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Struct.cs
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1035 lines (918 loc) · 28.6 KB
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using System;
using System.Collections.Generic;
using System.Linq;
using System.Runtime.InteropServices;
using System.Text;
namespace XAPI
{
/// <summary>
/// 查询持仓,查委托，查成交
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct ReqQueryField
{
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 64)]
public byte[] InstrumentName;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string Symbol;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
public string InstrumentID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
public string ExchangeID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string ClientID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string AccountID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 4)]
public string CurrencyID;
public int DateStart;
public int DateEnd;
public int TimeStart;
public int TimeEnd;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string Char64ID;
public int Int32ID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string Char64PositionIndex;
public int Int32PositionIndex;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string PortfolioID1;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string PortfolioID2;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string PortfolioID3;
public BusinessType Business;
}
///持仓
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct PositionField
{
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 64)]
public byte[] InstrumentName;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string Symbol;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
public string InstrumentID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
public string ExchangeID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string ClientID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string AccountID;
public PositionSide Side;
public HedgeFlagType HedgeFlag;
public int Date;
public double PositionCost;
public double Position;
public double TodayPosition;
public double HistoryPosition;
public double HistoryFrozen;
///今日买卖持仓
public double TodayBSPosition;
///今日买卖持仓冻结
public double TodayBSFrozen;
///今日申赎持仓
public double TodayPRPosition;
///今日申赎持仓冻结
public double TodayPRFrozen;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string ID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string PortfolioID1;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string PortfolioID2;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string PortfolioID3;
public BusinessType Business;
}
/// <summary>
/// 做市商双向报价
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct QuoteField
{
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 64)]
public byte[] InstrumentName;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string Symbol;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
public string InstrumentID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
public string ExchangeID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string ClientID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string AccountID;
public double AskQty;
public double AskPrice;
public OpenCloseType AskOpenClose;
public HedgeFlagType AskHedgeFlag;
public double BidQty;
public double BidPrice;
public OpenCloseType BidOpenClose;
public HedgeFlagType BidHedgeFlag;
public OrderStatus Status;
public ExecType ExecType;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string QuoteReqID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string LocalID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string ID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string AskID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string BidID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string AskOrderID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string BidOrderID;
public int XErrorID;
public int RawErrorID;
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 256)]
public byte[] Text;
}
/// <summary>
/// 订单信息
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct OrderField
{
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 64)]
public byte[] InstrumentName;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string Symbol;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
public string InstrumentID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
public string ExchangeID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string ClientID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string AccountID;
public OrderSide Side;
public double Qty;
public double Price;
public OpenCloseType OpenClose;
public HedgeFlagType HedgeFlag;
public int Date;
public int Time;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string ID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string OrderID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string LocalID;
public OrderType Type;
public double StopPx;
public TimeInForce TimeInForce;
public OrderStatus Status;
public ExecType ExecType;
public double LeavesQty;
public double CumQty;
public double AvgPx;
public int XErrorID;
public int RawErrorID;
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 256)]
public byte[] Text;
public int ReserveInt32;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string ReserveChar64;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string PortfolioID1;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string PortfolioID2;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string PortfolioID3;
public BusinessType Business;
}
/// <summary>
/// 成交回报
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct TradeField
{
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 64)]
public byte[] InstrumentName;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string Symbol;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
public string InstrumentID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
public string ExchangeID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string ClientID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string AccountID;
public OrderSide Side;
public double Qty;
public double Price;
public OpenCloseType OpenClose;
public HedgeFlagType HedgeFlag;
public int Date;
public int Time;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string ID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string TradeID;
public double Commission;
public int ReserveInt32;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string ReserveChar64;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string PortfolioID1;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string PortfolioID2;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string PortfolioID3;
public BusinessType Business;
}
/// <summary>
/// 服务器信息
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct ServerInfoField
{
/// <summary>
/// 订阅主题
/// </summary>
[MarshalAs(UnmanagedType.U1)]
public bool IsUsingUdp;
/// <summary>
/// 订阅主题
/// </summary>
[MarshalAs(UnmanagedType.U1)]
public bool IsMulticast;
/// <summary>
/// 订阅主题
/// </summary>
public int TopicId;
/// <summary>
/// 端口号
/// </summary>
public int Port;
/// <summary>
/// 流恢复
/// </summary>
public ResumeType MarketDataTopicResumeType;
public ResumeType PrivateTopicResumeType;
public ResumeType PublicTopicResumeType;
public ResumeType UserTopicResumeType;
/// <summary>
/// 经纪公司代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 11)]
public string BrokerID;
/// <summary>
/// 用户端产品信息
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 11)]
public string UserProductInfo;
/// <summary>
/// 认证码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 17)]
public string AuthCode;
/// <summary>
/// 地址
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 512)]
public string Address;
/// <summary>
/// 配置文件路径
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 256)]
public string ConfigPath;
/// <summary>
/// 扩展信息
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 128)]
public string ExtInfoChar128;
}
/// <summary>
/// 用户信息
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct UserInfoField
{
/// <summary>
/// 用户代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string UserID;
/// <summary>
/// 密码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 41)]
public string Password;
/// <summary>
/// 扩展信息，通达信中用来做通讯密码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string ExtInfoChar64;
/// <summary>
/// 扩展信息
/// </summary>
public int ExtInfoInt32;
}
/// <summary>
/// 错误信息
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct ErrorField
{
/// <summary>
/// 错误代码
/// </summary>
public int XErrorID;
/// <summary>
/// 错误代码
/// </summary>
public int RawErrorID;
/// <summary>
/// 错误信息
/// </summary>
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 256)]
public byte[] Text;
/// <summary>
/// 信息来源
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string Source;
}
/// <summary>
/// 日志信息
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct LogField
{
/// <summary>
/// 日志级别
/// </summary>
public LogLevel Level;
/// <summary>
/// 错误信息
/// </summary>
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 256)]
public byte[] Message;
}
/// <summary>
/// 登录回报
/// </summary>
[ComVisible(true)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct RspUserLoginField
{
/// <summary>
/// 交易日
/// </summary>
public int TradingDay;
/// <summary>
/// 时间
/// </summary>
public int LoginTime;
/// <summary>
///
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string SessionID;
/// <summary>
///
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string UserID;
/// <summary>
///
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string AccountID;
/// <summary>
/// 投资者名称
/// </summary>
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 81)]
public byte[] InvestorName;
/// <summary>
/// 错误代码
/// </summary>
public int XErrorID;
/// <summary>
/// 错误信息
/// </summary>
public int RawErrorID;
/// <summary>
/// 错误信息
/// </summary>
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 256)]
public byte[] Text;
}
/// <summary>
/// DepthField行情
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct DepthField
{
public double Price;
public int Size;
public int Count;
}
/// <summary>
/// 合约信息
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct InstrumentField
{
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 64)]
public byte[] InstrumentName;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string Symbol;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
public string InstrumentID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
public string ExchangeID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string ClientID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string AccountID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
public string ExchangeInstID;
/// <summary>
/// 类型
/// </summary>
public InstrumentType Type;
/// <summary>
/// 合约数量乘数
/// </summary>
public int VolumeMultiple;
/// <summary>
/// 最小变动价位
/// </summary>
public double PriceTick;
/// <summary>
/// 到期日
/// </summary>
public int ExpireDate;
/// <summary>
/// 执行价
/// </summary>
public double StrikePrice;
/// <summary>
/// 期权类型
/// </summary>
public PutCall OptionsType;
/// <summary>
/// 产品代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
public string ProductID;
/// <summary>
/// 基础商品代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
public string UnderlyingInstrID;
///合约生命周期状态
public InstLifePhaseType InstLifePhase;
}
/// <summary>
/// 账号
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct AccountField
{
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string ClientID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string AccountID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 4)]
public string CurrencyID;
/// <summary>
/// 上次结算准备金
/// </summary>
public double PreBalance;
/// <summary>
/// 当前保证金总额
/// </summary>
public double CurrMargin;
/// <summary>
/// 平仓盈亏
/// </summary>
public double CloseProfit;
/// <summary>
/// 持仓盈亏
/// </summary>
public double PositionProfit;
/// <summary>
/// 期货结算准备金
/// </summary>
public double Balance;
/// <summary>
/// 可用资金
/// </summary>
public double Available;
/// <summary>
/// 入金金额
/// </summary>
public double Deposit;
/// <summary>
/// 出金金额
/// </summary>
public double Withdraw;
/// <summary>
/// 可取资金
/// </summary>
public double WithdrawQuota;
/// <summary>
/// 冻结的过户费
/// </summary>
public double FrozenTransferFee;
/// <summary>
/// 冻结的印花税
/// </summary>
public double FrozenStampTax;
/// <summary>
/// 冻结的手续费
/// </summary>
public double FrozenCommission;
/// <summary>
/// 冻结的资金
/// </summary>
public double FrozenCash;
/// <summary>
/// 过户费
/// </summary>
public double TransferFee;
/// <summary>
/// 印花税
/// </summary>
public double StampTax;
/// <summary>
/// 手续费
/// </summary>
public double Commission;
/// <summary>
/// 资金差额
/// </summary>
public double CashIn;
}
/// <summary>
/// 发给做市商的询价请求
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct QuoteRequestField
{
/// <summary>
/// 合约代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string Symbol;
/// <summary>
/// 合约代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
public string InstrumentID;
/// <summary>
/// 交易所代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
public string ExchangeID;
/// <summary>
/// 交易日
/// </summary>
public int TradingDay;
/// <summary>
/// 询价时间
/// </summary>
public int QuoteTime;
/// <summary>
/// 询价编号
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string QuoteID;
}
/// <summary>
/// 结算信息
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct SettlementInfoField
{
public int Size;
/// <summary>
/// 交易日
/// </summary>
public int TradingDay;
///// <summary>
///// 消息正文
///// </summary>
//[MarshalAs(UnmanagedType.ByValArray, SizeConst = 501)]
//public byte[] Content;
}
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct SettlementInfoClass
{
/// <summary>
/// 交易日
/// </summary>
public int TradingDay;
///// <summary>
///// 消息正文
///// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 2)]
public string Content;
}
/// <summary>
/// 投资者
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct InvestorField
{
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 32)]
public string InvestorID;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 11)]
public string BrokerID;
public IdCardType IdentifiedCardType;
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 51)]
public string IdentifiedCardNo;
[MarshalAs(UnmanagedType.ByValArray, SizeConst = 81)]
public byte[] InvestorName;
}
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct OrderIDType
{
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string ID;
}
/// <summary>
/// 深度行情N档
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct DepthMarketDataNField
{
///占用总字节大小
public int Size;
public int TradingDay;
public int ActionDay;
public int UpdateTime;
public int UpdateMillisec;
/// <summary>
/// 合约代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string Symbol;
/// <summary>
/// 合约代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
public string InstrumentID;
/// <summary>
/// 交易所代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
public string ExchangeID;
/// <summary>
/// 交易所代码
/// </summary>
public ExchangeType Exchange;
/// <summary>
/// 最新价
/// </summary>
public double LastPrice;
/// <summary>
/// 数量
/// </summary>
public double Volume;
/// <summary>
/// 成交金额
/// </summary>
public double Turnover;
/// <summary>
/// 持仓量
/// </summary>
public double OpenInterest;
/// <summary>
/// 当日均价
/// </summary>
public double AveragePrice;
/// <summary>
/// 今开盘
/// </summary>
public double OpenPrice;
/// <summary>
/// 最高价
/// </summary>
public double HighestPrice;
/// <summary>
/// 最低价
/// </summary>
public double LowestPrice;
/// <summary>
/// 今收盘
/// </summary>
public double ClosePrice;
/// <summary>
/// 本次结算价
/// </summary>
public double SettlementPrice;
/// <summary>
/// 涨停板价
/// </summary>
public double UpperLimitPrice;
/// <summary>
/// 跌停板价
/// </summary>
public double LowerLimitPrice;
/// <summary>
/// 昨收盘
/// </summary>
public double PreClosePrice;
/// <summary>
/// 上次结算价
/// </summary>
public double PreSettlementPrice;
/// <summary>
/// 昨持仓量
/// </summary>
public double PreOpenInterest;
///交易阶段类型
public TradingPhaseType TradingPhase;
///买档个数
public int BidCount;
}
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public class DepthMarketDataNClass
{
public int TradingDay;
public int ActionDay;
public int UpdateTime;
public int UpdateMillisec;
/// <summary>
/// 合约代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 64)]
public string Symbol;
/// <summary>
/// 合约代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
public string InstrumentID;
/// <summary>
/// 交易所代码
/// </summary>
[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
public string ExchangeID;
/// <summary>
/// 交易所代码
/// </summary>
public ExchangeType Exchange;
/// <summary>
/// 最新价
/// </summary>
public double LastPrice;
/// <summary>
/// 数量
/// </summary>
public double Volume;
/// <summary>
/// 成交金额
/// </summary>
public double Turnover;
/// <summary>
/// 持仓量
/// </summary>
public double OpenInterest;
/// <summary>
/// 当日均价
/// </summary>
public double AveragePrice;
/// <summary>
/// 今开盘
/// </summary>
public double OpenPrice;
/// <summary>
/// 最高价
/// </summary>
public double HighestPrice;
/// <summary>
/// 最低价
/// </summary>
public double LowestPrice;
/// <summary>
/// 今收盘
/// </summary>
public double ClosePrice;
/// <summary>
/// 本次结算价
/// </summary>
public double SettlementPrice;
/// <summary>
/// 涨停板价
/// </summary>
public double UpperLimitPrice;
/// <summary>
/// 跌停板价
/// </summary>
public double LowerLimitPrice;
/// <summary>
/// 昨收盘
/// </summary>
public double PreClosePrice;
/// <summary>
/// 上次结算价
/// </summary>
public double PreSettlementPrice;
/// <summary>
/// 昨持仓量
/// </summary>
public double PreOpenInterest;
///交易阶段类型
public TradingPhaseType TradingPhase;
///买档个数
public DepthField[] Bids;
public DepthField[] Asks;
}
/// <summary>
/// Tick行情
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct TickField
{
public int Date;
public int Time;
public int Millisecond;
public double LastPrice;
public double Volume;
public double OpenInterest;
public double BidPrice1;
public double AskPrice1;
public int BidSize1;
public int AskSize1;
}
/// <summary>
/// Bar行情
/// </summary>
[ComVisible(false)]
[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
public struct BarField
{
public int Date;
public int Time;
public double Open;
public double High;
public double Low;
public double Close;
public double Volume;
public double OpenInterest;
public double Turnover;
}
/// <summary>
/// 合约信息