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ApiEnum.h
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210 lines (188 loc) · 2.17 KB
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#ifndef _API_ENUM_H_
#define _API_ENUM_H_
enum LogLevel
{
E_Fatal,
E_Critical,
E_Error,
E_Warning,
E_Notice,
E_Information,
E_Debug,
E_Trace,
};
//连接状态枚举
enum ConnectionStatus :char
{
Uninitialized, //未初始化
Initialized, //已经初始化
Disconnected, //连接已经断开
Connecting, //连接中
Connected, //连接成功
Authorizing, //授权中
Authorized, //授权成功
Logining, //登录中
Logined, //登录成功
Confirming, //结算单确认中
Confirmed, //已经确认
Doing,
Done, //完成
Unknown, //未知
ConnectFailed,
InitializedFailed,
LoginFailed,
Logout,
};
enum ApiType :char
{
Nono = 0,
Trade = 1,
MarketData = 2,
Level2 = 4,
QuoteRequest = 8,
HistoricalData = 16,
Instrument = 32,
};
enum DepthLevelType:char
{
L0,
L1,
L5,
L10,
FULL,
};
enum ResumeType :char
{
Restart,
Resume,
Quick,
};
enum PutCall :char
{
Put,
Call,
};
enum OrderStatus :char
{
NotSent,
PendingNew,
New,
Rejected,
PartiallyFilled,
Filled,
PendingCancel,
Cancelled,
Expired,
PendingReplace,
Replaced,
};
enum OrderSide :char
{
Buy,
Sell,
Creation,//申购
Redemption,//赎回
Merger,//合并
Demerger,//拆分
};
enum OrderType :char
{
Market,
Stop,
Limit,
StopLimit,
MarketOnClose,
TrailingStop,
TrailingStopLimit,
};
enum TimeInForce :char
{
ATC,
Day,
GTC,
IOC,
OPG,
OC,
FOK,
GTX,
GTD,
GFS,
};
enum PositionSide :char
{
Long,
Short,
};
enum ExecType : char
{
ExecNew,
ExecRejected,
ExecTrade,
ExecPendingCancel,
ExecCancelled,
ExecCancelReject,
ExecPendingReplace,
ExecReplace,
ExecReplaceReject,
};
enum OpenCloseType :char
{
Open,
Close,
CloseToday,
};
enum HedgeFlagType :char
{
Speculation,
Arbitrage,
Hedge,
MarketMaker,
};
enum InstrumentType :char
{
Stock,
Future,
Option,
FutureOption,
Bond,
FX,
Index,
ETF,
MultiLeg,
Synthetic,
LOF,
Other,
};
enum BarType :char
{
Time,
Tick,
Volume,
Range,
};
enum DataObjetType : char
{
Tick_,
Bid,
Ask,
Trade_,
Quote,
Bar,
Level2_,
Level2Snapshot,
Level2Update,
};
enum ExchangeType :char
{
Undefined_,
SHFE, // 上期所
DCE, // 大商所
CZCE, // 郑商所
CFFEX, // 中金所
INE, // 能源中心
SSE, // 上交所
SZE, // 深交所
NEEQ, // 全国中小企业股份转让系统,三板，临时这么写
HKEx,
};
#endif