using System;

using System.Collections.Generic;

using System.Linq;

using System.Runtime.InteropServices;

using System.Text;

namespace XAPI.COM

{

///持仓

[ComVisible(true)]

[Guid("07C1DA6E-A85E-4931-ABE6-03681A3DBB0B")]

[ClassInterface(ClassInterfaceType.AutoDual)]

public class PositionClass

{

public string InstrumentName;

public string Symbol;

public string InstrumentID;

public string ExchangeID;

public string ClientID;

public string AccountID;

public int Side;

public string Side_String;

public int HedgeFlag;

public string HedgeFlag_String;

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;

public string ID;

public string PortfolioID1;

public string PortfolioID2;

public string PortfolioID3;

public int Business;

public string Business_String;

}

/// <summary>

/// 做市商双向报价

/// </summary>

[ComVisible(false)]

[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]

public struct QuoteField

{

public byte[] InstrumentName;

public string Symbol;

public string InstrumentID;

public string ExchangeID;

public string ClientID;

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;

public string QuoteReqID;

public string LocalID;

public string ID;

public string AskID;

public string BidID;

public string AskOrderID;

public string BidOrderID;

public int XErrorID;

public int RawErrorID;

public byte[] Text;

}

/// <summary>

/// 订单信息

/// </summary>

[ComVisible(true)]

[Guid("23FC4E48-54FF-4A89-B924-B8668C5D9570")]

[ClassInterface(ClassInterfaceType.AutoDual)]

public class OrderClass

{

public string InstrumentName;

public string Symbol;

public string InstrumentID;

public string ExchangeID;

public string ClientID;

public string AccountID;

public int Side;

public string Side_String;

public double Qty;

public double Price;

public int OpenClose;

public string OpenClose_String;

public int HedgeFlag;

public string HedgeFlag_String;

public int Date;

public int Time;

public string ID;

public string OrderID;

public string LocalID;

public int Type;

public string Type_String;

public double StopPx;

public int TimeInForce;

public string TimeInForce_String;

public int Status;

public string Status_String;

public int ExecType;

public string ExecType_String;

public double LeavesQty;

public double CumQty;

public double AvgPx;

public int XErrorID;

public int RawErrorID;

public string Text;

public int ReserveInt32;

public string ReserveChar64;

public string PortfolioID1;

public string PortfolioID2;

public string PortfolioID3;

public int Business;

public string Business_String;

}

/// <summary>

/// 成交回报

/// </summary>

[ComVisible(true)]

[Guid("9FF68AA1-CB14-49E5-91F9-856400663C5E")]

[ClassInterface(ClassInterfaceType.AutoDual)]

public class TradeClass

{

public string InstrumentName;

public string Symbol;

public string InstrumentID;

public string ExchangeID;

public string ClientID;

public string AccountID;

public int Side;

public string Side_String;

public double Qty;

public double Price;

public int OpenClose;

public string OpenClose_String;

public int HedgeFlag;

public string HedgeFlag_String;

public int Date;

public int Time;

public string ID;

public string TradeID;

public double Commission;

public int ReserveInt32;

public string ReserveChar64;

public string PortfolioID1;

public string PortfolioID2;

public string PortfolioID3;

public int Business;

public string Business_String;

}

/// <summary>

/// 错误信息

/// </summary>

[ComVisible(true)]

[Guid("5F68D385-04A7-4247-8C07-839C6CE68EFF")]

[ClassInterface(ClassInterfaceType.AutoDual)]

public class ErrorClass

{

/// <summary>

/// 错误代码

/// </summary>

public int XErrorID;

/// <summary>

/// 错误代码

/// </summary>

public int RawErrorID;

/// <summary>

/// 错误信息

/// </summary>

public string Text;

/// <summary>

/// 信息来源

/// </summary>

public string Source;

}

/// <summary>

/// 日志信息

/// </summary>

[ComVisible(true)]

[Guid("4A4FDEFA-AEA6-496E-AE92-F00FD28A2075")]

[ClassInterface(ClassInterfaceType.AutoDual)]

public class LogClass

{

/// <summary>

/// 日志级别

/// </summary>

public int Level;

public string Level_String;

/// <summary>

/// 错误信息

/// </summary>

public string Message;

}

[ComVisible(true)]

[Guid("D642BDD2-8BB7-4BC9-BDC4-29CF05D1EAD4")]

[ClassInterface(ClassInterfaceType.AutoDual)]

public class RspUserLoginClass

{

public int TradingDay;

public int LoginTime;

public string SessionID;

public string UserID;

public string AccountID;

public string InvestorName;

public int XErrorID;

public int RawErrorID;

public string Text;

}

/// <summary>

/// DepthField行情

/// </summary>

[ComVisible(true)]

[Guid("6A9597AE-9AB2-4C48-8A96-F386DBCD8AB6")]

[ClassInterface(ClassInterfaceType.AutoDual)]

public class DepthClass

{

public double Price;

public int Size;

public int Count;

}

/// <summary>

/// 合约信息

/// </summary>

[ComVisible(true)]

[Guid("37ED5322-1C11-477A-AC97-F947AD8532B2")]

[ClassInterface(ClassInterfaceType.AutoDual)]

public class InstrumentClass

{

public string InstrumentName;

public string Symbol;

public string InstrumentID;

public string ExchangeID;

public string ClientID;

public string AccountID;

public string ExchangeInstID;

/// <summary>

/// 类型

/// </summary>

public int Type;

public string Type_String;

/// <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 int OptionsType;

public string OptionsType_String;

/// <summary>

/// 产品代码

/// </summary>

public string ProductID;

/// <summary>

/// 基础商品代码

/// </summary>

public string UnderlyingInstrID;

///合约生命周期状态

public int InstLifePhase;

public string InstLifePhase_String;

}

/// <summary>

/// 账号

/// </summary>

[ComVisible(true)]

[Guid("6A75FF0C-C78F-4805-96AB-0FB4AF196152")]

[ClassInterface(ClassInterfaceType.AutoDual)]

public class AccountClass

{

public string ClientID;

public string AccountID;

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;

}

[ComVisible(true)]

[Guid("E08904CE-0E96-48B5-9D87-F4C5ACE3E560")]

[ClassInterface(ClassInterfaceType.AutoDual)]

public class SettlementInfoClass

{

/// <summary>

/// 交易日

/// </summary>

public int TradingDay;

///// <summary>

///// 消息正文

///// </summary>

public string Content;

}

/// <summary>

/// 投资者

/// </summary>

[ComVisible(false)]

[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]

public struct InvestorField

{

public string InvestorID;

public string BrokerID;

public int IdentifiedCardType;

public string IdentifiedCardType_String;

public string IdentifiedCardNo;

public string InvestorName;

}

//[ComVisible(false)]

//[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]

//public struct OrderIDType

//{

// public string ID;

//}

[ComVisible(true)]

[Guid("734AF40E-D336-4C0C-A8B7-C7DB9C7FF726")]

[ClassInterface(ClassInterfaceType.AutoDual)]

public class DepthMarketDataNClass

{

public int TradingDay;

public int ActionDay;

public int UpdateTime;

public int UpdateMillisec;

public string Symbol;

public string InstrumentID;

public string ExchangeID;

/// <summary>

/// 交易所代码

/// </summary>

public int 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 int TradingPhase;

public string TradingPhase_String;

public double AskPrice1;

public int AskSize;

public double BidPrice1;

public int BidSize;

}

/// <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

/// </summary>

[ComVisible(false)]

[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]

public struct HistoricalDataRequestField

{

public int Date1;

public int Date2;

public int Time1;

public int Time2;

public DataObjetType DataType;

public BarType BarType;

public int BarSize;

public int RequestId;

public int CurrentDate;

public int lRequest;

/// <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;

}

[ComVisible(true)]

[Guid("42AB7905-CC91-480A-AEF0-FF8795872FF4")]

[ClassInterface(ClassInterfaceType.AutoDual)]

public class QueueData

{

public int Type;

public string Type_String;

public object Sender;

public object Data1;

public object Data2;

public object Data3;

public object Data4;

}

}