THOST_FTDC_FCC_LackDeposit '1'
///客户超仓
//#define THOST_FTDC_FCC_ClientOverPositionLimit '2'
///会员超仓
//#define THOST_FTDC_FCC_MemberOverPositionLimit '3'
///持仓非整数倍
//#define THOST_FTDC_FCC_NotMultiple '4'
///违规
//#define THOST_FTDC_FCC_Violation '5'
///其它
//#define THOST_FTDC_FCC_Other '6'
///自然人临近交割
//#define THOST_FTDC_FCC_PersonDeliv '7'
ForceCloseReasonType={
NotForceClose:'0',
LackDeposit:'1',
ClientOverPositionLimit:'2',
MemberOverPositionLimit:'3',
NotMultiple:'4',
Violation:'5',
Other:'6',
PersonDeliv:'7'
};
/////////////////////////////////////////////////////////////////////////
///TFtdcProductClassType是一个产品类型类型
/////////////////////////////////////////////////////////////////////////
///期货
//#define THOST_FTDC_PC_Futures '1'
///期货期权
//#define THOST_FTDC_PC_Options '2'
///组合
//#define THOST_FTDC_PC_Combination '3'
///即期
//#define THOST_FTDC_PC_Spot '4'
///期转现
//#define THOST_FTDC_PC_EFP '5'
///现货期权
//#define THOST_FTDC_PC_SOrpotOption '6'
ProductClassType={Futures:'1',Options:'2',Combination:'3',Spot:'4',EFP:'5',SpotOption:'6'};
ProductClassReverseType={'1':'Futures','2':'Options','3':'Combination','4':'Spot','5':'EFP','6':'SpotOption'};
//交易所类型
ExchangeType = {
EXCHANGE_CFFEX:'CFFEX',
EXCHANGE_SHFE: 'SHFE',
EXCHANGE_CZCE:'CZCE',
EXCHANGE_DCE:'DCE',
EXCHANGE_SSE:'SSE',
EXCHANGE_INE:'INE',
EXCHANGE_UNKNOWN:''};
/////////////////////////////////////////////////////////////////////////
///TFtdcOrderStatusType是一个报单状态类型
/////////////////////////////////////////////////////////////////////////
///全部成交
//#define THOST_FTDC_OST_AllTraded '0'
///部分成交还在队列中
//#define THOST_FTDC_OST_PartTradedQueueing '1'
///部分成交不在队列中
//#define THOST_FTDC_OST_PartTradedNotQueueing '2'
///未成交还在队列中
//#define THOST_FTDC_OST_NoTradeQueueing '3'
///未成交不在队列中
//#define THOST_FTDC_OST_NoTradeNotQueueing '4'
///撤单
//#define THOST_FTDC_OST_Canceled '5'
///未知
//#define THOST_FTDC_OST_Unknown 'a'
///尚未触发
//#define THOST_FTDC_OST_NotTouched 'b'
///已触发
//#define THOST_FTDC_OST_Touched 'c'
OrderStatusReverseType={
"0":"AllTraded",
"1":"PartTradedQueueing",
"2":"PartTradedNotQueueing",
"3":"NoTradeQueueing",
"4":"NoTradeNotQueueing",
"5":"Canceled",
"a":"Unknown",
"b":'NotTouched',
"c":'Touched'
};
OrderStatusType={
AllTraded:'0',
PartTradedQueueing:'1',
PartTradedNotQueueing:'2',
NoTradeQueueing:'3',
NoTradeNotQueueing:'4',
Canceled:'5',
Unknown:'a',
NotTouched:'b',
Touched:'c'
};
/////////////////////////////////////////////////////////////////////////
///TFtdcOrderActionStatusType是一个报单操作状态类型
/////////////////////////////////////////////////////////////////////////
///已经提交
//#define THOST_FTDC_OAS_Submitted 'a'
///已经接受
//#define THOST_FTDC_OAS_Accepted 'b'
///已经被拒绝
//#define THOST_FTDC_OAS_Rejected 'c'
//撤单的状态
CancelOrderActionStatusType={
Submitted:'a',
Accepted:'b',
Rejected:'c'
};
/////////////////////////////////////////////////////////////////////////
///TFtdcPosiDirectionType是一个持仓多空方向类型
/////////////////////////////////////////////////////////////////////////
///净
//#define THOST_FTDC_PD_Net '1'
///多头
//#define THOST_FTDC_PD_Long '2'
///空头
//#define THOST_FTDC_PD_Short '3'
PosiDirectionReverseType={
'1':"Net",
'2':"Long",
'3':"Short"
};
//6种订单类型
OrderType={
Limit:"0",
Condition:"1",
FOK:"2",
FAK:"3",
Market:"4",
MarketIfTouched:"5"
};
OrderReverseType={
"0":"Limit",
"1":"Condition",
"2":"FOK",
"3":"FAK",
"4":"Market",
"5":"MarketIfTouched"
};
//事件定义
EVENT={
OnLog:"EventLog",
OnError:"EventError",
OnContract:"EventContract",
OnTick:"EventTick",
OnOrder:"EventOrder",
OnTrade:"EventTraded",
OnCreateStrategyFailed:"EventCreateStrategyFailed",
OnQueryPosition:"EventQueryPosition",
OnQueryTradingAccount:"EventQueryTradingAccount",
OnQueryCommissionRate:"EventQueryCommissionRate",
OnQueryDeferFeeRate:"EventQueryDeferFeeRate",
//连接
OnDisconnected:"EventDisconnected",
OnConnected:"EventConnected",
//所有配置的交易客户端都连接上的事件
OnAllConfigClientReadyed:"OnAllConfigClientReadyed",
//是否订阅合约成功
OnSubscribeContract:"EventSubscribeContract",
OnUnSubscribeContract:"EventUnSubscribeContract",
//合约查询后，所有合约接收完成
OnReceivedAllContract:"EventReceivedAllContract",
//重新连接客户端事件
OnReconnected:"EventReconnectedClient",
//结算信息
OnQuerySettlementInfo:"EventQuerySettlementInfo",
};
//Disconnect ReasonID
/// 0x1001 4097 网络读失败
/// 0x1002 4098 网络写失败
/// 0x2001 8193 接收心跳超时
/// 0x2002 8194 发送心跳失败
/// 0x2003 8195 收到错误报文
DisconnectReason={
NetworkWriteError:4097,
NetworkReadError:4098,
HeartBeatTimeout:8193,
HeartBeatSendFailed:8194,
ErrorMessage:8195
};
//K线类型
KBarType={
Tick:"TickKBar",
Second:"SecondKBar",
Minute:"MinuteKBar",
Hour:"HourKBar",
Day:"DayKBar"
};
//手续费类型
FeeType={
//成交手数
ByVolume:"TradeByVolume",
//成交金额
ByMoney:"TradeByMoney"
};
//出现错误的类型
ErrorType={
Disconnected:"Disconnected with trade client",
OperationAfterDisconnected:"Operation After Disconnected.Such as SendOrder after Disconnected",
ClientRspError:"Error from the trade client response",
RejectedOrder:"The order is rejected for some reason",
StrategyError:"Strategy error happended",
DBError:"MongoDB error happended"
};
//日志Log的级别,只有两个Info,Error
LogType={
INFO:"Info",
ERROR:"Error"
};
//主引擎的状态类型,开启，晚上收盘,白天收盘(要计算净值)
MainEngineStatus={
Start:0,
DayStop:1,
NightStop:2,
Stop:3
};
AppName="NodeQuant";
Tick_DB_Name=AppName+"_Tick_DB";
System_Log_DB=AppName+"_System_Log";
System_Error_DB=AppName+"_System_Error";
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